Mga Batayang Estadistika
| Nilai Portofolio | $ 1,446,419,020 |
| Posisi Saat Ini | 1,272 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PIINCAM - PIMCO Income Portfolio Administrative Class telah mengungkapkan total kepemilikan 1,272 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 1,446,419,020 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PIINCAM - PIMCO Income Portfolio Administrative Class adalah Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , and Edwards Lifesciences Corporation (US:EW) . Posisi baru PIINCAM - PIMCO Income Portfolio Administrative Class meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , and Edwards Lifesciences Corporation (US:EW) .
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 |
|---|---|---|---|---|
| 108.42 | 11.3851 | 10.4061 | ||
| 86.72 | 9.1057 | 8.9747 | ||
| 137.88 | 14.4783 | 7.3116 | ||
| 52.83 | 5.5475 | 4.7060 | ||
| 9.31 | 0.9780 | 0.9780 | ||
| 9.09 | 0.9542 | 0.9542 | ||
| 6.70 | 0.7037 | 0.7037 | ||
| 2.20 | 0.2314 | 0.5952 | ||
| 4.61 | 0.4846 | 0.4846 | ||
| 4.61 | 0.4841 | 0.4841 |
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 |
|---|---|---|---|---|
| 8.01 | 0.8415 | -10.1290 | ||
| 0.46 | 0.0488 | -5.4987 | ||
| 61.99 | 6.5099 | -2.3936 | ||
| 38.12 | 4.0029 | -2.1511 | ||
| 8.10 | 0.8507 | -1.5701 | ||
| 41.53 | 4.3611 | -1.2917 | ||
| 8.13 | 0.8535 | -0.9618 | ||
| 0.55 | 0.0573 | -0.5898 | ||
| 21.79 | 2.2881 | -0.4854 | ||
| 0.40 | 0.0425 | -0.4803 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-29 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 137.88 | 193.89 | 14.4783 | 7.3116 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 108.42 | 1,591.96 | 11.3851 | 10.4061 | |||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 86.72 | 7,486.61 | 9.1057 | 8.9747 | |||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 61.99 | 6.36 | 6.5099 | -2.3936 | |||||
| EW / Edwards Lifesciences Corporation | 52.83 | 559.29 | 5.5475 | 4.7060 | |||||
| US01F0506844 / UMBS TBA | 41.53 | 51.88 | 4.3611 | -1.2917 | |||||
| US01F0406854 / UMBS TBA | 38.12 | -5.37 | 4.0029 | -2.1511 | |||||
| FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 / ABS-MBS (US3132DWKJ17) | 21.79 | -10.00 | 2.2881 | -0.4854 | |||||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 19.14 | 0.17 | 2.0100 | -0.1791 | |||||
| US TREASURY N/B 04/27 4.5 / DBT (US91282CKJ98) | 13.47 | 0.10 | 1.4142 | -0.1271 | |||||
| US TREASURY N/B 03/26 4.5 / DBT (US91282CKH33) | 13.24 | -0.14 | 1.3900 | -0.1285 | |||||
| XS2549049885 / BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A | 12.10 | 5.97 | 1.2703 | -0.0373 | |||||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 11.29 | 0.55 | 1.1853 | -0.1006 | |||||
| US126670PK84 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV3 | 9.66 | 0.24 | 1.0147 | -0.0896 | |||||
| US04541GSM59 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M5 | 9.65 | 0.77 | 1.0137 | -0.0836 | |||||
| US91282CCA71 / United States Treasury Inflation Indexed Bonds | 9.31 | 0.9780 | 0.9780 | ||||||
| US01F0306781 / UMBS TBA | 9.09 | 0.9542 | 0.9542 | ||||||
| US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) | 8.58 | -3.28 | 0.9009 | -0.1152 | |||||
| US01F0426811 / UMBS TBA | 8.13 | -31.60 | 0.8535 | -0.9618 | |||||
| US01F0326821 / Fannie Mae or Freddie Mac | 8.10 | -48.88 | 0.8507 | -1.5701 | |||||
| EW / Edwards Lifesciences Corporation | 8.01 | -88.84 | 0.8415 | -10.1290 | |||||
| US64352VHV62 / NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1 | 7.13 | -1.79 | 0.7490 | -0.0829 | |||||
| US21H0426799 / Ginnie Mae | 6.70 | 0.7037 | 0.7037 | ||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A / ABS-MBS (US362948AA98) | 6.70 | -2.09 | 0.7031 | -0.0803 | |||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A / ABS-MBS (US749414AA67) | 6.61 | -6.98 | 0.6942 | -0.1199 | |||||
| US31418ENL01 / Fannie Mae Pool | 6.44 | -4.45 | 0.6762 | -0.0958 | |||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL4 A1 144A / ABS-MBS (US74143RAA14) | 6.28 | -6.88 | 0.6591 | -0.1131 | |||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (US161917AB58) | 6.24 | -1.75 | 0.6554 | -0.0724 | |||||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (US15186PAA66) | 6.21 | 1.39 | 0.6518 | -0.0495 | |||||
| TOWD POINT MORTGAGE FUNDING TPMF 2023 V3 A1 REGS / ABS-MBS (XS2711545694) | 6.14 | -1.08 | 0.6451 | -0.0663 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 5.97 | 8.58 | 0.6273 | -0.0030 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A / ABS-MBS (US89183FAP36) | 5.94 | -3.98 | 0.6240 | -0.0849 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) | 5.87 | -3.07 | 0.6168 | -0.0774 | |||||
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (US92540JAA07) | 5.80 | -6.99 | 0.6091 | -0.1054 | |||||
| US073879PA06 / BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 | 5.77 | -3.50 | 0.6058 | -0.0790 | |||||
| US TREASURY N/B 05/54 4.625 / DBT (US912810UA42) | 5.64 | -3.18 | 0.5917 | -0.0750 | |||||
| US694308HW04 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/27 3.3 | 5.42 | 0.84 | 0.5691 | -0.0465 | |||||
| US12651DAG34 / CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A | 5.31 | -4.03 | 0.5579 | -0.0762 | |||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (US465970AA90) | 5.04 | -4.96 | 0.5294 | -0.0782 | |||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A B 144A / ABS-CBDO (XS2999624070) | 4.96 | 9.21 | 0.5208 | 0.0005 | |||||
| XS2683120211 / Avon Finance No.4 PLC | 4.84 | 0.92 | 0.5079 | -0.0411 | |||||
| US902613AV09 / UBS Group AG | 4.66 | 1.17 | 0.4892 | -0.0382 | |||||
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9) | 4.64 | 1.47 | 0.4869 | -0.0365 | |||||
| CROSSROADS ASSET TRUST XROAD 2025 A A2 144A / ABS-O (US22767VAB45) | 4.61 | 0.4846 | 0.4846 | ||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29) | 4.61 | 0.4841 | 0.4841 | ||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 4.55 | 0.29 | 0.4782 | -0.0419 | |||||
| PRP ADVISORS, LLC PRPM 2025 4 A1 144A / ABS-MBS (US69382KAA60) | 4.54 | 0.4767 | 0.4767 | ||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A / ABS-O (US39571NAC02) | 4.48 | 1.40 | 0.4709 | -0.0357 | |||||
| US68389FKR46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 | 4.48 | -4.38 | 0.4705 | -0.0663 | |||||
| US57645TAB35 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A2 | 4.42 | -1.08 | 0.4638 | -0.0478 | |||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (US03331XAA90) | 4.36 | 1.02 | 0.4574 | -0.0366 | |||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (US03332AAA88) | 4.33 | 1.05 | 0.4546 | -0.0362 | |||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 4.33 | 0.91 | 0.4544 | -0.0368 | |||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 4.32 | 1.19 | 0.4538 | -0.0354 | |||||
| US30227FAA84 / Extended Stay America Trust | 4.29 | -0.85 | 0.4507 | -0.0452 | |||||
| US669884AE80 / NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 2.24800000 | 4.27 | 0.49 | 0.4482 | -0.0383 | |||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (US033296AG97) | 4.26 | -0.72 | 0.4471 | -0.0442 | |||||
| ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (XS2936116966) | 4.24 | 8.83 | 0.4455 | -0.0011 | |||||
| INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (XS2867986593) | 4.23 | 8.85 | 0.4445 | -0.0010 | |||||
| US86364GAE35 / STRUCTURED ASSET SECURITIES CO SASC 2007 TC1 M3 144A | 4.15 | 0.56 | 0.4353 | -0.0370 | |||||
| ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (US449249AS08) | 4.10 | 0.27 | 0.4308 | -0.0378 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 4.10 | 0.4300 | 0.4300 | ||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (US14311UBA51) | 4.00 | 0.48 | 0.4205 | -0.0360 | |||||
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (US89856JAA43) | 4.00 | 0.23 | 0.4202 | -0.0371 | |||||
| 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (US33835AAY55) | 4.00 | 0.25 | 0.4202 | -0.0370 | |||||
| US83611MBV90 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2004 WMC1 M1 | 3.94 | -1.99 | 0.4133 | -0.0467 | |||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A / ABS-CBDO (US03330HAA59) | 3.93 | -9.29 | 0.4124 | -0.0835 | |||||
| US362341CV94 / GSAA 2005-8 M2 | 3.92 | 0.20 | 0.4116 | -0.0366 | |||||
| US16159LAC28 / Chase Mortgage Finance Corp. | 3.88 | -2.66 | 0.4070 | -0.0491 | |||||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3 / DBT (US44891ADF12) | 3.87 | 0.39 | 0.4063 | -0.0353 | |||||
| US466317AA25 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2022-NLP CL A V/R REGD 144A P/P 1.28650000 | 3.86 | 0.86 | 0.4057 | -0.0331 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 3.85 | 0.4047 | 0.4047 | ||||||
| US91282CAY75 / UST NOTES 0.625% 11/30/2027 | 3.85 | 1.26 | 0.4042 | -0.0313 | |||||
| XS0311694029 / EUROHOME UK MORTGAGES 2007-2 PLC EHMU 2007-2 M1 | 3.84 | 6.84 | 0.4036 | -0.0085 | |||||
| US268432AA90 / Ellington Financial Mortgage Trust 2022-4 | 3.83 | -4.68 | 0.4020 | -0.0580 | |||||
| US12636GAA94 / COMM 2016-667M Mortgage Trust | 3.81 | 6.09 | 0.4004 | -0.0113 | |||||
| US05490TAA07 / BBCCRE Trust, Series 2015-GTP, Class A | 3.79 | -0.63 | 0.3981 | -0.0389 | |||||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (US88164AAB08) | 3.79 | -3.30 | 0.3976 | -0.0509 | |||||
| LUGO FUNDING DAC 05/66 1 / ABS-MBS (XS2930538397) | 3.78 | 4.53 | 0.3972 | -0.0173 | |||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 3.76 | 1.24 | 0.3949 | -0.0306 | |||||
| OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (US67571GAB86) | 3.72 | -4.83 | 0.3909 | -0.0572 | |||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (US03331FAA84) | 3.68 | -14.09 | 0.3861 | -0.1042 | |||||
| GOLDEN BAR SECURITISATION GOLDB 2023 2 A REGS / ABS-O (IT0005561276) | 3.65 | -4.07 | 0.3833 | -0.0525 | |||||
| PRP ADVISORS, LLC PRPM 2024 8 A1 144A / ABS-MBS (US74448KAA88) | 3.63 | -4.68 | 0.3810 | -0.0551 | |||||
| US04012MAA71 / ARGENT SECURITIES INC. ARSI 2006 M1 A2D | 3.63 | -0.52 | 0.3810 | -0.0368 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (US891944AA82) | 3.61 | -4.42 | 0.3794 | -0.0536 | |||||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) | 3.60 | 0.14 | 0.3785 | -0.0339 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (US83207VAA61) | 3.60 | -2.91 | 0.3781 | -0.0467 | |||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (US74136TAA60) | 3.55 | -2.26 | 0.3725 | -0.0433 | |||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3 / ABS-O (US44934QAD34) | 3.54 | 0.28 | 0.3714 | -0.0326 | |||||
| US12569UAA97 / CORP CMO | 3.53 | -2.62 | 0.3708 | -0.0446 | |||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (US78436RAE09) | 3.52 | -0.28 | 0.3698 | -0.0348 | |||||
| WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (US98164LAD10) | 3.52 | -0.31 | 0.3696 | -0.0348 | |||||
| US694308JT56 / Pacific Gas and Electric Co | 3.50 | 0.87 | 0.3673 | -0.0299 | |||||
| US9128286A35 / United States Treasury Note/Bond | 3.47 | 0.26 | 0.3642 | -0.0320 | |||||
| US456606KU53 / INDYMAC RESIDENTIAL ASSET BACK INABS 2006 A A4 | 3.39 | -0.59 | 0.3561 | -0.0347 | |||||
| US55285WAA71 / MFA Trust, Series 2023-NQM2, Class A1 | 3.36 | -3.50 | 0.3532 | -0.0461 | |||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A / ABS-CBDO (XS2865669365) | 3.33 | 0.76 | 0.3497 | -0.0290 | |||||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86) | 3.30 | 0.18 | 0.3468 | -0.0309 | |||||
| R2035 / South Africa - Corporate Bond/Note | 3.27 | 8.03 | 0.3434 | -0.0034 | |||||
| US232434AU41 / Alternative Loan Trust 2006-OC8 | 3.23 | -8.65 | 0.3393 | -0.0659 | |||||
| MFRA TRUST MFRA 2024 RPL1 A1 144A / ABS-MBS (US55287AAA34) | 3.21 | -3.67 | 0.3366 | -0.0446 | |||||
| CIM TRUST CIM 2024 R1 A1 144A / ABS-MBS (US17179VAA89) | 3.16 | -4.22 | 0.3315 | -0.0460 | |||||
| US040114HV54 / Argentine Republic Government International Bond | 3.16 | 7.16 | 0.3315 | -0.0060 | |||||
| VOYA CLO LTD VOYA 2024 1A A1 144A / ABS-CBDO (US92920DAA37) | 3.12 | 0.29 | 0.3272 | -0.0287 | |||||
| PFP III PFP 2024 11 A 144A / ABS-MBS (US69291WAA09) | 3.10 | -9.82 | 0.3251 | -0.0681 | |||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (XS2934650610) | 3.10 | -2.15 | 0.3250 | -0.0373 | |||||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (XS2844411921) | 3.08 | 5.26 | 0.3235 | -0.0118 | |||||
| FNMA POOL DA5748 FN 12/53 FIXED 6.5 / ABS-MBS (US3140A6L610) | 3.04 | -6.75 | 0.3193 | -0.0543 | |||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 3.03 | 1.20 | 0.3182 | -0.0248 | |||||
| US89364MCA09 / TRANSDIGM INC | 3.00 | 0.47 | 0.3155 | -0.0270 | |||||
| ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A / ABS-CBDO (US01750HAQ56) | 3.00 | 0.07 | 0.3153 | -0.0284 | |||||
| US02151BBG23 / Alternative Loan Trust 2007-22 | 2.99 | -4.72 | 0.3140 | -0.0455 | |||||
| US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 | 2.94 | -4.89 | 0.3086 | -0.0454 | |||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48) | 2.90 | -13.06 | 0.3040 | -0.0775 | |||||
