Mga Batayang Estadistika
| Nilai Portofolio | $ 299,321,675 |
| Posisi Saat Ini | 489 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PLDIX - PIMCO Low Duration ESG Fund Institutional telah mengungkapkan total kepemilikan 489 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 299,321,675 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PLDIX - PIMCO Low Duration ESG Fund Institutional adalah TREASURY NOTE (US:US91282CHB00) , Federal National Mortgage Association (US:US3135G05M13) , FREDDIE MAC NOTES 08/25 0.68 (US:US3134GWJN76) , UMBS (US:US3140QSSU64) , and GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF (US:US38382YC277) . Posisi baru PLDIX - PIMCO Low Duration ESG Fund Institutional meliputi: TREASURY NOTE (US:US91282CHB00) , Federal National Mortgage Association (US:US3135G05M13) , FREDDIE MAC NOTES 08/25 0.68 (US:US3134GWJN76) , UMBS (US:US3140QSSU64) , and GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF (US:US38382YC277) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 27.30 | 8.7902 | 8.7902 | ||
| 3.81 | 1.2277 | 1.4394 | ||
| 0.89 | 0.2851 | 0.2851 | ||
| 1.33 | 0.4273 | 0.2629 | ||
| 0.81 | 0.2597 | 0.2597 | ||
| 0.71 | 0.2274 | 0.2274 | ||
| 0.70 | 0.2269 | 0.2269 | ||
| 0.50 | 0.1620 | 0.1620 | ||
| 0.46 | 0.1467 | 0.1467 | ||
| 2.35 | 0.7580 | 0.0653 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| -12.29 | -3.9570 | -1.6575 | ||
| -0.69 | -0.2209 | -1.4486 | ||
| -0.49 | -0.1567 | -0.1567 | ||
| 0.70 | 0.2244 | -0.1278 | ||
| -0.35 | -0.1139 | -0.1139 | ||
| 2.01 | 0.6462 | -0.0872 | ||
| -0.24 | -0.0772 | -0.0772 | ||
| -0.21 | -0.0692 | -0.0692 | ||
| -0.20 | -0.0660 | -0.0660 | ||
| 2.08 | 0.6695 | -0.0603 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-28 untuk periode pelaporan 2025-06-30. Investor ini belum mengungkapkan sekuritas yang diperhitungkan dalam bentuk saham, sehingga kolom terkait saham dalam tabel di bawah ini dihilangkan. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|
| US91282CHB00 / TREASURY NOTE | 37.16 | 0.07 | 11.9666 | -0.0043 | ||
| CITIGROUP REPO REPO 5807 / RA (000000000) | 27.30 | 8.7902 | 8.7902 | |||
| US3135G05M13 / Federal National Mortgage Association | 8.18 | 0.93 | 2.6325 | 0.0215 | ||
| US3134GWJN76 / FREDDIE MAC NOTES 08/25 0.68 | 8.17 | 0.90 | 2.6302 | 0.0207 | ||
| US3140QSSU64 / UMBS | 5.33 | -1.48 | 1.7151 | -0.0276 | ||
| US38382YC277 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF | 4.25 | 0.12 | 1.3671 | 0.0003 | ||
| FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5 / ABS-MBS (US3142GQBS02) | 4.11 | -3.09 | 1.3239 | -0.0434 | ||
| US3134GWZV19 / FHLMC | 4.05 | 0.90 | 1.3052 | 0.0102 | ||
| US3134GW5R39 / FREDDIE MAC 0.65 10/25 | 4.05 | 0.95 | 1.3046 | 0.0108 | ||
| EW / Edwards Lifesciences Corporation | 3.81 | -663.91 | 1.2277 | 1.4394 | ||
| US3140QNW249 / FNMA POOL CB3364 FN 04/52 FIXED 3 | 3.72 | -2.18 | 1.1974 | -0.0279 | ||
| US38382YC921 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD | 3.71 | 0.03 | 1.1958 | -0.0007 | ||
| US3140QNCY63 / Fannie Mae Pool | 3.55 | -1.50 | 1.1422 | -0.0188 | ||
| US456837AU72 / ING Groep NV | 3.10 | 0.81 | 0.9982 | 0.0070 | ||
| US3140MJ6N00 / FNMA POOL BV5376 FN 04/52 FIXED 3 | 3.06 | -1.26 | 0.9847 | -0.0138 | ||
| US06279JAC36 / Bank of Ireland Group PLC | 3.01 | -0.36 | 0.9691 | -0.0046 | ||
| US05591UAA51 / BSREP COMMERCIAL MORTGAGE TRUST 2021-DC BSREP 2021-DC A | 3.00 | -0.23 | 0.9661 | -0.0032 | ||
| US92230AAA43 / VASA Trust 2021-VASA | 2.82 | 0.07 | 0.9081 | -0.0004 | ||
| US3140QTAU30 / FNMA 30YR 5% 10/01/2053#CB7218 | 2.72 | -2.37 | 0.8760 | -0.0223 | ||
| US3133KQM605 / FED HM LN PC POOL RA8481 FR 07/53 FIXED 4.5 | 2.68 | -1.03 | 0.8644 | -0.0100 | ||
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 / ABS-MBS (US3133KR3D49) | 2.65 | -0.41 | 0.8522 | -0.0043 | ||
| US94876QAA40 / Weir Group PLC/The | 2.44 | 0.41 | 0.7852 | 0.0025 | ||
| US74977RDJ05 / Cooperatieve Rabobank UA | 2.38 | 0.98 | 0.7664 | 0.0063 | ||
| XS2100663579 / Digital Dutch Finco BV | 2.35 | 9.54 | 0.7580 | 0.0653 | ||
| US86772HAA59 / Sunrun Demeter Issuer 2021-2 | 2.25 | 0.27 | 0.7234 | 0.0014 | ||
| US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 | 2.19 | 0.97 | 0.7056 | 0.0062 | ||
| US46654EAA91 / JPMorgan Chase Commercial Mortgage Securities Corp., Series 2021-NYAH, Class A | 2.16 | 0.56 | 0.6967 | 0.0030 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 2.16 | 0.93 | 0.6966 | 0.0056 | ||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | 2.14 | 1.37 | 0.6890 | 0.0089 | ||
