Statistiche di base
| Valore del portafoglio | $ 983.881.153 |
| Posizioni attuali | 664 |
Ultime partecipazioni, performance, AUM (da depositi 13F, 13D)
SUNAMERICA SERIES TRUST - SA PIMCO VCP Tactical Balanced Portfolio Class 3 ha dichiarato un totale di 664 partecipazioni negli ultimi documenti depositati presso la SEC. Il valore più recente del portafoglio è pari a $ 983.881.153 USD. Il patrimonio gestito effettivo (AUM) corrisponde a questo valore più la liquidità (che non viene dichiarata). Le principali partecipazioni di SUNAMERICA SERIES TRUST - SA PIMCO VCP Tactical Balanced Portfolio Class 3 sono Uniform Mortgage-Backed Security, TBA (US:US01F0306377) , FNCL UMBS 4.5 SD8314 04-01-53 (US:US3132DWGX56) , FNMA 30YR TBA(REG A) (US:US01F0506430) , Uniform Mortgage-Backed Security, TBA (US:US01F0226344) , and TREASURY BOND (US:US912810ST60) . Le nuove posizioni di SUNAMERICA SERIES TRUST - SA PIMCO VCP Tactical Balanced Portfolio Class 3 includono Uniform Mortgage-Backed Security, TBA (US:US01F0306377) , FNCL UMBS 4.5 SD8314 04-01-53 (US:US3132DWGX56) , FNMA 30YR TBA(REG A) (US:US01F0506430) , Uniform Mortgage-Backed Security, TBA (US:US01F0226344) , and TREASURY BOND (US:US912810ST60) .
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 % |
|---|---|---|---|---|
| 165,60 | 18,4257 | 18,4257 | ||
| 155,00 | 17,2463 | 17,2463 | ||
| 150,00 | 16,6900 | 16,6900 | ||
| 23,66 | 23,66 | 2,6320 | 2,6320 | |
| 42,24 | 4,6997 | 1,4530 | ||
| 12,53 | 1,3938 | 1,3938 | ||
| 6,86 | 0,7636 | 0,7636 | ||
| 5,60 | 0,6231 | 0,6231 | ||
| 5,53 | 0,6157 | 0,6157 | ||
| 4,49 | 0,4994 | 0,4994 |
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 % |
|---|---|---|---|---|
| -54,73 | -6,0893 | -6,0893 | ||
| -52,32 | -5,8216 | -5,8216 | ||
| 1,83 | 0,2033 | -1,9377 | ||
| -1,50 | -0,1674 | -1,6011 | ||
| -11,54 | -1,2842 | -1,2842 | ||
| -11,54 | -1,2842 | -1,2842 | ||
| 11,00 | 1,2237 | -0,5591 | ||
| -2,57 | -0,2857 | -0,2857 | ||
| -1,69 | -0,1879 | -0,1879 | ||
| -1,57 | -0,1752 | -0,1752 |
13F e depositi di fondi
Questo modulo è stato depositato il 2025-03-27 per il periodo di riferimento 2025-01-31. 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| DE000C4SA6R6 / EURO STOXX 50 Index | 165,60 | 18,4257 | 18,4257 | ||||||
| REPO BANK AMERICA / RA (000000000) | 155,00 | 17,2463 | 17,2463 | ||||||
| GOLDMAN SACHS REPO / RA (000000000) | 150,00 | 16,6900 | 16,6900 | ||||||
| US01F0306377 / Uniform Mortgage-Backed Security, TBA | 42,24 | 37,76 | 4,6997 | 1,4530 | |||||
| US3132DWGX56 / FNCL UMBS 4.5 SD8314 04-01-53 | 36,41 | -2,13 | 4,0510 | -0,0341 | |||||
| U.S. Treasury Notes / DBT (US91282CJZ59) | 30,07 | -1,81 | 3,3461 | -0,0171 | |||||
| CCBCYXUS0 BARCLAYS COC FUTURES / STIV (000000000) | 23,66 | 23,66 | 2,6320 | 2,6320 | |||||
| US01F0506430 / FNMA 30YR TBA(REG A) | 12,53 | 1,3938 | 1,3938 | ||||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 11,00 | -34,69 | 1,2237 | -0,5591 | |||||
| US912810ST60 / TREASURY BOND | 10,63 | -3,05 | 1,1831 | -0,0214 | |||||
| U.S. Treasury Bonds / DBT (US912810UB25) | 8,16 | -3,32 | 0,9082 | -0,0189 | |||||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CJY84) | 7,58 | -0,68 | 0,8436 | 0,0052 | |||||
| US91282CJA09 / United States Treasury Note/Bond | 7,38 | -0,51 | 0,8213 | 0,0065 | |||||
| US91282CHA27 / United States Treasury Note/Bond | 7,13 | -0,20 | 0,7936 | 0,0088 | |||||
| US91282CFL00 / Treasury, United States Department of | 7,06 | -0,65 | 0,7855 | 0,0053 | |||||
| US01F0626303 / FNCL 6.5 UMBS TBA 03-01-53 | 6,96 | 126,69 | 0,7741 | 0,4491 | |||||
| US3132DWHE66 / UMBS | 6,94 | -2,53 | 0,7726 | -0,0097 | |||||
| US31418ENL01 / Fannie Mae Pool | 6,87 | -6,35 | 0,7648 | -0,0412 | |||||
| U.S. Treasury Bills / STIV (US912797MM60) | 6,86 | 0,7636 | 0,7636 | ||||||
| US912810SW99 / United States Treasury Note/Bond | 6,81 | -2,94 | 0,7572 | -0,0128 | |||||
| US21H0306256 / Ginnie Mae | 6,70 | -2,57 | 0,7455 | 0,0173 | |||||
| US912810TA60 / U.S. Treasury Bonds | 6,19 | -2,92 | 0,6883 | -0,0114 | |||||
| US912810TC27 / United States Treasury Note/Bond | 6,14 | -2,98 | 0,6837 | -0,0119 | |||||
| US3140X7CB30 / FNMA POOL FM3665 FN 09/49 FIXED VAR | 6,14 | -3,08 | 0,6829 | -0,0126 | |||||
| US3140X8S242 / Fannie Mae Pool | 5,65 | -3,42 | 0,6283 | -0,0138 | |||||
| REPO BANK AMERICA / RA (000000000) | 5,60 | 0,6231 | 0,6231 | ||||||
| U.S. Treasury Bonds / DBT (US912810UF39) | 5,53 | 0,6157 | 0,6157 | ||||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 5,49 | -0,40 | 0,6112 | 0,0055 | |||||
| US912810TM09 / United States Treasury Note/Bond | 5,41 | -3,25 | 0,6024 | -0,0120 | |||||
| BRSTNCLTN830 / Brazil Letras do Tesouro Nacional | 5,30 | -1,96 | 0,5901 | -0,0040 | |||||
| US912810QQ40 / United States Treas Bds Bond | 5,25 | -3,45 | 0,5846 | -0,0130 | |||||
| US912810TS78 / United States Treasury Note/Bond | 5,03 | -3,16 | 0,5601 | -0,0107 | |||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 4,93 | -0,16 | 0,5483 | 0,0063 | |||||
| US3140X7ST73 / FANNIE MAE POOL UMBS P#FM4129 4.00000000 | 4,69 | -3,30 | 0,5221 | -0,0108 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 4,49 | 0,4994 | 0,4994 | ||||||
| US91282CJF95 / United States Treasury Note/Bond | 4,28 | -0,58 | 0,4766 | 0,0034 | |||||
| US912810TW80 / United States Treasury Note/Bond | 4,22 | -3,28 | 0,4693 | -0,0095 | |||||
| US9128284V99 / U.S. Treasury Notes 2.875%, due 08/15/2028 | 4,10 | -0,12 | 0,4565 | 0,0055 | |||||
| US912810TK43 / U.S. Treasury Bonds | 3,98 | -3,02 | 0,4426 | -0,0079 | |||||
| US21H0406320 / Ginnie Mae | 3,96 | 0,4403 | 0,4403 | ||||||
| US01F0526230 / Uniform Mortgage-Backed Security, TBA | 3,95 | 0,4395 | 0,4395 | ||||||
| US912810SE91 / United States Treas Bds Bond | 3,92 | -4,18 | 0,4361 | -0,0131 | |||||
| US91282CBZ32 / United States Treasury Note/Bond | 3,82 | 0,37 | 0,4251 | 0,0071 | |||||
| US3132D6BQ26 / FREDDIE MAC POOL UMBS P#SB8147 1.50000000 | 3,80 | -2,59 | 0,4231 | -0,0056 | |||||
| US91282CCY57 / UNITED STATES TREASURY NOTE 1.25000000 | 3,77 | 0,24 | 0,4196 | 0,0065 | |||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 3,71 | 0,00 | 0,4123 | 0,0053 | |||||
| US912810TH14 / United States Treasury Note/Bond | 3,59 | -3,00 | 0,3996 | -0,0070 | |||||
| US91282CHQ78 / United States Treasury Note/Bond | 3,09 | -0,32 | 0,3433 | 0,0033 | |||||
| US01F0606420 / Uniform Mortgage-Backed Security, TBA | 3,01 | 0,3351 | 0,3351 | ||||||
| CNQ / Canadian Natural Resources Limited | 2,99 | 0,3327 | 0,3327 | ||||||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 2,98 | 3,83 | 0,3319 | 0,0163 | |||||
| US91282CHK09 / United States Treasury Note/Bond | 2,97 | -0,34 | 0,3310 | 0,0032 | |||||
| US91282CEE75 / United States Treasury Note/Bond | 2,96 | -0,20 | 0,3299 | 0,0037 | |||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 2,89 | 0,3218 | 0,3218 | ||||||
| US3140LXDP74 / Fannie Mae Pool | 2,88 | -3,85 | 0,3200 | -0,0084 | |||||
| T1SO34 / The Southern Company - Depositary Receipt (Common Stock) | 2,69 | 0,2997 | 0,2997 | ||||||
| US91282CEV90 / United States Treasury Note/Bond | 2,68 | -0,45 | 0,2982 | 0,0026 | |||||
| US3137FG6Q37 / FHLMC, Multifamily Structured Pass-Through Certificates, Series W5FX, Class AFX | 2,59 | -0,08 | 0,2883 | 0,0035 | |||||
| US91282CDL28 / UNITED STATES TREASURY NOTE 1.50000000 | 2,53 | 0,12 | 0,2810 | 0,0040 | |||||
