Grundläggande statistik
| Portföljvärde | $ 299 321 675 |
| Aktuella positioner | 489 |
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)
PLDIX - PIMCO Low Duration ESG Fund Institutional har redovisat 489 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 299 321 675 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). PLDIX - PIMCO Low Duration ESG Fund Institutionals största innehav är TREASURY NOTE (US:US91282CHB00) , Federal National Mortgage Association (US:US3135G05M13) , FREDDIE MAC NOTES 08/25 0.68 (US:US3134GWJN76) , UMBS (US:US3140QSSU64) , and GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF (US:US38382YC277) . PLDIX - PIMCO Low Duration ESG Fund Institutionals nya positioner inkluderar TREASURY NOTE (US:US91282CHB00) , Federal National Mortgage Association (US:US3135G05M13) , FREDDIE MAC NOTES 08/25 0.68 (US:US3134GWJN76) , UMBS (US:US3140QSSU64) , and GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF (US:US38382YC277) .
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$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| 27,30 | 8,7902 | 8,7902 | ||
| 3,81 | 1,2277 | 1,4394 | ||
| 0,89 | 0,2851 | 0,2851 | ||
| 1,33 | 0,4273 | 0,2629 | ||
| 0,81 | 0,2597 | 0,2597 | ||
| 0,71 | 0,2274 | 0,2274 | ||
| 0,70 | 0,2269 | 0,2269 | ||
| 0,50 | 0,1620 | 0,1620 | ||
| 0,46 | 0,1467 | 0,1467 | ||
| 2,35 | 0,7580 | 0,0653 |
Största minskningarna detta kvartal
Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.
| Värdepapper | Aktier (MM) |
Värde (MM$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| −12,29 | −3,9570 | −1,6575 | ||
| −0,69 | −0,2209 | −1,4486 | ||
| −0,49 | −0,1567 | −0,1567 | ||
| 0,70 | 0,2244 | −0,1278 | ||
| −0,35 | −0,1139 | −0,1139 | ||
| 2,01 | 0,6462 | −0,0872 | ||
| −0,24 | −0,0772 | −0,0772 | ||
| −0,21 | −0,0692 | −0,0692 | ||
| −0,20 | −0,0660 | −0,0660 | ||
| 2,08 | 0,6695 | −0,0603 |
13F- och fond arkiveringar
Denna blankett lämnades in den 2025-08-28 för rapporteringsperioden 2025-06-30. 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 (%) |
|
|---|---|---|---|---|---|---|
| US91282CHB00 / TREASURY NOTE | 37,16 | 0,07 | 11,9666 | −0,0043 | ||
| CITIGROUP REPO REPO 5807 / RA (000000000) | 27,30 | 8,7902 | 8,7902 | |||
| US3135G05M13 / Federal National Mortgage Association | 8,18 | 0,93 | 2,6325 | 0,0215 | ||
| US3134GWJN76 / FREDDIE MAC NOTES 08/25 0.68 | 8,17 | 0,90 | 2,6302 | 0,0207 | ||
| US3140QSSU64 / UMBS | 5,33 | −1,48 | 1,7151 | −0,0276 | ||
| US38382YC277 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF | 4,25 | 0,12 | 1,3671 | 0,0003 | ||
| FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5 / ABS-MBS (US3142GQBS02) | 4,11 | −3,09 | 1,3239 | −0,0434 | ||
| US3134GWZV19 / FHLMC | 4,05 | 0,90 | 1,3052 | 0,0102 | ||
| US3134GW5R39 / FREDDIE MAC 0.65 10/25 | 4,05 | 0,95 | 1,3046 | 0,0108 | ||
| EW / Edwards Lifesciences Corporation | 3,81 | −663,91 | 1,2277 | 1,4394 | ||
| US3140QNW249 / FNMA POOL CB3364 FN 04/52 FIXED 3 | 3,72 | −2,18 | 1,1974 | −0,0279 | ||
| US38382YC921 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD | 3,71 | 0,03 | 1,1958 | −0,0007 | ||
| US3140QNCY63 / Fannie Mae Pool | 3,55 | −1,50 | 1,1422 | −0,0188 | ||
| US456837AU72 / ING Groep NV | 3,10 | 0,81 | 0,9982 | 0,0070 | ||
| US3140MJ6N00 / FNMA POOL BV5376 FN 04/52 FIXED 3 | 3,06 | −1,26 | 0,9847 | −0,0138 | ||
| US06279JAC36 / Bank of Ireland Group PLC | 3,01 | −0,36 | 0,9691 | −0,0046 | ||
| US05591UAA51 / BSREP COMMERCIAL MORTGAGE TRUST 2021-DC BSREP 2021-DC A | 3,00 | −0,23 | 0,9661 | −0,0032 | ||
| US92230AAA43 / VASA Trust 2021-VASA | 2,82 | 0,07 | 0,9081 | −0,0004 | ||
| US3140QTAU30 / FNMA 30YR 5% 10/01/2053#CB7218 | 2,72 | −2,37 | 0,8760 | −0,0223 | ||
| US3133KQM605 / FED HM LN PC POOL RA8481 FR 07/53 FIXED 4.5 | 2,68 | −1,03 | 0,8644 | −0,0100 | ||
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 / ABS-MBS (US3133KR3D49) | 2,65 | −0,41 | 0,8522 | −0,0043 | ||
| US94876QAA40 / Weir Group PLC/The | 2,44 | 0,41 | 0,7852 | 0,0025 | ||
| US74977RDJ05 / Cooperatieve Rabobank UA | 2,38 | 0,98 | 0,7664 | 0,0063 | ||
| XS2100663579 / Digital Dutch Finco BV | 2,35 | 9,54 | 0,7580 | 0,0653 | ||
| US86772HAA59 / Sunrun Demeter Issuer 2021-2 | 2,25 | 0,27 | 0,7234 | 0,0014 | ||
| US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 | 2,19 | 0,97 | 0,7056 | 0,0062 | ||
| US46654EAA91 / JPMorgan Chase Commercial Mortgage Securities Corp., Series 2021-NYAH, Class A | 2,16 | 0,56 | 0,6967 | 0,0030 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 2,16 | 0,93 | 0,6966 | 0,0056 | ||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | 2,14 | 1,37 | 0,6890 | 0,0089 | ||
| US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A | 2,14 | 2,01 | 0,6881 | 0,0131 | ||
| US3133KQM522 / FED HM LN PC POOL RA8480 FR 07/53 FIXED 4 | 2,14 | −1,84 | 0,6877 | −0,0135 | ||
| US656029AG08 / NORINCHUKIN BANK SR UNSECURED 144A 09/26 1.284 | 2,11 | 0,96 | 0,6806 | 0,0059 | ||
| US466330AA51 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES COR JPMCC 2021-MHC A | 2,08 | −8,17 | 0,6695 | −0,0603 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 2,06 | 0,73 | 0,6629 | 0,0042 | ||