| US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A | 2.14 | 2.01 | 0.6881 | 0.0131 | ||
| US3133KQM522 / FED HM LN PC POOL RA8480 FR 07/53 FIXED 4 | 2.14 | -1.84 | 0.6877 | -0.0135 | ||
| US656029AG08 / NORINCHUKIN BANK SR UNSECURED 144A 09/26 1.284 | 2.11 | 0.96 | 0.6806 | 0.0059 | ||
| US466330AA51 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES COR JPMCC 2021-MHC A | 2.08 | -8.17 | 0.6695 | -0.0603 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 2.06 | 0.73 | 0.6629 | 0.0042 | ||
| US05490TAA07 / BBCCRE Trust, Series 2015-GTP, Class A | 2.03 | -0.59 | 0.6550 | -0.0048 | ||
| US TREASURY N/B 04/26 4.875 / DBT (US91282CKK61) | 2.01 | -0.25 | 0.6481 | -0.0022 | ||
| US3137FWHY99 / Freddie Mac Multiclass Certificates Series 2020-P003 | 2.01 | -11.82 | 0.6462 | -0.0872 | ||
| US59217GEJ40 / Metropolitan Life Global Funding I | 2.00 | 0.86 | 0.6439 | 0.0050 | ||
| US05553BAA35 / Beneria Cowen & Pritzer Collateral Funding Corp | 1.98 | -0.45 | 0.6391 | -0.0033 | ||
| US30227FAA84 / Extended Stay America Trust | 1.97 | -0.85 | 0.6358 | -0.0062 | ||
| XS2294853697 / ASIAN DEVELOPMENT BANK SR UNSECURED 02/26 6 | 1.93 | 7.27 | 0.6226 | 0.0418 | ||
| US3137FMD257 / Freddie Mac Multifamily Structured Pass Through Certificates | 1.88 | 0.27 | 0.6052 | 0.0011 | ||
| US6944PL2E89 / PACIFIC LIFE GLOBAL FUNDING II | 1.86 | 0.76 | 0.5982 | 0.0039 | ||
| US78486EAA64 / STWD 2021-LIH Mortgage Trust | 1.83 | 0.49 | 0.5905 | 0.0022 | ||
| US3137FMCZ38 / Freddie Mac Multifamily Structured Pass Through Certificates | 1.82 | 0.89 | 0.5860 | 0.0047 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 1.80 | 1.30 | 0.5791 | 0.0236 | ||
| US912828XL95 / United States Treasury Inflation Indexed Bonds | 1.76 | 0.75 | 0.5659 | 0.0037 | ||
| US31418EU817 / Fannie Mae Pool | 1.67 | -2.22 | 0.5386 | -0.0127 | ||
| US86745AAA43 / SUNNOVA HELIOS VIII ISSUER LLC 2.79% 02/22/2049 144A | 1.67 | -7.12 | 0.5380 | -0.0415 | ||
| US29449W7M32 / Equitable Financial Life Global Funding | 1.65 | 0.98 | 0.5312 | 0.0047 | ||
| US3134GW6C50 / FEDERAL HOME LOAN MORTGAGE CORP 0.80000000 | 1.63 | 0.87 | 0.5251 | 0.0040 | ||
| US31418EV724 / FN MA5137 | 1.62 | -2.52 | 0.5225 | -0.0142 | ||
| FNMA POOL BY4128 FN 06/53 FIXED 5 / ABS-MBS (US3140NLSS92) | 1.61 | -0.62 | 0.5191 | -0.0038 | ||
| US865592AA73 / SUMIT Mortgage Trust | 1.61 | 1.58 | 0.5180 | 0.0077 | ||
| US61747YEX94 / Morgan Stanley | 1.61 | -0.37 | 0.5174 | -0.0024 | ||
| HANA BANK HANA BANK / DBT (US48723RAE53) | 1.53 | -0.07 | 0.4927 | -0.0010 | ||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) | 1.50 | 0.13 | 0.4836 | 0.0001 | ||
| OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (US67514UAU51) | 1.50 | 0.13 | 0.4835 | 0.0002 | ||
| US29444UBK16 / Equinix Inc | 1.49 | 0.81 | 0.4792 | 0.0031 | ||
| US19423DAA81 / COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A1 | 1.49 | -6.19 | 0.4784 | -0.0321 | ||
| FED HM LN PC POOL QH2697 FR 10/53 FIXED 5 / ABS-MBS (US3133CE7J51) | 1.47 | -0.14 | 0.4719 | -0.0009 | ||
| US29278GAM06 / Enel Finance International NV | 1.46 | 0.83 | 0.4689 | 0.0032 | ||
| INTL BK RECON + DEVELOP SR UNSECURED 02/26 5.31 / DBT (XS2295730803) | 1.46 | 4.68 | 0.4685 | 0.0204 | ||
| US31418EXT27 / UMBS | 1.43 | -1.71 | 0.4616 | -0.0084 | ||
| US3140QSST91 / UMBS | 1.39 | -0.71 | 0.4479 | -0.0039 | ||
| FED HM LN PC POOL QH2700 FR 10/53 FIXED 5 / ABS-MBS (US3133CE7M80) | 1.35 | -0.44 | 0.4335 | -0.0024 | ||
| US07403PAA03 / BEAST 2021-1818 MORTGAGE TRUST SER 2021-1818 CL A V/R REGD 144A P/P 1.30000000 | 1.34 | -1.25 | 0.4330 | -0.0057 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.33 | 160.20 | 0.4273 | 0.2629 | ||
| US902613AU26 / UBS Group AG | 1.31 | -0.23 | 0.4211 | -0.0012 | ||
| US30227FAC41 / EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A | 1.29 | -0.85 | 0.4148 | -0.0040 | ||
| US61946QAA94 / Mosaic Solar Loan Trust, Series 2022-1A, Class A | 1.28 | -4.42 | 0.4111 | -0.0194 | ||
| XS2390530330 / CTP NV /EUR/ REGD REG S EMTN 0.62500000 | 1.26 | 9.64 | 0.4064 | 0.0351 | ||
| FED HM LN PC POOL QH1419 FR 08/53 FIXED 5 / ABS-MBS (US3133CDSG07) | 1.26 | -0.32 | 0.4057 | -0.0019 | ||
| US3133KJJP84 / UMBS | 1.25 | -3.54 | 0.4033 | -0.0153 | ||
| FED HM LN PC POOL QH2698 FR 09/53 FIXED 5 / ABS-MBS (US3133CE7K25) | 1.25 | -0.16 | 0.4010 | -0.0011 | ||
| FNMA POOL DA0936 FN 10/53 FIXED 5 / ABS-MBS (US3140A1BE65) | 1.24 | -0.48 | 0.3991 | -0.0024 | ||
