Grundläggande statistik
| Portföljvärde | $ 234 977 649 |
| Aktuella positioner | 802 |
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)
TIFUX - International Fixed Income Fund har redovisat 802 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 234 977 649 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). TIFUX - International Fixed Income Funds största innehav är Uniform Mortgage-Backed Security, TBA (US:US01F0626717) , Fannie Mae or Freddie Mac (US:US01F0506687) , Fannie Mae Pool (US:US31418ET751) , FNMA 30YR 6.5% 12/01/2053#MA5217 (US:US31418EYP95) , and Uniform Mortgage-Backed Security, TBA (US:US01F0606750) . TIFUX - International Fixed Income Funds nya positioner inkluderar Fannie Mae or Freddie Mac (US:US01F0506687) , Ginnie Mae II pool (US:US21H0306660) , GNMA (US:US21H0326627) , UMBS TBA (US:US01F0406698) , and Ginnie Mae (US:US21H0226637) .
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$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| 23,52 | 13,2619 | 13,2619 | ||
| 18,33 | 10,3362 | 10,3362 | ||
| 0,00 | 0,00 | 9,0617 | ||
| 15,59 | 8,7888 | 8,0920 | ||
| 0,00 | 0,00 | 8,0346 | ||
| 13,74 | 7,7461 | 7,7461 | ||
| 12,39 | 6,9847 | 6,9847 | ||
| −0,57 | −0,3213 | 6,7292 | ||
| 9,00 | 5,0715 | 5,0715 | ||
| 7,65 | 4,3146 | 4,3146 |
Största minskningarna detta kvartal
Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.
| Värdepapper | Aktier (MM) |
Värde (MM$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| −18,48 | −10,4174 | −10,4174 | ||
| −17,40 | −9,8090 | −9,8090 | ||
| 0,00 | 0,00 | −6,9999 | ||
| −9,05 | −5,1022 | −5,1022 | ||
| 0,00 | 0,00 | −4,4769 | ||
| −7,00 | −3,9478 | −3,9478 | ||
| 1,04 | 0,5860 | −3,3988 | ||
| −1,85 | −1,0434 | −2,6493 | ||
| −3,82 | −2,1560 | −2,1560 | ||
| −3,79 | −2,1355 | −2,1355 |
13F- och fond arkiveringar
Denna blankett lämnades in den 2025-07-28 för rapporteringsperioden 2025-05-31. Denna investerare har inte offentliggjort värdepapper som räknas i aktier, så de aktierelaterade kolumnerna i tabellen nedan har utelämnats. 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 | ΔAktier (%) |
Värde ($MM) |
Portfölj (%) |
ΔPortfölj (%) |
|
|---|---|---|---|---|---|---|
| FUTURE CONTRACT ON EURO-BTP FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | 23,52 | 13,2619 | 13,2619 | |||
| CCS USD R USSOFR/JPYMUTKCALM -47 GST /LONG/ / DFE (N/A) | 18,33 | 10,3362 | 10,3362 | |||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | 15,59 | 1 170,50 | 8,7888 | 8,0920 | ||
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP25 0.00000000 / DIR (N/A) | 13,74 | 7,7461 | 7,7461 | |||
| US01F0506687 / Fannie Mae or Freddie Mac | 12,39 | 6,9847 | 6,9847 | |||
| FUTURE CONTRACT ON EURO-OAT FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | 9,00 | 5,0715 | 5,0715 | |||
| FUTURE CONTRACT ON US 10YR ULTRA FUT SEP25 0.00000000 / DIR (N/A) | 7,65 | 4,3146 | 4,3146 | |||
| FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000 / DBT (FR001400PM68) | 6,91 | 10,04 | 3,8940 | 0,4327 | ||
| FUTURE CONTRACT ON EURO-SCHATZ FUT JUN25 /EUR/ 0.00000000 / DIR (N/A) | 6,46 | 3,6420 | 3,6420 | |||
| FUTURE CONTRACT ON CAN 10YR BOND FUT SEP25 /CAD/ 0.00000000 / DIR (N/A) | 6,42 | 3,6177 | 3,6177 | |||
| US31418ET751 / Fannie Mae Pool | 6,05 | −4,09 | 3,4097 | −0,0678 | ||
| FUTURE CONTRACT ON LONG GILT FUTURE SEP25 /GBP/ 0.00000000 / DIR (N/A) | 5,55 | 3,1272 | 3,1272 | |||
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP25 0.00000000 / DIR (N/A) | 5,39 | 3,0406 | 3,0406 | |||
| US31418EYP95 / FNMA 30YR 6.5% 12/01/2053#MA5217 | 4,16 | −8,39 | 2,3457 | −0,1582 | ||
| FUTURE CONTRACT ON AUST 3YR BOND FUT JUN25 /AUD/ 0.00000000 / DIR (N/A) | 3,74 | 2,1104 | 2,1104 | |||
| UNITED STATES TREASURY BOND 4.50000000 / DBT (US912810UE63) | 3,63 | −6,56 | 2,0474 | −0,0956 | ||
| CCS USD R USSOFR/JPYMUTKCALM -45.9 GLM /LONG/ / DFE (N/A) | 3,60 | 2,0311 | 2,0311 | |||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | 3,16 | −18,93 | 1,7823 | −0,4496 | ||
| LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000 / DBT (BRSTNCLTN863) | 3,15 | 54,61 | 1,7784 | 0,6532 | ||
| BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.15000000 / DBT (ES0000012O67) | 3,15 | 93,24 | 1,7740 | 0,8761 | ||
| FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP25 0.00000000 / DIR (N/A) | 3,10 | 1,7482 | 1,7482 | |||
| US3132DWJN48 / Freddie Mac Pool, 30 Year | 3,07 | −6,04 | 1,7288 | −0,0707 | ||
| MYBMI2300024 / Malaysia Government Bond | 2,97 | 5,77 | 1,6747 | 0,1263 | ||
| GINNIE MAE II POOL P#MB0143 3.50000000 / ABS-MBS (US3618N5ER61) | 2,90 | 1,6336 | 1,6336 | |||
| ES0000012L78 / SPAIN GOVT EUR 144A LIFE/REG S 3.55% 10-31-33 | 2,73 | 9,46 | 1,5405 | 0,1640 | ||
| ES0000012K61 / Spain Government Bond | 2,35 | 9,82 | 1,3239 | 0,1446 | ||
| US31418EVB37 / FNMA, 30 Year | 2,24 | −5,36 | 1,2654 | −0,0422 | ||
| GINNIE MAE II POOL P#MB0255 3.50000000 / ABS-MBS (US3618N5H931) | 2,24 | 1,2638 | 1,2638 | |||
| US36179W7K87 / Ginnie Mae II Pool | 2,10 | −4,49 | 1,1865 | −0,0285 | ||
| UNITED STATES TREASURY BOND 4.62500000 / DBT (US912810UG12) | 1,81 | 790,15 | 1,0193 | 0,9070 | ||
| CASH COLLATERAL BCY USD /CCBCYXUS0/ 4.23000000 / STIV (N/A) | 1,78 | 1,0029 | 1,0029 | |||
| ETANF / Direction Générale du Trésor - Corporate Bond/Note | 1,74 | −32,52 | 0,9829 | −0,4417 | ||
| BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.70000000 / DBT (ES0000012O00) | 1,73 | 10,08 | 0,9733 | 0,1087 | ||
| SPGB / BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/28 1 | 1,67 | 10,48 | 0,9394 | 0,1076 | ||
| CASH COLLATERAL LCH BCY USD REGD 0.50000000 / STIV (N/A) | 1,64 | 0,9257 | 0,9257 | |||
| JP1300481F92 / Japan Government Thirty Year Bond | 1,62 | −1,99 | 0,9159 | 0,0019 | ||
| JP1300621K47 / Japan Government Thirty Year Bond | 1,57 | −4,62 | 0,8855 | −0,0222 | ||
| FUTURE CONTRACT ON EURO-BUXL 30Y BND JUN25 /EUR/ 0.00000000 / DIR (N/A) | 1,52 | 0,8561 | 0,8561 | |||
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 85 2.30000000 / DBT (JP1300851R17) | 1,51 | −13,08 | 0,8508 | −0,1069 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 1,42 | 0,64 | 0,8021 | 0,0225 | ||
| GB00B84Z9V04 / United Kingdom Gilt | 1,39 | 3,43 | 0,7819 | 0,0425 | ||
| FREDDIE MAC POOL UMBS P#SD8463 6.00000000 / ABS-MBS (US3132DWML45) | 1,37 | −52,19 | 0,7706 | −0,8049 | ||
| JP1201551FC0 / Japan Government Twenty Year Bond | 1,31 | 3,39 | 0,7393 | 0,0396 | ||
| JP1300441E92 / Japan Government Thirty Year Bond | 1,31 | −1,51 | 0,7362 | 0,0052 | ||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 1,27 | 1,52 | 0,7156 | 0,0261 | ||
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 83 2.20000000 / DBT (JP1300831Q70) | 1,22 | −6,29 | 0,6888 | −0,0298 | ||
| JGBI / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 1,19 | 4,86 | 0,6692 | 0,0454 | ||
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 191 2.00000000 / DBT (JP1201911R15) | 1,17 | −15,48 | 0,6622 | −0,1041 | ||
| SINGAPORE GOVERNMENT /SGD/ REGD REG S 3.25000000 / DBT (SGXPK17B11U8) | 1,12 | −15,99 | 0,6337 | −0,1042 | ||
| US21H0306660 / Ginnie Mae II pool | 1,05 | 0,5892 | 0,5892 | |||
| FANNIE MAE POOL UMBS P#MA5389 6.00000000 / ABS-MBS (US31418E7B00) | 1,04 | −85,62 | 0,5860 | −3,3988 | ||
| BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.50000000 / DBT (ES0000012M77) | 1,03 | 9,90 | 0,5823 | 0,0645 | ||
| HAYFIN EMERALD CLO XIV DAC SER 14A CL A V/R REGD 144A P/P /EUR/ 3.91400000 / ABS-CBDO (XS2962031659) | 1,02 | 9,31 | 0,5758 | 0,0607 | ||
| FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000 / DBT (FR001400NEF3) | 1,00 | 0,5617 | 0,5617 | |||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 0,98 | 1,45 | 0,5525 | 0,0196 | ||
| FANNIE MAE REMICS SER 2024-90 CL FA V/R 5.82197000 / ABS-CBDO (US3136BTXB47) | 0,94 | −8,86 | 0,5281 | −0,0386 | ||
| R2035 / South Africa - Corporate Bond/Note | 0,94 | 6,98 | 0,5276 | 0,0453 | ||
| US36179WZA97 / Ginnie Mae II Pool | 0,93 | −4,62 | 0,5239 | −0,0135 | ||
| US853254CW88 / STANDARD CHARTERED PLC REGD 144A P/P 6.75000000 | 0,93 | −0,64 | 0,5223 | 0,0080 | ||
| STATE OF ISRAEL REGD SER 5Y 5.37500000 / DBT (US46514Y8A80) | 0,91 | 0,00 | 0,5117 | 0,0112 | ||
| JP1201541F90 / Japan Government Twenty Year Bond | 0,88 | 3,41 | 0,4960 | 0,0268 | ||
| UNITED STATES TREASURY BOND 4.12500000 / DBT (US912810UD80) | 0,87 | −4,79 | 0,4928 | −0,0136 | ||
| US715638BE14 / Peruvian Government International Bond | 0,87 | 1,87 | 0,4911 | 0,0194 | ||
| OBX 2024-HYB1 TRUST SER 2024-HYB1 CL A1 V/R REGD 144A P/P 3.65998700 / ABS-CBDO (US67448MAA80) | 0,86 | −4,12 | 0,4856 | −0,0101 | ||
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.26197000 / ABS-CBDO (US3137HKEX87) | 0,86 | −4,66 | 0,4849 | −0,0127 | ||
| US3132DWHZ95 / Freddie Mac Pool | 0,85 | −3,21 | 0,4765 | −0,0051 | ||
| US31418ERA00 / Fannie Mae Pool | 0,84 | −4,66 | 0,4735 | −0,0122 | ||
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 82 1.80000000 / DBT (JP1300821Q49) | 0,84 | −6,58 | 0,4727 | −0,0221 | ||
| FANNIE MAE POOL UMBS P#DB5507 5.00000000 / ABS-MBS (US3140AFDM56) | 0,83 | −1,88 | 0,4699 | 0,0018 | ||
| CASH COLATERAL ISDA BPS USD 4.23000000 / STIV (N/A) | 0,83 | 0,4668 | 0,4668 | |||
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 190 1.80000000 / DBT (JP1201901QA8) | 0,82 | −1,44 | 0,4637 | 0,0036 | ||
| US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) | 0,82 | 0,37 | 0,4625 | 0,0120 | ||
| US06738ECJ29 / Barclays PLC | 0,82 | −0,49 | 0,4605 | 0,0081 | ||
| CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.86200000 / DBT (US22535WAN74) | 0,81 | −1,22 | 0,4577 | 0,0047 | ||
| US21H0326627 / GNMA | 0,80 | 0,4511 | 0,4511 | |||
| US83612HAD08 / SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 1.95800000 | 0,79 | −2,82 | 0,4479 | −0,0028 | ||