| US912810RC45 / United States Treas Bds Bond | 2,38 | -3,17 | 0,2648 | -0,0051 | |||||
| E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) | 2,29 | 0,2548 | 0,2548 | ||||||
| US3140X7KT55 / Fannie Mae Pool | 2,27 | -4,06 | 0,2528 | -0,0072 | |||||
| US912810SY55 / United States Treasury Note/Bond | 2,21 | -3,03 | 0,2459 | -0,0043 | |||||
| US912810QN19 / United Sates Treasury Bond Bond | 2,21 | -3,46 | 0,2455 | -0,0055 | |||||
| European Union / DBT (EU000A3L1CN4) | 2,00 | 0,2227 | 0,2227 | ||||||
| US03073EAJ47 / Amerisourcebergen Corp 3.50% Senior Notes 11/15/21 | 2,00 | 0,2221 | 0,2221 | ||||||
| E1TR34 / Entergy Corporation - Depositary Receipt (Common Stock) | 1,99 | 0,2218 | 0,2218 | ||||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 1,97 | 0,87 | 0,2191 | 0,0047 | |||||
| US17331KAE91 / CITIZENS AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A4 REGD 144A P/P 5.78000000 | 1,94 | -0,05 | 0,2155 | 0,0026 | |||||
| US59020URP20 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 NC1 M1 | 1,93 | -0,77 | 0,2146 | 0,0011 | |||||
| US05377RGU23 / Avis Budget Rental Car Funding AESOP LLC | 1,92 | 0,31 | 0,2138 | 0,0035 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 1,90 | -0,11 | 0,2116 | 0,0025 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1,83 | -4,23 | 0,2040 | -0,0062 | |||||
| MSCI EAFE MAR25 / DE (000000000) | 1,83 | 0,2040 | 0,2040 | ||||||
| US01F0406367 / Uniform Mortgage-Backed Security, TBA | 1,83 | -91,55 | 0,2033 | -1,9377 | |||||
| MORGAN STANLEY MCS / STIV (000000000) | 1,81 | 1,81 | 0,2016 | 0,2016 | |||||
| US12668BB774 / Alternative Loan Trust 2006-OA3 | 1,77 | -5,80 | 0,1972 | -0,0094 | |||||
| US3132DWHY21 / FR SD8347 | 1,76 | -2,49 | 0,1963 | -0,0023 | |||||
| US912810SD19 / United States Treas Bds Bond | 1,76 | -4,25 | 0,1957 | -0,0060 | |||||
| US225401AY40 / Credit Suisse Group AG | 1,71 | -0,12 | 0,1904 | 0,0023 | |||||
| US91282CJM47 / United States Treasury Note/Bond | 1,70 | -1,05 | 0,1889 | 0,0006 | |||||
| CBRE Services Inc / STIV (US12610BPC09) | 1,70 | 0,1889 | 0,1889 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 1,66 | -8,35 | 0,1844 | -0,0142 | |||||
| Q / Quetzal Copper Corp. | 1,61 | 435,33 | 0,1788 | 0,1458 | |||||
| US45378YAA29 / Independence Plaza Trust, Series 2018-INDP, Class A | 1,57 | 0,26 | 0,1745 | 0,0027 | |||||
| Long: BWU01CKZ1 IRS USD R V 12MSOFR SWUV1CKZ3 CCPOIS / Short: BWU01CKZ1 IRS USD P F 1.75000 SWU01CKZ1 CCPOIS / DIR (000000000) | 1,57 | 0,1743 | 0,1743 | ||||||
| U.S. Treasury Bonds / DBT (US912810UD80) | 1,54 | 105,33 | 0,1716 | 0,0891 | |||||
| US639057AG33 / NatWest Group PLC | 1,53 | -0,39 | 0,1701 | 0,0015 | |||||
| S+P 500 INDEX / DE (000000000) | 1,52 | 0,1692 | 0,1692 | ||||||
| US98162JAA43 / Worldwide Plaza Trust 2017-WWP | 1,50 | 5,35 | 0,1665 | 0,0104 | |||||
| US63874UAA25 / Natixis Commercial Mortgage Securities Trust 2019-10K | 1,48 | -0,07 | 0,1651 | 0,0021 | |||||
| US61765TAE38 / MSBAM 15-C25 3.372% 10/28 | 1,47 | -17,48 | 0,1634 | -0,0320 | |||||
| US694308KL02 / Pacific Gas and Electric Co | 1,42 | -2,34 | 0,1580 | -0,0016 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 1,40 | -0,64 | 0,1563 | 0,0011 | |||||
| M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) | 1,40 | 0,1557 | 0,1557 | ||||||
| Bell Telephone Co of Canada or Bell Canada/The / STIV (US07787PP779) | 1,40 | 0,1556 | 0,1556 | ||||||
| US29278GAW87 / Enel Finance International NV | 1,39 | -0,14 | 0,1547 | 0,0018 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 1,39 | -3,34 | 0,1545 | -0,0033 | |||||
| US46647PDF09 / JPMorgan Chase & Co | 1,38 | -0,15 | 0,1533 | 0,0018 | |||||
| US91282CHJ36 / United States Treasury Note/Bond | 1,36 | -0,80 | 0,1511 | 0,0008 | |||||
| MORGAN STANLEY CCP / STIV (000000000) | 1,31 | 1,31 | 0,1460 | 0,1460 | |||||
| Jones Lang LaSalle Finance BV / STIV (US48002AP651) | 1,30 | 0,1445 | 0,1445 | ||||||
| Enbridge US Inc / STIV (US29251UPS14) | 1,30 | 0,1442 | 0,1442 | ||||||
| US912810SR05 / United States Treasury Note/Bond - When Issued | 1,28 | -3,02 | 0,1428 | -0,0026 | |||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 1,27 | -0,55 | 0,1412 | 0,0010 | |||||
| US48255GAA31 / KKR Group Finance Co. XII LLC | 1,27 | -1,02 | 0,1408 | 0,0003 | |||||
| US373334KQ30 / Georgia Power Co | 1,26 | -1,71 | 0,1407 | -0,0006 | |||||
| U.S. Treasury Bonds / DBT (US912810UA42) | 1,26 | -5,19 | 0,1404 | -0,0057 | |||||
| Grosvenor Place CLO 2024-2 DAC / ABS-CBDO (XS2925040128) | 1,25 | -4,60 | 0,1386 | -0,0047 | |||||
| US38012RAA41 / GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 5.12% 04/11/2035 144A | 1,22 | 0,00 | 0,1353 | 0,0018 | |||||
| US31418EVA53 / Fannie Mae Pool | 1,22 | -5,59 | 0,1353 | -0,0061 | |||||
| Enterprise Fleet Financing 2024-2 LLC / ABS-O (US29375RAB24) | 1,21 | -0,08 | 0,1345 | 0,0016 | |||||
| US34528QGA67 / Ford Credit Floorplan Master Owner Trust A | 1,21 | 0,50 | 0,1342 | 0,0024 | |||||
| Long: BWU01PIW2 IRS USD R V 03MSOFR SWUV1PIW4 CCPOIS / Short: BWU01PIW2 IRS USD P F 2.00000 SWU01PIW2 CCPOIS / DIR (000000000) | 1,21 | 0,1342 | 0,1342 | ||||||
| CNQ / Canadian Natural Resources Limited | 1,20 | 0,1331 | 0,1331 | ||||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 1,19 | 0,1328 | 0,1328 | ||||||
| US29273RAP47 / Energy Transfer Partners 6.05% 06/01/41 | 1,19 | -1,00 | 0,1327 | 0,0005 | |||||
| US404280DR76 / HSBC Holdings PLC | 1,16 | -0,60 | 0,1296 | 0,0009 | |||||
| US67571CAB72 / OCTANE RECEIVABLES TRUST OCTL 2023 3A A2 144A | 1,15 | -18,05 | 0,1279 | -0,0262 | |||||
| US38239JAA97 / Goodman US Finance Three LLC | 1,15 | 0,35 | 0,1278 | 0,0021 | |||||
| XS1002121454 / STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 6.5 | 1,13 | -2,08 | 0,1259 | -0,0010 | |||||
| US54627RAN08 / Louisiana Local Government Environmental Facilities & Community Development Auth | 1,13 | -1,74 | 0,1256 | -0,0005 | |||||
| US3137FDBN18 / Freddie Mac REMICS | 1,13 | -0,18 | 0,1254 | 0,0015 | |||||
| US00774MBD65 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1,12 | -0,44 | 0,1250 | 0,0011 | |||||
| Birch Grove CLO Ltd / ABS-CBDO (US09075JAU34) | 1,11 | 0,27 | 0,1237 | 0,0020 | |||||
| US38376RXT84 / GNMA, Series 2016-H17, Class FC | 1,11 | -11,55 | 0,1236 | -0,0143 | |||||
| US80282KBE55 / Santander Holdings USA, Inc. | 1,11 | 0,18 | 0,1231 | 0,0018 | |||||
| Trinitas CLO VI Ltd / ABS-CBDO (US89640YBN31) | 1,10 | 0,46 | 0,1228 | 0,0022 | |||||
| LCM 31 Ltd / ABS-CBDO (US50201QAL86) | 1,10 | 0,27 | 0,1228 | 0,0019 | |||||
| Trinitas CLO XIV Ltd / ABS-CBDO (US89641QAN07) | 1,10 | 0,00 | 0,1227 | 0,0016 | |||||
| US87241EAQ89 / TCW CLO 2019-1 AMR Ltd | 1,10 | 0,36 | 0,1227 | 0,0020 | |||||
| Ocean Trails CLO 8 / ABS-CBDO (US67514UAU51) | 1,10 | 0,18 | 0,1227 | 0,0018 | |||||
| US48254QAB05 / KKR Clo 33 Ltd | 1,10 | 0,00 | 0,1225 | 0,0016 | |||||
| Greywolf CLO III Ltd / ABS-CBDO (US39809CAY03) | 1,10 | 0,00 | 0,1225 | 0,0017 | |||||
| STZB34 / Constellation Brands, Inc. - Depositary Receipt (Common Stock) | 1,10 | 0,1223 | 0,1223 | ||||||
| US842400GG23 / Southern California Edison Co. Bond 4% Due 4/1/2047 | 1,10 | -9,03 | 0,1222 | -0,0104 | |||||
| US380881FP22 / Golden Credit Card Trust | 1,10 | 0,18 | 0,1222 | 0,0018 | |||||
| US780097BG51 / NatWest Group PLC | 1,09 | 0,00 | 0,1216 | 0,0016 | |||||
