Statistiche di base
| Valore del portafoglio | $ 1.853.815.965 |
| Posizioni attuali | 1.063 |
Ultime partecipazioni, performance, AUM (da depositi 13F, 13D)
PMDRX - PIMCO Moderate Duration Fund Institutional ha dichiarato un totale di 1.063 partecipazioni negli ultimi documenti depositati presso la SEC. Il valore più recente del portafoglio è pari a $ 1.853.815.965 USD. Il patrimonio gestito effettivo (AUM) corrisponde a questo valore più la liquidità (che non viene dichiarata). Le principali partecipazioni di PMDRX - PIMCO Moderate Duration Fund Institutional sono Treasury, United States Department of (US:US91282CFL00) , U.S. Treasury Bonds (US:US912810TK43) , PIMCO ETF Trust - PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (US:PMBS) , UMBS TBA (US:US01F0426811) , and United States Treas Bds Bond (US:US912810SE91) . Le nuove posizioni di PMDRX - PIMCO Moderate Duration Fund Institutional includono Treasury, United States Department of (US:US91282CFL00) , U.S. Treasury Bonds (US:US912810TK43) , UMBS TBA (US:US01F0426811) , United States Treas Bds Bond (US:US912810SE91) , and Ginnie Mae (US:US21H0406817) .
Gli aumenti più importanti di questo trimestre
Utilizziamo la variazione dell'allocazione del portafoglio perché è l'indicatore più significativo. Le variazioni possono essere dovute a transazioni o a variazioni dei prezzi delle azioni.
| Titolo | Azioni (in milioni) |
Valore (in milioni di $) |
Portafoglio % | ΔPortafoglio % |
|---|---|---|---|---|
| 39,57 | 2,3708 | 2,3708 | ||
| 33,61 | 2,0139 | 2,0139 | ||
| 28,87 | 1,7298 | 1,5357 | ||
| 24,47 | 1,4660 | 1,3636 | ||
| 46,47 | 2,7843 | 1,1065 | ||
| 10,98 | 0,6581 | 0,6581 | ||
| 10,13 | 0,6069 | 0,6069 | ||
| 25,37 | 1,5200 | 0,5451 | ||
| 7,86 | 0,4708 | 0,4708 | ||
| 6,71 | 0,4023 | 0,4023 |
Gli aumenti più importanti di questo trimestre
Utilizziamo la variazione dell'allocazione del portafoglio perché è l'indicatore più significativo. Le variazioni possono essere dovute a transazioni o a variazioni dei prezzi delle azioni.
| Titolo | Azioni (in milioni) |
Valore (in milioni di $) |
Portafoglio % | ΔPortafoglio % |
|---|---|---|---|---|
| -81,21 | -4,8658 | -4,8658 | ||
| 8,55 | 0,5125 | -3,1823 | ||
| -26,46 | -1,5856 | -1,5856 | ||
| -22,30 | -1,3363 | -1,3363 | ||
| 36,26 | 2,1725 | -0,4688 | ||
| -6,55 | -0,3927 | -0,3927 | ||
| -4,41 | -0,2644 | -0,2644 | ||
| -4,02 | -0,2409 | -0,2409 | ||
| 26,98 | 1,6162 | -0,1666 | ||
| -2,54 | -0,1519 | -0,1519 |
13F e depositi di fondi
Questo modulo è stato depositato il 2025-08-28 per il periodo di riferimento 2025-06-30. Fai clic sull'icona del link per visualizzare la cronologia completa delle transazioni.
Esegui l'upgrade per sbloccare i dati premium ed esportarli in Excel 
.
28-07-2022: Nota importante: abbiamo modificato il trattamento della colonna Δ % portafoglio in questa tabella. In precedenza, la indicavamo come variazione percentuale nell'allocazione del portafoglio. Ora la indichiamo come variazione grezza dell'allocazione del portafoglio (sempre in percentuale). In termini di formula, in precedenza la indicavamo come 100 * (allocazione attuale - allocazione precedente) / allocazione precedente. Ora la indichiamo come (allocazione attuale - allocazione precedente).
| Titolo | Tipo | Prezzo medio dell'azione | Azioni (in milioni) |
ΔAzioni (%) |
ΔAzioni (%) |
Valore (in milioni di $) |
Portafoglio (%) |
ΔPortafoglio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US91282CFL00 / Treasury, United States Department of | 81,39 | 0,75 | 4,8766 | 0,0009 | |||||
| US TREASURY N/B 02/34 4 / DBT (US91282CJZ59) | 76,91 | -1,32 | 4,6083 | -0,0959 | |||||
| US912810TK43 / U.S. Treasury Bonds | 65,66 | -2,10 | 3,9341 | -0,1139 | |||||
| PMBS / PIMCO ETF Trust - PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund | 1,01 | 0,00 | 49,68 | -0,06 | 2,9768 | -0,0237 | |||
| US01F0426811 / UMBS TBA | 46,47 | 88,79 | 2,7843 | 1,1065 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 41,77 | 8,57 | 2,5025 | 0,1805 | |||||
| US912810SE91 / United States Treas Bds Bond | 39,57 | 2,3708 | 2,3708 | ||||||
| US21H0406817 / Ginnie Mae | 36,26 | -1,82 | 2,1725 | -0,4688 | |||||
| US91282CEE75 / United States Treasury Note/Bond | 35,45 | 1,04 | 2,1242 | 0,0064 | |||||
| US01F0306781 / UMBS TBA | 33,61 | 2,0139 | 2,0139 | ||||||
| US91282CJA09 / United States Treasury Note/Bond | 33,51 | 0,44 | 2,0078 | -0,0058 | |||||
| US91282CHA27 / United States Treasury Note/Bond | 32,53 | 0,62 | 1,9489 | -0,0022 | |||||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 31,10 | -2,25 | 1,8632 | -0,0569 | |||||
| US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) | 30,87 | 10,27 | 1,8495 | 0,1600 | |||||
| US91282CEV90 / United States Treasury Note/Bond | 30,83 | 0,86 | 1,8474 | 0,0023 | |||||
| US91282CJM47 / United States Treasury Note/Bond | 30,37 | 0,75 | 1,8197 | 0,0003 | |||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 30,01 | 0,30 | 1,7982 | -0,0078 | |||||
| US TREASURY N/B 08/44 4.125 / DBT (US912810UD80) | 29,60 | -2,21 | 1,7736 | -0,0535 | |||||
| US91282CDL28 / UNITED STATES TREASURY NOTE 1.50000000 | 29,19 | 1,21 | 1,7489 | 0,0082 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 28,87 | 913,73 | 1,7298 | 1,5357 | |||||
| US21H0306827 / Ginnie Mae | 26,98 | 3,13 | 1,6162 | -0,1666 | |||||
| US01F0506844 / UMBS TBA | 25,37 | 77,38 | 1,5200 | 0,5451 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 24,47 | 1.527,94 | 1,4660 | 1,3636 | |||||
| US91282CHJ36 / United States Treasury Note/Bond | 23,05 | -7,54 | 1,3808 | -0,1236 | |||||
| US TREASURY N/B 11/44 4.625 / DBT (US912810UF39) | 22,72 | -2,23 | 1,3612 | -0,0413 | |||||
| R2035 / South Africa - Corporate Bond/Note | 21,66 | 8,02 | 1,2979 | 0,0876 | |||||
| US912810TU25 / United States Treasury Note/Bond | 21,64 | -2,19 | 1,2968 | -0,0388 | |||||
| US912810TH14 / United States Treasury Note/Bond | 20,52 | -2,10 | 1,2298 | -0,0356 | |||||
| US912810ST60 / TREASURY BOND | 20,40 | -1,99 | 1,2220 | -0,0340 | |||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 20,19 | 0,74 | 1,2096 | 0,0001 | |||||
| US91282CJF95 / United States Treasury Note/Bond | 19,27 | 0,40 | 1,1547 | -0,0038 | |||||
| US9128284V99 / U.S. Treasury Notes 2.875%, due 08/15/2028 | 19,22 | 0,80 | 1,1516 | 0,0008 | |||||
| US91282CBZ32 / United States Treasury Note/Bond | 17,95 | 1,16 | 1,0754 | 0,0045 | |||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 17,82 | 0,91 | 1,0678 | 0,0019 | |||||
| US91282CCY57 / UNITED STATES TREASURY NOTE 1.25000000 | 17,77 | 1,27 | 1,0646 | 0,0056 | |||||
| US3132DWJ465 / FHLG 30YR 5.5% 12/01/2053#SD8383 | 15,56 | -2,49 | 0,9324 | -0,0309 | |||||
| US91282CJG78 / U.S. Treasury Notes | 15,43 | 0,64 | 0,9248 | -0,0009 | |||||
| US91282CHZ77 / United States Treasury Note/Bond | 15,26 | 0,65 | 0,9141 | -0,0007 | |||||
| US91282CHW47 / US TREASURY N/B 4.125000% 08/31/2030 | 15,12 | 0,81 | 0,9058 | 0,0006 | |||||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 14,57 | 6,77 | 0,8730 | 0,0494 | |||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 14,27 | 1,14 | 0,8550 | 0,0034 | |||||
| US91282CHK09 / United States Treasury Note/Bond | 14,12 | 0,52 | 0,8461 | -0,0018 | |||||
| US91282CHQ78 / United States Treasury Note/Bond | 14,07 | 0,51 | 0,8430 | -0,0019 | |||||
| US912810SJ88 / United States Treas Bds Bond | 10,98 | 0,6581 | 0,6581 | ||||||
| US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) | 10,58 | -3,28 | 0,6340 | -0,0263 | |||||
| RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (EZ000VCFPMC7) | 10,55 | 6,32 | 0,6320 | 0,0332 | |||||
| US91282CGQ87 / United States Treasury Note/Bond | 10,50 | 0,75 | 0,6293 | 0,0001 | |||||
| US91282CHF14 / United States Treasury Note/Bond | 10,38 | 0,85 | 0,6218 | 0,0007 | |||||
| US91282CGS44 / United States Treasury Note/Bond | 10,33 | 0,84 | 0,6188 | 0,0006 | |||||
| TVC / Tennessee Valley Authority - Preferred Stock | 10,13 | 0,6069 | 0,6069 | ||||||
| FNMA POOL BX9758 FN 04/53 FIXED 5 / ABS-MBS (US3140NEZY45) | 10,12 | -2,17 | 0,6065 | -0,0180 | |||||
| US36179YMH44 / GINNIE MAE II POOL P#MA9360 4.50000000 | 9,67 | -1,25 | 0,5794 | -0,0117 | |||||
| US3133BVJ303 / FR QF7482 | 9,47 | -0,95 | 0,5672 | -0,0097 | |||||
| Q / Quetzal Copper Corp. | 9,20 | 4,16 | 0,5511 | 0,0181 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 8,81 | 1,77 | 0,5279 | 0,0053 | |||||
| US01F0406854 / UMBS TBA | 8,55 | -83,44 | 0,5125 | -3,1823 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 7,86 | 0,4708 | 0,4708 | ||||||
| US912810SD19 / United States Treas Bds Bond | 7,47 | -2,61 | 0,4477 | -0,0153 | |||||
| US31393YX756 / FANNIEMAE WHOLE LOAN FNW 2004 W6 3A5 | 7,41 | -4,30 | 0,4441 | -0,0234 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 6,71 | 0,4023 | 0,4023 | ||||||
| 5831 / Shizuoka Financial Group,Inc. | 6,49 | -2,73 | 0,3890 | -0,0139 | |||||
| US694308KM84 / Pacific Gas and Electric Co. | 6,17 | 0,02 | 0,3697 | -0,0026 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 6,02 | 0,3607 | 0,3607 | ||||||
| US05377RHM97 / Avis Budget Rental Car Funding AESOP LLC | 5,55 | 0,14 | 0,3325 | -0,0020 | |||||
| TVC / Tennessee Valley Authority - Preferred Stock | 5,37 | 0,30 | 0,3218 | -0,0014 | |||||
| US361886CW21 / GMF Floorplan Owner Revolving Trust | 5,26 | 0,38 | 0,3151 | -0,0011 | |||||
| ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8 / DBT (CA68333ZBG15) | 5,14 | 0,3078 | 0,3078 | ||||||
| US88167QAD88 / TESLA AUTO LEASE TRUST 2023 B | 5,03 | -0,42 | 0,3012 | -0,0035 | |||||
| US TREASURY N/B 02/44 4.5 / DBT (US912810TZ12) | 4,93 | -2,20 | 0,2954 | -0,0089 | |||||
| 4020 / Saudi Real Estate Company | 4,88 | 0,43 | 0,2925 | -0,0009 | |||||
| US64135DAA37 / Neuberger Berman Loan Advisers CLO 47 Ltd., Series 2022-47A, Class A | 4,80 | 0,23 | 0,2877 | -0,0015 | |||||
| GB00BMV7TC88 / United Kingdom Gilt | 4,76 | 6,44 | 0,2851 | 0,0153 | |||||
| US32027LAF22 / FFML 2006-FF14 A6 | 4,74 | 0,89 | 0,2838 | 0,0005 | |||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 4,67 | 0,26 | 0,2800 | -0,0013 | |||||
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A / ABS-CBDO (XS3020835339) | 4,49 | 6,57 | 0,2693 | 0,0147 | |||||
| US03027XCE85 / American Tower Corp. | 4,49 | 0,65 | 0,2689 | -0,0002 | |||||
| US912810TM09 / United States Treasury Note/Bond | 4,47 | -2,21 | 0,2679 | -0,0081 | |||||
| US21H0506806 / GNMA | 4,22 | 0,81 | 0,2530 | -0,0325 | |||||
| US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 | 4,18 | 0,99 | 0,2507 | 0,0006 | |||||
| US65535HAR03 / Nomura Holdings Inc | 4,10 | 0,69 | 0,2454 | -0,0002 | |||||
| US07274NAJ28 / Bayer US Finance II LLC | 4,09 | 0,15 | 0,2450 | -0,0014 | |||||
| CBAMR LTD CBAMR 2019 9A AR 144A / ABS-CBDO (US14987VAN91) | 4,01 | 0,12 | 0,2403 | -0,0015 | |||||
| US87166FAD50 / Synchrony Bank | 4,00 | -0,15 | 0,2396 | -0,0021 | |||||
| US46654PAA49 / JPMCC_21-HTL5 | 3,98 | -0,13 | 0,2386 | -0,0021 | |||||
| INVITATION HOMES TRUST IHSFR 2024 SFR1 A 144A / ABS-MBS (US46188DAA63) | 3,89 | 1,04 | 0,2333 | 0,0007 | |||||
| US56848DAA72 / Mariner Finance Issuance Trust 2021-A | 3,88 | 1,02 | 0,2322 | 0,0006 | |||||
| XS2109812508 / Romanian Government International Bond | 3,83 | 11,61 | 0,2293 | 0,0223 | |||||
| US75406BAG23 / RASC Series 2006-KS2 Trust | 3,82 | 0,29 | 0,2289 | -0,0010 | |||||