| US05490TAA07 / BBCCRE Trust, Series 2015-GTP, Class A | 2,03 | −0,59 | 0,6550 | −0,0048 | ||
| US TREASURY N/B 04/26 4.875 / DBT (US91282CKK61) | 2,01 | −0,25 | 0,6481 | −0,0022 | ||
| US3137FWHY99 / Freddie Mac Multiclass Certificates Series 2020-P003 | 2,01 | −11,82 | 0,6462 | −0,0872 | ||
| US59217GEJ40 / Metropolitan Life Global Funding I | 2,00 | 0,86 | 0,6439 | 0,0050 | ||
| US05553BAA35 / Beneria Cowen & Pritzer Collateral Funding Corp | 1,98 | −0,45 | 0,6391 | −0,0033 | ||
| US30227FAA84 / Extended Stay America Trust | 1,97 | −0,85 | 0,6358 | −0,0062 | ||
| XS2294853697 / ASIAN DEVELOPMENT BANK SR UNSECURED 02/26 6 | 1,93 | 7,27 | 0,6226 | 0,0418 | ||
| US3137FMD257 / Freddie Mac Multifamily Structured Pass Through Certificates | 1,88 | 0,27 | 0,6052 | 0,0011 | ||
| US6944PL2E89 / PACIFIC LIFE GLOBAL FUNDING II | 1,86 | 0,76 | 0,5982 | 0,0039 | ||
| US78486EAA64 / STWD 2021-LIH Mortgage Trust | 1,83 | 0,49 | 0,5905 | 0,0022 | ||
| US3137FMCZ38 / Freddie Mac Multifamily Structured Pass Through Certificates | 1,82 | 0,89 | 0,5860 | 0,0047 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 1,80 | 1,30 | 0,5791 | 0,0236 | ||
| US912828XL95 / United States Treasury Inflation Indexed Bonds | 1,76 | 0,75 | 0,5659 | 0,0037 | ||
| US31418EU817 / Fannie Mae Pool | 1,67 | −2,22 | 0,5386 | −0,0127 | ||
| US86745AAA43 / SUNNOVA HELIOS VIII ISSUER LLC 2.79% 02/22/2049 144A | 1,67 | −7,12 | 0,5380 | −0,0415 | ||
| US29449W7M32 / Equitable Financial Life Global Funding | 1,65 | 0,98 | 0,5312 | 0,0047 | ||
| US3134GW6C50 / FEDERAL HOME LOAN MORTGAGE CORP 0.80000000 | 1,63 | 0,87 | 0,5251 | 0,0040 | ||
| US31418EV724 / FN MA5137 | 1,62 | −2,52 | 0,5225 | −0,0142 | ||
| FNMA POOL BY4128 FN 06/53 FIXED 5 / ABS-MBS (US3140NLSS92) | 1,61 | −0,62 | 0,5191 | −0,0038 | ||
| US865592AA73 / SUMIT Mortgage Trust | 1,61 | 1,58 | 0,5180 | 0,0077 | ||
| US61747YEX94 / Morgan Stanley | 1,61 | −0,37 | 0,5174 | −0,0024 | ||
| HANA BANK HANA BANK / DBT (US48723RAE53) | 1,53 | −0,07 | 0,4927 | −0,0010 | ||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) | 1,50 | 0,13 | 0,4836 | 0,0001 | ||
| OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (US67514UAU51) | 1,50 | 0,13 | 0,4835 | 0,0002 | ||
| US29444UBK16 / Equinix Inc | 1,49 | 0,81 | 0,4792 | 0,0031 | ||
| US19423DAA81 / COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A1 | 1,49 | −6,19 | 0,4784 | −0,0321 | ||
| FED HM LN PC POOL QH2697 FR 10/53 FIXED 5 / ABS-MBS (US3133CE7J51) | 1,47 | −0,14 | 0,4719 | −0,0009 | ||
| US29278GAM06 / Enel Finance International NV | 1,46 | 0,83 | 0,4689 | 0,0032 | ||
| INTL BK RECON + DEVELOP SR UNSECURED 02/26 5.31 / DBT (XS2295730803) | 1,46 | 4,68 | 0,4685 | 0,0204 | ||
| US31418EXT27 / UMBS | 1,43 | −1,71 | 0,4616 | −0,0084 | ||
| US3140QSST91 / UMBS | 1,39 | −0,71 | 0,4479 | −0,0039 | ||
| FED HM LN PC POOL QH2700 FR 10/53 FIXED 5 / ABS-MBS (US3133CE7M80) | 1,35 | −0,44 | 0,4335 | −0,0024 | ||
| US07403PAA03 / BEAST 2021-1818 MORTGAGE TRUST SER 2021-1818 CL A V/R REGD 144A P/P 1.30000000 | 1,34 | −1,25 | 0,4330 | −0,0057 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1,33 | 160,20 | 0,4273 | 0,2629 | ||
| US902613AU26 / UBS Group AG | 1,31 | −0,23 | 0,4211 | −0,0012 | ||
| US30227FAC41 / EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A | 1,29 | −0,85 | 0,4148 | −0,0040 | ||
| US61946QAA94 / Mosaic Solar Loan Trust, Series 2022-1A, Class A | 1,28 | −4,42 | 0,4111 | −0,0194 | ||
| XS2390530330 / CTP NV /EUR/ REGD REG S EMTN 0.62500000 | 1,26 | 9,64 | 0,4064 | 0,0351 | ||
| FED HM LN PC POOL QH1419 FR 08/53 FIXED 5 / ABS-MBS (US3133CDSG07) | 1,26 | −0,32 | 0,4057 | −0,0019 | ||
| US3133KJJP84 / UMBS | 1,25 | −3,54 | 0,4033 | −0,0153 | ||
| FED HM LN PC POOL QH2698 FR 09/53 FIXED 5 / ABS-MBS (US3133CE7K25) | 1,25 | −0,16 | 0,4010 | −0,0011 | ||
| FNMA POOL DA0936 FN 10/53 FIXED 5 / ABS-MBS (US3140A1BE65) | 1,24 | −0,48 | 0,3991 | −0,0024 | ||
| US382371AA01 / GoodLeap Sustainable Home Solutions Trust 2021-3 | 1,23 | −2,00 | 0,3952 | −0,0086 | ||
| US89115A2V36 / Toronto-Dominion Bank/The | 1,22 | 0,00 | 0,3918 | −0,0003 | ||
| US80281LAS43 / SANTANDER UK GROUP HOLDINGS PLC | 1,21 | −0,49 | 0,3896 | −0,0021 | ||
| US86562MCT53 / Sumitomo Mitsui Financial Group Inc | 1,21 | −0,17 | 0,3884 | −0,0013 | ||
| FNMA POOL DA2947 FN 10/53 FIXED 5 / ABS-MBS (US3140A3HZ96) | 1,20 | −4,09 | 0,3856 | −0,0167 | ||
| US3132DWHE66 / UMBS | 1,18 | −2,07 | 0,3807 | −0,0086 | ||
| FNMA POOL BX3483 FN 10/53 FIXED 5 / ABS-MBS (US3140N72R02) | 1,16 | −0,26 | 0,3747 | −0,0013 | ||
| US3140NNQC25 / Federal National Mortgage Association | 1,15 | −0,26 | 0,3715 | −0,0014 | ||
| GREAT AMERICA LEASING RECEIVAB GALC 2025 1 A2 144A / ABS-O (US39154GAH92) | 1,10 | 0,09 | 0,3548 | 0,0002 | ||
| TRINITAS CLO LTD TRNTS 2022 19A A1R 144A / ABS-CBDO (US89642FAN33) | 1,10 | 0,18 | 0,3544 | 0,0002 | ||
| FNMA POOL DA0566 FN 09/53 FIXED 5 / ABS-MBS (US3140A0TY54) | 1,10 | −0,36 | 0,3532 | −0,0018 | ||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (XS3040415013) | 1,09 | 0,74 | 0,3508 | 0,0023 | ||
| FNMA POOL BY9171 FN 09/53 FIXED 5 / ABS-MBS (US3140NSFM13) | 1,08 | −0,73 | 0,3493 | −0,0027 | ||
| ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (XS2936116966) | 1,06 | 8,83 | 0,3415 | 0,0274 | ||
| US61772WAA53 / Morgan Stanley Capital I Trust 2021-230P | 1,06 | −1,03 | 0,3409 | −0,0037 | ||
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (US147918AC06) | 1,05 | 0,67 | 0,3371 | 0,0020 | ||
| US42806MBW82 / HERTZ 23-2 A 144A 5.57% 09-25-29/28 | 1,02 | 0,49 | 0,3291 | 0,0011 | ||
| US00130HCH66 / AES Corp/The | 1,02 | 0,49 | 0,3291 | 0,0011 | ||
| US46647PDW32 / JPMorgan Chase & Co | 1,02 | −0,20 | 0,3291 | −0,0009 | ||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 1,01 | −0,20 | 0,3250 | −0,0010 | ||
| US42806MBS70 / Hertz Vehicle Financing III LLC | 1,01 | −0,10 | 0,3238 | −0,0007 | ||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40) | 1,00 | 0,10 | 0,3223 | 0,0001 | ||
| OCEAN TRAILS CLO OCTR 2020 10A AR2 144A / ABS-CBDO (US67516CAW91) | 1,00 | 0,10 | 0,3222 | 0,0001 | ||
| US576339DJ15 / MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A | 1,00 | −0,20 | 0,3219 | −0,0009 | ||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (US03330YAJ91) | 1,00 | 0,00 | 0,3212 | −0,0004 | ||
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (US883932AN54) | 1,00 | 0,10 | 0,3210 | 0,0001 | ||
| US843646AW05 / Southern Power Co | 0,98 | 0,93 | 0,3153 | 0,0025 | ||
| FED HM LN PC POOL QH2457 FR 10/53 FIXED 5 / ABS-MBS (US3133CEWS71) | 0,98 | −0,41 | 0,3151 | −0,0014 | ||
| REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (US75888TAL98) | 0,97 | −2,70 | 0,3136 | −0,0089 | ||
| US13032UXN35 / CALIFORNIA ST HLTH FACS FING AUTH REVENUE | 0,97 | 0,73 | 0,3130 | 0,0017 | ||
| US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd | 0,94 | −15,77 | 0,3011 | −0,0568 | ||
| FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4 / ABS-MBS (US3142GQBQ46) | 0,93 | −0,75 | 0,2991 | −0,0025 | ||
| XS2050968333 / Smurfit Kappa Treasury ULC | 0,92 | 9,87 | 0,2976 | 0,0264 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0,89 | 0,2851 | 0,2851 | |||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (US88164AAB08) | 0,87 | −3,32 | 0,2814 | −0,0099 | ||
| US418751AE33 / HAT Holdings I LLC / HAT Holdings II LLC | 0,83 | 0,85 | 0,2681 | 0,0021 | ||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) | 0,82 | −5,30 | 0,2648 | −0,0151 | ||
| US05571AAQ85 / BPCE SA | 0,82 | −0,24 | 0,2638 | −0,0011 | ||
| MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR / DBT (US61690DK726) | 0,81 | 0,37 | 0,2617 | 0,0006 | ||
| US06738ECC75 / Barclays PLC | 0,81 | −0,62 | 0,2597 | −0,0019 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0,81 | 0,2597 | 0,2597 | |||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0,80 | −0,25 | 0,2591 | −0,0009 | ||
| GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA / DBT (US38151LAH33) | 0,80 | 0,00 | 0,2584 | −0,0003 | ||
| XS1890084061 / DEV BANK JAPAN | 0,80 | 9,47 | 0,2571 | 0,0219 | ||
| US3133KRD925 / UMBS | 0,80 | −0,62 | 0,2566 | −0,0018 | ||
| CH1214797172 / Credit Suisse Group AG | 0,80 | 9,04 | 0,2565 | 0,0209 | ||
| US682691AB63 / OneMain Finance Corp | 0,78 | 2,09 | 0,2523 | 0,0050 | ||
| US03072SYB59 / Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R1 | 0,75 | −4,23 | 0,2407 | −0,0109 | ||
| USY4S71YAA27 / JSW Hydro Energy Ltd | 0,72 | −1,24 | 0,2317 | −0,0032 | ||
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR / DBT (XS2757986224) | 0,71 | 8,90 | 0,2287 | 0,0184 | ||
| SRG / Snam S.p.A. | 0,71 | 0,2274 | 0,2274 | |||
| US126673AX00 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A2 | 0,71 | −4,08 | 0,2273 | −0,0097 | ||
| BANK OF AMERICA CORP SR UNSECURED 05/29 VAR / DBT (US06051GMT30) | 0,70 | 0,2269 | 0,2269 | |||
| AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (US00177LAJ98) | 0,70 | 0,43 | 0,2255 | 0,0005 | ||
| US55284AAA60 / MF1 2021-FL7 Ltd | 0,70 | −36,26 | 0,2244 | −0,1278 | ||
| US05565ECE32 / BMW US CAPITAL LLC 144A LIFE SR UNSEC 5.05% 08-11-28 | 0,68 | 0,89 | 0,2198 | 0,0018 | ||
| FED HM LN PC POOL RA9795 FR 09/53 FIXED 4 / ABS-MBS (US3133KR3C65) | 0,67 | −0,89 | 0,2151 | −0,0022 | ||
| US38383KGD81 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA | 0,67 | −2,20 | 0,2149 | −0,0051 | ||
| US31418EW227 / Fannie Mae Pool | 0,64 | −1,84 | 0,2060 | −0,0039 | ||
| US3137FXLY27 / FHLMC Multifamily Structured Pass-Through Certificates, Series KSG1, Class X1 | 0,63 | −4,68 | 0,2038 | −0,0101 | ||
| US64972EUA53 / NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP | 0,63 | 0,80 | 0,2037 | 0,0014 | ||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | 0,62 | 0,49 | 0,1983 | 0,0009 | ||
| US656029AL92 / Norinchukin Bank/The | 0,61 | 0,16 | 0,1971 | 0,0000 | ||
| DGZ / DB Gold Short ETN | 0,60 | 1,17 | 0,1947 | 0,0022 | ||
| CITIBANK NA SR UNSECURED 11/27 VAR / DBT (US17325FBL13) | 0,60 | 0,00 | 0,1944 | 0,0001 | ||
| US53948QAA40 / Loanpal Solar Loan 2021-2 Ltd | 0,59 | 0,34 | 0,1909 | 0,0007 | ||
| FED HM LN PC POOL QG8791 FR 08/53 FIXED 5 / ABS-MBS (US3133C9XU21) | 0,56 | −0,36 | 0,1803 | −0,0009 | ||
| AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (XS2935873880) | 0,54 | 0,55 | 0,1754 | 0,0009 | ||
