Mga Batayang Estadistika
| Nilai Portofolio | $ 8,233,540,118 |
| Posisi Saat Ini | 1,082 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PRRIX - PIMCO Real Return Fund Institutional telah mengungkapkan total kepemilikan 1,082 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 8,233,540,118 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PRRIX - PIMCO Real Return Fund Institutional adalah UMBS TBA (US:US01F0426811) , U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US912828ZZ63) , United States Treasury Inflation Indexed Bonds (US:US9128287D64) , and Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 (US:US912810FD55) . Posisi baru PRRIX - PIMCO Real Return Fund Institutional meliputi: UMBS TBA (US:US01F0426811) , U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US912828ZZ63) , United States Treasury Inflation Indexed Bonds (US:US9128287D64) , and Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 (US:US912810FD55) .
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 |
|---|---|---|---|---|
| 118.34 | 1.5694 | 1.5694 | ||
| 104.41 | 1.3846 | 1.3846 | ||
| 174.04 | 2.3080 | 1.1762 | ||
| 51.78 | 0.6866 | 0.6866 | ||
| 45.46 | 0.6029 | 0.6029 | ||
| 37.50 | 0.4973 | 0.4973 | ||
| 363.54 | 4.8210 | 0.4689 | ||
| 150.90 | 2.0011 | 0.4056 | ||
| 76.72 | 1.0175 | 0.3818 | ||
| 18.40 | 0.2440 | 0.2440 |
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 |
|---|---|---|---|---|
| -769.26 | -10.2014 | -10.2014 | ||
| -189.40 | -2.5117 | -2.5117 | ||
| -77.42 | -1.0268 | -1.0268 | ||
| 168.82 | 2.2388 | -0.7780 | ||
| -58.61 | -0.7772 | -0.7772 | ||
| 140.58 | 1.8643 | -0.4865 | ||
| -17.76 | -0.2356 | -0.2356 | ||
| -0.26 | -0.0034 | -0.2325 | ||
| -13.45 | -0.1783 | -0.1783 | ||
| 59.04 | 0.7829 | -0.1502 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-28 untuk periode pelaporan 2025-06-30. 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 | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0426811 / UMBS TBA | 363.54 | 8.36 | 4.8210 | 0.4689 | |||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 355.32 | 0.91 | 4.7120 | 0.1389 | |||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 347.49 | 1.29 | 4.6081 | 0.1522 | |||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 323.46 | 1.25 | 4.2894 | 0.1403 | |||||
| US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 | 314.41 | 0.19 | 4.1695 | 0.0936 | |||||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 313.59 | 0.55 | 4.1586 | 0.1081 | |||||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 310.52 | 0.91 | 4.1178 | 0.1211 | |||||
| US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 | 304.89 | 0.33 | 4.0433 | 0.0965 | |||||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 304.16 | 1.32 | 4.0335 | 0.1345 | |||||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 302.19 | 0.17 | 4.0075 | 0.0891 | |||||
| US912810PV44 / United States Treasury Inflation Indexed Bonds | 296.31 | 0.62 | 3.9295 | 0.1046 | |||||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 262.71 | -2.23 | 3.4839 | -0.0061 | |||||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 251.78 | 0.95 | 3.3389 | 0.0994 | |||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 225.84 | 1.21 | 2.9949 | 0.0969 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 192.50 | 1.28 | 2.5528 | 0.0872 | |||||
| TSY INFL IX N/B 10/29 1.625 / DBT (US91282CLV18) | 174.04 | 99.73 | 2.3080 | 1.1762 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 168.82 | -27.32 | 2.2388 | -0.7780 | |||||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 165.60 | 0.63 | 2.1961 | 0.0587 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 161.46 | -3.00 | 2.1412 | -0.0208 | |||||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 150.90 | 22.84 | 2.0011 | 0.4056 | |||||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | 140.58 | -22.33 | 1.8643 | -0.4865 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 136.37 | -3.33 | 1.8084 | -0.0238 | |||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 126.59 | 1.14 | 1.6788 | 0.0531 | |||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 121.14 | -2.85 | 1.6064 | -0.0131 | |||||
| GNMA II POOL MB0022 G2 11/54 FIXED 3.5 / ABS-MBS (US3618N5AY58) | 118.34 | 1.5694 | 1.5694 | ||||||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | 108.33 | 0.55 | 1.4366 | 0.0373 | |||||
| US36179W7L60 / Ginnie Mae II Pool | 104.41 | 1.3846 | 1.3846 | ||||||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 102.79 | 0.73 | 1.3631 | 0.0377 | |||||
| FR0013519253 / French Republic Government Bond OAT | 97.90 | 9.72 | 1.2983 | 0.1394 | |||||
| JP1120241K56 / Japanese Government CPI Linked Bond | 97.46 | 5.65 | 1.2925 | 0.0943 | |||||
| TSY INFL IX N/B 01/35 2.125 / DBT (US91282CML27) | 93.13 | -7.85 | 1.2350 | -0.0776 | |||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 92.96 | 0.74 | 1.2328 | 0.0343 | |||||
| US01F0406854 / UMBS TBA | 92.05 | -0.16 | 1.2207 | 0.0247 | |||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 90.96 | 0.77 | 1.2062 | 0.0339 | |||||
| US912810QF84 / United States Treasury Inflation Indexed Bonds | 85.12 | -1.37 | 1.1288 | 0.0080 | |||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 79.65 | 1.00 | 1.0562 | 0.0320 | |||||
| TSY INFL IX N/B 02/55 2.375 / DBT (US912810UH94) | 76.72 | 56.77 | 1.0175 | 0.3818 | |||||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | 74.01 | 0.60 | 0.9815 | 0.0259 | |||||
| US91282CCA71 / United States Treasury Inflation Indexed Bonds | 72.80 | -13.76 | 0.9654 | -0.1309 | |||||
| ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 72.00 | 4.99 | 0.9548 | 0.0641 | |||||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | 65.63 | 0.72 | 0.8704 | 0.0240 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 65.58 | 1.36 | 0.8697 | 0.0304 | |||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 65.30 | 0.30 | 0.8660 | 0.0204 | |||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 64.24 | 1.31 | 0.8519 | 0.0293 | |||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 59.97 | -3.93 | 0.7953 | -0.0155 | |||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 59.38 | -2.41 | 0.7875 | -0.0028 | |||||
| US912810QP66 / United States Treasury Inflation Indexed Bonds | 59.04 | -17.83 | 0.7829 | -0.1502 | |||||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 57.53 | -3.68 | 0.7630 | -0.0128 | |||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 54.39 | 0.77 | 0.7213 | 0.0203 | |||||
| TSY INFL IX N/B 04/30 1.625 / DBT (US91282CNB36) | 51.78 | 0.6866 | 0.6866 | ||||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 48.44 | -3.36 | 0.6424 | -0.0086 | |||||
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 / ABS-MBS (US3618N5GK90) | 45.46 | 0.6029 | 0.6029 | ||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 42.71 | -5.17 | 0.5664 | -0.0186 | |||||
| FANNIE MAE FNR 2025 47 FJ / ABS-MBS (US3136BWNH55) | 37.50 | 0.4973 | 0.4973 | ||||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 33.79 | -4.36 | 0.4482 | -0.0108 | |||||
| EW / Edwards Lifesciences Corporation | 33.60 | 6.63 | 0.4456 | 0.0368 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 32.83 | -3.71 | 0.4353 | -0.0075 | |||||
| IRS EUR 0.19700 11/08/22-30Y LCH / DIR (EZ3H5XY3RVT8) | 31.95 | 11.01 | 0.4237 | 0.0499 | |||||
| CA135087VS05 / Canadian Government Real Return Bond | 30.18 | 5.17 | 0.4003 | 0.0275 | |||||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 30.12 | -4.80 | 0.3994 | -0.0115 | |||||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 29.01 | 0.55 | 0.3847 | 0.0100 | |||||
| RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) | 27.28 | 12.94 | 0.3617 | 0.0481 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 25.69 | 13.75 | 0.3406 | 0.0473 | |||||
| XS2300337909 / Bosphorus CLO VI DAC | 25.34 | 8.55 | 0.3360 | 0.0328 | |||||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | 23.58 | 11.37 | 0.3127 | 0.0377 | |||||
| IRS EUR 0.19500 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) | 20.03 | 11.01 | 0.2657 | 0.0313 | |||||
| US3131XYWF20 / FREDDIE MAC POOL FR ZM5146 | 19.30 | -2.11 | 0.2560 | -0.0001 | |||||
| FR0014001N38 / French Republic | 18.68 | 10.62 | 0.2477 | 0.0284 | |||||
| GNMA II POOL MB0304 G2 04/55 FIXED 3.5 / ABS-MBS (US3618N5KS70) | 18.40 | 0.2440 | 0.2440 | ||||||
| IRS EUR 0.19000 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) | 18.31 | 1.44 | 0.2428 | 0.0084 | |||||
| US38382YB360 / Government National Mortgage Association | 17.15 | -0.12 | 0.2275 | 0.0044 | |||||
| US17309QAG91 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 | 16.88 | -0.11 | 0.2239 | 0.0044 | |||||
| US912810FQ68 / United States Treas Bds Treas Bond | 15.70 | 0.58 | 0.2082 | 0.0055 | |||||
| GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (US3618N5ML00) | 15.65 | 0.2075 | 0.2075 | ||||||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) | 15.43 | 0.2047 | 0.2047 | ||||||
| US86359UAG40 / STRUCTURED ASSET SECURITIES CO SASC 2006 OPT1 M1 | 15.06 | -2.38 | 0.1997 | -0.0007 | |||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 14.44 | 0.1916 | 0.1916 | ||||||
| RFRF USD SOFR/2.28500 11/15/23-30Y LCH / DIR (EZ6VRNVRPQ25) | 14.16 | 7.16 | 0.1878 | 0.0162 | |||||
| XS2434833443 / Madison Park Euro Funding VIII DAC, Series 8A, Class ARR | 13.96 | 9.30 | 0.1851 | 0.0193 | |||||
| XS2305383288 / DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | 13.15 | 6.73 | 0.1744 | 0.0144 | |||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 12.75 | -4.47 | 0.1691 | -0.0043 | |||||
| DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 12.14 | 9.21 | 0.1610 | 0.0166 | |||||
| US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 | 12.13 | -1.47 | 0.1609 | 0.0010 | |||||
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A / ABS-CBDO (XS3020835339) | 11.89 | 6.57 | 0.1577 | 0.0128 | |||||
| US06760GAA94 / Barings CLO Ltd 2018-I | 11.75 | -8.26 | 0.1559 | -0.0105 | |||||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 11.53 | -5.31 | 0.1529 | -0.0052 | |||||
| XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A | 11.29 | -7.00 | 0.1497 | -0.0079 | |||||
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) | 11.11 | 6.79 | 0.1473 | 0.0122 | |||||
| XS2310758011 / HARVEST CLO HARVT 20A AR 144A | 10.97 | -0.96 | 0.1455 | 0.0016 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 10.78 | -3.86 | 0.1429 | -0.0027 | |||||
| US36179W5D62 / Ginnie Mae II Pool | 10.67 | 0.1415 | 0.1415 | ||||||
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) | 10.11 | 13.27 | 0.1341 | 0.0181 | |||||
| US32027NXX47 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 | 9.77 | -3.88 | 0.1295 | -0.0024 | |||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | 9.52 | -5.52 | 0.1262 | -0.0046 | |||||
| INF SWAP US IT 2.41875 03/05/21-5Y LCH / DIR (EZNTBQ09RPK9) | 9.43 | -2.59 | 0.1251 | -0.0007 | |||||
| GNMA II POOL MB0255 G2 03/55 FIXED 3.5 / ABS-MBS (US3618N5H931) | 9.11 | 0.1208 | 0.1208 | ||||||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | 8.69 | -6.06 | 0.1153 | -0.0049 | |||||
| INF SWAP US IT 2.31375 02/26/21-5Y LCH / DIR (000000000) | 8.45 | 0.1120 | 0.1120 | ||||||
| US38380LJY02 / Government National Mortgage Association | 8.44 | -1.12 | 0.1119 | 0.0011 | |||||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 8.24 | -7.99 | 0.1092 | -0.0070 | |||||
| US466286AD37 / JP Morgan Alternative Loan Trust, Series 2006-A7, Class 1A4 | 8.22 | -2.99 | 0.1090 | -0.0010 | |||||
| XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A | 8.13 | 4.40 | 0.1079 | 0.0067 | |||||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (US36180AB691) | 7.96 | 0.1056 | 0.1056 | ||||||