| US17331KAD19 / Citizens Auto Receivables Trust | 3,81 | -22,35 | 0,2286 | -0,0679 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 3,81 | 0,2283 | 0,2283 | ||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 3,80 | 0,00 | 0,2277 | -0,0017 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 3,76 | 0,83 | 0,2254 | 0,0002 | |||||
| US46513JB346 / Israel Government International Bond | 3,72 | 2,62 | 0,2228 | 0,0041 | |||||
| BMO MORTGAGE TRUST BMO 2025 5C11 A2 / ABS-MBS (US096941AB56) | 3,68 | 0,2204 | 0,2204 | ||||||
| US12532HAC88 / CGI Inc | 3,67 | 1,02 | 0,2200 | 0,0006 | |||||
| US52607MAA71 / LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A | 3,64 | 0,61 | 0,2184 | -0,0003 | |||||
| US65480CAC91 / NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 | 3,63 | 0,47 | 0,2173 | -0,0006 | |||||
| US08576PAH47 / Berry Global Inc | 3,54 | 0,77 | 0,2119 | 0,0000 | |||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A / ABS-O (US19425MAB46) | 3,53 | -3,87 | 0,2113 | -0,0101 | |||||
| US05551JAA88 / BAMLL Commercial Mortgage Securities Trust 2020-BOC | 3,51 | -2,04 | 0,2101 | -0,0060 | |||||
| US44891ACL98 / Hyundai Capital America | 3,50 | -0,17 | 0,2098 | -0,0019 | |||||
| US842587DH79 / Southern Co/The | 3,47 | 1,58 | 0,2080 | 0,0017 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 3,46 | 1,08 | 0,2072 | 0,0007 | |||||
| US95000U2V48 / WELLS FARGO & COMPANY REGD V/R MTN 3.52600000 | 3,45 | 0,61 | 0,2068 | -0,0002 | |||||
| US17295FAD69 / Citizens Auto Receivables Trust 2023-2 | 3,45 | -5,17 | 0,2068 | -0,0129 | |||||
| US225401AF50 / Credit Suisse Group AG | 3,45 | 0,79 | 0,2065 | 0,0001 | |||||
| US30227FAA84 / Extended Stay America Trust | 3,43 | -0,87 | 0,2057 | -0,0033 | |||||
| US92867UAE29 / VWALT 2023-A A4 | 3,43 | -0,17 | 0,2055 | -0,0019 | |||||
| US11135FBK66 / BROADCOM INC 3.419% 04/15/2033 144A | 3,41 | 1,85 | 0,2043 | 0,0023 | |||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 3,31 | -4,45 | 0,1980 | -0,0108 | |||||
| US05369AAD37 / Aviation Capital Group LLC | 3,30 | 0,27 | 0,1975 | -0,0010 | |||||
| US465972AA56 / JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-DATA, Class A | 3,24 | 1,79 | 0,1941 | 0,0020 | |||||
| US94990DAA46 / Wells Fargo Commercial Mortgage Trust 2018-1745 | 3,19 | -0,62 | 0,1913 | -0,0026 | |||||
| US65473FAE79 / Nissan Auto Lease Trust 2023-B | 3,16 | -0,22 | 0,1894 | -0,0018 | |||||
| US86364KAA25 / CORP CMO | 3,14 | 1,03 | 0,1880 | 0,0006 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 3,10 | 0,1856 | 0,1856 | ||||||
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR / DBT (XS2757986224) | 3,08 | 8,88 | 0,1844 | 0,0138 | |||||
| BANK OF AMERICA CORP SR UNSECURED 01/31 VAR / DBT (US06051GML04) | 3,08 | 1,08 | 0,1843 | 0,0007 | |||||
| XS2586739729 / Imperial Brands Finance Netherlands BV | 3,06 | 9,63 | 0,1835 | 0,0149 | |||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 3,05 | 0,96 | 0,1830 | 0,0004 | |||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 3,00 | 0,1799 | 0,1799 | ||||||
| US36265AAA97 / Goldman Sachs Mortgage Securities Trust | 2,98 | 0,24 | 0,1785 | -0,0009 | |||||
| SYSTEM ENERGY RESOURCES 1ST REF MORT 12/34 5.3 / DBT (US871911AV54) | 2,97 | 0,1777 | 0,1777 | ||||||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | 2,92 | 1,43 | 0,1748 | 0,0012 | |||||
| KMIC34 / Kinder Morgan, Inc. - Depositary Receipt (Common Stock) | 2,90 | 0,1740 | 0,1740 | ||||||
| US45668WAC10 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3 | 2,88 | -1,51 | 0,1725 | -0,0039 | |||||
| US225401AV01 / Credit Suisse Group AG | 2,87 | 0,17 | 0,1721 | -0,0010 | |||||
| US78485KAA34 / STWD 2022-FL3 Ltd | 2,85 | -10,57 | 0,1709 | -0,0216 | |||||
| RFR USD SOFR/2.61740 09/30/22-25Y* LCH / DIR (EZ86651VZHW8) | 2,84 | 8,00 | 0,1700 | 0,0114 | |||||
| US36265LAB36 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A | 2,83 | -2,42 | 0,1695 | -0,0055 | |||||
| US86772HAA59 / Sunrun Demeter Issuer 2021-2 | 2,83 | 0,28 | 0,1694 | -0,0007 | |||||
| US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd | 2,81 | -15,77 | 0,1681 | -0,0329 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 2,77 | 0,1659 | 0,1659 | ||||||
| US912810SW99 / United States Treasury Note/Bond | 2,75 | -1,96 | 0,1649 | -0,0046 | |||||
| AU3FN0029609 / AAI Ltd | 2,75 | 0,1648 | 0,1648 | ||||||
| US05377RGU23 / Avis Budget Rental Car Funding AESOP LLC | 2,74 | -0,04 | 0,1639 | -0,0013 | |||||
| US90355DAV55 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A | 2,73 | -1,66 | 0,1634 | -0,0040 | |||||
| WOODSIDE FINANCE LTD COMPANY GUAR 05/28 4.9 / DBT (US980236AX18) | 2,72 | 0,1629 | 0,1629 | ||||||
| US61747YFA82 / Morgan Stanley | 2,69 | 0,37 | 0,1615 | -0,0006 | |||||
| US345397C924 / Ford Motor Credit Co LLC | 2,69 | 0,60 | 0,1610 | -0,0002 | |||||
| US67114WAA99 / ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 2,68 | -2,05 | 0,1604 | -0,0045 | |||||
| US38012RAA41 / GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 5.12% 04/11/2035 144A | 2,66 | 0,49 | 0,1595 | -0,0004 | |||||
| US437927AC00 / Honda Auto Receivables 2023-2 Owner Trust | 2,66 | -11,82 | 0,1592 | -0,0226 | |||||
| US05377RHC16 / AESOP 23-5 A 144A 5.78% 04-20-28/27 | 2,65 | -0,08 | 0,1590 | -0,0013 | |||||
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2024 P016 A2 / ABS-MBS (US3137HDJU50) | 2,62 | 0,08 | 0,1569 | -0,0010 | |||||
| HUNGARY SR UNSECURED REGS 06/34 4.5 / DBT (XS2971936948) | 2,62 | 12,57 | 0,1567 | 0,0165 | |||||
| US172967MP39 / CITIGROUP INC SR UNSECURED 03/31 VAR | 2,57 | 1,50 | 0,1542 | 0,0012 | |||||
| TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 01/31 5 / DBT (US893045AF16) | 2,54 | 0,1525 | 0,1525 | ||||||
| US90355RAC60 / UWM 2021-INV3 A3 11/51 | 2,54 | -2,46 | 0,1522 | -0,0050 | |||||
| AU3FN0029609 / AAI Ltd | 2,50 | 0,36 | 0,1501 | -0,0006 | |||||
| US06051GLS65 / Bank of America Corp | 2,50 | 0,52 | 0,1498 | -0,0003 | |||||
| HCA INC COMPANY GUAR 04/31 5.45 / DBT (US404119CT49) | 2,48 | 1,52 | 0,1483 | 0,0011 | |||||
| US04002BAA35 / AREIT_23-CRE8 | 2,46 | -0,69 | 0,1472 | -0,0021 | |||||
| JPMCC / J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-ASH8 | 2,45 | -0,73 | 0,1470 | -0,0022 | |||||
| US06540WBB81 / BANK BANK 2019 BN19 ASB | 2,45 | -4,64 | 0,1467 | -0,0083 | |||||
| US293601AE08 / ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A | 2,42 | -0,45 | 0,1450 | -0,0017 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 2,41 | 50,28 | 0,1445 | 0,0476 | |||||
| US576339DJ15 / MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A | 2,40 | -0,17 | 0,1437 | -0,0013 | |||||
| US3140MWTM87 / FNCL UMBS 4.0 BW5055 12-01-52 | 2,40 | -0,79 | 0,1436 | -0,0023 | |||||
| US36264RAE53 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ4 CL A4 V/R REGD 144A P/P 2.50000000 | 2,40 | -1,76 | 0,1435 | -0,0036 | |||||
| US69121PBU66 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 | 2,39 | -3,63 | 0,1434 | -0,0065 | |||||
| BP CAPITAL MARKETS B.V. 09/31 3.36 / DBT (XS2902720171) | 2,38 | 10,46 | 0,1424 | 0,0125 | |||||
| US054980AA58 / BDS 2022-FL11 LLC | 2,34 | -6,06 | 0,1402 | -0,0101 | |||||
| US3140NA2M44 / FNMA POOL BX6179 FN 02/53 FIXED 5 | 2,33 | -2,91 | 0,1399 | -0,0052 | |||||
| US3140NGF963 / Fannie Mae Pool | 2,30 | -1,07 | 0,1380 | -0,0025 | |||||
| FREDDIE MAC FHR 5532 FA / ABS-MBS (US3137HKPJ74) | 2,29 | -4,87 | 0,1369 | -0,0081 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 2,28 | 0,1366 | 0,1366 | ||||||
| US25150VAM81 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3 | 2,27 | -3,70 | 0,1358 | -0,0062 | |||||
| TRT061124T11 / Turkey Government Bond | 2,27 | 13,65 | 0,1357 | 0,0154 | |||||
| US36262TAA16 / GPMT 2021-FL4 LTD | 2,25 | -2,39 | 0,1348 | -0,0043 | |||||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) | 2,22 | 4,08 | 0,1331 | 0,0043 | |||||
| X1EL34 / Xcel Energy Inc. - Depositary Receipt (Common Stock) | 2,14 | 1,66 | 0,1285 | 0,0012 | |||||
| HPS CORPORATE LENDING FU SR UNSECURED 144A 06/27 5.3 / DBT (US40440VAL99) | 2,10 | 0,1261 | 0,1261 | ||||||
| MX0SGO0000K0 / Mexican Udibonos | 2,10 | 11,61 | 0,1256 | 0,0123 | |||||
| VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (US92915QBG73) | 2,09 | -0,33 | 0,1254 | -0,0014 | |||||
| US715638BE14 / Peruvian Government International Bond | 2,09 | -15,64 | 0,1251 | -0,0242 | |||||
| FORD AUTO SECURITIZATION TRUST FASTR 2023 BA A2 144A / ABS-O (CA345214AY60) | 2,08 | -11,45 | 0,1247 | -0,0172 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 2,07 | 0,1241 | 0,1241 | ||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 2,05 | 0,98 | 0,1229 | 0,0003 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 2,04 | 0,1224 | 0,1224 | ||||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65 / DBT (US05565ECU73) | 2,01 | 0,40 | 0,1206 | -0,0004 | |||||
| US03465MAA18 / Angel Oak Mortgage Trust 2021-8 | 1,99 | -3,16 | 0,1193 | -0,0048 | |||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 1,97 | 0,1182 | 0,1182 | ||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (XS3040415013) | 1,96 | 0,77 | 0,1175 | 0,0000 | |||||
| US44935VAD10 / Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A3 | 1,96 | -18,98 | 0,1172 | -0,0285 | |||||
| VAR ENERGI ASA SR UNSECURED 144A 05/30 5.875 / DBT (US92212WAF77) | 1,95 | 0,1167 | 0,1167 | ||||||
| US3140N7TV20 / FNCL UMBS 4.0 BX3263 02-01-53 | 1,94 | -5,00 | 0,1161 | -0,0070 | |||||
| US69291QAA31 / PFP III PFP 2022 9 A 144A | 1,90 | -21,87 | 0,1141 | -0,0330 | |||||
| BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 / DBT (CA110709AK82) | 1,89 | 4,36 | 0,1135 | 0,0039 | |||||
| US92330YAN31 / VENTURE CDO LTD VENTR 2018 33A A1LR 144A | 1,85 | -28,69 | 0,1108 | -0,0457 | |||||
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 / ABS-MBS (US31418E2F68) | 1,84 | -9,13 | 0,1104 | -0,0120 | |||||
| 4020 / Saudi Real Estate Company | 1,84 | 10,26 | 0,1101 | 0,0096 | |||||
| DAI ICHI LIFE INSURANCE SUBORDINATED 144A 12/99 VAR / DBT (US23381LAA26) | 1,82 | 0,55 | 0,1091 | -0,0002 | |||||
| US63906EB929 / NatWest Markets PLC | 1,82 | 0,55 | 0,1091 | -0,0002 | |||||
| PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A / ABS-O (US69291YAA64) | 1,81 | 0,1083 | 0,1083 | ||||||
| US17305EGP43 / Citibank Credit Card Issuance Trust | 1,80 | -0,17 | 0,1079 | -0,0009 | |||||
| US00108WAH34 / AEP Texas Inc. | 1,78 | 0,85 | 0,1066 | 0,0001 | |||||
| US345397A860 / Ford Motor Credit Co LLC | 1,76 | 1,15 | 0,1055 | 0,0005 | |||||
| MUFG / Mitsubishi UFJ Financial Group, Inc. - Depositary Receipt (Common Stock) | 1,75 | 0,52 | 0,1047 | -0,0002 | |||||
| ONCOR ELECTRIC DELIVERY SR SECURED 144A 04/35 5.35 / DBT (US68233JCZ57) | 1,73 | 0,76 | 0,1038 | 0,0000 | |||||
| US31418EMR89 / FNCL UMBS 4.5 MA4867 01-01-53 | 1,72 | -2,10 | 0,1033 | -0,0030 | |||||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (US731011AY80) | 1,71 | 1,42 | 0,1025 | 0,0007 | |||||
| US3132DWHE66 / UMBS | 1,71 | -2,06 | 0,1023 | -0,0030 | |||||
| US05523GAA94 / BAMLL Commercial Mortgage Securities Trust 2016-ISQ | 1,70 | -2,13 | 0,1018 | -0,0029 | |||||
| US3133CAEJ52 / FED HM LN PC POOL QG9137 FR 08/53 FIXED 5.5 | 1,69 | -0,35 | 0,1014 | -0,0011 | |||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 1,68 | 0,1005 | 0,1005 | ||||||
| US674599DJ13 / Occidental Petroleum Corp | 1,67 | -1,07 | 0,0998 | -0,0018 | |||||
| GMZB / Ally Financial Inc. - Preferred Stock | 1,63 | 0,0976 | 0,0976 | ||||||
| US147918AB23 / Cassa Depositi e Prestiti SpA | 1,62 | -0,06 | 0,0968 | -0,0008 | |||||