| US3140NEYZ29 / FNMA POOL BX9727 FN 04/53 FIXED 5 | 0,53 | −3,97 | 0,1714 | −0,0072 | ||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (US31568AAB26) | 0,51 | −14,90 | 0,1657 | −0,0292 | ||
| ARES EURO CLO ARESE 14A AR 144A / ABS-CBDO (XS2920478356) | 0,51 | −13,18 | 0,1656 | −0,0253 | ||
| US31418CLK89 / Fannie Mae Pool | 0,51 | −5,38 | 0,1644 | −0,0093 | ||
| NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094 / DBT (US656029AN58) | 0,51 | 0,60 | 0,1634 | 0,0008 | ||
| US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 | 0,50 | −6,15 | 0,1625 | −0,0109 | ||
| BMW VEHICLE LEASE TRUST BMWLT 2025 1 A3 / ABS-O (US096912AD26) | 0,50 | 0,1620 | 0,1620 | |||
| COOPERAT RABOBANK UA/NY 08/26 VAR / DBT (US21688ABG67) | 0,50 | 0,00 | 0,1614 | −0,0004 | ||
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A / ABS-CBDO (US39809CAY03) | 0,50 | 0,20 | 0,1614 | 0,0002 | ||
| 6902 / DENSO Corporation | 0,50 | 0,60 | 0,1610 | 0,0008 | ||
| US268317AS33 / Electricite de France SA | 0,50 | 0,40 | 0,1604 | 0,0003 | ||
| US3617BXXD05 / GNMA II POOL BE4276 G2 06/48 FIXED 4 | 0,49 | −1,22 | 0,1564 | −0,0020 | ||
| FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (US3140NMHK68) | 0,47 | −0,21 | 0,1528 | −0,0006 | ||
| US86745XAA46 / SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A | 0,46 | −1,08 | 0,1478 | −0,0017 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0,46 | 0,1467 | 0,1467 | |||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) | 0,44 | 31,82 | 0,1401 | 0,0334 | ||
| US3617L7VQ99 / GNMA II POOL BP1523 G2 08/49 FIXED 3.5 | 0,43 | −1,60 | 0,1389 | −0,0023 | ||
| US81758VAA35 / Service Experts Issuer LLC, Series 2021-1A, Class A | 0,42 | −12,68 | 0,1355 | −0,0196 | ||
| US86563VBH15 / SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/28 5.5 | 0,41 | 0,49 | 0,1328 | 0,0004 | ||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCM20) | 0,41 | 0,25 | 0,1312 | 0,0002 | ||
| KOREA HOUSING FINANCE CO 08/27 4.875 / DBT (US50065RAP29) | 0,41 | 0,25 | 0,1306 | 0,0001 | ||
| US05583JAN28 / BPCE SA | 0,40 | −0,25 | 0,1297 | −0,0004 | ||
| XS1150797600 / EUROSAIL PLC ESAIL 2007 4X A3 REGS | 0,38 | −9,91 | 0,1232 | −0,0136 | ||
| FED HM LN PC POOL QG6858 FR 07/53 FIXED 5 / ABS-MBS (US3133C7TP26) | 0,37 | −0,54 | 0,1191 | −0,0006 | ||
| US38375UUZ10 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB | 0,35 | −19,86 | 0,1120 | −0,0276 | ||
| US31418CFM10 / Fannie Mae Pool | 0,34 | −5,31 | 0,1095 | −0,0062 | ||
| US3132Y0FG00 / FED HM LN PC POOL Q56466 FG 06/48 FIXED 4 | 0,34 | −3,18 | 0,1080 | −0,0037 | ||
| US3140Q7HT70 / Federal National Mortgage Association | 0,32 | −0,63 | 0,1023 | −0,0005 | ||
| US30331GAC50 / FHF Trust 2023-1 | 0,30 | −23,39 | 0,0962 | −0,0294 | ||
| NBN CO LTD NBN CO LTD / DBT (US62878U2H44) | 0,30 | 0,34 | 0,0960 | 0,0002 | ||
| US3137BWWX87 / FHLMC, Series 4678, Class AF | 0,30 | −3,56 | 0,0960 | −0,0039 | ||
| XS2279559889 / GEMGARTO GMG 2021 1A A 144A | 0,30 | −6,62 | 0,0956 | −0,0068 | ||
| US38376R4U70 / GNMA, Series 2017-H14, Class FG | 0,28 | −11,36 | 0,0906 | −0,0116 | ||
| US31418ET595 / FNCL UMBS 5.0 MA5071 07-01-53 | 0,28 | −2,13 | 0,0892 | −0,0019 | ||
| US3617KPXT22 / GNMA II POOL BO7890 G2 07/49 FIXED 3.5 | 0,26 | −1,15 | 0,0833 | −0,0011 | ||
| US865592AE95 / SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE B 144A | 0,25 | 2,01 | 0,0819 | 0,0014 | ||
| US30327CAA45 / FHF TRUST 2022-1 FHF 2022-1A A | 0,25 | −28,21 | 0,0812 | −0,0320 | ||
| US64972ETZ24 / NEW YORK CITY NY HSG DEV CORP NYCMFH 11/25 FIXED 0.923 | 0,25 | 0,82 | 0,0796 | 0,0006 | ||
| US64972EUB37 / NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP | 0,24 | 0,42 | 0,0772 | 0,0005 | ||
| US38380V2S96 / Government National Mortgage Association | 0,22 | −3,98 | 0,0699 | −0,0031 | ||
| US3617JRQH42 / GNMA II POOL BM1356 G2 07/49 FIXED 3.5 | 0,21 | −1,44 | 0,0665 | −0,0011 | ||
| US38376RC950 / GNMA, Series 2016-H22, Class FA | 0,21 | −25,63 | 0,0664 | −0,0229 | ||
| US89233FHN15 / Toyota Motor Credit Corporation | 0,20 | 0,00 | 0,0646 | −0,0000 | ||
| US38376R5H50 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE | 0,19 | −8,42 | 0,0596 | −0,0058 | ||
| US38376RAM88 / Government National Mortgage Association | 0,18 | −14,08 | 0,0590 | −0,0098 | ||
| US3617K06B65 / GNMA II POOL BM8966 G2 06/49 FIXED 3.5 | 0,18 | −4,21 | 0,0588 | −0,0026 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0,15 | 0,0497 | 0,0497 | |||
| FED HM LN PC POOL QG2351 FR 05/53 FIXED 5 / ABS-MBS (US3133C2TG30) | 0,15 | −1,97 | 0,0482 | −0,0008 | ||
| US3617JRQG68 / GNMA II POOL BM1355 G2 07/49 FIXED 3.5 | 0,14 | −1,38 | 0,0462 | −0,0006 | ||
| US3140HNZC97 / FNMA POOL BK8838 FN 08/48 FIXED 4 | 0,13 | −2,19 | 0,0434 | −0,0008 | ||
| US38376R5Y83 / GNMA, Series 2017-H15, Class FN | 0,13 | −10,20 | 0,0428 | −0,0047 | ||
| FNMA POOL AB3968 FN 12/26 FIXED 3 / ABS-MBS (US31417AMS59) | 0,13 | −20,13 | 0,0410 | −0,0104 | ||
| US3617K1H306 / GNMA II POOL BM9250 G2 05/49 FIXED 3.5 | 0,11 | −0,94 | 0,0338 | −0,0005 | ||
| US3132HUCJ07 / FREDDIEMAC STRIP FHS 332 V1 | 0,10 | −1,02 | 0,0312 | −0,0006 | ||
| US38376RY269 / GNMA, Series 2017-H07, Class FG | 0,09 | −10,68 | 0,0297 | −0,0038 | ||