| US842434CR16 / Southern California Gas Co | 1,09 | -4,30 | 0,1214 | -0,0038 | |||||
| US50200YAQ17 / LCM LTD PARTNERSHIP LCM 30A AR 144A | 1,09 | -13,75 | 0,1214 | -0,0176 | |||||
| US25714PEF18 / Dominican Republic International Bond | 1,08 | -1,37 | 0,1203 | -0,0001 | |||||
| US ULTRA BOND CBT MAR25 / DIR (000000000) | 1,07 | 0,1196 | 0,1196 | ||||||
| US20048JAA88 / Commercial Mortgage Trust, Series 2018-HOME, Class A | 1,05 | 1,64 | 0,1172 | 0,0034 | |||||
| Atlas Senior Loan Fund XV Ltd / ABS-CBDO (US04942MAN48) | 1,02 | -7,27 | 0,1135 | -0,0073 | |||||
| 4020 / Saudi Real Estate Company | 1,01 | 0,1121 | 0,1121 | ||||||
| US437927AC00 / Honda Auto Receivables 2023-2 Owner Trust | 1,00 | 0,00 | 0,1117 | 0,0014 | |||||
| US126673C261 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV7 | 1,00 | -0,50 | 0,1117 | 0,0010 | |||||
| US44891ACL98 / Hyundai Capital America | 1,00 | -0,10 | 0,1117 | 0,0014 | |||||
| US75620TAW80 / Recette Clo Ltd | 1,00 | 0,00 | 0,1115 | 0,0015 | |||||
| STZB34 / Constellation Brands, Inc. - Depositary Receipt (Common Stock) | 1,00 | 0,1112 | 0,1112 | ||||||
| US694308HN05 / Pacific Gas & Electric Co | 0,99 | -3,87 | 0,1106 | -0,0030 | |||||
| US925650AB99 / VICI Properties LP | 0,99 | 0,10 | 0,1104 | 0,0016 | |||||
| US100743AM53 / Boston Gas Co | 0,99 | 0,10 | 0,1098 | 0,0015 | |||||
| Verdelite Static CLO 2024-1 Ltd / ABS-CBDO (US92338VAA98) | 0,98 | -7,87 | 0,1094 | -0,0078 | |||||
| Verus Securitization Trust 2024-4 / ABS-MBS (US92540GAA67) | 0,98 | -6,40 | 0,1090 | -0,0060 | |||||
| US3140X7KS72 / Fannie Mae Pool | 0,97 | -3,47 | 0,1084 | -0,0024 | |||||
| Cross 2024-H3 Mortgage Trust / ABS-MBS (US22758DAA72) | 0,97 | -6,36 | 0,1082 | -0,0058 | |||||
| CA74814ZFS70 / Province of Quebec Canada | 0,97 | -8,86 | 0,1076 | -0,0090 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,97 | -0,92 | 0,1075 | 0,0004 | |||||
| US00774MAV72 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0,96 | 0,63 | 0,1068 | 0,0020 | |||||
| Towd Point Mortgage Trust 2024-5 / ABS-MBS (US891944AA82) | 0,95 | 0,1059 | 0,1059 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,93 | -1,59 | 0,1033 | -0,0004 | |||||
| Chase Home Lending Mortgage Trust Series 2024-7 / ABS-MBS (US16159TAP66) | 0,93 | -10,00 | 0,1032 | -0,0100 | |||||
| Citigroup Mortgage Loan Trust 2024-1 / ABS-MBS (US17332CBX39) | 0,93 | -10,26 | 0,1032 | -0,0103 | |||||
| US03027XCE85 / American Tower Corp. | 0,93 | -0,43 | 0,1030 | 0,0010 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,92 | -11,19 | 0,1025 | -0,0114 | |||||
| MX0SGO0000K0 / Mexican Udibonos | 0,92 | -2,96 | 0,1023 | -0,0017 | |||||
| US00206RKB77 / AT&T INC 3.850000% 06/01/2060 | 0,90 | -3,32 | 0,1005 | -0,0021 | |||||
| 01626P148 / Alimentation Couche-Tard Inc | 0,90 | 0,1000 | 0,1000 | ||||||
| TRGP / Targa Resources Corp. | 0,90 | 0,0999 | 0,0999 | ||||||
| Bell Telephone Co of Canada or Bell Canada/The / STIV (US07787PPS10) | 0,90 | 0,0998 | 0,0998 | ||||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 0,90 | 0,0997 | 0,0997 | ||||||
| Harley-Davidson Financial Services Inc / STIV (US41282JRN36) | 0,89 | 0,0990 | 0,0990 | ||||||
| US62954HBB33 / NXP BV / NXP Funding LLC / NXP USA Inc | 0,88 | -0,68 | 0,0978 | 0,0005 | |||||
| US3132DWJG96 / Federal Home Loan Mortgage Corp. | 0,88 | -5,80 | 0,0977 | -0,0046 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,88 | -6,80 | 0,0976 | -0,0057 | |||||
| US94876QAA40 / Weir Group PLC/The | 0,87 | 0,70 | 0,0966 | 0,0019 | |||||
| C1FG34 / Citizens Financial Group, Inc. - Depositary Receipt (Common Stock) | 0,85 | -0,82 | 0,0942 | 0,0005 | |||||
| US12654PAE88 / CSMC 2018-RPL9 TRUST CSMC 2018-RPL9 A | 0,85 | -2,42 | 0,0941 | -0,0011 | |||||
| US531546AB51 / Liberty Utilities Finance GP 1 | 0,84 | 0,48 | 0,0939 | 0,0017 | |||||
| US054980AA58 / BDS 2022-FL11 LLC | 0,83 | -12,39 | 0,0921 | -0,0116 | |||||
| S+P 500 INDEX / DE (000000000) | 0,83 | 0,0920 | 0,0920 | ||||||
| US3133C9HS58 / Freddie Mac Pool | 0,82 | -5,50 | 0,0918 | -0,0041 | |||||
| US91282CJG78 / U.S. Treasury Notes | 0,82 | -1,09 | 0,0912 | 0,0002 | |||||
| US05377RHC16 / AESOP 23-5 A 144A 5.78% 04-20-28/27 | 0,82 | 0,25 | 0,0907 | 0,0013 | |||||
| Golub Capital Partners Static 2024-1 Ltd / ABS-CBDO (US381929AA67) | 0,81 | -13,25 | 0,0904 | -0,0124 | |||||
| US91282CHZ77 / United States Treasury Note/Bond | 0,81 | -0,98 | 0,0900 | 0,0003 | |||||
| US186108CL84 / Cleveland Electric Illuminating Co. (The) | 0,81 | -0,49 | 0,0896 | 0,0007 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0,80 | 0,0892 | 0,0892 | ||||||
| KDP / Keurig Dr Pepper Inc. | 0,80 | 0,0888 | 0,0888 | ||||||
| US38375UXM79 / Government National Mortgage Association | 0,79 | -10,19 | 0,0883 | -0,0087 | |||||
| US771367CE70 / Rochester Gas and Electric Corp | 0,79 | 0,00 | 0,0882 | 0,0011 | |||||
| US91282CHW47 / US TREASURY N/B 4.125000% 08/31/2030 | 0,79 | -0,88 | 0,0879 | 0,0003 | |||||
| US85205TAG58 / Spirit AeroSystems Inc | 0,79 | 1,42 | 0,0875 | 0,0022 | |||||
| GCAT 2024-NQM2 Trust / ABS-MBS (US36831CAA09) | 0,78 | -9,80 | 0,0870 | -0,0083 | |||||
| US12657VAA08 / CSWF 2021-SOP2 | 0,78 | 4,44 | 0,0863 | 0,0047 | |||||
| US225401AV01 / Credit Suisse Group AG | 0,77 | -0,51 | 0,0862 | 0,0007 | |||||
| U.S. Treasury Bonds / DBT (US912810TZ12) | 0,77 | -3,29 | 0,0852 | -0,0017 | |||||
| Chase Home Lending Mortgage Trust Series 2024-RPL3 / ABS-MBS (US161917AB58) | 0,76 | -1,55 | 0,0850 | -0,0002 | |||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 0,76 | -18,41 | 0,0844 | -0,0177 | |||||
| US31396XQT45 / Fannie Mae REMICS | 0,75 | -7,15 | 0,0838 | -0,0053 | |||||
| XS2434895632 / Romanian Government International Bond | 0,75 | -7,97 | 0,0837 | -0,0060 | |||||
| US172967JT97 / Citigroup Inc | 0,75 | 0,13 | 0,0833 | 0,0013 | |||||
| Experian Finance PLC / STIV (US30217HPC69) | 0,75 | 0,0833 | 0,0833 | ||||||
| US63874TAA51 / Natixis Commercial Mortgage Securities Trust 2019-LVL | 0,74 | 0,81 | 0,0829 | 0,0018 | |||||
| Regatta XV Funding Ltd / ABS-CBDO (US75888RAL33) | 0,73 | -20,37 | 0,0814 | -0,0195 | |||||
| US345397C924 / Ford Motor Credit Co LLC | 0,73 | 0,00 | 0,0807 | 0,0011 | |||||
| CH1214797172 / Credit Suisse Group AG | 0,71 | -4,32 | 0,0789 | -0,0025 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 0,70 | 0,00 | 0,0780 | 0,0010 | |||||
| US68389XBC83 / Oracle Corp | 0,70 | 0,58 | 0,0775 | 0,0014 | |||||
| US80282KBB17 / Santander Holdings USA Inc | 0,70 | 0,58 | 0,0775 | 0,0014 | |||||
| US03027XAG51 / American Tower Corp | 0,69 | 0,29 | 0,0766 | 0,0012 | |||||
| Long: BWU01UN21 IRS USD R V 03MSOFR SWUV1UN23 CCPOIS / Short: BWU01UN21 IRS USD P F 1.44100 SWU01UN21 CCPOIS / DIR (000000000) | 0,68 | 0,0762 | 0,0762 | ||||||
| US097023DG73 / Boeing Co/The | 0,68 | 1,04 | 0,0759 | 0,0018 | |||||
| US36143L2H78 / GA Global Funding Trust | 0,67 | -0,30 | 0,0751 | 0,0007 | |||||
| US404119CR82 / HCA INC | 0,67 | -3,76 | 0,0742 | -0,0018 | |||||
| PRET 2024-RPL1 Trust / ABS-MBS (US693989AA39) | 0,66 | -4,47 | 0,0737 | -0,0025 | |||||
| US912810TU25 / United States Treasury Note/Bond | 0,66 | -3,23 | 0,0735 | -0,0015 | |||||
| US93363DAB38 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust | 0,66 | -1,05 | 0,0734 | 0,0002 | |||||