| US71643VAB18 / Petroleos Mexicanos | 2.87 | 5.76 | 0.3009 | -0.0095 | |||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (US74938KAA51) | 2.86 | -8.33 | 0.3007 | -0.0571 | |||||
| US345397YT41 / Ford Motor Credit Co. LLC | 2.86 | 1.20 | 0.3005 | -0.0235 | |||||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 2.84 | 6.78 | 0.2977 | -0.0065 | |||||
| RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME / DIR (EZ9PFGBJFFW1) | 2.79 | -9.93 | 0.2933 | -0.0619 | |||||
| US465981AA63 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2023-CCDC CL A REGD 144A P/P 7.23547000 | 2.77 | 0.65 | 0.2907 | -0.0244 | |||||
| US06738ECE32 / Barclays PLC | 2.77 | 1.65 | 0.2907 | -0.0212 | |||||
| GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (US3618N5ML00) | 2.73 | 0.2870 | 0.2870 | ||||||
| PEP01000C5I0 / BONOS DE TESORERIA | 2.71 | 7.16 | 0.2846 | -0.0052 | |||||
| US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 | 2.69 | -5.09 | 0.2820 | -0.0420 | |||||
| US05964HAY18 / Banco Santander SA | 2.67 | 0.38 | 0.2801 | -0.0243 | |||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 2.66 | -0.49 | 0.2790 | -0.0269 | |||||
| US92918FAF18 / Voya CLO 2019-3 Ltd | 2.64 | 0.00 | 0.2776 | -0.0252 | |||||
| XS2433210007 / PROSUS NV SR UNSECURED 144A 01/34 2.778 | 2.64 | 13.26 | 0.2772 | 0.0102 | |||||
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (US74448PAA75) | 2.64 | -7.21 | 0.2769 | -0.0487 | |||||
| MX0SGO0000M6 / Mexican Udibonos | 2.63 | 12.05 | 0.2763 | 0.0072 | |||||
| US21H0406734 / Ginnie Mae | 2.60 | 252.23 | 0.2734 | 0.1605 | |||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 M1 144A / ABS-MBS (US12661GAD16) | 2.59 | -1.19 | 0.2715 | -0.0282 | |||||
| US63861VAJ61 / Nationwide Building Society | 2.56 | -0.19 | 0.2692 | -0.0250 | |||||
| US83368RBS04 / Societe Generale SA | 2.56 | 1.51 | 0.2691 | -0.0201 | |||||
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (US693987AA72) | 2.55 | -3.41 | 0.2681 | -0.0347 | |||||
| US07387QAA85 / BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1 | 2.55 | -1.35 | 0.2678 | -0.0284 | |||||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (US89289EBL74) | 2.55 | -17.15 | 0.2674 | -0.0846 | |||||
| US76112BTX81 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS6 M6 | 2.54 | 0.00 | 0.2665 | -0.0242 | |||||
| US92943AAA25 / WSTN_23-MAUI | 2.54 | -0.31 | 0.2665 | -0.0251 | |||||
| US12564DAA28 / CIFC Funding Ltd | 2.51 | 0.16 | 0.2631 | -0.0235 | |||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A / ABS-O (US36270YAC66) | 2.50 | -34.22 | 0.2629 | -0.1731 | |||||
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FFH2 M3 / ABS-MBS (US32027NJA00) | 2.50 | -8.64 | 0.2622 | -0.0509 | |||||
| US40431JAD54 / HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 2A3 | 2.46 | -2.88 | 0.2586 | -0.0318 | |||||
| US86362QAC78 / Structured Asset Securities Corp Mortgage Loan Trust 2007-GEL1 | 2.46 | -0.89 | 0.2586 | -0.0261 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 2.46 | 50.24 | 0.2584 | 0.0708 | |||||
| PRP ADVISORS, LLC PRPM 2024 2 A1 144A / ABS-MBS (US74448BAA89) | 2.44 | -4.81 | 0.2559 | -0.0373 | |||||
| US61772WAL19 / Morgan Stanley Capital I Inc | 2.39 | -1.60 | 0.2511 | -0.0273 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 2.38 | 5.55 | 0.2499 | -0.0083 | |||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 2.36 | 0.98 | 0.2479 | -0.0198 | |||||
| US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 | 2.35 | -16.82 | 0.2473 | -0.0770 | |||||
| US21H0606895 / Ginnie Mae | 2.33 | 0.2448 | 0.2448 | ||||||
| US78432WAJ27 / SFO_21-555 | 2.31 | 6.55 | 0.2426 | -0.0058 | |||||
| US68785BAD55 / OSCAR US FUNDING TRUST | 2.29 | -23.14 | 0.2408 | -0.1009 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A / ABS-O (US69544AAA34) | 2.29 | -35.98 | 0.2404 | -0.1691 | |||||
| US25470XBF15 / DISH DBS Corp. | 2.28 | 2.66 | 0.2396 | -0.0151 | |||||
| MX0MGO0001F1 / Mexican Bonos | 2.27 | 10.10 | 0.2381 | 0.0021 | |||||
| US00764SAB07 / Aegis Asset Backed Securities Trust 2006-1 | 2.26 | -1.57 | 0.2370 | -0.0256 | |||||
| US639057AF59 / NatWest Group PLC | 2.25 | 0.31 | 0.2360 | -0.0207 | |||||
| XS2262961076 / ZF Finance GmbH | 2.21 | 0.2323 | 0.2323 | ||||||
| US21H0526788 / Ginnie Mae | 2.20 | -192.52 | 0.2314 | 0.5952 | |||||
| US14687NAC48 / Carvana Auto Receivables Trust, Series 2023-P4, Class A3 | 2.20 | -13.11 | 0.2312 | -0.0590 | |||||
| VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (US92332YAE14) | 2.19 | 2.63 | 0.2295 | -0.0145 | |||||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11) | 2.17 | -6.66 | 0.2283 | -0.0385 | |||||
| US617526AB45 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP | 2.15 | -1.29 | 0.2256 | -0.0237 | |||||
| MX0SGO0000K0 / Mexican Udibonos | 2.09 | 11.66 | 0.2192 | 0.0050 | |||||
| US14688GAC87 / CRVNA 23-P3 A3 144A 5.82% 08-10-28/11-10-26 | 2.09 | -17.36 | 0.2190 | -0.0702 | |||||
| US61747YFA82 / Morgan Stanley | 2.06 | 0.34 | 0.2168 | -0.0188 | |||||
| US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 | 2.05 | 0.34 | 0.2155 | -0.0188 | |||||
| US45824TBC80 / INTELSAT JACKSON HOLDINGS S.A. | 2.05 | 7.34 | 0.2151 | -0.0036 | |||||
| US00075VAB71 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A2 | 2.03 | -1.17 | 0.2136 | -0.0221 | |||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A / ABS-O (US80280BAB45) | 2.01 | -0.15 | 0.2106 | -0.0195 | |||||
| FCT / Fincantieri S.p.A. | 2.00 | 9.85 | 0.2098 | 0.0015 | |||||
| US35729PMF44 / Fremont Home Loan Trust 2005-D | 1.98 | -2.56 | 0.2075 | -0.0248 | |||||
| XS1002121454 / STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 6.5 | 1.47 | 0.00 | 1.98 | 10.46 | 0.2075 | 0.0026 | |||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (US39571XAB01) | 1.97 | -36.62 | 0.2069 | -0.1492 | |||||
| US21H0506723 / Ginnie Mae | 1.96 | -0.05 | 0.2063 | -0.2000 | |||||
| US83611PBY60 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M5 | 1.96 | 0.20 | 0.2059 | -0.0183 | |||||
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) | 1.95 | 0.2048 | 0.2048 | ||||||
| US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A | 1.94 | -4.19 | 0.2042 | -0.0283 | |||||
| US345397A456 / Ford Motor Credit Co. LLC | 1.94 | 0.67 | 0.2040 | -0.0171 | |||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A / ABS-CBDO (US14311NAU81) | 1.93 | -14.66 | 0.2030 | -0.0565 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 1.93 | -15.86 | 0.2023 | -0.0599 | |||||
| US715638BE14 / Peruvian Government International Bond | 1.92 | -15.62 | 0.2015 | -0.0590 | |||||
| GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A / ABS-CBDO (US381929AA67) | 1.90 | -6.45 | 0.1995 | -0.0332 | |||||
| MX0MGO0000U2 / Mexican Bonos | 1.88 | 11.03 | 0.1977 | 0.0034 | |||||
| US362341VA47 / GSAMP TRUST GSAMP 2005 WMC2 M1 | 1.88 | -1.32 | 0.1970 | -0.0208 | |||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 1.87 | 1.57 | 0.1967 | -0.0146 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A / ABS-O (US69544MAA71) | 1.80 | -36.33 | 0.1887 | -0.1346 | |||||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (US69828QAD97) | 1.80 | 0.90 | 0.1887 | -0.0153 | |||||
| US76110W5K85 / RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL2 M3 | 1.78 | 0.39 | 0.1870 | -0.0162 | |||||
| XS2270393379 / BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875 | 1.78 | 9.49 | 0.1867 | 0.0008 | |||||
| US21H0306827 / Ginnie Mae | 1.77 | 1.43 | 0.1857 | -0.0806 | |||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 1.76 | 1.26 | 0.1852 | -0.0143 | |||||
| US3140QQYH24 / FNMA 30YR 6% 12/01/2052#CB5211 | 1.75 | -3.15 | 0.1842 | -0.0232 | |||||
| US590238AA93 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A1 | 1.74 | -1.13 | 0.1832 | -0.0189 | |||||
| CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A / ABS-O (US16144YAB48) | 1.74 | -32.92 | 0.1823 | -0.1142 | |||||
| US40430FAA03 / HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1 | 1.73 | -0.63 | 0.1813 | -0.0178 | |||||
| ZAG000077470 / Republic of South Africa Government Bond | 1.73 | 7.28 | 0.1812 | -0.0030 | |||||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) | 1.72 | 0.12 | 0.1802 | -0.0162 | |||||
| US03072SUB95 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M3 | 1.70 | 0.71 | 0.1788 | -0.0149 | |||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 1.69 | 0.1775 | 0.1775 | ||||||
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (US92540DAA37) | 1.67 | -12.32 | 0.1757 | -0.0429 | |||||
| ESNT / Essent Group Ltd. | 1.66 | 0.61 | 0.1741 | -0.0148 | |||||
| US097023DB86 / Boeing Co/The | 1.65 | 1.17 | 0.1732 | -0.0136 | |||||
| US91282CBB63 / United States Treasury Note/Bond | 1.62 | 1.25 | 0.1704 | -0.0132 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 1.62 | -9.49 | 0.1704 | -0.0350 | |||||
| US55955GAA13 / Magnetite XXV Ltd | 1.60 | -6.55 | 0.1679 | -0.0282 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 1.57 | -3.73 | 0.1653 | -0.0220 | |||||
| 944YFGII6 / SOFTBANK VISION FUND II FIXED TERM LOAN | 1.57 | -4.09 | 0.1649 | -0.0227 | |||||
| US362341ZE23 / GSAMP TRUST GSAMP 2005 HE5 M4 | 1.56 | -8.01 | 0.1641 | -0.0304 | |||||
| US1266737G14 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC4 M8 | 1.55 | 0.32 | 0.1626 | -0.0143 | |||||
| US842400HT35 / Southern California Edison Co | 1.54 | 0.1618 | 0.1618 | ||||||
| US93935LAC28 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 3A1A | 1.53 | -3.47 | 0.1605 | -0.0209 | |||||
| US912810TU25 / United States Treasury Note/Bond | 1.53 | -2.18 | 0.1602 | -0.0185 | |||||
| US17307GNR55 / Citigroup Mortgage Loan Trust Inc | 1.52 | -0.52 | 0.1601 | -0.0154 | |||||
| US92332YAD31 / Venture Global LNG Inc | 1.51 | 1.68 | 0.1589 | -0.0116 | |||||
| REACH FINANCIAL LLC REACH 2024 2A A 144A / ABS-O (US75525HAA86) | 1.51 | -24.73 | 0.1583 | -0.0711 | |||||
| US91282CBJ99 / United States Treasury Note/Bond | 1.48 | 1.23 | 0.1559 | -0.0121 | |||||
| US31418EV989 / Fannie Mae Pool | 1.48 | -3.59 | 0.1549 | -0.0205 | |||||
| US36179YAS37 / GINNIE MAE II POOL 5.50% | 1.47 | -3.62 | 0.1540 | -0.0202 | |||||
| US654740BS71 / Nissan Motor Acceptance Corp | 1.46 | 1.25 | 0.1537 | -0.0119 | |||||
| US TREASURY N/B 08/54 4.25 / DBT (US912810UC08) | 1.46 | -3.25 | 0.1535 | -0.0196 | |||||
| US46115HCD70 / Intesa Sanpaolo SpA | 1.46 | 1.25 | 0.1534 | -0.0119 | |||||
| IRS EUR 0.83000 12/09/42-10Y LCH / DIR (EZPRCT6S2FJ7) | 1.46 | 30.65 | 0.1532 | 0.0253 | |||||
| US694308HL49 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/45 4.3 | 1.46 | -3.51 | 0.1529 | -0.0200 | |||||
| US12489WQX55 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 1.45 | -3.97 | 0.1524 | -0.0207 | |||||
| US097023CY98 / BOEING CO 5.15 5/30 | 1.43 | 1.14 | 0.1497 | -0.0117 | |||||
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (US52603DAA19) | 1.42 | 0.21 | 0.1496 | -0.0132 | |||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 1.42 | 0.1493 | 0.1493 | ||||||
| US146869AM47 / Carvana Co. | 1.42 | 6.61 | 0.1491 | -0.0035 | |||||
| US92328MAA18 / Venture Global Calcasieu Pass LLC | 1.42 | 1.87 | 0.1486 | -0.0106 | |||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72) | 1.41 | -25.92 | 0.1483 | -0.0700 | |||||
| US75970HAE09 / Renaissance Home Equity Loan Trust | 1.41 | 0.21 | 0.1481 | -0.0131 | |||||
| US90931GAA76 / United Airlines 2020-1 Class A Pass Through Trust | 1.41 | -6.57 | 0.1478 | -0.0248 | |||||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 1.40 | -8.36 | 0.1475 | -0.0280 | |||||
| US361841AQ25 / GLP Capital LP / GLP Financing II Inc | 1.40 | 1.16 | 0.1471 | -0.0116 | |||||
| CDX HY44 5Y ICE / DCR (000000000) | 1.40 | 0.1467 | 0.1467 | ||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) | 1.38 | 0.1446 | 0.1446 | ||||||
| US31418EW557 / FNMA POOL MA5167 FN 10/53 FIXED 6.5 | 1.38 | -7.71 | 0.1445 | -0.0263 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A / ABS-O (US69545AAA25) | 1.37 | -15.19 | 0.1444 | -0.0413 | |||||
| US78443CCB81 / SLM Private Credit Student Loan Trust 2005-B | 1.36 | -6.68 | 0.1424 | -0.0240 | |||||
| FED HM LN PC POOL SD8404 FR 02/54 FIXED 7 / ABS-MBS (US3132DWKR33) | 1.33 | 0.1398 | 0.1398 | ||||||
| US05571AAR68 / BPCE SA | 1.32 | 0.53 | 0.1391 | -0.0118 | |||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 1.32 | 0.1384 | 0.1384 | ||||||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) | 1.29 | -5.30 | 0.1352 | -0.0206 | |||||
| US05571AAQ85 / BPCE SA | 1.28 | -0.39 | 0.1344 | -0.0127 | |||||
| TRT061124T11 / Turkey Government Bond | 1.27 | -2.31 | 0.1330 | -0.0155 | |||||
| US83612MAG24 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2 | 1.26 | -5.25 | 0.1326 | -0.0201 | |||||
| RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME / DIR (EZ6355JKWWQ8) | 1.24 | 2.05 | 0.1305 | -0.0090 | |||||
| US3140XBJV31 / Fannie Mae Pool | 1.23 | -2.77 | 0.1292 | -0.0158 | |||||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | 1.23 | 0.82 | 0.1291 | -0.0105 | |||||
