Grundläggande statistik
Portföljvärde $ 1 390 067 130
Aktuella positioner 561
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)

Jnl Series Trust - Jnl/pimco Real Return Fund (a) har redovisat 561 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 1 390 067 130 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). Jnl Series Trust - Jnl/pimco Real Return Fund (a)s största innehav är U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US9128283R96) , United States Treasury Inflation Indexed Bonds (US:US9128287D64) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , and Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 (US:US912810FD55) . Jnl Series Trust - Jnl/pimco Real Return Fund (a)s nya positioner inkluderar U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US9128283R96) , United States Treasury Inflation Indexed Bonds (US:US9128287D64) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , and Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 (US:US912810FD55) .

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Största ökningarna detta kvartal

Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiekurser.

Värdepapper Aktier
(MM)		 Värde
(MM$)		 Portfölj % av ΔPortfölj % av
28,41 2,5544 2,5544
19,33 1,7382 1,7382
14,79 1,3302 1,3302
13,61 1,2241 1,2241
26,00 2,3379 1,2105
40,41 3,6336 1,1878
19,68 1,7691 1,1004
11,15 1,0024 1,0024
14,83 1,3337 0,7876
6,71 0,6030 0,6030
Största minskningarna detta kvartal

Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.

Värdepapper Aktier
(MM)		 Värde
(MM$)		 Portfölj % av ΔPortfölj % av
10,13 0,9111 −2,8566
10,13 0,9111 −2,8566
7,44 0,6687 −2,3404
−15,08 −1,3558 −1,3558
19,95 1,7935 −1,3541
8,23 0,7402 −1,2069
9,41 0,8463 −1,2028
21,74 1,9550 −0,5154
0,52 0,0465 −0,3778
0,52 0,0465 −0,3778
13F- och fond arkiveringar

Denna blankett lämnades in den 2025-08-27 för rapporteringsperioden 2025-06-30. Klicka på länksymbolen för att se hela transaktionshistoriken.

Uppgradera för att låsa upp premiumdata och exportera till Excel.

022-07-28: Viktig notering - Vi har ändrat behandlingen av Δ Portfolio % kolumnen i denna tabell. Tidigare rapporterade vi den som den procentuella förändringen i portföljallokeringen. Vi rapporterar den nu som den råa förändringen i portföljallokeringen (fortfarande rapporterad som en procent). I formeltermer rapporterade vi det tidigare som 100 * (nuvarande allokering - tidigare allokering) / tidigare allokering. Nu rapporterar vi det som (aktuell allokering - tidigare allokering).
Värdepapper Typ Genomsnittligt aktiepris Aktier
(MM)		 ΔAktier
(%)		 ΔAktier
(%)		 Värde
($MM)		 Portfölj
(%)		 ΔPortfölj
(%)
US91282CEZ05 / U.S. Treasury Inflation Linked Notes 81,74 0,91 7,3498 0,2691
US9128283R96 / United States Treasury Inflation Indexed Bonds 51,54 0,90 4,6341 0,1691
US9128287D64 / United States Treasury Inflation Indexed Bonds 49,28 1,20 4,4312 0,1745
US91282CHP95 / United States Treasury Inflation Indexed Bonds 49,00 0,51 4,4062 0,1446
Treasury, United States Department of / DBT (US91282CJY84) 44,89 0,30 4,0361 0,1242
US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 43,46 0,23 3,9073 0,1174
US9128282L36 / United States Treasury Inflation Indexed Bonds 42,94 0,80 3,8613 0,1374
US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 40,62 0,56 3,6525 0,1216
US01F0606834 / Uniform Mortgage-Backed Security, TBA 40,41 26,74 3,6336 1,1878
US91282CGK18 / U.S. Treasury Inflation Linked Notes 39,70 0,72 3,5696 0,1243
US91282CDX65 / United States Treasury Inflation Indexed Bonds 30,72 1,13 2,7622 0,1069
Treasury, United States Department of / DBT (US91282CNB36) 28,41 2,5544 2,5544
US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 26,57 0,62 2,3888 0,0810
Treasury, United States Department of / DBT (US91282CLV18) 26,00 101,60 2,3379 1,2105
US912828Y388 / United States Treasury Inflation Indexed Bonds 25,64 0,95 2,3058 0,0854
US912828V491 / United States Treasury Inflation Indexed Bonds 22,93 0,65 2,0615 0,0704
US912810RL44 / United States Treasury Inflation Indexed Bonds 22,57 −2,92 2,0292 −0,0027
US91282CFR79 / United States Treasury Inflation Indexed Bonds 22,47 0,58 2,0201 0,0676
US912810RF75 / United States Treasury Inflation Indexed Bonds 21,74 −23,07 1,9550 −0,5154
US91282CCA71 / United States Treasury Inflation Indexed Bonds 21,04 0,56 1,8921 0,0630
US912828N712 / United States Treasury Inflation Indexed Bonds 19,95 −44,61 1,7935 −1,3541
EW / Edwards Lifesciences Corporation 19,68 164,59 1,7691 1,1004
US01F0626899 / Uniform Mortgage-Backed Security, TBA 19,58 1,31 1,7610 0,2782
Government National Mortgage Association / ABS-MBS (US3618N5PE30) 19,33 1,7382 1,7382
US91282CBF77 / United States Treasury Inflation Indexed Bonds 19,22 1,30 1,7284 0,0698
US912810PZ57 / United States Treasury Inflation Indexed Bonds 18,18 0,64 1,6343 0,0556
US912810RR14 / United States Treasury Inflation Indexed Bonds 18,17 −3,04 1,6338 −0,0042
US912828ZZ63 / United States Treasury Inflation Indexed Bonds 18,09 1,27 1,6264 0,0652
US01F0526800 / Uniform Mortgage-Backed Security, TBA 17,08 1,27 1,5359 0,2422
US912810QF84 / United States Treasury Inflation Indexed Bonds 16,82 −1,34 1,5126 0,0223