| FNMA POOL BY5837 FN 07/53 FIXED 5 / ABS-MBS (US3140NNPX70) | 0,07 | −1,33 | 0,0241 | −0,0002 | ||
| US06050HD396 / Banc of America Mortgage 2003-B Trust | 0,05 | 1,96 | 0,0169 | 0,0003 | ||
| US669884AA68 / NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A | 0,05 | −14,04 | 0,0158 | −0,0028 | ||
| US32051GCB95 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA6 A1 | 0,04 | 0,00 | 0,0136 | −0,0002 | ||
| US31398TAJ07 / FANNIE MAE FNR 2010 78 PE | 0,04 | −2,44 | 0,0130 | −0,0004 | ||
| US06051GDM87 / Banc of America Funding 2005-D Trust | 0,04 | −7,69 | 0,0119 | −0,0007 | ||
| US31398GRQ46 / Federal National Mortgage Association REMICS | 0,04 | −7,89 | 0,0114 | −0,0008 | ||
| US86358EGW03 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 0,04 | −2,78 | 0,0113 | −0,0003 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,03 | 0,0110 | 0,0110 | |||
| RFR USD SOFR/3.50000 12/18/24-1Y LCH / DIR (EZXN18T2XBB5) | 0,03 | 18,52 | 0,0106 | 0,0017 | ||
| 317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0,03 | 0,0099 | 0,0099 | |||
| US31394JD872 / Freddie Mac Structured Pass-Through Certificates | 0,03 | −3,33 | 0,0095 | −0,0003 | ||
| 317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080 / DIR (000000000) | 0,03 | 0,0090 | 0,0090 | |||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0,02 | −4,00 | 0,0080 | −0,0004 | ||
| US38376REV42 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL | 0,02 | −20,00 | 0,0080 | −0,0019 | ||
| US38376RMX16 / GNMA_15-H31 | 0,02 | 0,00 | 0,0073 | 0,0000 | ||
| US38376RAT32 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM | 0,02 | −16,00 | 0,0070 | −0,0013 | ||
| US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9 | 0,02 | −4,55 | 0,0069 | −0,0003 | ||
| US31393BX754 / Fannie Mae Trust 2003-W6 | 0,02 | −4,76 | 0,0065 | −0,0003 | ||
| FNMA POOL AJ8540 FN 01/27 FIXED 3 / ABS-MBS (US3138E1P273) | 0,02 | −24,00 | 0,0064 | −0,0019 | ||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | 0,02 | −5,26 | 0,0060 | −0,0002 | ||
| US31397KZG92 / FREDDIE MAC FHR 3376 FD | 0,02 | −5,56 | 0,0057 | −0,0002 | ||
| US38376RTW69 / Government National Mortgage Association | 0,02 | 0,00 | 0,0057 | 0,0001 | ||
| US68383NCU54 / Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1APT | 0,02 | −5,88 | 0,0053 | −0,0004 | ||
| US173145AA17 / Citigroup Mortgage Loan Trust 2008-RR1 | 0,02 | 0,00 | 0,0052 | −0,0002 | ||
| US92922FB720 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A | 0,01 | −6,67 | 0,0048 | −0,0003 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0046 | 0,0046 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0046 | 0,0046 | |||
| US31371MFZ59 / FNMA POOL 255884 FN 08/35 FLOATING VAR | 0,01 | 0,00 | 0,0042 | −0,0001 | ||
| US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 | 0,01 | −14,29 | 0,0041 | −0,0006 | ||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0,01 | −8,33 | 0,0038 | −0,0001 | ||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | 0,01 | −8,33 | 0,0036 | −0,0003 | ||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 0,01 | 0,00 | 0,0036 | −0,0001 | ||
| US05949ALH13 / BOAMS 2004 G 2A7 | 0,01 | 0,00 | 0,0033 | −0,0001 | ||
| US31391XDM83 / FNMA POOL 679708 FN 09/41 FLOATING VAR | 0,01 | −10,00 | 0,0032 | −0,0002 | ||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0,01 | 0,00 | 0,0030 | −0,0001 | ||
| US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 | 0,01 | −11,11 | 0,0029 | −0,0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0027 | 0,0027 | |||
| US81377JAB98 / Securitized Asset Backed Receivables LLC Trust 2007-HE1 | 0,01 | 0,00 | 0,0027 | −0,0000 | ||
| US12669F6Z19 / CWMBS, Inc. | 0,01 | 0,00 | 0,0026 | −0,0001 | ||
| US3128JRGY60 / Freddie Mac Non Gold Pool | 0,01 | −12,50 | 0,0025 | −0,0001 | ||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0,01 | −22,22 | 0,0025 | −0,0004 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0,01 | 0,0025 | 0,0025 | |||
| US38376RUS39 / GNMA, Series 2016-H13, Class FT | 0,01 | 0,00 | 0,0025 | 0,0000 | ||
| US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 0,01 | −14,29 | 0,0022 | −0,0001 | ||
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 / ABS-MBS (US3128PXXM34) | 0,01 | −25,00 | 0,0022 | −0,0005 | ||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0,01 | 0,0019 | 0,0019 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0018 | 0,0018 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0017 | 0,0017 | |||
| US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A | 0,01 | 0,00 | 0,0017 | −0,0000 | ||
| US3136ADGG83 / FANNIE MAE FNR 2013 31 HI | 0,00 | −20,00 | 0,0016 | −0,0003 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0016 | 0,0016 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0015 | 0,0015 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0015 | 0,0015 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0015 | 0,0015 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0,00 | 0,0014 | 0,0014 | |||