| US90931EAA29 / United Airlines Pass Through Trust, Series 2019-1, Class A | 0,64 | 3,08 | 0,0708 | 0,0030 | |||||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 0,63 | 0,48 | 0,0706 | 0,0013 | |||||
| US87264ACS24 / T-Mobile USA Inc | 0,63 | 0,00 | 0,0704 | 0,0009 | |||||
| TSTAT 2022-1 Ltd / ABS-CBDO (US872899AY55) | 0,63 | -23,22 | 0,0696 | -0,0198 | |||||
| Athene Global Funding / DBT (XS2757986224) | 0,62 | -4,74 | 0,0694 | -0,0025 | |||||
| US50346VAA70 / La Hipotecaria El Salvadorian Mortgage Trust 2016-1 | 0,62 | -3,27 | 0,0693 | -0,0014 | |||||
| AU3FN0029609 / AAI Ltd | 0,62 | 0,0691 | 0,0691 | ||||||
| US06738ECG89 / Barclays PLC | 0,62 | -1,27 | 0,0690 | 0,0001 | |||||
| US45262BAF04 / Imperial Brands Finance PLC | 0,62 | 0,00 | 0,0686 | 0,0009 | |||||
| US26442UAP93 / Duke Energy Progress LLC | 0,61 | -4,09 | 0,0679 | -0,0020 | |||||
| S1YF34 / Synchrony Financial - Depositary Receipt (Common Stock) | 0,61 | -0,33 | 0,0676 | 0,0007 | |||||
| ATHS / Athene Holding Ltd. - Corporate Bond/Note | 0,61 | -0,66 | 0,0675 | 0,0004 | |||||
| US90932EAA10 / United Airlines 2016-2 Class AA Pass Through Trust | 0,60 | 1,34 | 0,0672 | 0,0017 | |||||
| US61747YFA82 / Morgan Stanley | 0,60 | -0,17 | 0,0671 | 0,0007 | |||||
| W1MB34 / The Williams Companies, Inc. - Depositary Receipt (Common Stock) | 0,59 | -0,34 | 0,0661 | 0,0006 | |||||
| US91282CGQ87 / United States Treasury Note/Bond | 0,59 | -0,67 | 0,0657 | 0,0004 | |||||
| US90932DAA37 / United Airlines 2016-2 Class A Pass Through Trust | 0,59 | -0,51 | 0,0655 | 0,0005 | |||||
| XS2434895475 / Romania, Government of | 0,58 | -4,73 | 0,0651 | -0,0024 | |||||
| US91282CHF14 / United States Treasury Note/Bond | 0,58 | -0,85 | 0,0648 | 0,0004 | |||||
| US91282CGS44 / United States Treasury Note/Bond | 0,58 | -0,69 | 0,0645 | 0,0004 | |||||
| US12433UAA34 / BX TRUST 2018-GW SER 2018-GW CL A V/R REGD 144A P/P 2.56538000 | 0,58 | 0,00 | 0,0645 | 0,0009 | |||||
| XS0353588386 / Ludgate Funding PLC | 0,55 | -13,57 | 0,0617 | -0,0088 | |||||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 0,55 | -4,35 | 0,0612 | -0,0020 | |||||
| US667274AA29 / Northwell Healthcare Inc. | 0,54 | -2,34 | 0,0603 | -0,0007 | |||||
| US3140EUHZ54 / Fannie Mae Pool | 0,54 | -2,87 | 0,0603 | -0,0010 | |||||
| US3140LQN713 / Fannie Mae Pool | 0,54 | -2,52 | 0,0603 | -0,0007 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0,53 | -0,19 | 0,0595 | 0,0007 | |||||
| US3138ERA592 / Fannie Mae Pool | 0,53 | -4,86 | 0,0588 | -0,0022 | |||||
| US95000U3E14 / Wells Fargo & Co. | 0,51 | -0,20 | 0,0567 | 0,0006 | |||||
| Crown Point CLO 7 Ltd / ABS-CBDO (US22846MAJ27) | 0,51 | -31,39 | 0,0565 | -0,0248 | |||||
| STZB34 / Constellation Brands, Inc. - Depositary Receipt (Common Stock) | 0,50 | 0,0555 | 0,0555 | ||||||
| US15135BAZ40 / SENIOR UNSECURED GLOBAL NOTES | 0,50 | -0,60 | 0,0552 | 0,0004 | |||||
| U.S. Treasury Notes / DBT (US91282CKG59) | 0,50 | -0,60 | 0,0552 | 0,0004 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0,49 | -1,21 | 0,0545 | 0,0001 | |||||
| US836205AY00 / Republic of South Africa Government International Bond | 0,49 | 0,0544 | 0,0544 | ||||||
| CA68333ZAY30 / ONTARIO PROVINCE CDA 3.65% 06/02/2033 | 0,49 | -14,59 | 0,0541 | -0,0084 | |||||
| US92230AAA43 / VASA Trust 2021-VASA | 0,48 | 5,01 | 0,0537 | 0,0032 | |||||
| US836205AY00 / Republic of South Africa Government International Bond | 0,48 | 0,0533 | 0,0533 | ||||||
| US65535HAZ29 / Nomura Holdings Inc | 0,48 | 0,64 | 0,0529 | 0,0011 | |||||
| US694308HW04 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/27 3.3 | 0,47 | -0,84 | 0,0526 | 0,0002 | |||||
| US3132Y1RS92 / Freddie Mac Gold Pool | 0,47 | -1,67 | 0,0524 | -0,0002 | |||||
| US87264ACT07 / T-Mobile USA Inc | 0,47 | -4,32 | 0,0518 | -0,0016 | |||||
| US 10YR ULTRA FUT MAR25 / DIR (000000000) | 0,46 | 0,0517 | 0,0517 | ||||||
| US50203JAA60 / LFT CRE 2021-FL1 Ltd | 0,46 | -28,97 | 0,0514 | -0,0200 | |||||
| S+P 500 INDEX / DE (000000000) | 0,46 | 0,0513 | 0,0513 | ||||||
| COLT 2024-3 Mortgage Loan Trust / ABS-MBS (US19688VAA89) | 0,46 | -4,77 | 0,0512 | -0,0018 | |||||
| US91087BAX82 / Mexico Government International Bond | 0,45 | -3,89 | 0,0496 | -0,0013 | |||||
| US10924BAA52 / BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR | 0,44 | -1,12 | 0,0490 | 0,0001 | |||||
| CPPIB Capital Inc / DBT (CA12593CAY71) | 0,43 | 0,0483 | 0,0483 | ||||||
| CA345213JP89 / Ford Auto Securitization Trust 2021-A | 0,43 | -0,23 | 0,0478 | 0,0005 | |||||
| TRT061124T11 / Turkey Government Bond | 0,41 | -0,73 | 0,0456 | 0,0003 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0,41 | -0,49 | 0,0454 | 0,0004 | |||||
| US023771R919 / American Airlines 2016-3 Class AA Pass Through Trust | 0,41 | 0,25 | 0,0454 | 0,0007 | |||||
| US23246BAK70 / Countrywide Asset-Backed Certificates | 0,41 | -5,77 | 0,0454 | -0,0022 | |||||
| MORGAN STANLEY + CO INC / STIV (000000000) | 0,41 | 0,41 | 0,0453 | 0,0453 | |||||
| Bacardi-Martini BV / DBT (US05634WAA09) | 0,40 | 0,0450 | 0,0450 | ||||||
| Berry Global Inc / DBT (US08576PAL58) | 0,40 | 0,75 | 0,0450 | 0,0009 | |||||
| BNP / BNP Paribas SA | 0,40 | 0,0450 | 0,0450 | ||||||
| US00130HCH66 / AES Corp/The | 0,40 | 0,00 | 0,0449 | 0,0005 | |||||
| US147918AB23 / Cassa Depositi e Prestiti SpA | 0,40 | 0,00 | 0,0448 | 0,0006 | |||||
| US31329P5X76 / Freddie Mac Pool | 0,40 | -4,08 | 0,0446 | -0,0012 | |||||
| US05401AAH41 / Avolon Holdings Funding Ltd | 0,40 | 0,50 | 0,0445 | 0,0009 | |||||
| US281020AW79 / EDISON INTERNATIONAL | 0,40 | -7,64 | 0,0444 | -0,0031 | |||||
| XS0274267862 / Ludgate Funding PLC | 0,40 | -7,85 | 0,0444 | -0,0032 | |||||
| STZB34 / Constellation Brands, Inc. - Depositary Receipt (Common Stock) | 0,40 | 0,0444 | 0,0444 | ||||||
| US38376RVV58 / Government National Mortgage Association | 0,40 | -17,36 | 0,0440 | -0,0086 | |||||
| US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 | 0,40 | -8,35 | 0,0440 | -0,0034 | |||||
| US80007RAK14 / Sands China Ltd | 0,39 | 0,51 | 0,0439 | 0,0008 | |||||
| AEP Transmission Co LLC / DBT (US00115AAR05) | 0,39 | -2,00 | 0,0438 | -0,0003 | |||||
| US LONG BOND(CBT) MAR25 / DIR (000000000) | 0,39 | 0,0438 | 0,0438 | ||||||
| Colombia Government International Bonds / DBT (US195325EQ44) | 0,39 | 0,00 | 0,0433 | 0,0006 | |||||
| US48275EAA47 / KREF 2022-FL3 Ltd | 0,39 | -1,02 | 0,0432 | 0,0002 | |||||
| US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond | 0,39 | 0,00 | 0,0430 | 0,0005 | |||||
| US731011AV42 / Republic of Poland Government International Bond | 0,39 | -1,78 | 0,0430 | -0,0002 | |||||
| US80282KBC99 / Santander Holdings USA Inc | 0,38 | 1,06 | 0,0424 | 0,0010 | |||||
| US77587UAL61 / ROMARK CLO LTD RMRK 2017 1A A1R 144A | 0,36 | -15,42 | 0,0403 | -0,0067 | |||||
| US303901BJ06 / Fairfax Financial Holdings Ltd. | 0,36 | -0,28 | 0,0398 | 0,0004 | |||||
| Province of British Columbia Canada / DBT (CA110709AK82) | 0,36 | 0,0397 | 0,0397 | ||||||
| US35729PJF80 / Fremont Home Loan Trust 2005-1 | 0,35 | -5,63 | 0,0393 | -0,0018 | |||||
| US64830KAA51 / New Residential Mortgage Loan Trust 2018-3 | 0,35 | -3,03 | 0,0392 | -0,0007 | |||||
| US3138WE6W45 / FNMA 30YR 4% 07/01/2045#AS5384 | 0,35 | -2,78 | 0,0390 | -0,0006 | |||||
| US3132DWG800 / Freddie Mac Pool | 0,35 | -2,25 | 0,0388 | -0,0004 | |||||
| US16165WAA45 / ChaseFlex Trust Series 2007-2 | 0,35 | -1,70 | 0,0386 | -0,0002 | |||||