US912828S505 / United States Treasury Inflation Indexed Bonds 15,69 0,56 1,4105 0,0470
US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 15,66 0,34 1,4078 0,0439
US01F0426811 / UMBS TBA 15,51 14,37 1,3944 0,3543
US912810RW09 / United States Treasury Inflation Indexed Bonds 15,50 −3,39 1,3941 −0,0086
US912810PV44 / United States Treasury Inflation Indexed Bonds 15,01 0,62 1,3496 0,0457
FR0013519253 / French Republic Government Bond OAT 14,98 9,70 1,3468 0,1534
US91282CGW55 / United States Treasury Inflation Indexed Bonds 14,83 137,46 1,3337 0,7876
US912810QV35 / United States Treasury Inflation Indexed Bonds 14,81 9,76 1,3313 0,1523
Government National Mortgage Association / ABS-MBS (US3618N5ML00) 14,79 1,3302 1,3302
Government National Mortgage Association / ABS-MBS (US3618N5ER61) 13,61 1,2241 1,2241
US9128285W63 / United States Treasury Inflation Indexed Bonds 13,51 1,02 1,2147 0,0458
JP1120241K56 / Japanese Government CPI Linked Bond 12,86 11,11 1,1564 0,0864
Treasury, United States Department of / DBT (US912810TY47) 12,62 −3,62 1,1349 −0,0098
JGBI / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 12,13 5,00 1,0904 0,0808
Treasury, United States Department of / DBT (US91282CKL45) 11,39 0,69 1,0243 0,0353
US36179W5D62 / Ginnie Mae II Pool 11,15 1,0024 1,0024
US91282CEJ62 / United States Treasury Inflation Indexed Bonds 10,79 0,78 0,9699 0,0343
Treasury, United States Department of / DBT (US91282CLE92) 10,13 −76,49 0,9111 −2,8566
Treasury, United States Department of / DBT (US91282CLE92) 10,13 −76,49 0,9111 −2,8566
US91282CCM10 / United States Treasury Inflation Indexed Bonds 9,41 −59,85 0,8463 −1,2028
US912810QP66 / United States Treasury Inflation Indexed Bonds 8,70 −23,51 0,7824 −0,2119
US912828Z377 / United States Treasury Inflation Indexed Bonds 8,23 −63,05 0,7402 −1,2069
Treasury, United States Department of / DBT (US912810UH94) 7,86 54,43 0,7070 0,2620
EW / Edwards Lifesciences Corporation 7,44 −81,05 0,6687 −2,3404
US912810SV17 / United States Treasury Inflation Indexed Bonds 7,41 −4,37 0,6663 −0,0111
US912810SB52 / United States Treasury Inflation Indexed Bonds 6,87 −3,42 0,6180 −0,0040
EXCHANGE CLEARED IRS / DIR (N/A) 6,71 0,6030 0,6030
XS2300337909 / Bosphorus CLO VI DAC 6,44 8,90 0,5790 0,0621
US912810SM18 / US TII .25 02/15/2050 (TIPS) 6,29 −4,00 0,5653 −0,0071
Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The / ABS-MBS (US3136BWNH55) 5,47 0,4918 0,4918
CA135087VS05 / Canadian Government Real Return Bond 5,46 5,14 0,4913 0,0370
US912810TP30 / US TREASURY I/L 1.5% 02-15-53 4,95 −3,84 0,4454 −0,0049
XS2274529275 / CIFC European Funding CLO III DAC 4,71 9,15 0,4237 0,0464
US912810SG40 / United States Treasury Inflation Indexed Bonds 4,28 69,22 0,3852 0,1638
US32028KAB26 / First Franklin Mortgage Loan Trust 2006-FF17 4,08 0,30 0,3668 0,0113
US912810RA88 / United States Treasury Inflation Indexed Bonds 4,08 −2,46 0,3665 0,0012
US3137FKAX42 / FREDDIE MAC FHR 4851 PF 3,92 0,3529 0,3529
XS2665045949 / HAYFIN EMERALD CLO SER 12A CL A V/R REGD 144A P/P /EUR/ 0.00000000 3,89 8,81 0,3499 0,0372
EXCHANGE CLEARED IRS / DIR (N/A) 3,55 0,3191 0,3191
US912810TE82 / United States Treasury Inflation Indexed Bonds 3,26 −4,80 0,2927 −0,0062
US17307GP856 / Citigroup Mortgage Loan Trust Inc 3,13 0,35 0,2814 0,0089
FMCC / Federal Home Loan Mortgage Corporation 3,10 −5,28 0,2791 −0,0073
US12669WAA45 / Countrywide Asset-Backed Certificates 2,82 −0,46 0,2538 0,0059
FR0014001N38 / French Republic 2,75 10,73 0,2469 0,0301
IT0005387052 / Italy Buoni Poliennali Del Tesoro 2,41 11,46 0,2170 0,0277
US38382YB360 / Government National Mortgage Association 2,27 −0,53 0,2038 0,0046
EXCHANGE CLEARED IRS / DIR (N/A) 2,26 0,2035 0,2035
XS2327983784 / Providus CLO IV DAC 2,23 8,90 0,2003 0,0215
EXCHANGE CLEARED IRS / DIR (N/A) 2,21 0,1988 0,1988
XS2419216622 / Toro European CLO 7 DAC 2,08 7,78 0,1870 0,0184
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 2,04 0,1836 0,1836
LCM 36 Ltd / ABS-CBDO (US50190LAL27) 1,99 0,00 0,1788 0,0050
Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The / ABS-MBS (US3136BWUZ70) 1,90 0,1708 0,1708
XS2401860718 / Voya Euro CLO IV DAC 1,88 8,88 0,1688 0,0181
US75406DAD57 / RASC Series 2006-EMX1 Trust 1,82 −1,89 0,1638 0,0015
Palmer Square European Loan Funding 2024-1 Designated Activity Company / ABS-CBDO (XS3040415013) 1,74 0,1568 0,1568
US805564TL53 / SAXON ASSET SECURITIES TRUST SAST 2005 4 M3 1,72 4,76 0,1544 0,0111
Ocean Trails CLO 8 / ABS-CBDO (US67514UAU51) 1,70 0,24 0,1529 0,0046
Palmer Square European Loan Funding 2024-2 Designated Activity Company / ABS-CBDO (XS2865669365) 1,66 0,30 0,1491 0,0047
Trinitas CLO XIX Ltd / ABS-CBDO (US89642FAN33) 1,60 0,13 0,1436 0,0042
US12651DAG34 / CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A 1,58 0,89 0,1422 0,0052
US65536HAH12 / Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1 1,57 −2,91 0,1412 −0,0002
US38380LJY02 / Government National Mortgage Association 1,44 −1,77 0,1295 0,0013
US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 1,42 −4,52 0,1273 −0,0022
Henley CLO VII Designated Activity Company / ABS-CBDO (XS2874094274) 1,41 9,03 0,1270 0,0138