| 081437AG0 / Bemis Inc Notes 5.65% 08/01/14 | 1,61 | 0,12 | 0,0966 | -0,0005 | |||||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 1,60 | 0,0959 | 0,0959 | ||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (US14051LAA08) | 1,60 | -0,06 | 0,0959 | -0,0008 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 1,57 | 10,44 | 0,0938 | 0,0083 | |||||
| XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A | 1,53 | -23,13 | 0,0918 | -0,0285 | |||||
| US55284AAA60 / MF1 2021-FL7 Ltd | 1,51 | -36,21 | 0,0907 | -0,0525 | |||||
| US35640YAK38 / Freedom Mortgage Corp | 1,51 | 0,13 | 0,0903 | -0,0006 | |||||
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 / ABS-MBS (US3132DWKQ59) | 1,50 | -9,84 | 0,0900 | -0,0106 | |||||
| ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A / ABS-CBDO (US01750HAQ56) | 1,50 | 0,07 | 0,0900 | -0,0006 | |||||
| US80000XAC39 / SANDERS RE III LTD UNSECURED 144A 04/29 VAR | 1,50 | -42,19 | 0,0896 | -0,0665 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 1,49 | 0,0893 | 0,0893 | ||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 1,48 | 0,0888 | 0,0888 | ||||||
| US3140NFCX83 / Fannie Mae Pool | 1,48 | -2,89 | 0,0887 | -0,0033 | |||||
| US224939AA67 / Credicorp Capital Sociedad Titulizadora SA | 1,47 | 2,73 | 0,0881 | 0,0017 | |||||
| US29278GAM06 / Enel Finance International NV | 1,46 | 0,76 | 0,0876 | 0,0001 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 1,43 | 1,20 | 0,0856 | 0,0004 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 1,43 | 0,0855 | 0,0855 | ||||||
| US268317AV61 / Electricite de France SA | 1,39 | 1,31 | 0,0831 | 0,0005 | |||||
| US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 | 1,39 | 0,29 | 0,0831 | -0,0003 | |||||
| ILGOV / Ministry Of Finance, Shachar - Corporate Bond/Note | 1,35 | 11,48 | 0,0809 | 0,0078 | |||||
| DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) | 1,35 | 0,30 | 0,0807 | -0,0004 | |||||
| EQT / EQT AB (publ) | 1,33 | 0,0795 | 0,0795 | ||||||
| US50168BAC28 / LADAR 23-3 A3 144A 6.12% 09-15-27/25 | 1,32 | -43,36 | 0,0792 | -0,0617 | |||||
| DELL INT LLC / EMC CORP COMPANY GUAR 04/28 4.75 / DBT (US24703TAL08) | 1,32 | 0,69 | 0,0788 | -0,0000 | |||||
| STELLANTIS FIN US INC COMPANY GUAR 144A 03/30 5.75 / DBT (US85855CAK62) | 1,31 | 1,00 | 0,0786 | 0,0002 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 1,30 | 0,0780 | 0,0780 | ||||||
| DU0000100962 / Janus Henderson Cash Liquidity Fund | 1,29 | 2,46 | 0,0773 | 0,0013 | |||||
| US91087BAX82 / Mexico Government International Bond | 1,29 | 0,94 | 0,0772 | 0,0002 | |||||
| CAESARS ENTERTAINMENT INC. 2024 TERM LOAN B1 / LON (US12768EAH99) | 1,28 | 0,08 | 0,0770 | -0,0005 | |||||
| MX0SGO0000F0 / Mexican Udibonos | 1,28 | 11,41 | 0,0766 | 0,0073 | |||||
| US36228FN288 / GSAMP TRUST GSAMP 2004 FM2 M1 | 1,28 | -1,16 | 0,0766 | -0,0015 | |||||
| US00130HCH66 / AES Corp/The | 1,28 | 0,39 | 0,0766 | -0,0002 | |||||
| R2037 / South Africa - Sovereign or Government Agency Debt | 1,27 | 8,43 | 0,0763 | 0,0054 | |||||
| US36295TBH68 / GNMA II POOL 679640 G2 06/48 FIXED 4 | 1,27 | -4,67 | 0,0760 | -0,0043 | |||||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 1,26 | -1,87 | 0,0757 | -0,0020 | |||||
| US94985FAA66 / Wells Fargo Alternative Loan 2007-PA2 Trust | 1,26 | -0,16 | 0,0752 | -0,0007 | |||||
| US06738ECK91 / Barclays PLC | 1,25 | 0,48 | 0,0749 | -0,0001 | |||||
| BNP / BNP Paribas SA | 1,25 | 1,79 | 0,0748 | 0,0008 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 1,23 | 0,90 | 0,0738 | 0,0001 | |||||
| US3133BWPG24 / FNCL UMBS 4.0 QF8523 02-01-53 | 1,23 | -0,89 | 0,0735 | -0,0012 | |||||
| SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A / ABS-O (US78414SAE46) | 1,22 | -23,69 | 0,0734 | -0,0235 | |||||
| US11135FBH38 / Broadcom Inc | 1,22 | 1,66 | 0,0733 | 0,0007 | |||||
| S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) | 1,22 | 0,0732 | 0,0732 | ||||||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (US731011AX08) | 1,22 | 1,42 | 0,0730 | 0,0005 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 1,21 | 0,41 | 0,0727 | -0,0002 | |||||
| SRG / Snam S.p.A. | 1,21 | 0,0725 | 0,0725 | ||||||
| US78433XAA81 / Stonepeak ABS, Series 2021-1A | 1,20 | -10,17 | 0,0720 | -0,0087 | |||||
| US842400HW63 / Southern California Edison Co | 1,20 | 0,00 | 0,0720 | -0,0005 | |||||
| MILLER HOMES GROUP FIN SR SECURED 144A 10/30 VAR / DBT (XS3047272334) | 1,20 | 0,0718 | 0,0718 | ||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 1,18 | 0,0707 | 0,0707 | ||||||
| US3136BBAR38 / Fannie Mae-Aces | 1,18 | -7,17 | 0,0706 | -0,0060 | |||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (US90323WAP59) | 1,13 | -0,70 | 0,0679 | -0,0010 | |||||
| DIAGEO INVESTMENT CORP COMPANY GUAR 08/30 5.125 / DBT (US25245BAC19) | 1,13 | 0,0679 | 0,0679 | ||||||
| US36143L2D64 / GA Global Funding Trust | 1,13 | 1,44 | 0,0675 | 0,0004 | |||||
| SAMMONS FINANCIAL GLOBAL SECURED 144A 12/29 5.1 / DBT (US79587J2A00) | 1,12 | 1,54 | 0,0674 | 0,0005 | |||||
| BGC / BGC Group, Inc. | 1,12 | 1,83 | 0,0668 | 0,0007 | |||||
| MRX / Marex Group plc | 1,11 | 0,0668 | 0,0668 | ||||||
| VICI PROPERTIES LP SR UNSECURED 04/35 5.625 / DBT (US925650AK98) | 1,11 | 1,46 | 0,0665 | 0,0005 | |||||
| CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.672 / DBT (US16882LAB80) | 1,11 | 0,73 | 0,0664 | 0,0000 | |||||
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07) | 1,10 | -0,18 | 0,0657 | -0,0006 | |||||
| JANE STREET GROUP LLC 2024 TERM LOAN B1 / LON (US47077DAM20) | 1,10 | 0,83 | 0,0657 | 0,0000 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1,09 | 1,48 | 0,0656 | 0,0005 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 1,03 | 0,98 | 0,0618 | 0,0001 | |||||
| US29082HAA05 / Embraer Netherlands Finance BV | 1,03 | 1,28 | 0,0618 | 0,0003 | |||||
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 / DBT (US30321L2J09) | 1,03 | 0,98 | 0,0616 | 0,0002 | |||||
| P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) | 1,01 | 0,0608 | 0,0608 | ||||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 1,01 | 1,10 | 0,0607 | 0,0002 | |||||
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR / DBT (US27332EAA91) | 1,01 | 0,50 | 0,0607 | -0,0001 | |||||
| LPL HOLDINGS INC COMPANY GUAR 06/30 5.15 / DBT (US50212YAP97) | 1,01 | 0,0607 | 0,0607 | ||||||
| STZB34 / Constellation Brands, Inc. - Depositary Receipt (Common Stock) | 1,01 | 0,0604 | 0,0604 | ||||||
| US44935VAE92 / HALST_23-C | 1,01 | -0,30 | 0,0604 | -0,0007 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1,00 | 1,21 | 0,0601 | 0,0003 | |||||
| TRALEE CLO LTD TRAL 2018 5A A1RR 144A / ABS-CBDO (US89300JBA51) | 1,00 | 0,20 | 0,0600 | -0,0004 | |||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (US04943EAQ44) | 1,00 | -0,10 | 0,0599 | -0,0005 | |||||
| LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (US50202QAL77) | 1,00 | 0,10 | 0,0598 | -0,0004 | |||||
| QUIKRETE HOLDINGS INC 2025 TERM LOAN B / LON (US74839XAL38) | 1,00 | 0,71 | 0,0598 | 0,0000 | |||||
| HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5 / DBT (US44107TBC99) | 0,99 | 1,02 | 0,0593 | 0,0002 | |||||
| SANTANDER UK GROUP HLDGS SR UNSECURED 04/31 VAR / DBT (US80281LAV71) | 0,97 | 1,14 | 0,0584 | 0,0002 | |||||
| WOODSIDE FINANCE LTD WOODSIDE FINANCE LTD / DBT (US980236AR40) | 0,97 | -0,21 | 0,0580 | -0,0005 | |||||
| US70069FDN42 / PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5 | 0,96 | -5,96 | 0,0577 | -0,0041 | |||||
| US38376RFJ05 / Government National Mortgage Association | 0,96 | -13,57 | 0,0577 | -0,0095 | |||||
| US3140NMJE80 / FNMA 30YR 5.5% 07/01/2053#BY4760 | 0,94 | -0,21 | 0,0566 | -0,0005 | |||||
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR / DBT (US73110JAB89) | 0,94 | 0,97 | 0,0563 | 0,0001 | |||||
| US61747YER27 / Morgan Stanley | 0,94 | 0,54 | 0,0563 | -0,0001 | |||||
| 69511JD28 / PACIFICORP | 0,94 | 2,63 | 0,0562 | 0,0010 | |||||
| US74924RAD08 / RESIDENTIAL ASSET SECURITIES C RASC 2006 KS8 A4 | 0,94 | -3,31 | 0,0561 | -0,0023 | |||||
| AU3FN0029609 / AAI Ltd | 0,92 | 16,27 | 0,0553 | 0,0065 | |||||
| WOODSIDE FINANCE LTD COMPANY GUAR 05/32 5.7 / DBT (US980236AU78) | 0,92 | 0,0549 | 0,0549 | ||||||
| WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35 / DBT (US94877DAA28) | 0,91 | 0,0547 | 0,0547 | ||||||
| CAPITAL POWER US HOLDING COMPANY GUAR 144A 06/28 5.257 / DBT (US14041TAA60) | 0,91 | 0,0547 | 0,0547 | ||||||
| CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5 / DBT (US17289RAA41) | 0,91 | 0,0546 | 0,0546 | ||||||
| US12668ASY28 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A1 | 0,91 | -0,76 | 0,0545 | -0,0008 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0,91 | 0,55 | 0,0545 | -0,0001 | |||||
| US35729PPY06 / FREMONT HOME LOAN TRUST FHLT 2006 2 2A4 | 0,91 | 0,33 | 0,0543 | -0,0002 | |||||
| VICI PROPERTIES LP SR UNSECURED 11/31 5.125 / DBT (US925650AH69) | 0,90 | 1,46 | 0,0540 | 0,0004 | |||||
| A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) | 0,90 | 0,90 | 0,0540 | 0,0001 | |||||
| US345397YT41 / Ford Motor Credit Co. LLC | 0,87 | 1,28 | 0,0521 | 0,0002 | |||||
| US3140N8CZ99 / FNCL UMBS 4.0 BX3687 12-01-52 | 0,87 | -0,69 | 0,0519 | -0,0007 | |||||
| US86358ESN75 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M4 | 0,86 | -9,29 | 0,0515 | -0,0057 | |||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (US13947LAG77) | 0,85 | 0,35 | 0,0511 | -0,0002 | |||||
| US3140NEBH77 / FNMA POOL BX9039 FN 03/53 FIXED 4 | 0,84 | -0,71 | 0,0505 | -0,0008 | |||||
| LAZARD GROUP LLC 03/31 6 / DBT (US52107QAL95) | 0,84 | 1,08 | 0,0504 | 0,0002 | |||||
| US03073EAJ47 / Amerisourcebergen Corp 3.50% Senior Notes 11/15/21 | 0,83 | 0,0499 | 0,0499 | ||||||
| US92331LBC37 / VENTURE CDO LTD VENTR 2017 27A AR 144A | 0,83 | -42,30 | 0,0499 | -0,0372 | |||||
| NFG / National Fuel Gas Company | 0,82 | 0,98 | 0,0493 | 0,0001 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 0,82 | 1,86 | 0,0492 | 0,0006 | |||||
| BNH / Brookfield Finance Inc. - Corporate Bond/Note | 0,82 | 0,0492 | 0,0492 | ||||||
| E / Eni S.p.A. - Depositary Receipt (Common Stock) | 0,82 | 0,0490 | 0,0490 | ||||||
| US29717PAQ00 / Essex Portfolio LP | 0,81 | 1,25 | 0,0487 | 0,0003 | |||||
| US3132DWGW73 / FNCL UMBS 4.0 SD8313 04-01-53 | 0,81 | -3,57 | 0,0486 | -0,0021 | |||||
| CNQ / Canadian Natural Resources Limited | 0,81 | 1,00 | 0,0484 | 0,0001 | |||||
| HCA INC HCA INC / DBT (US404121AK12) | 0,81 | 1,77 | 0,0484 | 0,0005 | |||||
| US745310AJ12 / PUGET ENERGY INC NEW 4.1% 06/15/2030 144A | 0,81 | 0,75 | 0,0482 | 0,0000 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0,80 | 0,00 | 0,0480 | -0,0004 | |||||
| BANK BANK 2025 BNK49 ASB / ABS-MBS (US05494FBM95) | 0,80 | 0,88 | 0,0480 | 0,0001 | |||||
| PFP III PFP 2024 11 A 144A / ABS-MBS (US69291WAA09) | 0,80 | -9,75 | 0,0477 | -0,0056 | |||||
| US3133BJ7L09 / Freddie Mac Pool | 0,79 | -2,82 | 0,0476 | -0,0018 | |||||
| US75156TAD28 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC2 M1 | 0,77 | -2,52 | 0,0464 | -0,0015 | |||||
| CBRE SERVICES INC COMPANY GUAR 06/30 4.8 / DBT (US12505BAJ98) | 0,75 | 0,0451 | 0,0451 | ||||||
| US17307GJK58 / Citigroup Mortgage Loan Trust, Inc., Series 2004-OPT1, Class M3 | 0,74 | -6,35 | 0,0443 | -0,0033 | |||||
| WINSTON RE LTD UNSECURED 144A 02/31 VAR / DBT (US975660AB76) | 0,74 | 0,27 | 0,0441 | -0,0002 | |||||
| XS0300470365 / Resloc UK 2007-1 PLC | 0,74 | 2,65 | 0,0441 | 0,0008 | |||||