| US36179YDK73 / Ginnie Mae II Pool | 1.23 | -3.23 | 0.1291 | -0.0164 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 1.22 | 1.24 | 0.1286 | -0.0100 | |||||
| US31418EYP95 / FNMA 30YR 6.5% 12/01/2053#MA5217 | 1.21 | -8.81 | 0.1273 | -0.0249 | |||||
| XAD7001LAC72 / SCUR-Alpha 1503 GmbH USD Term Loan B1 | 1.20 | 1.01 | 0.1264 | -0.0101 | |||||
| US57646LAN38 / MASTR Asset Backed Securities Trust 2007-HE2 | 1.20 | -2.60 | 0.1258 | -0.0151 | |||||
| US46602UAC27 / IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A3 | 1.19 | -1.16 | 0.1254 | -0.0129 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 1.16 | 11.28 | 0.1223 | 0.0024 | |||||
| ZAG000016320 / Republic of South Africa Government Bond | 1.13 | 3.86 | 0.1188 | -0.0060 | |||||
| INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A | 1.09 | -1.00 | 0.1149 | -0.0117 | |||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 1.08 | 6.80 | 0.1139 | -0.0024 | |||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 1.07 | -4.36 | 0.1129 | -0.0159 | |||||
| US146869AN20 / Carvana Co. | 1.07 | -0.65 | 0.1128 | -0.0111 | |||||
| US694308KB20 / Pacific Gas and Electric Co | 1.07 | 0.85 | 0.1128 | -0.0092 | |||||
| XS2291819717 / Gazprom PJSC via Gaz Finance PLC | 1.07 | 4.79 | 0.1126 | -0.0047 | |||||
| RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH / DIR (EZP22JB7TGH8) | 1.04 | -11.62 | 0.1095 | -0.0257 | |||||
| R2037 / South Africa - Sovereign or Government Agency Debt | 1.04 | 8.36 | 0.1089 | -0.0007 | |||||
| US912810RU43 / United States Treas Bds Bond | 1.03 | -2.55 | 0.1083 | -0.0130 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 1.03 | -3.84 | 0.1078 | -0.0145 | |||||
| US12567AAA51 / CitiMortgage Alternative Loan Trust | 1.01 | -4.26 | 0.1063 | -0.0149 | |||||
| AMSURG EQUITY EQTYAS910 / EC (902RDL901) | 0.02 | 0.00 | 1.01 | -3.44 | 0.1061 | -0.0138 | |||
| US02156LAA98 / Altice France SA/France | 0.99 | 0.61 | 0.1040 | -0.0087 | |||||
| US097023DA04 / Boeing Co/The | 0.99 | 0.61 | 0.1038 | -0.0087 | |||||
| LU2445093128 / INTELSAT EMERGENCE SA | 0.03 | 0.00 | 0.99 | 2.50 | 0.1034 | -0.0067 | |||
| US61749BAB99 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2FP | 0.98 | -2.39 | 0.1029 | -0.0120 | |||||
| RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH / DIR (EZVLVCNVQGL2) | 0.97 | 3.30 | 0.1020 | -0.0058 | |||||
| US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 0.96 | -0.62 | 0.1008 | -0.0098 | |||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (US03332DAA28) | 0.96 | -0.21 | 0.1007 | -0.0095 | |||||
| US61744CKY11 / MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 A2SS | 0.95 | 0.64 | 0.0998 | -0.0084 | |||||
| PRP ADVISORS, LLC PRPM 2025 RCF1 A1 144A / ABS-MBS (US74390RAA14) | 0.93 | -4.24 | 0.0974 | -0.0136 | |||||
| US22237JAG22 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC2 M2 | 0.91 | -1.83 | 0.0958 | -0.0106 | |||||
| US12666CAE30 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4 | 0.90 | -5.66 | 0.0946 | -0.0148 | |||||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 0.90 | 0.90 | 0.0943 | -0.0076 | |||||
| US61691XAA19 / Morgan Stanley Capital I Trust 2019-PLND | 0.88 | -8.51 | 0.0926 | -0.0178 | |||||
| FED HM LN PC POOL QI9919 FR 07/54 FIXED 5 / ABS-MBS (US3133WHAU76) | 0.87 | -0.34 | 0.0915 | -0.0086 | |||||
| US87168TAB70 / Syniverse Holdings, Inc. 2022 Term Loan | 0.87 | -3.55 | 0.0914 | -0.0119 | |||||
| US36269EAB56 / GLS Auto Select Receivables Trust 2023-2 | 0.86 | -25.67 | 0.0907 | -0.0424 | |||||
| US02660YAW21 / AMERICAN HOME MORTGAGE INVESTM AHM 2006 2 3A4 | 0.86 | -2.27 | 0.0904 | -0.0106 | |||||
| US78307ADE01 / Russian Foreign Bond - Eurobond | 0.84 | 0.00 | 0.0882 | -0.0080 | |||||
| US320986AA08 / FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A | 0.84 | -19.33 | 0.0882 | -0.0310 | |||||
| US17307GP856 / Citigroup Mortgage Loan Trust Inc | 0.83 | 0.48 | 0.0876 | -0.0075 | |||||
| RFRF USD SF+26.161/1.75 12/15/21-10Y LCH / DIR (EZN6SV5430Y2) | 0.83 | -7.72 | 0.0866 | -0.0158 | |||||
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B / LON (953RGXII1) | 0.81 | 5.50 | 0.0847 | -0.0028 | |||||
| MX0MGO0000P2 / Mexican Bonos | 0.79 | 10.75 | 0.0833 | 0.0012 | |||||
| US12668TAA25 / Countrywide Asset-Backed Certificates | 0.77 | -0.64 | 0.0813 | -0.0080 | |||||
| XS2434895632 / Romanian Government International Bond | 0.77 | 12.01 | 0.0804 | 0.0021 | |||||
| US86360XAD21 / STRUCTURED ASSET SECURITIES CO SASC 2006 GEL3 M1 144A | 0.75 | -2.46 | 0.0791 | -0.0094 | |||||
| US3140A3ZS51 / UMBS | 0.74 | -1.99 | 0.0778 | -0.0087 | |||||
| US68403FAA49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 | 0.74 | -1.74 | 0.0773 | -0.0085 | |||||
| US40431JAA16 / HSI Asset Securitization Corp Trust 2007-OPT1 | 0.73 | -1.21 | 0.0772 | -0.0080 | |||||
| US900123CT57 / Turkey Government International Bond | 0.73 | 1.66 | 0.0771 | -0.0055 | |||||
| XS2161831776 / THAMES WATER UTL | 0.73 | -3.58 | 0.0764 | -0.0101 | |||||
| US12667TAA34 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 1A | 0.72 | -2.03 | 0.0760 | -0.0087 | |||||
| US00764MDH79 / AEGIS ASSET BACKED SECURITIES AABST 2004 5 M2 | 0.72 | -3.23 | 0.0756 | -0.0096 | |||||
| US12667HAA95 / Countrywide Asset-Backed Certificates | 0.72 | -2.05 | 0.0752 | -0.0085 | |||||
| RFRF USD SF+26.161/0.75 06/16/21-10Y LCH / DIR (EZ10BFD1R0N4) | 0.71 | -8.12 | 0.0749 | -0.0140 | |||||
| FNMA POOL DA2733 FN 01/54 FIXED 6 / ABS-MBS (US3140A3BB82) | 0.71 | -0.14 | 0.0748 | -0.0070 | |||||
| US61744CKH87 / Morgan Stanley ABS Capital I Inc Trust 2005-HE1 | 0.71 | 0.57 | 0.0747 | -0.0062 | |||||
| FCT / Fincantieri S.p.A. | 0.71 | 11.36 | 0.0742 | 0.0015 | |||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.70 | 504.31 | 0.0736 | 0.0603 | |||||
| RFRF USD SF+26.161/2.2* 9/11/23-26Y* CME / DIR (EZCLLPH7RD85) | 0.69 | 6.28 | 0.0729 | -0.0019 | |||||
| US61744CZD19 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 A2D | 0.69 | -4.72 | 0.0722 | -0.0104 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 0.67 | -3.30 | 0.0708 | -0.0091 | |||||
| US17311BAS25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A | 0.67 | -0.88 | 0.0707 | -0.0072 | |||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 0.67 | -3.32 | 0.0704 | -0.0091 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.67 | 0.0702 | 0.0702 | ||||||
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL / LON (949ABEII2) | 0.66 | 0.00 | 0.0698 | -0.0063 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.66 | 0.0697 | 0.0697 | ||||||
| US251526CD98 / Deutsche Bank AG/New York NY | 0.66 | 1.87 | 0.0688 | -0.0050 | |||||
| US86359B6S57 / STRUCTURED ASSET SECURITIES CO SASC 2005 RMS1 M1 | 0.65 | -4.97 | 0.0683 | -0.0101 | |||||
| ARARGE3209S6 / REPUBLIC OF ARGENTINA BONDS 07/30 VAR | 0.64 | 6.67 | 0.0672 | -0.0016 | |||||
| XAF6628DAN49 / Numericable U.S. LLC, Term Loan B14 | 0.63 | 0.96 | 0.0662 | -0.0054 | |||||
| US3128MJ3H14 / Freddie Mac Gold Pool | 0.62 | -1.58 | 0.0656 | -0.0072 | |||||
| US80557CAA09 / SAXON ASSET SECURITIES TRUST SAST 2007 4 A1 144A | 0.62 | -2.81 | 0.0654 | -0.0080 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.62 | 0.0650 | 0.0650 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.62 | 0.0650 | 0.0650 | ||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2 / ABS-O (US10805NAB10) | 0.61 | -66.11 | 0.0645 | -0.1429 | |||||
| US12668HAE09 / Countrywide Asset-Backed Certificates | 0.61 | -4.81 | 0.0644 | -0.0095 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 0.61 | 0.0637 | 0.0637 | ||||||
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (XS2849520908) | 0.60 | 8.73 | 0.0629 | -0.0001 | |||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 0.60 | -2.77 | 0.0627 | -0.0077 | |||||
| US040114HT09 / Argentine Republic Government International Bond | 0.59 | 7.26 | 0.0622 | -0.0010 | |||||
| US805564QW46 / SAXON ASSET SECURITIES TRUST SAST 2004 3 M2 | 0.57 | 0.53 | 0.0603 | -0.0052 | |||||
| 900123CY / Turkey Government International Bond | 0.57 | 2.51 | 0.0601 | -0.0040 | |||||
| XS0767473852 / Russian Foreign Bond - Eurobond | 0.56 | 0.00 | 0.0588 | -0.0053 | |||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | 0.55 | -82.48 | 0.0573 | -0.5898 | |||||
| US225401AZ15 / Credit Suisse Group AG | 0.54 | 1.68 | 0.0571 | -0.0043 | |||||
| MX0MGO0000H9 / Mexican Bonos | 0.54 | 10.27 | 0.0564 | 0.0005 | |||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (US39571MAB46) | 0.53 | -43.01 | 0.0561 | -0.0513 | |||||
| US3140HEAK89 / Fannie Mae Pool | 0.53 | -2.57 | 0.0557 | -0.0066 | |||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (US30166UAB61) | 0.53 | -70.99 | 0.0557 | -0.1537 | |||||
| US3140X6NK37 / FNMA 30YR 4% 11/01/2048#FM3093 | 0.52 | -1.33 | 0.0545 | -0.0058 | |||||
| CDX HY43 5Y ICE / DCR (EZ4J83TSRL27) | 0.51 | -40.68 | 0.0535 | -0.0449 | |||||
| US3140N83H92 / FNMA POOL BX4399 FN 11/52 FIXED 6 | 0.51 | -0.20 | 0.0531 | -0.0050 | |||||
| US225401AY40 / Credit Suisse Group AG | 0.50 | -0.40 | 0.0526 | -0.0050 | |||||
| ARARGE3209T4 / REPUBLIC OF ARGENTINA BONDS 07/35 VAR | 0.49 | 7.98 | 0.0512 | -0.0006 | |||||
| XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS | 0.48 | 8.05 | 0.0508 | -0.0005 | |||||
| US31418EMT46 / Fannie Mae Pool | 0.48 | -3.04 | 0.0504 | -0.0063 | |||||
| US225401AU28 / Credit Suisse Group AG | 0.47 | 1.94 | 0.0496 | -0.0035 | |||||
| EW / Edwards Lifesciences Corporation | 0.46 | -99.12 | 0.0488 | -5.4987 | |||||
| US3132XWED90 / FED HM LN PC POOL Q53731 FG 01/48 FIXED 3 | 0.45 | -1.52 | 0.0477 | -0.0051 | |||||
| RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME / DIR (EZ258XD43XX3) | 0.45 | 2.28 | 0.0471 | -0.0031 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 0.44 | 12.41 | 0.0466 | 0.0014 | |||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 0.44 | -3.97 | 0.0457 | -0.0062 | |||||
| US31418ET421 / Federal National Mortgage Association, Inc. | 0.43 | -1.83 | 0.0452 | -0.0051 | |||||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0.42 | 542.42 | 0.0446 | 0.0370 | |||||
| US251526CS67 / Deutsche Bank AG/New York NY | 0.42 | 0.48 | 0.0441 | -0.0038 | |||||
| US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 | 0.42 | -15.69 | 0.0441 | -0.0129 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 0.41 | 11.23 | 0.0427 | 0.0009 | |||||
| US64034AAB98 / NELNET STUDENT LOAN TRUST 2018-3 NSLT 2018-3A A2 | 0.41 | -41.81 | 0.0426 | -0.0372 | |||||
| BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 | 0.40 | -91.15 | 0.0425 | -0.4803 | |||||
| US780097BL47 / Natwest Group PLC | 0.40 | 1.28 | 0.0417 | -0.0032 | |||||
| US12667TAE55 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4 | 0.39 | -2.96 | 0.0413 | -0.0051 | |||||
| US91327TAA97 / Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC | 0.39 | -18.30 | 0.0413 | -0.0138 | |||||
| US715638AV48 / REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | 0.39 | 7.08 | 0.0413 | -0.0008 | |||||
| FNMA POOL BY7878 FN 07/54 FIXED 5 / ABS-MBS (US3140NQXG86) | 0.38 | -0.53 | 0.0395 | -0.0039 | |||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 0.37 | 0.0393 | 0.0393 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 0.37 | 0.0392 | 0.0392 | ||||||
| SAGB / Republic of South Africa Government Bond | 0.37 | 6.29 | 0.0391 | -0.0010 | |||||
| US912810SF66 / Us Treasury Bond | 0.37 | -2.65 | 0.0387 | -0.0046 | |||||
| US17307GWT11 / Citigroup Mortgage Loan Trust, Inc. | 0.36 | -17.66 | 0.0378 | -0.0122 | |||||
| US65536QAA67 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1 | 0.36 | -2.47 | 0.0375 | -0.0044 | |||||
| RFR USD SOFR/2.00000 12/21/22-7Y CME / DIR (EZ6F4DRHB0B3) | 0.35 | -9.14 | 0.0366 | -0.0073 | |||||
| US32028KAA43 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF17 A1 | 0.35 | -3.63 | 0.0363 | -0.0048 | |||||
| US74929CAG15 / RBSSP RESECURITIZATION TRUST RBSSP 2010 2 3A2 144A | 0.33 | -0.89 | 0.0351 | -0.0035 | |||||
| US36179W2U15 / Ginnie Mae II Pool | 0.33 | -2.96 | 0.0345 | -0.0043 | |||||
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (EZ9237QN5977) | 0.32 | 8.00 | 0.0341 | -0.0003 | |||||
| RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (EZWF2F56KP17) | 0.32 | -57.63 | 0.0339 | -0.0532 | |||||
| US3128MJ2Z21 / Freddie Mac Gold Pool | 0.32 | -2.16 | 0.0333 | -0.0039 | |||||
| US91282CAL54 / United States Treasury Note/Bond | 0.32 | 1.29 | 0.0332 | -0.0026 | |||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 0.31 | 0.96 | 0.0331 | -0.0026 | |||||
| US225401AV01 / Credit Suisse Group AG | 0.31 | 0.00 | 0.0327 | -0.0029 | |||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 0.31 | 0.65 | 0.0324 | -0.0027 | |||||
| FCT / Fincantieri S.p.A. | 0.30 | 0.0319 | 0.0319 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.30 | 0.00 | 0.0313 | -0.0028 | |||||
| RFRF USD SF+26.161/0.500 06/16/21-5Y LCH / DIR (EZZ3FSVBNJ37) | 0.30 | -17.37 | 0.0310 | -0.0099 | |||||
| US21H0506806 / GNMA | 0.29 | -84.91 | 0.0309 | -0.2667 | |||||