US89288CAA71 / TRAL_21-7A 1,40 0,07 0,1259 0,0036
US12559QAF90 / CIT Mortgage Loan Trust 2007-1 1,35 −5,38 0,1218 −0,0034
FMCC / Federal Home Loan Mortgage Corporation 1,33 −8,91 0,1196 −0,0081
US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd 1,31 −5,49 0,1178 −0,0034
US88522AAC53 / Thornburg Mortgage Securities Trust 1,27 −1,09 0,1140 0,0019
US1248RHAC14 / CREDIT-BASED ASSET SERVICING & SECURITIZATIO SER 2007-CB6 CL A3 V/R REGD 144A P/P 2.04275000 1,27 −0,86 0,1139 0,0023
US060505FL38 / Bank of America Corp 1,18 0,68 0,1060 0,0036
Arbour CLO VI Designated Activity Company / ABS-CBDO (XS2900383915) 1,18 8,79 0,1058 0,0113
US17309PAS56 / Citigroup Mortgage Loan Trust 2006-AMC1 1,17 −5,17 0,1056 −0,0026
BRAZILIAN REAL / DFE (N/A) 1,17 0,1051 0,1051
US78442GLL85 / SLM Student Loan Trust 2004-3 1,13 −4,71 0,1019 −0,0020
US17313BAF85 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1 1,10 3,08 0,0993 0,0056
US054980AA58 / BDS 2022-FL11 LLC 1,07 −6,16 0,0960 −0,0034
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 1,04 0,0931 0,0931
US32028HAE36 / First Franklin Mortgage Loan Trust 2006-FF10 1,03 −2,00 0,0927 0,0007
Adagio CLO VIII Designated Activity Company / ABS-CBDO (XS2054620070) 1,02 −14,75 0,0920 −0,0130
US83609GBN43 / Sound Point CLO IX Ltd 1,01 −12,02 0,0909 −0,0095
US61744CUU88 / MORGAN STANLEY CAPITAL INC MSAC 2005 HE5 M3 0,99 −1,50 0,0888 0,0012
US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 0,99 −4,64 0,0888 −0,0017
XS2330054953 / OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A 0,98 −5,58 0,0884 −0,0026
Segretariato Generale Della Presidenza Della Repubblica / DBT (IT0005588881) 0,97 13,39 0,0876 0,0125
US53947XAA00 / LoanCore 2021-CRE5 Issuer Ltd 0,95 −37,50 0,0854 −0,0475
Government National Mortgage Association / ABS-MBS (US3618N5KS70) 0,91 0,0816 0,0816
Government National Mortgage Association / ABS-MBS (US3618N5H931) 0,91 0,0816 0,0816
Sculptor CLO XXVII Ltd / ABS-CBDO (US81124UAW45) 0,90 0,56 0,0809 0,0027
Anchorage Capital Clo 20 Ltd / ABS-CBDO (US03330YAJ91) 0,90 0,45 0,0809 0,0026
US3132HTBH86 / Freddie Mac Strips 0,89 −3,38 0,0796 −0,0005
US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 0,88 2,44 0,0793 0,0040
US92558NAJ19 / Vibrant CLO XI Ltd 0,88 −22,26 0,0792 −0,0198
Sound Point CLO XXVIII, Ltd / ABS-CBDO (US83615CAL00) 0,87 −10,28 0,0786 −0,0066
DGZ / DB Gold Short ETN 0,86 0,0773 0,0773
US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C 0,83 3,11 0,0745 0,0043
Palmer Square European Loan Funding 2023-3 Designated Activity Company / ABS-CBDO (XS2934650610) 0,83 −2,25 0,0743 0,0004
TOTAL RETURN SWAP / DIR (N/A) 0,81 0,0730 0,0730
US38375UZZ64 / Government National Mortgage Association 0,81 −6,68 0,0729 −0,0030
US17312EAC03 / ASSET BACKED SECURITY 0,78 −1,38 0,0706 0,0010
US31418EYP95 / FNMA 30YR 6.5% 12/01/2053#MA5217 0,77 −8,83 0,0697 −0,0045
XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A 0,77 −11,10 0,0692 −0,0064
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,75 0,0676 0,0676
US23246KAA97 / Alternative Loan Trust 2007-1T1 0,75 −1,70 0,0676 0,0008
US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A 0,75 −10,99 0,0670 −0,0062
US61744CNC63 / Morgan Stanley ABS Capital I Inc Trust 2005-HE2 0,73 −3,94 0,0658 −0,0008
US437084QA78 / Home Equity Asset Trust 0,71 −7,29 0,0641 −0,0031
St.Paul's CLO X Designated Activity Company / ABS-CBDO (XS2319913104) 0,70 9,16 0,0633 0,0070
XS2402448703 / St Pauls CLO II DAC 0,70 9,18 0,0631 0,0069
Octagon Investment Partners 40 Ltd. / ABS-CBDO (US67592BAY48) 0,70 −0,14 0,0626 0,0017
US17311WAA53 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A 0,69 −0,43 0,0619 0,0015
US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd 0,68 −1,31 0,0610 0,0009
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) 0,67 0,0602 0,0602
XS1850277838 / Tikehau CLO IV BV 0,66 −15,08 0,0593 −0,0086
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,64 0,0580 0,0580
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,63 0,0566 0,0566
US87241EAQ89 / TCW CLO 2019-1 AMR Ltd 0,60 0,17 0,0540 0,0017
Bain Capital Credit / ABS-CBDO (US05684RAL69) 0,60 0,00 0,0539 0,0016
Sandstone Peak Ltd. / ABS-CBDO (US800130AN66) 0,60 0,00 0,0539 0,0015
Elevation CLO 2022-16 Ltd / ABS-CBDO (US28623YAU73) 0,60 0,17 0,0537 0,0016
US93363DAA54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust 0,59 −1,99 0,0533 0,0005
XS2298464939 / Dryden 44 Euro CLO 2015 BV 0,59 9,31 0,0528 0,0058
WFC.PRL / Wells Fargo & Company - Preferred Stock 0,00 0,00 0,59 −2,17 0,0528 0,0003
XS2294714220 / Contego CLO IV Designated Activity Company 0,58 9,01 0,0523 0,0057
US31418EHK91 / Fannie Mae Pool 0,55 −2,15 0,0491 0,0003
XS2326512618 / HARVEST CLO HARVT 21A A1R 144A 0,53 1,74 0,0472 0,0021
Treasury, United States Department of / DBT (US91282CML27) 0,52 −89,35 0,0465 −0,3778
Treasury, United States Department of / DBT (US91282CML27) 0,52 −89,35 0,0465 −0,3778
Capital Four US CLO II Ltd. / ABS-CBDO (US14016CAN65) 0,50 0,00 0,0451 0,0013
US61750SAF92 / Morgan Stanley ABS Capital I Incorporated Trust 0,50 9,96 0,0447 0,0052
US3137F4BX98 / Freddie Mac REMICS 0,49 −15,44 0,0443 −0,0066
EXCHANGE CLEARED IRS / DIR (N/A) 0,49 0,0442 0,0442