| US03027XBC39 / AMERICAN TOWER CORP SR UNSECURED 06/30 2.1 | 0,34 | 0,00 | 0,0382 | 0,0005 | |||||
| US452327AM11 / Illumina Inc | 0,34 | 0,00 | 0,0381 | 0,0005 | |||||
| US57643LFN10 / MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 | 0,34 | -2,57 | 0,0380 | -0,0004 | |||||
| US3137F5BX63 / Freddie Mac REMICS | 0,33 | -3,19 | 0,0373 | -0,0007 | |||||
| US59981TAC99 / MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000 | 0,33 | -5,43 | 0,0369 | -0,0016 | |||||
| US11042TAA16 / British Airways Pass-Through Trust, Series 2018-1, Class AA | 0,32 | -3,02 | 0,0358 | -0,0007 | |||||
| MX0SGO0000F0 / Mexican Udibonos | 0,32 | -3,05 | 0,0355 | -0,0006 | |||||
| US138616AM99 / Cantor Fitzgerald LP | 0,32 | 0,64 | 0,0351 | 0,0006 | |||||
| US02005NBU37 / Ally Financial Inc | 0,31 | 0,64 | 0,0349 | 0,0007 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0,31 | 0,0347 | 0,0347 | ||||||
| US456837BH52 / ING Groep NV | 0,31 | -1,27 | 0,0346 | -0,0000 | |||||
| US225401BC11 / UBS Group AG | 0,31 | -0,32 | 0,0343 | 0,0003 | |||||
| TPG Operating Group II LP / DBT (US872652AA01) | 0,31 | -1,61 | 0,0340 | -0,0001 | |||||
| US06051GLV94 / Bank of America Corp. | 0,31 | -0,33 | 0,0340 | 0,0003 | |||||
| Citadel LP / DBT (US17288XAC83) | 0,31 | 0,0339 | 0,0339 | ||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0,30 | -0,33 | 0,0339 | 0,0004 | |||||
| US53947XAA00 / LoanCore 2021-CRE5 Issuer Ltd | 0,30 | 0,33 | 0,0336 | 0,0005 | |||||
| NLG Global Funding / DBT (US62915W2A05) | 0,30 | 0,0336 | 0,0336 | ||||||
| CRH SMW Finance DAC / DBT (US12704PAB40) | 0,30 | 0,0335 | 0,0335 | ||||||
| Appalachian Power Co / DBT (US037735DB08) | 0,30 | -1,96 | 0,0334 | -0,0002 | |||||
| H1FC34 / HF Sinclair Corporation - Depositary Receipt (Common Stock) | 0,30 | 0,0334 | 0,0334 | ||||||
| LNG / Cheniere Energy, Inc. | 0,30 | -0,66 | 0,0334 | 0,0002 | |||||
| E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) | 0,30 | 0,0333 | 0,0333 | ||||||
| 01626P148 / Alimentation Couche-Tard Inc | 0,30 | 0,0333 | 0,0333 | ||||||
| EFXD / Equifax Inc. - Depositary Receipt (Common Stock) | 0,30 | 0,00 | 0,0331 | 0,0004 | |||||
| TD.PFA / The Toronto-Dominion Bank - Preferred Security | 0,30 | 0,0330 | 0,0330 | ||||||
| US674599DJ13 / Occidental Petroleum Corp | 0,30 | 0,0330 | 0,0330 | ||||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 0,30 | 0,68 | 0,0329 | 0,0006 | |||||
| US01F0526495 / Uniform Mortgage-Backed Security, TBA | 0,30 | 0,0329 | 0,0329 | ||||||
| RGA Global Funding / DBT (US76209PAF09) | 0,30 | 0,0328 | 0,0328 | ||||||
| US3137BPPH69 / FREDDIE MAC REMICS SER 4579 CL FD V/R 2.38150000 | 0,29 | -5,16 | 0,0328 | -0,0014 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 0,29 | -7,89 | 0,0326 | -0,0023 | |||||
| W1MB34 / The Williams Companies, Inc. - Depositary Receipt (Common Stock) | 0,29 | -1,02 | 0,0325 | 0,0001 | |||||
| US404119BX69 / HCA Inc | 0,29 | -0,35 | 0,0320 | 0,0003 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,29 | -3,69 | 0,0319 | -0,0009 | |||||
| US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A | 0,29 | -50,09 | 0,0319 | -0,0311 | |||||
| US11043XAB91 / British Airways Pass Through Trust, Series 2019-1, Class A | 0,29 | -3,72 | 0,0318 | -0,0007 | |||||
| US84858XAA28 / Spirit Airlines Pass Through Trust 2017-1A | 0,29 | 0,71 | 0,0317 | 0,0006 | |||||
| US698299BW36 / Republic of Panama | 0,28 | -3,73 | 0,0316 | -0,0008 | |||||
| US88258MAA36 / TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE | 0,28 | -1,06 | 0,0311 | 0,0001 | |||||
| US64828XAA19 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | 0,28 | -5,15 | 0,0308 | -0,0012 | |||||
| Long: BWU020NU4 IRS USD R V 12MSOFR SWUV20NU6 CCPOIS / Short: BWU020NU4 IRS USD P F 3.60364 SWU020NU4 CCPOIS / DIR (000000000) | 0,27 | 0,0304 | 0,0304 | ||||||
| US91835BAA35 / VMC Finance LLC, Series 2022-FL5, Class A | 0,27 | -36,83 | 0,0302 | -0,0169 | |||||
| XS2258398911 / Romanian Government International Bond | 0,26 | -7,09 | 0,0293 | -0,0018 | |||||
| MORGAN STANLEY CCP / STIV (000000000) | 0,26 | 0,26 | 0,0285 | 0,0285 | |||||
| ACA / Crédit Agricole S.A. | 0,25 | 0,0280 | 0,0280 | ||||||
| US902613AX64 / UBS Group AG | 0,25 | 0,40 | 0,0278 | 0,0005 | |||||
| US87804AAA07 / TBW Mortgage-Backed Trust Series 2006-3 | 0,24 | -2,47 | 0,0265 | -0,0003 | |||||
| US040555DC57 / Arizona Public Service Co | 0,23 | -3,35 | 0,0258 | -0,0005 | |||||
| STARR / START Ireland | 0,23 | -1,30 | 0,0255 | 0,0001 | |||||
| US02149MAS89 / Alternative Loan Trust 2007-J1 | 0,23 | -5,42 | 0,0253 | -0,0011 | |||||
| EURO-BUND FUTURE MAR25 / DIR (000000000) | 0,23 | 0,0251 | 0,0251 | ||||||
| US3138WFCL80 / Fannie Mae Pool | 0,22 | -2,18 | 0,0250 | -0,0002 | |||||
| US010392FR41 / Alabama Power Co. | 0,22 | -3,46 | 0,0248 | -0,0006 | |||||
| XS0235712006 / ALBA PLC ALBA 2005 1 A3 REGS | 0,22 | -10,57 | 0,0245 | -0,0026 | |||||
| FCT / Fincantieri S.p.A. | 0,22 | -2,69 | 0,0242 | -0,0003 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0,21 | 0,0239 | 0,0239 | ||||||
| US912810RU43 / United States Treas Bds Bond | 0,21 | -3,65 | 0,0235 | -0,0006 | |||||
| US345397C353 / Ford Motor Credit Co LLC | 0,21 | -0,48 | 0,0233 | 0,0002 | |||||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | 0,21 | -53,38 | 0,0231 | -0,0257 | |||||
| US96041CAE21 / WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A | 0,21 | -49,63 | 0,0230 | -0,0219 | |||||
| US902674ZW39 / UBS AG | 0,21 | -0,49 | 0,0228 | 0,0002 | |||||
| Long: BWU0206W9 IRS USD R V 12MSOFR SWUV206W1 CCPOIS / Short: BWU0206W9 IRS USD P F 3.50000 SWU0206W9 CCPOIS / DIR (000000000) | 0,20 | 0,0227 | 0,0227 | ||||||
| US66573RAA68 / Northern Star Resources Ltd | 0,20 | -1,93 | 0,0226 | -0,0001 | |||||
| US30040WAT53 / Eversource Energy | 0,20 | -0,49 | 0,0226 | 0,0002 | |||||
| Sun Communities Operating LP / DBT (US866677AK36) | 0,20 | 0,50 | 0,0225 | 0,0003 | |||||
| US06051GLG28 / Bank of America Corp | 0,20 | 0,00 | 0,0224 | 0,0003 | |||||
| Jackson National Life Global Funding / DBT (US46849LVE81) | 0,20 | 0,0224 | 0,0224 | ||||||
| MUFG / Mitsubishi UFJ Financial Group, Inc. - Depositary Receipt (Common Stock) | 0,20 | 0,0224 | 0,0224 | ||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 0,20 | 0,0223 | 0,0223 | ||||||
| US3140X7SQ35 / FANNIE MAE POOL UMBS P#FM4126 4.00000000 | 0,20 | -3,38 | 0,0223 | -0,0005 | |||||
| Bank of America Corp / DBT (US06051GML04) | 0,20 | 0,0223 | 0,0223 | ||||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0,20 | -0,99 | 0,0223 | 0,0001 | |||||
| CNQ / Canadian Natural Resources Limited | 0,20 | 0,0220 | 0,0220 | ||||||
| Z1BH34 / Zimmer Biomet Holdings, Inc. - Depositary Receipt (Common Stock) | 0,20 | -1,01 | 0,0218 | 0,0001 | |||||
| Republic of Poland Government International Bonds / DBT (US731011AY80) | 0,20 | -1,02 | 0,0217 | -0,0000 | |||||
| A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) | 0,19 | 0,0217 | 0,0217 | ||||||
| US52107QAK13 / Lazard Group LLC | 0,19 | -0,51 | 0,0217 | 0,0002 | |||||
| WYNMY / Wynn Macau, Limited - Depositary Receipt (Common Stock) | 0,19 | 0,52 | 0,0215 | 0,0004 | |||||
| ANTX / AN2 Therapeutics, Inc. | 0,19 | -4,48 | 0,0214 | -0,0007 | |||||
| XS0308710143 / EUROSAIL PLC ESAIL 2007 3X A3C REGS | 0,19 | -15,49 | 0,0213 | -0,0036 | |||||