| FREDDIE MAC POOL UMBS P#QI1549 5.00000000 / ABS-MBS (US3133W7WJ01) | 0,79 | −1,87 | 0,4427 | 0,0015 | ||
| FREDDIE MAC POOL UMBS P#SD8403 6.50000000 / ABS-MBS (US3132DWKQ59) | 0,77 | −9,50 | 0,4357 | −0,0350 | ||
| JP1300731N17 / JAPAN (30 YEAR ISSUE) 0.700000% 12/20/2051 | 0,76 | −6,84 | 0,4307 | −0,0212 | ||
| GB00BLH38158 / United Kingdom Gilt | 0,75 | 0,94 | 0,4239 | 0,0132 | ||
| GCAT 2023-NQM4 TRUST SER 2023-NQM4 CL A1 V/R REGD 144A P/P 4.25000000 / ABS-CBDO (US36171FAA12) | 0,75 | −2,60 | 0,4225 | −0,0017 | ||
| US46654DAD57 / JP MORGAN MORTGAGE TRUST 2021-INV4 SER 2021-INV4 CL A2 V/R REGD 144A P/P 3.00000000 | 0,75 | −4,23 | 0,4214 | −0,0089 | ||
| US912810SW99 / United States Treasury Note/Bond | 0,74 | −4,52 | 0,4168 | −0,0103 | ||
| GB00BN65R313 / United Kingdom Gilt | 0,74 | 3,22 | 0,4166 | 0,0219 | ||
| SINGAPORE GOVERNMENT /SGD/ REGD 2.75000000 / DBT (SGXF25686589) | 0,73 | 0,4138 | 0,4138 | |||
| XS2538441598 / Romanian Government International Bond | 0,73 | 8,48 | 0,4112 | 0,0401 | ||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 0,73 | 1,40 | 0,4089 | 0,0141 | ||
| CND100069PK9 / CHINA GOVERNMENT BOND 3.190000% 04/15/2053 | 0,71 | 1,72 | 0,4007 | 0,0154 | ||
| JP1300521G93 / JAPAN (30 YEAR ISSUE) SR UNSECURED 09/46 0.5 | 0,71 | −3,01 | 0,4001 | −0,0032 | ||
| TD.PFA / The Toronto-Dominion Bank - Preferred Security | 0,71 | 0,14 | 0,3996 | 0,0093 | ||
| JAMESTOWN CLO XVI LTD SER 2021-16A CL AR V/R REGD 144A P/P 5.40177000 / ABS-CBDO (US47048RAL96) | 0,70 | 0,00 | 0,3951 | 0,0088 | ||
| DEUTSCHE BANK NY REGD V/R 4.99900000 / DBT (US251526CX52) | 0,70 | 0,00 | 0,3928 | 0,0089 | ||
| GB00BMBL1F74 / United Kingdom Gilt | 0,68 | 1,48 | 0,3858 | 0,0139 | ||
| ROCKFORD TOWER EUROPE CLO 2018-1 DAC SER 2018-1A CL AR V/R REGD 144A P/P /EUR/ 3.56100000 / ABS-CBDO (XS2779841050) | 0,68 | 9,47 | 0,3845 | 0,0407 | ||
| US01F0406698 / UMBS TBA | 0,68 | 0,3842 | 0,3842 | |||
| US01F0306781 / UMBS TBA | 0,68 | −126,98 | 0,3836 | 1,8261 | ||
| US3132DWJH79 / Freddie Mac Pool | 0,67 | −5,11 | 0,3774 | −0,0117 | ||
| JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 17 2.20000000 / DBT (JP1400171Q50) | 0,67 | −7,21 | 0,3773 | −0,0207 | ||
| CA74814ZFS70 / Province of Quebec Canada | 0,65 | −6,70 | 0,3689 | −0,0178 | ||
| CDX 2I65BYEH4 01.000 SP 06/20/2030 BARCUS3BXXX FIXED / DCR (N/A) | 0,65 | 0,3680 | 0,3680 | |||
| US225401AZ15 / Credit Suisse Group AG | 0,64 | −0,46 | 0,3629 | 0,0066 | ||
| AU3CB0284172 / Queensland Treasury Corp | 0,63 | 26,96 | 0,3563 | 0,0818 | ||
| US46655LAE48 / J.P. Morgan Mortgage Trust | 0,63 | −4,54 | 0,3560 | −0,0088 | ||
| US46654RAG74 / J.P. Morgan Mortgage Trust 2021-INV8 | 0,63 | −4,72 | 0,3533 | −0,0095 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0,62 | 0,16 | 0,3495 | 0,0084 | ||
| US912810SE91 / United States Treas Bds Bond | 0,62 | −5,66 | 0,3481 | −0,0126 | ||
| LINCOLN FIN GLBL FUNDING REGD 144A P/P 5.30000000 / DBT (US53359KAA97) | 0,61 | 0,00 | 0,3456 | 0,0071 | ||
| AU3SG0002553 / NEW S WALES TREA | 0,61 | 81,44 | 0,3419 | 0,1574 | ||
| US06051GJF72 / Bank of America Corp. | 0,61 | 0,67 | 0,3414 | 0,0099 | ||
| BANK OF AMERICA CORP REGD V/R 5.51100000 / DBT (US06051GMM86) | 0,60 | −1,47 | 0,3405 | 0,0030 | ||
| US3133BWYT44 / FREDDIE MAC POOL UMBS P#QF8822 6.50000000 | 0,60 | −26,64 | 0,3403 | −0,1134 | ||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0,60 | −1,63 | 0,3402 | 0,0021 | ||
| US95000U3A91 / Wells Fargo & Co. | 0,60 | 0,00 | 0,3391 | 0,0077 | ||
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 5.35947000 / ABS-CBDO (US14311UBA51) | 0,60 | −0,33 | 0,3374 | 0,0063 | ||
| DRYDEN 43 SENIOR LOAN FUND SER 2016-43A CL AR3 V/R REGD 144A P/P 5.33947000 / ABS-CBDO (US26245CBQ50) | 0,60 | −0,50 | 0,3372 | 0,0054 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0,60 | 0,17 | 0,3363 | 0,0080 | ||
| DANSKE / Danske Bank A/S | 0,59 | 0,34 | 0,3344 | 0,0081 | ||
| US36264RAE53 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ4 CL A4 V/R REGD 144A P/P 2.50000000 | 0,59 | −3,90 | 0,3338 | −0,0063 | ||
| FREDDIE MAC POOL UMBS P#SD8410 6.50000000 / ABS-MBS (US3132DWKX01) | 0,59 | −8,23 | 0,3332 | −0,0221 | ||
| US21H0226637 / Ginnie Mae | 0,59 | 0,3304 | 0,3304 | |||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0,58 | 0,3291 | 0,3291 | |||
| US3133BM4D48 / FNCL UMBS 4.5 QF0820 09-01-52 | 0,58 | −2,37 | 0,3251 | −0,0007 | ||
| UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000 / DBT (GB00BPSNBB36) | 0,57 | 1,96 | 0,3234 | 0,0135 | ||
| PROVIDUS CLO II DAC SER 2A CL ARR V/R REGD 144A P/P /EUR/ 3.43900000 / ABS-CBDO (XS2905436734) | 0,57 | 9,44 | 0,3207 | 0,0341 | ||
| XS2665045949 / HAYFIN EMERALD CLO SER 12A CL A V/R REGD 144A P/P /EUR/ 0.00000000 | 0,57 | 9,02 | 0,3207 | 0,0333 | ||
| FREDDIE MAC POOL UMBS P#SD4998 5.00000000 / ABS-MBS (US3132DSRT14) | 0,57 | −33,10 | 0,3204 | −0,1478 | ||
| GROSVENOR PLACE CLO 2024-2 DAC SER 2024-2A CL A V/R REGD 144A P/P /EUR/ 3.84523000 / ABS-CBDO (XS2925040128) | 0,57 | 9,23 | 0,3204 | 0,0335 | ||
| SAUDI INTERNATIONAL BOND /EUR/ REGD 144A P/P 3.37500000 / DBT (XS3015245957) | 0,57 | 9,25 | 0,3197 | 0,0334 | ||
| XS0089572316 / Republic of Italy Government International Bond | 0,56 | 7,13 | 0,3137 | 0,0272 | ||
| CVC CORDATUS OPPORTUNITY LOAN FUND-R DAC SER 1A CL AR V/R REGD 144A P/P /EUR/ 2.98300000 / ABS-CBDO (XS3020835339) | 0,55 | 0,3118 | 0,3118 | |||
| FUTURE CONTRACT ON EURO-BTP FUTURE SEP25 /EUR/ 0.00000000 / DIR (N/A) | 0,55 | 0,3091 | 0,3091 | |||
| XS2388197175 / St Pauls CLO | 0,54 | 6,67 | 0,3068 | 0,0255 | ||
| JP1300711M79 / JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000 | 0,54 | −6,27 | 0,3036 | −0,0133 | ||
| AU3SG0002504 / Treasury Corp of Victoria | 0,54 | 5,52 | 0,3020 | 0,0224 | ||
| CARVAL CLO I LTD SER 2018-1A CL AR V/R REGD 144A P/P 5.49054000 / ABS-CBDO (US146865AJ95) | 0,54 | −4,12 | 0,3017 | −0,0061 | ||
| US3140QTAW95 / Fannie Mae Pool | 0,53 | −2,59 | 0,2971 | −0,0017 | ||
| TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 5.38795000 / ABS-CBDO (XS2799791848) | 0,52 | 0,19 | 0,2942 | 0,0071 | ||
| US80281LAT26 / Santander UK Group Holdings plc | 0,52 | −0,38 | 0,2926 | 0,0054 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0,51 | −0,97 | 0,2898 | 0,0036 | ||
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 192 2.40000000 / DBT (JP1201921R47) | 0,51 | 0,2896 | 0,2896 | |||
| CA68333ZAY30 / ONTARIO PROVINCE CDA 3.65% 06/02/2033 | 0,51 | −59,65 | 0,2888 | −0,4113 | ||
| US06051GLG28 / Bank of America Corp | 0,51 | 0,20 | 0,2864 | 0,0068 | ||
| ATHENE GLOBAL FUNDING REGD V/R 144A P/P 5.09357400 / DBT (US04685A4J75) | 0,50 | 0,40 | 0,2826 | 0,0069 | ||
| BAIN CAPITAL CREDIT CLO 2020-2 LTD SER 2020-2A CL ARR V/R REGD 144A P/P 5.50947000 / ABS-CBDO (US05683EAW21) | 0,50 | 0,00 | 0,2821 | 0,0061 | ||
| ELEVATION CLO 2021-15 LTD SER 2018-3A CL A1R2 V/R REGD 144A P/P 5.58177000 / ABS-CBDO (US28623VAN91) | 0,50 | −0,20 | 0,2820 | 0,0055 | ||
| ICG US CLO 2021-3 LTD SER 2021-3A CL AR V/R REGD 144A P/P 5.41947000 / ABS-CBDO (US449249AS08) | 0,50 | −0,40 | 0,2810 | 0,0050 | ||
| ES0000012E51 / Spain Government Bond | 0,50 | 10,24 | 0,2796 | 0,0320 | ||
| US80413TBD00 / Saudi Government International Bond | 0,50 | −28,16 | 0,2795 | −0,1009 | ||
| ABU DHABI DEVELOPMENT HO REGD 144A P/P 4.37500000 / DBT (US00402D2C80) | 0,49 | 0,00 | 0,2749 | 0,0063 | ||
| JP1201861PA6 / JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 186 1.50000000 | 0,49 | −1,02 | 0,2749 | 0,0031 | ||
| XS2662538425 / Barclays PLC | 0,49 | 9,23 | 0,2736 | 0,0283 | ||
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL JF V/R 5.11827000 / ABS-CBDO (US38383KVX70) | 0,48 | −2,23 | 0,2726 | −0,0002 | ||
| SAGB / Republic of South Africa Government Bond | 0,48 | 6,24 | 0,2690 | 0,0211 | ||
| US465973AC95 / JP MORGAN MORTGAGE TRUST SER 2022-INV1 CL A3 V/R REGD 144A P/P 3.00000000 | 0,47 | −3,67 | 0,2664 | −0,0044 | ||
| FANNIE MAE REMICS SER 2025-6 CL GF V/R 5.72197000 / ABS-CBDO (US3136BUVB38) | 0,46 | −6,67 | 0,2605 | −0,0126 | ||
| JP1300611K15 / JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 | 0,45 | −4,22 | 0,2560 | −0,0054 | ||
| OE8S / Spain Government Bond | 0,45 | 10,34 | 0,2529 | 0,0288 | ||
| US3140MAT464 / Fannie Mae Pool | 0,44 | −2,42 | 0,2504 | −0,0007 | ||
| US36179W5C89 / Ginnie Mae II Pool | 0,43 | −4,44 | 0,2426 | −0,0057 | ||
| US38141GA468 / Goldman Sachs Group Inc/The | 0,42 | −0,24 | 0,2378 | 0,0048 | ||
| US05571AAQ85 / BPCE SA | 0,41 | −0,49 | 0,2306 | 0,0038 | ||
| SAUDI INTERNATIONAL BOND REGD 144A P/P 5.12500000 / DBT (US80413TBJ79) | 0,41 | 0,50 | 0,2292 | 0,0061 | ||
| ES0000012E69 / Spain Government Bond | 0,40 | 9,19 | 0,2283 | 0,0242 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0,40 | 0,2280 | 0,2280 | |||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 0,40 | 0,25 | 0,2271 | 0,0055 | ||
| US00084DBC39 / ABN AMRO Bank NV | 0,40 | −0,50 | 0,2269 | 0,0039 | ||
| US80413TBC27 / Saudi Government International Bond | 0,40 | 0,00 | 0,2263 | 0,0050 | ||
| UNITED STATES TREASURY NOTE 4.37500000 / DBT (US91282CKQ32) | 0,40 | −0,99 | 0,2257 | 0,0026 | ||
| US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A | 0,40 | −4,55 | 0,2252 | −0,0055 | ||
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 86 2.40000000 / DBT (JP1300861R49) | 0,40 | 0,2249 | 0,2249 | |||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | 0,40 | −0,25 | 0,2247 | 0,0046 | ||
| ES0000012K20 / SPAIN GOVT EUR 144A LIFE/REG S 0.7% 04-30-32 | 0,40 | 10,28 | 0,2240 | 0,0254 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0,40 | −0,75 | 0,2235 | 0,0030 | ||
| KOREA NATIONAL OIL CORP REGD 144A P/P 4.25000000 / DBT (US50065LAL45) | 0,40 | 0,51 | 0,2227 | 0,0057 | ||
| US69380TAA97 / PRPM 2023-NQM3 Trust | 0,39 | −5,10 | 0,2205 | −0,0067 | ||