US09629PAA49 / BlueMountain CLO XXII Ltd 0,49 −17,68 0,0440 −0,0079
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,48 0,0432 0,0432
US12482NAN12 / CBAM 2019-10 Ltd 0,48 −16,93 0,0428 −0,0073
Rad CLO 4, Ltd. / ABS-CBDO (US749984AA83) 0,46 −16,30 0,0416 −0,0067
Voya CLO 2019-2 Ltd / ABS-CBDO (US92917RAL33) 0,45 −1,31 0,0406 0,0006
US67576FAA75 / Octagon Investment Partners 18-R Ltd 0,44 −17,76 0,0396 −0,0072
US12551YAA10 / CIFC 2018-3A A 0,44 −17,42 0,0393 −0,0069
AG Trust 2024-NLP / ABS-MBS (US00792MAA18) 0,43 0,23 0,0385 0,0012
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) 0,43 0,0384 0,0384
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) 0,43 0,0384 0,0384
US912810PS15 / United States Treasury Inflation Indexed Bonds 0,42 0,24 0,0378 0,0011
US80317LAJ26 / Saranac Clo VI Ltd 0,42 −14,14 0,0377 −0,0050
Atlas Senior Loan Fund XV Ltd / ABS-CBDO (US04942MAN48) 0,40 −13,20 0,0361 −0,0043
US15032AAN72 / Cedar Funding V CLO Ltd 0,40 −11,78 0,0357 −0,0036
TOTAL RETURN SWAP / DIR (N/A) 0,38 0,0344 0,0344
EXCHANGE CLEARED IRS / DIR (N/A) 0,38 0,0339 0,0339
US74924EAA55 / RALI Series 2007-QH8 Trust 0,36 −2,73 0,0320 −0,0000
US67113DAW48 / OZLM XXIV Ltd 0,36 −23,66 0,0320 −0,0087
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) 0,35 0,0311 0,0311
US31418ES431 / UMBS, 30 Year 0,34 −2,59 0,0306 0,0001
XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A 0,34 4,32 0,0304 0,0021
US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 0,32 −8,24 0,0291 −0,0017
US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 0,32 1,58 0,0289 0,0013
XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS 0,31 −6,71 0,0276 −0,0011
US74923EAA64 / Rad CLO 5 Ltd 0,31 −15,75 0,0275 −0,0043
FCT / Fincantieri S.p.A. 0,30 0,0274 0,0274
FCT / Fincantieri S.p.A. 0,30 0,0273 0,0273
US3140XJ4D27 / Federal National Mortgage Association, Inc. 0,30 −2,64 0,0266 0,0001
US26251LAC81 / Dryden 64 CLO Ltd 2.79 0,30 −23,58 0,0265 −0,0073
XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS 0,29 8,24 0,0261 0,0027
US654744AC50 / Nissan Motor Co Ltd 0,29 −0,69 0,0259 0,0005
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,28 0,0254 0,0254
CH1174335732 / Credit Suisse Group AG 0,28 14,17 0,0254 0,0026
US52524VAG41 / Lehman XS Trust, Series 2007-15N 0,28 −4,84 0,0248 −0,0005
US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 0,27 −34,61 0,0247 −0,0120
US87277JAA97 / TRTX 2022-FL5 Issuer Ltd 0,27 −7,67 0,0238 −0,0013
XS2390844780 / Black Diamond CLO 2019-1 DAC 0,26 −0,75 0,0237 0,0004
US61744CFR25 / Morgan Stanley ABS Capital I Inc Trust 2004-NC7 0,26 −0,39 0,0233 0,0006
US80557BAA26 / Saxon Asset Securities Trust 2007-3 0,24 −3,17 0,0220 −0,0001
US92331AAU88 / Venture XXVIII CLO Ltd 0,23 −42,18 0,0210 −0,0142
US48250MAK36 / KKR CLO 11 Ltd 0,23 −23,75 0,0206 −0,0056
US33835NAA90 / 522 FUNDING CLO LTD MORGN 2018 3A AR 144A 0,23 −23,13 0,0204 −0,0054
US12481QAC96 / CBAM 2018-5 Ltd 0,22 −24,58 0,0202 −0,0058
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,22 0,0202 0,0202
US021466AA50 / ALTERNATIVE LOAN TRUST 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 1.82800000 0,21 0,00 0,0193 0,0005
XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A 0,20 −23,02 0,0184 −0,0048
Credicorp Capital Sociedad Titularizada S.A. / DBT (US224939AB41) 0,20 0,0181 0,0181
US928563AC98 / VMware Inc 0,20 1,02 0,0178 0,0007
US12543DBG43 / CHS/Community Health Systems Inc 0,20 2,62 0,0177 0,0010
US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA 0,19 −2,54 0,0173 0,0001
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,19 0,0168 0,0168
US39539FAK03 / GreenPoint Mortgage Funding Trust Series 2006-AR4 0,18 −1,60 0,0166 0,0002
EXCHANGE CLEARED IRS / DIR (N/A) 0,18 0,0163 0,0163
US64352VJJ17 / New Century Home Equity Loan Trust, Series 2004-4, Class M1 0,18 −1,65 0,0161 0,0002
US760985R375 / Residential Asset Mortgage Products, Inc. 0,18 −7,81 0,0160 −0,0009
OZLM IX, Ltd. / ABS-CBDO (US67109KBG85) 0,18 −24,24 0,0157 −0,0045
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,17 0,0157 0,0157
US77587UAL61 / ROMARK CLO LTD RMRK 2017 1A A1R 144A 0,17 −36,96 0,0156 −0,0085
US12489WLH50 / Credit-Based Asset Servicing & Securitization LLC 0,17 −1,70 0,0156 0,0002
US69702HAA68 / Palmer Square Loan Funding Ltd 0,17 −58,37 0,0152 −0,0204
US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 0,17 −2,33 0,0151 0,0000
US59981TAC99 / MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000 0,16 −9,30 0,0141 −0,0010
BRAZILIAN REAL / DFE (N/A) 0,15 0,0135 0,0135
US54251TAC36 / Long Beach Mortgage Loan Trust 2006-7 0,15 4,93 0,0134 0,0010
SNDPT / Sounds Point CLO IV-R LTD 0,14 −18,86 0,0128 −0,0025
CH1211713180 / Credit Suisse Group AG 0,14 6,06 0,0127 0,0011
CANADIAN DOLLAR / DFE (N/A) 0,14 0,0123 0,0123
TOTAL RETURN SWAP / DIR (N/A) 0,14 0,0122 0,0122
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,13 0,0121 0,0121
FUTURE - CASH SETTLED / DIR (N/A) 0,13 0,0121 0,0121
FUTURE - CASH SETTLED / DIR (N/A) 0,13 0,0121 0,0121
US81377AAD46 / Securitized Asset Backed Receivables LLC Trust 2006-HE2 0,13 3,10 0,0120 0,0006
CH1214797172 / Credit Suisse Group AG 0,13 9,09 0,0119 0,0013