| US09951LAA17 / Booz Allen Hamilton Inc | 0,19 | -0,52 | 0,0212 | 0,0001 | |||||
| US037735DA25 / Appalachian Power Co., Series BB | 0,19 | -1,05 | 0,0210 | 0,0000 | |||||
| US00973RAJ23 / Aker BP ASA | 0,19 | -0,54 | 0,0206 | 0,0001 | |||||
| US67590RAY18 / Octagon Loan Funding Ltd | 0,18 | -19,74 | 0,0204 | -0,0047 | |||||
| US403950AA61 / HGI CRE CLO 2021-FL3 Ltd | 0,18 | -17,65 | 0,0203 | -0,0039 | |||||
| US345397B934 / Ford Motor Credit Co., LLC | 0,18 | 1,12 | 0,0200 | 0,0004 | |||||
| US00108WAQ33 / AEP Texas Inc | 0,18 | -3,76 | 0,0199 | -0,0006 | |||||
| US26884UAG40 / EPR Properties | 0,18 | 0,00 | 0,0196 | 0,0002 | |||||
| US3132DWG560 / FR SD8320 | 0,17 | -1,78 | 0,0185 | -0,0001 | |||||
| Long: BWU022OM7 IRS USD R V 12MSOFR SWUV22OM9 CCPOIS / Short: BWU022OM7 IRS USD P F 3.72147 SWU022OM7 CCPOIS / DIR (000000000) | 0,17 | 0,0185 | 0,0185 | ||||||
| Long: BWU02D3S3 IRS BRL R V 00MBRCDI SWUV2D3S5 CCPNDFPREDISWAP / Short: BWU02D3S3 IRS BRL P F 14.00290 SWU02D3S3 CCPNDFPREDISWAP / DIR (000000000) | 0,16 | 0,0183 | 0,0183 | ||||||
| US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A | 0,16 | -15,71 | 0,0180 | -0,0030 | |||||
| US842400FV09 / Southern California Edison Co. | 0,16 | -6,06 | 0,0174 | -0,0008 | |||||
| US69343VAA08 / PHEAA Student Loan Trust 2016-2 | 0,15 | -3,85 | 0,0168 | -0,0004 | |||||
| US842400FW81 / Southern Cal Edison 3.9% 03/15/43 | 0,15 | -6,87 | 0,0166 | -0,0011 | |||||
| US715638DS81 / Peruvian Government International Bond | 0,14 | -3,36 | 0,0161 | -0,0003 | |||||
| XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS | 0,14 | -15,38 | 0,0159 | -0,0027 | |||||
| UROPA / Uropa Securities PLC | 0,14 | -13,94 | 0,0158 | -0,0024 | |||||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | 0,14 | -1,45 | 0,0152 | -0,0000 | |||||
| US01166VAA70 / Alaska Airlines 2020-1 Class A Pass Through Trust | 0,14 | 0,00 | 0,0152 | 0,0002 | |||||
| US45660LMF30 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 1A1 | 0,13 | 0,00 | 0,0150 | 0,0002 | |||||
| US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A | 0,13 | -34,48 | 0,0149 | -0,0074 | |||||
| JPN 10Y BOND(OSE) MAR25 / DIR (000000000) | 0,13 | 0,0149 | 0,0149 | ||||||
| US3140HNTT96 / Fannie Mae Pool | 0,13 | -2,27 | 0,0144 | -0,0001 | |||||
| US3132DWF737 / FR SD8290 | 0,12 | -5,38 | 0,0138 | -0,0006 | |||||
| US12668HAA86 / COUNTRYWIDE ASSET BACKED SECURITIES | 0,12 | -3,33 | 0,0130 | -0,0003 | |||||
| US023771S255 / American Airlines 2016-3 Class A Pass Through Trust | 0,11 | 0,88 | 0,0128 | 0,0003 | |||||
| US3136A8V728 / Fannie Mae REMICS | 0,11 | -10,32 | 0,0126 | -0,0013 | |||||
| TRT061124T11 / Turkey Government Bond | 0,11 | -2,68 | 0,0121 | -0,0003 | |||||
| Long: BWU0205W0 IRS USD R V 12MSOFR SWUV205W2 CCPOIS / Short: BWU0205W0 IRS USD P F 3.75000 SWU0205W0 CCPOIS / DIR (000000000) | 0,11 | 0,0120 | 0,0120 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0,11 | 0,0120 | 0,0120 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0,11 | 0,0118 | 0,0118 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0,11 | 0,0117 | 0,0117 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0,10 | 0,0117 | 0,0117 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0,10 | 0,0114 | 0,0114 | ||||||
| US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 | 0,10 | 0,0113 | 0,0113 | ||||||
| US023770AA81 / American Airlin Bond | 0,10 | -3,81 | 0,0113 | -0,0003 | |||||
| US03464LAA44 / ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1 | 0,10 | -9,82 | 0,0113 | -0,0010 | |||||
| US546676AZ04 / Louisville Gas and Electric Co | 0,10 | -0,98 | 0,0113 | -0,0000 | |||||
| MRX / Marex Group plc | 0,10 | 1,00 | 0,0112 | 0,0002 | |||||
| F&G Global Funding / DBT (US30321L2J09) | 0,10 | 0,0112 | 0,0112 | ||||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 0,10 | 0,00 | 0,0112 | 0,0001 | |||||
| Jackson National Life Global Funding / DBT (US46849CJN20) | 0,10 | 0,0112 | 0,0112 | ||||||
| M1CH34 / Microchip Technology Incorporated - Depositary Receipt (Common Stock) | 0,10 | 0,0111 | 0,0111 | ||||||
| US23338VAS51 / DTE ELECTRIC COMPANY | 0,10 | -1,98 | 0,0111 | -0,0001 | |||||
| Republic of Poland Government International Bonds / DBT (US731011AX08) | 0,10 | 0,00 | 0,0110 | 0,0001 | |||||
| US015271AG44 / Alexandria Real Estate Equities Inc | 0,10 | 0,00 | 0,0109 | 0,0001 | |||||
| IVW / Meta Platforms, Inc. - Depositary Receipt (Common Stock) | 0,10 | -3,96 | 0,0108 | -0,0003 | |||||
| US38239PAA57 / Goodman US Finance Five LLC | 0,10 | 0,00 | 0,0106 | 0,0001 | |||||
| Long: BWU0204X9 IRS USD R V 12MSOFR SWUV204X1 CCPOIS / Short: BWU0204X9 IRS USD P F 3.75000 SWU0204X9 CCPOIS / DIR (000000000) | 0,09 | 0,0104 | 0,0104 | ||||||
| Long: BWU020O41 IRS USD R V 12MSOFR SWUV20O43 CCPOIS / Short: BWU020O41 IRS USD P F 3.60806 SWU020O41 CCPOIS / DIR (000000000) | 0,09 | 0,0103 | 0,0103 | ||||||
| Long: BWU020QQ0 IRS USD R V 12MSOFR SWUV20QQ2 CCPOIS / Short: BWU020QQ0 IRS USD P F 3.61882 SWU020QQ0 CCPOIS / DIR (000000000) | 0,09 | 0,0102 | 0,0102 | ||||||
| US12668AZ650 / Alternative Loan Trust 2005-65CB | 0,09 | -4,26 | 0,0100 | -0,0004 | |||||
| US11135FBL40 / Broadcom Inc | 0,09 | -1,15 | 0,0096 | 0,0000 | |||||
| US431282AT94 / HIGHWOODS REALTY LP SR UNSECURED 02/31 2.6 | 0,08 | 0,00 | 0,0093 | 0,0002 | |||||
| Long: BWU02A7Z9 IRS USD R V 12MSOFR SWUV2A7Z1 CCPOIS / Short: BWU02A7Z9 IRS USD P F 3.55500 SWU02A7Z9 CCPOIS / DIR (000000000) | 0,08 | 0,0088 | 0,0088 | ||||||
| Long: BWU02A805 IRS USD R V 12MSOFR SWUV2A807 CCPOIS / Short: BWU02A805 IRS USD P F 3.56500 SWU02A805 CCPOIS / DIR (000000000) | 0,08 | 0,0087 | 0,0087 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | 0,08 | 0,0086 | 0,0086 | ||||||
| Long: SWU028YB7 IRS EUR R F 2.50000 SWU028YB7 CCPVANILLA / Short: SWU028YB7 IRS EUR P V 06MEURIB SWUV28YB9 CCPVANILLA / DIR (000000000) | 0,08 | 0,0086 | 0,0086 | ||||||
| US912810RZ30 / United States Treas Bds Bond | 0,07 | -4,11 | 0,0078 | -0,0002 | |||||
| Long: BWU020RD8 IRS USD R V 12MSOFR SWUV20RD0 CCPOIS / Short: BWU020RD8 IRS USD P F 3.60933 SWU020RD8 CCPOIS / DIR (000000000) | 0,07 | 0,0078 | 0,0078 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | 0,07 | 0,0076 | 0,0076 | ||||||
| US41161PMX86 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 | 0,07 | -1,49 | 0,0075 | 0,0000 | |||||
| CA345214AW05 / Ford Auto Securitization Trust II Series 2023-B Asset-Backed Notes | 0,07 | -62,64 | 0,0073 | -0,0119 | |||||
| Long: BWU025TR4 IRS USD R V 12MSOFR SWUV25TR6 CCPOIS / Short: BWU025TR4 IRS USD P F 3.75000 SWU025TR4 CCPOIS / DIR (000000000) | 0,07 | 0,0073 | 0,0073 | ||||||
| US232989AB92 / DLLMT 2023-1 LLC | 0,06 | -64,37 | 0,0069 | -0,0123 | |||||
| MX0SGO0000M6 / Mexican Udibonos | 0,06 | -1,61 | 0,0068 | 0,0000 | |||||
| US02378AAA51 / American Airlines Bond | 0,06 | 0,00 | 0,0067 | 0,0001 | |||||
| US12668ARS68 / Alternative Loan Trust 2005-J11 | 0,06 | 1,79 | 0,0063 | 0,0001 | |||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | 0,05 | 0,0060 | 0,0060 | ||||||
| US88167QAB23 / Tesla Auto Lease Trust 2023-B | 0,05 | -92,23 | 0,0060 | -0,0704 | |||||
| US31325UUE45 / Freddie Mac Strips | 0,05 | -12,28 | 0,0056 | -0,0007 | |||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | 0,05 | 0,0052 | 0,0052 | ||||||
