Grundläggande statistik
Portföljvärde $ 621 559 689
Aktuella positioner 892
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)

PFATX - PIMCO RAE Fundamental Advantage PLUS Fund Institutional har redovisat 892 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 621 559 689 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). PFATX - PIMCO RAE Fundamental Advantage PLUS Fund Institutionals största innehav är Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0506844) , and UMBS TBA (US:US01F0426811) . PFATX - PIMCO RAE Fundamental Advantage PLUS Fund Institutionals nya positioner inkluderar Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0506844) , and UMBS TBA (US:US01F0426811) .

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Största ökningarna detta kvartal

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

Värdepapper Aktier
(MM)		 Värde
(MM$)		 Portfölj % av ΔPortfölj % av
64,40 15,2941 15,2941
86,69 20,5866 15,0356
16,27 3,8648 6,3117
53,69 12,7505 5,8082
19,98 4,7448 4,7448
12,86 3,0542 3,0449
8,14 1,9340 2,5254
10,40 2,4699 2,4699
8,83 2,0964 2,0964
7,66 1,8198 1,8198
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
−18,36 −4,3611 −4,3698
8,49 2,0168 −3,4235
−11,77 −2,7946 −2,7946
14,70 3,4916 −2,1462
−4,53 −1,0770 −1,0770
−4,53 −1,0770 −1,0770
−2,89 −0,6856 −0,6856
5,05 1,1993 −0,2588
1,35 0,3204 −0,2163
0,11 0,0269 −0,1367
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.

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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
(%)
US01F0626899 / Uniform Mortgage-Backed Security, TBA 86,69 209,88 20,5866 15,0356
REPO BANK AMERICA REPO / RA (000000000) 64,40 15,2941 15,2941
US01F0606834 / Uniform Mortgage-Backed Security, TBA 53,69 53,46 12,7505 5,8082
TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) 19,98 4,7448 4,7448
US01F0406854 / UMBS TBA 16,27 −161,15 3,8648 6,3117
US01F0506844 / UMBS TBA 14,70 −48,25 3,4916 −2,1462
US01F0426811 / UMBS TBA 12,86 27 261,70 3,0542 3,0449
CITIGROUP REPO REPO 5807 / RA (000000000) 10,40 2,4699 2,4699
US01F0306781 / UMBS TBA 8,83 2,0964 2,0964
US01F0526800 / Uniform Mortgage-Backed Security, TBA 8,49 −69,03 2,0168 −3,4235
EW / Edwards Lifesciences Corporation 8,14 −254,78 1,9340 2,5254
US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 7,71 6,77 1,8307 0,2716
US21H0406734 / Ginnie Mae 7,66 1,8198 1,8198
US21H0506806 / GNMA 7,49 1,7792 1,7792
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 7,13 1,6931 1,6931
US46629TAK60 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M5 6,64 0,51 1,5774 0,1503
US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) 5,59 −2,26 1,3279 0,0926
TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) 5,35 1,2705 1,2705
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) 5,05 −25,21 1,1993 −0,2588
US753910AG39 / RASC Series 2005-KS12 Trust 4,82 0,15 1,1448 0,1054
FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) 4,79 0,82 1,1375 0,1116
RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (EZ2TNCR649W7) 4,72 −2,24 1,1218 0,0784
US78485KAE55 / STWD 2022-FL3 Ltd 4,28 −0,02 1,0155 0,0918
ERAUSLT TRS EQUITY SOFR+25 JPM / DE (000000000) 3,83 0,9085 0,9085
US70069FEM59 / PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 3,81 0,34 0,9056 0,0848
US00764MFT99 / Aegis Asset Backed Securities Trust 2005-3 3,71 0,49 0,8815 0,0838
US92925CCC47 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A 3,70 −0,19 0,8793 0,0782
US05377RFV15 / AESOP_22-5A 3,33 −0,42 0,7901 0,0688
US126673ML34 / CPT 2004 EC1 M1 3,04 −1,11 0,7208 0,0579
US46647PBR64 / JPMorgan Chase & Co 3,02 1,04 0,7165 0,0715