| US70069FHX87 / PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M4 | 7.91 | 0.69 | 0.1049 | 0.0029 | |||||
| US3137FKAX42 / FREDDIE MAC FHR 4851 PF | 7.48 | 0.0991 | 0.0991 | ||||||
| XS2307738828 / JUBILEE CDO BV JUBIL 2016 17A A1RR 144A | 7.43 | 9.59 | 0.0986 | 0.0105 | |||||
| GNMA II POOL MB0143 G2 01/55 FIXED 3.5 / ABS-MBS (US3618N5ER61) | 7.42 | 0.0985 | 0.0985 | ||||||
| US52525AAA25 / LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 | 7.30 | -8.23 | 0.0968 | -0.0065 | |||||
| US126694BH04 / CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB6 SER 2005-HYB6 CL 2A1 V/R REGD 3.79668100 | 7.01 | -1.67 | 0.0930 | 0.0004 | |||||
| XS2304369759 / BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | 6.81 | 0.78 | 0.0903 | 0.0025 | |||||
| HAYFIN EMERALD CLO HAYEM 14A A 144A / ABS-CBDO (XS2962031659) | 6.72 | 8.97 | 0.0891 | 0.0090 | |||||
| US060505FL38 / Bank of America Corp | 6.58 | 0.00 | 6.69 | 0.71 | 0.0887 | 0.0024 | |||
| FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) | 6.53 | 0.0866 | 0.0866 | ||||||
| FANNIE MAE FNR 2024 77 DF / ABS-MBS (US3136BTWY58) | 6.14 | 0.0814 | 0.0814 | ||||||
| XS2330054953 / OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A | 6.07 | -5.53 | 0.0805 | -0.0030 | |||||
| US83609GBN43 / Sound Point CLO IX Ltd | 6.07 | -11.96 | 0.0805 | -0.0090 | |||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A / ABS-CBDO (XS2865669365) | 6.04 | 0.75 | 0.0801 | 0.0022 | |||||
| US61744CRW81 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M6 | 6.03 | 1.11 | 0.0800 | 0.0025 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 5.91 | 0.0784 | 0.0784 | ||||||
| US12659FAA30 / CSMC 2021-NQM8 | 5.85 | -3.94 | 0.0776 | -0.0015 | |||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) | 5.82 | -0.09 | 0.0772 | 0.0015 | |||||
| US437084QA78 / Home Equity Asset Trust | 5.76 | -7.71 | 0.0764 | -0.0047 | |||||
| INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (XS2867986593) | 5.53 | 8.85 | 0.0733 | 0.0073 | |||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (XS3040415013) | 5.45 | 0.76 | 0.0722 | 0.0020 | |||||
| US12669WAA45 / Countrywide Asset-Backed Certificates | 5.38 | -2.38 | 0.0714 | -0.0002 | |||||
| TRS R SOFRRATE+17/91282CCM1 MYC / DCR (000000000) | 5.24 | 0.0694 | 0.0694 | ||||||
| US89288CAA71 / TRAL_21-7A | 5.11 | 0.12 | 0.0678 | 0.0015 | |||||
| US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd | 4.98 | -1.27 | 0.0661 | 0.0005 | |||||
| ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (XS2936116966) | 4.95 | 8.84 | 0.0656 | 0.0066 | |||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41) | 4.81 | 0.15 | 0.0638 | 0.0014 | |||||
| ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97) | 4.81 | 0.44 | 0.0637 | 0.0016 | |||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 4.75 | -57.55 | 0.0630 | -0.0823 | |||||
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A / ABS-CBDO (US04822JAA43) | 4.75 | 0.11 | 0.0630 | 0.0014 | |||||
| HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (XS2904562746) | 4.71 | 8.66 | 0.0624 | 0.0062 | |||||
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) | 4.61 | 0.66 | 0.0611 | 0.0016 | |||||
| US38382YC921 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD | 4.52 | 0.04 | 0.0599 | 0.0013 | |||||
| XS2388197175 / St Pauls CLO | 4.52 | 6.79 | 0.0599 | 0.0050 | |||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (US14051LAA08) | 4.50 | -0.07 | 0.0597 | 0.0012 | |||||
| XS2294714220 / Contego CLO IV Designated Activity Company | 4.44 | 8.55 | 0.0589 | 0.0058 | |||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (US05685AAQ13) | 4.41 | 0.34 | 0.0585 | 0.0014 | |||||
| XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A | 4.39 | -23.15 | 0.0583 | -0.0160 | |||||
| EZGKNZSHTVL4 / INF SWAP US IT 2.7675 05/13/21-5Y LCH | 4.38 | -3.88 | 0.0581 | -0.0011 | |||||
| ST PAULS CLO SPAUL 10A AR 144A / ABS-CBDO (XS2319913104) | 4.34 | 9.02 | 0.0575 | 0.0058 | |||||
| XS2400757501 / St Paul's CLO IV DAC | 4.24 | 8.60 | 0.0563 | 0.0055 | |||||
| INF SWAP US IT 2.31125 02/24/21-10Y LCH / DIR (EZ0098TXC0B7) | 4.22 | -4.18 | 0.0559 | -0.0012 | |||||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38) | 4.20 | 0.29 | 0.0558 | 0.0013 | |||||
| XS2357554679 / SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A | 4.17 | 8.95 | 0.0554 | 0.0056 | |||||
| XS1850277838 / Tikehau CLO IV BV | 4.17 | -15.03 | 0.0553 | -0.0084 | |||||
| US054980AA58 / BDS 2022-FL11 LLC | 4.08 | -6.04 | 0.0541 | -0.0023 | |||||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 3.95 | -10.89 | 0.0524 | -0.0052 | |||||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | 3.88 | -23.46 | 0.0515 | -0.0144 | |||||
| JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (US47047RAN61) | 3.81 | 0.13 | 0.0505 | 0.0011 | |||||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | 3.68 | -6.19 | 0.0489 | -0.0022 | |||||
| 3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) | 3.67 | 1,100.65 | 0.0487 | 0.0447 | |||||
| US12667CAD48 / Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 | 3.66 | -3.10 | 0.0485 | -0.0005 | |||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 3.65 | 0.0484 | 0.0484 | ||||||
| HENLEY FUNDING LTD. HNLY 6A A 144A / ABS-CBDO (XS2401083303) | 3.64 | 8.72 | 0.0483 | 0.0048 | |||||
| CUMULUS STATIC CLO CMLST 2024 1A A 144A / ABS-CBDO (XS2797421414) | 3.63 | 1.94 | 0.0481 | 0.0019 | |||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 3.50 | -11.00 | 0.0465 | -0.0047 | |||||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) | 3.50 | 15.27 | 0.0464 | 0.0070 | |||||
| CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (US146865AJ95) | 3.49 | -3.84 | 0.0462 | -0.0008 | |||||
| XS2347648961 / ARES EUROPEAN CLO ARESE 10A AR 144A | 3.43 | -3.70 | 0.0455 | -0.0008 | |||||
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (US62432UAN19) | 3.41 | 0.06 | 0.0452 | 0.0010 | |||||
| US52519SAM52 / LABMH 2001-B M2 7.17% 3/28 | 3.39 | -0.06 | 0.0449 | 0.0009 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 3.31 | 0.0439 | 0.0439 | ||||||
| FANNIE MAE FNR 2025 52 FB / ABS-MBS (US3136BWUZ70) | 3.31 | 0.0439 | 0.0439 | ||||||
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A / ABS-CBDO (US39809CAY03) | 3.31 | 0.21 | 0.0439 | 0.0010 | |||||
| XS2357233100 / Palmer Square European CLO 2021-2 DAC | 3.30 | 8.96 | 0.0437 | 0.0044 | |||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (US64134MAJ53) | 3.19 | -0.19 | 0.0424 | 0.0008 | |||||
| GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A / ABS-CBDO (US381929AA67) | 3.17 | -6.44 | 0.0420 | -0.0020 | |||||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 3.10 | 0.03 | 0.0411 | 0.0009 | |||||
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07) | 3.09 | -0.23 | 0.0410 | 0.0008 | |||||
| US68402BAD82 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3 | 3.08 | 0.07 | 0.0408 | 0.0009 | |||||
| HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (XS2874094274) | 3.06 | 8.75 | 0.0406 | 0.0040 | |||||
| XS2401860718 / Voya Euro CLO IV DAC | 2.94 | 9.25 | 0.0390 | 0.0040 | |||||
| CORDATUS CLO PLC CORDA 21A A1E 144A / ABS-CBDO (XS2370710936) | 2.94 | 8.70 | 0.0389 | 0.0039 | |||||
| US74924TAD63 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 | 2.91 | -2.45 | 0.0386 | -0.0002 | |||||
| US93936NAC74 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 4 1A3 | 2.91 | -0.34 | 0.0386 | 0.0007 | |||||
| US14453FAD15 / ASSET BACKED SECURITY | 2.90 | -5.96 | 0.0385 | -0.0016 | |||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (US05684RAL69) | 2.90 | 0.07 | 0.0384 | 0.0008 | |||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 2.90 | 0.0384 | 0.0384 | ||||||
| FANNIE MAE FNR 2025 16 FN / ABS-MBS (US3136BU6A37) | 2.85 | -4.46 | 0.0378 | -0.0009 | |||||
| US59023XAC02 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A2B | 2.80 | -3.74 | 0.0372 | -0.0007 | |||||
| US912810PS15 / United States Treasury Inflation Indexed Bonds | 2.79 | 0.14 | 0.0370 | 0.0008 | |||||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48) | 2.78 | -0.46 | 0.0369 | 0.0006 | |||||
| US67113DAW48 / OZLM XXIV Ltd | 2.73 | -23.52 | 0.0362 | -0.0102 | |||||
| XS2274529275 / CIFC European Funding CLO III DAC | 2.71 | 8.88 | 0.0359 | 0.0036 | |||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A / ABS-CBDO (US64134AAJ16) | 2.70 | -0.11 | 0.0358 | 0.0007 | |||||
| US33835NAA90 / 522 FUNDING CLO LTD MORGN 2018 3A AR 144A | 2.69 | -23.16 | 0.0357 | -0.0098 | |||||
| US78445FAD78 / SLMA 08-7 A4 FRN (L+90) 07-25-23 | 2.67 | -3.75 | 0.0354 | -0.0006 | |||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A / ABS-CBDO (XS2921572231) | 2.66 | 2.04 | 0.0352 | 0.0014 | |||||
| ICG US CLO LTD ICG 2015 2RA A1R 144A / ABS-CBDO (US44933WAL37) | 2.60 | -13.12 | 0.0345 | -0.0044 | |||||
| AIMCO AIMCO 2015 AA AR3 144A / ABS-CBDO (US00900LAY02) | 2.50 | 0.12 | 0.0332 | 0.0007 | |||||
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A / ABS-CBDO (US92332KAQ40) | 2.50 | 0.20 | 0.0331 | 0.0007 | |||||
| US52522HAM43 / Lehman XS Trust, Series 2006-8, Class 3A4 | 2.48 | -1.66 | 0.0329 | 0.0001 | |||||
| US3140HMN264 / Federal National Mortgage Association | 2.46 | -2.50 | 0.0326 | -0.0001 | |||||
| US01852TAA16 / Alliance Bancorp Trust | 2.46 | -2.34 | 0.0326 | -0.0001 | |||||
| OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (US67514UAU51) | 2.40 | 0.13 | 0.0319 | 0.0007 | |||||
| US09629PAA49 / BlueMountain CLO XXII Ltd | 2.36 | -17.67 | 0.0313 | -0.0059 | |||||
| US055742AA88 / BSST MORTGAGE TRUST BSST 2022 1700 A 144A | 2.35 | -17.88 | 0.0311 | -0.0060 | |||||
| DK0004619467 / Realkredit Danmark A/S | 2.33 | 8.81 | 0.0310 | 0.0031 | |||||
| US45660LJZ31 / Residential Asset Securitization Trust, Series 2005-A5, Class A3 | 2.32 | -3.78 | 0.0307 | -0.0006 | |||||
| ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73) | 2.30 | 0.70 | 0.0305 | 0.0008 | |||||
| LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (US50202QAL77) | 2.29 | 0.09 | 0.0304 | 0.0006 | |||||
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (US883932AN54) | 2.29 | 0.13 | 0.0304 | 0.0007 | |||||
| US126673EG31 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5 | 2.27 | 0.13 | 0.0301 | 0.0006 | |||||
| XS2062959700 / Blackrock European CLO IX DAC | 2.19 | 2.00 | 0.0291 | 0.0012 | |||||
| US362440AE97 / GSAMP TRUST GSAMP 2007 HE2 A2D | 2.17 | -5.03 | 0.0288 | -0.0009 | |||||
| US83613DAD84 / SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 1.88800000 | 2.15 | -1.42 | 0.0285 | 0.0002 | |||||
| US74924EAA55 / RALI Series 2007-QH8 Trust | 2.15 | -3.16 | 0.0285 | -0.0003 | |||||
| US04012MAM10 / ARGENT SECURITIES INC. ARSI 2006 M1 A1 | 2.12 | -1.03 | 0.0281 | 0.0003 | |||||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) | 2.10 | 0.14 | 0.0279 | 0.0006 | |||||
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63) | 2.10 | -12.23 | 0.0278 | -0.0032 | |||||
| US3137BY3C20 / Freddie Mac REMICS | 2.08 | -3.31 | 0.0275 | -0.0004 | |||||
| US38382Y5C34 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.10000000 | 2.07 | -1.80 | 0.0275 | 0.0001 | |||||
| XS2307740642 / JUBILEE CDO BV JUBIL 2016 17A A2RR 144A | 2.05 | 8.46 | 0.0272 | 0.0026 | |||||
| INF SWAP US IT 2.69 06/01/21-5Y LCH / DIR (000000000) | 2.02 | 0.0267 | 0.0267 | ||||||
| US02660LAB62 / American Home Mortgage Assets Trust | 2.01 | -3.45 | 0.0267 | -0.0004 | |||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48) | 2.01 | -13.06 | 0.0267 | -0.0034 | |||||
| INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) | 2.01 | 0.0267 | 0.0267 | ||||||
| TRALEE CLO LTD TRAL 2018 5A A1RR 144A / ABS-CBDO (US89300JBA51) | 2.00 | 0.15 | 0.0266 | 0.0006 | |||||