| FNMA POOL DB8407 FN 09/54 FIXED 6 / ABS-MBS (US3140AJKV94) | 0.29 | 0.00 | 0.0306 | -0.0029 | |||||
| US75406AAD19 / RASC Trust, Series 2006-EMX2, Class M1 | 0.29 | -7.10 | 0.0303 | -0.0052 | |||||
| US01F0304703 / UMBS 15YR TBA(REG B) 3.0 UMBS TBA 07-01-35 | 0.29 | 3.25 | 0.0300 | -0.0124 | |||||
| US097023DG73 / Boeing Co/The | 0.29 | 0.71 | 0.0300 | -0.0025 | |||||
| RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (EZ069KYQYQX5) | 0.28 | -77.90 | 0.0296 | -0.1165 | |||||
| RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME / DIR (EZKTBHXRSKN0) | 0.28 | 2.56 | 0.0294 | -0.0019 | |||||
| RFR USD SOFR/1.25000 06/15/22-10Y LCH / DIR (EZQ6DKJXZ1C9) | 0.28 | -170.18 | 0.0294 | 0.0751 | |||||
| RFR USD SOFR/1.25000 06/15/22-10Y LCH / DIR (EZQ6DKJXZ1C9) | 0.28 | -170.18 | 0.0294 | 0.0751 | |||||
| US91282CAU53 / United States Treasury Note/Bond | 0.28 | 1.09 | 0.0293 | -0.0023 | |||||
| US3140JVCK68 / FNMA POOL BO0973 FN 06/49 FIXED 4 | 0.28 | -0.72 | 0.0289 | -0.0028 | |||||
| US36179YMH44 / GINNIE MAE II POOL P#MA9360 4.50000000 | 0.27 | -1.44 | 0.0287 | -0.0030 | |||||
| US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 | 0.27 | -0.37 | 0.0285 | -0.0028 | |||||
| US54251YAA64 / LBMLT_06-10 | 0.27 | -2.19 | 0.0282 | -0.0032 | |||||
| RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (EZ9JNZJCQVZ3) | 0.26 | -27.09 | 0.0275 | -0.0135 | |||||
| XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS | 0.26 | -5.84 | 0.0271 | -0.0043 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.26 | 0.0271 | 0.0271 | ||||||
| US040114HS26 / Argentine Republic Government International Bond | 0.26 | 8.90 | 0.0270 | -0.0000 | |||||
| US345397A860 / Ford Motor Credit Co LLC | 0.25 | 1.20 | 0.0267 | -0.0021 | |||||
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) | 0.25 | 0.0262 | 0.0262 | ||||||
| US3133KYXK09 / Freddie Mac Pool | 0.25 | -1.20 | 0.0261 | -0.0027 | |||||
| US44328BAD01 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 | 0.24 | -1.67 | 0.0248 | -0.0027 | |||||
| CH1174335732 / Credit Suisse Group AG | 0.24 | 9.30 | 0.0247 | 0.0000 | |||||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) | 0.23 | -158.40 | 0.0246 | 0.0703 | |||||
| RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME / DIR (EZMBPFMCJ2B0) | 0.23 | -18.31 | 0.0244 | -0.0082 | |||||
| REACH FINANCIAL LLC REACH 2024 1A A 144A / ABS-O (US75526PAA93) | 0.23 | -40.94 | 0.0237 | -0.0200 | |||||
| ZAG000125980 / Republic of South Africa Government Bond | 0.22 | 8.21 | 0.0236 | -0.0002 | |||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 0.22 | 0.91 | 0.0232 | -0.0020 | |||||
| US3140QRFZ16 / FNMA 30YR 5.5% 11/01/2052#CB5583 | 0.22 | -2.22 | 0.0231 | -0.0028 | |||||
| RFR USD SOFR/1.60000 01/16/24-2Y LCH / DIR (EZVZ63QZPFX3) | 0.21 | 6.50 | 0.0224 | -0.0006 | |||||
| XS0765596357 / Morgan Stanley | 0.21 | 3.48 | 0.0219 | -0.0012 | |||||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) | 0.21 | 0.0217 | 0.0217 | ||||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 0.21 | -2.84 | 0.0216 | -0.0027 | |||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 0.20 | 0.50 | 0.0213 | -0.0019 | |||||
| IRS AUD 4.00000 09/18/24-5Y LCH / DIR (EZKTY90KL2M8) | 0.20 | 395.12 | 0.0213 | 0.0166 | |||||
| US78009PEH01 / NatWest Group PLC | 0.20 | 0.50 | 0.0213 | -0.0017 | |||||
| US3132DWJ614 / FNCL UMBS 6.5 SD8385 12-01-53 | 0.20 | -8.64 | 0.0212 | -0.0041 | |||||
| RFRF USD SF+26.161/1.7* 8/12/23-28Y CME / DIR (EZ2SGLW6Z1J6) | 0.20 | 2.58 | 0.0210 | -0.0013 | |||||
| US31418EGF16 / Fannie Mae Pool | 0.20 | -1.50 | 0.0208 | -0.0022 | |||||
| IRS EUR 0.50000 06/17/20-30Y LCH / DIR (EZHGNJ694Q00) | 0.20 | 12.07 | 0.0205 | 0.0005 | |||||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | 0.19 | 0.0202 | 0.0202 | ||||||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (EZXW94GLV2L5) | 0.19 | -28.73 | 0.0201 | -0.0107 | |||||
| US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd | 0.19 | -1.57 | 0.0198 | -0.0021 | |||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (EZSRZZKW9XN0) | 0.19 | -19.91 | 0.0194 | -0.0071 | |||||
| SB12AGO32 / Peru - Sovereign or Government Agency Debt | 0.18 | 7.02 | 0.0192 | -0.0004 | |||||
| 952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A | 0.18 | 0.00 | 0.0189 | -0.0017 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.18 | 0.0188 | 0.0188 | ||||||
| US3133KYXC82 / UMBS, 20 Year | 0.18 | -1.68 | 0.0185 | -0.0020 | |||||
| US3133BTZC70 / FHLG 30YR 5.5% 01/01/2053#QF6139 | 0.17 | -6.95 | 0.0183 | -0.0032 | |||||
| USP87324BE10 / Peruvian Government International Bond | 0.17 | 6.83 | 0.0181 | -0.0004 | |||||
| US89054XAC92 / Topaz Solar Farms LLC | 0.17 | 0.00 | 0.0181 | -0.0017 | |||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 0.17 | 0.0176 | 0.0176 | ||||||
| US36179XHW92 / Ginnie Mae II Pool | 0.17 | -3.51 | 0.0174 | -0.0022 | |||||
| US02156LAE11 / Altice France SA/France | 0.17 | 5.10 | 0.0174 | -0.0006 | |||||
| MX0SGO0000F0 / Mexican Udibonos | 0.16 | 11.56 | 0.0173 | 0.0004 | |||||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.16 | 0.00 | 0.0169 | -0.0015 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.16 | 0.0167 | 0.0167 | ||||||
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (EZZVGD908KD7) | 0.16 | -13.74 | 0.0165 | -0.0044 | |||||
| CCO / Clear Channel Outdoor Holdings, Inc. | 0.13 | 0.00 | 0.16 | 5.41 | 0.0164 | -0.0006 | |||
| NEW YORK NY NYC 02/55 FIXED 6.385 / DBT (US64966SNJ14) | 0.16 | 0.0164 | 0.0164 | ||||||
| XS2438026440 / Thames Water Utilities Finance PLC | 0.15 | -5.70 | 0.0157 | -0.0024 | |||||
| US224939AA67 / Credicorp Capital Sociedad Titulizadora SA | 0.15 | 2.76 | 0.0157 | -0.0010 | |||||
| US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A | 0.15 | -5.84 | 0.0153 | -0.0024 | |||||
| RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) | 0.14 | -118.79 | 0.0151 | 0.1024 | |||||
| CDX ITRAXX MAIN43 5Y ICE / DCR (EZQ41P4DCR25) | 0.14 | 31.48 | 0.0150 | 0.0025 | |||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) | 0.14 | 107.58 | 0.0144 | 0.0068 | |||||
| USP78024AG45 / Peruvian Government International Bond | 0.13 | 7.26 | 0.0140 | -0.0002 | |||||
| THAMES WATER UTIL FIN SR SECURED REGS 12/29 1.604 / DBT (XS2278588343) | 0.13 | -9.09 | 0.0137 | -0.0027 | |||||
| US3140N6V820 / FNMA POOL BX2438 FN 11/52 FIXED 6 | 0.13 | -0.76 | 0.0137 | -0.0013 | |||||
| RFRF USD SF+26.161/3.00 9/19/23-3Y* CME / DIR (EZ5KQYKN8LY5) | 0.13 | 59.26 | 0.0136 | 0.0043 | |||||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (EZ628FWCQP43) | 0.13 | -82.42 | 0.0135 | -0.0700 | |||||
| RFR USD SOFR/1.00000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) | 0.13 | -45.02 | 0.0134 | -0.0132 | |||||
| RFR USD SOFR/1.00000 06/15/22-7Y CME / DIR (EZ2KYVSDFJC8) | 0.13 | -71.53 | 0.0132 | -0.0372 | |||||
| US3133BSZQ83 / FHLG 30YR 5.5% 01/01/2053#QF5251 | 0.12 | -1.64 | 0.0126 | -0.0014 | |||||
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (EZBB8XR0NRT7) | 0.12 | -12.78 | 0.0122 | -0.0031 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 0.12 | -2.54 | 0.0121 | -0.0015 | |||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (EZ2KYVSDFJC8) | 0.12 | -73.80 | 0.0121 | -0.0383 | |||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (EZ2KYVSDFJC8) | 0.12 | -73.80 | 0.0121 | -0.0383 | |||||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 0.11 | 1.79 | 0.0120 | -0.0009 | |||||
| US3140Q9HQ97 / Fannie Mae Pool | 0.11 | -2.59 | 0.0119 | -0.0014 | |||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (EZ6L5S4WS5D4) | 0.11 | -8.87 | 0.0119 | -0.0023 | |||||
| RFRF USD SF+26.161/2.00 8/12/23-7Y* CME / DIR (EZXZXW7G14V3) | 0.11 | -20.42 | 0.0119 | -0.0045 | |||||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (EZ7DPVG1XS64) | 0.11 | 8.74 | 0.0118 | -0.0001 | |||||
| US90290PAS39 / U.S. Renal Care, Inc., 1st Lien Term Loan C | 0.11 | 0.90 | 0.0118 | -0.0009 | |||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 0.11 | 34.94 | 0.0118 | 0.0023 | |||||
| RFRF USD SF+26.161/1.8* 7/18/23-26Y* CME / DIR (EZJ09G4PHSJ9) | 0.11 | 5.66 | 0.0118 | -0.0005 | |||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 0.11 | 101.82 | 0.0117 | 0.0053 | |||||
| RFRF USD SF+26.161/1.9* 7/17/23-26Y* CME / DIR (EZF20Y4ST5G8) | 0.11 | 4.72 | 0.0117 | -0.0005 | |||||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 0.11 | -2.65 | 0.0116 | -0.0014 | |||||
| IRS EUR 0.25000 03/18/20-30Y LCH / DIR (EZJ3VB4GTK33) | 0.11 | 14.74 | 0.0115 | 0.0005 | |||||
| MX0MGO0001D6 / Mexican Bonos Desarr Fixed Rate, Series M | 0.11 | 11.46 | 0.0113 | 0.0002 | |||||
| US3140JM3G51 / FNCI UMBS 3.0 BN5298 02-01-34 | 0.11 | -10.92 | 0.0112 | -0.0025 | |||||
| XAF6628DAP96 / ALTICE FRANCE S A 2023 EUR EXTENDED TL B11 | 0.11 | 9.38 | 0.0110 | -0.0000 | |||||
| NEW YORK NY NYC 02/45 FIXED 6.291 / DBT (US64966SNH57) | 0.10 | 0.0110 | 0.0110 | ||||||
| THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) | 0.10 | 0.0109 | 0.0109 | ||||||
| RFRF USD SF+26.161/1.4* 07/16/23-8Y CME / DIR (EZHWSV75WDM2) | 0.10 | -12.82 | 0.0108 | -0.0027 | |||||
| US74924NAD93 / RESIDENTIAL ASSET SECURITIES C RASC 2007 KS4 A4 | 0.10 | -15.00 | 0.0108 | -0.0030 | |||||
| US38376RYV22 / Government National Mortgage Association | 0.10 | -14.66 | 0.0104 | -0.0029 | |||||
| RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME / DIR (EZWYVHJK0N90) | 0.10 | -23.85 | 0.0104 | -0.0045 | |||||
| XS2053846262 / Altice France SA/France | 0.10 | 13.95 | 0.0104 | 0.0005 | |||||
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (EZ4FYS5F94M8) | 0.10 | -8.41 | 0.0103 | -0.0020 | |||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.09 | 0.0100 | 0.0100 | ||||||
| US040114HX11 / Argentine Republic Government International Bond | 0.09 | 6.90 | 0.0098 | -0.0001 | |||||
| XS0308710143 / EUROSAIL PLC ESAIL 2007 3X A3C REGS | 0.09 | -6.12 | 0.0097 | -0.0015 | |||||
| XS0590171103 / THAMES WATER UTC | 0.09 | -6.19 | 0.0096 | -0.0016 | |||||
| XS0800186222 / THAMES WATER UTC | 0.09 | -5.21 | 0.0096 | -0.0014 | |||||
| FED HM LN PC POOL RQ0016 FR 06/55 FIXED 7 / ABS-MBS (US3142J6AS21) | 0.09 | 0.0095 | 0.0095 | ||||||
| FED HM LN PC POOL QH4807 FR 10/53 FIXED 6.5 / ABS-MBS (US3133CHKU86) | 0.09 | 0.00 | 0.0095 | -0.0009 | |||||
| XS0800185174 / THAMES WATER UTC | 0.09 | -5.26 | 0.0095 | -0.0015 | |||||
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (EZP7TBKVJPJ5) | 0.09 | -12.75 | 0.0094 | -0.0023 | |||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.09 | 0.0094 | 0.0094 | ||||||
| FED HM LN PC POOL QH2941 FR 10/53 FIXED 6 / ABS-MBS (US3133CFHS12) | 0.09 | 0.00 | 0.0093 | -0.0009 | |||||
| US694308HS91 / Pacific Gal Elec Bond | 0.09 | 0.00 | 0.0092 | -0.0008 | |||||
| EZPTSY58P1B6 / CDX HY36 5Y ICE | 0.09 | -19.63 | 0.0091 | -0.0032 | |||||
| US842400HM81 / Southern California Edison Co | 0.09 | 0.0091 | 0.0091 | ||||||
| SB12AGO34 / Peru - Corporate Bond/Note | 0.08 | 8.11 | 0.0084 | -0.0001 | |||||
| US3132VMDK88 / Freddie Mac Gold Pool | 0.08 | -1.25 | 0.0084 | -0.0008 | |||||
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (EZGG5GCVX2P9) | 0.08 | -49.35 | 0.0082 | -0.0095 | |||||
| XS2576550326 / Thames Water Utilities Finance PLC | 0.08 | -3.75 | 0.0081 | -0.0011 | |||||
| XS2576550672 / Thames Water Utilities Finance plc | 0.08 | -3.75 | 0.0081 | -0.0011 | |||||
| RFRF USD SF+26.161/1.4* 03/17/20-10Y LCH / DIR (EZP3QJLBN5X5) | 0.08 | -16.48 | 0.0080 | -0.0024 | |||||
| US16162WPB99 / Chase Mortgage Finance Trust | 0.07 | -6.33 | 0.0078 | -0.0013 | |||||
| RFRF USD SF+26.161/1.50 9/18/23-6Y* CME / DIR (EZGBCVNDZ8C6) | 0.07 | -11.11 | 0.0077 | -0.0017 | |||||
| IRS EUR 3.30000 10/03/23-10Y LCH / DIR (EZFS0ZDNP002) | 0.07 | 50.00 | 0.0076 | 0.0021 | |||||
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (EZFJTHQSQCN6) | 0.07 | -58.33 | 0.0074 | -0.0119 | |||||
| US361841AL38 / GLP Capital LP / GLP Financing II Inc | 0.07 | 0.00 | 0.0070 | -0.0006 | |||||
| RFR USD SOFR/2.45000 10/04/22-5Y LCH / DIR (EZQDHFGBB2R7) | 0.07 | -7.04 | 0.0070 | -0.0012 | |||||
| RFR USD SOFR/2.45000 10/04/22-5Y LCH / DIR (EZQDHFGBB2R7) | 0.07 | -7.04 | 0.0070 | -0.0012 | |||||
| OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (EZXSD6T87JT9) | 0.07 | 44.44 | 0.0069 | 0.0016 | |||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 0.06 | 0.00 | 0.0068 | -0.0006 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.06 | 0.0067 | 0.0067 | ||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3017976054) | 0.06 | 0.0067 | 0.0067 | ||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.06 | 0.0065 | 0.0065 | ||||||
| TRT061124T11 / Turkey Government Bond | 0.06 | -1.64 | 0.0063 | -0.0008 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.06 | 0.0062 | 0.0062 | ||||||
| US040114HU71 / Argentine Republic Government International Bond | 0.06 | 9.43 | 0.0061 | -0.0001 | |||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3060649830) | 0.06 | 0.0061 | 0.0061 | ||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0061 | 0.0061 | ||||||