US17309SAG57 / Citigroup Mortgage Loan Trust Inc 2,91 0,41 0,6900 0,0651
ERAUSLT TRS EQUITY SOFR+18 JPM / DE (000000000) 2,84 0,6751 0,6751
XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A 2,78 −6,98 0,6612 0,0147
ERAUSLT TRS EQUITY FEDL01+70 JPM / DE (000000000) 2,72 0,6454 0,6454
XS2310758011 / HARVEST CLO HARVT 20A AR 144A 2,70 −0,99 0,6412 0,0525
US55284JAC36 / MF1 2022-FL8 Ltd 2,69 −0,59 0,6400 0,0546
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) 2,60 0,6179 0,6179
US07387YAB92 / BSABS 2007-HE6 1A2 2,60 0,93 0,6176 0,0612
US04942CAQ96 / ATLAS SENIOR LOAN FUND LTD ATCLO 2019 14A BR 144A 2,51 0,04 0,5955 0,0542
CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) 2,50 0,5937 0,5937
US92922F2G20 / WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust 2,47 −5,10 0,5875 0,0246
US17330VAA44 / CMLTI_22-A 2,46 −2,18 0,5850 0,0411
XS2683120211 / Avon Finance No.4 PLC 2,42 0,92 0,5743 0,0569
US902613AP31 / UBS Group AG 2,41 0,54 0,5735 0,0548
FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) 2,41 1,01 0,5723 0,0571
FREDDIE MAC FHR 5484 FD / ABS-MBS (US3137HHKV29) 2,37 −8,74 0,5627 0,0020
FCT / Fincantieri S.p.A. 2,32 9,89 0,5516 0,0951
USP78024AG45 / Peruvian Government International Bond 2,30 7,63 0,5458 0,0845
FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5 / ABS-MBS (US3142GQBS02) 2,25 −3,07 0,5332 0,0330
ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (XS2936116966) 2,24 8,85 0,5318 0,0874
HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) 2,24 0,22 0,5311 0,0492
US04965JAC71 / Atrium Hotel Portfolio Trust 2017-ATRM 2,23 −0,98 0,5289 0,0431
FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) 2,19 0,64 0,5213 0,0504
01626P148 / Alimentation Couche-Tard Inc 2,13 0,5053 0,5053
ENBRIDGE (US) INC / DBT (US29251UUB24) 2,13 0,5051 0,5051
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) 2,12 0,5029 0,5029
HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) 2,12 0,5024 0,5024
XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV 2,11 0,5017 0,5017
MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) 2,11 0,5008 0,5008
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) 2,10 0,4998 0,4998
US525931AB72 / Lendbuzz Securitization Trust 2023-3 2,06 0,4893 0,4893
US55027AAD28 / LUMINENT MORTGAGE TRUST LUM 2006 3 22A1 2,05 −3,30 0,4866 0,0290
US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR 2,04 −0,20 0,4842 0,0431
US17309TAC27 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B 2,02 −0,44 0,4789 0,0415
BACARDI MARTINI B V / DBT (US05634EU340) 2,01 0,4772 0,4772
US65541JAA51 / NOMURA RESECURITIZATION TRUST NMRR 2018 1R 1A1 144A 1,98 −1,10 0,4700 0,0377
PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A / ABS-O (US69381EAA10) 1,98 −2,71 0,4691 0,0306
ZAG000125980 / Republic of South Africa Government Bond 1,94 8,32 0,4605 0,0738
5831 / Shizuoka Financial Group,Inc. 1,85 0,4394 0,4394
US694308JG36 / Pacific Gas and Electric Co 1,84 0,99 0,4369 0,0436
US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A 1,84 −10,95 0,4365 −0,0094
XS2227906208 / AMERICAN TOWER CORP SR UNSECURED 01/32 1 1,82 10,48 0,4333 0,0767
US68389FKR46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 1,80 −4,40 0,4286 0,0210
FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) 1,70 −5,15 0,4026 0,0165
US87277JAA97 / TRTX 2022-FL5 Issuer Ltd 1,68 −7,99 0,3996 0,0047
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 1,66 0,85 0,3931 0,0385
US78445QAE17 / SLM Private Education Loan Trust 2010-C 1,64 −3,92 0,3903 0,0209
FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) 1,63 −13,32 0,3864 −0,0190
FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) 1,62 1,00 0,3838 0,0383
XS2056400299 / Wells Fargo & Co 1,59 11,38 0,3767 0,0692
US91282CEZ05 / U.S. Treasury Inflation Linked Notes 1,55 0,91 0,3670 0,0363
XS2439765616 / Palmer Square European Loan Funding 2022-1 DAC 1,54 −17,23 0,3664 −0,0360
XS2304369759 / BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A 1,54 0,79 0,3653 0,0357
POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (PL0000116760) 1,52 9,56 0,3621 0,0615
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2B 144A / ABS-O (US96043CAC47) 1,52 −31,18 0,3602 −0,1157
US40430HCV87 / HSI ASSET SECURITIZATION CORPO HASC 2005 I1 1A 1,49 −1,97 0,3538 0,0256
CORDATUS CLO PLC CORDA 24A A 144A / ABS-CBDO (XS2511416906) 1,47 4,62 0,3495 0,0458
US61747YEC57 / Morgan Stanley 1,46 0,90 0,3456 0,0342
ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) 1,45 0,3444 0,3444
FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 / ABS-MBS (US3133KR3D49) 1,45 −0,41 0,3432 0,0299
US80556XAH08 / SAST 2006-2 M2 1,42 1,07 0,3366 0,0339
US69363JAA25 / PRET 2022-RN1 LLC 1,41 −2,56 0,3343 0,0224
US404280CK33 / HSBC Holdings PLC 1,39 1,90 0,3310 0,0357
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) 1,38 −0,50 0,3281 0,0282
XS2373706519 / Carlyle Euro CLO 2019-2 DAC 1,35 8,41 0,3218 0,0519
US65535HAS85 / Nomura Holdings Inc 1,35 1,73 0,3214 0,0342
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 1,35 −45,71 0,3204 −0,2163
US69291QAA31 / PFP III PFP 2022 9 A 144A 1,34 −21,86 0,3193 −0,0522
US912810TS78 / United States Treasury Note/Bond 1,34 −2,12 0,3183 0,0225
US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC 1,34 0,15 0,3175 0,0293
US76110W7F72 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M3 1,33 −3,27 0,3164 0,0190
US17307GWU83 / CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE3 CL M4 V/R REGD 2.91838000 1,33 0,08 0,3149 0,0287
US78448YAB74 / SMB PRIVATE EDUCATION LOAN TRUST 1,32 −3,79 0,3136 0,0172
SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (US805922AE19) 1,31 −0,38 0,3117 0,0273
US81375WGW01 / SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 1,31 0,46 0,3105 0,0294
US06760GAA94 / Barings CLO Ltd 2018-I 1,31 −8,22 0,3102 0,0027
COL17CT02914 / Colombian TES 1,30 3,59 0,3081 0,0377
CL0002454248 / Bonos de la Tesoreria de la Republica en pesos 1,29 4,95 0,3073 0,0411
XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A 1,27 −8,20 0,3006 0,0029
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (US673921AA08) 1,24 −6,27 0,2948 0,0088
US89175JAE01 / TOWD POINT MORTGAGE TRUST TPMT 2017 6 B1 144A 1,24 0,41 0,2938 0,0277
FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) 1,22 0,33 0,2903 0,0271
FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) 1,22 0,2897 0,2897
US912810SV17 / United States Treasury Inflation Indexed Bonds 1,21 −4,35 0,2872 0,0141
US92540BAA70 / CORP CMO 1,20 −8,51 0,2860 0,0016
US36361UAQ31 / GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A 1,20 −0,08 0,2856 0,0258
US751153AA50 / RALI SERIES 2006-QO10 TRUST RALI 2006-QO10 A1 1,19 −3,50 0,2820 0,0163
US70069FLK11 / PARK PLACE SECURITIES INC PPSI 2005 WCW2 M4 1,18 4,14 0,2809 0,0355
OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) 1,18 0,43 0,2798 0,0265
US3128MMWV14 / Freddie Mac Gold Pool 1,18 −5,08 0,2794 0,0118
RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) 1,16 42,18 0,2763 0,0995
US12661GAA76 / CSMC 2021-RPL3 Trust 1,14 −3,30 0,2712 0,0161
FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 / ABS-MBS (US3142GQEJ75) 1,13 −0,44 0,2687 0,0233
FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) 1,13 0,27 0,2680 0,0249