| US382371AA01 / GoodLeap Sustainable Home Solutions Trust 2021-3 | 1.23 | -2.00 | 0.3952 | -0.0086 | ||
| US89115A2V36 / Toronto-Dominion Bank/The | 1.22 | 0.00 | 0.3918 | -0.0003 | ||
| US80281LAS43 / SANTANDER UK GROUP HOLDINGS PLC | 1.21 | -0.49 | 0.3896 | -0.0021 | ||
| US86562MCT53 / Sumitomo Mitsui Financial Group Inc | 1.21 | -0.17 | 0.3884 | -0.0013 | ||
| FNMA POOL DA2947 FN 10/53 FIXED 5 / ABS-MBS (US3140A3HZ96) | 1.20 | -4.09 | 0.3856 | -0.0167 | ||
| US3132DWHE66 / UMBS | 1.18 | -2.07 | 0.3807 | -0.0086 | ||
| FNMA POOL BX3483 FN 10/53 FIXED 5 / ABS-MBS (US3140N72R02) | 1.16 | -0.26 | 0.3747 | -0.0013 | ||
| US3140NNQC25 / Federal National Mortgage Association | 1.15 | -0.26 | 0.3715 | -0.0014 | ||
| GREAT AMERICA LEASING RECEIVAB GALC 2025 1 A2 144A / ABS-O (US39154GAH92) | 1.10 | 0.09 | 0.3548 | 0.0002 | ||
| TRINITAS CLO LTD TRNTS 2022 19A A1R 144A / ABS-CBDO (US89642FAN33) | 1.10 | 0.18 | 0.3544 | 0.0002 | ||
| FNMA POOL DA0566 FN 09/53 FIXED 5 / ABS-MBS (US3140A0TY54) | 1.10 | -0.36 | 0.3532 | -0.0018 | ||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (XS3040415013) | 1.09 | 0.74 | 0.3508 | 0.0023 | ||
| FNMA POOL BY9171 FN 09/53 FIXED 5 / ABS-MBS (US3140NSFM13) | 1.08 | -0.73 | 0.3493 | -0.0027 | ||
| ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (XS2936116966) | 1.06 | 8.83 | 0.3415 | 0.0274 | ||
| US61772WAA53 / Morgan Stanley Capital I Trust 2021-230P | 1.06 | -1.03 | 0.3409 | -0.0037 | ||
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (US147918AC06) | 1.05 | 0.67 | 0.3371 | 0.0020 | ||
| US42806MBW82 / HERTZ 23-2 A 144A 5.57% 09-25-29/28 | 1.02 | 0.49 | 0.3291 | 0.0011 | ||
| US00130HCH66 / AES Corp/The | 1.02 | 0.49 | 0.3291 | 0.0011 | ||
| US46647PDW32 / JPMorgan Chase & Co | 1.02 | -0.20 | 0.3291 | -0.0009 | ||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 1.01 | -0.20 | 0.3250 | -0.0010 | ||
| US42806MBS70 / Hertz Vehicle Financing III LLC | 1.01 | -0.10 | 0.3238 | -0.0007 | ||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40) | 1.00 | 0.10 | 0.3223 | 0.0001 | ||
| OCEAN TRAILS CLO OCTR 2020 10A AR2 144A / ABS-CBDO (US67516CAW91) | 1.00 | 0.10 | 0.3222 | 0.0001 | ||
| US576339DJ15 / MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A | 1.00 | -0.20 | 0.3219 | -0.0009 | ||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (US03330YAJ91) | 1.00 | 0.00 | 0.3212 | -0.0004 | ||
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (US883932AN54) | 1.00 | 0.10 | 0.3210 | 0.0001 | ||
| US843646AW05 / Southern Power Co | 0.98 | 0.93 | 0.3153 | 0.0025 | ||
| FED HM LN PC POOL QH2457 FR 10/53 FIXED 5 / ABS-MBS (US3133CEWS71) | 0.98 | -0.41 | 0.3151 | -0.0014 | ||
| REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (US75888TAL98) | 0.97 | -2.70 | 0.3136 | -0.0089 | ||
| US13032UXN35 / CALIFORNIA ST HLTH FACS FING AUTH REVENUE | 0.97 | 0.73 | 0.3130 | 0.0017 | ||
| US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd | 0.94 | -15.77 | 0.3011 | -0.0568 | ||
| FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4 / ABS-MBS (US3142GQBQ46) | 0.93 | -0.75 | 0.2991 | -0.0025 | ||
| XS2050968333 / Smurfit Kappa Treasury ULC | 0.92 | 9.87 | 0.2976 | 0.0264 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.89 | 0.2851 | 0.2851 | |||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (US88164AAB08) | 0.87 | -3.32 | 0.2814 | -0.0099 | ||
| US418751AE33 / HAT Holdings I LLC / HAT Holdings II LLC | 0.83 | 0.85 | 0.2681 | 0.0021 | ||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) | 0.82 | -5.30 | 0.2648 | -0.0151 | ||
| US05571AAQ85 / BPCE SA | 0.82 | -0.24 | 0.2638 | -0.0011 | ||
| MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR / DBT (US61690DK726) | 0.81 | 0.37 | 0.2617 | 0.0006 | ||
| US06738ECC75 / Barclays PLC | 0.81 | -0.62 | 0.2597 | -0.0019 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.81 | 0.2597 | 0.2597 | |||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.80 | -0.25 | 0.2591 | -0.0009 | ||
| GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA / DBT (US38151LAH33) | 0.80 | 0.00 | 0.2584 | -0.0003 | ||
| XS1890084061 / DEV BANK JAPAN | 0.80 | 9.47 | 0.2571 | 0.0219 | ||
| US3133KRD925 / UMBS | 0.80 | -0.62 | 0.2566 | -0.0018 | ||
| CH1214797172 / Credit Suisse Group AG | 0.80 | 9.04 | 0.2565 | 0.0209 | ||
| US682691AB63 / OneMain Finance Corp | 0.78 | 2.09 | 0.2523 | 0.0050 | ||
| US03072SYB59 / Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R1 | 0.75 | -4.23 | 0.2407 | -0.0109 | ||