| NORTHWOODS CAPITAL XII-B LTD SER 2018-12BA CL AR V/R REGD 144A P/P 5.48928000 / ABS-CBDO (US66858CAN74) | 0,39 | −18,01 | 0,2183 | −0,0419 | ||
| US669884AE80 / NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 2.24800000 | 0,39 | 0,26 | 0,2177 | 0,0054 | ||
| US25160PAH01 / Deutsche Bank AG/New York NY | 0,39 | 0,26 | 0,2174 | 0,0053 | ||
| Q / Quetzal Copper Corp. | 0,38 | 3,51 | 0,2162 | 0,0116 | ||
| ES0000012K46 / BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.90000000 | 0,38 | 5,85 | 0,2143 | 0,0164 | ||
| US69380GAA76 / PRKCM 2023-AFC4 TRUST SER 2023-AFC4 CL A1 S/UP REGD 144A P/P 7.22500000 | 0,38 | −5,49 | 0,2137 | −0,0075 | ||
| US36179WR347 / GNMA | 0,38 | −4,55 | 0,2136 | −0,0051 | ||
| XS0287753775 / Newgate Funding PLC | 0,38 | −0,79 | 0,2135 | 0,0034 | ||
| US3132DWJ531 / UMBS | 0,38 | −4,80 | 0,2128 | −0,0060 | ||
| US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd | 0,38 | −1,57 | 0,2124 | 0,0016 | ||
| JP1120241K56 / Japanese Government CPI Linked Bond | 0,38 | 4,74 | 0,2124 | 0,0142 | ||
| ES0000012H58 / BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/71 1 | 0,38 | 3,58 | 0,2123 | 0,0121 | ||
| USP78024AG45 / Peruvian Government International Bond | 0,36 | 1,13 | 0,2017 | 0,0068 | ||
| US05551UAA34 / BIG COMMERCIAL MORTGAGE TRUST 2022-BIG SER 2022-BIG CL A V/R REGD 144A P/P 0.00000000 | 0,36 | −1,92 | 0,2015 | 0,0006 | ||
| GB00BFWFPP71 / United Kingdom Gilt | 0,35 | 2,02 | 0,1998 | 0,0083 | ||
| US55286LAA08 / MFA 2023-NQM4 Trust | 0,35 | −8,95 | 0,1953 | −0,0142 | ||
| US30227FAA84 / Extended Stay America Trust | 0,34 | −1,15 | 0,1935 | 0,0021 | ||
| JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 171 0.40000000 / DBT (JP1051711Q82) | 0,34 | 4,94 | 0,1917 | 0,0129 | ||
| XS2404665460 / BNPP AM EURO CLO 2019 BV SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 0.82000000 | 0,34 | 9,03 | 0,1907 | 0,0198 | ||
| FUTURE CONTRACT ON CAN 5YR BOND FUT SEP25 /CAD/ 0.00000000 / DIR (N/A) | 0,33 | 0,1876 | 0,1876 | |||
| EXPORT DEVELOPMNT CANADA /INR/ REGD 144A P/P MTN 7.13000000 / DBT (XS2779828206) | 0,33 | 3,43 | 0,1874 | 0,0101 | ||
| XS0304503534 / Ludgate Funding PLC | 0,33 | 4,17 | 0,1836 | 0,0114 | ||
| UNITED STATES TREASURY BILL ZCP 0.00000000 / STIV (US912797LW51) | 0,32 | 0,1818 | 0,1818 | |||
| US3140MHSS99 / FANNIE MAE POOL UMBS P#BV4128 2.00000000 | 0,32 | −4,20 | 0,1801 | −0,0036 | ||
| US3133BPD399 / FNCL UMBS 4.5 QF1922 10-01-52 | 0,32 | −2,45 | 0,1794 | −0,0004 | ||
| XS0268014353 / RMAC Securities No 1 PLC | 0,31 | 2,97 | 0,1760 | 0,0085 | ||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0,31 | 0,32 | 0,1745 | 0,0042 | ||
| STATE OF ISRAEL REGD SER 5Y 5.37500000 / DBT (US46514BRN90) | 0,30 | 0,66 | 0,1715 | 0,0045 | ||
| ATHENE GLOBAL FUNDING REGD 144A P/P 5.51600000 / DBT (US04685A3T66) | 0,30 | 0,00 | 0,1714 | 0,0033 | ||
| STATE OF ISRAEL REGD SER 10Y 5.50000000 / DBT (US46514BRL35) | 0,30 | −1,66 | 0,1676 | 0,0008 | ||
| US3133KNEE94 / UMBS | 0,29 | −3,31 | 0,1647 | −0,0021 | ||
| US63861VAF40 / Nationwide Building Society | 0,29 | 0,69 | 0,1644 | 0,0046 | ||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | 0,29 | 0,00 | 0,1643 | 0,0037 | ||
| US225401AP33 / Credit Suisse Group AG | 0,29 | 0,1639 | 0,1639 | |||
| BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 5.52633000 / ABS-CBDO (US09628VAW46) | 0,29 | −16,62 | 0,1616 | −0,0276 | ||
| IRS RSOFRP03.25 03/19/35 BARCUS3BXXX FLOAT / DIR (N/A) | 0,28 | 0,1598 | 0,1598 | |||
| US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 | 0,28 | −2,08 | 0,1594 | 0,0002 | ||
| USU5615XAA82 / MANHATTAN WEST | 0,28 | 0,72 | 0,1588 | 0,0046 | ||
| US288547AA09 / ELLINGTON LOAN ACQUISITION TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 144A P/P 2.75800000 | 0,27 | −2,49 | 0,1550 | −0,0001 | ||
| US3140LXFD27 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0,27 | −2,50 | 0,1542 | −0,0004 | ||
| US004421RH88 / ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE5 CL M4 V/R REGD 2.60800000 | 0,27 | −2,15 | 0,1542 | 0,0002 | ||
| US3140NGTB63 / FNMA POOL BY0545 FN 05/53 FIXED 5 | 0,27 | −4,24 | 0,1533 | −0,0029 | ||
| OZLM IX LTD SER 2014-9A CL A1A4 V/R REGD 144A P/P 5.46947000 / ABS-CBDO (US67109KBG85) | 0,27 | −24,37 | 0,1524 | −0,0448 | ||
| US912828XL95 / United States Treasury Inflation Indexed Bonds | 0,27 | 0,75 | 0,1520 | 0,0046 | ||
| STATE OF ISRAEL REGD SER 30Y 5.75000000 / DBT (US46514BRM18) | 0,27 | −6,01 | 0,1503 | −0,0058 | ||
| US25151KAC36 / Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1 | 0,26 | −3,69 | 0,1475 | −0,0020 | ||
| BONOS DE TESORERIA /PEN/ REGD 7.60000000 / DBT (PEP01000C5J8) | 0,26 | −0,39 | 0,1444 | 0,0022 | ||
| XS2305383288 / DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | 0,26 | 7,14 | 0,1443 | 0,0126 | ||
| AU3SG0001175 / TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25 | 0,25 | 150,50 | 0,1428 | 0,0814 | ||
| ABBVIE INC DISCOUNT___________ COMMERCIAL PAPER 0.00000000 / STIV (US00287BTA79) | 0,25 | 0,1408 | 0,1408 | |||
| ALIMENTATION CO DISC 06/25/25 0.00000000 / STIV (US01626UTR67) | 0,25 | 0,1405 | 0,1405 | |||
| US225401AC20 / Credit Suisse Group AG | 0,25 | 0,00 | 0,1394 | 0,0029 | ||
| US46654AAC36 / JP Morgan Mortgage Trust 2021-10 | 0,25 | −4,65 | 0,1392 | −0,0031 | ||
| US225401AF50 / Credit Suisse Group AG | 0,24 | 0,00 | 0,1379 | 0,0032 | ||
| US912810SJ88 / United States Treas Bds Bond | 0,24 | −6,15 | 0,1377 | −0,0059 | ||
| XS2586944659 / REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 3.87500000 | 0,24 | 9,22 | 0,1341 | 0,0141 | ||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 0,23 | −16,30 | 0,1307 | −0,0216 | ||
| US126698AA73 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 SER 2007-13 CL 1A V/R REGD 2.54800000 | 0,23 | −2,95 | 0,1297 | −0,0015 | ||
| US74143JAA97 / PRET 2021-RN3 LLC | 0,22 | −4,72 | 0,1257 | −0,0033 | ||
| US912810SK51 / United States Treasury Note/Bond | 0,22 | −6,01 | 0,1236 | −0,0053 | ||
| US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 | 0,22 | −5,65 | 0,1228 | −0,0041 | ||
| US912810SA79 / United States Treas Bds Bond | 0,22 | −5,65 | 0,1226 | −0,0045 | ||
| XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A | 0,22 | −6,90 | 0,1223 | −0,0059 | ||
| GB00BLBDX619 / UTD KINGDOM GILT GBP REG S 1.125% 10-22-73 | 0,22 | −1,82 | 0,1222 | 0,0006 | ||
| US3140QBZL57 / FANNIE MAE POOL UMBS P#CA4346 3.00000000 | 0,21 | −3,62 | 0,1205 | −0,0015 | ||
| US12544RBY36 / CHL MORTGAGE PASS-THROUGH TRUST 2007-4 SER 2007-4 CL 1A47 REGD 6.00000000 | 0,21 | −1,85 | 0,1198 | 0,0007 | ||
| MYBGO2200018 / Malaysia Government Investment Issue | 0,21 | 0,1192 | 0,1192 | |||
| US445545AS56 / Hungary Government International Bond | 0,21 | −0,48 | 0,1168 | 0,0019 | ||
| XS0301721832 / Alba 2007-1 PLC | 0,21 | 1,98 | 0,1166 | 0,0048 | ||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | 0,21 | −5,50 | 0,1164 | −0,0043 | ||
| US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A | 0,21 | −16,26 | 0,1162 | −0,0198 | ||
| US48241FAB04 / KBC Group NV | 0,21 | 0,00 | 0,1158 | 0,0025 | ||
| MARICOPA CNTY AZ INDL DEV AUTH REGD B/E 7.37500000 / DBT (US56681NJD03) | 0,20 | −0,49 | 0,1155 | 0,0020 | ||
| SUMITOMO MITSUI TR BK LT REGD 144A P/P MTN 5.20000000 / DBT (US86563VBQ14) | 0,20 | 0,00 | 0,1149 | 0,0026 | ||
| MYBMO2000028 / Malaysia Government Bond | 0,20 | 7,41 | 0,1147 | 0,0102 | ||
| PACIFICORP REGD 5.30000000 / DBT (US695114DC94) | 0,20 | 0,00 | 0,1145 | 0,0024 | ||
| XS2066880928 / CAIRN CLO BV CRNCL 2016 7A A1R 144A | 0,20 | −2,88 | 0,1142 | −0,0006 | ||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 0,20 | 0,50 | 0,1141 | 0,0029 | ||
| REPUBLIC OF CHILE REGD 4.85000000 / DBT (US168863EB04) | 0,20 | 0,50 | 0,1137 | 0,0031 | ||
| REPUBLIC OF POLAND REGD 4.62500000 / DBT (US731011AX08) | 0,20 | 1,01 | 0,1136 | 0,0035 | ||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 0,20 | −0,50 | 0,1134 | 0,0020 | ||
| US91282CGP05 / United States Treasury Note/Bond | 0,20 | 0,00 | 0,1131 | 0,0028 | ||
| FANNIE MAE POOL UMBS P#DB6905 6.00000000 / ABS-MBS (US3140AGU779) | 0,20 | −2,45 | 0,1126 | −0,0004 | ||
| US80007RAE53 / Sands China Ltd | 0,20 | −0,50 | 0,1124 | 0,0017 | ||
| IRS RSOFRP03.00 03/19/27 BARCUS3BXXX FLOAT / DIR (N/A) | 0,20 | 0,1117 | 0,1117 | |||
| ABU DHABI DEVELOPMENT HO REGD 144A P/P MTN 4.50000000 / DBT (US00402AAA97) | 0,20 | 0,1114 | 0,1114 | |||
| US404280BK42 / HSBC Holdings PLC | 0,20 | 0,00 | 0,1114 | 0,0027 | ||
| US12670FAE07 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-9 CL 2A4 V/R REGD 1.95800000 | 0,20 | −1,51 | 0,1110 | 0,0008 | ||
| AU3SG0002868 / Queensland Treasury Corp | 0,20 | 4,84 | 0,1102 | 0,0072 | ||
| AU3SG0002579 / TREASURY CORP VICTORIA /AUD/ REGD 2.00000000 | 0,19 | 0,1095 | 0,1095 | |||
| US65535HAZ29 / Nomura Holdings Inc | 0,19 | 0,52 | 0,1084 | 0,0028 | ||
| XS2364199674 / Romanian Government International Bond | 0,19 | 9,09 | 0,1084 | 0,0109 | ||
| US3133BM4C64 / FNCL UMBS 4.5 QF0819 10-01-52 | 0,19 | −16,30 | 0,1075 | −0,0177 | ||
| US694308KC03 / Pacific Gas and Electric Co | 0,19 | −1,07 | 0,1048 | 0,0014 | ||
| US36179XNC64 / Ginnie Mae II Pool | 0,18 | 0,0996 | 0,0996 | |||
| IRS RSOFRP03.50 12/20/38 BARCUS3BXXX FLOAT / DIR (N/A) | 0,18 | 0,0994 | 0,0994 | |||
| US3140X7RG61 / Fannie Mae Pool | 0,17 | −2,79 | 0,0986 | −0,0004 | ||
| US74730DAC74 / Qatar Petroleum | 0,17 | 1,16 | 0,0983 | 0,0034 | ||
| XS1150797600 / EUROSAIL PLC ESAIL 2007 4X A3 REGS | 0,17 | −6,59 | 0,0961 | −0,0047 | ||
| XS0248588047 / RMAC Securities No 1 PLC | 0,16 | 2,52 | 0,0921 | 0,0042 | ||
| XS0300470365 / Resloc UK 2007-1 PLC | 0,16 | 2,55 | 0,0913 | 0,0046 | ||
| AU3SG0002082 / New South Wales Treasury Corp | 0,16 | 0,0909 | 0,0909 | |||
| IRS RSO/NP03.75 03/19/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0,16 | 0,0899 | 0,0899 | |||
| US26245MAC55 / Dryden 55 CLO Ltd | 0,16 | −24,40 | 0,0896 | −0,0262 | ||