US78448YAH45 / SMB Private Education Loan Trust 2021-A 1,12 −4,34 0,2671 0,0132
US040104PC91 / Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3 1,12 −9,29 0,2669 −0,0006
JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) 1,11 −0,09 0,2635 0,0237
ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) 1,10 0,2614 0,2614
US3140XH5X18 / UMBS, 30 Year 1,09 −2,76 0,2594 0,0168
XS2307740642 / JUBILEE CDO BV JUBIL 2016 17A A2RR 144A 1,03 8,47 0,2436 0,0394
FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) 1,02 0,29 0,2423 0,0226
PEP01000C5I0 / BONOS DE TESORERIA 1,02 7,17 0,2414 0,0365
US36267FAE88 / GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A 1,01 −0,39 0,2398 0,0209
US92539XAA28 / Verus Securitization Trust 2023-6 1,01 −7,77 0,2396 0,0032
US12663BAD01 / CPS AUTO TRUST 08/15/2028 5.19% MTGE 1,00 0,00 0,2377 0,0214
US64035GAA76 / Nelnet Student Loan Trust 2021-C 0,94 −7,19 0,2237 0,0044
MX0SGO0000M6 / Mexican Udibonos 0,93 12,03 0,2213 0,0417
US59319BAA52 / CORP CMO 0,93 −3,33 0,2210 0,0132
US17309LAH87 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M3 0,93 −0,11 0,2208 0,0199
PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (US69544QAA85) 0,93 −16,12 0,2201 −0,0185
US91282CGK18 / U.S. Treasury Inflation Linked Notes 0,93 0,76 0,2200 0,0214
US32029GAA22 / First Franklin Mortgage Loan Trust Series 2007-FF2 0,91 −1,19 0,2170 0,0174
VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (US92538XAA37) 0,91 −2,56 0,2168 0,0145
US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 0,91 −5,89 0,2165 0,0073
AXP / American Express Company - Depositary Receipt (Common Stock) 0,91 1,33 0,2165 0,0221
CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (US22411JAA34) 0,91 −22,88 0,2163 −0,0387
ERAUSLT TRS EQUITY FEDL01+95*BULLET* JPM / DE (000000000) 0,90 0,2136 0,2136
ACI1G9KT1 / CAIRN CLO BV CRNCL 2016 7A A1R 144A 0,90 −3,23 0,2135 0,0127
US12481QAC96 / CBAM 2018-5 Ltd 0,90 −24,47 0,2134 −0,0435
US912810TT51 / United States Treasury Note/Bond 0,89 −3,04 0,2122 0,0131
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) 0,89 −3,16 0,2114 0,0131
US03027XAW02 / American Tower Corp 0,86 1,18 0,2035 0,0207
US12489WQX55 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 0,85 −3,87 0,2007 0,0107
US3622MHAC03 / GSAMP TRUST GSAMP 2007 FM2 A2B 0,83 −0,24 0,1980 0,0175
FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) 0,83 −9,50 0,1971 −0,0009
CITIBANK NA CITIBANK NA / DBT (US17325FBK30) 0,82 1,11 0,1940 0,0194
US64829VAA44 / New Residential Mortgage Loan Trust 2018-RPL1 0,82 −4,45 0,1940 0,0094
US55336VBQ23 / MPLX LP 0,81 1,62 0,1935 0,0204
SCE.PRK / SCE Trust V - Preferred Security 0,81 0,37 0,1920 0,0181
US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 0,81 −6,16 0,1917 0,0059
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 0,81 0,37 0,1916 0,0180
SAGB / Republic of South Africa Government Bond 0,81 6,34 0,1913 0,0276
BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63) 0,79 −12,29 0,1883 −0,0069
XS2167007918 / WELLS FARGO and CO NEW 1.741%/VAR 05/04/2030 REGS 0,79 10,64 0,1877 0,0334
US71429MAC91 / Perrigo Finance Unlimited Co 0,79 3,01 0,1869 0,0217
US3137ARVQ69 / FREDDIE MAC FHR 4079 WZ 0,79 −1,26 0,1868 0,0148
US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 0,78 0,90 0,1855 0,0182
US92539TAA16 / Verus Securitization Trust, Series 2023-4, Class A1 0,76 −11,53 0,1806 −0,0049
XS2318315921 / Asian Infrastructure Investment Bank/The 0,72 −1,90 0,1719 0,0128
FNMA POOL BZ2331 FN 08/30 FIXED 4.86 / ABS-MBS (US3140NWSV86) 0,72 0,56 0,1711 0,0163