| US36242DA604 / GSAMP TRUST GSAMP 2005 HE2 M2 | 1.98 | -1.39 | 0.0263 | 0.0002 | |||||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGGA8) | 1.96 | 0.0260 | 0.0260 | ||||||
| XS2073812765 / Bosphorus CLO V DAC | 1.95 | -13.54 | 0.0258 | -0.0034 | |||||
| DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 1.94 | 9.30 | 0.0257 | 0.0027 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 1.94 | 0.0257 | 0.0257 | ||||||
| MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35) | 1.90 | 0.05 | 0.0252 | 0.0005 | |||||
| US928563AC98 / VMware Inc | 1.88 | 0.91 | 0.0250 | 0.0007 | |||||
| US05951EAC12 / Banc of America Funding Trust, Series 2006-J, Class 2A1 | 1.88 | -4.09 | 0.0249 | -0.0005 | |||||
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (US26244RAF82) | 1.88 | -26.52 | 0.0249 | -0.0083 | |||||
| XS2305240843 / EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A | 1.87 | 8.83 | 0.0249 | 0.0025 | |||||
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) | 1.87 | -20.33 | 0.0247 | -0.0057 | |||||
| US12668PAA03 / Alternative Loan Trust 2006-OA17 | 1.86 | -1.85 | 0.0246 | 0.0001 | |||||
| FCT / Fincantieri S.p.A. | 1.82 | 0.0242 | 0.0242 | ||||||
| US17310VAD29 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D | 1.79 | -2.19 | 0.0237 | -0.0000 | |||||
| FANNIE MAE FNR 2025 16 FA / ABS-MBS (US3136BU5D84) | 1.79 | -5.51 | 0.0237 | -0.0009 | |||||
| US64830KAA51 / New Residential Mortgage Loan Trust 2018-3 | 1.78 | -3.83 | 0.0236 | -0.0004 | |||||
| US52522EAA73 / Lehman XS Trust, Series 2006-7, Class 1A1A | 1.78 | -0.84 | 0.0236 | 0.0003 | |||||
| INF SWAP US IT 2.813 05/14/21-5Y LCH / DIR (000000000) | 1.77 | 0.0235 | 0.0235 | ||||||
| XS2326512618 / HARVEST CLO HARVT 21A A1R 144A | 1.75 | 1.56 | 0.0233 | 0.0008 | |||||
| 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (US33835AAY55) | 1.75 | 0.23 | 0.0232 | 0.0005 | |||||
| ADAGIO CLO ADAGI VIII A AN 144A / ABS-CBDO (XS2054620070) | 1.73 | -14.74 | 0.0229 | -0.0034 | |||||
| FCT / Fincantieri S.p.A. | 1.73 | 0.0229 | 0.0229 | ||||||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40) | 1.70 | 0.12 | 0.0226 | 0.0005 | |||||
| US04542BJY92 / ABFC 2004-OPT5 Trust | 1.70 | -3.91 | 0.0225 | -0.0004 | |||||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 1.67 | -1.82 | 0.0222 | 0.0001 | |||||
| US805564TL53 / SAXON ASSET SECURITIES TRUST SAST 2005 4 M3 | 1.63 | 1.12 | 0.0216 | 0.0007 | |||||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH / DIR (EZ0Y9J6GR2R2) | 1.63 | 8.11 | 0.0216 | 0.0020 | |||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A / ABS-CBDO (US14311NAU81) | 1.61 | -14.67 | 0.0214 | -0.0032 | |||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (US05684NAL55) | 1.60 | 0.0212 | 0.0212 | ||||||
| US933635AA29 / WaMu Mortgage Pass-Through Certificates Series 2007-OA2 Trust | 1.60 | -4.31 | 0.0212 | -0.0005 | |||||
| PARALLEL LTD PARL 2021 1A AR 144A / ABS-CBDO (US69916HAL42) | 1.60 | 0.13 | 0.0212 | 0.0005 | |||||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (EZQNRNKDZTL1) | 1.57 | 9.55 | 0.0208 | 0.0022 | |||||
| XS2346593242 / Madison Park Euro Funding IX DAC | 1.57 | 9.06 | 0.0208 | 0.0021 | |||||
| US38383KCV26 / GNMA, Series 2023-H20, Class FA | 1.56 | -1.89 | 0.0207 | 0.0000 | |||||
| US00764MHE03 / AEGIS ASSET BACKED SECURITIES TRUST 2005-5 AABST 2005-5 M1 | 1.56 | -6.10 | 0.0206 | -0.0009 | |||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 1.55 | 0.0205 | 0.0205 | ||||||
| US77587UAL61 / ROMARK CLO LTD RMRK 2017 1A A1R 144A | 1.55 | -36.94 | 0.0205 | -0.0113 | |||||
| US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 | 1.54 | -0.84 | 0.0204 | 0.0003 | |||||
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (US66858CAN74) | 1.54 | -13.75 | 0.0204 | -0.0028 | |||||
| US02146YAC03 / Alternative Loan Trust 2006-OA9 | 1.54 | -1.48 | 0.0204 | 0.0001 | |||||
| US74923EAA64 / Rad CLO 5 Ltd | 1.53 | -15.81 | 0.0203 | -0.0033 | |||||
| TRS R 4.46/91282CFR7 BPS / DCR (000000000) | 1.53 | 0.0203 | 0.0203 | ||||||
| US70069FEM59 / PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 | 1.50 | 0.33 | 0.0199 | 0.0005 | |||||
| TRS R FEDL01+15/912828Z37 SOG / DCR (000000000) | 1.49 | 0.0198 | 0.0198 | ||||||
| US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 | 1.49 | -1.65 | 0.0198 | 0.0001 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PG65) | 1.49 | 0.0197 | 0.0197 | ||||||
| US15032AAN72 / Cedar Funding V CLO Ltd | 1.48 | -11.83 | 0.0196 | -0.0022 | |||||
| US02149CAJ09 / Alternative Loan Trust 2006-41CB | 1.41 | -2.08 | 0.0187 | -0.0000 | |||||
| US38376T5N82 / Government National Mortgage Association | 1.40 | -29.34 | 0.0185 | -0.0072 | |||||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) | 1.39 | 87.37 | 0.0185 | 0.0088 | |||||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) | 1.39 | 87.37 | 0.0185 | 0.0088 | |||||
| US52524VAG41 / Lehman XS Trust, Series 2007-15N | 1.39 | -4.87 | 0.0184 | -0.0005 | |||||
| US70069FAZ09 / ASSET BACKED SECURITY | 1.38 | -7.39 | 0.0183 | -0.0010 | |||||
| US04018LAJ44 / ARES CLO LTD ARES 2018 50A AR 144A | 1.34 | -30.38 | 0.0177 | -0.0072 | |||||
| CH1214797172 / Credit Suisse Group AG | 1.33 | 9.04 | 0.0176 | 0.0018 | |||||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) | 1.33 | 0.0176 | 0.0176 | ||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (XS2779841050) | 1.30 | 8.91 | 0.0172 | 0.0017 | |||||
| MARATHON CLO LTD MCLO 2019 1A AAR2 144A / ABS-CBDO (US56579ABJ88) | 1.29 | -8.02 | 0.0170 | -0.0011 | |||||
| US92331EAF34 / XXIX Venture Limited | 1.27 | -37.59 | 0.0169 | -0.0096 | |||||
| US07389KAA97 / BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1 | 1.27 | -1.55 | 0.0168 | 0.0001 | |||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H17 CF / ABS-MBS (US38382YXH16) | 1.26 | -1.79 | 0.0167 | 0.0000 | |||||
| US3132DWES89 / FR SD8245 | 1.22 | -2.25 | 0.0162 | -0.0000 | |||||
| US14889DAJ72 / Catamaran CLO 2014-1 Ltd | 1.21 | -38.58 | 0.0160 | -0.0095 | |||||
| US17312BAF94 / Citigroup Mortgage Loan Trust 2007-WFHE2 | 1.20 | -6.27 | 0.0159 | -0.0007 | |||||
| US3140XK4X54 / FNMA POOL FS4437 FN 10/52 FIXED VAR | 1.19 | -3.40 | 0.0158 | -0.0002 | |||||
| DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | 1.18 | 9.35 | 0.0157 | 0.0016 | |||||
| ALBACORE EURO CLO ALBAC 4A AR 144A / ABS-CBDO (XS2861758642) | 1.18 | 9.17 | 0.0156 | 0.0016 | |||||
| BBAM EUROPEAN CLO BBAME 1A AR 144A / ABS-CBDO (XS2344625475) | 1.17 | 8.80 | 0.0156 | 0.0016 | |||||
| XS2348330064 / Blackrock European Clo III Designated Activity Co | 1.17 | 9.02 | 0.0156 | 0.0016 | |||||
| DK0002051093 / Nordea Kredit Realkreditaktieselskab | 1.17 | 9.43 | 0.0155 | 0.0016 | |||||
| DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A A 144A / ABS-CBDO (XS2124848735) | 1.15 | 8.38 | 0.0153 | 0.0015 | |||||
| US45661JAA16 / IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 | 1.15 | -0.86 | 0.0153 | 0.0002 | |||||
| US144531EY26 / CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC1 M1 | 1.12 | -6.99 | 0.0148 | -0.0008 | |||||
| SNDPT / Sounds Point CLO IV-R LTD | 1.09 | -18.50 | 0.0144 | -0.0029 | |||||
| TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) | 1.08 | 0.0143 | 0.0143 | ||||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H14 FA / ABS-MBS (US38380LYK33) | 1.08 | -2.53 | 0.0143 | -0.0001 | |||||
| DK0002050442 / Nordea Kredit Realkreditaktieselskab | 1.07 | 9.31 | 0.0142 | 0.0015 | |||||
| US86361NAD30 / Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4 | 1.06 | -2.13 | 0.0141 | -0.0000 | |||||
| US3132DMH320 / FED HM LN PC POOL SD0250 FR 06/48 FIXED 4 | 1.06 | -2.04 | 0.0140 | 0.0000 | |||||
| XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A | 1.06 | 8.74 | 0.0140 | 0.0014 | |||||
| TRS R FEDL01+15/91282CJH5 SOG / DCR (000000000) | 1.06 | 0.0140 | 0.0140 | ||||||
| XS2402448703 / St Pauls CLO II DAC | 1.06 | 8.86 | 0.0140 | 0.0014 | |||||
| XS2298464939 / Dryden 44 Euro CLO 2015 BV | 1.06 | 8.87 | 0.0140 | 0.0014 | |||||
| ARMOR RE II LTD UNSECURED 144A 01/32 VAR / DBT (US04227FAF27) | 1.05 | -1.31 | 0.0140 | 0.0001 | |||||
| US32027LAA35 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A1 | 1.05 | -1.41 | 0.0139 | 0.0001 | |||||
| RFR USD SOFR/3.25000 06/18/25-9Y LCH / DIR (EZVYZM8DK482) | 1.02 | -46.30 | 0.0135 | -0.0111 | |||||
| XS2304366656 / HARVEST CLO HARVT 16A ARR 144A | 1.01 | -6.85 | 0.0134 | -0.0007 | |||||
| US70069FMT11 / Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2 | 1.01 | -12.13 | 0.0134 | -0.0015 | |||||
| CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (US13876LAW72) | 1.00 | 0.50 | 0.0133 | 0.0003 | |||||
| GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A / ABS-CBDO (US38136NAY22) | 1.00 | 0.30 | 0.0133 | 0.0003 | |||||
| US68383NBC65 / Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-2 | 0.99 | 0.30 | 0.0131 | 0.0003 | |||||
| XS2092257869 / DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A | 0.96 | 1.27 | 0.0127 | 0.0004 | |||||
| US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C | 0.96 | -0.10 | 0.0127 | 0.0003 | |||||
| US056162AN09 / BABSN 2015-IA AR | 0.95 | -30.96 | 0.0126 | -0.0053 | |||||
| US94986KAA43 / Wells Fargo Mortgage Backed Securities 2007-AR7 Trust | 0.95 | 0.00 | 0.0126 | 0.0003 | |||||
| US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 | 0.95 | -2.27 | 0.0126 | -0.0000 | |||||
| ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (XS2900383915) | 0.94 | 8.78 | 0.0125 | 0.0012 | |||||
| US36179XHW92 / Ginnie Mae II Pool | 0.94 | 0.0125 | 0.0125 | ||||||
| US26251LAC81 / Dryden 64 CLO Ltd 2.79 | 0.93 | -23.69 | 0.0124 | -0.0035 | |||||
| US05533YBC30 / BCAP LLC TRUST BCAP 2011 RR5 10A6 144A | 0.92 | -0.65 | 0.0122 | 0.0002 | |||||
| US55284AAA60 / MF1 2021-FL7 Ltd | 0.92 | -36.24 | 0.0121 | -0.0065 | |||||
| EZ2RJJ2KZCW0 / INF SWAP US IT 2.645 09/10/21-7Y LCH | 0.90 | -8.16 | 0.0119 | -0.0008 | |||||
| US12482NAN12 / CBAM 2019-10 Ltd | 0.89 | -16.84 | 0.0119 | -0.0021 | |||||
| INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (EZ2T5PFXSD76) | 0.89 | 127.11 | 0.0118 | 0.0067 | |||||
| US3140H1V985 / FNCL UMBS 4.0 BJ0639 03-01-48 | 0.89 | -2.95 | 0.0118 | -0.0001 | |||||
| US86360JAA97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 | 0.88 | -4.96 | 0.0117 | -0.0004 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.87 | 0.0116 | 0.0116 | ||||||
| XS2301385832 / Invesco Euro CLO I DAC | 0.87 | -0.57 | 0.0115 | 0.0002 | |||||
| US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 | 0.87 | -4.31 | 0.0115 | -0.0003 | |||||
| US31418EHK91 / Fannie Mae Pool | 0.86 | -2.27 | 0.0114 | -0.0000 | |||||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) | 0.86 | 7.38 | 0.0114 | 0.0010 | |||||
| US3622MAAA93 / GSAMP TRUST GSAMP 2007 FM1 A1 | 0.86 | -0.69 | 0.0114 | 0.0002 | |||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.83 | 0.0111 | 0.0111 | ||||||
| US02149DAN93 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 | 0.83 | -0.48 | 0.0110 | 0.0002 | |||||
| FCT / Fincantieri S.p.A. | 0.83 | 9.85 | 0.0110 | 0.0012 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.82 | 0.0108 | 0.0108 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.82 | 0.0108 | 0.0108 | ||||||
| US12551YAA10 / CIFC 2018-3A A | 0.81 | -17.41 | 0.0108 | -0.0020 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PN17) | 0.80 | 0.0107 | 0.0107 | ||||||
| US12544HAY62 / COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1 | 0.80 | 0.63 | 0.0106 | 0.0003 | |||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) | 0.77 | 0.0103 | 0.0103 | ||||||
| US92925DAA81 / WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust | 0.75 | -2.98 | 0.0099 | -0.0001 | |||||