| USY4S71YAA27 / JSW Hydro Energy Ltd | 0.72 | -1.24 | 0.2317 | -0.0032 | ||
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR / DBT (XS2757986224) | 0.71 | 8.90 | 0.2287 | 0.0184 | ||
| SRG / Snam S.p.A. | 0.71 | 0.2274 | 0.2274 | |||
| US126673AX00 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A2 | 0.71 | -4.08 | 0.2273 | -0.0097 | ||
| BANK OF AMERICA CORP SR UNSECURED 05/29 VAR / DBT (US06051GMT30) | 0.70 | 0.2269 | 0.2269 | |||
| AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (US00177LAJ98) | 0.70 | 0.43 | 0.2255 | 0.0005 | ||
| US55284AAA60 / MF1 2021-FL7 Ltd | 0.70 | -36.26 | 0.2244 | -0.1278 | ||
| US05565ECE32 / BMW US CAPITAL LLC 144A LIFE SR UNSEC 5.05% 08-11-28 | 0.68 | 0.89 | 0.2198 | 0.0018 | ||
| FED HM LN PC POOL RA9795 FR 09/53 FIXED 4 / ABS-MBS (US3133KR3C65) | 0.67 | -0.89 | 0.2151 | -0.0022 | ||
| US38383KGD81 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA | 0.67 | -2.20 | 0.2149 | -0.0051 | ||
| US31418EW227 / Fannie Mae Pool | 0.64 | -1.84 | 0.2060 | -0.0039 | ||
| US3137FXLY27 / FHLMC Multifamily Structured Pass-Through Certificates, Series KSG1, Class X1 | 0.63 | -4.68 | 0.2038 | -0.0101 | ||
| US64972EUA53 / NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP | 0.63 | 0.80 | 0.2037 | 0.0014 | ||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | 0.62 | 0.49 | 0.1983 | 0.0009 | ||
| US656029AL92 / Norinchukin Bank/The | 0.61 | 0.16 | 0.1971 | 0.0000 | ||
| DGZ / DB Gold Short ETN | 0.60 | 1.17 | 0.1947 | 0.0022 | ||
| CITIBANK NA SR UNSECURED 11/27 VAR / DBT (US17325FBL13) | 0.60 | 0.00 | 0.1944 | 0.0001 | ||
| US53948QAA40 / Loanpal Solar Loan 2021-2 Ltd | 0.59 | 0.34 | 0.1909 | 0.0007 | ||
| FED HM LN PC POOL QG8791 FR 08/53 FIXED 5 / ABS-MBS (US3133C9XU21) | 0.56 | -0.36 | 0.1803 | -0.0009 | ||
| AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (XS2935873880) | 0.54 | 0.55 | 0.1754 | 0.0009 | ||
| US3140NEYZ29 / FNMA POOL BX9727 FN 04/53 FIXED 5 | 0.53 | -3.97 | 0.1714 | -0.0072 | ||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (US31568AAB26) | 0.51 | -14.90 | 0.1657 | -0.0292 | ||
| ARES EURO CLO ARESE 14A AR 144A / ABS-CBDO (XS2920478356) | 0.51 | -13.18 | 0.1656 | -0.0253 | ||
| US31418CLK89 / Fannie Mae Pool | 0.51 | -5.38 | 0.1644 | -0.0093 | ||
| NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094 / DBT (US656029AN58) | 0.51 | 0.60 | 0.1634 | 0.0008 | ||
| US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 | 0.50 | -6.15 | 0.1625 | -0.0109 | ||
| BMW VEHICLE LEASE TRUST BMWLT 2025 1 A3 / ABS-O (US096912AD26) | 0.50 | 0.1620 | 0.1620 | |||
| COOPERAT RABOBANK UA/NY 08/26 VAR / DBT (US21688ABG67) | 0.50 | 0.00 | 0.1614 | -0.0004 | ||
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A / ABS-CBDO (US39809CAY03) | 0.50 | 0.20 | 0.1614 | 0.0002 | ||
| 6902 / DENSO Corporation | 0.50 | 0.60 | 0.1610 | 0.0008 | ||
| US268317AS33 / Electricite de France SA | 0.50 | 0.40 | 0.1604 | 0.0003 | ||
| US3617BXXD05 / GNMA II POOL BE4276 G2 06/48 FIXED 4 | 0.49 | -1.22 | 0.1564 | -0.0020 | ||
| FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (US3140NMHK68) | 0.47 | -0.21 | 0.1528 | -0.0006 | ||
| US86745XAA46 / SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A | 0.46 | -1.08 | 0.1478 | -0.0017 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.46 | 0.1467 | 0.1467 | |||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) | 0.44 | 31.82 | 0.1401 | 0.0334 | ||
| US3617L7VQ99 / GNMA II POOL BP1523 G2 08/49 FIXED 3.5 | 0.43 | -1.60 | 0.1389 | -0.0023 | ||
| US81758VAA35 / Service Experts Issuer LLC, Series 2021-1A, Class A | 0.42 | -12.68 | 0.1355 | -0.0196 | ||
| US86563VBH15 / SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/28 5.5 | 0.41 | 0.49 | 0.1328 | 0.0004 | ||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCM20) | 0.41 | 0.25 | 0.1312 | 0.0002 | ||
| KOREA HOUSING FINANCE CO 08/27 4.875 / DBT (US50065RAP29) | 0.41 | 0.25 | 0.1306 | 0.0001 | ||
| US05583JAN28 / BPCE SA | 0.40 | -0.25 | 0.1297 | -0.0004 | ||
| XS1150797600 / EUROSAIL PLC ESAIL 2007 4X A3 REGS | 0.38 | -9.91 | 0.1232 | -0.0136 | ||
| FED HM LN PC POOL QG6858 FR 07/53 FIXED 5 / ABS-MBS (US3133C7TP26) | 0.37 | -0.54 | 0.1191 | -0.0006 | ||
| US38375UUZ10 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB | 0.35 | -19.86 | 0.1120 | -0.0276 | ||
| US31418CFM10 / Fannie Mae Pool | 0.34 | -5.31 | 0.1095 | -0.0062 | ||
| US3132Y0FG00 / FED HM LN PC POOL Q56466 FG 06/48 FIXED 4 | 0.34 | -3.18 | 0.1080 | -0.0037 | ||