US12649WAW10 / CSMC SERIES 2015-3R SER 2015-3R CL 5A2 V/R REGD 144A P/P 1.85800000 0,13 −26,67 0,0119 −0,0039
US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 0,12 0,82 0,0111 0,0004
FCT / Fincantieri S.p.A. 0,12 10,81 0,0111 0,0014
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,12 0,0111 0,0111
US126378AL28 / CSMC Mortgage-Backed Trust 2007-1 0,12 0,00 0,0111 0,0003
US00442JAC80 / ACE Securities Corporation Home Equity Loan Trust Series 0,12 1,65 0,0111 0,0004
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,12 0,0109 0,0109
US46632TAA34 / JP Morgan Mortgage Trust Series 2008-R2 0,12 −1,67 0,0106 0,0001
FR001400AQH0 / FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 0,12 11,32 0,0106 0,0013
CH0483180946 / Credit Suisse Group AG 0,12 10,48 0,0104 0,0012
US92916GBE35 / Voya 2012-4 Ltd 0,12 −15,44 0,0104 −0,0015
US93364CAA62 / WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust 0,11 −3,39 0,0103 −0,0000
US92917CAE21 / Voya CLO 2013-1 Ltd 0,11 −23,49 0,0103 −0,0028
US362334ND27 / GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 0,11 −0,88 0,0102 0,0002
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) 0,11 0,0101 0,0101
US76113ABL44 / RASC Series 2006-KS3 Trust 0,11 −22,86 0,0097 −0,0025
US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A 0,11 −6,25 0,0095 −0,0004
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,11 0,0095 0,0095
US05534AAN19 / BCAP LLC 2011-RR5-I Trust 0,10 −11,86 0,0094 −0,0010
EXCHANGE CLEARED IRS / DIR (N/A) 0,10 0,0089 0,0089
JAPANESE YEN / DFE (N/A) 0,10 0,0087 0,0087
JAPANESE YEN / DFE (N/A) 0,10 0,0087 0,0087
US61913PAN24 / MortgageIT Trust 2004-2 0,09 −1,09 0,0082 0,0001
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,09 0,0080 0,0080
US32115BAA89 / First NLC Trust 2007-1 0,09 0,00 0,0080 0,0002
TOTAL RETURN SWAP / DIR (N/A) 0,09 0,0080 0,0080
SINGAPORE DOLLAR / DFE (N/A) 0,09 0,0079 0,0079
US05401AAR23 / Avolon Holdings Funding Ltd 0,08 1,20 0,0076 0,0003
EXCHANGE CLEARED IRS / DIR (N/A) 0,08 0,0075 0,0075
AUSTRALIAN DOLLAR / DFE (N/A) 0,08 0,0075 0,0075
Ginnie Mae II / ABS-MBS (US36179Y5G57) 0,08 −4,65 0,0074 −0,0002
US31395HHV50 / Freddie Mac Structured Pass-Through Certificates 0,07 −4,05 0,0065 −0,0000
DE000C4SA6R6 / EURO STOXX 50 Index 0,07 0,0061 0,0061
US07386HZJ30 / Bear Stearns ALT-A Trust 2005-10 0,07 −2,99 0,0059 −0,0000
XS1713472899 / BlueMountain EUR CLO 2016-1 DAC 0,06 −70,56 0,0057 −0,0130
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,06 0,0057 0,0057
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,06 0,0054 0,0054
EXCHANGE CLEARED IRS / DIR (N/A) 0,06 0,0054 0,0054
DE000C4SA6R6 / EURO STOXX 50 Index 0,06 0,0053 0,0053
US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 0,06 0,00 0,0052 0,0002
US17312GAA94 / Citigroup Mortgage Loan Trust Series 2007 AHL3 0,06 0,00 0,0051 0,0002
US31395M2F53 / Freddie Mac Structured Pass-Through Certificates 0,06 −5,08 0,0051 −0,0001
US76113LAE74 / RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 0,06 1,82 0,0051 0,0002
MEXICAN PESO / DFE (N/A) 0,05 0,0049 0,0049
US22616CAJ27 / Crestline Denali CLO XV Ltd 0,05 −82,90 0,0048 −0,0223
US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 0,05 −38,82 0,0047 −0,0028
US41161PCY79 / Harborview Mortgage Loan Trust 2004-6 0,05 −1,89 0,0047 −0,0000
US07387AAB17 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-1, Class 2A1 0,05 −1,92 0,0046 0,0001
DE000C4SA6R6 / EURO STOXX 50 Index 0,05 0,0045 0,0045
US073871AN55 / Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-4 0,05 −2,00 0,0045 0,0001
US45660LUD99 / IndyMac INDX Mortgage Loan Trust 2005-AR16IP 0,05 0,00 0,0043 0,0001
EXCHANGE CLEARED IRS / DIR (N/A) 0,05 0,0043 0,0043
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,05 0,0041 0,0041
US1248RHAA57 / Credit-Based Asset Servicing and Securitization LL 0,04 0,00 0,0039 0,0001
DE000C4SA6R6 / EURO STOXX 50 Index 0,04 0,0039 0,0039
US55379AAA25 / M360 2021-CRE3 Ltd 0,04 −60,75 0,0038 −0,0055
TAIWAN NEW DOLLAR / DFE (N/A) 0,04 0,0037 0,0037
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,04 0,0037 0,0037
US3128NFFX03 / FHLMC 0,04 −2,44 0,0036 0,0000
US86359BGF22 / Structured Adjustable Rate Mortgage Loan Trust 0,04 −4,88 0,0035 −0,0001
US57643LMA16 / MASTR Asset Backed Securities Trust 2006-AM1 0,04 −2,50 0,0035 0,0000
US83162CRL99 / United States Small Business Administration 0,03 −20,93 0,0031 −0,0007
US466247UG61 / JP Morgan Mortgage Trust 2005-A6 0,03 0,00 0,0030 0,0001
US885220HB24 / THORNBURG MORTGAGE SECURITIES TRUST FRN 4/25/2045 05-1 A3 0,03 −8,57 0,0029 −0,0002
US12667GUG62 / Countrywide Alternative Loan Trust, Series 2005-29CB, Class A4 0,03 −5,88 0,0029 −0,0001
JAPANESE YEN / DFE (N/A) 0,03 0,0029 0,0029
US576433GC48 / MASTR Adjustable Rate Mortgages Trust 2003-6 0,03 −3,12 0,0028 −0,0000
US59020UAC99 / MLCC MORTGAGE INVESTORS, INC. - SERIES 2004 0,03 0,00 0,0026 0,0000
US17311XAA37 / Citigroup Mortgage Loan Trust 2007-AMC2 0,03 3,57 0,0026 0,0001
US61755CAA09 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 0,03 0,00 0,0026 0,0000
US929227R651 / WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust 0,03 0,00 0,0025 0,0000