| US48250MAK36 / KKR CLO 11 Ltd | 0.74 | -23.54 | 0.0099 | -0.0028 | |||||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | 0.74 | -38.75 | 0.0098 | -0.0058 | |||||
| INF SWAP US IT 2.573 08/26/21-7Y LCH / DIR (000000000) | 0.73 | 0.0097 | 0.0097 | ||||||
| GNMA II POOL MB0088 G2 12/54 FIXED 3.5 / ABS-MBS (US3618N5C239) | 0.73 | 0.0097 | 0.0097 | ||||||
| US64352VJJ17 / New Century Home Equity Loan Trust, Series 2004-4, Class M1 | 0.73 | -4.23 | 0.0096 | -0.0002 | |||||
| US80556XAG25 / Saxon Asset Securities Trust 2006-2 | 0.72 | -4.28 | 0.0095 | -0.0002 | |||||
| US456612AC42 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A | 0.70 | -1.13 | 0.0093 | 0.0001 | |||||
| CH0517825276 / Credit Suisse Group AG | 0.69 | 10.27 | 0.0091 | 0.0010 | |||||
| US26251NAB64 / Dryden 60 CLO Ltd | 0.68 | -16.22 | 0.0091 | -0.0015 | |||||
| US92922F4B15 / CORP CMO | 0.67 | -1.17 | 0.0089 | 0.0001 | |||||
| US46627MCS44 / JP MORGAN ALTERNATIVE LOAN TRUST SER 2006-A1 CL 1A1 V/R REGD 2.16800000 | 0.64 | -1.23 | 0.0086 | 0.0001 | |||||
| US92925VAA89 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust | 0.64 | -3.33 | 0.0085 | -0.0001 | |||||
| US61750SAF92 / Morgan Stanley ABS Capital I Incorporated Trust | 0.63 | -1.41 | 0.0084 | 0.0001 | |||||
| US52522GAC87 / Lehman XS Trust Series | 0.63 | -4.26 | 0.0083 | -0.0002 | |||||
| US40430HFM51 / HSI Asset Securitization Corp Trust 2006-OPT3 | 0.61 | -11.03 | 0.0081 | -0.0008 | |||||
| US65536RAF38 / Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-WF1 | 0.61 | -21.22 | 0.0081 | -0.0020 | |||||
| US03759CAS98 / Apidos CLO XXIV | 0.61 | -1.77 | 0.0081 | 0.0000 | |||||
| US05530MAA71 / BCAP LLC TRUST 2006-AA2 BCAP 2006-AA2 A1 | 0.60 | -2.60 | 0.0080 | -0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.60 | 0.0079 | 0.0079 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.59 | 0.0078 | 0.0078 | ||||||
| US41161PYZ07 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A | 0.59 | -0.51 | 0.0078 | 0.0001 | |||||
| REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (US75888TAL98) | 0.58 | -2.67 | 0.0077 | -0.0000 | |||||
| CH0483180946 / Credit Suisse Group AG | 0.58 | 9.85 | 0.0077 | 0.0008 | |||||
| US93934FQP08 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A | 0.57 | -1.73 | 0.0076 | 0.0000 | |||||
| US576433G423 / MASTR Adjustable Rate Mortgages Trust 2006-OA1 | 0.57 | 1.07 | 0.0075 | 0.0002 | |||||
| US92990GAC78 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1 | 0.57 | -3.40 | 0.0075 | -0.0001 | |||||
| US362334ND27 / GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 | 0.57 | -2.58 | 0.0075 | -0.0000 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) | 0.55 | 0.0074 | 0.0074 | ||||||
| XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A | 0.55 | -8.29 | 0.0073 | -0.0005 | |||||
| US92330YAN31 / VENTURE CDO LTD VENTR 2018 33A A1LR 144A | 0.55 | -28.72 | 0.0072 | -0.0027 | |||||
| IRS EUR 2.87880 06/12/23-9Y* LCH / DIR (EZ5JG9VPYGY0) | 0.54 | -88.99 | 0.0072 | -0.0568 | |||||
| IRS EUR 2.87880 06/12/23-9Y* LCH / DIR (EZ5JG9VPYGY0) | 0.54 | -88.99 | 0.0072 | -0.0568 | |||||
| US126694K641 / CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000 | 0.54 | -0.37 | 0.0072 | 0.0001 | |||||
| US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 | 0.54 | -2.34 | 0.0072 | -0.0000 | |||||
| US75114NAA28 / RALI Series Trust | 0.54 | -2.55 | 0.0071 | -0.0000 | |||||
| US3131XWLS04 / FED HM LN PC POOL ZM3037 FR 04/47 FIXED 4 | 0.51 | -0.78 | 0.0067 | 0.0001 | |||||
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (EZ0DH7NGQM44) | 0.50 | -41.60 | 0.0067 | -0.0045 | |||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (US03330YAJ91) | 0.50 | 0.00 | 0.0066 | 0.0001 | |||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A / ABS-CBDO (US05682EAN31) | 0.50 | 0.00 | 0.0066 | 0.0001 | |||||
| US933637AA84 / WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust | 0.49 | -2.38 | 0.0065 | -0.0000 | |||||
| US80317LAJ26 / Saranac Clo VI Ltd | 0.48 | -14.21 | 0.0064 | -0.0009 | |||||
| US92917CAE21 / Voya CLO 2013-1 Ltd | 0.46 | -23.37 | 0.0061 | -0.0017 | |||||
| VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (US92917RAL33) | 0.45 | -1.09 | 0.0060 | 0.0000 | |||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 0.45 | 0.45 | 0.0060 | 0.0002 | |||||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) | 0.44 | -9.02 | 0.0059 | -0.0005 | |||||
| US004427BM18 / ACE Securities Corp. Home Equity Loan Trust, Series 2003-OP1, Class M1 | 0.44 | -2.43 | 0.0059 | -0.0000 | |||||
| US456610AA20 / IndyMac INDX Mortgage Loan Trust 2006-AR15 | 0.44 | -1.57 | 0.0058 | 0.0000 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.43 | 0.0057 | 0.0057 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.43 | 0.0057 | 0.0057 | ||||||
| CH1211713180 / Credit Suisse Group AG | 0.42 | 6.55 | 0.0056 | 0.0005 | |||||
| US36179XBS45 / Government National Mortgage Association (GNMA) | 0.42 | 0.0056 | 0.0056 | ||||||
| RAD CLO LTD RAD 2019 4A AR 144A / ABS-CBDO (US749984AA83) | 0.41 | -16.29 | 0.0055 | -0.0009 | |||||
| US55283TAA60 / MF1 Multifamily Housing Mortgage Loan Trust | 0.40 | -30.24 | 0.0053 | -0.0021 | |||||
| US12670FAE07 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-9 CL 2A4 V/R REGD 1.95800000 | 0.39 | -2.26 | 0.0052 | -0.0000 | |||||
| US437084QY54 / Home Equity Asset Trust 2005-9 | 0.39 | -11.64 | 0.0051 | -0.0006 | |||||
| US761118NN46 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO4 2A1 | 0.38 | 2.73 | 0.0050 | 0.0002 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.38 | 0.0050 | 0.0050 | ||||||
| US933636AA02 / WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust | 0.37 | -3.12 | 0.0050 | -0.0000 | |||||
| US437084CE47 / Home Equity Asset Trust | 0.37 | -4.42 | 0.0049 | -0.0001 | |||||
| US66988YAD40 / NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C | 0.37 | -0.27 | 0.0049 | 0.0001 | |||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.36 | 0.0048 | 0.0048 | ||||||
| US92925GAA13 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 | 0.36 | -0.55 | 0.0048 | 0.0001 | |||||
| IRS EUR 1.83000 09/17/25-2Y LCH / DIR (EZR89VG8W7K1) | 0.36 | 0.0047 | 0.0047 | ||||||
| US92922FWZ79 / WaMu Mortgage Pass-Through Certificates Series 2004-AR10 Trust | 0.35 | -5.11 | 0.0047 | -0.0002 | |||||
| NATURAL GAS FUTR SEP25 XNYM 20250827 / DCO (000000000) | 0.35 | 0.0046 | 0.0046 | ||||||
| US38382YPL10 / Government National Mortgage Association | 0.35 | -11.68 | 0.0046 | -0.0005 | |||||
| US76114CAG15 / Residential Asset Securitization Trust, Series 2007-A6, Class 2A1 | 0.35 | -2.25 | 0.0046 | -0.0000 | |||||
| US64352VCR06 / New Century Home Equity Loan Trust Series 2003-2 | 0.35 | -3.61 | 0.0046 | -0.0001 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) | 0.34 | 0.0046 | 0.0046 | ||||||
| US12668BSJ34 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 2A4 | 0.34 | -1.72 | 0.0046 | 0.0000 | |||||
| US14315LAA26 / Carlyle Global Market Strategies CLO 2014-3-R Ltd | 0.34 | -40.14 | 0.0045 | -0.0029 | |||||
| US12489WLH50 / Credit-Based Asset Servicing & Securitization LLC | 0.34 | -3.13 | 0.0045 | -0.0000 | |||||
| LME PRI ALUM FUTR JUL25 XLME 20250714 / DCO (GB00FVN2W437) | 0.34 | 533.96 | 0.0045 | 0.0038 | |||||
| LME PRI ALUM FUTR JUL25 XLME 20250714 / DCO (GB00FVN2W437) | 0.34 | 533.96 | 0.0045 | 0.0038 | |||||
| TRS R FEDL01+15/9128283R9 SOG / DCR (000000000) | 0.33 | 0.0044 | 0.0044 | ||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) | 0.33 | 0.0044 | 0.0044 | ||||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H20 FA / ABS-MBS (US38382YYK36) | 0.33 | -12.50 | 0.0044 | -0.0005 | |||||
| US07388DAS71 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 | 0.32 | -0.92 | 0.0043 | 0.0000 | |||||
| US12481QAC96 / CBAM 2018-5 Ltd | 0.32 | -24.53 | 0.0043 | -0.0013 | |||||
| US43739ECR62 / HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2 | 0.32 | -4.19 | 0.0043 | -0.0001 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.31 | 0.0042 | 0.0042 | ||||||
| CORN FUTURE SEP25 XCBT 20250912 / DCO (000000000) | 0.31 | 0.0041 | 0.0041 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.30 | 0.0040 | 0.0040 | ||||||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11) | 0.30 | -6.85 | 0.0040 | -0.0002 | |||||
| TRS R SOFRRATE+17/9128282L3 MYC / DCR (000000000) | 0.30 | 0.0040 | 0.0040 | ||||||
| US172987AD17 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A | 0.30 | -1.00 | 0.0040 | 0.0000 | |||||
| US073881AA25 / Bear Stearns ARM Trust 2007-3 | 0.30 | -3.59 | 0.0039 | -0.0001 | |||||
| US939336X656 / WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust | 0.30 | -4.22 | 0.0039 | -0.0001 | |||||
| US86359BV811 / STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M2 | 0.29 | -20.33 | 0.0039 | -0.0009 | |||||
| US126670GR39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4 | 0.29 | -0.35 | 0.0038 | 0.0001 | |||||
| US12668ATT24 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 | 0.29 | -0.35 | 0.0038 | 0.0001 | |||||
| US073868AV35 / Bear Stearns ALT-A Trust 2006-6 | 0.29 | -1.38 | 0.0038 | 0.0000 | |||||
| US41161PA868 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A | 0.28 | -4.38 | 0.0038 | -0.0001 | |||||
| US81744MAA09 / Sequoia Mortgage Trust 2007-3 | 0.28 | -6.02 | 0.0037 | -0.0002 | |||||
| INF SWAP GB NI 3.466 09/15/24-10Y LCH / DIR (EZ6H5KXS0QT8) | 0.28 | 189.58 | 0.0037 | 0.0024 | |||||
| US94981PAM23 / WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9 | 0.28 | -16.01 | 0.0037 | -0.0006 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.28 | 0.0037 | 0.0037 | ||||||
| DK0009532020 / Nykredit Realkredit AS | 0.27 | 9.16 | 0.0036 | 0.0004 | |||||
| US93364CAA62 / WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust | 0.27 | -4.24 | 0.0036 | -0.0001 | |||||
| US3140H5ZE43 / FNMA 30YR 4% 12/01/2047#BJ4340 | 0.27 | -0.37 | 0.0036 | 0.0001 | |||||
| US31418DNK45 / Fannie Mae Pool | 0.27 | -2.93 | 0.0035 | -0.0000 | |||||
| PLATINUM FUTURE OCT25 XNYM 20251029 / DCO (000000000) | 0.26 | 0.0035 | 0.0035 | ||||||
| US040104TG69 / Argent Securities Trust 2006-W4 | 0.26 | -1.14 | 0.0035 | 0.0000 | |||||
| RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH / DIR (EZ372SBFZ7Z5) | 0.26 | -24.20 | 0.0035 | -0.0010 | |||||
| US94983PAF53 / Wells Fargo Mortgage Backed Securities 2006-AR4 Trust | 0.26 | -3.37 | 0.0034 | -0.0000 | |||||
| US3137F4CZ38 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2 | 0.26 | 0.00 | 0.0034 | 0.0001 | |||||
| US59020UAC99 / MLCC MORTGAGE INVESTORS, INC. - SERIES 2004 | 0.25 | -1.94 | 0.0034 | 0.0000 | |||||
| TRS R 4.46/91282CDC2 BPS / DCR (000000000) | 0.25 | 0.0034 | 0.0034 | ||||||
| US004421EW92 / ACE Securities Corp Home Equity Loan Trust Series 2004-OP1 | 0.25 | -1.19 | 0.0033 | 0.0000 | |||||
| US31329QWF44 / Freddie Mac Pool | 0.25 | -0.40 | 0.0033 | 0.0001 | |||||
| US3140K9T748 / FNMA POOL BP2373 FN 04/50 FIXED 4 | 0.25 | -0.80 | 0.0033 | 0.0000 | |||||
| US126673BR23 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5 | 0.25 | -0.41 | 0.0033 | 0.0001 | |||||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | 0.24 | 0.0032 | 0.0032 | ||||||
| SILVER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | 0.24 | 0.0032 | 0.0032 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.23 | 0.0031 | 0.0031 | ||||||
| US32052DAG60 / First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 | 0.23 | -5.67 | 0.0031 | -0.0001 | |||||
| US863579YR37 / STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER SARM 2005-19XS 1A1 | 0.23 | -0.85 | 0.0031 | 0.0000 | |||||
| US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | 0.23 | -2.95 | 0.0031 | -0.0000 | |||||