| US3140Q7HT70 / Federal National Mortgage Association | 0.32 | -0.63 | 0.1023 | -0.0005 | ||
| US30331GAC50 / FHF Trust 2023-1 | 0.30 | -23.39 | 0.0962 | -0.0294 | ||
| NBN CO LTD NBN CO LTD / DBT (US62878U2H44) | 0.30 | 0.34 | 0.0960 | 0.0002 | ||
| US3137BWWX87 / FHLMC, Series 4678, Class AF | 0.30 | -3.56 | 0.0960 | -0.0039 | ||
| XS2279559889 / GEMGARTO GMG 2021 1A A 144A | 0.30 | -6.62 | 0.0956 | -0.0068 | ||
| US38376R4U70 / GNMA, Series 2017-H14, Class FG | 0.28 | -11.36 | 0.0906 | -0.0116 | ||
| US31418ET595 / FNCL UMBS 5.0 MA5071 07-01-53 | 0.28 | -2.13 | 0.0892 | -0.0019 | ||
| US3617KPXT22 / GNMA II POOL BO7890 G2 07/49 FIXED 3.5 | 0.26 | -1.15 | 0.0833 | -0.0011 | ||
| US865592AE95 / SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE B 144A | 0.25 | 2.01 | 0.0819 | 0.0014 | ||
| US30327CAA45 / FHF TRUST 2022-1 FHF 2022-1A A | 0.25 | -28.21 | 0.0812 | -0.0320 | ||
| US64972ETZ24 / NEW YORK CITY NY HSG DEV CORP NYCMFH 11/25 FIXED 0.923 | 0.25 | 0.82 | 0.0796 | 0.0006 | ||
| US64972EUB37 / NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP | 0.24 | 0.42 | 0.0772 | 0.0005 | ||
| US38380V2S96 / Government National Mortgage Association | 0.22 | -3.98 | 0.0699 | -0.0031 | ||
| US3617JRQH42 / GNMA II POOL BM1356 G2 07/49 FIXED 3.5 | 0.21 | -1.44 | 0.0665 | -0.0011 | ||
| US38376RC950 / GNMA, Series 2016-H22, Class FA | 0.21 | -25.63 | 0.0664 | -0.0229 | ||
| US89233FHN15 / Toyota Motor Credit Corporation | 0.20 | 0.00 | 0.0646 | -0.0000 | ||
| US38376R5H50 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE | 0.19 | -8.42 | 0.0596 | -0.0058 | ||
| US38376RAM88 / Government National Mortgage Association | 0.18 | -14.08 | 0.0590 | -0.0098 | ||
| US3617K06B65 / GNMA II POOL BM8966 G2 06/49 FIXED 3.5 | 0.18 | -4.21 | 0.0588 | -0.0026 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.15 | 0.0497 | 0.0497 | |||
| FED HM LN PC POOL QG2351 FR 05/53 FIXED 5 / ABS-MBS (US3133C2TG30) | 0.15 | -1.97 | 0.0482 | -0.0008 | ||
| US3617JRQG68 / GNMA II POOL BM1355 G2 07/49 FIXED 3.5 | 0.14 | -1.38 | 0.0462 | -0.0006 | ||
| US3140HNZC97 / FNMA POOL BK8838 FN 08/48 FIXED 4 | 0.13 | -2.19 | 0.0434 | -0.0008 | ||
| US38376R5Y83 / GNMA, Series 2017-H15, Class FN | 0.13 | -10.20 | 0.0428 | -0.0047 | ||
| FNMA POOL AB3968 FN 12/26 FIXED 3 / ABS-MBS (US31417AMS59) | 0.13 | -20.13 | 0.0410 | -0.0104 | ||
| US3617K1H306 / GNMA II POOL BM9250 G2 05/49 FIXED 3.5 | 0.11 | -0.94 | 0.0338 | -0.0005 | ||
| US3132HUCJ07 / FREDDIEMAC STRIP FHS 332 V1 | 0.10 | -1.02 | 0.0312 | -0.0006 | ||
| US38376RY269 / GNMA, Series 2017-H07, Class FG | 0.09 | -10.68 | 0.0297 | -0.0038 | ||
| FNMA POOL BY5837 FN 07/53 FIXED 5 / ABS-MBS (US3140NNPX70) | 0.07 | -1.33 | 0.0241 | -0.0002 | ||
| US06050HD396 / Banc of America Mortgage 2003-B Trust | 0.05 | 1.96 | 0.0169 | 0.0003 | ||
| US669884AA68 / NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A | 0.05 | -14.04 | 0.0158 | -0.0028 | ||
| US32051GCB95 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA6 A1 | 0.04 | 0.00 | 0.0136 | -0.0002 | ||
| US31398TAJ07 / FANNIE MAE FNR 2010 78 PE | 0.04 | -2.44 | 0.0130 | -0.0004 | ||
| US06051GDM87 / Banc of America Funding 2005-D Trust | 0.04 | -7.69 | 0.0119 | -0.0007 | ||
| US31398GRQ46 / Federal National Mortgage Association REMICS | 0.04 | -7.89 | 0.0114 | -0.0008 | ||
| US86358EGW03 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 0.04 | -2.78 | 0.0113 | -0.0003 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0110 | 0.0110 | |||
| RFR USD SOFR/3.50000 12/18/24-1Y LCH / DIR (EZXN18T2XBB5) | 0.03 | 18.52 | 0.0106 | 0.0017 | ||
| 317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.03 | 0.0099 | 0.0099 | |||
| US31394JD872 / Freddie Mac Structured Pass-Through Certificates | 0.03 | -3.33 | 0.0095 | -0.0003 | ||
| 317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080 / DIR (000000000) | 0.03 | 0.0090 | 0.0090 | |||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0.02 | -4.00 | 0.0080 | -0.0004 | ||
| US38376REV42 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL | 0.02 | -20.00 | 0.0080 | -0.0019 | ||
| US38376RMX16 / GNMA_15-H31 | 0.02 | 0.00 | 0.0073 | 0.0000 | ||
| US38376RAT32 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM | 0.02 | -16.00 | 0.0070 | -0.0013 | ||
| US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9 | 0.02 | -4.55 | 0.0069 | -0.0003 | ||
| US31393BX754 / Fannie Mae Trust 2003-W6 | 0.02 | -4.76 | 0.0065 | -0.0003 | ||