| IRS R03.00PER6M 03/19/27 BARCUS3BXXX FIXED / DIR (N/A) | 0,15 | 0,0848 | 0,0848 | |||
| BRITISH COLUMBIA PROV OF /CAD/ REGD 4.15000000 / DBT (CA110709AK82) | 0,15 | 3,45 | 0,0846 | 0,0046 | ||
| CDX 2I65BYEG6 01.000 SP 12/20/2029 BARCUS3BXXX FIXED / DCR (N/A) | 0,15 | 0,0834 | 0,0834 | |||
| US36143L2G95 / GA Global Funding Trust | 0,14 | 0,70 | 0,0812 | 0,0021 | ||
| US3140M5R490 / FNMA 30YR 6.5% 07/01/2053#BU4106 | 0,14 | −0,70 | 0,0803 | 0,0011 | ||
| XS2364200357 / ROMANIA | 0,14 | 6,02 | 0,0798 | 0,0061 | ||
| CASH COLLATERAL V/R 12/31/49 4.23000000 / STIV (N/A) | 0,14 | 0,0784 | 0,0784 | |||
| IRS RSOFRP02.96 11/30/26 BARC FLOAT / DIR (N/A) | 0,13 | 0,0740 | 0,0740 | |||
| US64828XAA19 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | 0,13 | −5,15 | 0,0729 | −0,0022 | ||
| US912810SD19 / United States Treas Bds Bond | 0,13 | −5,26 | 0,0712 | −0,0027 | ||
| US07325QAA31 / BFAT 2007-SR1A V/R 03/25/37 2.92663000 | 0,13 | −1,57 | 0,0705 | 0,0001 | ||
| US912810ST60 / TREASURY BOND | 0,12 | −4,62 | 0,0702 | −0,0017 | ||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | 0,12 | −23,60 | 0,0695 | −0,0194 | ||
| JP1201561G37 / Japan Government Twenty Year Bond | 0,12 | 3,39 | 0,0689 | 0,0037 | ||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 0,12 | −5,47 | 0,0684 | −0,0024 | ||
| GENCAT / Autonomous Community of Catalonia | 0,12 | 9,35 | 0,0663 | 0,0071 | ||
| US3140XBHT03 / FANNIE MAE POOL UMBS P#FM7441 3.00000000 | 0,12 | −4,88 | 0,0662 | −0,0020 | ||
| US3133BUGZ40 / FREDDIE MAC POOL FR QF6516 | 0,12 | −1,69 | 0,0659 | 0,0008 | ||
| XS2586944147 / REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 4.25000000 | 0,11 | 6,54 | 0,0643 | 0,0048 | ||
| XS1794675931 / Fairfax Financial Holdings Ltd | 0,11 | 9,80 | 0,0633 | 0,0067 | ||
| IT0005386922 / BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 | 0,11 | 9,90 | 0,0631 | 0,0073 | ||
| IRS RSOFRP03.00 03/19/30 BARCUS3BXXX FLOAT / DIR (N/A) | 0,11 | 0,0618 | 0,0618 | |||
| XS2332590475 / Nexi SpA | 0,11 | 10,10 | 0,0617 | 0,0067 | ||
| XS2388558889 / Serbia International Bond | 0,10 | 10,75 | 0,0586 | 0,0068 | ||
| FREDDIE MAC POOL UMBS P#QH5912 6.50000000 / ABS-MBS (US3133CJR945) | 0,10 | −0,98 | 0,0574 | 0,0009 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 0,10 | 1,00 | 0,0574 | 0,0018 | ||
| REPUBLIC OF POLAND REGD 4.87500000 / DBT (US857524AF94) | 0,10 | 1,00 | 0,0570 | 0,0016 | ||
| GOLDMAN SACHS BANK USA REGD V/R SER BKNT 5.28300000 / DBT (US38151LAF76) | 0,10 | 0,00 | 0,0566 | 0,0011 | ||
| REPUBLIC OF POLAND REGD 5.37500000 / DBT (US857524AH50) | 0,10 | 0,00 | 0,0564 | 0,0008 | ||
| AU0000079402 / Queensland Treasury Corp | 0,10 | 6,45 | 0,0560 | 0,0042 | ||
| REPUBLIC OF POLAND REGD 5.12500000 / DBT (US731011AY80) | 0,10 | 0,00 | 0,0559 | 0,0010 | ||
| US731011AV42 / Republic of Poland Government International Bond | 0,10 | 0,00 | 0,0553 | 0,0012 | ||
| TRS SOFRINDX/IBOXIG INDX 06/20/25 BPS /LONG/ / DE (N/A) | 0,10 | 0,0544 | 0,0544 | |||
| US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 | 0,10 | −5,88 | 0,0542 | −0,0023 | ||
| US3140XMTM86 / UMBS, 30 Year | 0,09 | −5,10 | 0,0529 | −0,0017 | ||
| XS2308626485 / Serbia International Bond | 0,09 | 9,52 | 0,0519 | 0,0054 | ||
| US31418ET595 / FNCL UMBS 5.0 MA5071 07-01-53 | 0,09 | −3,19 | 0,0515 | −0,0006 | ||
| US731011AW25 / Republic of Poland Government International Bond | 0,09 | −5,21 | 0,0514 | −0,0016 | ||
| IRS RSOFRP03.25 06/18/30 BARCUS3BXXX FLOAT / DIR (N/A) | 0,09 | 0,0484 | 0,0484 | |||
| XS2331735253 / Romanian Government International Bond | 0,09 | 7,59 | 0,0483 | 0,0043 | ||
| IRS PMUTKR00.40 06/19/39 BARCUS3BXXX FLOAT / DIR (N/A) | 0,09 | 0,0481 | 0,0481 | |||
| IRS R04.50PBW6M 03/19/35 BARCUS3BXXX FIXED / DIR (N/A) | 0,08 | 0,0470 | 0,0470 | |||
| US36179WXK97 / Ginnie Mae II Pool | 0,08 | −4,76 | 0,0454 | −0,0013 | ||
| US92922FLD86 / WaMu Mortgage Pass-Through Certificates Series 2004-AR1 Trust | 0,08 | −2,50 | 0,0445 | 0,0002 | ||
| US86364MAC47 / STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR4 SER 2007-AR4 CL A3 V/R REGD 1.92800000 | 0,08 | −2,60 | 0,0425 | −0,0001 | ||
| JPY/USD FWD 20250603 000001538 USD / DFE (N/A) | 0,08 | 0,0424 | 0,0424 | |||
| US3132DWGQ06 / FHLG 30YR 5% 03/01/2053#SD8307 | 0,08 | −3,85 | 0,0424 | −0,0007 | ||
| IRS R04.00PSO/N 03/17/28 BARCUS3BXXX FIXED / DIR (N/A) | 0,07 | 0,0406 | 0,0406 | |||
| US552751AA74 / MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000 | 0,07 | −12,50 | 0,0400 | −0,0042 | ||
| US3140QDYC24 / FNMA POOL CA6106 FN 06/50 FIXED 4 | 0,07 | −5,41 | 0,0399 | −0,0011 | ||
| FREDDIE MAC POOL UMBS P#RJ1757 5.00000000 / ABS-MBS (US3142GR5T30) | 0,07 | −1,41 | 0,0397 | 0,0001 | ||
| US38376RWY88 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H15 CL FA V/R 2.79725000 | 0,07 | −25,00 | 0,0390 | −0,0120 | ||
| FREDDIE MAC POOL UMBS P#QI1359 5.00000000 / ABS-MBS (US3133W7QL21) | 0,07 | −1,47 | 0,0379 | 0,0001 | ||
| US90355DAV55 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A | 0,07 | −4,29 | 0,0379 | −0,0008 | ||
| FR0014001NN8 / French Republic Government Bond OAT | 0,07 | −2,94 | 0,0377 | −0,0003 | ||
| US3133B6DL13 / FREDDIE MAC POOL UMBS P#QD8207 2.00000000 | 0,06 | −4,48 | 0,0366 | −0,0008 | ||
| IRS R04.75PNF3F 06/19/29 BARCUS3BXXX FIXED / DIR (N/A) | 0,06 | 0,0358 | 0,0358 | |||
| IRS RER6MP02.21 03/12/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0,06 | 0,0351 | 0,0351 | |||
| IRS RMUTKP01.50 09/18/54 BARCUS3BXXX FLOAT / DIR (N/A) | 0,06 | 0,0348 | 0,0348 | |||
| AU0000013740 / Australia Government Bond | 0,06 | 5,17 | 0,0346 | 0,0026 | ||
| US36263KAB70 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | 0,06 | −3,17 | 0,0345 | −0,0007 | ||
| UNITED STATES TREASURY BILL ZCP 0.00000000 / STIV (US912797QK68) | 0,06 | 0,0341 | 0,0341 | |||
| US36263TAB89 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000 | 0,06 | −4,76 | 0,0340 | −0,0008 | ||
| IRS RSOFRP01.00 12/15/26 BARCUS3BXXX FLOAT / DIR (N/A) | 0,06 | 0,0325 | 0,0325 | |||
| US12661XAC65 / CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 0,06 | −3,39 | 0,0322 | −0,0007 | ||
| DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0,06 | 7,69 | 0,0316 | 0,0026 | ||
| IRS PSOFRR03.25 03/19/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0,05 | 0,0309 | 0,0309 | |||
| US74922EAA73 / RALI SERIES 2006-QS6 TRUST SER 2006-QS6 CL 1A1 REGD 6.00000000 | 0,05 | 0,00 | 0,0301 | 0,0004 | ||
| FANNIE MAE POOL UMBS P#DB3354 5.00000000 / ABS-MBS (US3140ACWQ29) | 0,05 | −1,89 | 0,0295 | 0,0001 | ||
| IRS PSOFRR03.75 06/21/25 BARCUS3BXXX FLOAT / DIR (N/A) | 0,05 | 0,0295 | 0,0295 | |||
| US3137BPPH69 / FREDDIE MAC REMICS SER 4579 CL FD V/R 2.38150000 | 0,05 | −5,66 | 0,0286 | −0,0011 | ||
| US41164MAC10 / HARBORVIEW MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 2A1A V/R REGD 1.86325000 | 0,05 | 0,00 | 0,0277 | 0,0001 | ||
| IRS R03.37PER6M 10/09/28 BARCUS3BXXX FIXED / DIR (N/A) | 0,05 | 0,0272 | 0,0272 | |||
| IRS PER6MR02.25 09/17/35 BARCUS3BXXX FLOAT / DIR (N/A) | 0,05 | 0,0262 | 0,0262 | |||
| US3140X6S931 / FANNIE MAE POOL UMBS P#FM3243 3.50000000 | 0,04 | −4,35 | 0,0252 | −0,0005 | ||
| IRS R03.92PCAON 06/19/26 BARCUS3BXXX FIXED / DIR (N/A) | 0,04 | 0,0250 | 0,0250 | |||
| US12544PAF99 / CHL MORTGAGE PASS-THROUGH TRUST 2007-19 SER 2007-19 CL 2A1 REGD 6.50000000 | 0,04 | −2,27 | 0,0246 | −0,0002 | ||
| IRS PSO/NR03.50 03/19/35 BARCUS3BXXX FLOAT / DIR (N/A) | 0,04 | 0,0245 | 0,0245 | |||
| US68402YAA47 / OPTION ONE MORTGAGE LOAN TRUST 2007-CP1 SER 2007-CP1 CL 1A1 V/R REGD 1.84800000 | 0,04 | 0,00 | 0,0241 | 0,0004 | ||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | 0,04 | −25,45 | 0,0235 | −0,0071 | ||
| US86364RAA77 / STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR6 A1 | 0,04 | −2,44 | 0,0226 | −0,0003 | ||
| US31398GBB41 / FANNIE MAE REMICS SER 2009-104 CL FA V/R 2.50800000 | 0,04 | −2,50 | 0,0223 | −0,0003 | ||
| MYBMO2200016 / Malaysia Government Bond | 0,04 | 0,0214 | 0,0214 | |||
| XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 0,04 | −10,00 | 0,0207 | −0,0018 | ||
| JPY/USD FWD 20250603 000004066 USD / DFE (N/A) | 0,04 | 0,0203 | 0,0203 | |||
| SGXF13029610 / Singapore Government Bond | 0,04 | 6,06 | 0,0202 | 0,0019 | ||
| US939336KZ50 / WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUG SER 2002-AR3 CL 1A7 V/R REGD 3.85207600 | 0,04 | −2,78 | 0,0202 | −0,0000 | ||
| XS2331742036 / Romanian Government International Bond | 0,04 | 6,06 | 0,0199 | 0,0015 | ||
| US41162BAA17 / HARBORVIEW MORTGAGE LOAN TRUST SER 2006-SB1 CL A1A V/R REGD 3.17644500 | 0,03 | 0,00 | 0,0195 | 0,0003 | ||
| US86359DXP76 / STRUCTURED ASSET SECURITIES CORP SER 2006-RF1 CL 1A V/R REGD 144A P/P 1.98800000 | 0,03 | 0,00 | 0,0193 | 0,0002 | ||
| US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 | 0,03 | 0,00 | 0,0187 | 0,0001 | ||
| US31417KPB79 / UMBS, 30 Year | 0,03 | −6,06 | 0,0179 | −0,0008 | ||
| EUR/USD FWD 20250603 000006038 USD / DFE (N/A) | 0,03 | 0,0179 | 0,0179 | |||
| IRS RSOFRP03.50 06/20/54 BARCUS3BXXX FLOAT / DIR (N/A) | 0,03 | 0,0176 | 0,0176 | |||
| US12669GPN50 / CHL Mortgage Pass-Through Trust 2005-2 | 0,03 | 0,00 | 0,0175 | 0,0002 | ||
| US12669GZQ71 / CHL MORTGAGE PASS-THROUGH TRUST 2005-9 SER 2005-9 CL 1A3 V/R REGD 2.16800000 | 0,03 | −3,33 | 0,0168 | 0,0000 | ||
| BRL/USD FWD 20250603 000015298 USD / DFE (N/A) | 0,03 | 0,0164 | 0,0164 | |||
| IRS RER6MP02.27 03/12/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0,03 | 0,0164 | 0,0164 | |||
| IRS RSOFRP04.00 06/20/26 BARCUS3BXXX FLOAT / DIR (N/A) | 0,03 | 0,0161 | 0,0161 | |||
| US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust | 0,03 | 0,00 | 0,0160 | 0,0002 | ||
| US92922FBX50 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A | 0,03 | −20,00 | 0,0160 | −0,0034 | ||