| US14310MAW73 / Carlyle Global Market Strategies CLO 2014-1 Ltd | 0.23 | -23.59 | 0.0031 | -0.0009 | |||||
| US805564RN38 / Saxon Asset Securities Trust 2005-1 | 0.23 | -9.49 | 0.0030 | -0.0002 | |||||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0.22 | -3.54 | 0.0029 | -0.0000 | |||||
| INF SWAP EM NI 1.636 06/15/25-2Y LCH / DIR (EZ3WDPMPJN09) | 0.21 | 0.0028 | 0.0028 | ||||||
| US073866BN44 / BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 | 0.21 | -0.95 | 0.0028 | 0.0000 | |||||
| US61746RHS31 / Morgan Stanley ABS Capital I Inc Trust 2004-WMC2 | 0.21 | -9.52 | 0.0028 | -0.0002 | |||||
| US07384MZV70 / BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1 | 0.21 | -1.43 | 0.0028 | 0.0000 | |||||
| COFFEE 'C' FUTURE SEP25 IFUS 20250918 / DCO (000000000) | 0.21 | 0.0028 | 0.0028 | ||||||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) | 0.19 | -22.40 | 0.0026 | -0.0007 | |||||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) | 0.19 | -22.40 | 0.0026 | -0.0007 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797MH75) | 0.19 | 0.0025 | 0.0025 | ||||||
| US589929M704 / MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERI SER 2003-A2 CL 1A1 V/R REGD 4.35915200 | 0.19 | -3.08 | 0.0025 | -0.0000 | |||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.19 | 0.0025 | 0.0025 | ||||||
| US45662BAD10 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3 | 0.19 | -1.05 | 0.0025 | 0.0000 | |||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (XS2969300081) | 0.18 | 5.78 | 0.0024 | 0.0002 | |||||
| US31334XR358 / FED HM LN PC POOL QA1406 FR 07/49 FIXED 4 | 0.18 | -0.54 | 0.0024 | 0.0000 | |||||
| US86361JAB61 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2 | 0.18 | -0.54 | 0.0024 | 0.0000 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PQ48) | 0.17 | 0.0023 | 0.0023 | ||||||
| US61746WA750 / MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1 | 0.17 | -9.90 | 0.0023 | -0.0002 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.17 | 0.0023 | 0.0023 | ||||||
| US61753KAE64 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2D | 0.17 | -0.58 | 0.0023 | 0.0000 | |||||
| US45660NX839 / IndyMac INDX Mortgage Loan Trust 2004-AR6 | 0.17 | -1.16 | 0.0023 | 0.0000 | |||||
| US02660WAC01 / American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 | 0.17 | -5.71 | 0.0022 | -0.0001 | |||||
| US92915UAG94 / VOYA CLO LTD VOYA 2017 2A A1R 144A | 0.16 | -0.61 | 0.0022 | 0.0000 | |||||
| US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 | 0.16 | -0.61 | 0.0022 | 0.0000 | |||||
| US55379AAA25 / M360 2021-CRE3 Ltd | 0.16 | -60.35 | 0.0021 | -0.0031 | |||||
| US92922FR759 / WaMu Mortgage Pass-Through Certificates Series 2005-AR8 | 0.16 | -3.05 | 0.0021 | -0.0000 | |||||
| US61744CLW46 / Morgan Stanley ABS Capital I Inc Trust 2005-WMC1 | 0.16 | -4.22 | 0.0021 | -0.0001 | |||||
| US05949CKT26 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 | 0.16 | -1.25 | 0.0021 | 0.0000 | |||||
| US39538RAB50 / GreenPoint MTA Trust 2005-AR1 | 0.15 | -5.00 | 0.0020 | -0.0001 | |||||
| US929227LE40 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR2 SER 2002-AR2 CL A V/R REGD 2.37700000 | 0.15 | -9.64 | 0.0020 | -0.0002 | |||||
| US362341XE41 / GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 | 0.15 | -1.32 | 0.0020 | 0.0000 | |||||
| US3140J6GR20 / Federal National Mortgage Association | 0.15 | -1.96 | 0.0020 | 0.0000 | |||||
| US12668ACG85 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1 | 0.15 | -11.76 | 0.0020 | -0.0002 | |||||
| US12669GTQ46 / CHL Mortgage Pass-Through Trust 2005-3 | 0.15 | -1.97 | 0.0020 | 0.0000 | |||||
| US07384MB681 / Bear Stearns ARM Trust 2004-1 | 0.15 | -1.36 | 0.0019 | 0.0000 | |||||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) | 0.14 | -13.25 | 0.0019 | -0.0002 | |||||
| US65538PAG37 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6 | 0.14 | -2.76 | 0.0019 | -0.0000 | |||||
| US32051GQL22 / First Horizon Mortgage Pass-Through Trust 2005-AR3 | 0.14 | -1.41 | 0.0019 | 0.0000 | |||||
| US45660LRU51 / IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A | 0.14 | -1.41 | 0.0019 | 0.0000 | |||||
| US07387AET88 / Bear Stearns ARM Trust 2005-10 | 0.14 | -3.55 | 0.0018 | -0.0000 | |||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 0.14 | 1.50 | 0.0018 | 0.0001 | |||||
| US41161PTN32 / HarborView Mortgage Loan Trust 2005-10 | 0.14 | -4.26 | 0.0018 | -0.0000 | |||||
| US92925VAJ98 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2 | 0.13 | 0.00 | 0.0018 | 0.0000 | |||||
| US67590RAY18 / Octagon Loan Funding Ltd | 0.13 | -14.94 | 0.0017 | -0.0003 | |||||
| US65538PAE88 / Nomura Asset Acceptance Corp Alternative Loan Trust Series 2007-1 | 0.13 | -2.24 | 0.0017 | -0.0000 | |||||
| US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 | 0.13 | -3.01 | 0.0017 | -0.0000 | |||||
| US3133KHPQ38 / FED HM LN PC POOL RA2231 FR 01/49 FIXED 4 | 0.13 | -0.77 | 0.0017 | 0.0000 | |||||
| US12668NAA54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A | 0.13 | -2.29 | 0.0017 | -0.0000 | |||||
| CORN FUTURE DEC25 XCBT 20251212 / DCO (000000000) | 0.13 | 0.0017 | 0.0017 | ||||||
| US55028BAA52 / LUMINENT MORTGAGE TRUST LUM 2006 7 1A1 | 0.13 | -0.78 | 0.0017 | 0.0000 | |||||
| CH1142754311 / CREDIT SUISSE GRP AG 2.125%/VAR 11/15/2029 REGS | 0.13 | 8.62 | 0.0017 | 0.0002 | |||||
| US93934FBT84 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB | 0.13 | 0.00 | 0.0017 | 0.0000 | |||||
| US073871AN55 / Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-4 | 0.12 | -1.60 | 0.0016 | -0.0000 | |||||
| US36225DWT70 / GNMA II POOL 081557 G2 12/35 FLOATING VAR | 0.12 | -3.94 | 0.0016 | -0.0000 | |||||
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH / DIR (EZLFVTBKWB45) | 0.12 | -20.92 | 0.0016 | -0.0004 | |||||
| US3133BFWM85 / FED HM LN PC POOL QE6052 FR 07/52 FIXED 4.5 | 0.12 | -0.83 | 0.0016 | 0.0000 | |||||
| FR001400AQH0 / FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | 0.12 | 11.32 | 0.0016 | 0.0002 | |||||
| US45661EGK47 / IndyMac INDX Mortgage Loan Trust 2006-AR9 | 0.12 | 0.00 | 0.0016 | 0.0000 | |||||
| US32051D3G58 / First Horizon Alternative Mortgage Securities Trust 2004-AA1 | 0.12 | -1.68 | 0.0016 | 0.0000 | |||||
| US86364JAA51 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 9 1A1 | 0.12 | -4.88 | 0.0016 | -0.0001 | |||||
| CH1174335740 / CREDIT SUISSE GRP AG 2.875/VAR 04/02/2032 REGS | 0.12 | 11.65 | 0.0015 | 0.0002 | |||||
| US576433GC48 / MASTR Adjustable Rate Mortgages Trust 2003-6 | 0.12 | -2.54 | 0.0015 | -0.0000 | |||||
| SUGAR 11 (WORLD) OCT25 IFUS 20250930 / DCO (000000000) | 0.11 | 0.0015 | 0.0015 | ||||||
| US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | 0.11 | -14.29 | 0.0015 | -0.0002 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.11 | 0.0015 | 0.0015 | ||||||
| US31406DAF33 / Fannie Mae Pool | 0.11 | -2.59 | 0.0015 | -0.0000 | |||||
| US04942JAC53 / Atlas Senior Loan Fund X Ltd | 0.11 | -62.24 | 0.0015 | -0.0023 | |||||
| US3137BYWC07 / FHLMC, Series 4694, Class FA | 0.11 | -4.31 | 0.0015 | -0.0000 | |||||
| US61744CNC63 / Morgan Stanley ABS Capital I Inc Trust 2005-HE2 | 0.11 | -4.39 | 0.0015 | -0.0000 | |||||
| US16678RDT14 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 3A A1 144A | 0.11 | -1.82 | 0.0014 | 0.0000 | |||||
| US04542BEA61 / ASSET BACKED FUNDING CERTIFICA ABFC 2003 WMC1 M1 | 0.11 | -5.26 | 0.0014 | -0.0000 | |||||
| US86358EGW03 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 0.11 | -1.83 | 0.0014 | -0.0000 | |||||
| US3132A5JR73 / Freddie Mac Pool | 0.11 | -1.85 | 0.0014 | 0.0000 | |||||
| US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 | 0.10 | -4.59 | 0.0014 | -0.0000 | |||||
| XS1713075973 / BLACK DIAMOND CLO BLACK 2017 2A A1 144A | 0.10 | -39.41 | 0.0014 | -0.0008 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.10 | 0.0013 | 0.0013 | ||||||
| US863579XK92 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-18 | 0.10 | -2.88 | 0.0013 | -0.0000 | |||||
| US449258AA06 / ICG US CLO 2018-1 LTD | 0.10 | -45.99 | 0.0013 | -0.0011 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.10 | 0.0013 | 0.0013 | ||||||
| US31405YPX30 / Fannie Mae Pool | 0.10 | -6.67 | 0.0013 | -0.0001 | |||||
| US3128JRAR73 / FED HM LN PC POOL 847216 FH 01/34 FLOATING VAR | 0.10 | -15.65 | 0.0013 | -0.0002 | |||||
| INF SWAP US IT 3.323 04/23/25-1Y LCH / DIR (000000000) | 0.10 | 0.0013 | 0.0013 | ||||||
| US41165AAB89 / HarborView Mortgage Loan Trust 2007-5 | 0.10 | -2.04 | 0.0013 | -0.0000 | |||||
| US929227R651 / WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust | 0.10 | -2.06 | 0.0013 | 0.0000 | |||||
| US12638PAJ84 / CREDIT SUISSE MORTGAGE TRUST | 0.10 | 3.26 | 0.0013 | 0.0001 | |||||
| US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA | 0.10 | -4.04 | 0.0013 | -0.0000 | |||||
| US86359LTG40 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR1 3A1 | 0.09 | -3.09 | 0.0013 | -0.0000 | |||||
| US3140Q9UA98 / Fannie Mae Pool | 0.09 | -1.05 | 0.0012 | 0.0000 | |||||
| US92922FZE14 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR12 A1 | 0.09 | -2.11 | 0.0012 | -0.0000 | |||||
| US59024WAB37 / MLCC MORTGAGE INVESTORS INC MLCC 2007 2 2A1 | 0.09 | -1.08 | 0.0012 | 0.0000 | |||||
| MILL WHEAT EURO SEP25 XPAR 20250910 / DCO (FREN00432202) | 0.09 | 405.56 | 0.0012 | 0.0010 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.09 | 0.0012 | 0.0012 | ||||||
| US45670CAA53 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 | 0.09 | 0.00 | 0.0012 | 0.0000 | |||||
| US31396V4Q81 / Fannie Mae REMICS | 0.09 | -2.22 | 0.0012 | 0.0000 | |||||
| US59020USH94 / Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A1 | 0.09 | -3.30 | 0.0012 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.09 | 0.0011 | 0.0011 | ||||||
| US05949CCA27 / BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2 | 0.09 | -1.15 | 0.0011 | 0.0000 | |||||
| US45660LZM44 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1 | 0.09 | -1.16 | 0.0011 | 0.0000 | |||||
| US5764342H69 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 | 0.09 | -3.41 | 0.0011 | -0.0000 | |||||
| INF SWAP US IT 3.3 06/04/2025-1Y LCH / DIR (EZ4T3WJXC5V3) | 0.08 | 0.0011 | 0.0011 | ||||||
| US41161PJN42 / HarborView Mortgage Loan Trust 2004-10 | 0.08 | -1.18 | 0.0011 | 0.0000 | |||||
| US59020UNP65 / MLCC MORTGAGE INVESTORS, INC. | 0.08 | -3.45 | 0.0011 | -0.0000 | |||||
| US31396PMC22 / Fannie Mae REMICS | 0.08 | -2.35 | 0.0011 | -0.0000 | |||||
| US59020UL789 / Merrill Lynch Mortgage Capital Inc. | 0.08 | -2.38 | 0.0011 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0011 | 0.0011 | ||||||
| US92922F4F29 / WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust | 0.08 | -2.41 | 0.0011 | 0.0000 | |||||
| US126673V337 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4 | 0.08 | -10.99 | 0.0011 | -0.0001 | |||||
| US92922FW536 / WaMu Mortgage Pass-Through Certificates Series 2005-AR10 Trust | 0.08 | 0.00 | 0.0011 | 0.0000 | |||||
| US126694A329 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 | 0.08 | 3.95 | 0.0011 | 0.0001 | |||||
| US313398VT33 / FSPC T-35 A V/R 9/25/31 1.84800000 | 0.08 | -16.13 | 0.0010 | -0.0002 | |||||
| US3132A5JX42 / FREDDIE MAC POOL FR ZS4778 | 0.08 | -2.50 | 0.0010 | -0.0000 | |||||
| US125438AB79 / CHL Mortgage Pass-Through Trust 2007-HYB2 | 0.08 | -1.30 | 0.0010 | 0.0000 | |||||
| COFF ROBUSTA 10TN SEP25 IFEU 20250924 / DCO (GB00KNRFJH91) | 0.08 | 0.0010 | 0.0010 | ||||||
| US86359LLZ03 / Structured Asset Mortgage Investments II Trust 2005-AR4 | 0.08 | -2.60 | 0.0010 | -0.0000 | |||||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0.07 | -3.90 | 0.0010 | -0.0000 | |||||
| US12555DAB10 / CIM Trust, Series 2019-INV1, Class A2 | 0.07 | -6.41 | 0.0010 | -0.0000 | |||||