| FNMA POOL AJ8540 FN 01/27 FIXED 3 / ABS-MBS (US3138E1P273) | 0.02 | -24.00 | 0.0064 | -0.0019 | ||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | 0.02 | -5.26 | 0.0060 | -0.0002 | ||
| US31397KZG92 / FREDDIE MAC FHR 3376 FD | 0.02 | -5.56 | 0.0057 | -0.0002 | ||
| US38376RTW69 / Government National Mortgage Association | 0.02 | 0.00 | 0.0057 | 0.0001 | ||
| US68383NCU54 / Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1APT | 0.02 | -5.88 | 0.0053 | -0.0004 | ||
| US173145AA17 / Citigroup Mortgage Loan Trust 2008-RR1 | 0.02 | 0.00 | 0.0052 | -0.0002 | ||
| US92922FB720 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A | 0.01 | -6.67 | 0.0048 | -0.0003 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0046 | 0.0046 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0046 | 0.0046 | |||
| US31371MFZ59 / FNMA POOL 255884 FN 08/35 FLOATING VAR | 0.01 | 0.00 | 0.0042 | -0.0001 | ||
| US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 | 0.01 | -14.29 | 0.0041 | -0.0006 | ||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0.01 | -8.33 | 0.0038 | -0.0001 | ||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | 0.01 | -8.33 | 0.0036 | -0.0003 | ||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 0.01 | 0.00 | 0.0036 | -0.0001 | ||
| US05949ALH13 / BOAMS 2004 G 2A7 | 0.01 | 0.00 | 0.0033 | -0.0001 | ||
| US31391XDM83 / FNMA POOL 679708 FN 09/41 FLOATING VAR | 0.01 | -10.00 | 0.0032 | -0.0002 | ||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0.01 | 0.00 | 0.0030 | -0.0001 | ||
| US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 | 0.01 | -11.11 | 0.0029 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| US81377JAB98 / Securitized Asset Backed Receivables LLC Trust 2007-HE1 | 0.01 | 0.00 | 0.0027 | -0.0000 | ||
| US12669F6Z19 / CWMBS, Inc. | 0.01 | 0.00 | 0.0026 | -0.0001 | ||
| US3128JRGY60 / Freddie Mac Non Gold Pool | 0.01 | -12.50 | 0.0025 | -0.0001 | ||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.01 | -22.22 | 0.0025 | -0.0004 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0025 | 0.0025 | |||
| US38376RUS39 / GNMA, Series 2016-H13, Class FT | 0.01 | 0.00 | 0.0025 | 0.0000 | ||
| US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 0.01 | -14.29 | 0.0022 | -0.0001 | ||
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 / ABS-MBS (US3128PXXM34) | 0.01 | -25.00 | 0.0022 | -0.0005 | ||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0018 | 0.0018 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0017 | 0.0017 | |||
| US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A | 0.01 | 0.00 | 0.0017 | -0.0000 | ||
| US3136ADGG83 / FANNIE MAE FNR 2013 31 HI | 0.00 | -20.00 | 0.0016 | -0.0003 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | |||
| US36228F4P85 / GSR Mortgage Loan Trust 2004-7 | 0.00 | 0.00 | 0.0014 | -0.0000 | ||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.00 | 0.00 | 0.0014 | -0.0002 | ||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.00 | 0.00 | 0.0014 | -0.0002 | ||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | 0.00 | 0.00 | 0.0014 | -0.0001 | ||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | 0.00 | 0.00 | 0.0013 | -0.0001 | ||
| US31407YZR34 / FNMA POOL 845052 FN 11/35 FLOATING VAR | 0.00 | 0.00 | 0.0013 | -0.0000 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | |||
| US3128Q2FP35 / FED HM LN PC POOL 1L0174 FH 08/35 FLOATING VAR | 0.00 | 0.00 | 0.0013 | -0.0000 | ||
| US31390STH49 / FNMA POOL 654952 FN 07/42 FLOATING VAR | 0.00 | 0.00 | 0.0011 | -0.0001 | ||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0.00 | 0.00 | 0.0010 | -0.0000 | ||
| US36185MBG69 / GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 1A1 | 0.00 | 0.00 | 0.0010 | -0.0000 | ||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| US36225CN364 / Ginnie Mae II Pool | 0.00 | -33.33 | 0.0009 | -0.0001 | ||
| US3136ABFP36 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0009 | -0.0000 | ||
| US61749KAB98 / Morgan Stanley ABS Capital I Inc Trust 2006-WMC2 | 0.00 | 0.00 | 0.0009 | -0.0000 | ||
| RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.00 | -33.33 | 0.0009 | -0.0002 | ||
| RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.00 | -33.33 | 0.0009 | -0.0002 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| US07384MZS42 / Bear Stearns ARM Trust 2003-8 | 0.00 | 0.00 | 0.0008 | -0.0000 | ||