| FR0013480613 / French Republic Government Bond OAT | 0,03 | −79,55 | 0,0156 | −0,0573 | ||
| US362341WZ88 / GSR MORTGAGE LOAN TRUST | 0,03 | 0,00 | 0,0156 | 0,0002 | ||
| IRS R03.75PBW6M 03/19/30 BARCUS3BXXX FIXED / DIR (N/A) | 0,03 | 0,0155 | 0,0155 | |||
| IRS RER6MP00.05 05/27/50 BARCUS3BXXX FLOAT / DIR (N/A) | 0,03 | 0,0153 | 0,0153 | |||
| US3140HAU579 / FANNIE MAE POOL UMBS P#BJ8703 3.50000000 | 0,03 | −3,85 | 0,0143 | −0,0000 | ||
| IRS R03.89PCAON 06/19/26 BARCUS3BXXX FIXED / DIR (N/A) | 0,03 | 0,0143 | 0,0143 | |||
| IRS RSOFRP04.25 12/20/25 BARCUS3BXXX FLOAT / DIR (N/A) | 0,02 | 0,0139 | 0,0139 | |||
| US3133KYR921 / Freddie Mac Gold Pool | 0,02 | −4,00 | 0,0138 | −0,0000 | ||
| IRS R03.98PSOFR 11/30/27 BARC FIXED / DIR (N/A) | 0,02 | 0,0136 | 0,0136 | |||
| TWD/USD FWD 20250716 000011091 USD / DFE (N/A) | 0,02 | 0,0135 | 0,0135 | |||
| FREDDIE MAC POOL UMBS P#QI5805 5.00000000 / ABS-MBS (US3133WCNW09) | 0,02 | −4,17 | 0,0132 | −0,0002 | ||
| MYR/USD FWD 20250618 000011553 USD / DFE (N/A) | 0,02 | 0,0128 | 0,0128 | |||
| TRS SOFRINDX/IBOXIG INDX 09/22/25 JPM /LONG/ / DE (N/A) | 0,02 | 0,0128 | 0,0128 | |||
| IRS R02.34PER6M 01/10/30 BARCUS3BXXX FIXED / DIR (N/A) | 0,02 | 0,0127 | 0,0127 | |||
| DK0002050368 / Nordea Kredit Realkreditaktieselskab | 0,02 | 4,76 | 0,0126 | 0,0010 | ||
| FANNIE MAE POOL UMBS P#DA7883 6.50000000 / ABS-MBS (US3140A8XM96) | 0,02 | 0,00 | 0,0122 | 0,0002 | ||
| BRL/USD FWD 20250603 000000902 USD / DFE (N/A) | 0,02 | 0,0121 | 0,0121 | |||
| US31394A6Y70 / FNW 2004-W12 1A1 6% 7/25/44 6.00000000 | 0,02 | 0,00 | 0,0114 | −0,0001 | ||
| IRS R02.25PER6M 09/17/30 BARCUS3BXXX FIXED / DIR (N/A) | 0,02 | 0,0114 | 0,0114 | |||
| IRS R01.50PCN07 03/18/31 BPS LONG / DIR (N/A) | 0,02 | 0,0110 | 0,0110 | |||
| US12628LAJ98 / CSAB MORTGAGE-BACKED TRUST 2006-4 SER 2006-4 CL A6A S/UP REGD 5.68370000 | 0,02 | −5,00 | 0,0108 | −0,0003 | ||
| US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 | 0,02 | −5,26 | 0,0105 | −0,0001 | ||
| IRS R03.50PKL3M 03/19/30 GST LONG / DIR (N/A) | 0,02 | 0,0103 | 0,0103 | |||
| IRS RSOFRP03.77 03/04/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0,02 | 0,0103 | 0,0103 | |||
| AU0000097495 / Australia Government Bond | 0,02 | 6,25 | 0,0097 | 0,0005 | ||
| US86359LJA89 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1 | 0,02 | 0,00 | 0,0096 | 0,0000 | ||
| IRS RSOFRP03.25 06/18/27 BARCUS3BXXX FLOAT / DIR (N/A) | 0,02 | 0,0095 | 0,0095 | |||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | 0,02 | −5,88 | 0,0094 | −0,0002 | ||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | 0,02 | −5,88 | 0,0094 | 0,0000 | ||
| US31393QNV04 / FREDDIE MAC REMICS SER 2614 CL SJ V/R 14.80770500 | 0,02 | −5,88 | 0,0093 | −0,0002 | ||
| US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A | 0,02 | −6,25 | 0,0089 | 0,0000 | ||
| US93363EAF25 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006- SER 2006-AR10 CL 2A1 V/R REGD 3.87366700 | 0,02 | −6,25 | 0,0089 | −0,0004 | ||
| KRW/USD FWD 20250612 000000902 USD / DFE (N/A) | 0,02 | 0,0089 | 0,0089 | |||
| JPY/USD FWD 20260105 000011091 USD / DFE (N/A) | 0,02 | 0,0088 | 0,0088 | |||
| PLN/USD FWD 20250606 000004066 USD / DFE (N/A) | 0,02 | 0,0086 | 0,0086 | |||
| BRL/USD FWD 20250603 000001538 USD / DFE (N/A) | 0,01 | 0,0084 | 0,0084 | |||
| IRS RSOFRP03.64 08/07/34 BARCUS3BXXX FLOAT / DIR (N/A) | 0,01 | 0,0083 | 0,0083 | |||
| US3140X47J93 / FANNIE MAE POOL UMBS P#FM1796 3.50000000 | 0,01 | −6,67 | 0,0083 | −0,0005 | ||
| US88432CBB19 / Wind River CLO, Ltd. FRN, due 07/18/2031 | 0,01 | −83,91 | 0,0082 | −0,0400 | ||
| IRS RSOFRP03.25 12/20/53 BARCUS3BXXX FLOAT / DIR (N/A) | 0,01 | 0,0078 | 0,0078 | |||
| US31395HHV50 / Freddie Mac Structured Pass-Through Certificates | 0,01 | −7,69 | 0,0072 | −0,0001 | ||
| IRS RSOFRP03.79 11/15/53 BARC FLOAT / DIR (N/A) | 0,01 | 0,0071 | 0,0071 | |||
| IRS R02.25PCN07 09/18/29 BPS LONG / DIR (N/A) | 0,01 | 0,0069 | 0,0069 | |||
| US75116AAA88 / RALI SERIES 2007-QO2 TRUST SER 2007-QO2 CL A1 V/R REGD 1.85800000 | 0,01 | 0,00 | 0,0069 | −0,0001 | ||
| CAD/USD FWD 20250603 000009049 USD / DFE (N/A) | 0,01 | 0,0068 | 0,0068 | |||
| TWD/USD FWD 20250820 000011091 USD / DFE (N/A) | 0,01 | 0,0067 | 0,0067 | |||
| US41161PMG53 / HARBORVIEW MORTGAGE LOAN TRUST 2005-3 SER 2005-3 CL 2A1A V/R REGD 2.21325000 | 0,01 | −8,33 | 0,0067 | 0,0001 | ||
| IRS R01.50PCN07 03/18/31 SCX LONG / DIR (N/A) | 0,01 | 0,0064 | 0,0064 | |||
| US02147BAJ44 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9 | 0,01 | 0,00 | 0,0064 | 0,0000 | ||
| JPY/USD FWD 20250620 000009049 USD / DFE (N/A) | 0,01 | 0,0062 | 0,0062 | |||
| US86360JAA97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 | 0,01 | −9,09 | 0,0062 | −0,0002 | ||
| JPY/USD FWD 20260105 000004334 USD / DFE (N/A) | 0,01 | 0,0061 | 0,0061 | |||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0,01 | 0,00 | 0,0059 | −0,0000 | ||
| PLN/USD FWD 20250606 000000902 USD / DFE (N/A) | 0,01 | 0,0059 | 0,0059 | |||
| JPY/USD FWD 20250603 000009049 USD / DFE (N/A) | 0,01 | 0,0059 | 0,0059 | |||
| US76113MAB19 / Residential Asset Securitization Trust, Series 2006-R1, Class A2 | 0,01 | 0,00 | 0,0058 | 0,0001 | ||
| US02150GAN88 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12 | 0,01 | 0,00 | 0,0057 | 0,0001 | ||
| IRS RSOFRP03.59 08/19/34 BARCUS3BXXX FLOAT / DIR (N/A) | 0,01 | 0,0056 | 0,0056 | |||
| IRS R03.75PNF3F 06/15/27 BARCUS3BXXX FIXED / DIR (N/A) | 0,01 | 0,0056 | 0,0056 | |||
| US31407UMR58 / Fannie Mae Pool | 0,01 | 0,00 | 0,0054 | −0,0000 | ||
| IRS R02.85PCAON 09/01/29 BARC FIXED / DIR (N/A) | 0,01 | 0,0052 | 0,0052 | |||
| IRS R04.50PBW6M 06/18/35 BARCUS3BXXX FIXED / DIR (N/A) | 0,01 | 0,0051 | 0,0051 | |||
| US12669GUM13 / CHL MORTGAGE PASS-THROUGH TRUST 2005-11 SER 2005-11 CL 3A1 V/R REGD 2.91195200 | 0,01 | −11,11 | 0,0051 | 0,0001 | ||
| IRS RSOFRP03.78 11/15/53 BARC FLOAT / DIR (N/A) | 0,01 | 0,0049 | 0,0049 | |||
| IRS RSOFRP03.78 11/15/53 BARC FLOAT / DIR (N/A) | 0,01 | 0,0049 | 0,0049 | |||
| US93935AAC62 / WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATE SER 2006-AR5 CL 3A V/R REGD 3.26644500 | 0,01 | 0,00 | 0,0049 | −0,0001 | ||
| KRW/USD FWD 20250618 000004066 USD / DFE (N/A) | 0,01 | 0,0048 | 0,0048 | |||
| IDR/USD FWD 20250618 000015298 USD / DFE (N/A) | 0,01 | 0,0047 | 0,0047 | |||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0,01 | 0,00 | 0,0046 | −0,0001 | ||
| IRS RSOFRP03.80 02/15/55 BARC FLOAT / DIR (N/A) | 0,01 | 0,0045 | 0,0045 | |||
| IRS RSOFRP03.88 11/15/53 BARC FLOAT / DIR (N/A) | 0,01 | 0,0044 | 0,0044 | |||
| US02152AAY55 / ALTERNATIVE LOAN TRUST 2007-16CB SER 2007-16CB CL 5A1 REGD 6.25000000 | 0,01 | 0,00 | 0,0043 | −0,0001 | ||
| SGD/USD FWD 20250702 000009049 USD / DFE (N/A) | 0,01 | 0,0042 | 0,0042 | |||
| US12640QAE35 / CREDIT SUISSE MORTGAGE TRUST CSMC 2007 5R A5 | 0,01 | 0,00 | 0,0041 | −0,0001 | ||
| DKK/USD FWD 20250702 000004334 USD / DFE (N/A) | 0,01 | 0,0041 | 0,0041 | |||
| US36318WAK62 / GALAXY CLO LTD GALXY 2013 15A ARR 144A | 0,01 | −89,86 | 0,0040 | −0,0342 | ||
| IRS RSOFRP03.61 08/22/34 BARCUS3BXXX FLOAT / DIR (N/A) | 0,01 | 0,0039 | 0,0039 | |||
| PLN/USD FWD 20250620 000000902 USD / DFE (N/A) | 0,01 | 0,0038 | 0,0038 | |||
| IRS R03.50PKL3M 03/19/30 BPS LONG / DIR (N/A) | 0,01 | 0,0038 | 0,0038 | |||
| IRS R02.47PST3M 02/03/30 BARCUS3BXXX FIXED / DIR (N/A) | 0,01 | 0,0037 | 0,0037 | |||
| JPY/USD FWD 20250603 000000642 USD / DFE (N/A) | 0,01 | 0,0036 | 0,0036 | |||
| PLN/USD FWD 20250620 000001394 USD / DFE (N/A) | 0,01 | 0,0035 | 0,0035 | |||
| PLN/USD FWD 20250620 000004066 USD / DFE (N/A) | 0,01 | 0,0035 | 0,0035 | |||
| US313398VT33 / FSPC T-35 A V/R 9/25/31 1.84800000 | 0,01 | −14,29 | 0,0034 | −0,0005 | ||
| IRS R04.25PBW6M 03/19/35 BARCUS3BXXX FIXED / DIR (N/A) | 0,01 | 0,0033 | 0,0033 | |||
| US36185MBL54 / GMAC MORTGAGE CORPORATION LOAN TRUST | 0,01 | −16,67 | 0,0033 | −0,0004 | ||
| TRS SOFRINDX/IBOXIG INDX 09/22/25 BPS /LONG/ / DE (N/A) | 0,01 | 0,0032 | 0,0032 | |||
| IRS RSOFRP03.93 11/15/54 BARC FLOAT / DIR (N/A) | 0,01 | 0,0031 | 0,0031 | |||
| IRS RSOFRP03.93 06/25/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0,01 | 0,0031 | 0,0031 | |||
| CNH/USD FWD 20250820 000004066 USD / DFE (N/A) | 0,01 | 0,0031 | 0,0031 | |||
| IRS RSOFRP03.95 11/15/54 BARC FLOAT / DIR (N/A) | 0,01 | 0,0031 | 0,0031 | |||
| US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A | 0,00 | 0,00 | 0,0027 | 0,0000 | ||
| IRS RSOFRP03.99 11/15/54 BARC FLOAT / DIR (N/A) | 0,00 | 0,0027 | 0,0027 | |||
| PLN/USD FWD 20250606 000001538 USD / DFE (N/A) | 0,00 | 0,0026 | 0,0026 | |||
| IRS RER6MP02.28 03/12/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0,00 | 0,0026 | 0,0026 | |||
| IRS R00.75PMUTK 03/19/27 BARCUS3BXXX FIXED / DIR (N/A) | 0,00 | 0,0026 | 0,0026 | |||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | 0,00 | −94,12 | 0,0026 | −0,0352 | ||
| IRS RSOFRP03.77 02/15/55 BARC FLOAT / DIR (N/A) | 0,00 | 0,0026 | 0,0026 | |||
| US45660L4G12 / RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1 | 0,00 | 0,00 | 0,0025 | −0,0002 | ||
| US07384MN322 / BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 22A V/R REGD 4.79772900 | 0,00 | −33,33 | 0,0025 | −0,0012 | ||
| IRS RSOFRP03.96 06/27/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0,00 | 0,0024 | 0,0024 | |||
| IRS RSOFRP03.91 11/15/53 BARC FLOAT / DIR (N/A) | 0,00 | 0,0024 | 0,0024 | |||
| US058927AA22 / Banc of America Funding 2006-A Trust | 0,00 | 0,00 | 0,0023 | 0,0000 | ||
| IRS RSOFRP03.96 11/15/54 BARC FLOAT / DIR (N/A) | 0,00 | 0,0021 | 0,0021 | |||
| EUR/USD FWD 20250603 000004334 USD / DFE (N/A) | 0,00 | 0,0021 | 0,0021 | |||
| DK0009397739 / JYSKE REALKREDIT A/S COVERED 10/50 1 | 0,00 | 0,00 | 0,0021 | 0,0002 | ||
| US31395NLE57 / FANNIE MAE REMICS SER 2006-48 CL TF V/R 2.10800000 | 0,00 | 0,00 | 0,0020 | −0,0000 | ||