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,03 0,0025 0,0025
BRITISH POUND STERLING / DFE (N/A) 0,03 0,0025 0,0025
US466247TQ62 / J.P. Morgan Mortgage Trust 2005-A1 0,03 0,00 0,0023 0,0000
US07384MB681 / Bear Stearns ARM Trust 2004-1 0,03 0,00 0,0023 0,0000
FR001400F0V4 / BNP Paribas SA 0,02 0,0022 0,0022
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,02 0,0022 0,0022
US31409BFF94 / Fannie Mae Pool 0,02 −4,17 0,0022 0,0000
SWISS FRANC / DFE (N/A) 0,02 0,0021 0,0021
UNITED STATES DOLLAR / DFE (N/A) 0,02 0,0021 0,0021
FR001400F0V4 / BNP Paribas SA 0,02 0,0021 0,0021
FR001400F0V4 / BNP Paribas SA 0,02 0,0021 0,0021
INDONESIAN RUPIAH / DFE (N/A) 0,02 0,0020 0,0020
US92922F4F29 / WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust 0,02 0,00 0,0019 0,0000
US07384M4J85 / Bear Stearns ARM Trust 2004-10 0,02 0,00 0,0018 0,0001
US07384M3D25 / BEAR STEARNS ARM TRUST 2004-9 BSARM 2004-9 22A1 0,02 0,00 0,0018 0,0000
DE000C4SA6R6 / EURO STOXX 50 Index 0,02 0,0018 0,0018
US31396V4Q81 / Fannie Mae REMICS 0,02 0,00 0,0017 0,0000
US88432CBB19 / Wind River CLO, Ltd. FRN, due 07/18/2031 0,02 −83,49 0,0016 −0,0079
US17307GTK49 / Citigroup Mortgage Loan Trust 2005-3 0,02 −5,26 0,0016 −0,0001
US589929M704 / MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERI SER 2003-A2 CL 1A1 V/R REGD 4.35915200 0,02 −5,56 0,0016 0,0000
SINGAPORE DOLLAR / DFE (N/A) 0,01 0,0013 0,0013
US3128JRN777 / Federal Home Loan Mortgage Corporation 0,01 −7,14 0,0013 0,0000
US872224AG53 / TBW Mortgage-Backed Trust Series 2006-4 0,01 0,00 0,0012 0,0000
US92922FBX50 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A 0,01 0,00 0,0012 0,0000
US939336PB38 / Washington Mutual Mortgage Securities Corp. 0,01 0,00 0,0012 0,0000
INDIAN RUPEE / DFE (N/A) 0,01 0,0012 0,0012
POLISH ZLOTY / DFE (N/A) 0,01 0,0012 0,0012
FR001400F0V4 / BNP Paribas SA 0,01 0,0012 0,0012
US36242DUL53 / GSR Mortgage Loan Trust 2005-AR1 0,01 −7,69 0,0012 0,0000
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,01 0,0011 0,0011
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) 0,01 0,0011 0,0011
DE000C4SA6R6 / EURO STOXX 50 Index 0,01 0,0011 0,0011
US41165AAB89 / HarborView Mortgage Loan Trust 2007-5 0,01 0,00 0,0011 0,0000
DE000C4SA6R6 / EURO STOXX 50 Index 0,01 0,0010 0,0010
SOUTH KOREAN WON / DFE (N/A) 0,01 0,0010 0,0010
US3128NHPT47 / FEDERAL HOME LOAN MORTGAGE CORP 3.249% 09/01/2036 FHLMC ARM 0,01 −37,50 0,0010 −0,0005
US45660LZK87 / IndyMac INDA Mortgage Loan Trust 2005-AR1 0,01 −37,50 0,0010 −0,0005
US31407XUZ22 / Fannie Mae Pool 0,01 0,00 0,0009 0,0000
TAIWAN NEW DOLLAR / DFE (N/A) 0,01 0,0009 0,0009
US46630GAA31 / JP Morgan Mortgage Trust 2007-A1 0,01 0,00 0,0009 0,0000
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,01 0,0008 0,0008
US05949A6C95 / Banc of America Mortgage Securities, Inc. 0,01 −11,11 0,0008 −0,0001
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) 0,01 0,0008 0,0008
US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 0,01 −11,11 0,0007 −0,0001
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) 0,01 0,0007 0,0007
FR001400F0V4 / BNP Paribas SA 0,01 0,0007 0,0007
FR001400F0V4 / BNP Paribas SA 0,01 0,0007 0,0007
DE000C4SA6R6 / EURO STOXX 50 Index 0,01 0,0006 0,0006
FR001400F0V4 / BNP Paribas SA 0,01 0,0006 0,0006
US161630AQ16 / Chase Mortgage Finance Trust Series 2007-A1 0,01 0,00 0,0006 0,0000
SOUTH AFRICAN RAND / DFE (N/A) 0,01 0,0006 0,0006
EURO DOLLAR / DFE (N/A) 0,01 0,0006 0,0006
US45660NQA62 / IndyMac MBS, Inc. 0,01 −16,67 0,0005 −0,0000
NEW ZEALAND DOLLAR / DFE (N/A) 0,01 0,0005 0,0005
EXCHANGE CLEARED IRS / DIR (N/A) 0,01 0,0005 0,0005
TAIWAN NEW DOLLAR / DFE (N/A) 0,00 0,0004 0,0004
US07384MUR14 / BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A2 V/R REGD 4.99636100 0,00 −20,00 0,0004 0,0000
INDIAN RUPEE / DFE (N/A) 0,00 0,0004 0,0004
INDIAN RUPEE / DFE (N/A) 0,00 0,0004 0,0004
FR001400F0V4 / BNP Paribas SA 0,00 0,0004 0,0004
SOUTH AFRICAN RAND / DFE (N/A) 0,00 0,0004 0,0004
SOUTH AFRICAN RAND / DFE (N/A) 0,00 0,0004 0,0004
US17307GGX07 / CITIGROUP MORTGAGE LOAN TRUST INC SER 2004-NCM2 CL 1CB1 REGD 5.50000000 0,00 0,00 0,0004 0,0000
US466247TZ61 / JP Morgan Mortgage Trust 2005-A6 0,00 0,00 0,0003 0,0000
UNITED STATES DOLLAR / DFE (N/A) 0,00 0,0003 0,0003
US86359LDX47 / Structured Asset Mortgage Investments II Trust 2004-AR5 0,00 0,00 0,0003 −0,0000
US17307GXP89 / Citigroup Mortgage Loan Trust Inc 0,00 0,00 0,0003 −0,0000
INDONESIAN RUPIAH / DFE (N/A) 0,00 0,0002 0,0002
CMLTI / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 HE3 A 0,00 0,00 0,0002 −0,0000
SINGAPORE DOLLAR / DFE (N/A) 0,00 0,0002 0,0002
FR001400F0V4 / BNP Paribas SA 0,00 0,0002 0,0002
ISRAELI SHEKEL / DFE (N/A) 0,00 0,0002 0,0002
INDIAN RUPEE / DFE (N/A) 0,00 0,0002 0,0002
INDIAN RUPEE / DFE (N/A) 0,00 0,0002 0,0002
POLISH ZLOTY / DFE (N/A) 0,00 0,0002 0,0002
DGZ / DB Gold Short ETN 0,00 0,0002 0,0002
DE000C4SA6R6 / EURO STOXX 50 Index 0,00 0,0001 0,0001
DE000C4SA6R6 / EURO STOXX 50 Index 0,00 0,0001 0,0001
DGZ / DB Gold Short ETN 0,00 0,0001 0,0001
UNITED STATES DOLLAR / DFE (N/A) 0,00 0,0001 0,0001
FR001400F0V4 / BNP Paribas SA 0,00 0,0001 0,0001
FR001400F0V4 / BNP Paribas SA 0,00 0,0001 0,0001