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (EZRYHL92YXM0) | 0.06 | -11.11 | 0.0059 | -0.0013 | |||||
| USP17625AD98 / Venezuela Government International Bond | 0.06 | -9.84 | 0.0059 | -0.0012 | |||||
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (EZ2FT1HSMJX3) | 0.06 | -21.43 | 0.0058 | -0.0023 | |||||
| IHRT / iHeartMedia, Inc. | 0.03 | 0.00 | 0.06 | 7.84 | 0.0058 | -0.0001 | |||
| CMBX.NA.AAA.13 SP GST / DCR (000000000) | 0.05 | 0.0057 | 0.0057 | ||||||
| EZNCVP71WHS5 / CDX HY37 5Y ICE | 0.05 | -8.47 | 0.0057 | -0.0012 | |||||
| RFRF USD SF+26.161/2.25 06/20/18-10Y LCH / DIR (EZG3KQHF9324) | 0.05 | -10.17 | 0.0056 | -0.0013 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.05 | 0.00 | 0.0056 | -0.0005 | |||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (EZLG541MMLX8) | 0.05 | 116.67 | 0.0055 | 0.0027 | |||||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0.05 | -85.60 | 0.0055 | -0.0359 | |||||
| EZ4YGY9ZBMF1 / CMBX.NA.AAA.12 SP SAL | 0.05 | -610.00 | 0.0054 | 0.0067 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0054 | 0.0054 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0054 | 0.0054 | ||||||
| CMBX.NA.AAA.10 SP GST / DCR (000000000) | 0.05 | 0.0052 | 0.0052 | ||||||
| FED HM LN PC POOL SD8445 FR 07/54 FIXED 5 / ABS-MBS (US3132DWL271) | 0.05 | -2.04 | 0.0051 | -0.0006 | |||||
| US3132XUZ240 / FED HM LN PC POOL Q52560 FG 12/47 FIXED 3 | 0.05 | -2.04 | 0.0051 | -0.0006 | |||||
| XS0294364954 / Petroleos de Venezuela SA | 0.05 | -9.43 | 0.0051 | -0.0010 | |||||
| RFR JPY MUTK/0.711* 04/27/22-20Y LCH / DIR (EZ8J7WWDT0B2) | 0.05 | 14.29 | 0.0051 | 0.0002 | |||||
| XS0294367205 / Petroleos de Venezuela SA | 0.05 | -9.43 | 0.0051 | -0.0011 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0050 | 0.0050 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0048 | 0.0048 | ||||||
| US31418EV724 / FN MA5137 | 0.05 | -2.17 | 0.0048 | -0.0006 | |||||
| RFR USD SOFR/3.30000 12/02/24-29Y* CME / DIR (EZ4L37MKCDC8) | 0.05 | 25.00 | 0.0047 | 0.0006 | |||||
| RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (EZ680F4XLT66) | 0.04 | 91.30 | 0.0047 | 0.0020 | |||||
| XS2280833133 / Country Garden Holdings Co Ltd | 0.04 | -20.00 | 0.0046 | -0.0017 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0045 | 0.0045 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.04 | 0.0045 | 0.0045 | ||||||
| 3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) | 0.04 | 0.0044 | 0.0044 | ||||||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | 0.04 | 0.0044 | 0.0044 | ||||||
| CMBX.NA.AAA.13 SP SAL / DCR (000000000) | 0.04 | 0.0043 | 0.0043 | ||||||
| OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH / DIR (EZ37LRWYY447) | 0.04 | -45.07 | 0.0041 | -0.0041 | |||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 0.04 | 0.0041 | 0.0041 | ||||||
| IHRTB / iHeartMedia, Inc. | 0.02 | 0.00 | 0.04 | 5.71 | 0.0040 | -0.0001 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.04 | 0.0037 | 0.0037 | ||||||
| IRS EUR 3.45000 10/20/23-5Y LCH / DIR (EZ6D4RM0D1H2) | 0.04 | 66.67 | 0.0037 | 0.0012 | |||||
| RFRF USD SF+26.161/0.9* 9/08/23-3Y* CME / DIR (EZFZ2WL0DYS9) | 0.04 | -14.63 | 0.0037 | -0.0010 | |||||
| US3140HDJF21 / FNMA POOL BK0261 FN 07/48 FIXED 4 | 0.03 | 0.00 | 0.0036 | -0.0003 | |||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.03 | 0.0036 | 0.0036 | ||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.03 | 0.0036 | 0.0036 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0035 | 0.0035 | ||||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (EZXZ4DC8KGZ4) | 0.03 | 0.0035 | 0.0035 | ||||||
| 952YSX903 / WINDSTREAM UNITS EQUITY | 0.00 | 0.00 | 0.03 | -10.81 | 0.0035 | -0.0009 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0034 | 0.0034 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0034 | 0.0034 | ||||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (EZ0141M3RG43) | 0.03 | 10.34 | 0.0034 | 0.0001 | |||||
| US452152BM28 / State of Illinois General Obligation Unlimited | 0.03 | 0.00 | 0.0034 | -0.0003 | |||||
| US41161PA868 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A | 0.03 | -3.12 | 0.0033 | -0.0005 | |||||
| RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.03 | -11.43 | 0.0033 | -0.0008 | |||||
| RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (EZ3TD3PGJZ56) | 0.03 | -6.25 | 0.0032 | -0.0005 | |||||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | 0.03 | 0.0032 | 0.0032 | ||||||
| RFR USD SOFR/4.16500 09/27/23-10Y LCH / DIR (EZHCJZH19GW5) | 0.03 | 30.43 | 0.0032 | 0.0005 | |||||
| RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (EZJQYFZGPYQ2) | 0.03 | 57.89 | 0.0032 | 0.0009 | |||||
| EZHJ8LK5D907 / FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | 0.03 | -11.76 | 0.0032 | -0.0008 | |||||
| US939336PB38 / Washington Mutual Mortgage Securities Corp. | 0.03 | 0.00 | 0.0031 | -0.0003 | |||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.03 | 0.0031 | 0.0031 | ||||||
| US922646AS37 / Venezuela Government International Bond | 0.03 | -3.33 | 0.0031 | -0.0004 | |||||
| FNMA POOL BY6919 FN 08/53 FIXED 6 / ABS-MBS (US3140NPVM99) | 0.03 | -3.45 | 0.0030 | -0.0004 | |||||
| RFRF USD SF+26.161/1.2* 8/12/23-5Y* CME / DIR (EZKD1H6VJFS9) | 0.03 | -12.50 | 0.0030 | -0.0007 | |||||
| RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0.03 | 237.50 | 0.0029 | 0.0019 | |||||
| US056162AN09 / BABSN 2015-IA AR | 0.03 | -31.58 | 0.0028 | -0.0016 | |||||
| 31750R6D4 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ6WVRM7DHY0) | 0.03 | 0.0028 | 0.0028 | ||||||
| 31750R6D4 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ6WVRM7DHY0) | 0.03 | 0.0028 | 0.0028 | ||||||
| IRS EUR 3.27000 08/21/23-10Y LCH / DIR (EZWJ1RP1C374) | 0.03 | 18.18 | 0.0028 | 0.0002 | |||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.03 | 0.0028 | 0.0028 | ||||||
| SOLD KWD BOUGHT USD 20290502 / DFE (000000000) | 0.03 | 0.0028 | 0.0028 | ||||||
| US126650AQ30 / CVS Pass-Through Trust | 0.03 | -28.57 | 0.0027 | -0.0015 | |||||
| US31335CAJ36 / Freddie Mac Gold Pool | 0.03 | 0.00 | 0.0026 | -0.0003 | |||||
| RFR USD SOFR/4.10500 04/24/24-10Y LCH / DIR (EZNK6JG41G39) | 0.03 | 92.31 | 0.0026 | 0.0011 | |||||
| OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (EZVC9S8RHYL1) | 0.02 | 41.18 | 0.0026 | 0.0006 | |||||
| EZ6MPW8FKYP3 / CDX EM36 ICE | 0.02 | 700.00 | 0.0026 | 0.0022 | |||||
| RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (EZNM897HLTQ3) | 0.02 | 0.0026 | 0.0026 | ||||||
| RFR USD SOFR/4.45000 11/01/23-10Y LCH / DIR (EZVVYR19MCY7) | 0.02 | 20.00 | 0.0026 | 0.0002 | |||||
| ACI1H2BH1 / BONOS DE TESORERIA SR UNSECURED 08/40 5.35 | 0.02 | 9.09 | 0.0025 | -0.0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0025 | 0.0025 | ||||||
| RFR USD SOFR/3.46382 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0.02 | 187.50 | 0.0024 | 0.0015 | |||||
| IRS ZAR 8.36000 08/07/23-5Y CME / DIR (EZZNDGQBLP39) | 0.02 | 1,000.00 | 0.0024 | 0.0021 | |||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0023 | 0.0023 | ||||||
| RFR USD SOFR/4.15500 10/02/23-10Y LCH / DIR (EZPGHNDSZJS7) | 0.02 | 29.41 | 0.0023 | 0.0004 | |||||
| RFR USD SOFR/4.03000 10/04/23-10Y LCH / DIR (EZSWG77RN9D9) | 0.02 | 40.00 | 0.0023 | 0.0005 | |||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.02 | -12.50 | 0.0023 | -0.0005 | |||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.02 | -12.50 | 0.0023 | -0.0005 | |||||
| US89054XAD75 / Topaz Solar Farms LLC | 0.02 | -4.55 | 0.0023 | -0.0003 | |||||
| RFR USD SOFR/2.38500 06/08/22-10Y LCH / DIR (EZCB90JS80B0) | 0.02 | -30.00 | 0.0022 | -0.0013 | |||||
| RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (EZZGZFB54PK2) | 0.02 | 66.67 | 0.0022 | 0.0008 | |||||
| 31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ42NGT6JMN8) | 0.02 | 0.0022 | 0.0022 | ||||||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0.02 | 26.67 | 0.0021 | 0.0003 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0021 | 0.0021 | ||||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83) | 0.02 | -311.11 | 0.0021 | 0.0032 | |||||
| US3132WD5D28 / FED HM LN PC POOL Q40843 FG 06/46 FIXED 3 | 0.02 | 0.00 | 0.0020 | -0.0002 | |||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.02 | -24.00 | 0.0020 | -0.0009 | |||||
| US715638CZ34 / REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4 | 0.02 | 5.88 | 0.0020 | -0.0000 | |||||
| AIRBUS FINANCE BV SNR SE ICE / DCR (EZ206QGZMGN5) | 0.02 | -10.00 | 0.0020 | -0.0004 | |||||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.02 | 28.57 | 0.0020 | 0.0003 | |||||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.02 | 28.57 | 0.0020 | 0.0003 | |||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | 0.02 | 0.0020 | 0.0020 | ||||||
| US3138MBLV67 / FNMA POOL AP7539 FN 09/27 FIXED 3 | 0.02 | -14.29 | 0.0020 | -0.0005 | |||||
| EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE | 0.02 | -18.18 | 0.0019 | -0.0007 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0019 | 0.0019 | ||||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | 0.02 | 0.0019 | 0.0019 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0019 | 0.0019 | ||||||
| US31335B2N52 / FHLMC Gold Pools, 30 Year | 0.02 | 0.00 | 0.0018 | -0.0002 | |||||
| US3128MJ2F66 / Freddie Mac Gold Pool | 0.02 | 0.00 | 0.0018 | -0.0002 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0018 | 0.0018 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0018 | 0.0018 | ||||||
| RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (EZKHRJGZF457) | 0.02 | -61.36 | 0.0018 | -0.0033 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0018 | 0.0018 | ||||||
| OIS MXN TIIE1/9.13500 01/02/25-5Y* CME / DIR (EZWL3F3ZD7S9) | 0.02 | 41.67 | 0.0018 | 0.0004 | |||||
| RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (EZ3GHXW0MPL7) | 0.02 | 30.77 | 0.0018 | 0.0002 | |||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | 0.02 | 0.0018 | 0.0018 | ||||||
| US31335A5Z73 / FED HM LN PC POOL G60864 FG 02/47 FIXED 3 | 0.02 | -5.88 | 0.0018 | -0.0002 | |||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.02 | 0.0017 | 0.0017 | ||||||
| US3138EKGS84 / Fannie Mae Pool | 0.02 | -20.00 | 0.0017 | -0.0006 | |||||
| RFR USD SOFR/3.95000 09/13/23-10Y LCH / DIR (EZ5HZCP83CF3) | 0.02 | 77.78 | 0.0017 | 0.0006 | |||||
| IRS ZAR 8.42000 07/31/23-5Y CME / DIR (EZ0W028CV1D4) | 0.02 | 700.00 | 0.0017 | 0.0013 | |||||
| RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (EZZ44B0R4XW3) | 0.02 | 114.29 | 0.0017 | 0.0008 | |||||
| IRS ZAR 8.08000 01/08/25-6Y CME / DIR (EZ21FTG2CH43) | 0.02 | 1,400.00 | 0.0016 | 0.0015 | |||||
| RFR USD SOFR/4.15000 04/22/24-10Y LCH / DIR (EZS5R9RJ3PK1) | 0.02 | 114.29 | 0.0016 | 0.0008 | |||||
| RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (EZ40KCGZSHS4) | 0.02 | 25.00 | 0.0016 | 0.0002 | |||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | 0.02 | 0.0016 | 0.0016 | ||||||
| RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (EZLH6KBBN1Y1) | 0.02 | 87.50 | 0.0016 | 0.0006 | |||||
| RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (EZ5L8D47TWL2) | 0.01 | 27.27 | 0.0016 | 0.0002 | |||||
| IRS EUR 2.82700 05/06/24-5Y LCH / DIR (EZGDV8QKBGN4) | 0.01 | -17.65 | 0.0016 | -0.0005 | |||||
| USP7807HAQ85 / Petroleos de Venezuela SA | 0.01 | -6.67 | 0.0016 | -0.0002 | |||||
| USP17625AB33 / Venezuela Government International Bond | 0.01 | -6.67 | 0.0015 | -0.0003 | |||||
| IRS EUR 2.95000 06/12/24-5Y LCH / DIR (EZT0P390L5T8) | 0.01 | -17.65 | 0.0015 | -0.0005 | |||||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.01 | -23.53 | 0.0015 | -0.0005 | |||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (XS3002255787) | 0.01 | 8.33 | 0.0015 | 0.0000 | |||||
| US17312EAA47 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A | 0.01 | -7.14 | 0.0015 | -0.0002 | |||||
| IRS ZAR 8.55000 08/03/23-5Y CME / DIR (EZQ36JRDXMG3) | 0.01 | 44.44 | 0.0015 | 0.0003 | |||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (EZJ3VKFQ3YF7) | 0.01 | -18.75 | 0.0014 | -0.0005 | |||||
| RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (EZS5R9RJ3PK1) | 0.01 | 85.71 | 0.0014 | 0.0006 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) | 0.01 | 85.71 | 0.0014 | 0.0005 | |||||
| RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (EZR19VMTQWV1) | 0.01 | 116.67 | 0.0014 | 0.0006 | |||||
| IRS EUR 2.77000 04/16/24-5Y LCH / DIR (EZ8YJNQLMV03) | 0.01 | -13.33 | 0.0014 | -0.0004 | |||||
| RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (EZ8GRFQ9MCJ3) | 0.01 | 116.67 | 0.0014 | 0.0006 | |||||
| US3132XVEW98 / FHLMC | 0.01 | 0.00 | 0.0014 | -0.0001 | |||||
| RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (EZ1G947YLS63) | 0.01 | 100.00 | 0.0014 | 0.0006 | |||||
| RFRF USD SF+26.161/1.7* 12/16/19-7Y LCH / DIR (EZ2NF3C2M3Q1) | 0.01 | -7.69 | 0.0013 | -0.0003 | |||||
| OIS MXN TIIE1/8.99000 12/24/24-5Y* CME / DIR (EZC5XXNBZLX2) | 0.01 | 50.00 | 0.0013 | 0.0003 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| US3133KKHG76 / FED HM LN PC POOL RA3831 FR 07/50 FIXED 4 | 0.01 | 0.00 | 0.0013 | -0.0001 | |||||
| RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (EZ928N5BXG10) | 0.01 | 33.33 | 0.0013 | 0.0002 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| RFR USD SOFR/3.61100 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.01 | -36.84 | 0.0013 | -0.0009 | |||||
| RFR USD SOFR/3.60000 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.01 | -36.84 | 0.0013 | -0.0009 | |||||
| RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (EZVVYR19MCY7) | 0.01 | -45.00 | 0.0013 | -0.0011 | |||||
| US02376AAA79 / American Airlines Pass Through Trust, Series 2017-2, Class AA | 0.01 | -8.33 | 0.0012 | -0.0002 | |||||
| US3128MJ2L35 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0012 | -0.0001 | |||||
| RFR USD SOFR/3.55000 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0.01 | -31.25 | 0.0012 | -0.0006 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | ||||||
| IRS ZAR 8.46000 08/02/23-5Y CME / DIR (EZV6VF9MRYQ4) | 0.01 | 57.14 | 0.0012 | 0.0003 | |||||
| US31418EHF07 / Fannie Mae Pool | 0.01 | 0.00 | 0.0012 | -0.0001 | |||||
| US90355YAA55 / US Renal Care Inc | 0.01 | 0.00 | 0.0012 | -0.0001 | |||||
| RFR USD SOFR/4.39250 10/25/23-10Y LCH / DIR (EZYXQ8SYW7C4) | 0.01 | 22.22 | 0.0012 | 0.0001 | |||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.01 | -16.67 | 0.0011 | -0.0003 | |||||
| US3132L9L785 / FED HM LN PC POOL V83950 FG 02/48 FIXED 3 | 0.01 | -9.09 | 0.0011 | -0.0001 | |||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| RFR USD SOFR/3.52738 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0.01 | 25.00 | 0.0011 | 0.0002 | |||||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) | 0.01 | 25.00 | 0.0011 | 0.0001 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| US26884UAE91 / EPR Properties | 0.01 | 0.00 | 0.0010 | -0.0001 | |||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| 337792II8 / MITCHELLS + BUTLERS FINA SECURED REGS 12/30 6.013 | 0.01 | 0.00 | 0.0010 | -0.0001 | |||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (EZ4ZGS2N23W5) | 0.01 | -25.00 | 0.0010 | -0.0005 | |||||
| US292480AL49 / Enable Midstream Partners, L.P. | 0.01 | 0.00 | 0.0010 | -0.0001 | |||||
| RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (EZMRDB2FZ560) | 0.01 | 28.57 | 0.0010 | 0.0001 | |||||
| BOUGHT TRY SOLD USD 20250721 / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (EZPR4RDSDSJ6) | 0.01 | -82.61 | 0.0009 | -0.0044 | |||||
| RFR USD SOFR/4.23000 10/23/23-10Y LCH / DIR (EZMRDB2FZ560) | 0.01 | 14.29 | 0.0009 | 0.0001 | |||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) | 0.01 | -188.89 | 0.0009 | 0.0020 | |||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| XAN5200EAB73 / Lealand Finance Company BV, Term Loan | 0.01 | 33.33 | 0.0009 | 0.0001 | |||||
| US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds | 0.01 | 0.00 | 0.0009 | -0.0001 | |||||
| US452152FA44 / State of Illinois General Obligation Unlimited | 0.01 | 0.00 | 0.0009 | -0.0002 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| USP7807HAR68 / Petroleos de Venezuela SA | 0.01 | 0.00 | 0.0008 | -0.0002 | |||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0.01 | -56.25 | 0.0008 | -0.0010 | |||||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.01 | -63.16 | 0.0008 | -0.0014 | |||||
| US04942JAC53 / Atlas Senior Loan Fund X Ltd | 0.01 | -66.67 | 0.0008 | -0.0016 | |||||
| IRS ZAR 8.42100 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.01 | 40.00 | 0.0008 | 0.0002 | |||||
| RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (EZ2N7SZFW8Z5) | 0.01 | 0.0008 | 0.0008 | ||||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| US31418EJZ43 / Fannie Mae Pool | 0.01 | 0.00 | 0.0008 | -0.0001 | |||||
| BOUGHT TRY SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (EZBVMXZPZB61) | 0.01 | -30.00 | 0.0008 | -0.0004 | |||||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.01 | 133.33 | 0.0008 | 0.0004 | |||||
| US3128MJ2R05 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0008 | -0.0001 | |||||
| USP97475AJ95 / Venezuela Government International Bond | 0.01 | -12.50 | 0.0008 | -0.0001 | |||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.01 | -63.16 | 0.0008 | -0.0014 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | 0.01 | 0.0008 | 0.0008 | ||||||
| US912810SD19 / United States Treas Bds Bond | 0.01 | 0.00 | 0.0008 | -0.0001 | |||||
| RFR USD SOFR/3.97000 02/27/24-5Y LCH / DIR (EZW6KKT3DSZ7) | 0.01 | 75.00 | 0.0008 | 0.0002 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.01 | 100.00 | 0.0007 | 0.0004 | |||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.01 | 100.00 | 0.0007 | 0.0004 | |||||
| CMBX.NA.AAA.10 SP SAL / DCR (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| EZGB6C4Y7HX0 / CDX HY40 5Y ICE | 0.01 | 20.00 | 0.0007 | 0.0001 | |||||
| IRS EUR 2.76000 03/04/24-10Y LCH / DIR (EZ5J4T3KCLR1) | 0.01 | 50.00 | 0.0007 | 0.0002 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| IRS EUR 2.75000 03/05/24-10Y LCH / DIR (EZFGQQDSQ7L2) | 0.01 | 100.00 | 0.0007 | 0.0002 | |||||
| WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| IRS ZAR 8.54300 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.01 | 20.00 | 0.0007 | 0.0000 | |||||
| IRS ZAR 8.54300 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.01 | 20.00 | 0.0007 | 0.0000 | |||||
| IRS ZAR 8.42600 08/01/23-5Y CME / DIR (EZ3M086DKDF9) | 0.01 | -14.29 | 0.0007 | -0.0002 | |||||
| IRS ZAR 8.42600 08/01/23-5Y CME / DIR (EZ3M086DKDF9) | 0.01 | -14.29 | 0.0007 | -0.0002 | |||||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.01 | 500.00 | 0.0007 | 0.0005 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| ISRAEL GOVT EM SP JPM / DCR (EZV6L6KG0CJ6) | 0.01 | 0.0007 | 0.0007 | ||||||
| ISRAEL GOVT EM SP JPM / DCR (EZV6L6KG0CJ6) | 0.01 | 0.0007 | 0.0007 | ||||||
| RFR USD SOFR/3.80000 09/05/23-5Y LCH / DIR (EZ5N3TF4YV54) | 0.01 | 0.0007 | 0.0007 | ||||||
| CMBX.NA.AAA.9 SP GST / DCR (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| RFR USD SOFR/3.59900 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.01 | -68.42 | 0.0006 | -0.0016 | |||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0.01 | 0.0006 | 0.0006 | ||||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.01 | -70.59 | 0.0006 | -0.0014 | |||||
| IRS ZAR 8.41500 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (EZZBSDRSGXS6) | 0.01 | -37.50 | 0.0006 | -0.0004 | |||||
| ISRAEL GOVT EM SP CBK / DCR (EZYH14HMXHV9) | 0.01 | -16.67 | 0.0006 | -0.0002 | |||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| BOUGHT TRY SOLD USD 20250818 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| IRS ZAR 8.20250 01/10/25-6Y CME / DIR (EZRKVVXPWRM6) | 0.01 | 150.00 | 0.0006 | 0.0003 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (EZ2F419XN3M4) | 0.01 | -50.00 | 0.0005 | -0.0006 | |||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (EZPDSL9DRNN3) | 0.01 | -70.59 | 0.0005 | -0.0015 | |||||
| TRT061124T11 / Turkey Government Bond | 0.01 | 0.00 | 0.0005 | -0.0001 | |||||
| TRT061124T11 / Turkey Government Bond | 0.01 | 0.00 | 0.0005 | -0.0001 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US26884UAC36 / EPR Properties | 0.00 | 0.00 | 0.0005 | -0.0000 | |||||
| UNIT / Unity Group LLC | 0.00 | 0.00 | 0.00 | -20.00 | 0.0005 | -0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 33.33 | 0.0005 | 0.0001 | |||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) | 0.00 | -50.00 | 0.0005 | -0.0004 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| IRS ZAR 8.05750 01/07/25-6Y CME / DIR (EZRGM8BPMT84) | 0.00 | 300.00 | 0.0005 | 0.0003 | |||||
| IRS ZAR 8.05250 01/07/25-6Y CME / DIR (EZRGM8BPMT84) | 0.00 | 300.00 | 0.0005 | 0.0003 | |||||
| IRS ZAR 8.05250 01/07/25-6Y CME / DIR (EZRGM8BPMT84) | 0.00 | 300.00 | 0.0005 | 0.0003 | |||||
| RFR USD SOFR/3.50000 06/22/23-7Y LCH / DIR (EZD5N2NQT6S5) | 0.00 | -117.39 | 0.0005 | 0.0032 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| IRS ZAR 8.06250 01/08/25-6Y CME / DIR (EZ21FTG2CH43) | 0.00 | 300.00 | 0.0005 | 0.0003 | |||||
| IRS ZAR 8.41500 07/31/23-5Y CME / DIR (EZ0W028CV1D4) | 0.00 | 100.00 | 0.0004 | 0.0001 | |||||
| IRS ZAR 8.41500 07/31/23-5Y CME / DIR (EZ0W028CV1D4) | 0.00 | 100.00 | 0.0004 | 0.0001 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| RFR USD SOFR/3.50000 06/21/23-3Y LCH / DIR (EZZ150JT6WK5) | 0.00 | -76.47 | 0.0004 | -0.0015 | |||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0.00 | 0.00 | 0.0004 | -0.0001 | |||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0.00 | 0.00 | 0.0004 | -0.0001 | |||||
| RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -78.95 | 0.0004 | -0.0018 | |||||
| IRS ZAR 8.01000 01/07/25-6Y CME / DIR (EZRGM8BPMT84) | 0.00 | 300.00 | 0.0004 | 0.0003 | |||||
| EZY2QJ3Z39M5 / CDX IG40 5Y ICE | 0.00 | 33.33 | 0.0004 | 0.0000 | |||||
| IRS ZAR 8.00000 01/03/25-6Y CME / DIR (EZ8TNXTHVLP9) | 0.00 | 0.0004 | 0.0003 | ||||||
| IRS ZAR 8.00100 01/06/25-6Y CME / DIR (EZX05JH7BB81) | 0.00 | 0.0004 | 0.0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (EZZ46G197CT8) | 0.00 | 300.00 | 0.0004 | 0.0002 | |||||
| RFR USD SOFR/3.90000 04/15/24-10Y LCH / DIR (EZ246ZNM85X6) | 0.00 | 0.0004 | 0.0004 | ||||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) | 0.00 | -78.57 | 0.0004 | -0.0012 | |||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) | 0.00 | -78.57 | 0.0004 | -0.0012 | |||||
| XAN5200EAC56 / McDermott Technology Americas Inc 2020 Make Whole Term Loan | 0.00 | 0.00 | 0.0004 | 0.0000 | |||||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.00 | 200.00 | 0.0004 | 0.0002 | |||||
| AT&T INC SNR S* ICE / DCR (EZHQ4Q1W91G8) | 0.00 | -25.00 | 0.0004 | -0.0002 | |||||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -84.21 | 0.0004 | -0.0018 | |||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| IRS ZAR 8.41000 08/07/23-5Y CME / DIR (EZZNDGQBLP39) | 0.00 | 50.00 | 0.0004 | 0.0001 | |||||
| AT&T INC SNR S* ICE / DCR (EZVHX8BNGL14) | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (EZCBVMK12M33) | 0.00 | -66.67 | 0.0003 | -0.0004 | |||||
| RFR USD SOFR/3.43091 09/03/24-7Y* LCH / DIR (EZPDSL9DRNN3) | 0.00 | -88.24 | 0.0003 | -0.0017 | |||||
| US96106JAE91 / WESTMORELAND COAL CO PIK TERM LOAN | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| CDX EM34 ICE / DCR (EZS59H4VYXZ5) | 0.00 | 0.0003 | 0.0002 | ||||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US3133KYYA18 / Federal Home Loan Mortgage Corporation | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| ISRAEL GOVT EM SP MYC / DCR (EZZH278GQXH1) | 0.00 | 0.00 | 0.0002 | -0.0001 | |||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| EZG1MXP5KL27 / CDX IG41 5Y ICE | 0.00 | 100.00 | 0.0002 | 0.0000 | |||||
| RFR USD SOFR/3.80000 08/22/23-7Y LCH / DIR (EZ3S4YKS10B8) | 0.00 | 0.0002 | 0.0002 | ||||||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (EZS0MLST8BG8) | 0.00 | -50.00 | 0.0002 | -0.0004 | |||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0002 | 0.0002 | ||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0002 | 0.0002 | ||||||
| USP17625AE71 / Venezuela Government International Bond | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31418EMN75 / Federal National Mortgage Association, Inc. | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| ISRAEL GOVT EM SP GST / DCR (EZXHZ73B1F04) | 0.00 | 0.00 | 0.0002 | 0.0000 | |||||
| 952XGJII0 / EQTYWM927 WESTMORELAND MINING | 0.00 | 0.00 | 0.00 | -50.00 | 0.0002 | -0.0001 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| IRS EUR -0.32900 03/09/21-5Y* LCH / DIR (EZKDQ6QXWN03) | 0.00 | -50.00 | 0.0002 | -0.0002 | |||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| MEXICO LA SP MYC / DCR (EZDKNKQB19P7) | 0.00 | 0.0002 | 0.0002 | ||||||
| US30162RAD35 / Exela Intermediate LLC/Exela Finance, Inc. | 0.00 | -75.00 | 0.0002 | -0.0003 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| RFR USD SOFR/3.73500 01/23/24-10Y LCH / DIR (EZ5NB1HF1B57) | 0.00 | 0.0001 | 0.0002 | ||||||
| CMBX.NA.AAA.11 SP SAL / DCR (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| ISRAEL GOVT EM SP MYC / DCR (EZXHZ73B1F04) | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| RFR USD SOFR/3.51453 09/03/24-4Y* LCH / DIR (EZ4809P3F712) | 0.00 | -66.67 | 0.0001 | -0.0003 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (EZDSWYTCHFC4) | 0.00 | 0.0001 | 0.0002 | ||||||
| EZF7Y38CZFL5 / CDX EM38 ICE | 0.00 | -150.00 | 0.0001 | 0.0003 | |||||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) | 0.00 | -100.00 | 0.0001 | -0.0052 | |||||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (EZ3PH80XK7T0) | 0.00 | -100.00 | 0.0001 | -0.0002 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) | 0.00 | -100.00 | 0.0001 | 0.0004 | |||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) | 0.00 | -100.00 | 0.0001 | 0.0004 | |||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (EZ7K2W20N534) | 0.00 | 0.0001 | 0.0001 | ||||||
| LU2445093987 / INTELSAT EMERGENCE SA CALL EXP17FEB27 | 0.00 | 0.0001 | -0.0000 | ||||||