| KRW/USD FWD 20250609 000004066 USD / DFE (N/A) | 0,00 | 0,0019 | 0,0019 | |||
| EGP/USD FWD 20250825 000003534 USD / DFE (N/A) | 0,00 | 0,0019 | 0,0019 | |||
| US31339LU240 / FREDDIE MAC REMICS SER 2391 CL FJ V/R 2.26538000 | 0,00 | −25,00 | 0,0019 | −0,0003 | ||
| US31393YU521 / FNGT 2004-T3 1A1 6% 2/25/44 6.00000000 | 0,00 | 0,00 | 0,0018 | −0,0000 | ||
| US31393CEY57 / FANNIE MAE REMICS SER 2003-34 CL A1 6.00000000 | 0,00 | 0,00 | 0,0018 | −0,0000 | ||
| US9393357P40 / WAMU 02-AR9 1A V/R 8/25/42 3.72644500 | 0,00 | 0,00 | 0,0018 | −0,0000 | ||
| IRS P03.25RCAON 06/21/53 BARC FIXED / DIR (N/A) | 0,00 | 0,0017 | 0,0017 | |||
| IDR/USD FWD 20250610 000004066 USD / DFE (N/A) | 0,00 | 0,0017 | 0,0017 | |||
| IRS RSOFRP03.95 11/15/54 BARC FLOAT / DIR (N/A) | 0,00 | 0,0016 | 0,0016 | |||
| IRS PMUTKR02.00 06/18/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0,00 | 0,0016 | 0,0016 | |||
| PEN/USD FWD 20250618 000011553 USD / DFE (N/A) | 0,00 | 0,0015 | 0,0015 | |||
| USD/ZAR FWD 20250623 000006038 USD / DFE (N/A) | 0,00 | 0,0015 | 0,0015 | |||
| US3137BPS836 / FREDDIE MAC REMICS SER 4579 CL SD V/R 2.30538300 | 0,00 | 0,00 | 0,0015 | −0,0001 | ||
| CDS US345397YG20 05.000 SP 06/20/2025 BARCUS3BXXX FIXED / DCR (N/A) | 0,00 | 0,0015 | 0,0015 | |||
| US38380TV370 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-121 CL PE 3.00000000 | 0,00 | 0,00 | 0,0015 | −0,0001 | ||
| GBP/USD FWD 20250603 000004334 USD / DFE (N/A) | 0,00 | 0,0014 | 0,0014 | |||
| IRS R00.30PSS1D 02/15/27 BARC FIXED / DIR (N/A) | 0,00 | 0,0014 | 0,0014 | |||
| CDS NA 04.750 SP 07/06/2026 DUB LONG / DCR (N/A) | 0,00 | 0,0014 | 0,0014 | |||
| CNY/USD FWD 20250620 000011091 USD / DFE (N/A) | 0,00 | 0,0014 | 0,0014 | |||
| US12667GKC68 / ALTERNATIVE LOAN TRUST 2005-21CB SER 2005-21CB CL A3 REGD 5.25000000 | 0,00 | 0,00 | 0,0012 | −0,0000 | ||
| EGP/USD FWD 20250610 000000902 USD / DFE (N/A) | 0,00 | 0,0012 | 0,0012 | |||
| MXN/USD FWD 20250618 000006038 USD / DFE (N/A) | 0,00 | 0,0012 | 0,0012 | |||
| MXN/USD FWD 20250618 000004334 USD / DFE (N/A) | 0,00 | 0,0011 | 0,0011 | |||
| SGD/USD FWD 20250702 000004334 USD / DFE (N/A) | 0,00 | 0,0011 | 0,0011 | |||
| EGP/USD FWD 20250604 000015298 USD / DFE (N/A) | 0,00 | 0,0011 | 0,0011 | |||
| IRS RSOFRP03.75 06/20/31 BARCUS3BXXX FLOAT / DIR (N/A) | 0,00 | 0,0010 | 0,0010 | |||
| OTC EPUT EUR VS CZK @ 24.65 BOA 3/11/2026 /EUR/ 0.00000000 / DFE (N/A) | 0,00 | 0,0010 | 0,0010 | |||
| EGP/USD FWD 20250618 000011091 USD / DFE (N/A) | 0,00 | 0,0010 | 0,0010 | |||
| INR/USD FWD 20250630 000004608 USD / DFE (N/A) | 0,00 | 0,0009 | 0,0009 | |||
| TRY/USD FWD 20250617 000011553 USD / DFE (N/A) | 0,00 | 0,0009 | 0,0009 | |||
| AUD/USD FWD 20250702 000001538 USD / DFE (N/A) | 0,00 | 0,0009 | 0,0009 | |||
| CNY/USD FWD 20250609 000000902 USD / DFE (N/A) | 0,00 | 0,0009 | 0,0009 | |||
| TRY/USD FWD 20250613 000011553 USD / DFE (N/A) | 0,00 | 0,0008 | 0,0008 | |||
| US31410KL695 / FANNIE MAE POOL UMBS P#889649 6.50000000 | 0,00 | 0,00 | 0,0008 | 0,0000 | ||
| US589929M704 / MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERI SER 2003-A2 CL 1A1 V/R REGD 4.35915200 | 0,00 | 0,00 | 0,0008 | −0,0000 | ||
| KRW/USD FWD 20250716 000006038 USD / DFE (N/A) | 0,00 | 0,0008 | 0,0008 | |||
| TRY/USD FWD 20250620 000011553 USD / DFE (N/A) | 0,00 | 0,0008 | 0,0008 | |||
| TRY/USD FWD 20250612 000011553 USD / DFE (N/A) | 0,00 | 0,0008 | 0,0008 | |||
| US07384MWG31 / BEAR STEARNS ARM TRUST 2003-5 SER 2003-5 CL 1A2 V/R REGD 4.18676400 | 0,00 | 0,00 | 0,0007 | −0,0000 | ||
| US86359BGF22 / Structured Adjustable Rate Mortgage Loan Trust | 0,00 | 0,00 | 0,0007 | 0,0000 | ||
| US36229RJJ95 / GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 | 0,00 | 0,00 | 0,0007 | −0,0000 | ||
| CNY/USD FWD 20250617 000004066 USD / DFE (N/A) | 0,00 | 0,0007 | 0,0007 | |||
| TRY/USD FWD 20250618 000011553 USD / DFE (N/A) | 0,00 | 0,0007 | 0,0007 | |||
| US07384MN579 / BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 23A V/R REGD 3.43960500 | 0,00 | 0,00 | 0,0007 | 0,0000 | ||
| US07384MYW62 / BEAR STEARNS ARM TRUST 2003-7 SER 2003-7 CL 6A V/R REGD 4.22484900 | 0,00 | 0,00 | 0,0007 | −0,0001 | ||
| EGP/USD FWD 20250603 000001394 USD / DFE (N/A) | 0,00 | 0,0007 | 0,0007 | |||
| IRS RSOFRP04.02 05/15/26 BARCUS3BXXX FLOAT / DIR (N/A) | 0,00 | 0,0007 | 0,0007 | |||
| EGP/USD FWD 20250610 000003534 USD / DFE (N/A) | 0,00 | 0,0007 | 0,0007 | |||
| EGP/USD FWD 20250610 000001394 USD / DFE (N/A) | 0,00 | 0,0007 | 0,0007 | |||
| EGP/USD FWD 20250722 000015298 USD / DFE (N/A) | 0,00 | 0,0007 | 0,0007 | |||
| CNY/USD FWD 20250611 000011091 USD / DFE (N/A) | 0,00 | 0,0006 | 0,0006 | |||
| US12669GTV31 / CWHL 2005-3 2A1 V/R 4/25/35 2.28800000 | 0,00 | 0,00 | 0,0006 | −0,0000 | ||
| EGP/USD FWD 20250826 000001394 USD / DFE (N/A) | 0,00 | 0,0006 | 0,0006 | |||
| TRY/USD FWD 20250610 000011553 USD / DFE (N/A) | 0,00 | 0,0006 | 0,0006 | |||
| AUD/USD FWD 20250603 000004066 USD / DFE (N/A) | 0,00 | 0,0006 | 0,0006 | |||
| IRS PSO/NR03.75 03/19/27 BARCUS3BXXX FLOAT / DIR (N/A) | 0,00 | 0,0006 | 0,0006 | |||
| US36202EV891 / GINNIE MAE II POOL P#4239 6.00000000 | 0,00 | −100,00 | 0,0006 | −0,0002 | ||
| IRS R02.02PESTR 10/11/29 BARC FIXED / DIR (N/A) | 0,00 | 0,0005 | 0,0005 | |||
| TWD/USD FWD 20250612 000004066 USD / DFE (N/A) | 0,00 | 0,0005 | 0,0005 | |||
| US929227R651 / WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust | 0,00 | 0,0005 | 0,0000 | |||
| US525ESC0B69 / Lehman Brothers Holdings, Inc. | 0,00 | −100,00 | 0,0005 | −0,0003 | ||
| CDS US465410AH18 01.000 SP 06/20/2025 BARCGB5GXXX LONG / DCR (N/A) | 0,00 | 0,0004 | 0,0004 | |||
| EUR/USD FWD 20250603 000004066 USD / DFE (N/A) | 0,00 | 0,0004 | 0,0004 | |||
| CNH/USD FWD 20250618 000011553 USD / DFE (N/A) | 0,00 | 0,0004 | 0,0004 | |||
| CHF/USD FWD 20250603 000006038 USD / DFE (N/A) | 0,00 | 0,0004 | 0,0004 | |||
| TRY/USD FWD 20250625 000011553 USD / DFE (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| MYR/USD FWD 20250618 000006038 USD / DFE (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| US466247AZ62 / JP MORGAN MORTGAGE TRUST 2003-A2 SER 2003-A2 CL 3A1 V/R REGD 3.76336000 | 0,00 | −100,00 | 0,0003 | −0,0003 | ||
| EUR/USD FWD 20250603 000015513 USD / DFE (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| CNH/USD FWD 20250618 000015298 USD / DFE (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| KRW/USD FWD 20250613 000000902 USD / DFE (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| TRY/USD FWD 20250605 000011553 USD / DFE (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| CNY/USD FWD 20250626 000004066 USD / DFE (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| US86359BNU16 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-4 | 0,00 | 0,0003 | −0,0000 | |||
| PLN/USD FWD 20250613 000001538 USD / DFE (N/A) | 0,00 | 0,0002 | 0,0002 | |||
| PLN/USD FWD 20250613 000011091 USD / DFE (N/A) | 0,00 | 0,0002 | 0,0002 | |||
| PLN/USD FWD 20250613 000000902 USD / DFE (N/A) | 0,00 | 0,0002 | 0,0002 | |||
| US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 | 0,00 | 0,0002 | 0,0000 | |||
| NGN/USD FWD 20250616 000015298 USD / DFE (N/A) | 0,00 | 0,0002 | 0,0002 | |||
| ORO USD 1Y P 4.57000 L 08/13/25 BPS 0.00000000 / DIR (N/A) | 0,00 | 0,0002 | 0,0002 | |||
| INR/USD FWD 20250630 000001394 USD / DFE (N/A) | 0,00 | 0,0002 | 0,0002 | |||
| CNY/USD FWD 20250605 000015298 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| NZD/USD FWD 20250603 000004334 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| INR/USD FWD 20250630 000000902 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| HUF/USD FWD 20250822 000011091 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| EUR/USD FWD 20250603 000011553 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| TRY/USD FWD 20250709 000011553 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| IRS R02.50PKWDC 09/17/30 BARC FIXED / DIR (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| IRS RSOFRP04.00 09/29/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| ILS/USD FWD 20250604 000011091 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| AUD/USD FWD 20250603 000004334 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| TWD/USD FWD 20250609 000004066 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| BRL/USD FWD 20250603 000001394 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| CNY/USD FWD 20250605 000004066 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| NGN/USD FWD 20250617 000015298 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| CNY/USD FWD 20250605 000011091 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| SGD/USD FWD 20250702 000001538 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| KZT/USD FWD 20250917 000003534 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| NGN/USD FWD 20250618 000004608 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| HUF/USD FWD 20250822 000004608 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| ORO USD 1Y P 4.57000 L 08/13/25 JPM 0.00000000 / DIR (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| CNY/USD FWD 20250617 000011091 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | 0,00 | 0,0000 | 0,0000 | |||
| DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 0,00 | 0,0000 | 0,0000 | |||
| DK0002044718 / NORDEA KREDIT REALKREDIT COVERED 10/50 1 | 0,00 | 0,0000 | 0,0000 | |||
| DK0004619384 / REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 0,00 | 0,0000 | 0,0000 | |||
| US01F0606420 / Uniform Mortgage-Backed Security, TBA | 0,00 | −100,00 | 9,0617 | |||
| US01F0506356 / Uniform Mortgage-Backed Security, TBA | 0,00 | −100,00 | 2,5475 | |||
| THB/USD FWD 20250716 000011091 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0,00 | 0,0000 | 0,0000 | |||
| DK0002044551 / NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | 0,00 | 0,0000 | 0,0000 | |||
| DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | 0,00 | 0,0000 | 0,0000 | |||
| DK0009524431 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | 0,00 | 0,0000 | 0,0000 | |||
| US01F0306377 / Uniform Mortgage-Backed Security, TBA | 0,00 | −100,00 | −1,5837 | |||
| US01F0426324 / Uniform Mortgage-Backed Security, TBA | 0,00 | −100,00 | −4,4769 | |||
| US55282XAA81 / MF1 Multifamily Housing Mortgage Loan Trust | 0,00 | −100,00 | −0,0065 | |||
| DK0009521254 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 | 0,00 | 0,0000 | 0,0000 | |||
| DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 | 0,00 | 0,0000 | 0,0000 | |||
| DK0002044122 / NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 | 0,00 | 0,0000 | 0,0000 | |||
| US01F0204309 / Uniform Mortgage-Backed Security, TBA | 0,00 | −100,00 | 1,0445 | |||
| US01F0606347 / FNMA TBA | 0,00 | −100,00 | −6,9999 | |||
| US01F0206460 / Uniform Mortgage-Backed Security, TBA | 0,00 | −100,00 | 8,0346 | |||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | 0,00 | 0,0000 | 0,0000 | |||
| DK0009527293 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 | 0,00 | 0,0000 | 0,0000 | |||
| NGN/USD FWD 20250613 000003534 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| SGD/USD FWD 20250702 000003534 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| INR/USD FWD 20250630 000011091 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| ILS/USD FWD 20250611 000004334 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| SGD/USD FWD 20250603 000001538 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| ORO USD 5Y P 4.40000 L 06/24/25 DUB 0.00000000 / DIR (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| CNH/USD FWD 20250618 000003534 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| ORO USD 5Y P 4.28000 L 06/25/25 DUB 0.00000000 / DIR (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| CNY/USD FWD 20250717 000011091 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| NZD/USD FWD 20250603 000001538 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| IDR/USD FWD 20250716 000004066 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| TWD/USD FWD 20250623 000004066 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| CNY/USD FWD 20250717 000004066 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| NGN/USD FWD 20250623 000000902 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| ORO USD 5Y P 4.30000 L 06/25/25 DUB 0.00000000 / DIR (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| ORO USD 5Y P 4.25000 L 06/23/25 BOA 0.00000000 / DIR (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| USD/ZAR FWD 20250623 000011091 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| IRS RSOFRP03.81 11/15/34 BARC FLOAT / DIR (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| ORO USD 10Y P 4.13800 L 06/12/25 BOA 0.00000000 / DIR (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| KZT/USD FWD 20250908 000011091 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| NZD/USD FWD 20250603 000011553 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| TWD/USD FWD 20250820 000006038 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| KRW/USD FWD 20250623 000006038 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| NZD/USD FWD 20250702 000004334 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| CNH/USD FWD 20250716 000001538 USD / DFE (N/A) | −0,00 | −0,0002 | −0,0002 | |||
| KZT/USD FWD 20250911 000011091 USD / DFE (N/A) | −0,00 | −0,0002 | −0,0002 | |||
| THB/USD FWD 20250716 000004066 USD / DFE (N/A) | −0,00 | −0,0002 | −0,0002 | |||
| PUT OPTION ON US 10YR FUT OPTN JUL25 108.5 0.00000000 / DO (N/A) | −0,00 | −0,0002 | −0,0002 | |||
| IRS R04.00PBW6M 06/21/33 BARCUS3BXXX FIXED / DIR (N/A) | −0,00 | −0,0002 | −0,0002 | |||
| SGD/USD FWD 20250603 000003534 USD / DFE (N/A) | −0,00 | −0,0002 | −0,0002 | |||
| CNY/USD FWD 20250709 000003534 USD / DFE (N/A) | −0,00 | −0,0003 | −0,0003 | |||
| IRS RCAONP02.85 06/01/33 BARCUS3BXXX FLOAT / DIR (N/A) | −0,00 | −0,0003 | −0,0003 | |||
| ORO USD 5Y P 4.35000 L 09/25/25 BRC 0.00000000 / DIR (N/A) | −0,00 | −0,0003 | −0,0003 | |||
| AUD/USD FWD 20250603 000006038 USD / DFE (N/A) | −0,00 | −0,0003 | −0,0003 | |||
| JPY/USD FWD 20250702 000004334 USD / DFE (N/A) | −0,00 | −0,0004 | −0,0004 | |||
| INR/USD FWD 20250630 000003534 USD / DFE (N/A) | −0,00 | −0,0004 | −0,0004 | |||
| ORO USD 10Y P 4.13000 L 06/20/25 GLM 0.00000000 / DIR (N/A) | −0,00 | −0,0005 | −0,0005 | |||
| CNH/USD FWD 20250618 000001394 USD / DFE (N/A) | −0,00 | −0,0005 | −0,0005 | |||
| JPY/USD FWD 20250603 000011553 USD / DFE (N/A) | −0,00 | −0,0006 | −0,0006 | |||
| IRS RSOFRP03.90 03/12/35 BARCUS3BXXX FLOAT / DIR (N/A) | −0,00 | −0,0006 | −0,0006 | |||
| PLN/USD FWD 20250606 000006038 USD / DFE (N/A) | −0,00 | −0,0006 | −0,0006 | |||
| INR/USD FWD 20250630 000015298 USD / DFE (N/A) | −0,00 | −0,0006 | −0,0006 | |||
| ILS/USD FWD 20250604 000006038 USD / DFE (N/A) | −0,00 | −0,0006 | −0,0006 | |||
| ORO USD 10Y C 3.73800 L 06/12/25 BOA 0.00000000 / DIR (N/A) | −0,00 | −0,0006 | −0,0006 | |||
| ORO USD 5Y P 4.33000 L 09/25/25 DUB 0.00000000 / DIR (N/A) | −0,00 | −0,0006 | −0,0006 | |||
| IRS RCAONP02.88 09/01/33 BARC FLOAT / DIR (N/A) | −0,00 | −0,0007 | −0,0007 | |||
| IRS RSOFRP03.84 05/15/34 BARC FLOAT / DIR (N/A) | −0,00 | −0,0007 | −0,0007 | |||
| PEN/USD FWD 20250922 000003534 USD / DFE (N/A) | −0,00 | −0,0007 | −0,0007 | |||
| IRS RSOFRP03.90 08/15/26 BARCUS3BXXX FLOAT / DIR (N/A) | −0,00 | −0,0007 | −0,0007 | |||
| PEN/USD FWD 20250807 000004066 USD / DFE (N/A) | −0,00 | −0,0007 | −0,0007 | |||
| CNH/USD FWD 20250820 000006038 USD / DFE (N/A) | −0,00 | −0,0008 | −0,0008 | |||
| KRW/USD FWD 20250605 000006038 USD / DFE (N/A) | −0,00 | −0,0008 | −0,0008 | |||
| CNH/USD FWD 20250820 000011553 USD / DFE (N/A) | −0,00 | −0,0008 | −0,0008 | |||
| IRS RCAONP03.00 06/01/34 BARC FLOAT / DIR (N/A) | −0,00 | −0,0008 | −0,0008 | |||
| IRS RCAONP03.00 06/01/34 BARC FLOAT / DIR (N/A) | −0,00 | −0,0008 | −0,0008 | |||
| JPY/USD FWD 20250702 000009049 USD / DFE (N/A) | −0,00 | −0,0008 | −0,0008 | |||
| INR/USD FWD 20250630 000006038 USD / DFE (N/A) | −0,00 | −0,0008 | −0,0008 | |||
| SGD/USD FWD 20250603 000011553 USD / DFE (N/A) | −0,00 | −0,0008 | −0,0008 | |||
| KZT/USD FWD 20250912 000003534 USD / DFE (N/A) | −0,00 | −0,0008 | −0,0008 | |||
| CNH/USD FWD 20250716 000001394 USD / DFE (N/A) | −0,00 | −0,0009 | −0,0009 | |||
| ORO USD 10Y P 4.10100 L 06/30/25 GLM 0.00000000 / DIR (N/A) | −0,00 | −0,0009 | −0,0009 | |||
| KZT/USD FWD 20251215 000003534 USD / DFE (N/A) | −0,00 | −0,0009 | −0,0009 | |||
| IRS RSOFRP04.06 06/26/55 BARCUS3BXXX FLOAT / DIR (N/A) | −0,00 | −0,0009 | −0,0009 | |||
| IRS RSOFRP03.83 05/15/34 BARC FLOAT / DIR (N/A) | −0,00 | −0,0009 | −0,0009 | |||
| IRS RSOFRP03.88 03/25/35 BARCUS3BXXX FLOAT / DIR (N/A) | −0,00 | −0,0009 | −0,0009 | |||
| CALL OPTION ON US 10YR FUT OPTN JUL25 111.5 0.00000000 / DO (N/A) | −0,00 | −0,0010 | −0,0010 | |||
| CHF/USD FWD 20250702 000001538 USD / DFE (N/A) | −0,00 | −0,0010 | −0,0010 | |||
| PLN/USD FWD 20250606 000000642 USD / DFE (N/A) | −0,00 | −0,0010 | −0,0010 | |||
| KZT/USD FWD 20250911 000003534 USD / DFE (N/A) | −0,00 | −0,0011 | −0,0011 | |||
| SGD/USD FWD 20250603 000011091 USD / DFE (N/A) | −0,00 | −0,0011 | −0,0011 | |||
| THB/USD FWD 20250716 000001394 USD / DFE (N/A) | −0,00 | −0,0011 | −0,0011 | |||
| IRS RCAONP03.00 06/01/33 BARC FLOAT / DIR (N/A) | −0,00 | −0,0011 | −0,0011 | |||
| IRS RSOFRP03.90 03/04/35 BARCUS3BXXX FLOAT / DIR (N/A) | −0,00 | −0,0012 | −0,0012 | |||
| CHF/USD FWD 20250603 000001538 USD / DFE (N/A) | −0,00 | −0,0012 | −0,0012 | |||
| IRS RSOFRP03.93 03/24/35 BARCUS3BXXX FLOAT / DIR (N/A) | −0,00 | −0,0012 | −0,0012 | |||
| IRS RCAONP03.00 06/01/34 BARC FLOAT / DIR (N/A) | −0,00 | −0,0013 | −0,0013 | |||
| THB/USD FWD 20250716 000000642 USD / DFE (N/A) | −0,00 | −0,0014 | −0,0014 | |||
| GBP/USD FWD 20250702 000004334 USD / DFE (N/A) | −0,00 | −0,0014 | −0,0014 | |||
| ORO USD 10Y C 3.73000 L 06/20/25 GLM 0.00000000 / DIR (N/A) | −0,00 | −0,0015 | −0,0015 | |||
| PEN/USD FWD 20250917 000011553 USD / DFE (N/A) | −0,00 | −0,0016 | −0,0016 | |||
| IRS RSOFRP03.59 08/31/29 BARC FLOAT / DIR (N/A) | −0,00 | −0,0016 | −0,0016 | |||
| PEN/USD FWD 20250910 000011091 USD / DFE (N/A) | −0,00 | −0,0016 | −0,0016 | |||
| PEN/USD FWD 20250618 000011091 USD / DFE (N/A) | −0,00 | −0,0016 | −0,0016 | |||
| IRS R01.92PESTR 10/11/29 BARC FIXED / DIR (N/A) | −0,00 | −0,0017 | −0,0017 | |||
| SGD/USD FWD 20250603 000006038 USD / DFE (N/A) | −0,00 | −0,0017 | −0,0017 | |||
| IRS RSOFRP03.84 11/15/34 BARC FLOAT / DIR (N/A) | −0,00 | −0,0017 | −0,0017 | |||
| ORO USD 10Y C 3.70100 L 06/30/25 GLM 0.00000000 / DIR (N/A) | −0,00 | −0,0017 | −0,0017 | |||
| JPY/USD FWD 20250603 000004334 USD / DFE (N/A) | −0,00 | −0,0017 | −0,0017 | |||
| KRW/USD FWD 20250618 000001394 USD / DFE (N/A) | −0,00 | −0,0018 | −0,0018 | |||
| PEN/USD FWD 20250618 000003534 USD / DFE (N/A) | −0,00 | −0,0018 | −0,0018 | |||
| DKK/USD FWD 20250603 000006038 USD / DFE (N/A) | −0,00 | −0,0018 | −0,0018 | |||
| JPY/USD FWD 20250702 000001538 USD / DFE (N/A) | −0,00 | −0,0019 | −0,0019 | |||
| JPY/USD FWD 20250702 000000642 USD / DFE (N/A) | −0,00 | −0,0020 | −0,0020 | |||
| PEN/USD FWD 20251110 000011553 USD / DFE (N/A) | −0,00 | −0,0020 | −0,0020 | |||
| ILS/USD FWD 20250604 000004334 USD / DFE (N/A) | −0,00 | −0,0021 | −0,0021 | |||
| IRS RSOFRP03.84 11/15/34 BARC FLOAT / DIR (N/A) | −0,00 | −0,0022 | −0,0022 | |||
| CNH/USD FWD 20250820 000001394 USD / DFE (N/A) | −0,00 | −0,0022 | −0,0022 | |||
| CNH/USD FWD 20250716 000000902 USD / DFE (N/A) | −0,00 | −0,0022 | −0,0022 | |||
| CNH/USD FWD 20250618 000000902 USD / DFE (N/A) | −0,00 | −0,0023 | −0,0023 | |||