| US3140QSC901 / FNMA 30YR 5% 02/01/2053#CB6395 | 0,73 | -2,54 | 0,0438 | -0,0015 | |||||
| US36179T7L33 / Ginnie Mae II Pool | 0,72 | -2,95 | 0,0434 | -0,0016 | |||||
| BNP / BNP Paribas SA | 0,71 | 0,85 | 0,0428 | 0,0001 | |||||
| US87272HAA86 / Tiaa Clo III Ltd | 0,71 | -24,34 | 0,0427 | -0,0142 | |||||
| PROJECT HUDSON II FIXED TERM LOAN / ABS-MBS (BA0004RR0) | 0,71 | 0,14 | 0,0425 | -0,0003 | |||||
| US06051GKW86 / Bank of America Corp. | 0,71 | 0,43 | 0,0424 | -0,0002 | |||||
| BRO / Brown & Brown, Inc. | 0,71 | 0,0424 | 0,0424 | ||||||
| 421915EH8 / Health Care Ppty Investor 5.65% Notes 12/15/13 | 0,71 | 1,29 | 0,0424 | 0,0002 | |||||
| US3133C0ZN50 / Freddie Mac Pool | 0,71 | -2,08 | 0,0423 | -0,0012 | |||||
| MARVELL TECHNOLOGY INC SR UNSECURED 07/35 5.45 / DBT (US573874AS31) | 0,71 | 0,0422 | 0,0422 | ||||||
| US11135FBP53 / SR UNSECURED 144A 11/35 3.137 | 0,70 | 1,74 | 0,0420 | 0,0004 | |||||
| US55283TAA60 / MF1 Multifamily Housing Mortgage Loan Trust | 0,70 | -30,17 | 0,0419 | -0,0185 | |||||
| US3133BUJA61 / FED HM LN PC POOL QF6557 FR 01/53 FIXED 4 | 0,70 | -0,99 | 0,0419 | -0,0007 | |||||
| US3137GAPS01 / Federal Home Loan Mortgage Corporation Series 3740 Class FC | 0,69 | -1,28 | 0,0416 | -0,0008 | |||||
| RFR USD SOFR/3.50000 06/24/25-30Y CME / DIR (EZKDWFPK16J0) | 0,69 | 47,75 | 0,0414 | 0,0132 | |||||
| US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A | 0,68 | 0,30 | 0,0407 | -0,0002 | |||||
| US29374FAB94 / Enterprise Fleet Financing 2022-3 LLC | 0,66 | -37,14 | 0,0395 | -0,0238 | |||||
| TEVA PHARM FIN IV COMPANY GUAR 12/30 5.75 / DBT (US881937AA41) | 0,65 | 0,0391 | 0,0391 | ||||||
| US12566TAJ60 / CitiMortgage Alternative Loan Trust Series 2006-A7 | 0,65 | -1,97 | 0,0388 | -0,0011 | |||||
| US38376R4Z67 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FB | 0,64 | -19,32 | 0,0386 | -0,0096 | |||||
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (CA05570XCL88) | 0,64 | -9,23 | 0,0383 | -0,0042 | |||||
| US67571QAB68 / Octane Receivables Trust 2023-2 | 0,64 | -43,67 | 0,0381 | -0,0301 | |||||
| US86358BAT98 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 | 0,63 | -5,87 | 0,0375 | -0,0026 | |||||
| SIXTH STREET LENDING PAR SR UNSECURED 03/29 6.5 / DBT (US829932AB85) | 0,62 | 0,98 | 0,0371 | 0,0001 | |||||
| CORP0HRG0 HRDFDG 5.33 06/09/35 / DBT (957HXRII3) | 0,61 | 0,0364 | 0,0364 | ||||||
| AMERICAN HOMES 4 RENT SR UNSECURED 06/30 4.95 / DBT (US02666TAK34) | 0,61 | 0,0363 | 0,0363 | ||||||
| US345397A456 / Ford Motor Credit Co. LLC | 0,59 | 0,68 | 0,0354 | -0,0000 | |||||
| RFR USD SOFR/3.90000 06/24/25-2Y CME / DIR (EZLJ9Y32C351) | 0,57 | 44,76 | 0,0339 | 0,0103 | |||||
| IRS AUD 4.75000 12/20/28-5Y LCH / DIR (EZCW9TP7R7M9) | 0,57 | 97,55 | 0,0339 | 0,0166 | |||||
| CLYDESDALE ACQUISITION SR SECURED 144A 04/32 6.75 / DBT (US18972EAD76) | 0,56 | 1,81 | 0,0338 | 0,0004 | |||||
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 / DBT (US36143L2T17) | 0,56 | 0,90 | 0,0335 | 0,0001 | |||||
| US06051GDM87 / Banc of America Funding 2005-D Trust | 0,56 | -5,74 | 0,0335 | -0,0023 | |||||
| US3140NEPE90 / FNMA POOL BX9420 FN 03/53 FIXED 5 | 0,56 | -3,30 | 0,0333 | -0,0014 | |||||
| US14889DAJ72 / Catamaran CLO 2014-1 Ltd | 0,56 | -38,61 | 0,0333 | -0,0213 | |||||
| US12667AAD81 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3 | 0,55 | -3,86 | 0,0329 | -0,0016 | |||||
| US3140MSTU91 / FNMA POOL BW1462 FN 06/52 FIXED 4 | 0,54 | -6,23 | 0,0325 | -0,0024 | |||||
| US92925VAP58 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust | 0,54 | -2,35 | 0,0324 | -0,0010 | |||||
| US86362TAF49 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 1 2A3 | 0,54 | -0,56 | 0,0322 | -0,0004 | |||||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (EZXW94GLV2L5) | 0,52 | -54,08 | 0,0314 | -0,0375 | |||||
| USP3143NBK92 / Corp Nacional del Cobre de Chile | 0,52 | 0,97 | 0,0312 | 0,0001 | |||||
| N1TA34 / NetApp, Inc. - Depositary Receipt (Common Stock) | 0,52 | 2,18 | 0,0309 | 0,0004 | |||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0,51 | 0,0306 | 0,0306 | ||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0,51 | 0,0303 | 0,0303 | ||||||
| US63906EB929 / NatWest Markets PLC | 0,50 | 0,00 | 0,0301 | -0,0002 | |||||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) | 0,50 | -0,60 | 0,0301 | -0,0004 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95 / DBT (US928668CN06) | 0,50 | 0,20 | 0,0301 | -0,0002 | |||||
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN / LON (BA000HYC6) | 0,50 | 0,0300 | 0,0300 | ||||||
| US14318DAC39 / CarMax Auto Owner Trust | 0,50 | -22,17 | 0,0297 | -0,0087 | |||||
| US92925GAE35 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 2A3 | 0,49 | -0,61 | 0,0295 | -0,0004 | |||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0,49 | 0,0294 | 0,0294 | ||||||
| US07386HWZ09 / CORP CMO | 0,49 | -3,19 | 0,0291 | -0,0012 | |||||
| RFR USD SOFR/3.70000 06/24/25-5Y CME / DIR (EZVXFKDGQTQ7) | 0,47 | 261,83 | 0,0284 | 0,0205 | |||||
| US26444HAK77 / DUKE ENERGY FLORIDA LLC REGD 2.40000000 | 0,47 | 2,18 | 0,0281 | 0,0004 | |||||
| US3140FBAE09 / FNMA POOL BD3604 FN 05/48 FIXED 4 | 0,46 | -0,43 | 0,0278 | -0,0003 | |||||
| US46647PBA30 / JPMorgan Chase & Co | 0,46 | 0,22 | 0,0274 | -0,0001 | |||||
| US46115HCD70 / Intesa Sanpaolo SpA | 0,45 | 1,35 | 0,0269 | 0,0001 | |||||
| US3132DWJL81 / Freddie Mac Pool | 0,44 | -2,46 | 0,0262 | -0,0008 | |||||
| US3140NA2H58 / Uniform Mortgage-Backed Securities | 0,44 | -0,46 | 0,0261 | -0,0003 | |||||
| US92539TAA16 / Verus Securitization Trust, Series 2023-4, Class A1 | 0,43 | -11,43 | 0,0260 | -0,0036 | |||||
| US80281LAT26 / Santander UK Group Holdings plc | 0,42 | 0,24 | 0,0250 | -0,0001 | |||||
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (US73110JAC62) | 0,41 | -0,24 | 0,0247 | -0,0002 | |||||
| REPUBLIC OF POLAND BONDS 02/30 4.875 / DBT (US857524AF94) | 0,41 | 0,99 | 0,0245 | 0,0001 | |||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 0,40 | 0,0241 | 0,0241 | ||||||
| US31418ERP78 / FNCL UMBS 4.0 MA4993 04-01-53 | 0,40 | -2,68 | 0,0239 | -0,0009 | |||||
| US345397C270 / Ford Motor Credit Co LLC | 0,40 | 0,76 | 0,0238 | 0,0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,39 | 0,0235 | 0,0235 | ||||||
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (EZ9237QN5977) | 0,39 | 7,99 | 0,0235 | 0,0016 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 0,38 | 0,0228 | 0,0228 | ||||||
| FNMA POOL DA6087 FN 12/53 FIXED 6.5 / ABS-MBS (US3140A6XR28) | 0,38 | -2,58 | 0,0226 | -0,0008 | |||||
| US345397B512 / Ford Motor Credit Co LLC | 0,38 | 1,35 | 0,0225 | 0,0001 | |||||
| FCT / Fincantieri S.p.A. | 0,37 | 9,79 | 0,0222 | 0,0018 | |||||
| US3617B7GB05 / GNMA POOL BC3794 GN 10/47 FIXED 3.5 | 0,37 | -1,33 | 0,0222 | -0,0005 | |||||
| US3128P7NW90 / FED HM LN PC POOL C91305 FG 06/30 FIXED 4.5 | 0,37 | -9,31 | 0,0222 | -0,0025 | |||||
| US3138ENEW53 / Fannie Mae Pool | 0,37 | -5,14 | 0,0221 | -0,0013 | |||||
| US3140MSRF43 / FNCL UMBS 4.0 BW1385 12-01-52 | 0,36 | -0,55 | 0,0215 | -0,0003 | |||||
| FNMA POOL BW9648 FN 07/53 FIXED 3.5 / ABS-MBS (US3140N2WJ67) | 0,36 | -1,11 | 0,0213 | -0,0003 | |||||
| US31405R7C40 / Fannie Mae Pool | 0,34 | -1,72 | 0,0206 | -0,0005 | |||||
| US3133BMLK99 / FED HM LN PC POOL QF0330 FR 09/52 FIXED 4 | 0,34 | -1,47 | 0,0201 | -0,0005 | |||||
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) | 0,33 | 8,82 | 0,0200 | 0,0015 | |||||
| US3140N1ZZ99 / FNMA POOL BW8859 FN 09/52 FIXED 4 | 0,33 | -0,61 | 0,0197 | -0,0003 | |||||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) | 0,32 | 0,0194 | 0,0194 | ||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0,32 | 0,0194 | 0,0194 | ||||||
| US38376RAT32 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM | 0,32 | -15,38 | 0,0192 | -0,0036 | |||||
| US902674ZW39 / UBS AG | 0,31 | 0,65 | 0,0187 | -0,0000 | |||||
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR / DBT (US89141WAH51) | 0,31 | -1,28 | 0,0186 | -0,0004 | |||||
| MX0SGO0000M6 / Mexican Udibonos | 0,31 | 12,09 | 0,0183 | 0,0018 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 0,31 | 2,35 | 0,0183 | 0,0003 | |||||
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (XS2865536135) | 0,30 | 7,86 | 0,0181 | 0,0012 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) | 0,30 | 0,67 | 0,0181 | -0,0000 | |||||
| MARVELL TECHNOLOGY INC COMPANY GUAR 07/30 4.75 / DBT (US573874AR57) | 0,30 | 0,0181 | 0,0181 | ||||||
| US3140JR3L38 / Fannie Mae Pool | 0,30 | -0,99 | 0,0180 | -0,0003 | |||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | 0,30 | 0,34 | 0,0179 | -0,0001 | |||||
| WINDMILL III RE DAC UNSECURED 144A 07/28 VAR / DBT (XS2845137541) | 0,30 | 8,39 | 0,0178 | 0,0012 | |||||
| ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR / DBT (XS2931270180) | 0,29 | 8,49 | 0,0176 | 0,0012 | |||||
| US31418EW300 / Fannie Mae Pool | 0,29 | -2,70 | 0,0173 | -0,0006 | |||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 0,28 | -1,05 | 0,0171 | -0,0003 | |||||
| US863576DL56 / STRUCTURED ASSET SECURITIES CO SASC 2005 WF4 M6 | 0,28 | -17,06 | 0,0170 | -0,0036 | |||||
| US31334YHW03 / Freddie Mac Pool | 0,28 | -2,78 | 0,0168 | -0,0006 | |||||
| US31416VSS42 / FNMA POOL AB0528 FN 04/39 FIXED 5 | 0,28 | -13,85 | 0,0168 | -0,0029 | |||||
| US3132DWJ614 / FNCL UMBS 6.5 SD8385 12-01-53 | 0,28 | -8,58 | 0,0166 | -0,0017 | |||||
| US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust | 0,27 | -2,52 | 0,0163 | -0,0005 | |||||
| US76112BR368 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII | 0,26 | -2,99 | 0,0156 | -0,0006 | |||||
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (US49835JAB26) | 0,25 | -1,17 | 0,0152 | -0,0003 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0,25 | 0,0152 | 0,0152 | ||||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (US45870GAE61) | 0,25 | 0,40 | 0,0151 | -0,0001 | |||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (US45870GAF37) | 0,25 | 1,21 | 0,0151 | 0,0001 | |||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (US45870GAC06) | 0,25 | 0,80 | 0,0151 | 0,0000 | |||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAC23) | 0,25 | 0,00 | 0,0150 | -0,0001 | |||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAA66) | 0,25 | 0,00 | 0,0150 | -0,0001 | |||||
| US17307GXP89 / Citigroup Mortgage Loan Trust Inc | 0,24 | -8,68 | 0,0146 | -0,0015 | |||||
| US12669FKT92 / COUNTRYWIDE HOME LOANS CWHL 2004 2 3A1 | 0,24 | -1,23 | 0,0145 | -0,0003 | |||||
| US36179U6Y37 / GNMA II POOL MA6287 G2 11/49 FIXED 5 | 0,24 | -4,00 | 0,0144 | -0,0007 | |||||
| RFR USD SOFR/3.80283 03/10/25-30Y* LCH / DIR (EZD73F8JTWY7) | 0,23 | -3.414,29 | 0,0139 | 0,0144 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 0,23 | 0,0139 | 0,0139 | ||||||
| US75970JAF30 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3 | 0,22 | -10,79 | 0,0129 | -0,0017 | |||||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 0,22 | -1,83 | 0,0129 | -0,0004 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,21 | 0,0129 | 0,0129 | ||||||
| US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 0,20 | -0,49 | 0,0122 | -0,0002 | |||||
| LADDER CAP FIN LLLP/CORP COMPANY GUAR 08/30 5.5 / DBT (US505742AS58) | 0,20 | 0,0121 | 0,0121 | ||||||
| US31417YTV91 / Fannie Mae Pool | 0,20 | -7,44 | 0,0120 | -0,0010 | |||||
| US780097BP50 / Natwest Group PLC | 0,20 | 1,04 | 0,0117 | 0,0000 | |||||