| US36228F4P85 / GSR Mortgage Loan Trust 2004-7 | 0,00 | 0,00 | 0,0014 | −0,0000 | ||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0,00 | 0,00 | 0,0014 | −0,0002 | ||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0,00 | 0,00 | 0,0014 | −0,0002 | ||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | 0,00 | 0,00 | 0,0014 | −0,0001 | ||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | 0,00 | 0,00 | 0,0013 | −0,0001 | ||
| US31407YZR34 / FNMA POOL 845052 FN 11/35 FLOATING VAR | 0,00 | 0,00 | 0,0013 | −0,0000 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0013 | 0,0013 | |||
| US3128Q2FP35 / FED HM LN PC POOL 1L0174 FH 08/35 FLOATING VAR | 0,00 | 0,00 | 0,0013 | −0,0000 | ||
| US31390STH49 / FNMA POOL 654952 FN 07/42 FLOATING VAR | 0,00 | 0,00 | 0,0011 | −0,0001 | ||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0,00 | 0,00 | 0,0010 | −0,0000 | ||
| US36185MBG69 / GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 1A1 | 0,00 | 0,00 | 0,0010 | −0,0000 | ||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0,00 | 0,0010 | 0,0010 | |||
| US36225CN364 / Ginnie Mae II Pool | 0,00 | −33,33 | 0,0009 | −0,0001 | ||
| US3136ABFP36 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0009 | −0,0000 | ||
| US61749KAB98 / Morgan Stanley ABS Capital I Inc Trust 2006-WMC2 | 0,00 | 0,00 | 0,0009 | −0,0000 | ||
| RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0,00 | −33,33 | 0,0009 | −0,0002 | ||
| RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0,00 | −33,33 | 0,0009 | −0,0002 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0009 | 0,0009 | |||
| US07384MZS42 / Bear Stearns ARM Trust 2003-8 | 0,00 | 0,00 | 0,0008 | −0,0000 | ||
| US36225CUD63 / Ginnie Mae II Pool | 0,00 | 0,00 | 0,0008 | −0,0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0008 | 0,0008 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0008 | 0,0008 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0008 | 0,0008 | |||
| US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust | 0,00 | 0,00 | 0,0007 | −0,0000 | ||
| US31407YHH53 / FNMA POOL 844532 FN 11/35 FLOATING VAR | 0,00 | 0,00 | 0,0007 | −0,0000 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0007 | 0,0007 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0007 | 0,0007 | |||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0,00 | 0,0007 | 0,0007 | |||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,00 | 0,00 | 0,0007 | 0,0000 | ||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,00 | 0,00 | 0,0007 | 0,0000 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0007 | 0,0007 | |||
| US31392GVX05 / FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 | 0,00 | 0,00 | 0,0007 | −0,0000 | ||
| US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 | 0,00 | 0,00 | 0,0007 | −0,0000 | ||
| US31394FN507 / FNMA, REMIC, Series 2005-84, Class XM | 0,00 | 0,00 | 0,0007 | −0,0001 | ||
| US3128QJ4L75 / FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR | 0,00 | 0,00 | 0,0006 | −0,0000 | ||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0,00 | −50,00 | 0,0006 | −0,0001 | ||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0,00 | −50,00 | 0,0006 | −0,0002 | ||
| US31296PDS83 / FED HM LN PC POOL A14613 FG 10/33 FIXED 5 | 0,00 | 0,00 | 0,0006 | −0,0000 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0005 | 0,0005 | |||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0,00 | −50,00 | 0,0005 | −0,0004 | ||
| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | 0,00 | 0,00 | 0,0005 | −0,0000 | ||
| US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 | 0,00 | 0,00 | 0,0005 | −0,0000 | ||
| US31405UV974 / FNMA POOL 799940 FN 11/34 FLOATING VAR | 0,00 | 0,00 | 0,0005 | −0,0000 | ||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0005 | 0,0005 | |||
| BOUGHT SGD SOLD USD 20250805 / DFE (000000000) | 0,00 | 0,0004 | 0,0004 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0004 | 0,0004 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0004 | 0,0004 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0004 | 0,0004 | |||
| US31365H6M38 / FNMA POOL 128776 FN 02/31 FLOATING VAR | 0,00 | 0,00 | 0,0004 | −0,0000 | ||
| US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 | 0,00 | 0,00 | 0,0004 | −0,0000 | ||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,00 | −50,00 | 0,0004 | −0,0003 | ||
| US31373ULX36 / FNMA POOL 303742 FN 08/29 FLOATING VAR | 0,00 | 0,00 | 0,0004 | −0,0001 | ||
| US36225CCY03 / Ginnie Mae II Pool | 0,00 | −100,00 | 0,0003 | −0,0001 | ||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0,00 | −100,00 | 0,0003 | −0,0001 | ||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0,00 | −100,00 | 0,0003 | −0,0014 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | |||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) | 0,00 | 0,0002 | 0,0002 | |||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0,00 | 0,0002 | 0,0002 | |||
| US36829JAA97 / GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A | 0,00 | 0,0002 | −0,0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | |||
| US31406NUU61 / Fannie Mae Pool | 0,00 | 0,0002 | −0,0001 | |||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0,00 | 0,0002 | 0,0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | |||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0,00 | 0,0002 | −0,0000 | |||