| US17307GJK58 / Citigroup Mortgage Loan Trust, Inc., Series 2004-OPT1, Class M3 | 0.07 | -6.41 | 0.0010 | -0.0000 | |||||
| US576433UM63 / MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 | 0.07 | -2.70 | 0.0010 | 0.0000 | |||||
| US16165TBC62 / CHASEFLEX TRUST CFLX 2005 2 3A2 | 0.07 | 0.00 | 0.0009 | 0.0000 | |||||
| US466247TQ62 / J.P. Morgan Mortgage Trust 2005-A1 | 0.07 | -1.39 | 0.0009 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0009 | 0.0009 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0009 | 0.0009 | ||||||
| XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS | 0.07 | 9.52 | 0.0009 | 0.0001 | |||||
| US36179WZB70 / Ginnie Mae II Pool | 0.07 | 0.0009 | 0.0009 | ||||||
| US45660LXA24 / IndyMac INDX Mortgage Loan Trust 2005-AR19 | 0.07 | -1.49 | 0.0009 | 0.0000 | |||||
| US05951FAM68 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA10 | 0.07 | -1.49 | 0.0009 | 0.0000 | |||||
| US05951UAK79 / Banc of America Funding 2006 8T2 Trust | 0.07 | 0.00 | 0.0009 | 0.0000 | |||||
| EZ4YGY9ZBMF1 / CMBX.NA.AAA.12 SP SAL | 0.07 | -600.00 | 0.0009 | 0.0010 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0009 | 0.0009 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.06 | 0.0009 | 0.0009 | ||||||
| US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 | 0.06 | -15.79 | 0.0009 | -0.0001 | |||||
| KC HRW WHEAT FUT DEC25 XCBT 20251212 / DCO (000000000) | 0.06 | 0.0008 | 0.0008 | ||||||
| US45660LQJ16 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A4 | 0.06 | -1.59 | 0.0008 | 0.0000 | |||||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) | 0.06 | 0.0008 | 0.0008 | ||||||
| US12544YAD58 / COUNTRYWIDE HOME LOANS CWHL 2008 1 A4 | 0.06 | 0.00 | 0.0008 | 0.0000 | |||||
| US88432CBB19 / Wind River CLO, Ltd. FRN, due 07/18/2031 | 0.06 | -83.51 | 0.0008 | -0.0040 | |||||
| US07384MZS42 / Bear Stearns ARM Trust 2003-8 | 0.06 | -3.17 | 0.0008 | -0.0000 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) | 0.06 | 0.0008 | 0.0008 | ||||||
| US86358EAK29 / STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A2 | 0.06 | -17.57 | 0.0008 | -0.0002 | |||||
| US466247YH09 / JP Morgan Mortgage Trust 2005-A8 | 0.06 | -3.17 | 0.0008 | -0.0000 | |||||
| US45660LYW35 / INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1 | 0.06 | 0.00 | 0.0008 | 0.0000 | |||||
| US22239EAG17 / CHL Mortgage Pass-Through Trust 2007-HYB1 | 0.06 | -1.67 | 0.0008 | -0.0000 | |||||
| US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 | 0.06 | -1.69 | 0.0008 | 0.0000 | |||||
| GASOLINE RBOB FUT DEC25 XNYM 20251128 / DCO (000000000) | 0.06 | 0.0008 | 0.0008 | ||||||
| US61751JAM36 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A6S | 0.06 | 0.00 | 0.0008 | 0.0000 | |||||
| US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 | 0.06 | -5.17 | 0.0007 | -0.0000 | |||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.06 | 0.0007 | 0.0007 | ||||||
| US93362FAJ21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 | 0.06 | 0.00 | 0.0007 | 0.0000 | |||||
| US61749BAF04 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D | 0.05 | -3.57 | 0.0007 | -0.0000 | |||||
| US761118HU52 / RALI SERIES 2005-QO2 TRUST RALI 2005-QO2 A1 | 0.05 | -1.82 | 0.0007 | 0.0000 | |||||
| US41161PUK73 / HarborView Mortgage Loan Trust, Series 2005-11, Class 2A1A | 0.05 | -5.26 | 0.0007 | -0.0000 | |||||
| US007036KD71 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 3A1 | 0.05 | -1.85 | 0.0007 | 0.0000 | |||||
| US362341WZ88 / GSR MORTGAGE LOAN TRUST | 0.05 | -1.85 | 0.0007 | 0.0000 | |||||
| US362341FR55 / GSR Mortgage Loan Trust, Series 2005-AR, Class 6A1 | 0.05 | -1.85 | 0.0007 | 0.0000 | |||||
| US31329QDG38 / FED HM LN PC POOL ZA6403 FR 03/39 FIXED 4 | 0.05 | -1.85 | 0.0007 | 0.0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0007 | 0.0007 | ||||||
| US80557BAA26 / Saxon Asset Securities Trust 2007-3 | 0.05 | -5.56 | 0.0007 | -0.0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0007 | 0.0007 | ||||||
| US466309AA90 / JP Morgan Alternative Loan Trust | 0.05 | -3.85 | 0.0007 | -0.0000 | |||||
| US45660LQL61 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A6 | 0.05 | -2.00 | 0.0007 | 0.0000 | |||||
| US059515AH96 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6 | 0.05 | -4.00 | 0.0006 | -0.0000 | |||||
| US32052WAH25 / First Horizon Alternative Mortgage Securities Trust 2007-FA4 | 0.05 | -9.43 | 0.0006 | -0.0001 | |||||
| US3140HNVL33 / FNMA 30YR 4% 08/01/2048#BK8718 | 0.05 | -2.08 | 0.0006 | 0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.05 | 0.0006 | 0.0006 | ||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0006 | 0.0006 | ||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0006 | 0.0006 | ||||||
| US61754PAA21 / Morgan Stanley Mortgage Loan Trust 2007-8XS | 0.05 | -2.13 | 0.0006 | 0.0000 | |||||
| US3131Y1W553 / Freddie Mac Pool | 0.05 | -2.13 | 0.0006 | -0.0000 | |||||
| US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 0.05 | -4.17 | 0.0006 | -0.0000 | |||||
| US07384YSY31 / BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-1 SER 2004-1 CL M1 V/R REGD 2.68300000 | 0.05 | -4.17 | 0.0006 | -0.0000 | |||||
| US22616CAJ27 / Crestline Denali CLO XV Ltd | 0.05 | -82.76 | 0.0006 | -0.0028 | |||||
| US79549AYP82 / SALOMON BROTHERS MORTGAGE SECU SBM7 2003 1 A1 144A | 0.04 | -4.35 | 0.0006 | -0.0000 | |||||
| US86359LAQ23 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 | 0.04 | -4.44 | 0.0006 | -0.0000 | |||||
| DK0009399784 / JYSKE REALKREDIT A/S COVERED 10/43 0.5 | 0.04 | 10.26 | 0.0006 | 0.0001 | |||||
| US31393CX406 / FNMA, Series 2003-W8, Class 3F2 | 0.04 | -4.55 | 0.0006 | -0.0000 | |||||
| KC HRW WHEAT FUT SEP25 XCBT 20250912 / DCO (000000000) | 0.04 | 0.0006 | 0.0006 | ||||||
| US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates | 0.04 | -12.77 | 0.0006 | -0.0001 | |||||
| US31395A3J20 / Freddie Mac Structured Pass-Through Certificates | 0.04 | -2.38 | 0.0005 | -0.0000 | |||||
| NY HARB ULSD FUT DEC25 XNYM 20251128 / DCO (000000000) | 0.04 | 0.0005 | 0.0005 | ||||||
| US59020UH324 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 | 0.04 | -2.44 | 0.0005 | 0.0000 | |||||
| US61751MAA27 / Morgan Stanley Mortgage Loan Trust 2007-10XS | 0.04 | -2.44 | 0.0005 | -0.0000 | |||||
| US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 | 0.04 | -2.44 | 0.0005 | -0.0000 | |||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | 0.04 | 0.0005 | 0.0005 | ||||||
| US12667G7F48 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 46CB A12 | 0.04 | -2.50 | 0.0005 | -0.0000 | |||||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (EZBBB24RFW42) | 0.04 | 21.88 | 0.0005 | 0.0001 | |||||
| SOYBEAN MEAL FUTR JAN26 XCBT 20260114 / DCO (000000000) | 0.04 | 0.0005 | 0.0005 | ||||||
| US3140X5Y725 / FNMA POOL FM2533 FN 06/48 FIXED VAR | 0.04 | -2.56 | 0.0005 | -0.0000 | |||||
| US12667GUG62 / Countrywide Alternative Loan Trust, Series 2005-29CB, Class A4 | 0.04 | -7.32 | 0.0005 | -0.0000 | |||||
| US41161PCY79 / Harborview Mortgage Loan Trust 2004-6 | 0.04 | -2.56 | 0.0005 | 0.0000 | |||||
| US649603AQ05 / NYMT 2006-1 2A3 | 0.04 | -2.63 | 0.0005 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0005 | 0.0005 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0005 | 0.0005 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0005 | 0.0005 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0005 | 0.0005 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0005 | 0.0005 | ||||||
| US92922FD478 / WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR2, Class 2A21 | 0.04 | -5.26 | 0.0005 | -0.0000 | |||||
| NLICE0567889 / TTF NAT GAS F SEP25 NDEX 20250828 | 0.04 | 0.0005 | 0.0005 | ||||||
| US31401GY240 / FANNIE MAE 3.468% 04/01/2033 FNMA ARM | 0.04 | -23.91 | 0.0005 | -0.0001 | |||||
| US126694JR04 / CHL Mortgage Pass-Through Trust, Series 2005-24, Class A1 | 0.04 | 0.00 | 0.0005 | 0.0000 | |||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.04 | 0.0005 | 0.0005 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0005 | 0.0005 | ||||||
| US007036MX18 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 | 0.03 | 0.00 | 0.0005 | 0.0000 | |||||
| US31395BVE00 / FANNIE MAE FNR 2006 15 FC | 0.03 | -2.94 | 0.0004 | -0.0000 | |||||
| US45660NQA62 / IndyMac MBS, Inc. | 0.03 | -2.94 | 0.0004 | -0.0000 | |||||
| US466247SL84 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A5 3A3 | 0.03 | -28.26 | 0.0004 | -0.0002 | |||||
| US863579VM76 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 | 0.03 | -3.03 | 0.0004 | -0.0000 | |||||
| LME ZINC FUTURE SEP25 XLME 20250915 / DCO (GB00H24CQ015) | 0.03 | 0.0004 | 0.0004 | ||||||
| LME ZINC FUTURE SEP25 XLME 20250915 / DCO (GB00H24CQ015) | 0.03 | 0.0004 | 0.0004 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0004 | 0.0004 | ||||||
| LME LEAD FUTURE JUL25 XLME 20250714 / DCO (GB00H249FY92) | 0.03 | -33.33 | 0.0004 | -0.0002 | |||||
| LME LEAD FUTURE JUL25 XLME 20250714 / DCO (GB00H249FY92) | 0.03 | -33.33 | 0.0004 | -0.0002 | |||||
| US66987XGJ81 / NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5 | 0.03 | -77.46 | 0.0004 | -0.0014 | |||||
| US466247XK47 / JP Morgan Mortgage Trust 2005-ALT1 | 0.03 | -3.12 | 0.0004 | -0.0000 | |||||
| US03072SA214 / AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R3 M4 | 0.03 | -74.80 | 0.0004 | -0.0012 | |||||
| UK NATURAL GAS FUTSEP25 IFEU 20250828 / DCO (GB00H44X9547) | 0.03 | 0.0004 | 0.0004 | ||||||
| US93362YAB83 / WAMU_06-AR5 | 0.03 | -3.23 | 0.0004 | 0.0000 | |||||
| US585525FX10 / MRFC Mortgage Pass-Through Trust Series 2002-TBC2 | 0.03 | 0.00 | 0.0004 | 0.0000 | |||||
| US12668RAA68 / CORP CMO | 0.03 | -3.33 | 0.0004 | -0.0000 | |||||
| US3128JRAN69 / FED HM LN PC POOL 847213 FH 01/34 FLOATING VAR | 0.03 | -3.33 | 0.0004 | -0.0000 | |||||
| US872224AG53 / TBW Mortgage-Backed Trust Series 2006-4 | 0.03 | 0.00 | 0.0004 | 0.0000 | |||||
| US17307GEC87 / CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700 | 0.03 | 0.00 | 0.0004 | 0.0000 | |||||
| US59024LAB71 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2007-HE2 | 0.03 | 0.00 | 0.0004 | 0.0000 | |||||
| US46630GAH83 / JP MORGAN MORTGAGE TRUST 2007-A1 | 0.03 | -9.68 | 0.0004 | -0.0000 | |||||
| US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 | 0.03 | 0.00 | 0.0004 | 0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0004 | 0.0004 | ||||||
| TRS R SOFRRATE+17/912828V49 MYC / DCR (000000000) | 0.03 | 0.0004 | 0.0004 | ||||||
| US45660N6S95 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A | 0.03 | 0.00 | 0.0004 | 0.0000 | |||||
| US31396L4T48 / FNMA, REMIC, Series 2006-118, Class A2 | 0.03 | -7.41 | 0.0003 | -0.0000 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0003 | 0.0003 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0003 | 0.0003 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0003 | 0.0003 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0003 | 0.0003 | ||||||
| US45660LW702 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 4A1 | 0.03 | 0.00 | 0.0003 | 0.0000 | |||||
| US3128JRLD68 / FED HM LN PC POOL 847524 FH 06/33 FLOATING VAR | 0.02 | -4.00 | 0.0003 | -0.0000 | |||||
| US46630GAJ40 / JP Morgan Mortgage Trust 2007-A1 | 0.02 | -11.11 | 0.0003 | -0.0000 | |||||
| US16162WPB99 / Chase Mortgage Finance Trust | 0.02 | -7.69 | 0.0003 | -0.0000 | |||||
| US761118EN47 / RALI Series 2005-QO1 Trust | 0.02 | -4.00 | 0.0003 | -0.0000 | |||||
| US3140JRZU81 / FNMA 30YR 4% 04/01/2049#BN8854 | 0.02 | 0.00 | 0.0003 | 0.0000 | |||||
| US12628LAJ98 / CSAB MORTGAGE-BACKED TRUST 2006-4 SER 2006-4 CL A6A S/UP REGD 5.68370000 | 0.02 | -4.17 | 0.0003 | -0.0000 | |||||
| US939336Z487 / WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust | 0.02 | -4.17 | 0.0003 | -0.0000 | |||||