| US023770AA81 / American Airlin Bond | 0,19 | -4,43 | 0,0117 | -0,0006 | |||||
| XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 0,19 | -16,02 | 0,0116 | -0,0023 | |||||
| US57643BAA61 / Mastr Specialized Loan Trust | 0,19 | -2,56 | 0,0114 | -0,0004 | |||||
| US00908PAA57 / Air Canada 2017-1 Class AA Pass Through Trust | 0,19 | 0,00 | 0,0112 | -0,0001 | |||||
| US31417SZQ64 / FNMA POOL AC6150 FN 11/39 FIXED 5.5 | 0,19 | -0,53 | 0,0112 | -0,0002 | |||||
| US31407M2K00 / Fannie Mae Pool | 0,18 | -1,64 | 0,0108 | -0,0003 | |||||
| US3140NBQE43 / FNMA POOL BX6752 FN 03/53 FIXED 5 | 0,18 | -2,75 | 0,0107 | -0,0003 | |||||
| US161630BD93 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1 | 0,17 | -3,98 | 0,0102 | -0,0005 | |||||
| US76111XYF40 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A31 | 0,16 | 0,00 | 0,0098 | -0,0001 | |||||
| US3131Y0TR37 / FED HM LN PC POOL ZM5960 FR 03/48 FIXED 4 | 0,16 | 0,00 | 0,0098 | -0,0001 | |||||
| REACH FINANCIAL LLC REACH 2024 1A A 144A / ABS-O (US75526PAA93) | 0,16 | -41,18 | 0,0096 | -0,0068 | |||||
| US17311BAS25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A | 0,15 | -1,29 | 0,0092 | -0,0002 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0,15 | 0,0091 | 0,0091 | ||||||
| US3140MSNR27 / FNCL UMBS 4.0 BW1299 11-01-52 | 0,15 | -0,67 | 0,0089 | -0,0001 | |||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0,15 | 0,0089 | 0,0089 | ||||||
| US31407FYD67 / FANNIE MAE 4.392% 06/01/2035 FNMA ARM | 0,15 | -2,65 | 0,0089 | -0,0003 | |||||
| RFR JPY MUT+5.89/0.7850 11/12/18-20Y LCH / DIR (EZNTN7YGP557) | 0,15 | 1,39 | 0,0088 | 0,0000 | |||||
| US31410G2H50 / Fannie Mae Pool | 0,14 | -0,69 | 0,0086 | -0,0001 | |||||
| US3133BDPY58 / Freddie Mac Pool | 0,14 | -1,39 | 0,0086 | -0,0001 | |||||
| US31418MWK43 / Fannie Mae Pool | 0,14 | -3,45 | 0,0084 | -0,0004 | |||||
| US3133BPWC85 / FNCL UMBS 4.0 QF2443 11-01-52 | 0,14 | -0,71 | 0,0084 | -0,0001 | |||||
| US31419FWM49 / Fannie Mae Pool | 0,14 | -5,44 | 0,0083 | -0,0005 | |||||
| US3140NAK362 / FNCL UMBS 4.0 BX5713 02-01-53 | 0,13 | -0,74 | 0,0081 | -0,0001 | |||||
| US31419AHK60 / FNMA POOL AE0233 FN 07/39 FIXED VAR | 0,13 | -3,60 | 0,0080 | -0,0004 | |||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0,13 | -3,65 | 0,0079 | -0,0003 | |||||
| US3132DWJF14 / Freddie Mac Pool | 0,13 | -2,24 | 0,0079 | -0,0002 | |||||
| US909318AA56 / United Airlines Pass Through Trust, Series 2018-1, Class AA | 0,13 | -0,78 | 0,0077 | -0,0001 | |||||
| RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0,12 | 1.277,78 | 0,0075 | 0,0069 | |||||
| RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0,12 | 1.277,78 | 0,0075 | 0,0069 | |||||
| GENERAL MOTORS COMPANY SNR S* ICE / DCR (EZ0F3ZJ20784) | 0,12 | -4,69 | 0,0073 | -0,0004 | |||||
| US57643AAA88 / MASTR SPECIALIZED LOAN TRUST SER 2006-2 CL A V/R REGD 144A P/P 2.27838000 | 0,11 | -8,80 | 0,0069 | -0,0007 | |||||
| US12669F6Z19 / CWMBS, Inc. | 0,11 | -2,56 | 0,0068 | -0,0003 | |||||
| RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (EZBVMXZPZB61) | 0,11 | -29,56 | 0,0067 | -0,0029 | |||||
| US31374CK965 / Fannie Mae Pool | 0,11 | -2,65 | 0,0066 | -0,0002 | |||||
| US3140N1ZL04 / FNMA POOL BW8846 FN 09/52 FIXED 4 | 0,11 | -0,93 | 0,0064 | -0,0001 | |||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) | 0,11 | 0,0064 | 0,0064 | ||||||
| NEW YORK NY NYC 02/55 FIXED 6.385 / DBT (US64966SNJ14) | 0,10 | 0,0062 | 0,0062 | ||||||
| US31417YKM83 / FNMA POOL MA0299 FN 01/30 FIXED 4 | 0,10 | -6,48 | 0,0061 | -0,0005 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,10 | 0,0061 | 0,0061 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0,10 | 0,0060 | 0,0060 | ||||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0,10 | 1,02 | 0,0060 | 0,0001 | |||||
| US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A | 0,10 | -65,97 | 0,0059 | -0,0115 | |||||
| US3140QPKX47 / FNCL UMBS 4.0 CB3909 06-01-52 | 0,10 | -1,02 | 0,0058 | -0,0001 | |||||
| RFR JPY MUT+5.89/0.8000 10/22/18-20Y LCH / DIR (EZM94ZZ4G0G0) | 0,09 | 1,10 | 0,0055 | 0,0000 | |||||
| US31335BLU88 / FED HM LN PC POOL G61239 FG 10/47 FIXED 4 | 0,09 | 0,00 | 0,0054 | -0,0001 | |||||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0,09 | -3,33 | 0,0052 | -0,0002 | |||||
| US3133KQXT83 / FREDDIE MAC POOL FR RA8790 | 0,09 | -1,15 | 0,0052 | -0,0001 | |||||
| US15135BAZ40 / SENIOR UNSECURED GLOBAL NOTES | 0,09 | 1,19 | 0,0051 | 0,0001 | |||||
| US31417YSY40 / Fannie Mae Pool | 0,08 | -6,74 | 0,0050 | -0,0004 | |||||
| US57645KAA43 / MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A | 0,08 | -6,82 | 0,0050 | -0,0004 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0,08 | 0,0049 | 0,0049 | ||||||
| US76111XYD91 / RFMSI Series 2005-SA4 Trust | 0,08 | -1,20 | 0,0049 | -0,0001 | |||||
| US31412QM894 / Fannie Mae Pool | 0,08 | -1,22 | 0,0049 | -0,0001 | |||||
| US31416CLT17 / Fannie Mae Pool | 0,08 | -2,50 | 0,0047 | -0,0001 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,08 | 0,0047 | 0,0047 | ||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0,08 | 0,0046 | 0,0046 | ||||||
| RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0,07 | -25,53 | 0,0042 | -0,0015 | |||||
| RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0,07 | -18,29 | 0,0041 | -0,0009 | |||||
| US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 | 0,07 | -4,41 | 0,0039 | -0,0002 | |||||
| RFR USD SOFR/3.8724* 03/20/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0,06 | -476,47 | 0,0039 | 0,0049 | |||||
| US3140QPK488 / Fannie Mae Pool | 0,06 | -3,03 | 0,0039 | -0,0002 | |||||
| RFR USD SOFR/3.60933 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | 0,06 | 23,08 | 0,0038 | 0,0007 | |||||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0,06 | -4,48 | 0,0038 | -0,0002 | |||||
| US61913PAZ53 / MHL_05-4 | 0,06 | -10,00 | 0,0038 | -0,0004 | |||||
| RFR USD SOFR/3.58600 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) | 0,06 | -32,61 | 0,0038 | -0,0018 | |||||
| US23243WAA62 / CWABS Asset-Backed Certificates Trust 2006-18 | 0,06 | 0,00 | 0,0036 | -0,0000 | |||||
| RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0,06 | -37,23 | 0,0036 | -0,0022 | |||||
| US31396V4Q81 / Fannie Mae REMICS | 0,06 | -1,72 | 0,0035 | -0,0001 | |||||
| US83611MDH88 / SOUNDVIEW HOME LOAN TRUST 2005-OPT1 SER 2005-OPT1 CL M2 V/R REGD 2.38300000 | 0,06 | -27,27 | 0,0034 | -0,0013 | |||||
| RFR USD SOFR/3.81358 03/10/25-30Y* LCH / DIR (EZD73F8JTWY7) | 0,06 | -900,00 | 0,0034 | 0,0038 | |||||
| US31414JAL70 / FNMA POOL 967211 FN 12/37 FIXED 5.5 | 0,06 | 0,00 | 0,0033 | -0,0001 | |||||
| RFR JPY MUT+5.89/0.7500 6/20/19-20Y* LCH / DIR (EZSPN2VFRT56) | 0,05 | 1,89 | 0,0033 | 0,0000 | |||||
| US31407ADB44 / FNMA POOL 824598 FN 12/34 FIXED 5.5 | 0,05 | -1,92 | 0,0031 | -0,0001 | |||||
| US3140XK2K51 / Fannie Mae Pool | 0,05 | -1,92 | 0,0031 | -0,0001 | |||||
| RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH / DIR (EZ0BMM7RB3K9) | 0,05 | -1,92 | 0,0031 | -0,0001 | |||||
| US57643QBP90 / MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A4 144A | 0,05 | -5,66 | 0,0030 | -0,0002 | |||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0,05 | 0,0030 | 0,0030 | ||||||
| US83162CPR87 / Small Business Administration Participation Certs | 0,05 | 0,00 | 0,0028 | -0,0000 | |||||
| US31392GVX05 / FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 | 0,05 | -2,13 | 0,0028 | -0,0001 | |||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0,04 | -12,24 | 0,0026 | -0,0004 | |||||
| US31413RGH30 / FNMA POOL 953000 FN 07/37 FIXED 5.5 | 0,04 | -2,33 | 0,0026 | -0,0001 | |||||
| EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE | 0,04 | -14,29 | 0,0025 | -0,0005 | |||||
| US31412MJ824 / Fannie Mae Pool | 0,04 | 0,00 | 0,0025 | -0,0000 | |||||
| EZ4WVZ1M76W2 / BOEING CO/THE SNR S* ICE | 0,04 | 10,81 | 0,0025 | 0,0002 | |||||
| US31402QYY15 / Fannie Mae Pool | 0,04 | -4,76 | 0,0024 | -0,0001 | |||||
| US161630AQ16 / Chase Mortgage Finance Trust Series 2007-A1 | 0,04 | -2,44 | 0,0024 | -0,0001 | |||||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | 0,04 | -93,66 | 0,0024 | -0,0357 | |||||
| US31404AHB35 / FNMA POOL 762626 FN 01/34 FIXED 5.5 | 0,04 | -9,52 | 0,0023 | -0,0002 | |||||
| RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (EZZBSDRSGXS6) | 0,04 | -37,29 | 0,0023 | -0,0013 | |||||
| US3128M75R30 / Freddie Mac Gold Pool | 0,04 | -2,63 | 0,0022 | -0,0001 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) | 0,04 | 5,88 | 0,0022 | 0,0001 | |||||
| US31403CXW62 / Fannie Mae Pool | 0,04 | -5,26 | 0,0022 | -0,0001 | |||||
| US31406B3Z15 / FNMA POOL 805516 FN 03/35 FIXED 5.5 | 0,04 | -2,70 | 0,0022 | -0,0001 | |||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (EZ4ZGS2N23W5) | 0,04 | -26,53 | 0,0022 | -0,0008 | |||||
| EZWLHWP69KK1 / GENERAL MOTORS COMPANY SNR S* ICE | 0,04 | -14,29 | 0,0022 | -0,0004 | |||||
| US073882AA08 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 4 1A1 | 0,04 | 0,00 | 0,0022 | -0,0000 | |||||
| US86359BWG21 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 3A | 0,04 | -2,78 | 0,0021 | -0,0001 | |||||
| US61744CJU18 / Morgan Stanley ABS Capital I Inc Trust 2004-HE9 | 0,04 | -12,50 | 0,0021 | -0,0003 | |||||
| RFR USD SOFR/3.55000 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0,03 | -28,26 | 0,0020 | -0,0008 | |||||
| US058927AA22 / Banc of America Funding 2006-A Trust | 0,03 | -3,12 | 0,0019 | -0,0000 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0,03 | 0,0019 | 0,0019 | ||||||
| 31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000 / DFE (EZ0X1GXSRXF6) | 0,03 | 0,0019 | 0,0019 | ||||||
| 31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (EZ6LHMHGSW79) | 0,03 | 0,0018 | 0,0018 | ||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0,03 | 0,0018 | 0,0018 | ||||||
| 31750R594 PIMCO FXVAN PUT EUR USD 1.09750000 / DFE (EZXSNMVYWSL9) | 0,03 | 0,0018 | 0,0018 | ||||||
| US31405AX329 / FNMA POOL 783798 FN 07/34 FIXED 5.5 | 0,03 | -3,33 | 0,0018 | -0,0001 | |||||
| US31397PLU20 / Freddie Mac REMICS | 0,03 | -3,33 | 0,0017 | -0,0001 | |||||
| US31403DD973 / Fannie Mae Pool | 0,03 | -3,45 | 0,0017 | -0,0001 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,03 | 0,0017 | 0,0017 | ||||||
| RFR USD SOFR/3.61100 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,03 | 50,00 | 0,0017 | 0,0005 | |||||
| US31416BN531 / Fannie Mae Pool | 0,03 | -3,57 | 0,0016 | -0,0001 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0,03 | 0,0016 | 0,0016 | ||||||
| RFR USD SOFR/3.84598 03/20/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0,03 | -252,94 | 0,0016 | 0,0026 | |||||
| RFR USD SOFR/3.61882 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | 0,03 | -50,00 | 0,0016 | -0,0016 | |||||
| US61749LAP67 / MORGAN STANLEY MORTGAGE LOAN TRUST 2006-8AR | 0,03 | -7,14 | 0,0016 | -0,0001 | |||||
| US31417YS407 / FNMA POOL MA0538 FN 10/30 FIXED 4.5 | 0,03 | -7,14 | 0,0016 | -0,0001 | |||||
| RFR USD SOFR/3.60806 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | 0,03 | -50,00 | 0,0016 | -0,0016 | |||||
| US3138EGP403 / Federal National Mortgage Association, Inc. | 0,03 | 0,00 | 0,0016 | -0,0001 | |||||
| US31374CNV45 / Fannie Mae Pool | 0,02 | -4,00 | 0,0015 | -0,0001 | |||||
| EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE | 0,02 | -20,00 | 0,0015 | -0,0004 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0,02 | 0,0014 | 0,0014 | ||||||