| US31402RN628 / FANNIE MAE 3.454% 07/01/2035 FNMA ARM | 0,00 | 0,0001 | −0,0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| US31411YAC75 / FNMA POOL 918103 FN 05/37 FIXED 6 | 0,00 | 0,0001 | −0,0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| US31406L2T47 / FNMA POOL 813586 FN 03/35 FLOATING VAR | 0,00 | 0,0001 | −0,0000 | |||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0,00 | 0,0001 | 0,0002 | |||
| BOUGHT SGD SOLD USD 20250805 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT SGD SOLD USD 20250805 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | 0,00 | 0,0000 | 0,0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US3133TQFM42 / Freddie Mac REMICS | 0,00 | 0,0000 | −0,0000 | |||
| 317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708 / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | 0,00 | 0,0000 | 0,0000 | |||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | 0,00 | −0,0000 | −0,0000 | |||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0,00 | 0,0000 | 0,0000 | |||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | 0,00 | 0,0000 | 0,0000 | |||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | 0,00 | 0,0000 | 0,0000 | |||
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) | 0,00 | 0,0000 | 0,0000 | |||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0,00 | 0,0000 | 0,0000 | |||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0,00 | 0,0000 | 0,0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0,00 | −0,0000 | −0,0000 | |||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | −0,00 | −0,0000 | −0,0000 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | −0,00 | −0,0000 | −0,0000 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | −0,00 | −0,0000 | −0,0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) | −0,00 | −0,0000 | −0,0000 | |||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | −0,00 | −0,0001 | −0,0001 | |||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | −0,00 | −0,0001 | −0,0001 | |||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | −0,00 | −0,0001 | −0,0001 | |||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | −0,00 | −0,0002 | −0,0002 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| 317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080 / DIR (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | −0,00 | −0,0002 | −0,0002 | |||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | −0,00 | −0,0002 | −0,0002 | |||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | −0,00 | −0,0002 | −0,0002 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | −0,00 | −0,0002 | −0,0002 | |||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | −0,00 | −0,0002 | −0,0002 | |||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | −0,00 | −100,00 | −0,0002 | 0,0006 | ||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | −0,00 | −0,0002 | −0,0002 | |||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) | −0,00 | −0,0003 | −0,0002 | |||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | −0,00 | −0,0003 | −0,0003 | |||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | −0,00 | −0,0003 | −0,0003 | |||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | −0,00 | −0,0003 | −0,0003 | |||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | −0,00 | −0,0003 | −0,0003 | |||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | −0,00 | −0,0003 | −0,0003 | |||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | −0,00 | −0,0003 | −0,0003 | |||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | −0,00 | −0,0004 | −0,0003 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0004 | −0,0004 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0004 | −0,0004 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0004 | −0,0004 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | −0,00 | −0,0004 | −0,0004 | |||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | −0,00 | −0,0004 | −0,0004 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0004 | −0,0004 | |||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | −0,00 | −0,0004 | −0,0001 | |||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | −0,00 | 0,00 | −0,0004 | 0,0002 | ||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0004 | −0,0004 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0004 | −0,0004 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | −0,00 | −0,0004 | −0,0004 | |||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | −0,00 | 0,00 | −0,0004 | 0,0001 | ||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | −0,00 | −0,0004 | −0,0004 | |||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) | −0,00 | −0,0004 | −0,0004 | |||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) | −0,00 | −0,0004 | −0,0004 | |||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | −0,00 | −0,0005 | −0,0005 | |||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | −0,00 | −0,0005 | −0,0002 | |||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | −0,00 | −0,0005 | −0,0002 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | −0,00 | −0,0005 | −0,0005 | |||