TAIWAN NEW DOLLAR / DFE (N/A) 0,00 0,0000 0,0000
SOUTH KOREAN WON / DFE (N/A) 0,00 0,0000 0,0000
SOUTH KOREAN WON / DFE (N/A) 0,00 0,0000 0,0000
SINGAPORE DOLLAR / DFE (N/A) 0,00 0,0000 0,0000
POLISH ZLOTY / DFE (N/A) 0,00 0,0000 0,0000
FR001400F0V4 / BNP Paribas SA 0,00 0,0000 0,0000
JAPANESE YEN / DFE (N/A) 0,00 0,0000 0,0000
NORWEGIAN KRONE / DFE (N/A) 0,00 0,0000 0,0000
DGZ / DB Gold Short ETN 0,00 0,0000 0,0000
UNITED STATES DOLLAR / DFE (N/A) 0,00 0,0000 0,0000
UNITED STATES DOLLAR / DFE (N/A) 0,00 0,0000 0,0000
FR001400F0V4 / BNP Paribas SA 0,00 0,0000 0,0000
INDONESIAN RUPIAH / DFE (N/A) 0,00 0,0000 0,0000
INDONESIAN RUPIAH / DFE (N/A) 0,00 0,0000 0,0000
INDONESIAN RUPIAH / DFE (N/A) 0,00 0,0000 0,0000
INDIAN RUPEE / DFE (N/A) 0,00 0,0000 0,0000
DGZ / DB Gold Short ETN −0,00 −0,0000 −0,0000
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −0,0000 −0,0000
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,00 −0,0000 −0,0000
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0000 −0,0000
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0000 −0,0000
NORWEGIAN KRONE / DFE (N/A) −0,00 −0,0000 −0,0000
DGZ / DB Gold Short ETN −0,00 −0,0000 −0,0000
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0000 −0,0000
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0000 −0,0000
DGZ / DB Gold Short ETN −0,00 −0,0000 −0,0000
DGZ / DB Gold Short ETN −0,00 −0,0000 −0,0000
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0000 −0,0000
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0000 −0,0000
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0000 −0,0000
FR001400F0V4 / BNP Paribas SA −0,00 −0,0000 −0,0000
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0000 −0,0000
FR001400F0V4 / BNP Paribas SA −0,00 −0,0000 −0,0000
FR001400F0V4 / BNP Paribas SA −0,00 −0,0001 −0,0001
DGZ / DB Gold Short ETN −0,00 −0,0001 −0,0001
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0001 −0,0001
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0001 −0,0001
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −0,0001 −0,0001
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0001 −0,0001
DGZ / DB Gold Short ETN −0,00 −0,0001 −0,0001
INDIAN RUPEE / DFE (N/A) −0,00 −0,0001 −0,0001
INDIAN RUPEE / DFE (N/A) −0,00 −0,0001 −0,0001
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0001 −0,0001
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0001 −0,0001
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −0,0001 −0,0001
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0001 −0,0001
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −0,0002 −0,0002
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0002 −0,0002
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0002 −0,0002
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0002 −0,0002
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,00 −0,0002 −0,0002
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0002 −0,0002
FR001400F0V4 / BNP Paribas SA −0,00 −0,0002 −0,0002
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0002 −0,0002
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0002 −0,0002
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −0,0002 −0,0002
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0002 −0,0002
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0002 −0,0002
INDIAN RUPEE / DFE (N/A) −0,00 −0,0002 −0,0002
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0002 −0,0002
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,00 −0,0002 −0,0002
FR001400F0V4 / BNP Paribas SA −0,00 −0,0002 −0,0002
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0003 −0,0003
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0003 −0,0003
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −0,0003 −0,0003
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −0,0003 −0,0003
DGZ / DB Gold Short ETN −0,00 −0,0003 −0,0003
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0004 −0,0004
UNITED STATES DOLLAR / DFE (N/A) −0,00 −0,0004 −0,0004
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −0,0004 −0,0004
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0005 −0,0005
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0005 −0,0005
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0005 −0,0005
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0005 −0,0005
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0005 −0,0005
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0005 −0,0005
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0005 −0,0005
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,01 −0,0006 −0,0006
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0006 −0,0006
DE000C4SA6R6 / EURO STOXX 50 Index −0,01 −0,0006 −0,0006
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0006 −0,0006
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0007 −0,0007
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0008 −0,0008
DE000C4SA6R6 / EURO STOXX 50 Index −0,01 −0,0009 −0,0009
DE000C4SA6R6 / EURO STOXX 50 Index −0,01 −0,0010 −0,0010
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0010 −0,0010
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0010 −0,0010