| US31410KXV15 / Fannie Mae Pool | 0,02 | 0,00 | 0,0014 | -0,0000 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0,02 | 0,0014 | 0,0014 | ||||||
| US617451EU96 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2C | 0,02 | -4,35 | 0,0014 | -0,0000 | |||||
| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | 0,02 | 0,00 | 0,0013 | -0,0000 | |||||
| US31400CCG78 / FNMA POOL 683271 FN 02/33 FIXED 5.5 | 0,02 | -4,55 | 0,0013 | -0,0001 | |||||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0,02 | -16,67 | 0,0012 | -0,0003 | |||||
| RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,02 | 11,11 | 0,0012 | 0,0001 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0,02 | -416,67 | 0,0012 | 0,0016 | |||||
| US31376KRF56 / Fannie Mae Pool | 0,02 | -13,64 | 0,0012 | -0,0002 | |||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0,02 | -29,63 | 0,0012 | -0,0005 | |||||
| US3128M6NL83 / Freddie Mac Gold Pool | 0,02 | -5,26 | 0,0011 | -0,0001 | |||||
| US35729BAF85 / FREMONT HOME LOAN OWNER TRUST FREHE 1999 3 A2 | 0,02 | 0,00 | 0,0011 | -0,0000 | |||||
| US3128P7NT61 / Freddie Mac Gold 4.50 05/01/2030 | 0,02 | -5,26 | 0,0011 | -0,0001 | |||||
| US31418CNE02 / Fannie Mae Pool | 0,02 | -5,56 | 0,0011 | -0,0000 | |||||
| 31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000 / DFE (EZR5HRN9R6R0) | 0,02 | 0,0011 | 0,0011 | ||||||
| US3128M6PJ10 / FED HM LN PC POOL G04625 FG 06/36 FIXED 6 | 0,02 | -11,11 | 0,0010 | -0,0002 | |||||
| US31406V3Q71 / FNMA POOL 821707 FN 06/35 FIXED 5.5 | 0,02 | 0,00 | 0,0010 | -0,0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,02 | 0,0010 | 0,0010 | ||||||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,02 | -16,67 | 0,0010 | -0,0002 | |||||
| US31419ASF56 / FNMA POOL AE0517 FN 11/35 FIXED VAR | 0,02 | -6,25 | 0,0009 | -0,0000 | |||||
| US3140J6GM33 / FANNIE MAE 4% 10/01/2047 FNL | 0,02 | -6,25 | 0,0009 | -0,0000 | |||||
| US3128M5R934 / Freddie Mac Gold Pool | 0,02 | 0,00 | 0,0009 | -0,0000 | |||||
| US12668ATT24 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 | 0,02 | 0,00 | 0,0009 | -0,0000 | |||||
| US31296PDS83 / FED HM LN PC POOL A14613 FG 10/33 FIXED 5 | 0,02 | 0,00 | 0,0009 | -0,0000 | |||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,02 | -16,67 | 0,0009 | -0,0002 | |||||
| US31417YR904 / Fannie Mae Pool | 0,02 | -6,25 | 0,0009 | -0,0001 | |||||
| US36242DKL63 / GSAMP TRUST GSAMP 2004 WF M2 | 0,01 | -6,67 | 0,0009 | -0,0000 | |||||
| US31410FSL03 / FNMA POOL 888023 FN 06/36 FIXED VAR | 0,01 | -6,67 | 0,0009 | -0,0001 | |||||
| US31404DJ820 / FNMA POOL 765387 FN 08/34 FIXED 6 | 0,01 | -7,14 | 0,0008 | -0,0000 | |||||
| US585525FX10 / MRFC Mortgage Pass-Through Trust Series 2002-TBC2 | 0,01 | 0,00 | 0,0008 | -0,0000 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0,01 | 0,0008 | 0,0008 | ||||||
| US31413JR227 / FNMA POOL 947005 FN 10/37 FIXED 6 | 0,01 | -7,69 | 0,0008 | -0,0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,01 | 0,0008 | 0,0008 | ||||||
| US31394ALL88 / FANNIEMAE WHOLE LOAN FNW 2004 W8 2A | 0,01 | -7,69 | 0,0008 | -0,0001 | |||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0,01 | 0,0008 | 0,0008 | ||||||
| US31410GV676 / Fannie Mae Pool | 0,01 | -7,69 | 0,0007 | -0,0000 | |||||
| US31407MZ994 / FNMA POOL 835168 FN 08/35 FIXED 5.5 | 0,01 | 0,00 | 0,0007 | -0,0000 | |||||
| US31419FGM23 / FNMA POOL AE4703 FN 09/30 FIXED 4 | 0,01 | 0,00 | 0,0007 | -0,0000 | |||||
| RFR USD SOFR/3.60000 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,01 | -33,33 | 0,0007 | -0,0004 | |||||
| RFR USD SOFR/3.60000 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,01 | -33,33 | 0,0007 | -0,0004 | |||||
| US31416KT810 / FNMA POOL AA2374 FN 03/39 FIXED 5.5 | 0,01 | 0,00 | 0,0007 | -0,0000 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0,01 | 0,0007 | 0,0007 | ||||||
| US38374DTL37 / GOVERNMENT NATIONAL MORTGAGE A GNR 2008 27 JD | 0,01 | -8,33 | 0,0007 | -0,0000 | |||||
| US3128P7MY65 / FED HM LN PC POOL C91275 FG 11/29 FIXED 4.5 | 0,01 | -8,33 | 0,0007 | -0,0001 | |||||
| US31415XVW81 / FNMA POOL 992629 FN 11/38 FIXED 5.5 | 0,01 | -9,09 | 0,0007 | -0,0000 | |||||
| US05948XT270 / Banc of America Mortgage Trust, Series 2004-A, Class 2A2 | 0,01 | -9,09 | 0,0007 | -0,0000 | |||||
| US31403VTR05 / FNMA POOL 759360 FN 01/34 FIXED 5.5 | 0,01 | -9,09 | 0,0006 | -0,0000 | |||||
| OIS MXN TIIE1/7.79000 04/07/25-5Y* CME / DIR (EZYVT7M6F4C6) | 0,01 | 0,0006 | 0,0006 | ||||||
| US31410KXE99 / Fannie Mae Pool | 0,01 | 0,00 | 0,0006 | -0,0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,01 | 0,0006 | 0,0006 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,01 | 0,0006 | 0,0006 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0,01 | 0,0006 | 0,0006 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,01 | 0,0006 | 0,0006 | ||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | 0,01 | 0,0006 | 0,0006 | ||||||
| US3128M5EH99 / FED HM LN PC POOL G03436 FG 11/37 FIXED 6 | 0,01 | 0,00 | 0,0006 | -0,0000 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0,01 | 0,0005 | 0,0005 | ||||||
| US07384MR877 / Bear Stearns ARM Trust 2004-3 | 0,01 | 0,00 | 0,0005 | -0,0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,01 | 0,0005 | 0,0005 | ||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZSQ5BJRJBN9) | 0,01 | 0,00 | 0,0005 | 0,0001 | |||||
| US45660UAQ22 / IndyMac ARM Trust 2001-H2 | 0,01 | -11,11 | 0,0005 | -0,0000 | |||||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0,01 | -11,11 | 0,0005 | -0,0001 | |||||
| US31415LRR05 / FNMA POOL 983496 FN 07/35 FIXED 5.5 | 0,01 | 0,00 | 0,0005 | -0,0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,01 | 0,0005 | 0,0005 | ||||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0,01 | -11,11 | 0,0005 | -0,0001 | |||||
| US36225CFW10 / GNMA II POOL 080180 G2 03/28 FLOATING VAR | 0,01 | -20,00 | 0,0005 | -0,0001 | |||||
| US3138ELCT86 / Fannie Mae Pool | 0,01 | 0,00 | 0,0005 | -0,0000 | |||||
| US3128P7NL36 / FED HM LN PC POOL C91295 FG 04/30 FIXED 4.5 | 0,01 | -11,11 | 0,0005 | -0,0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,01 | 0,0005 | 0,0005 | ||||||
| US31368HNQ29 / Fannie Mae Pool | 0,01 | 0,00 | 0,0005 | -0,0000 | |||||
| US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 | 0,01 | -20,00 | 0,0005 | -0,0001 | |||||
| US12669GTV31 / CWHL 2005-3 2A1 V/R 4/25/35 2.28800000 | 0,01 | 0,00 | 0,0005 | -0,0000 | |||||
| US31371K2Z39 / FNMA POOL 254692 FN 03/33 FIXED 5.5 | 0,01 | 0,00 | 0,0005 | -0,0000 | |||||
| US31403YB361 / FNMA POOL 761558 FN 12/33 FIXED 5.5 | 0,01 | -12,50 | 0,0005 | -0,0000 | |||||
| US31402RRC50 / FNMA POOL 735883 FN 03/33 FIXED VAR | 0,01 | -12,50 | 0,0005 | -0,0000 | |||||
| US86358HRX97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3 | 0,01 | -12,50 | 0,0005 | -0,0000 | |||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0,01 | -22,22 | 0,0005 | -0,0001 | |||||
| US31403VXE46 / FNMA POOL 759477 FN 02/34 FIXED 5.5 | 0,01 | 0,00 | 0,0005 | -0,0000 | |||||
| US31410FU456 / FNMA POOL 888103 FN 09/36 FIXED VAR | 0,01 | 0,00 | 0,0005 | -0,0000 | |||||
| US31416RE668 / FNMA POOL AA7356 FN 02/38 FIXED 4.5 | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| US3128M5LV01 / FED HM LN PC POOL G03640 FG 12/37 FIXED 5.5 | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| US31410KXK59 / Fannie Mae Pool | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| US31297VAM00 / FED HM LN PC POOL A39012 FG 06/35 FIXED 5.5 | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| US31411JRS77 / FNMA POOL 909597 FN 02/37 FIXED 5.5 | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| US17307GEC87 / CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700 | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| RFR USD SOFR/3.71500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0,01 | -74,07 | 0,0004 | -0,0012 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0004 | 0,0004 | ||||||
| US07384MB681 / Bear Stearns ARM Trust 2004-1 | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,01 | 0,0004 | 0,0004 | ||||||
| US31417YEC75 / FNMA 5.00% 7/29 #MA0130 | 0,01 | -14,29 | 0,0004 | -0,0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0004 | 0,0004 | ||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | 0,01 | 0,0004 | 0,0004 | ||||||
| US31406DAF33 / Fannie Mae Pool | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| US466247BL67 / JP Morgan Mortgage Trust 2004-A1 | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| US31402RQN25 / FNMA POOL 735861 FN 09/33 FIXED VAR | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| US36225DCE22 / GINNIE MAE II POOL G2 80968 | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| US31418MT440 / FNMA POOL AD0570 FN 08/37 FIXED VAR | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| US31403JZM16 / FNMA POOL 750548 FN 02/34 FIXED 5.5 | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| US31406HZQ37 / FNMA POOL 810851 FN 01/35 FIXED 5.5 | 0,01 | 0,00 | 0,0004 | -0,0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0004 | 0,0004 | ||||||
| US31410GRN50 / Fannie Mae Pool | 0,01 | -16,67 | 0,0004 | -0,0000 | |||||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,01 | -72,22 | 0,0003 | -0,0008 | |||||
| OIS MXN TIIE1/7.75000 04/07/25-5Y* CME / DIR (EZYVT7M6F4C6) | 0,01 | 0,0003 | 0,0003 | ||||||
| US31405XCV38 / FNMA POOL 802084 FN 11/34 FIXED 5.5 | 0,01 | -16,67 | 0,0003 | -0,0000 | |||||
| US31415P3Y25 / Fannie Mae Pool | 0,01 | 0,00 | 0,0003 | -0,0000 | |||||
| US31371MLB18 / FNMA POOL 256022 FN 12/35 FIXED 5.5 | 0,01 | 0,00 | 0,0003 | -0,0000 | |||||
| US31417YRP42 / Federal National Mortgage Association, Inc. | 0,01 | 0,00 | 0,0003 | -0,0000 | |||||
| US31417Y3J48 / FNMA POOL MA0800 FN 07/41 FIXED 5.5 | 0,01 | 0,00 | 0,0003 | -0,0000 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0003 | 0,0003 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,01 | 0,0003 | 0,0003 | ||||||
| US31376KR323 / Fannie Mae Pool | 0,00 | -20,00 | 0,0003 | -0,0000 | |||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | ||||||
| US31402QSZ53 / Fannie Mae Pool | 0,00 | -20,00 | 0,0003 | -0,0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | ||||||
| US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp | 0,00 | 0,00 | 0,0003 | -0,0000 | |||||
| US31412MTG32 / Fannie Mae Pool | 0,00 | -20,00 | 0,0003 | -0,0000 | |||||
| US3128LXTX80 / FED HM LN PC POOL G02366 FG 10/36 FIXED 6.5 | 0,00 | -20,00 | 0,0003 | -0,0000 | |||||
| US31403BCQ41 / FNMA POOL 743579 FN 11/33 FIXED 5.5 | 0,00 | 0,00 | 0,0003 | -0,0000 | |||||
| US31296JXY71 / FED HM LN PC POOL A10695 FG 07/33 FIXED 4.5 | 0,00 | 0,00 | 0,0003 | -0,0000 | |||||
| US31406S4P51 / FNMA POOL 819030 FN 04/35 FIXED 5.5 | 0,00 | 0,00 | 0,0003 | -0,0000 | |||||
| US31414PA335 / FNMA POOL 971726 FN 02/38 FIXED 5.5 | 0,00 | 0,00 | 0,0003 | -0,0000 | |||||
| US31402DP466 / FNMA POOL 725943 FN 10/34 FIXED VAR | 0,00 | 0,00 | 0,0003 | -0,0000 | |||||
| US31402C4J86 / Fannie Mae Pool | 0,00 | 0,00 | 0,0003 | -0,0000 | |||||
| US31413ADY64 / FANNIE MAE POOL UMBS P#939419 V/R 4.14000000 | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US3128M6PB83 / FED HM LN PC POOL G04618 FG 07/33 FIXED 6 | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US31416BL634 / UMBS | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| BOUGHT TRY SOLD USD 20250806 / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | ||||||