| IRS EUR 2.30000 09/25/24-5Y LCH / DIR (EZG6CLJMHV54) | −0,00 | −0,0005 | −0,0002 | |||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | −0,00 | −0,0005 | −0,0005 | |||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | −0,00 | −0,0005 | −0,0005 | |||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | −0,00 | −50,00 | −0,0005 | 0,0001 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0005 | −0,0005 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0006 | −0,0006 | |||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | −0,00 | 0,00 | −0,0006 | −0,0002 | ||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | −0,00 | −0,0006 | −0,0006 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0006 | −0,0006 | |||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | −0,00 | −0,0006 | −0,0006 | |||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | −0,00 | −0,0007 | −0,0006 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | −0,00 | −0,0009 | −0,0009 | |||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | −0,00 | 100,00 | −0,0009 | −0,0002 | ||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0009 | −0,0009 | |||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0009 | −0,0009 | |||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | −0,00 | −0,0010 | −0,0010 | |||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | −0,00 | 200,00 | −0,0010 | −0,0004 | ||
| 317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080 / DIR (000000000) | −0,00 | −0,0011 | −0,0011 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | −0,00 | 50,00 | −0,0011 | −0,0004 | ||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | −0,00 | −0,0011 | −0,0011 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0011 | −0,0011 | |||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | −0,00 | −0,0011 | −0,0011 | |||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | −0,00 | 50,00 | −0,0011 | −0,0004 | ||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (EZJ6HD982SV2) | −0,00 | 50,00 | −0,0012 | −0,0003 | ||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | −0,00 | −0,0012 | −0,0012 | |||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | −0,00 | −0,0012 | −0,0012 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | −0,00 | −0,0012 | −0,0012 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | −0,00 | −0,0012 | −0,0012 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0013 | −0,0013 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0015 | −0,0015 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0015 | −0,0015 | |||
| 317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | −0,01 | −0,0017 | −0,0017 | |||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | −0,01 | −0,0018 | −0,0017 | |||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | −0,01 | −16,67 | −0,0019 | 0,0003 | ||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | −0,01 | −0,0019 | −0,0019 | |||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | −0,01 | −0,0019 | −0,0019 | |||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | −0,01 | −0,0021 | −0,0020 | |||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | −0,01 | 100,00 | −0,0022 | −0,0011 | ||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | −0,01 | 40,00 | −0,0023 | −0,0006 | ||
| IRS EUR 2.70000 08/13/24-5Y LCH / DIR (EZL20XGD37K1) | −0,01 | 16,67 | −0,0025 | −0,0006 | ||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | −0,01 | −0,0025 | −0,0025 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | −0,01 | −0,0029 | −0,0029 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | −0,01 | −0,0033 | −0,0033 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | −0,01 | −0,0039 | −0,0039 | |||
| 317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | −0,01 | −0,0040 | −0,0040 | |||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | −0,03 | −0,0108 | −0,0108 | |||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) | −0,04 | 387,50 | −0,0126 | −0,0099 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | −0,10 | −0,0332 | −0,0332 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | −0,12 | −58,53 | −0,0401 | 0,0564 | ||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | −0,15 | −0,0496 | −0,0496 | |||
| RFR USD SOFR/2.15000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) | −0,19 | −51,94 | −0,0601 | 0,0649 | ||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | −0,20 | −0,0660 | −0,0660 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | −0,21 | −0,0692 | −0,0692 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | −0,24 | −0,0772 | −0,0772 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | −0,35 | −0,1139 | −0,1139 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | −0,49 | −0,1567 | −0,1567 | |||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | −0,50 | 1,43 | −0,1602 | −0,0068 | ||
| EW / Edwards Lifesciences Corporation | −0,69 | −118,00 | −0,2209 | −1,4486 | ||
| US01F0306781 / UMBS TBA | −12,29 | 22,14 | −3,9570 | −1,6575 |