| RFR USD SOFR/3.75000 07/12/23-10Y LCH / DIR (EZQKB9Y4TVJ4) | 0.00 | -100.00 | 0.0001 | 0.0004 | |||||
| ISRAEL GOVT EM SP BRC / DCR (EZZH278GQXH1) | 0.00 | -100.00 | 0.0001 | -0.0002 | |||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0.00 | -100.00 | 0.0001 | 0.0002 | |||||
| RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (EZ4809P3F712) | 0.00 | -100.00 | 0.0001 | -0.0003 | |||||
| RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (EZ5NB1HF1B57) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.00 | -100.00 | 0.0000 | 0.0001 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | 0.00 | -100.00 | 0.0000 | -0.0003 | |||||
| RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (EZDZ6D0MWWY4) | 0.00 | -100.00 | 0.0000 | 0.0002 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 935ZXN908 / WESTMORELAND MINING HOLDINGS L COMMON | 0.00 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| LU2445094365 / INTELSAT EMERGENCE SA | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| EZ6N5RTF6TW5 / CDX EM39 ICE | 0.00 | 0.0000 | 0.0001 | ||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260617 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| RUSSIA / Russian Foreign Bond - Eurobond | 0.00 | 0.0000 | 0.0000 | ||||||
| RU000A1006S9 / Russian Foreign Bond - Eurobond | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) | 0.00 | 0.0000 | 0.0000 | ||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) | 0.00 | 0.0000 | 0.0000 | ||||||
| RU000A0JXU22 / Russian Foreign Bond - Eurobond | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260602 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) | -0.00 | -100.00 | -0.0000 | 0.0003 | |||||
| RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) | -0.00 | -100.00 | -0.0000 | 0.0003 | |||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260528 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| COLOMBIA LA SP BRC / DCR (EZ05QB3PBRQ1) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260504 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260505 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT JPY SOLD 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 | ||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.00 | -0.0000 | -0.0000 | ||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | -0.00 | -100.00 | -0.0000 | -0.0003 | |||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (EZDL1WQQ28Y4) | -0.00 | -100.00 | -0.0000 | -0.0002 | |||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) | -0.00 | -0.0000 | -0.0000 | ||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) | -0.00 | -0.0001 | -0.0001 | ||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) | -0.00 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.47000 02/22/23-7Y LCH / DIR (EZV47KR0KWY6) | -0.00 | -100.00 | -0.0001 | 0.0009 | |||||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0001 | -0.0001 | ||||||
| COLOMBIA LA SP MYC / DCR (EZXKWXGHTDT1) | -0.00 | -0.0001 | 0.0000 | ||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250808 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | ||||||
| COLOMBIA LA SP CBK / DCR (EZXKWXGHTDT1) | -0.00 | -0.0001 | -0.0000 | ||||||
| COLOMBIA LA SP GST / DCR (EZXKWXGHTDT1) | -0.00 | -0.0001 | -0.0000 | ||||||
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (EZJFGPMJB918) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.00 | -0.0001 | -0.0001 | ||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| ZCS BRL 11.7 03/24/22-01/04/27 CME / DIR (EZQDNC1L61Z9) | -0.00 | -94.44 | -0.0002 | 0.0019 | |||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.00 | 0.00 | -0.0002 | -0.0000 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (EZNY7TTVVKP4) | -0.00 | -200.00 | -0.0002 | -0.0004 | |||||
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.00 | -0.0002 | -0.0002 | ||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.00 | -33.33 | -0.0002 | 0.0002 | |||||
| IRS EUR 2.41000 11/05/24-10Y LCH / DIR (EZXB852VHRN9) | -0.00 | -91.30 | -0.0002 | 0.0024 | |||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.00 | -0.0002 | -0.0002 | ||||||
| COLOMBIA LA SP BPS / DCR (EZQJJC4KSPK3) | -0.00 | 0.00 | -0.0002 | 0.0000 | |||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| RFR USD SOFR/3.81000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| RFR USD SOFR/3.65000 07/10/23-10Y LCH / DIR (EZPH936P3127) | -0.00 | -60.00 | -0.0003 | 0.0004 | |||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0003 | -0.0003 | ||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.00 | -0.0003 | -0.0003 | ||||||
| COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) | -0.00 | 50.00 | -0.0003 | -0.0000 | |||||
| COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) | -0.00 | 50.00 | -0.0003 | -0.0000 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| CDX EM41 ICE / DCR (EZKFGV9S8KR7) | -0.00 | -62.50 | -0.0004 | 0.0005 | |||||
| RFR JPY MUTK/1.25000 06/18/25-10Y LCH / DIR (EZHVW867QSM1) | -0.00 | -0.0004 | -0.0004 | ||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.00 | -0.0004 | -0.0004 | ||||||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) | -0.00 | -0.0005 | -0.0004 | ||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | 100.00 | -0.0005 | -0.0002 | |||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | 100.00 | -0.0005 | -0.0002 | |||||
| ZCS BRL 11.26 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) | -0.00 | -60.00 | -0.0005 | 0.0007 | |||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| ZCS BRL 11.245 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) | -0.00 | -60.00 | -0.0005 | 0.0007 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.00 | 33.33 | -0.0005 | -0.0002 | |||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.01 | -16.67 | -0.0005 | 0.0002 | |||||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0.01 | 66.67 | -0.0005 | -0.0002 | |||||
| RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (EZVCRM3XZB08) | -0.01 | -106.02 | -0.0005 | -0.0101 | |||||
| RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (EZVCRM3XZB08) | -0.01 | -106.02 | -0.0005 | -0.0101 | |||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.01 | 66.67 | -0.0006 | -0.0002 | |||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.01 | -28.57 | -0.0006 | 0.0003 | |||||
| RFR USD SOFR/3.34000 02/23/23-7Y LCH / DIR (EZSKV9FDTLJ7) | -0.01 | -54.55 | -0.0006 | 0.0008 | |||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.01 | -0.0006 | -0.0006 | ||||||
| RFR USD SOFR/3.40000 02/23/23-10Y LCH / DIR (EZ482VNX3R49) | -0.01 | -37.50 | -0.0006 | 0.0004 | |||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| CDX EM42 ICE / DCR (EZ8N8SNTCSD6) | -0.01 | -50.00 | -0.0006 | 0.0006 | |||||
| RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (EZ691JFCS359) | -0.01 | 200.00 | -0.0006 | -0.0003 | |||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (EZ6K0YC51G79) | -0.01 | -40.00 | -0.0006 | 0.0005 | |||||
| RFR USD SOFR/3.42500 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7) | -0.01 | -40.00 | -0.0007 | 0.0005 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| RFR USD SOFR/3.37000 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7) | -0.01 | -40.00 | -0.0007 | 0.0005 | |||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) | -0.01 | -0.0007 | -0.0007 | ||||||
| CDX EM40 ICE / DCR (EZXWTK5G6C61) | -0.01 | -72.73 | -0.0007 | 0.0018 | |||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| RFR USD SOFR/3.40500 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7) | -0.01 | -40.00 | -0.0007 | 0.0004 | |||||
| RFR USD SOFR/3.42000 05/24/23-10Y LCH / DIR (EZW175N35ZV4) | -0.01 | -65.00 | -0.0007 | 0.0016 | |||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.01 | -0.0008 | -0.0008 | ||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.01 | -0.0008 | -0.0008 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| CDX EM43 ICE / DCR (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (EZQDNC1L61Z9) | -0.01 | -61.11 | -0.0008 | 0.0013 | |||||
| RFR USD SOFR/3.88500 07/12/24-10Y LCH / DIR (EZ5CY898Q7W9) | -0.01 | 250.00 | -0.0008 | -0.0005 | |||||
| IRS AUD 3.00000 03/21/17-10Y CME / DIR (EZWKW50BLBL2) | -0.01 | -36.36 | -0.0008 | 0.0005 | |||||
| IRS EUR 2.30000 09/25/24-5Y LCH / DIR (EZG6CLJMHV54) | -0.01 | 75.00 | -0.0008 | -0.0003 | |||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) | -0.01 | -33.33 | -0.0008 | 0.0006 | |||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.01 | -0.0009 | -0.0009 | ||||||
| RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (EZTT7ZS7J9T1) | -0.01 | 80.00 | -0.0009 | -0.0003 | |||||
| RFR USD SOFR/3.88000 07/10/24-10Y LCH / DIR (EZG0BTDH1HZ1) | -0.01 | 350.00 | -0.0010 | -0.0006 | |||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) | -0.01 | -10.00 | -0.0010 | 0.0002 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| IRS EUR 2.36000 10/07/24-5Y LCH / DIR (EZMRJVS7LFP2) | -0.01 | -550.00 | -0.0010 | -0.0013 | |||||
| RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (EZL59N2WYF38) | -0.01 | -23.08 | -0.0011 | 0.0004 | |||||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) | -0.01 | 42.86 | -0.0011 | -0.0002 | |||||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) | -0.01 | 42.86 | -0.0011 | -0.0002 | |||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.01 | 66.67 | -0.0011 | -0.0003 | |||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| RFR USD SOFR/3.30000 03/06/23-10Y LCH / DIR (EZZ9G8J5D176) | -0.01 | -28.57 | -0.0011 | 0.0006 | |||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.01 | 66.67 | -0.0011 | -0.0003 | |||||
| RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (EZB2984B6K87) | -0.01 | -44.44 | -0.0011 | 0.0010 | |||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | ||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | ||||||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (EZN4W4SQMWC7) | -0.01 | 37.50 | -0.0012 | -0.0003 | |||||
| RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (EZSSZHJJP5K5) | -0.01 | -21.43 | -0.0012 | 0.0005 | |||||
| RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) | -0.01 | -21.43 | -0.0012 | 0.0004 | |||||
| RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) | -0.01 | -21.43 | -0.0012 | 0.0004 | |||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2) | -0.01 | 0.00 | -0.0013 | 0.0001 | |||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| RFR JPY MUTK/0.17625 04/27/22-5Y LCH / DIR (EZPC6TG33VJ8) | -0.01 | -29.41 | -0.0013 | 0.0006 | |||||
| RFR USD SOFR/4.25000 03/20/24-7Y CME / DIR (EZYQYZRSQ9W3) | -0.01 | 33.33 | -0.0014 | -0.0002 | |||||
| RFR USD SOFR/3.55500 03/05/24-30Y LCH / DIR (EZC041BTG4F9) | -0.01 | 44.44 | -0.0014 | -0.0004 | |||||
| RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) | -0.01 | -18.75 | -0.0015 | 0.0005 | |||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0015 | -0.0015 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0015 | -0.0015 | ||||||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (EZJ6HD982SV2) | -0.01 | 40.00 | -0.0015 | -0.0002 | |||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (EZW0Y59ZCKK7) | -0.01 | -17.65 | -0.0016 | 0.0005 | |||||
| ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (EZBDPBBXCM84) | -0.02 | 0.00 | -0.0016 | 0.0002 | |||||
| ZCS BRL 9.89906 08/03/23-01/02/26 CME / DIR (EZKWTG6QMJZ2) | -0.02 | 7.14 | -0.0016 | 0.0001 | |||||
| ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (EZQDNC1L61Z9) | -0.02 | -11.11 | -0.0017 | 0.0004 | |||||
| SOLD PEN BOUGHT USD 20260209 / DFE (000000000) | -0.02 | -0.0018 | -0.0018 | ||||||
| RFR USD SOFR/3.48500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) | -0.02 | -26.09 | -0.0019 | 0.0008 | |||||
| RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (EZC8R3CD2H95) | -0.02 | 28.57 | -0.0019 | -0.0002 | |||||
| ZCS BRL 10.21 04/03/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.02 | -10.00 | -0.0020 | 0.0003 | |||||
| RFR USD SOFR/3.47000 11/01/24-10Y LCH / DIR (EZLFRJ136TH4) | -0.02 | -20.83 | -0.0020 | 0.0008 | |||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0021 | -0.0021 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0021 | -0.0021 | ||||||
| RFR USD SOFR/3.45500 11/01/24-10Y LCH / DIR (EZLFRJ136TH4) | -0.02 | -16.67 | -0.0021 | 0.0007 | |||||
| SOLD PEN BOUGHT USD 20250819 / DFE (000000000) | -0.02 | -0.0022 | -0.0022 | ||||||
| RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (EZQZ2X045HL2) | -0.02 | -22.22 | -0.0023 | 0.0008 | |||||
| RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME / DIR (EZVTPY9TX4Q3) | -0.02 | -18.52 | -0.0023 | 0.0008 | |||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.02 | -0.0023 | -0.0023 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0024 | -0.0024 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0024 | -0.0024 | ||||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.02 | 109.09 | -0.0025 | -0.0011 | |||||