| US3128JNVF92 / FED HM LN PC POOL 1B3413 FH 05/37 FLOATING VAR | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US31410F5M37 / Fannie Mae Pool | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US31410G4T70 / Fannie Mae Pool | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US31418DKG69 / UMBS, 20 Year | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US31410SAF48 / FNMA POOL 895606 FN 06/36 FLOATING VAR | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US3128M4B691 / FED HM LN PC POOL G02461 FG 11/36 FIXED 6.5 | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US3128Q2DS91 / FED HM LN PC POOL 1L0113 FH 05/35 FLOATING VAR | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) | 0,00 | -91,43 | 0,0002 | -0,0019 | |||||
| US3128L6BS74 / Freddie Mac Gold Pool | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US31404QQ363 / FNMA POOL 775474 FN 05/34 FIXED 5.5 | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US31371KWH03 / Fannie Mae Pool | 0,00 | -33,33 | 0,0002 | -0,0000 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZZJ5VMDZXB6) | 0,00 | 0,00 | 0,0002 | 0,0000 | |||||
| US31401CGJ62 / FNMA POOL 704101 FN 05/33 FIXED 5.5 | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US3128M6PE23 / Freddie Mac Gold Pool | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US31403DDX49 / Fannie Mae Pool | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (EZ3PH80XK7T0) | 0,00 | -71,43 | 0,0002 | -0,0003 | |||||
| US31371MMG95 / UMBS | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US31404CF549 / FANNIE MAE 3.365% 03/01/2034 FAR FNARM | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| US31409G5L61 / FNMA POOL 871251 FN 04/36 FIXED 5.5 | 0,00 | 0,00 | 0,0002 | -0,0000 | |||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | ||||||
| US362341RT83 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 | 0,00 | -33,33 | 0,0002 | -0,0001 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| US007036MX18 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US31412NLV63 / FNMA POOL 930140 FN 11/38 FIXED 6 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| US3128M6PH53 / FED HM LN PC POOL G04624 FG 02/33 FIXED 6 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| US31404BRT16 / FNMA POOL 763798 FN 03/34 FIXED 5.5 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US3128L0XJ67 / FED HM LN PC POOL A68781 FG 10/37 FIXED 5.5 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| US3128M6NV65 / Freddie Mac Gold Pool | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US36225BPC62 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (G1) | 0,00 | -50,00 | 0,0001 | -0,0000 | |||||
| US31412LQ946 / FNMA POOL 928480 FN 07/37 FIXED 6 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US31410FZV02 / FNMA POOL 888256 FN 02/37 FLOATING VAR | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US31406XWT52 / Fannie Mae Pool | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| US313920UK48 / FANNIEMAE GRANTOR TRUST FNGT 2001 T8 A1 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US31418AAW80 / Fannie Mae Pool | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US36202D6X42 / GNMA II POOL 003586 G2 07/34 FIXED 6.5 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| US07384MTN29 / Bear Stearns ARM Trust 2003-1 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| US36202D3K57 / GNII II 6.50% 1/34 #003502 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US31418AAJ79 / Fannie Mae Pool | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US31371KZA23 / Fannie Mae Pool | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US31419FGN06 / FNMA POOL AE4704 FN 09/30 FIXED 4.5 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US31391TWW43 / FNMA POOL 676661 FN 01/33 FIXED 5.5 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US31292KNK96 / FED HM LN PC POOL C03094 FG 11/37 FIXED 6 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US36202D7L94 / GOVERNMENT NATIONAL MORTGAGE CORPORATION | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US3128K6NM86 / FED HM LN PC POOL A45796 FG 01/33 FIXED 7 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US31390ABT60 / FNMA POOL 640050 FN 04/32 FIXED 6 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US3128M5DD94 / Freddie Mac Gold Pool | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| US31416CAQ96 / FANNIE MAE 4.04% 10/01/2037 FNMA ARM | 0,00 | -100,00 | 0,0001 | -0,0000 | |||||
| US31385HUQ37 / FNMA POOL 545191 FN 09/31 FIXED VAR | 0,00 | 0,0001 | -0,0000 | ||||||
| OIS MXN TIIE1/7.91000 04/07/25-7Y* CME / DIR (EZG1394P6HM3) | 0,00 | 0,0001 | 0,0001 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| US31394JD872 / Freddie Mac Structured Pass-Through Certificates | 0,00 | 0,0000 | -0,0000 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US3128M4M672 / Freddie Mac Gold Pool | 0,00 | 0,0000 | -0,0000 | ||||||
| US3128M45C34 / FED HM LN PC POOL G03243 FG 07/37 FIXED 5.5 | 0,00 | 0,0000 | -0,0000 | ||||||
| US31297CWX46 / FED HM LN PC POOL A25162 FG 05/34 FIXED 5.5 | 0,00 | 0,0000 | -0,0000 | ||||||
| US31412PCD15 / Fannie Mae Pool | 0,00 | 0,0000 | -0,0000 | ||||||
| OIS MXN TIIE1/7.77500 04/07/25-5Y* CME / DIR (EZYVT7M6F4C6) | 0,00 | 0,0000 | 0,0000 | ||||||
| US36225DHN75 / GNMA II POOL 081136 G2 11/34 FLOATING VAR | 0,00 | 0,0000 | -0,0000 | ||||||
| US31371KBQ31 / FNMA POOL 253947 FN 08/31 FIXED 8 | 0,00 | 0,0000 | -0,0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US36202DQC82 / GNII II 7.00% 10/31 #003151 | 0,00 | 0,0000 | -0,0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US31385JND62 / FNMA POOL 545888 FN 08/32 FIXED VAR | 0,00 | 0,0000 | -0,0000 | ||||||
| US36202DSS17 / GNMA II POOL 003229 G2 04/32 FIXED 7 | 0,00 | 0,0000 | -0,0000 | ||||||
| US36202DS519 / GOVT NATL MORTG ASSN 7.00% 05/20/2032 GNMA II | 0,00 | 0,0000 | -0,0000 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US31388UGP93 / FNMA POOL 615006 FN 11/31 FIXED 7.5 | 0,00 | 0,0000 | -0,0000 | ||||||
| US31283HZH10 / Freddie Mac Gold Pool | 0,00 | 0,0000 | -0,0000 | ||||||
| US36225CVC71 / GINNIE MAE II POOL G2 80610 | 0,00 | 0,0000 | -0,0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (EZ7K2W20N534) | 0,00 | 0,0000 | 0,0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US31371HF945 / FNMA POOL 252292 FN 12/28 FIXED 6 | 0,00 | 0,0000 | -0,0000 | ||||||
| US3138EJE385 / Fannie Mae Pool | 0,00 | 0,0000 | -0,0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| OIS MXN TIIE1/8.10000 04/07/25-10Y* CME / DIR (EZ0M7P0JQ8N7) | 0,00 | 0,0000 | 0,0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US3128M6N790 / FED HM LN PC POOL G04614 FG 02/34 FIXED 6 | 0,00 | 0,0000 | -0,0000 | ||||||
| US31417YCJ47 / Fannie Mae Pool | 0,00 | 0,0000 | -0,0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US31362J4V40 / FNMA POOL 062936 FN 01/27 FLOATING VAR | 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 | ||||||
| US31283H2E45 / FED HM LN PC POOL G01673 FG 04/34 FIXED 5.5 | 0,00 | 0,0000 | -0,0000 | ||||||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | 0,00 | 0,0000 | 0,0000 | ||||||
| US36200B7H49 / GNMA POOL 596796 GN 12/32 FIXED 7 | 0,00 | 0,0000 | -0,0000 | ||||||
| SOLD NOK BOUGHT USD 20250804 / 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 20250716 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US31384WB664 / FNMA POOL 535661 FN 01/31 FIXED VAR | 0,00 | 0,0000 | -0,0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US31371HKW78 / FNMA, 30 Year | 0,00 | 0,0000 | -0,0000 | ||||||
| US36202KWD35 / GNMA II POOL 008744 G2 11/25 FLOATING VAR | 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 | ||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US31390JX894 / FNMA POOL 647903 FN 04/27 FLOATING VAR | 0,00 | 0,0000 | -0,0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US31371MJ574 / Fannie Mae Pool | 0,00 | 0,0000 | -0,0000 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) | 0,00 | 0,0000 | 0,0000 | ||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0,00 | 0,0000 | 0,0000 | ||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0,00 | 0,0000 | 0,0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | -0,00 | -0,0000 | -0,0000 | ||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / 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 SGD BOUGHT USD 20250805 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| 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 ILS BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / 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 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -0,00 | -0,0000 | -0,0000 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| OIS CAD CAONREPO/2.9000 03/31/25-8Y* LCH / DIR (EZM3GC13QTT8) | -0,00 | -98,44 | -0,0001 | 0,0039 | |||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0,00 | -0,0001 | -0,0001 | ||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD NOK BOUGHT 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 SGD BOUGHT USD 20250805 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | -0,00 | -109,09 | -0,0002 | -0,0015 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (EZNY7TTVVKP4) | -0,00 | -250,00 | -0,0002 | -0,0003 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0,00 | 50,00 | -0,0002 | -0,0000 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0,00 | -0,0003 | -0,0003 | ||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0,00 | -0,0003 | -0,0003 | ||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0,00 | -0,0003 | -0,0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0,01 | -0,0003 | -0,0003 | ||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0,01 | -0,0003 | -0,0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,01 | -0,0003 | -0,0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0,01 | -0,0003 | -0,0003 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,01 | -0,0003 | -0,0003 | ||||||
| RFR USD SOFR/3.70000 06/24/25-10Y CME / DIR (EZCX595VTB92) | -0,01 | -106,02 | -0,0003 | -0,0054 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,01 | -0,0004 | -0,0004 | ||||||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (EZY1GXGHBZM5) | -0,01 | -0,0004 | -0,0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,01 | -0,0004 | -0,0004 | ||||||
| SOLD TRY BOUGHT USD 20250718 / DFE (000000000) | -0,01 | -0,0004 | -0,0004 | ||||||
| OIS MXN TIIE1/7.58240 04/08/25-5Y* CME / DIR (EZ5ZP737HMQ2) | -0,01 | -0,0004 | -0,0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,01 | -0,0004 | -0,0004 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0,01 | -0,0004 | -0,0004 | ||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0,01 | -0,0004 | -0,0004 | ||||||
| COLOMBIA LA SP MYC / DCR (EZXKWXGHTDT1) | -0,01 | 16,67 | -0,0004 | -0,0000 | |||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | -0,01 | -0,0005 | -0,0005 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0,01 | -0,0005 | -0,0005 | ||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0,01 | -0,0005 | -0,0005 | ||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0,01 | 60,00 | -0,0005 | -0,0002 | |||||
| OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH / DIR (EZGTN9JZ4G83) | -0,01 | -70,37 | -0,0005 | 0,0011 | |||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0,01 | -0,0006 | -0,0006 | ||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0,01 | -0,0006 | -0,0006 | ||||||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) | -0,01 | 400,00 | -0,0006 | -0,0005 | |||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0,01 | -0,0007 | -0,0007 | ||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0,01 | -0,0007 | -0,0007 | ||||||
| 317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0,01 | -0,0007 | -0,0007 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0,01 | -0,0007 | -0,0007 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0,01 | -0,0008 | -0,0008 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0,01 | -0,0008 | -0,0008 | ||||||
| OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH / DIR (EZGTN9JZ4G83) | -0,01 | -51,85 | -0,0008 | 0,0009 | |||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0,01 | -0,0008 | -0,0008 | ||||||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) | -0,02 | 114,29 | -0,0009 | -0,0005 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,02 | -0,0009 | -0,0009 | ||||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0,02 | -0,0010 | -0,0010 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0,02 | -0,0010 | -0,0010 | ||||||
| OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC / DIR (EZKVS9DRRQP2) | -0,02 | -56,41 | -0,0011 | 0,0013 | |||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0,02 | -0,0011 | -0,0011 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0,02 | -0,0011 | -0,0011 | ||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0,02 | -0,0011 | -0,0011 | ||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0,02 | 63,64 | -0,0011 | -0,0004 | |||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0,02 | -0,0011 | -0,0011 | ||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0,02 | -0,0012 | -0,0012 | ||||||
| CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | -0,02 | -0,0013 | -0,0013 | ||||||
| COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) | -0,02 | -8,33 | -0,0014 | 0,0001 | |||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0,02 | -0,0014 | -0,0014 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0,02 | -0,0015 | -0,0015 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0,02 | -0,0015 | -0,0015 | ||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0,03 | -0,0016 | -0,0016 | ||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0,03 | -0,0016 | -0,0016 | ||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0,03 | -0,0016 | -0,0016 | ||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -0,03 | -0,0017 | -0,0017 | ||||||
| IRS EUR 2.30000 09/25/24-5Y LCH / DIR (EZG6CLJMHV54) | -0,03 | 75,00 | -0,0017 | -0,0007 | |||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0,03 | -0,0018 | -0,0018 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0,03 | -0,0018 | -0,0018 | ||||||
| RFR USD SOFR/3.88000 07/10/24-10Y LCH / DIR (EZG0BTDH1HZ1) | -0,03 | 210,00 | -0,0019 | -0,0013 | |||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0,03 | -0,0019 | -0,0019 | ||||||
| RFR USD SOFR/3.88500 07/12/24-10Y LCH / DIR (EZ5CY898Q7W9) | -0,03 | 200,00 | -0,0020 | -0,0013 | |||||
| SOLD PEN BOUGHT USD 20250724 / DFE (000000000) | -0,04 | -0,0021 | -0,0021 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,04 | -0,0022 | -0,0022 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,04 | -0,0022 | -0,0022 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0,04 | -0,0022 | -0,0022 | ||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0,04 | 55,56 | -0,0026 | -0,0009 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,04 | -0,0026 | -0,0026 | ||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0,04 | -0,0027 | -0,0027 | ||||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0,05 | 104,55 | -0,0027 | -0,0014 | |||||
| SOLD PEN BOUGHT USD 20260209 / DFE (000000000) | -0,05 | -0,0027 | -0,0027 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0,05 | -0,0028 | -0,0028 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,05 | -0,0030 | -0,0030 | ||||||
| OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH / DIR (EZM5CNHNBF74) | -0,05 | -68,55 | -0,0030 | 0,0066 | |||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0,05 | -0,0030 | -0,0030 | ||||||
| RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (EZ691JFCS359) | -0,05 | 104,00 | -0,0031 | -0,0016 | |||||
| RFR USD SOFR/3.95561 02/11/25-30Y* LCH / DIR (EZNV8KC0QQ05) | -0,05 | -81,11 | -0,0031 | 0,0132 | |||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0,05 | 63,64 | -0,0033 | -0,0012 | |||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0,05 | -0,0033 | -0,0033 | ||||||
| IRS EUR 2.36000 10/07/24-5Y LCH / DIR (EZMRJVS7LFP2) | -0,05 | -384,21 | -0,0033 | -0,0044 | |||||
| SOLD PEN BOUGHT USD 20251103 / DFE (000000000) | -0,06 | -0,0033 | -0,0033 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0,06 | -0,0034 | -0,0034 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,06 | -0,0035 | -0,0035 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,06 | -0,0035 | -0,0035 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,06 | -0,0036 | -0,0036 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0,06 | -0,0036 | -0,0036 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0,06 | -0,0036 | -0,0036 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,06 | -0,0036 | -0,0036 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,06 | -0,0036 | -0,0036 | ||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0,06 | 46,51 | -0,0038 | -0,0012 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,07 | -0,0040 | -0,0040 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,07 | -0,0041 | -0,0041 | ||||||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (EZJ6HD982SV2) | -0,08 | 31,58 | -0,0045 | -0,0010 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,08 | -0,0049 | -0,0049 | ||||||
| RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (EZZ07KT62N06) | -0,08 | 80,00 | -0,0049 | -0,0021 | |||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0,08 | -0,0050 | -0,0050 | ||||||
| IRS EUR 2.70000 08/13/24-5Y LCH / DIR (EZL20XGD37K1) | -0,08 | 27,27 | -0,0051 | -0,0011 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,09 | -0,0052 | -0,0052 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,09 | -0,0055 | -0,0055 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,09 | -0,0055 | -0,0055 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,09 | -0,0056 | -0,0056 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0,09 | -0,0056 | -0,0056 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,09 | -0,0056 | -0,0056 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,10 | -0,0058 | -0,0058 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,10 | -0,0058 | -0,0058 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,10 | -0,0059 | -0,0059 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,10 | -0,0060 | -0,0060 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,10 | -0,0060 | -0,0060 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,10 | -0,0061 | -0,0061 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0,10 | -0,0061 | -0,0061 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,10 | -0,0062 | -0,0062 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,10 | -0,0062 | -0,0062 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,11 | -0,0064 | -0,0064 | ||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0,11 | 70,31 | -0,0066 | -0,0027 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,11 | -0,0069 | -0,0069 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0,12 | -0,0070 | -0,0070 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0,12 | -0,0072 | -0,0072 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,12 | -0,0073 | -0,0073 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0,12 | -0,0074 | -0,0074 | ||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | -0,13 | -0,0075 | -0,0075 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,13 | -0,0077 | -0,0077 | ||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | -0,13 | -0,0077 | -0,0077 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,13 | -0,0079 | -0,0079 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,14 | -0,0081 | -0,0081 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0,15 | -0,0091 | -0,0091 | ||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0,16 | 36,21 | -0,0095 | -0,0024 | |||||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) | -0,17 | 40,32 | -0,0104 | -0,0029 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,18 | -0,0108 | -0,0108 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,18 | -0,0109 | -0,0109 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,18 | -0,0110 | -0,0110 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0,18 | -0,0111 | -0,0111 | ||||||
| RFR USD SOFR/2.85000 08/29/22-5Y LCH / DIR (EZTLVW57JR59) | -0,20 | -8,18 | -0,0121 | 0,0012 | |||||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | -0,21 | -0,0128 | -0,0128 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,22 | -0,0134 | -0,0134 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,22 | -0,0134 | -0,0134 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0,23 | -0,0138 | -0,0138 | ||||||
| RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH / DIR (EZ84B28RK5H5) | -0,24 | -25,54 | -0,0145 | 0,0052 | |||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0,25 | -0,0152 | -0,0152 | ||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0,26 | -0,0156 | -0,0156 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,28 | -0,0170 | -0,0170 | ||||||
| RFR USD SOFR/3.80000 06/03/24-7Y* LCH / DIR (EZRYBJZD4558) | -0,32 | 145,74 | -0,0190 | -0,0112 | |||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0,32 | -0,0194 | -0,0194 | ||||||
| RFR USD SOFR/1.78750 05/03/22-5Y LCH / DIR (EZRTX2S89N60) | -0,42 | -48,78 | -0,0252 | 0,0244 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,43 | -0,0257 | -0,0257 | ||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0,47 | -33,76 | -0,0280 | 0,0145 | |||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0,52 | -0,0310 | -0,0310 | ||||||
| RFR USD SOFR/2.15000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) | -0,67 | -51,88 | -0,0398 | 0,0436 | |||||
| BARCLAYS REV REPO EUR / RA (000000000) | -0,93 | -0,0557 | -0,0557 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,94 | -0,0562 | -0,0562 | ||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -1,04 | -16,43 | -0,0625 | 0,0128 | |||||
| REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) | -1,30 | -0,0780 | -0,0780 | ||||||
| REVERSE REPO JPM CHASE / RA (000000000) | -2,54 | -0,1519 | -0,1519 | ||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -4,02 | -0,2409 | -0,2409 | ||||||
| REVERSE REPO JPM CHASE / RA (000000000) | -4,41 | -0,2644 | -0,2644 | ||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -6,55 | -0,3927 | -0,3927 | ||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -22,30 | -1,3363 | -1,3363 | ||||||
| REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) | -26,46 | -1,5856 | -1,5856 | ||||||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | -35,91 | 1,45 | -2,1518 | 0,2611 | |||||
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) | -81,21 | -4,8658 | -4,8658 |