| US863579B491 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 3A1 | 0.02 | 0.00 | 0.0003 | 0.0000 | |||||
| US161630AL29 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1 | 0.02 | 0.00 | 0.0003 | 0.0000 | |||||
| US23245LAB62 / COUNTRYWIDE ALTERNATIVE LOAN TRUST | 0.02 | -4.17 | 0.0003 | -0.0000 | |||||
| US3128NFFX03 / FHLMC | 0.02 | -4.35 | 0.0003 | -0.0000 | |||||
| SOYBEAN FUTURE JAN26 XCBT 20260114 / DCO (000000000) | 0.02 | 0.0003 | 0.0003 | ||||||
| US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 | 0.02 | -12.50 | 0.0003 | -0.0000 | |||||
| US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 | 0.02 | -8.70 | 0.0003 | -0.0000 | |||||
| NATURAL GAS FUTR JAN26 XNYM 20251229 / DCO (000000000) | 0.02 | 0.0003 | 0.0003 | ||||||
| US07384MAA09 / Bear Stearns ARM Trust 2000-2 | 0.02 | -4.55 | 0.0003 | -0.0000 | |||||
| LEAN HOGS FUTURE OCT25 XCME 20251014 / DCO (000000000) | 0.02 | 0.0003 | 0.0003 | ||||||
| US31329QZJ39 / FED HM LN PC POOL ZA7045 FR 06/49 FIXED 4 | 0.02 | -4.76 | 0.0003 | 0.0000 | |||||
| US86359LDX47 / Structured Asset Mortgage Investments II Trust 2004-AR5 | 0.02 | -9.09 | 0.0003 | -0.0000 | |||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0003 | 0.0003 | ||||||
| COTTON NO.2 FUTR DEC25 IFUS 20251208 / DCO (000000000) | 0.02 | 0.0003 | 0.0003 | ||||||
| US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust | 0.02 | 0.00 | 0.0003 | -0.0000 | |||||
| US32051D6B35 / FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES | 0.02 | -10.00 | 0.0002 | -0.0000 | |||||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0.02 | -5.26 | 0.0002 | -0.0000 | |||||
| US92922FLD86 / WaMu Mortgage Pass-Through Certificates Series 2004-AR1 Trust | 0.02 | -5.56 | 0.0002 | 0.0000 | |||||
| US07384M3D25 / BEAR STEARNS ARM TRUST 2004-9 BSARM 2004-9 22A1 | 0.02 | -5.56 | 0.0002 | 0.0000 | |||||
| WHEAT FUTURE(CBT) DEC25 XCBT 20251212 / DCO (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| PALLADIUM FUTURE SEP25 XNYM 20250926 / DCO (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| US12667FU298 / Alternative Loan Trust, Series 2005-J1, Class 3A1 | 0.02 | -5.88 | 0.0002 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| US31395B6R90 / Fannie Mae REMICS | 0.02 | 0.00 | 0.0002 | 0.0000 | |||||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0.02 | -5.88 | 0.0002 | -0.0000 | |||||
| US36242DH559 / GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2 | 0.02 | 0.00 | 0.0002 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| US12669GGF28 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB8 6A1 | 0.02 | 0.00 | 0.0002 | 0.0000 | |||||
| US76113MAB19 / Residential Asset Securitization Trust, Series 2006-R1, Class A2 | 0.02 | 0.00 | 0.0002 | 0.0000 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US31396WTU08 / Fannie Mae REMICS | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US59023QAB77 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-RM4 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| WHITE SUGAR (ICE) OCT25 IFEU 20250915 / DCO (GB00KFPXMP88) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US31418CZF49 / Fannie Mae Pool | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| US585525FC72 / Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1 | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| US585525DF22 / MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2 | 0.01 | -15.38 | 0.0002 | -0.0000 | |||||
| US31391MCP68 / FNMA POOL 670678 FN 11/33 FLOATING VAR | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US585525ED64 / MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US3132A5JD87 / Freddie Mac Pool | 0.01 | -9.09 | 0.0001 | -0.0000 | |||||
| US92922F6W34 / WAMU Mortgage Pass-Through Certificates Trust, Series 2005-AR16, Class 1A1 | 0.01 | -9.09 | 0.0001 | -0.0000 | |||||
| US12668ALH67 / Alternative Loan Trust, Series 2005-50CB, Class 1A1 | 0.01 | -9.09 | 0.0001 | -0.0000 | |||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US81744AAA60 / Sequoia Mortgage Trust, Series 11, Class A | 0.01 | -10.00 | 0.0001 | -0.0000 | |||||
| COCOA FUTURE - IC SEP25 IFEU 20250915 / DCO (GB00KKVZRD64) | 0.01 | 0.0001 | 0.0001 | ||||||
| US17307GXR46 / Citigroup Mortgage Loan Trust Inc | 0.01 | -10.00 | 0.0001 | -0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US86359AYX52 / Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A | 0.01 | 0.00 | 0.0001 | 0.0000 | |||||
| US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 | 0.01 | -11.11 | 0.0001 | -0.0000 | |||||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | 0.01 | -11.11 | 0.0001 | -0.0000 | |||||
| US46630GAA31 / JP Morgan Mortgage Trust 2007-A1 | 0.01 | 0.00 | 0.0001 | 0.0000 | |||||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US46628LAG32 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US3128JRN777 / Federal Home Loan Mortgage Corporation | 0.01 | 0.00 | 0.0001 | 0.0000 | |||||
| US3128NHPT47 / FEDERAL HOME LOAN MORTGAGE CORP 3.249% 09/01/2036 FHLMC ARM | 0.01 | -22.22 | 0.0001 | -0.0000 | |||||
| COPPER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US59020UTC98 / MLCC MORTGAGE INVESTORS INC MLCC 2005 A A2 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| LME ZINC FUTURE JUL25 XLME 20250714 / DCO (GB00H249H767) | 0.01 | -25.00 | 0.0001 | -0.0000 | |||||
| US31402LPB26 / FANNIE MAE 2.757% 06/01/2043 FAR FNARM | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US94985AAA79 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1 | 0.01 | -14.29 | 0.0001 | -0.0000 | |||||
| US161630AA63 / Chase Mortgage Finance Trust, Series 2007-A1, Class 1A1 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US92922FU480 / WaMu Mortgage Pass-Through Certificates Series 2005-AR9 Trust | 0.01 | 0.00 | 0.0001 | 0.0000 | |||||
| SUGAR 11 (WORLD) MAR26 IFUS 20260227 / DCO (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US86359B7K13 / Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS | 0.01 | -40.00 | 0.0001 | -0.0001 | |||||
| US3133TPWN58 / FREDDIE MAC FHR 2264 PL | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US81743WAA99 / Sequoia Mortgage Trust 5 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US81743VAA17 / SEQUOIA MORTGAGE TRUST 10 SEMT 10 1A | 0.00 | -33.33 | 0.0001 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US46630GAN51 / JP MORGAN MORTGAGE TRUST 2007-A1 JPMMT 2007-A1 4A2 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36225DRX48 / GNMA II POOL 081401 G2 07/35 FLOATING VAR | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| WHEAT FUTURE(CBT) SEP25 XCBT 20250912 / DCO (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US3140HJYY15 / FNMA POOL BK5226 FN 09/48 FIXED 4 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US12669GPR64 / CHL Mortgage Pass-Through Trust 2005-2 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | 0.00 | 0.00 | 0.0001 | 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 | ||||||
| US81743VAB99 / Sequoia Mortgage Trust 10 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US590219AG66 / MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31404GHQ73 / FANNIE MAE 3.252% 02/01/2034 FNMA ARM | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US12669F6Z19 / CWMBS, Inc. | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US38376RYS92 / Government National Mortgage Association | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31394VL730 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31388UKH22 / FNMA POOL 615096 FN 02/32 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US92922FJ251 / WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009798803 / NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31390JX977 / FNMA POOL 647904 FN 04/32 FLOATING VAR | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US585525FN38 / MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31385HJE36 / FANNIE MAE POOL P#544861 4.18600000 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| SOYBEAN OIL FUTR JAN26 XCBT 20260114 / DCO (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31359UPD18 / FANNIEMAE WHOLE LOAN FNW 1998 W2 A8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US939336PB38 / Washington Mutual Mortgage Securities Corp. | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US59020UJQ94 / Merrill Lynch Mortgage Investors Trust, Series 2004-E, Class A2A | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31385HJD52 / Fannie Mae Pool | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31402XTR79 / FNMA POOL 741360 FN 10/33 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| LME LEAD FUTURE SEP25 XLME 20250915 / DCO (GB00H24CNG60) | 0.00 | 0.0000 | 0.0000 | ||||||
| LME LEAD FUTURE SEP25 XLME 20250915 / DCO (GB00H24CNG60) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0002047224 / Nordea Kredit Realkreditaktieselskab | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US576433GF78 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 3A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US45660LZK87 / IndyMac INDA Mortgage Loan Trust 2005-AR1 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| DK0009292559 / REALKREDIT DANMARK COVERED 07/47 2.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009382707 / JYSKE REALKREDIT A/S COVERED 10/47 2.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US86359BEF40 / STRUCTURED ASSET SECURITIES CO SASC 2003 40A 1A | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3133TDPX83 / FHLMC_T-11 | 0.00 | 0.0000 | -0.0000 | ||||||
| US86359BGF22 / Structured Adjustable Rate Mortgage Loan Trust | 0.00 | 0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| NDASS / NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31390JX894 / FNMA POOL 647903 FN 04/27 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| DK0004616018 / Realkredit Danmark A/S | 0.00 | 0.0000 | 0.0000 | ||||||
| LOW SU GASOIL G DEC25 IFEU 20251211 / DCO (GB00H6D17608) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US86359BNU16 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-4 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US65535VSE91 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 4A | 0.00 | 0.0000 | 0.0000 | ||||||
| US023138AA88 / Ambac Assurance Corp | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0004619384 / REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527293 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527103 / NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0004616281 / REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009403131 / JYSKE REALKREDIT A/S COVERED 10/53 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0002044551 / NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0002047141 / Nordea Kredit Realkreditaktieselskab | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0002050368 / Nordea Kredit Realkreditaktieselskab | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (EZ3BFCC1XWF6) | -0.00 | -88.89 | -0.0000 | 0.0001 | |||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (GB00H24CMP86) | -0.00 | -0.0000 | -0.0000 | ||||||
| LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (GB00H24CMP86) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SGX IRON ORE 62 SEP25 XSIM 20250930 / DCO (SGXDB0712503) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| LIVE CATTLE FUTR OCT25 XCME 20251031 / DCO (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| EZ4FMKYSPBW2 / INF SWAP FR NI 1.91 01/15/18-20Y LCH | -0.01 | 0.00 | -0.0002 | -0.0000 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| COCOA FUTURE SEP25 IFUS 20250915 / DCO (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0003 | -0.0003 | ||||||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH / DIR (EZ2FWGWN9JD1) | -0.02 | -40.54 | -0.0003 | 0.0002 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0003 | -0.0003 | ||||||