ZAG000077470 / Republic of South Africa Government Bond 0,72 7,34 0,1703 0,0260
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (US39571MAC29) 0,72 0,99 0,1703 0,0168
US04541GJT04 / ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 0,72 −0,14 0,1700 0,0152
US924934AA00 / Verus Securitization Trust, Series 2023-5, Class A1 0,69 −13,59 0,1647 −0,0086
CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) 0,69 4,08 0,1637 0,0207
US3622MGAA63 / GSAMP Trust 0,69 4,09 0,1632 0,0205
CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) 0,68 0,1624 0,1624
CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) 0,68 0,1624 0,1624
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0,68 0,1617 0,1617
US31418CZG22 / Federal National Mortgage Association 0,68 −1,60 0,1610 0,0120
US16412XAJ46 / Cheniere Corpus Christi Holdings LLC 0,68 1,05 0,1604 0,0160
US03512TAF84 / AngloGold Ashanti Holdings PLC 0,67 1,21 0,1588 0,0161
TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) 0,67 0,61 0,1580 0,0152
US912810RA88 / United States Treasury Inflation Indexed Bonds 0,65 −2,40 0,1547 0,0105
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 0,65 50,35 0,1541 0,0608
US83611MKZ04 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 0,64 −5,30 0,1529 0,0062
US59024LAD38 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2C 0,64 −0,78 0,1520 0,0127
INF SWAP US IT 2.165 04/16/19-10Y LCH / DIR (000000000) 0,63 0,1504 0,1504
US31398T5D93 / FANNIE MAE FNR 2010 99 CL 0,62 0,32 0,1482 0,0138
US14686TAC27 / CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A 0,62 −22,43 0,1471 −0,0254
US91282CHP95 / United States Treasury Inflation Indexed Bonds 0,62 0,49 0,1462 0,0140
STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (XS2728570248) 0,61 0,33 0,1454 0,0134
US14686TAD00 / Carvana Auto Receivables Trust, Series 2023-P2, Class A4 0,61 −0,33 0,1443 0,0128
SCE.PRK / SCE Trust V - Preferred Security 0,60 0,17 0,1434 0,0133
FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) 0,60 0,1425 0,1425
US12482NAN12 / CBAM 2019-10 Ltd 0,60 −16,76 0,1416 −0,0133
US939355AB98 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust 0,59 −2,48 0,1403 0,0096
US23244GAD43 / Alternative Loan Trust 2006-OA18 0,58 −3,31 0,1388 0,0083
US23371DAG97 / DAE Funding LLC 0,58 0,87 0,1372 0,0136
US45668GAD43 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A 0,56 −4,79 0,1325 0,0061
CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A / ABS-O (US14318WAB37) 0,55 −44,67 0,1294 −0,0835
US17312TAA16 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A 0,52 −1,33 0,1231 0,0096
XS1794675931 / Fairfax Financial Holdings Ltd 0,52 10,02 0,1227 0,0213
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 0,51 0,39 0,1223 0,0117
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) 0,51 0,1204 0,1204
FCT / Fincantieri S.p.A. 0,51 0,1203 0,1203
FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (US3140LLCK58) 0,51 0,60 0,1203 0,0116
MX0SGO0000K0 / Mexican Udibonos 0,51 11,48 0,1201 0,0223
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 0,50 0,00 0,1199 0,0110
US59024FAE43 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B 0,50 −1,37 0,1195 0,0094
US12644WAT36 / CSMC Trust 2010-16 0,50 0,60 0,1195 0,0113
US42806MBS70 / Hertz Vehicle Financing III LLC 0,50 −0,20 0,1194 0,0107
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 0,50 1,01 0,1190 0,0119
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 0,50 0,1188 0,1188
US83406TAB89 / SoFi Professional Loan Program 2020-ATrust 0,49 −7,24 0,1157 0,0022
MX0MGO000102 / Mexican Bonos 0,48 −23,69 0,1140 −0,0220
US29444UBL98 / Equinix, Inc. 0,47 1,75 0,1107 0,0116