UNITED STATES DOLLAR / DFE (N/A) −0,01 −0,0011 −0,0011
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,01 −0,0011 −0,0011
UNITED STATES DOLLAR / DFE (N/A) −0,02 −0,0014 −0,0014
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,02 −0,0014 −0,0014
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,02 −0,0015 −0,0015
UNITED STATES DOLLAR / DFE (N/A) −0,02 −0,0015 −0,0015
UNITED STATES DOLLAR / DFE (N/A) −0,02 −0,0017 −0,0017
UNITED STATES DOLLAR / DFE (N/A) −0,02 −0,0018 −0,0018
DE000C4SA6R6 / EURO STOXX 50 Index −0,02 −0,0019 −0,0019
UNITED STATES DOLLAR / DFE (N/A) −0,02 −0,0020 −0,0020
DE000C4SA6R6 / EURO STOXX 50 Index −0,02 −0,0021 −0,0021
UNITED STATES DOLLAR / DFE (N/A) −0,02 −0,0022 −0,0022
DGZ / DB Gold Short ETN −0,02 −0,0022 −0,0022
FR001400F0V4 / BNP Paribas SA −0,03 −0,0023 −0,0023
UNITED STATES DOLLAR / DFE (N/A) −0,03 −0,0025 −0,0025
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,03 −0,0028 −0,0028
UNITED STATES DOLLAR / DFE (N/A) −0,04 −0,0033 −0,0033
UNITED STATES DOLLAR / DFE (N/A) −0,04 −0,0034 −0,0034
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,04 −0,0035 −0,0035
UNITED STATES DOLLAR / DFE (N/A) −0,04 −0,0035 −0,0035
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,04 −0,0037 −0,0037
EXCHANGE CLEARED IRS / DIR (N/A) −0,04 −0,0038 −0,0038
UNITED STATES DOLLAR / DFE (N/A) −0,04 −0,0040 −0,0040
UNITED STATES DOLLAR / DFE (N/A) −0,05 −0,0049 −0,0049
UNITED STATES DOLLAR / DFE (N/A) −0,06 −0,0051 −0,0051
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,06 −0,0053 −0,0053
UNITED STATES DOLLAR / DFE (N/A) −0,07 −0,0060 −0,0060
DE000C4SA6R6 / EURO STOXX 50 Index −0,07 −0,0066 −0,0066
FR001400F0V4 / BNP Paribas SA −0,08 −0,0070 −0,0070
DE000C4SA6R6 / EURO STOXX 50 Index −0,08 −0,0070 −0,0070
UNITED STATES DOLLAR / DFE (N/A) −0,08 −0,0071 −0,0071
SWAPTION INTEREST RATE / DIR (N/A) −0,08 −0,0071 −0,0071
SWAPTION INTEREST RATE / DIR (N/A) −0,08 −0,0071 −0,0071
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,08 −0,0074 −0,0074
UNITED STATES DOLLAR / DFE (N/A) −0,08 −0,0075 −0,0075
FR001400F0V4 / BNP Paribas SA −0,09 −0,0077 −0,0077
FR001400F0V4 / BNP Paribas SA −0,09 −0,0079 −0,0079
DE000C4SA6R6 / EURO STOXX 50 Index −0,09 −0,0079 −0,0079
UNITED STATES DOLLAR / DFE (N/A) −0,09 −0,0080 −0,0080
UNITED STATES DOLLAR / DFE (N/A) −0,09 −0,0080 −0,0080
UNITED STATES DOLLAR / DFE (N/A) −0,09 −0,0081 −0,0081
UNITED STATES DOLLAR / DFE (N/A) −0,09 −0,0082 −0,0082
UNITED STATES DOLLAR / DFE (N/A) −0,09 −0,0084 −0,0084
UNITED STATES DOLLAR / DFE (N/A) −0,09 −0,0084 −0,0084
DGZ / DB Gold Short ETN −0,10 −0,0087 −0,0087
UNITED STATES DOLLAR / DFE (N/A) −0,10 −0,0089 −0,0089
FR001400F0V4 / BNP Paribas SA −0,11 −0,0100 −0,0100
EXCHANGE CLEARED IRS / DIR (N/A) −0,11 −0,0102 −0,0102
UNITED STATES DOLLAR / DFE (N/A) −0,12 −0,0104 −0,0104
UNITED STATES DOLLAR / DFE (N/A) −0,12 −0,0104 −0,0104
UNITED STATES DOLLAR / DFE (N/A) −0,12 −0,0107 −0,0107
UNITED STATES DOLLAR / DFE (N/A) −0,12 −0,0110 −0,0110
UNITED STATES DOLLAR / DFE (N/A) −0,12 −0,0112 −0,0112
DE000C4SA6R6 / EURO STOXX 50 Index −0,13 −0,0113 −0,0113
DE000C4SA6R6 / EURO STOXX 50 Index −0,14 −0,0124 −0,0124
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,14 −0,0125 −0,0125
UNITED STATES DOLLAR / DFE (N/A) −0,14 −0,0126 −0,0126
UNITED STATES DOLLAR / DFE (N/A) −0,16 −0,0144 −0,0144
UNITED STATES DOLLAR / DFE (N/A) −0,20 −0,0176 −0,0176
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) −0,20 −0,0183 −0,0183
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) −0,22 −0,0201 −0,0201
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) −0,26 −0,0235 −0,0235
EXCHANGE CLEARED IRS / DIR (N/A) −0,30 −0,0266 −0,0266
EXCHANGE CLEARED IRS / DIR (N/A) −0,30 −0,0266 −0,0266
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) −0,32 −0,0291 −0,0291
SWAPTION INTEREST RATE / DIR (N/A) −0,32 −0,0292 −0,0292
EXCHANGE CLEARED IRS / DIR (N/A) −0,34 −0,0309 −0,0309
EXCHANGE CLEARED IRS / DIR (N/A) −0,41 −0,0371 −0,0371
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) −0,44 −0,0397 −0,0397
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,49 −0,0438 −0,0438
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,49 −0,0438 −0,0438
SWAPTION INTEREST RATE / DIR (N/A) −0,50 −0,0453 −0,0453
EXCHANGE CLEARED IRS / DIR (N/A) −0,52 −0,0471 −0,0471
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,83 −0,0748 −0,0748
DGZ / DB Gold Short ETN −0,87 −0,0782 −0,0782
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) −0,88 −0,0791 −0,0791
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) −0,90 −0,0809 −0,0809
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,90 −0,0814 −0,0814
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −0,94 −0,0845 −0,0845
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −1,16 −0,1046 −0,1046
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −1,80 −0,1621 −0,1621
UNITED STATES DOLLAR / DFE (N/A) −1,94 −0,1749 −0,1749
EXCHANGE CLEARED IRS / DIR (N/A) −2,17 −0,1952 −0,1952
EXCHANGE CLEARED INFLATION INDEXED SWAP / DIR (N/A) −2,51 −0,2261 −0,2261
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 −15,08 −1,3558 −1,3558