| WTI CRUDE FUTURE DEC25 XNYM 20251120 / DCO (000000000) | -0.02 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0004 | -0.0004 | ||||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | -0.03 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0004 | -0.0004 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0005 | -0.0005 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0005 | -0.0005 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0005 | -0.0005 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0005 | -0.0005 | ||||||
| LME ZINC FUTURE JUL25 XLME 20250714 / DCO (GB00H249H767) | -0.04 | -537.50 | -0.0005 | -0.0006 | |||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0005 | -0.0005 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0005 | -0.0005 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0005 | -0.0005 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0005 | -0.0005 | ||||||
| 317U4NEA1 PIMCO SWAPTION 2.465 PUT EUR 2025120 / DIR (000000000) | -0.04 | -0.0005 | -0.0005 | ||||||
| SOYBEAN FUTURE NOV25 XCBT 20251114 / DCO (000000000) | -0.04 | -0.0006 | -0.0006 | ||||||
| BRENT CRUDE FUTR MAR26 IFEU 20260130 / DCO (GB00H47KCH57) | -0.05 | -0.0006 | -0.0006 | ||||||
| SOYBEAN OIL FUTR DEC25 XCBT 20251212 / DCO (000000000) | -0.05 | -0.0006 | -0.0006 | ||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0.06 | -0.0007 | -0.0007 | ||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0.06 | -0.0007 | -0.0007 | ||||||
| GOLD 100 OZ FUTR DEC25 XCEC 20251229 / DCO (000000000) | -0.06 | -0.0008 | -0.0008 | ||||||
| CARBON EMISSIONS FUTURES NDEX 20251215 / DCO (NLICE1584875) | -0.07 | -0.0009 | -0.0009 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.08 | -0.0011 | -0.0011 | ||||||
| LME NICKEL FUTURE JUL25 XLME 20250714 / DCO (GB00H249F944) | -0.08 | -354.55 | -0.0011 | -0.0016 | |||||
| LME NICKEL FUTURE JUL25 XLME 20250714 / DCO (GB00H249F944) | -0.08 | -354.55 | -0.0011 | -0.0016 | |||||
| INF SWAP US IT 2.842 02/13/25-1Y LCH / DIR (EZL99W0M4DL3) | -0.11 | -54.94 | -0.0014 | 0.0016 | |||||
| INF SWAP US IT 2.38 10/15/24-1Y LCH / DIR (000000000) | -0.11 | -0.0014 | -0.0014 | ||||||
| INF SWAP US IT 2.82 02/05/25-1Y LCH / DIR (EZW83BH7F4K3) | -0.11 | -52.38 | -0.0015 | 0.0015 | |||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.12 | -0.0015 | -0.0015 | ||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.12 | -0.0015 | -0.0015 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0016 | -0.0016 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0016 | -0.0016 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.13 | -0.0017 | -0.0017 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.13 | -0.0017 | -0.0017 | ||||||
| SOLD PEN BOUGHT USD 20250908 / DFE (000000000) | -0.14 | -0.0018 | -0.0018 | ||||||
| RFR USD SOFR/4.75000 01/18/24-2Y LCH / DIR (EZD73HK3RQ70) | -0.16 | -22.00 | -0.0021 | 0.0005 | |||||
| 317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 / DIR (EZTFF0T0MM94) | -0.16 | -31.51 | -0.0022 | 0.0009 | |||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.18 | -0.0023 | -0.0023 | ||||||
| 317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (EZX1947LJZS2) | -0.19 | -61.08 | -0.0025 | 0.0038 | |||||
| INF SWAP US IT 2.341 11/07/24-1Y LCH / DIR (000000000) | -0.19 | -0.0026 | -0.0026 | ||||||
| INF SWAP EM NI 2.034 09/15/24-10Y LCH / DIR (EZN396K1L0G6) | -0.20 | 217.46 | -0.0027 | -0.0018 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.21 | -0.0028 | -0.0028 | ||||||
| INF SWAP US IT 1.98 09/19/24-1Y LCH / DIR (000000000) | -0.21 | -0.0028 | -0.0028 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.21 | -0.0028 | -0.0028 | ||||||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) | -0.23 | -0.0031 | -0.0031 | ||||||
| RFR USD SOFR/4.76000 01/18/24-2Y LCH / DIR (EZD73HK3RQ70) | -0.24 | 18.50 | -0.0031 | -0.0005 | |||||
| RFR USD SOFR/4.76000 01/18/24-2Y LCH / DIR (EZD73HK3RQ70) | -0.24 | 18.50 | -0.0031 | -0.0005 | |||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.24 | -0.0032 | -0.0032 | ||||||
| IRS EUR 2.12000 09/03/25-2Y LCH / DIR (EZ96RKPCNS84) | -0.25 | -360.42 | -0.0033 | -0.0046 | |||||
| US01F0306781 / UMBS TBA | -0.26 | -101.06 | -0.0034 | -0.2325 | |||||
| 317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 / DIR (EZ3172RBNXR7) | -0.26 | 8.30 | -0.0035 | -0.0003 | |||||
| INF SWAP US IT 2.7025 01/14/25-1Y LCH / DIR (000000000) | -0.26 | -0.0035 | -0.0035 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.29 | -0.0038 | -0.0038 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.30 | -0.0040 | -0.0040 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.30 | -0.0040 | -0.0040 | ||||||
| INF SWAP US IT 2.033 09/23/24-1Y LCH / DIR (000000000) | -0.33 | -0.0044 | -0.0044 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.33 | -0.0044 | -0.0044 | ||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.36 | -0.0048 | -0.0048 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.36 | -0.0048 | -0.0048 | ||||||
| SOYBEAN MEAL FUTR DEC25 XCBT 20251212 / DCO (000000000) | -0.37 | -0.0049 | -0.0049 | ||||||
| RFR USD SOFR/4.87000 12/22/23-2Y LCH / DIR (EZ8CMNXZ06H5) | -0.40 | -67.49 | -0.0052 | 0.0105 | |||||
| RFR USD SOFR/4.87000 12/22/23-2Y LCH / DIR (EZ8CMNXZ06H5) | -0.40 | -67.49 | -0.0052 | 0.0105 | |||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.41 | -0.0054 | -0.0054 | ||||||
| COFFEE 'C' FUTURE DEC25 IFUS 20251218 / DCO (000000000) | -0.41 | -0.0055 | -0.0055 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.42 | -0.0055 | -0.0055 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.42 | -0.0055 | -0.0055 | ||||||
| 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (EZ221JVG9JT4) | -0.42 | -30.38 | -0.0055 | 0.0023 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.43 | -0.0057 | -0.0057 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.43 | -0.0057 | -0.0057 | ||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | -0.47 | -0.0063 | -0.0063 | ||||||
| INF SWAP US IT 2.208 10/07/24-1Y LCH / DIR (EZNGLYZR1MV8) | -0.48 | -41.15 | -0.0064 | 0.0042 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.50 | -0.0067 | -0.0067 | ||||||
| INF SWAP EM NI 2.049 08/15/24-10Y LCH / DIR (EZDNND6WTG36) | -0.53 | 130.13 | -0.0070 | -0.0040 | |||||
| 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (EZM13T8B0L79) | -0.54 | 6.34 | -0.0071 | -0.0006 | |||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.54 | -0.0071 | -0.0071 | ||||||
| 317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (EZLZP1BQVJZ9) | -0.56 | -15.99 | -0.0074 | 0.0012 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.57 | -0.0075 | -0.0075 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.57 | -0.0076 | -0.0076 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.58 | -0.0076 | -0.0076 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.58 | -0.0077 | -0.0077 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.59 | -0.0078 | -0.0078 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.59 | -0.0079 | -0.0079 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.60 | -0.0080 | -0.0080 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.61 | -0.0080 | -0.0080 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.61 | -0.0080 | -0.0080 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.61 | -0.0081 | -0.0081 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.62 | -0.0083 | -0.0083 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.63 | -0.0083 | -0.0083 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.63 | -0.0084 | -0.0084 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.63 | -0.0084 | -0.0084 | ||||||
| INF SWAP US IT 2.35 11/07/24-1Y LCH / DIR (000000000) | -0.64 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.64 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.64 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.65 | -0.0086 | -0.0086 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.66 | -0.0087 | -0.0087 | ||||||
| 317U4NFA0 PIMCO SWAPTION 2.465 CALL EUR 202512 / DIR (000000000) | -0.71 | -0.0094 | -0.0094 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.74 | -0.0099 | -0.0099 | ||||||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | -0.78 | -0.0103 | -0.0103 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.79 | -0.0105 | -0.0105 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.79 | -0.0105 | -0.0105 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.82 | -0.0108 | -0.0108 | ||||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) | -0.84 | -0.0112 | -0.0112 | ||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.87 | -0.0116 | -0.0116 | ||||||
| BOUGHT JPY SOLD USD 20250801 / DFE (000000000) | -0.88 | -0.0117 | -0.0117 | ||||||
| INF SWAP FR NI 1.41 11/15/19-20Y LCH / DIR (000000000) | -0.92 | -0.0123 | -0.0123 | ||||||
| 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (EZX2S49T0J63) | -1.06 | -33.89 | -0.0141 | 0.0068 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -1.15 | -0.0152 | -0.0152 | ||||||
| INF SWAP US IT 1.9975 07/25/19-10Y LCH / DIR (000000000) | -1.34 | -0.0178 | -0.0178 | ||||||
| INF SWAP US IT 2.379 07/09/18-10Y LCH / DIR (000000000) | -1.56 | -0.0206 | -0.0206 | ||||||
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH / DIR (EZRPM2SGQXB3) | -1.66 | -10.42 | -0.0220 | 0.0021 | |||||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | -1.87 | -0.0248 | -0.0248 | ||||||
| 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (EZVYB6CMXS84) | -2.06 | 9.58 | -0.0273 | -0.0029 | |||||
| INF SWAP US IT 2.37 06/06/18-10Y LCH / DIR (000000000) | -2.41 | -0.0320 | -0.0320 | ||||||
| GB00HB9WVH19 / 3 Month Euro Euribor | -2.80 | 462.58 | -0.0371 | -0.0306 | |||||
| EZ793V7PSCT8 / INF SWAP US IT 1.8825 11/20/19-10Y LCH | -3.77 | -2.88 | -0.0500 | 0.0004 | |||||
| INF SWAP US IT 2.165 04/16/19-10Y LCH / DIR (000000000) | -4.36 | -0.0579 | -0.0579 | ||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -4.62 | -0.0613 | -0.0613 | ||||||
| REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) | -4.77 | -0.0633 | -0.0633 | ||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -5.11 | -0.0677 | -0.0677 | ||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -5.64 | -0.0747 | -0.0747 | ||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -5.91 | -0.0783 | -0.0783 | ||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -6.41 | -0.0850 | -0.0850 | ||||||
| REVERSE REPO JPM CHASE / RA (000000000) | -9.75 | -0.1292 | -0.1292 | ||||||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (EZHGZY9N2Y63) | -10.98 | 7.47 | -0.1456 | -0.0129 | |||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -13.45 | -0.1783 | -0.1783 | ||||||
| EZ9XW7VM70L4 / INF SWAP US IT 1.76 11/04/19-10Y LCH | -13.66 | -2.56 | -0.1811 | 0.0009 | |||||
| RFRF USD SOFR/2.30000 11/15/23-5Y LCH / DIR (EZSXB4TMLK87) | -15.31 | -9.70 | -0.2030 | 0.0172 | |||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -17.76 | -0.2356 | -0.2356 | ||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -32.04 | -11.72 | -0.4249 | 0.0465 | |||||
| REVERSE REPO BNP PARIBAS SA 12A CLAS/ISIT/TIPS / RA (000000000) | -58.61 | -0.7772 | -0.7772 | ||||||
| REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) | -77.42 | -1.0268 | -1.0268 | ||||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | -189.40 | -2.5117 | -2.5117 | ||||||
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) | -769.26 | -10.2014 | -10.2014 |