MX0MGO0001F1 / Mexican Bonos 0,46 10,24 0,1100 0,0191
TRT061124T11 / Turkey Government Bond 0,46 −2,36 0,1082 0,0075
US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 0,45 −26,66 0,1080 −0,0257
US07387YAE32 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A 0,45 −0,44 0,1078 0,0093
US939336X573 / CORP CMO 0,45 −4,26 0,1067 0,0054
R2037 / South Africa - Sovereign or Government Agency Debt 0,45 8,50 0,1063 0,0171
US38380LFE83 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA 0,45 −0,67 0,1061 0,0091
US25150RAF29 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR6 0,44 −1,35 0,1040 0,0081
US576433UF13 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1 0,43 −2,26 0,1026 0,0071
US61744CSY39 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 0,42 −14,78 0,1001 −0,0066
XS2060921223 / BNPP AM EURO CLO BNPAM 2017 1A AR 144A 0,42 8,64 0,0987 0,0161
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) 0,40 101,00 0,0955 0,0521
US25466AAP66 / Discover Bank 0,40 1,52 0,0955 0,0099
US35729TAD46 / FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 0,40 −0,74 0,0951 0,0079
XS2066217295 / CORDATUS CLO PLC CORDA 5A ARR 144A 0,40 −25,61 0,0938 −0,0210
R2032 / South Africa - Corporate Bond/Note 0,39 7,38 0,0935 0,0144
US715638BE14 / Peruvian Government International Bond 0,39 −15,48 0,0934 −0,0072
US32027NWP22 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 0,39 −2,97 0,0933 0,0059
US05950PAK93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A1 0,39 −0,77 0,0917 0,0076
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) 0,38 −37,93 0,0910 −0,0424
CZECH / Czech Republic Government Bond 0,38 9,97 0,0892 0,0154
US93934FJQ63 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR1 A1A 0,36 −0,82 0,0865 0,0072
RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) 0,36 −57,31 0,0846 −0,0956
US007036TD80 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 0,36 −1,11 0,0846 0,0068
US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 0,36 −5,84 0,0843 0,0029
US3622M8AE61 / GSAMP TRUST GSAMP 2006 HE8 A2D 0,35 0,57 0,0838 0,0080
US02146TAG22 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 0,34 −2,05 0,0796 0,0057
US542514RH93 / Long Beach Mortgage Loan Trust 2006-1 0,32 −5,11 0,0751 0,0031
US3140GSRX23 / FANNIE MAE POOL FN BH4101 0,32 −0,94 0,0751 0,0060
US42225UAL89 / Healthcare Realty Holdings LP 0,31 1,32 0,0734 0,0076
US83613FAD33 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A3 0,31 −1,91 0,0733 0,0053
US61753KAA43 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 0,31 0,00 0,0731 0,0067
US3132XWE647 / Freddie Mac Gold Pool 0,30 −0,98 0,0720 0,0058
EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) 0,30 1,01 0,0717 0,0072
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) 0,30 −0,33 0,0716 0,0064
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 0,30 1,01 0,0714 0,0072
PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) 0,30 1,01 0,0713 0,0069
01626P148 / Alimentation Couche-Tard Inc 0,30 0,0710 0,0710
US525161AN53 / LEHMAN XS TRUST LXS 2006 GP4 3A5 0,30 −1,98 0,0706 0,0051
US66989EAA38 / NovaStar Mortgage Funding Trust Series 2007-2 0,30 −6,35 0,0702 0,0020
US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 0,29 1,42 0,0679 0,0070
US12628LAJ98 / CSAB MORTGAGE-BACKED TRUST 2006-4 SER 2006-4 CL A6A S/UP REGD 5.68370000 0,28 −2,75 0,0674 0,0044
MX0SGO0000F0 / Mexican Udibonos 0,28 11,46 0,0670 0,0123
US03290AAA88 / Anchorage Credit Funding Ltd. 0,28 1,08 0,0669 0,0068
US35729MAD92 / Fremont Home Loan Trust 2006-3 0,28 −4,42 0,0669 0,0032
US76716XAC65 / RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 0,28 −3,81 0,0661 0,0035