| IRS RER6MP02.00 09/17/27 BARCUS3BXXX FLOAT / DIR (N/A) | −0,00 | −0,0024 | −0,0024 | |||
| IRS RCAONP03.25 12/18/34 BARCUS3BXXX FLOAT / DIR (N/A) | −0,00 | −0,0024 | −0,0024 | |||
| EUR/USD FWD 20250603 000009049 USD / DFE (N/A) | −0,00 | −0,0025 | −0,0025 | |||
| PLN/USD FWD 20250606 000011553 USD / DFE (N/A) | −0,00 | −0,0027 | −0,0027 | |||
| IRS PIN00R06.00 09/17/30 BARC FLOAT / DIR (N/A) | −0,00 | −0,0028 | −0,0028 | |||
| PEN/USD FWD 20250730 000011091 USD / DFE (N/A) | −0,00 | −0,0028 | −0,0028 | |||
| KRW/USD FWD 20250605 000003534 USD / DFE (N/A) | −0,01 | −0,0029 | −0,0029 | |||
| KRW/USD FWD 20250618 000011553 USD / DFE (N/A) | −0,01 | −0,0030 | −0,0030 | |||
| IRS R00.70PER6M 04/11/27 BARCUS3BXXX FIXED / DIR (N/A) | −0,01 | −0,0033 | −0,0033 | |||
| BRL/USD FWD 20250603 000004066 USD / DFE (N/A) | −0,01 | −0,0033 | −0,0033 | |||
| IRS RSOFRP03.62 11/30/29 BARCUS3BXXX FLOAT / DIR (N/A) | −0,01 | −0,0033 | −0,0033 | |||
| IRS R01.00PMUTK 03/19/32 BARCUS3BXXX FIXED / DIR (N/A) | −0,01 | −0,0034 | −0,0034 | |||
| IRS RKL3MP03.75 09/18/34 BPS LONG / DIR (N/A) | −0,01 | −0,0037 | −0,0037 | |||
| CNH/USD FWD 20250820 000015298 USD / DFE (N/A) | −0,01 | −0,0037 | −0,0037 | |||
| IRS RSOFRP03.90 02/15/35 BARCUS3BXXX FLOAT / DIR (N/A) | −0,01 | −0,0038 | −0,0038 | |||
| GBP/USD FWD 20250603 000004066 USD / DFE (N/A) | −0,01 | −0,0039 | −0,0039 | |||
| CAD/USD FWD 20250702 000009049 USD / DFE (N/A) | −0,01 | −0,0042 | −0,0042 | |||
| IRS R01.00PMUTK 09/18/34 BARCUS3BXXX FIXED / DIR (N/A) | −0,01 | −0,0045 | −0,0045 | |||
| TWD/USD FWD 20250820 000015298 USD / DFE (N/A) | −0,01 | −0,0045 | −0,0045 | |||
| IRS RSOFRP04.11 11/15/54 BARC FLOAT / DIR (N/A) | −0,01 | −0,0047 | −0,0047 | |||
| IRS RSOFRP03.66 08/31/29 BARC FLOAT / DIR (N/A) | −0,01 | −0,0048 | −0,0048 | |||
| IRS R00.85PMUTK 09/20/33 BARCUS3BXXX FIXED / DIR (N/A) | −0,01 | −0,0049 | −0,0049 | |||
| IRS R00.65PER6M 05/11/27 BARCUS3BXXX FIXED / DIR (N/A) | −0,01 | −0,0050 | −0,0050 | |||
| SGD/USD FWD 20250603 000004334 USD / DFE (N/A) | −0,01 | −0,0051 | −0,0051 | |||
| IRS RSOFRP03.85 02/28/29 BARC FLOAT / DIR (N/A) | −0,01 | −0,0053 | −0,0053 | |||
| KRW/USD FWD 20250618 000003534 USD / DFE (N/A) | −0,01 | −0,0053 | −0,0053 | |||
| CDX 2I65BYEG6 01.000 BP 12/20/2034 BARCUS3BXXX FLOAT / DCR (N/A) | −0,01 | −0,0054 | −0,0054 | |||
| IRS RKL3MP03.75 09/20/33 GST LONG / DIR (N/A) | −0,01 | −0,0055 | −0,0055 | |||
| BRL/USD FWD 20250702 000001538 USD / DFE (N/A) | −0,01 | −0,0055 | −0,0055 | |||
| CDS US50064FAM68 01.000 BP 06/20/2030 BOFAUS6NGFX LONG / DCR (N/A) | −0,01 | −0,0055 | −0,0055 | |||
| IRS RSOFRP03.83 06/30/31 BARC FLOAT / DIR (N/A) | −0,01 | −0,0056 | −0,0056 | |||
| CNH/USD FWD 20250820 000000902 USD / DFE (N/A) | −0,01 | −0,0057 | −0,0057 | |||
| IRS R01.71PCAON 10/02/29 BARC FIXED / DIR (N/A) | −0,01 | −0,0059 | −0,0059 | |||
| IRS R01.00PER6M 05/13/27 BARCUS3BXXX FIXED / DIR (N/A) | −0,01 | −0,0061 | −0,0061 | |||
| KRW/USD FWD 20250609 000000902 USD / DFE (N/A) | −0,01 | −0,0061 | −0,0061 | |||
| IRS RSOFRP04.12 11/15/54 BARC FLOAT / DIR (N/A) | −0,01 | −0,0061 | −0,0061 | |||
| KRW/USD FWD 20250612 000003534 USD / DFE (N/A) | −0,01 | −0,0062 | −0,0062 | |||
| IRS RKL3MP03.75 03/19/35 JPM LONG / DIR (N/A) | −0,01 | −0,0068 | −0,0068 | |||
| IRS PSG1DR02.50 09/17/30 BARCUS3BXXX FLOAT / DIR (N/A) | −0,01 | −0,0071 | −0,0071 | |||
| TRY/USD FWD 20250611 000011553 USD / DFE (N/A) | −0,01 | −0,0072 | −0,0072 | |||
| CDS US50064FAM68 01.000 BP 06/20/2030 GSILGB2XXXX LONG / DCR (N/A) | −0,01 | −0,0079 | −0,0079 | |||
| IRS RSOFRP03.86 02/28/29 BARC FLOAT / DIR (N/A) | −0,01 | −0,0081 | −0,0081 | |||
| IRS R00.65PER6M 04/12/27 BARCUS3BXXX FIXED / DIR (N/A) | −0,01 | −0,0084 | −0,0084 | |||
| EUR/USD FWD 20250702 000006038 USD / DFE (N/A) | −0,02 | −0,0090 | −0,0090 | |||
| TWD/USD FWD 20250716 000001394 USD / DFE (N/A) | −0,02 | −0,0091 | −0,0091 | |||
| CNH/USD FWD 20250618 000004066 USD / DFE (N/A) | −0,02 | −0,0092 | −0,0092 | |||
| JPY/USD FWD 20250620 000011091 USD / DFE (N/A) | −0,02 | −0,0099 | −0,0099 | |||
| IRS R00.25PMUTK 03/15/32 BARCUS3BXXX FIXED / DIR (N/A) | −0,02 | −0,0101 | −0,0101 | |||
| CNH/USD FWD 20250618 000006038 USD / DFE (N/A) | −0,02 | −0,0112 | −0,0112 | |||
| CDX 2I666VDL6 01.000 BP 06/20/2035 BARCUS3BXXX FLOAT / DCR (N/A) | −0,02 | −0,0122 | −0,0122 | |||
| IRS R01.79PESTR 10/11/29 BARC FIXED / DIR (N/A) | −0,02 | −0,0123 | −0,0123 | |||
| IRS P02.25RER6M 09/17/55 BARCUS3BXXX FIXED / DIR (N/A) | −0,03 | −0,0143 | −0,0143 | |||
| IRS RCAONP03.75 12/20/33 BARC FLOAT / DIR (N/A) | −0,03 | −0,0148 | −0,0148 | |||
| TWD/USD FWD 20250716 000000902 USD / DFE (N/A) | −0,03 | −0,0149 | −0,0149 | |||
| TWD/USD FWD 20250716 000004066 USD / DFE (N/A) | −0,03 | −0,0155 | −0,0155 | |||
| SGD/USD FWD 20250603 000009049 USD / DFE (N/A) | −0,03 | −0,0161 | −0,0161 | |||
| IRS RCAONP03.18 06/01/33 BARC FLOAT / DIR (N/A) | −0,03 | −0,0168 | −0,0168 | |||
| CASH COLLATERAL USD 4.23000000 / STIV (N/A) | −0,03 | −0,0169 | −0,0169 | |||
| BRL/USD FWD 20251002 000004066 USD / DFE (N/A) | −0,03 | −0,0170 | −0,0170 | |||
| USD/ZAR FWD 20250623 000000642 USD / DFE (N/A) | −0,03 | −0,0173 | −0,0173 | |||
| CAD/USD FWD 20250603 000004066 USD / DFE (N/A) | −0,03 | −0,0182 | −0,0182 | |||
| GBP/USD FWD 20250603 000011553 USD / DFE (N/A) | −0,03 | −0,0189 | −0,0189 | |||
| IRS P03.25RSOFR 06/18/35 BARCUS3BXXX FIXED / DIR (N/A) | −0,03 | −0,0193 | −0,0193 | |||
| KRW/USD FWD 20250612 000004066 USD / DFE (N/A) | −0,03 | −0,0196 | −0,0196 | |||
| IRS RSOFRP04.10 12/31/31 BARC FLOAT / DIR (N/A) | −0,04 | −0,0212 | −0,0212 | |||
| TWD/USD FWD 20250820 000004066 USD / DFE (N/A) | −0,04 | −0,0232 | −0,0232 | |||
| USD/ZAR FWD 20250623 000004334 USD / DFE (N/A) | −0,04 | −0,0248 | −0,0248 | |||
| AUD/USD FWD 20250603 000001538 USD / DFE (N/A) | −0,04 | −0,0250 | −0,0250 | |||
| TWD/USD FWD 20250820 000001394 USD / DFE (N/A) | −0,05 | −0,0258 | −0,0258 | |||
| IRS R00.00PMUTK 03/17/31 BARCUS3BXXX FIXED / DIR (N/A) | −0,05 | −0,0301 | −0,0301 | |||
| IRS RCAONP03.25 12/20/33 BARC FLOAT / DIR (N/A) | −0,06 | −0,0327 | −0,0327 | |||
| IRS RER6MP03.00 03/15/33 BARCUS3BXXX FLOAT / DIR (N/A) | −0,06 | −0,0342 | −0,0342 | |||
| CDX 2I666VDL6 01.000 BP 06/20/2030 BARCUS3BXXX FLOAT / DCR (N/A) | −0,06 | −0,0346 | −0,0346 | |||
| TWD/USD FWD 20250820 000000902 USD / DFE (N/A) | −0,07 | −0,0378 | −0,0378 | |||
| BRL/USD FWD 20251002 000011091 USD / DFE (N/A) | −0,08 | −0,0472 | −0,0472 | |||
| DKK/USD FWD 20260401 000009049 USD / DFE (N/A) | −0,09 | −0,0515 | −0,0515 | |||
| IRS R00.45PER6M 05/27/50 BARCUS3BXXX FIXED / DIR (N/A) | −0,09 | −0,0517 | −0,0517 | |||
| IRS P00.45RMUTK 12/15/51 BARCUS3BXXX FIXED / DIR (N/A) | −0,10 | −0,0546 | −0,0546 | |||
| IRS R03.00PSO/N 06/17/27 BARCUS3BXXX FIXED / DIR (N/A) | −0,11 | −0,0624 | −0,0624 | |||
| FUTURE CONTRACT ON US LONG BOND(CBT) SEP25 0.00000000 / DIR (N/A) | −0,11 | −0,0636 | −0,0636 | |||
| IRS R01.00PMUTK 03/19/35 BARCUS3BXXX FIXED / DIR (N/A) | −0,11 | −0,0638 | −0,0638 | |||
| CASH COLLATERAL ISDA BPS USD 4.23000000 / STIV (N/A) | −0,12 | −0,0677 | −0,0677 | |||
| IRS R02.25PER6M 09/21/42 BARCUS3BXXX FIXED / DIR (N/A) | −0,14 | −0,0768 | −0,0768 | |||
| IRS RSG1DP02.75 09/18/29 BARCUS3BXXX FLOAT / DIR (N/A) | −0,14 | −0,0777 | −0,0777 | |||
| IRS RSOFRP04.15 11/15/34 BARC FLOAT / DIR (N/A) | −0,14 | −0,0789 | −0,0789 | |||
| IRS P00.40RMUTK 12/15/51 BARC FIXED / DIR (N/A) | −0,17 | −0,0944 | −0,0944 | |||
| IRS R02.25PER6M 09/21/37 BARCUS3BXXX FIXED / DIR (N/A) | −0,18 | −0,1010 | −0,1010 | |||
| IRS R01.00PMUTK 06/19/44 BARCUS3BXXX FIXED / DIR (N/A) | −0,21 | −0,1203 | −0,1203 | |||
| IRS R00.05PMUTK 12/15/31 BARC FIXED / DIR (N/A) | −0,21 | −0,1205 | −0,1205 | |||
| IRS R03.50PSO/N 03/19/30 BARCUS3BXXX FIXED / DIR (N/A) | −0,23 | −0,1298 | −0,1298 | |||
| IRS RSOFRP04.10 08/31/29 BARC FLOAT / DIR (N/A) | −0,29 | −0,1647 | −0,1647 | |||
| US01F0226674 / Uniform Mortgage-Backed Security, TBA | −0,57 | −95,28 | −0,3213 | 6,7292 | ||
| US01F0526644 / Uniform Mortgage-Backed Security, TBA | −0,69 | −0,3906 | −0,3906 | |||
| RC R/P DEUTSC 4.440% 06/05/25 4.44000000 / RA (N/A) | −0,89 | −0,5043 | −0,5043 | |||
| RC R/P CANAD 2.28% 6/11/25/EUR 2.28000000 / RA (N/A) | −1,03 | −0,5834 | −0,5834 | |||
| RC R/P DEUTSC 4.420% 06/05/25 4.42000000 / RA (N/A) | −1,06 | −0,6000 | −0,6000 | |||
| RC R/P DEUTSC 4.400% 06/03/25 4.40000000 / RA (N/A) | −1,30 | −0,7321 | −0,7321 | |||
| RC R/P DEUTSC 4.410% 06/05/25 4.41000000 / RA (N/A) | −1,36 | −0,7686 | −0,7686 | |||
| RC R/P SCOTIA 4.440% 06/09/25 4.44000000 / RA (N/A) | −1,37 | −0,7697 | −0,7697 | |||
| FUTURE CONTRACT ON US ULTRA BOND CBT SEP25 0.00000000 / DIR (N/A) | −1,39 | −0,7852 | −0,7852 | |||
| RC R/P DEUTSC 4.450% 06/05/25 4.45000000 / RA (N/A) | −1,70 | −0,9580 | −0,9580 | |||
| US01F0426654 / Uniform Mortgage-Backed Security, TBA | −1,85 | −165,93 | −1,0434 | −2,6493 | ||
| US01F0204630 / FNCI 2 6/20 | −1,90 | −1,0689 | −1,0689 | |||
| RC R/P J.P. M 4.450% 06/04/25 4.45000000 / RA (N/A) | −3,22 | −1,8163 | −1,8163 | |||
| FUTURE CONTRACT ON EURO-BOBL FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | −3,79 | −2,1355 | −2,1355 | |||
| CCS JPY P USSOFR/JPYMUTKCALM -45.9 GLM /SHORT/ / DFE (N/A) | −3,82 | −2,1560 | −2,1560 | |||
| FUTURE CONTRACT ON EURO-BUND FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | −7,00 | −3,9478 | −3,9478 | |||
| FUTURE CONTRACT ON AUST 10Y BOND FUT JUN25 /AUD/ 0.00000000 / DIR (N/A) | −9,05 | −5,1022 | −5,1022 | |||
| US01F0206619 / FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | −13,78 | 7,54 | −7,7715 | −0,2744 | ||
| FUTURE CONTRACT ON JPN 10Y BOND(OSE) JUN25 /JPY/ 0.00000000 / DIR (N/A) | −17,40 | −9,8090 | −9,8090 | |||
| CCS JPY P USSOFR/JPYMUTKCALM -47 GST /SHORT/ / DFE (N/A) | −18,48 | −10,4174 | −10,4174 |