| Long: BWU020RA4 IRS USD R V 12MSOFR SWUV20RA6 CCPOIS / Short: BWU020RA4 IRS USD P F 3.60000 SWU020RA4 CCPOIS / DIR (000000000) | 0,05 | 0,0051 | 0,0051 | ||||||
| US38375UCK43 / GOVERNMENT NAT MTG ASSN HECM 1ML+ 12/20/2063 | 0,04 | -13,73 | 0,0050 | -0,0007 | |||||
| US3136A35Q00 / Fannie Mae REMICS | 0,04 | -10,64 | 0,0047 | -0,0005 | |||||
| US3140Q94R11 / Fannie Mae Pool | 0,04 | -2,33 | 0,0047 | -0,0001 | |||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | 0,04 | 0,0045 | 0,0045 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | 0,04 | 0,0045 | 0,0045 | ||||||
| US29273RBG39 / Energy Transfer Partners LP | 0,04 | 2,56 | 0,0045 | 0,0001 | |||||
| US3132DV4Y83 / Freddie Mac Pool | 0,04 | -4,88 | 0,0044 | -0,0001 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0,04 | 0,0044 | 0,0044 | ||||||
| Long: BWU02A0V5 IRS USD R V 12MSOFR SWUV2A0V7 CCPOIS / Short: BWU02A0V5 IRS USD P F 3.53200 SWU02A0V5 CCPOIS / DIR (000000000) | 0,04 | 0,0044 | 0,0044 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,04 | 0,0042 | 0,0042 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,04 | 0,0042 | 0,0042 | ||||||
| US3140Q9HQ97 / Fannie Mae Pool | 0,04 | -5,13 | 0,0042 | -0,0001 | |||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | 0,04 | 0,0041 | 0,0041 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,03 | 0,0037 | 0,0037 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,03 | 0,0029 | 0,0029 | ||||||
| US3131Y0WZ16 / Freddie Mac Pool | 0,03 | -55,93 | 0,0029 | -0,0036 | |||||
| Long: SWU022DV9 IRS GBP R F 4.00000 SWU022DV9 CCPOIS / Short: SWU022DV9 IRS GBP P V 12MSONIA SWUV22DV1 CCPOIS / DIR (000000000) | 0,03 | 0,0029 | 0,0029 | ||||||
| US3131Y95C34 / Freddie Mac Pool | 0,02 | -31,43 | 0,0027 | -0,0011 | |||||
| Long: BWU02A3S9 IRS USD R V 12MSOFR SWUV2A3S1 CCPOIS / Short: BWU02A3S9 IRS USD P F 3.30000 SWU02A3S9 CCPOIS / DIR (000000000) | 0,02 | 0,0027 | 0,0027 | ||||||
| Long: SWU01XLH4 IRS AUD R F 4.75000 SWU01XLH4 CCPVANILLA / Short: SWU01XLH4 IRS AUD P V 06MBBSW SWUV1XLH6 CCPVANILLA / DIR (000000000) | 0,02 | 0,0026 | 0,0026 | ||||||
| Long: SWU024SM9 IRS EUR R F 2.82700 SWU024SM9 CCPVANILLA / Short: SWU024SM9 IRS EUR P V 06MEURIB SWUV24SM1 CCPVANILLA / DIR (000000000) | 0,02 | 0,0025 | 0,0025 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,02 | 0,0024 | 0,0024 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,02 | 0,0021 | 0,0021 | ||||||
| US3140MS7E92 / Fannie Mae Pool | 0,02 | 0,00 | 0,0020 | -0,0000 | |||||
| Long: SWU024NY8 IRS EUR R F 2.78000 SWU024NY8 CCPVANILLA / Short: SWU024NY8 IRS EUR P V 06MEURIB SWUV24NY0 CCPVANILLA / DIR (000000000) | 0,02 | 0,0018 | 0,0018 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0,02 | 0,0018 | 0,0018 | ||||||
| US3137BPS836 / FREDDIE MAC REMICS SER 4579 CL SD V/R 2.30538300 | 0,02 | -28,57 | 0,0017 | -0,0007 | |||||
| US78449GAC33 / SMB PRIVATE EDUCATION LOAN TRUST 2016-B SMB 2016-B A2B | 0,01 | -70,83 | 0,0016 | -0,0038 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,01 | 0,0016 | 0,0016 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,01 | 0,0016 | 0,0016 | ||||||
| Long: BWU02A854 IRS USD R V 12MSOFR SWUV2A856 CCPOIS / Short: BWU02A854 IRS USD P F 3.64300 SWU02A854 CCPOIS / DIR (000000000) | 0,01 | 0,0015 | 0,0015 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,01 | 0,0014 | 0,0014 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0,01 | 0,0014 | 0,0014 | ||||||
| Long: BWU028ZZ3 IRS USD R V 12MSOFR SWUV28ZZ5 CCPOIS / Short: BWU028ZZ3 IRS USD P F 3.59500 SWU028ZZ3 CCPOIS / DIR (000000000) | 0,01 | 0,0013 | 0,0013 | ||||||
| PURCHASED PEN / SOLD USD / DFE (000000000) | 0,01 | 0,0013 | 0,0013 | ||||||
| Long: BWU028KU0 IRS USD R V 12MSOFR SWUV28KU2 CCPOIS / Short: BWU028KU0 IRS USD P F 3.85000 SWU028KU0 CCPOIS / DIR (000000000) | 0,01 | 0,0010 | 0,0010 | ||||||
| US41162DAF69 / HarborView Mortgage Loan Trust 2006-12 | 0,01 | 0,00 | 0,0010 | -0,0000 | |||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | 0,01 | 0,0009 | 0,0009 | ||||||
| US02660UAK60 / American Home Mortgage Assets Trust 2006-3 | 0,01 | 0,00 | 0,0009 | 0,0000 | |||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | 0,01 | 0,0009 | 0,0009 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,01 | 0,0008 | 0,0008 | ||||||
| US23245CAD20 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3 | 0,01 | -46,15 | 0,0008 | -0,0007 | |||||
| US362583AB22 / GM Financial Consumer Automobile Receivables Trust 2023-2 | 0,01 | -94,62 | 0,0008 | -0,0135 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,01 | 0,0008 | 0,0008 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,01 | 0,0008 | 0,0008 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | 0,01 | 0,0008 | 0,0008 | ||||||
| Long: BWU027Q85 IRS USD R V 12MSOFR SWUV27Q87 CCPOIS / Short: BWU027Q85 IRS USD P F 3.88000 SWU027Q85 CCPOIS / DIR (000000000) | 0,01 | 0,0007 | 0,0007 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,01 | 0,0007 | 0,0007 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | 0,01 | 0,0006 | 0,0006 | ||||||
| US3131Y2UM86 / FED HM LN PC POOL ZM7788 FR 08/48 FIXED 4 | 0,01 | 0,00 | 0,0006 | -0,0000 | |||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | 0,00 | 0,0005 | 0,0005 | ||||||
| US3136ACHM69 / Fannie Mae REMICS | 0,00 | -20,00 | 0,0005 | -0,0001 | |||||
| US61915RAA41 / MortgageIT Trust 2005-2 | 0,00 | -33,33 | 0,0005 | -0,0001 | |||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | 0,00 | 0,0005 | 0,0005 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0005 | 0,0005 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0005 | 0,0005 | ||||||
| Long: BWU02A839 IRS USD R V 12MSOFR SWUV2A831 CCPOIS / Short: BWU02A839 IRS USD P F 3.60500 SWU02A839 CCPOIS / DIR (000000000) | 0,00 | 0,0004 | 0,0004 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0004 | 0,0004 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0004 | 0,0004 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0004 | 0,0004 | ||||||
| US3140Q9NL37 / UMBS | 0,00 | 0,00 | 0,0003 | -0,0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0003 | 0,0003 | ||||||
| Long: BWU02CPW2 IRS EUR R V 12MESTR SWUV2CPW4 CCPOIS / Short: BWU02CPW2 IRS EUR P F 2.05000 SWU02CPW2 CCPOIS / DIR (000000000) | 0,00 | 0,0003 | 0,0003 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | ||||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0002 | 0,0002 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | ||||||
| PURCHASED USD / SOLD PEN / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | ||||||