US00774MAX39 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 0,27 2,26 0,0646 0,0072
INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (US45870GAE61) 0,25 0,40 0,0599 0,0055
US68389FGK49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 0,25 −5,64 0,0597 0,0023
GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (US39526JAA97) 0,25 0,00 0,0594 0,0052
HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAC62) 0,25 −0,80 0,0588 0,0048
US912810TE82 / United States Treasury Inflation Indexed Bonds 0,25 −4,65 0,0585 0,0026
US12667GHG10 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J5 1A7 0,24 −0,82 0,0579 0,0047
US84751PKW85 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 0,24 −1,64 0,0570 0,0043
US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 0,24 −16,96 0,0559 −0,0052
CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) 0,24 0,0558 0,0558
US842400GY39 / Southern California Edison Co 0,23 −3,31 0,0557 0,0032
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,23 0,0544 0,0544
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,23 0,0544 0,0544
US320516AA56 / First Horizon Alternative Mortgage Securities Trust 2006-AA3 0,23 −2,56 0,0543 0,0036
US74924EAA55 / RALI Series 2007-QH8 Trust 0,23 −3,42 0,0538 0,0033
US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 0,22 −2,21 0,0526 0,0036
US66988UAA88 / NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A1 0,22 0,46 0,0523 0,0050
US12669HAA77 / Countrywide Asset-Backed Certificates 0,22 0,00 0,0518 0,0046
ACI11H7L1 / NATWEST GROUP PLC SR UNSECURED REGS 09/26 VAR 0,22 7,46 0,0513 0,0078
US41162DAA72 / HarborView Mortgage Loan Trust 2006-12 0,21 −1,42 0,0495 0,0039
RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) 0,21 54,48 0,0493 0,0203
US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A 0,21 −11,91 0,0492 −0,0017
US06738EBD67 / Barclays PLC 0,20 1,00 0,0480 0,0047
US80281LAS43 / SANTANDER UK GROUP HOLDINGS PLC 0,20 −0,50 0,0479 0,0042
UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) 0,20 0,00 0,0477 0,0044
US06738EAU91 / Barclays PLC 0,20 0,51 0,0474 0,0045
INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A 0,20 −1,00 0,0473 0,0038
US345397XU23 / Ford Motor Credit Co LLC 0,20 0,51 0,0473 0,0043
US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 0,20 −43,97 0,0465 −0,0287
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (US03330LAA61) 0,19 −7,18 0,0463 0,0011
US12668AZ650 / Alternative Loan Trust 2005-65CB 0,19 −3,98 0,0459 0,0024
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) 0,19 −43,36 0,0457 −0,0276
US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 0,19 −2,07 0,0451 0,0033
US345397B512 / Ford Motor Credit Co LLC 0,19 1,08 0,0446 0,0046
US85573MAA71 / STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A 0,19 −9,27 0,0443 −0,0001
MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (XS2969300081) 0,18 5,78 0,0437 0,0063
317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) 0,18 0,0427 0,0427
US3140H37E09 / Fannie Mae Pool 0,18 −1,65 0,0426 0,0031
US3140GUMA21 / Federal National Mortgage Association 0,18 −1,11 0,0423 0,0033
US89176EAA82 / Towd Point Mortgage Trust 2018-1 0,17 −17,62 0,0412 −0,0044
US76088LAA61 / RPM_21-2A 0,17 −13,13 0,0409 −0,0021
US64032PAB85 / Nelnet Student Loan Trust 2023-A 0,17 −8,11 0,0406 0,0004
US35729VAA52 / Fremont Home Loan Trust, Series 2006-D, Class 1A1 0,17 −0,58 0,0405 0,0034
US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL 0,17 −8,20 0,0400 0,0003
FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (US3138E0LC13) 0,17 −18,32 0,0392 −0,0046