| US36225CUD63 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0008 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| US31407YHH53 / FNMA POOL 844532 FN 11/35 FLOATING VAR | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0.00 | 0.0007 | 0.0007 | |||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | 0.00 | 0.0007 | 0.0000 | ||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | 0.00 | 0.0007 | 0.0000 | ||
| US31392GVX05 / FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| US31394FN507 / FNMA, REMIC, Series 2005-84, Class XM | 0.00 | 0.00 | 0.0007 | -0.0001 | ||
| US3128QJ4L75 / FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR | 0.00 | 0.00 | 0.0006 | -0.0000 | ||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.00 | -50.00 | 0.0006 | -0.0001 | ||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.00 | -50.00 | 0.0006 | -0.0002 | ||
| US31296PDS83 / FED HM LN PC POOL A14613 FG 10/33 FIXED 5 | 0.00 | 0.00 | 0.0006 | -0.0000 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0.00 | -50.00 | 0.0005 | -0.0004 | ||
| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | 0.00 | 0.00 | 0.0005 | -0.0000 | ||
| US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 | 0.00 | 0.00 | 0.0005 | -0.0000 | ||
| US31405UV974 / FNMA POOL 799940 FN 11/34 FLOATING VAR | 0.00 | 0.00 | 0.0005 | -0.0000 | ||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT SGD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| US31365H6M38 / FNMA POOL 128776 FN 02/31 FLOATING VAR | 0.00 | 0.00 | 0.0004 | -0.0000 | ||
| US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 | 0.00 | 0.00 | 0.0004 | -0.0000 | ||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -50.00 | 0.0004 | -0.0003 | ||
| US31373ULX36 / FNMA POOL 303742 FN 08/29 FLOATING VAR | 0.00 | 0.00 | 0.0004 | -0.0001 | ||
| US36225CCY03 / Ginnie Mae II Pool | 0.00 | -100.00 | 0.0003 | -0.0001 | ||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.00 | -100.00 | 0.0003 | -0.0001 | ||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0.00 | -100.00 | 0.0003 | -0.0014 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) | 0.00 | 0.0002 | 0.0002 | |||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0002 | 0.0002 | |||
| US36829JAA97 / GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A | 0.00 | 0.0002 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US31406NUU61 / Fannie Mae Pool | 0.00 | 0.0002 | -0.0001 | |||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0.00 | 0.0002 | -0.0000 | |||
| US31402RN628 / FANNIE MAE 3.454% 07/01/2035 FNMA ARM | 0.00 | 0.0001 | -0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31411YAC75 / FNMA POOL 918103 FN 05/37 FIXED 6 | 0.00 | 0.0001 | -0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31406L2T47 / FNMA POOL 813586 FN 03/35 FLOATING VAR | 0.00 | 0.0001 | -0.0000 | |||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0.00 | 0.0001 | 0.0002 | |||
| BOUGHT SGD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / 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 SGD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US3133TQFM42 / Freddie Mac REMICS | 0.00 | 0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | -0.0000 | -0.0000 | |||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | 0.00 | -0.0000 | -0.0000 | |||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / 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 THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | -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 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / 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 CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) | -0.00 | -0.0000 | -0.0000 | |||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -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 | |||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| 317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080 / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -0.0002 | -0.0002 | |||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.00 | -0.0002 | -0.0002 | |||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | -0.00 | -100.00 | -0.0002 | 0.0006 | ||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.00 | -0.0002 | -0.0002 | |||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) | -0.00 | -0.0003 | -0.0002 | |||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.00 | -0.0003 | -0.0003 | |||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.00 | -0.0003 | -0.0003 | |||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.00 | -0.0003 | -0.0003 | |||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0003 | -0.0003 | |||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0003 | -0.0003 | |||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -0.0004 | -0.0003 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | -0.00 | -0.0004 | -0.0004 | |||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.00 | -0.0004 | -0.0001 | |||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.00 | 0.00 | -0.0004 | 0.0002 | ||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.00 | 0.00 | -0.0004 | 0.0001 | ||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.00 | -0.0004 | -0.0004 | |||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) | -0.00 | -0.0004 | -0.0004 | |||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) | -0.00 | -0.0004 | -0.0004 | |||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0005 | -0.0005 | |||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | -0.0005 | -0.0002 | |||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | -0.0005 | -0.0002 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| IRS EUR 2.30000 09/25/24-5Y LCH / DIR (EZG6CLJMHV54) | -0.00 | -0.0005 | -0.0002 | |||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.00 | -0.0005 | -0.0005 | |||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.00 | -50.00 | -0.0005 | 0.0001 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.00 | 0.00 | -0.0006 | -0.0002 | ||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -0.0007 | -0.0006 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0.00 | 100.00 | -0.0009 | -0.0002 | ||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.00 | 200.00 | -0.0010 | -0.0004 | ||
| 317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080 / DIR (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.00 | 50.00 | -0.0011 | -0.0004 | ||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.00 | -0.0011 | -0.0011 | |||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.00 | 50.00 | -0.0011 | -0.0004 | ||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (EZJ6HD982SV2) | -0.00 | 50.00 | -0.0012 | -0.0003 | ||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -0.0012 | -0.0012 | |||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -0.0012 | -0.0012 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| 317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.01 | -0.0017 | -0.0017 | |||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -0.0018 | -0.0017 | |||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.01 | -16.67 | -0.0019 | 0.0003 | ||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0019 | -0.0019 | |||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0019 | -0.0019 | |||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -0.0021 | -0.0020 | |||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.01 | 100.00 | -0.0022 | -0.0011 | ||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.01 | 40.00 | -0.0023 | -0.0006 | ||
| IRS EUR 2.70000 08/13/24-5Y LCH / DIR (EZL20XGD37K1) | -0.01 | 16.67 | -0.0025 | -0.0006 | ||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0029 | -0.0029 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0039 | -0.0039 | |||
| 317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.01 | -0.0040 | -0.0040 | |||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | -0.03 | -0.0108 | -0.0108 | |||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) | -0.04 | 387.50 | -0.0126 | -0.0099 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.10 | -0.0332 | -0.0332 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.12 | -58.53 | -0.0401 | 0.0564 | ||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.15 | -0.0496 | -0.0496 | |||
| RFR USD SOFR/2.15000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) | -0.19 | -51.94 | -0.0601 | 0.0649 | ||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.20 | -0.0660 | -0.0660 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.21 | -0.0692 | -0.0692 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -0.24 | -0.0772 | -0.0772 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.35 | -0.1139 | -0.1139 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.49 | -0.1567 | -0.1567 | |||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | -0.50 | 1.43 | -0.1602 | -0.0068 | ||
| EW / Edwards Lifesciences Corporation | -0.69 | -118.00 | -0.2209 | -1.4486 | ||
| US01F0306781 / UMBS TBA | -12.29 | 22.14 | -3.9570 | -1.6575 |