| Long: BWU02CN46 IRS EUR R V 12MESTR SWUV2CN48 CCPOIS / Short: BWU02CN46 IRS EUR P F 2.06280 SWU02CN46 CCPOIS / DIR (000000000) | 0,00 | 0,0002 | 0,0002 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0002 | 0,0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0002 | 0,0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0002 | 0,0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0001 | 0,0001 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0001 | 0,0001 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0001 | 0,0001 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0,00 | 0,0001 | 0,0001 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0,00 | 0,0001 | 0,0001 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0001 | 0,0001 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0001 | 0,0001 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0001 | 0,0001 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0000 | 0,0000 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0000 | 0,0000 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| Long: SWU02EHI8 IRS USD R F 4.09000 SWU02EHI8 CCPOIS / Short: SWU02EHI8 IRS USD P V 12MSOFR SWUV2EHI0 CCPOIS / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0000 | 0,0000 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0,00 | 0,0000 | 0,0000 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0000 | 0,0000 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| Long: BWU02AY55 IRS EUR R V 06MEURIB SWUV2AY57 CCPVANILLA / Short: BWU02AY55 IRS EUR P F 2.30000 SWU02AY55 CCPVANILLA / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| PURCHASED USD / SOLD THB / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0,00 | -0,0000 | -0,0000 | ||||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,00 | -0,0000 | -0,0000 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,00 | -0,0001 | -0,0001 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,00 | -0,0001 | -0,0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,00 | -0,0001 | -0,0001 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0,00 | -0,0001 | -0,0001 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| Long: BWU02B7J3 IRS EUR R V 06MEURIB SWUV2B7J5 CCPVANILLA / Short: BWU02B7J3 IRS EUR P F 2.36000 SWU02B7J3 CCPVANILLA / DIR (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,00 | -0,0001 | -0,0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,00 | -0,0002 | -0,0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,00 | -0,0002 | -0,0002 | ||||||
| PURCHASED USD / SOLD PEN / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0,00 | -0,0002 | -0,0002 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| US 2YR NOTE (CBT) MAR25 / DIR (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| 317U85VA7 PIMCO / DIR (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| 317U85UA8 PIMCO / DIR (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,00 | -0,0002 | -0,0002 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | ||||||
| Long: SWU025TX1 IRS USD R F 3.75000 SWU025TX1 CCPOIS / Short: SWU025TX1 IRS USD P V 12MSOFR SWUV25TX3 CCPOIS / DIR (000000000) | -0,00 | -0,0003 | -0,0003 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | ||||||
| PURCHASED USD / SOLD PEN / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | ||||||
| Long: BWU02E7K4 IRS CAD R V 06MCORRA SWUV2E7K6 CCPOIS / Short: BWU02E7K4 IRS CAD P F 3.00000 SWU02E7K4 CCPOIS / DIR (000000000) | -0,00 | -0,0004 | -0,0004 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0,00 | -0,0005 | -0,0005 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,00 | -0,0005 | -0,0005 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | -0,00 | -0,0005 | -0,0005 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | -0,00 | -0,0005 | -0,0005 | ||||||
| Long: BWU02DVC7 IRS CAD R V 06MCORRA SWUV2DVC9 CCPOIS / Short: BWU02DVC7 IRS CAD P F 2.85000 SWU02DVC7 CCPOIS / DIR (000000000) | -0,00 | -0,0005 | -0,0005 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,01 | -0,0006 | -0,0006 | ||||||
| Long: BWU02EBL7 IRS CAD R V 06MCORRA SWUV2EBL9 CCPOIS / Short: BWU02EBL7 IRS CAD P F 3.00000 SWU02EBL7 CCPOIS / DIR (000000000) | -0,01 | -0,0007 | -0,0007 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0,01 | -0,0007 | -0,0007 | ||||||
| Long: BWU02EAK0 IRS CAD R V 06MCORRA SWUV2EAK2 CCPOIS / Short: BWU02EAK0 IRS CAD P F 3.00000 SWU02EAK0 CCPOIS / DIR (000000000) | -0,01 | -0,0007 | -0,0007 | ||||||
| Long: SWU02CR67 IRS USD R F 3.86500 SWU02CR67 CCPOIS / Short: SWU02CR67 IRS USD P V 12MSOFR SWUV2CR69 CCPOIS / DIR (000000000) | -0,01 | -0,0008 | -0,0008 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,01 | -0,0008 | -0,0008 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,01 | -0,0008 | -0,0008 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -0,01 | -0,0008 | -0,0008 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,01 | -0,0008 | -0,0008 | ||||||
| PURCHASED USD / SOLD PEN / DFE (000000000) | -0,01 | -0,0010 | -0,0010 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,01 | -0,0010 | -0,0010 | ||||||
| Long: BWU02DT48 IRS CAD R V 06MCORRA SWUV2DT40 CCPOIS / Short: BWU02DT48 IRS CAD P F 2.90000 SWU02DT48 CCPOIS / DIR (000000000) | -0,01 | -0,0011 | -0,0011 | ||||||
| PURCHASED USD / SOLD PEN / DFE (000000000) | -0,01 | -0,0013 | -0,0013 | ||||||
| Long: SWU022PW4 IRS BRL R F 9.84208 SWU022PW4 CCPNDFPREDISWAP / Short: SWU022PW4 IRS BRL P V 00MBRCDI SWUV22PW6 CCPNDFPREDISWAP / DIR (000000000) | -0,01 | -0,0016 | -0,0016 | ||||||
| Long: BWU028XJ1 IRS EUR R V 06MEURIB SWUV28XJ3 CCPVANILLA / Short: BWU028XJ1 IRS EUR P F 2.65000 SWU028XJ1 CCPVANILLA / DIR (000000000) | -0,03 | -0,0028 | -0,0028 | ||||||
| US 5YR NOTE (CBT) MAR25 / DIR (000000000) | -0,03 | -0,0030 | -0,0030 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0,03 | -0,0033 | -0,0033 | ||||||
| Long: BWU02ELG7 IRS CAD R V 06MCORRA SWUV2ELG9 CCPOIS / Short: BWU02ELG7 IRS CAD P F 3.00000 SWU02ELG7 CCPOIS / DIR (000000000) | -0,03 | -0,0037 | -0,0037 | ||||||
| LONG GILT FUTURE MAR25 / DIR (000000000) | -0,03 | -0,0038 | -0,0038 | ||||||
| Long: BWU02A2D3 IRS EUR R V 06MEURIB SWUV2A2D5 CCPVANILLA / Short: BWU02A2D3 IRS EUR P F 2.25000 SWU02A2D3 CCPVANILLA / DIR (000000000) | -0,04 | -0,0046 | -0,0046 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0,06 | -0,0069 | -0,0069 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0,25 | -0,0282 | -0,0282 | ||||||
| US 10YR NOTE (CBT)MAR25 / DIR (000000000) | -0,28 | -0,0313 | -0,0313 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0,36 | -0,0406 | -0,0406 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0,39 | -0,0431 | -0,0431 | ||||||
| Long: SWU022QT0 IRS BRL R F 9.83243 SWU022QT0 CCPNDFPREDISWAP / Short: SWU022QT0 IRS BRL P V 00MBRCDI SWUV22QT2 CCPNDFPREDISWAP / DIR (000000000) | -0,57 | -0,0636 | -0,0636 | ||||||
| GOLDMAN GLM CASH COLL / STIV (000000000) | Short | -0,59 | -0,59 | -0,0656 | -0,0656 | ||||
| Long: SWU022RD4 IRS BRL R F 9.81500 SWU022RD4 CCPNDFPREDISWAP / Short: SWU022RD4 IRS BRL P V 00MBRCDI SWUV22RD6 CCPNDFPREDISWAP / DIR (000000000) | -0,63 | -0,0701 | -0,0701 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0,63 | -0,0702 | -0,0702 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0,82 | -0,0916 | -0,0916 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0,82 | -0,0916 | -0,0916 | ||||||
| S+P500 EMINI FUT MAR25 / DE (000000000) | -1,09 | -0,1212 | -0,1212 | ||||||
| US01F0426324 / Uniform Mortgage-Backed Security, TBA | -1,50 | -111,11 | -0,1674 | -1,6011 | |||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -1,57 | -0,1752 | -0,1752 | ||||||
| E-MINI RUSS 2000 MAR25 / DE (000000000) | -1,69 | -0,1879 | -0,1879 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -2,57 | -0,2857 | -0,2857 | ||||||
| REVERSE REPO BANK OF AMERICA / RA (000000000) | -11,54 | -1,2842 | -1,2842 | ||||||
| REVERSE REPO BANK OF AMERICA / RA (000000000) | -11,54 | -1,2842 | -1,2842 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -52,32 | -5,8216 | -5,8216 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -54,73 | -6,0893 | -6,0893 |