| SOLD PEN BOUGHT USD 20250918 / DFE (000000000) | -0.02 | -0.0025 | -0.0025 | ||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.02 | 35.29 | -0.0025 | -0.0005 | |||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.02 | 43.75 | -0.0025 | -0.0006 | |||||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) | -0.02 | 0.00 | -0.0025 | 0.0002 | |||||
| ZCS BRL 9.93932 08/07/23-01/02/26 CME / DIR (EZ831NM8G5X1) | -0.02 | 9.09 | -0.0025 | 0.0001 | |||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | -0.02 | -0.0026 | -0.0026 | ||||||
| RFR USD SOFR/3.30000 06/14/23-10Y LCH / DIR (EZ5HFSKWTKS4) | -0.03 | -54.55 | -0.0027 | 0.0037 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.03 | -0.0029 | -0.0029 | ||||||
| RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) | -0.03 | -61.97 | -0.0029 | 0.0053 | |||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0029 | -0.0029 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0029 | -0.0029 | ||||||
| OIS USD SOFR/1.57300 02/28/22-5Y LCH / DIR (EZQX6985GRC3) | -0.03 | 0.00 | -0.0031 | 0.0003 | |||||
| RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (EZ8G71TWCYV4) | -0.03 | 16.00 | -0.0031 | -0.0002 | |||||
| ZCS BRL 9.87397 08/03/23-01/02/26 CME / DIR (EZKWTG6QMJZ2) | -0.03 | 114.29 | -0.0032 | -0.0016 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.03 | -0.0034 | -0.0034 | ||||||
| RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (EZFWJFM3X2Y3) | -0.03 | 33.33 | -0.0034 | -0.0006 | |||||
| RFR USD SOFR/3.37000 07/12/23-30Y LCH / DIR (EZT6LH1PQV26) | -0.03 | 23.08 | -0.0034 | -0.0004 | |||||
| RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME / DIR (EZ2PTVYZHK77) | -0.03 | -25.00 | -0.0035 | 0.0015 | |||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0036 | -0.0036 | ||||||
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME / DIR (EZ0MNYB704Q3) | -0.03 | -20.93 | -0.0036 | 0.0013 | |||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0037 | -0.0037 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0037 | -0.0037 | ||||||
| EZPYFXKDYBY8 / INF SWAP GB NI 4.14 10/15/21-10Y LCH | -0.04 | -69.23 | -0.0038 | 0.0096 | |||||
| RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME / DIR (EZ0D1JRQTQ59) | -0.04 | 2.63 | -0.0041 | 0.0003 | |||||
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (EZ37WB6B28S5) | -0.04 | -23.53 | -0.0042 | 0.0017 | |||||
| RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME / DIR (EZT2YDXL4KH9) | -0.04 | -25.00 | -0.0042 | 0.0018 | |||||
| RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME / DIR (EZ902CJWY1S2) | -0.04 | 2.63 | -0.0042 | 0.0003 | |||||
| RFR USD SOFR/1.92750 03/25/22-5Y LCH / DIR (EZM2NRKV4XD6) | -0.04 | -2.44 | -0.0043 | 0.0005 | |||||
| INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (EZBQJH502J96) | -0.04 | -21.15 | -0.0043 | 0.0017 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0047 | -0.0047 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.05 | -0.0048 | -0.0048 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.05 | -0.0049 | -0.0049 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.05 | -0.0049 | -0.0049 | ||||||
| RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH / DIR (EZS1LWCR7G50) | -0.05 | -12.96 | -0.0050 | 0.0013 | |||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.05 | -0.0050 | -0.0050 | ||||||
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (EZKZJBTG1738) | -0.05 | -12.73 | -0.0051 | 0.0013 | |||||
| IRS EUR 2.00000 09/21/22-10Y LCH / DIR (EZG64YQ7HVJ2) | -0.05 | -14.29 | -0.0051 | 0.0013 | |||||
| SOLD PEN BOUGHT USD 20251114 / DFE (000000000) | -0.05 | -0.0051 | -0.0051 | ||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.05 | -0.0052 | -0.0052 | ||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.05 | -0.0053 | -0.0053 | ||||||
| RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME / DIR (EZNM1YG7V5M2) | -0.05 | -12.07 | -0.0054 | 0.0013 | |||||
| INF SWAP GB NI 4.055 09/15/21-10Y LCH / DIR (EZBQJH502J96) | -0.05 | -1.92 | -0.0054 | 0.0006 | |||||
| ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (EZQJCQCR1TQ5) | -0.05 | 6.12 | -0.0055 | 0.0002 | |||||
| RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) | -0.05 | -26.76 | -0.0055 | 0.0026 | |||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.05 | -0.0055 | -0.0055 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.05 | -0.0055 | -0.0055 | ||||||
| EZPYFXKDYBY8 / INF SWAP GB NI 4.14 10/15/21-10Y LCH | -0.05 | 47.22 | -0.0056 | -0.0018 | |||||
| ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (EZZN17Q4G5T0) | -0.05 | 6.00 | -0.0056 | 0.0002 | |||||
| ZCS BRL 10.05205 08/02/23-01/02/26 CME / DIR (EZ116MWHQ1N5) | -0.05 | 3.92 | -0.0057 | 0.0002 | |||||
| RFRF USD SF+26.161/1.2* 09/28/23-5Y CME / DIR (EZ2F6K40DBN1) | -0.06 | -18.84 | -0.0059 | 0.0021 | |||||
| ZCS BRL 10.16509 04/01/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.06 | 180.00 | -0.0059 | -0.0036 | |||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.06 | -0.0061 | -0.0061 | ||||||
| ZCS BRL 9.99764 08/04/23-01/04/27 CME / DIR (EZKMLJRVK4K5) | -0.06 | -4.69 | -0.0065 | 0.0009 | |||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | -0.06 | -0.0066 | -0.0066 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.06 | -0.0066 | -0.0066 | ||||||
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (EZ6P3GZYT2C3) | -0.06 | -12.50 | -0.0066 | 0.0017 | |||||
| ZCS BRL 10.04072 08/02/23-01/04/27 CME / DIR (EZZWKGN07H82) | -0.06 | 117.24 | -0.0067 | -0.0033 | |||||
| ZCS BRL 10.04072 08/02/23-01/04/27 CME / DIR (EZZWKGN07H82) | -0.06 | 117.24 | -0.0067 | -0.0033 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.07 | -0.0073 | -0.0073 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0075 | -0.0075 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.07 | -0.0075 | -0.0075 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.07 | -0.0076 | -0.0076 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.07 | -0.0076 | -0.0076 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.07 | -0.0076 | -0.0076 | ||||||
| IRS AUD 2.75000 06/17/16-10Y CME / DIR (EZ49RGV27FH3) | -0.07 | -58.38 | -0.0076 | 0.0123 | |||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) | -0.07 | -79.67 | -0.0077 | 0.0335 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.07 | -0.0078 | -0.0078 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0079 | -0.0079 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0081 | -0.0081 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0081 | -0.0081 | ||||||
| RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) | -0.08 | -362.07 | -0.0081 | -0.0115 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0082 | -0.0082 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0082 | -0.0082 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.08 | -0.0083 | -0.0083 | ||||||
| RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (EZ49L30X8CL0) | -0.08 | -7.06 | -0.0084 | 0.0015 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0084 | -0.0084 | ||||||
| OIS USD SOFR/1.73000 02/24/22-10Y LCH / DIR (EZH1VNW83S06) | -0.08 | -5.88 | -0.0084 | 0.0013 | |||||
| RFRF USD SF+26.161/1.50 7/05/23-8Y* CME / DIR (EZG255XP83L5) | -0.08 | -8.05 | -0.0085 | 0.0015 | |||||
| EZ3T1CL4JRC6 / INF SWAP GB NI 4.25 11/15/21-10Y LCH | -0.08 | -6.98 | -0.0085 | 0.0014 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.08 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.08 | -0.0086 | -0.0086 | ||||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) | -0.08 | -46.75 | -0.0086 | 0.0091 | |||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) | -0.08 | -46.75 | -0.0086 | 0.0091 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.08 | -0.0087 | -0.0087 | ||||||
| INF SWAP GB NI 4.066 09/15/21-10Y LCH / DIR (EZBQJH502J96) | -0.09 | 71.15 | -0.0093 | -0.0033 | |||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.09 | -0.0096 | -0.0096 | ||||||
| RFRF USD SF+26.161/2.00 8/18/23-9Y* CME / DIR (EZ2CVRR5HTJ4) | -0.09 | -15.45 | -0.0098 | 0.0028 | |||||
| ZCS BRL 10.17 04/01/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.09 | 370.00 | -0.0099 | -0.0076 | |||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.09 | -0.0100 | -0.0100 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.09 | -0.0100 | -0.0100 | ||||||
| ZCS BRL 10.3275 04/05/24-01/04/27 CME / DIR (EZKTCB597CM3) | -0.10 | -8.11 | -0.0108 | 0.0020 | |||||
| RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000) | -0.11 | -0.0111 | -0.0111 | ||||||
| RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (EZN00HJGN4H7) | -0.11 | -482.76 | -0.0117 | -0.0151 | |||||
| ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (EZJLHSSFBZG6) | -0.11 | -7.44 | -0.0118 | 0.0021 | |||||
| ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (EZJLHSSFBZG6) | -0.11 | -7.44 | -0.0118 | 0.0021 | |||||
| ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (EZXVDPT8RY03) | -0.11 | 185.00 | -0.0120 | -0.0073 | |||||
| ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (EZXVDPT8RY03) | -0.11 | 185.00 | -0.0120 | -0.0073 | |||||
| ZCS BRL 10.09012 07/31/23-01/04/27 CME / DIR (EZZWKGN07H82) | -0.12 | 300.00 | -0.0123 | -0.0089 | |||||
| RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (EZQ1LP9YKNN9) | -0.12 | 353.85 | -0.0125 | -0.0095 | |||||
| RFR USD SOFR/2.90000 04/04/22-6Y* LCH / DIR (EZZXCSYHTBZ5) | -0.12 | -10.95 | -0.0129 | 0.0028 | |||||
| RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (EZ972XMCG9H9) | -0.13 | -27.33 | -0.0132 | 0.0065 | |||||
| ZCS BRL 10.25622 04/03/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.13 | 535.00 | -0.0134 | -0.0111 | |||||
| ZCS BRL 10.20325 04/02/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.13 | 550.00 | -0.0137 | -0.0114 | |||||
| RFRF USD SF+26.161/1.70 7/12/23-6Y* CME / DIR (EZXVK45PR3N6) | -0.14 | -366.04 | -0.0148 | -0.0209 | |||||
| RFRF USD SF+26.161/1.70 7/12/23-6Y* CME / DIR (EZXVK45PR3N6) | -0.14 | -366.04 | -0.0148 | -0.0209 | |||||
| RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (EZHYT50N15V9) | -0.15 | -168.44 | -0.0162 | -0.0421 | |||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.16 | -0.0164 | -0.0164 | ||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | -0.16 | -0.0169 | -0.0169 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.16 | -0.0171 | -0.0171 | ||||||
| RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME / DIR (EZ1R3WQC6RX0) | -0.18 | 2.30 | -0.0187 | 0.0013 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0200 | -0.0200 | ||||||
| RFRF USD SF+26.161/1.50 9/15/23-5Y* CME / DIR (EZL6C00KXKG3) | -0.22 | -11.69 | -0.0231 | 0.0054 | |||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.23 | -0.0242 | -0.0242 | ||||||
| US21H0226710 / GNII II 2.5% 07/01/2050 #TBA | -0.25 | 0.79 | -0.0268 | 0.0118 | |||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.26 | -0.0271 | -0.0271 | ||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.26 | -0.0271 | -0.0271 | ||||||
| OIS USD SOFR/1.81700 04/05/22-10Y LCH / DIR (EZC7R1KQJZ83) | -0.26 | -26.84 | -0.0272 | 0.0134 | |||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -0.27 | 513.64 | -0.0284 | -0.0233 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.28 | -0.0289 | -0.0289 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.28 | -0.0289 | -0.0289 | ||||||
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (EZTP4L47M699) | -0.29 | -12.65 | -0.0305 | 0.0076 | |||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.30 | -611.86 | -0.0318 | -0.0386 | |||||
| RFR USD SOFR/1.25000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) | -0.31 | -22.81 | -0.0324 | 0.0134 | |||||
| RFRF USD SF+26.161/1.70 8/17/23-4Y* CME / DIR (EZWYVHJK0N90) | -0.34 | -361.54 | -0.0357 | -0.0506 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.45 | -0.0476 | -0.0476 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.46 | -0.0485 | -0.0485 | ||||||
| RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME / DIR (EZ8H8SK9HY04) | -0.48 | -11.84 | -0.0509 | 0.0121 | |||||
| RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) | -0.58 | -24.05 | -0.0608 | 0.0265 | |||||
| RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) | -0.58 | -24.05 | -0.0608 | 0.0265 | |||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.62 | -0.0649 | -0.0649 | ||||||
| RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (EZCCSW1V4GN3) | -0.73 | -402.48 | -0.0769 | -0.1047 | |||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.76 | -0.0799 | -0.0799 | ||||||
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (EZCQ8PB28P30) | -1.06 | -8.10 | -0.1108 | 0.0207 | |||||
| RFRF USD SF+26.161/2.00 12/15/21-30Y LCH / DIR (EZF57987L8X1) | -1.47 | 5.39 | -0.1541 | 0.0054 | |||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -1.68 | -0.1761 | -0.1761 | ||||||
| US01F0206791 / UMBS, 30 Year, Single Family | -2.53 | -2.95 | -0.2661 | 0.2736 |