US36267FAC23 / GLS Auto Select Receivables Trust 2023-1 0,16 −63,64 0,0392 −0,0583
US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 0,16 −1,27 0,0372 0,0030
US3622ECAF39 / GSAA HOME EQUITY TRUST GSAA 2007 5 2A3A 0,15 −1,92 0,0365 0,0026
US452152FA44 / State of Illinois General Obligation Unlimited 0,15 −8,54 0,0358 0,0003
PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) 0,15 5,76 0,0351 0,0049
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0,15 0,0348 0,0348
US3140JGR644 / Fannie Mae Pool 0,15 −0,68 0,0346 0,0030
US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA 0,15 −2,03 0,0346 0,0025
US61915RAU05 / MortgageIT Trust 2005-5 0,14 −6,12 0,0329 0,0010
US92922F4C97 / WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 1A3 0,14 −0,72 0,0326 0,0026
US14686RAA05 / Carvana Auto Receivables Trust 2023-N3 0,13 −52,31 0,0318 −0,0290
US74958XAB01 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA2 2A1 0,13 −0,79 0,0297 0,0024
US12566VAJ17 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A9 0,12 −4,62 0,0295 0,0013
BOUGHT BRL SOLD USD 20251002 / DFE (000000000) 0,12 0,0290 0,0290
US93935HAB33 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A1B 0,12 −1,64 0,0285 0,0020
US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A 0,12 −65,80 0,0280 −0,0466
US882925AA84 / Theorem Funding Trust 2022-3 0,12 −56,44 0,0273 −0,0298
CDX IG43 5Y ICE / DCR (EZ10N17RBN04) 0,11 −85,07 0,0269 −0,1367
US91680UAA79 / Upstart Pass-Through Trust Series 0,11 −43,43 0,0268 −0,0160
US3140GYJX82 / Fannie Mae Pool 0,11 −1,77 0,0264 0,0019
US36179QUQ27 / GNMA II POOL MA2391 G2 11/44 FLOATING VAR 0,11 0,00 0,0262 0,0023
US12543XAG16 / COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7 0,11 −0,94 0,0252 0,0021
US12544AAW53 / COUNTRYWIDE HOME LOANS CWHL 2006 20 1A21 0,10 −2,86 0,0244 0,0016
US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A 0,10 −18,40 0,0243 −0,0027
E1IX34 / Edison International - Depositary Receipt (Common Stock) 0,10 −50,00 0,0241 −0,0196
CDX HY44 5Y ICE / DCR (000000000) 0,10 0,0237 0,0237
GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (US361841AT63) 0,10 1,02 0,0237 0,0024
US026935AH97 / AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 0,10 −3,00 0,0231 0,0015
US06051GJS93 / Bank of America Corp 0,10 1,04 0,0231 0,0023
US87264ABF12 / CORP. NOTE 0,10 2,11 0,0231 0,0024
US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 0,09 −1,08 0,0219 0,0017
US16163CAN20 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 0,09 −5,32 0,0213 0,0008
US32027GAE61 / First Franklin Mortgage Loan Trust 2006-FF12 0,09 −3,30 0,0210 0,0013
US45254NLJ45 / IMPAC CMB TRUST SERIES 2004-10 SER 2004-10 CL 1A1 V/R REGD 2.34800000 0,09 −2,25 0,0208 0,0016
US92927XAC83 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 0,09 −2,25 0,0207 0,0013
US92927XAE40 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 0,09 −2,30 0,0203 0,0015
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,08 0,0199 0,0199
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,08 0,0199 0,0199
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) 0,08 0,0192 0,0192
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,08 0,0190 0,0190
US52520QAB05 / LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 0,08 0,00 0,0189 0,0016
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) 0,08 −57,69 0,0185 −0,0210
BOUGHT PEN SOLD USD 20250703 / DFE (000000000) 0,08 0,0181 0,0181
US362375AD97 / GSAA HOME EQUITY TRUST GSAA 2006 10 AF4 0,08 −2,60 0,0179 0,0012
US23345WAA36 / DT Auto Owner Trust 2023-3 0,07 −82,71 0,0177 −0,0748
US3132LAY638 / FED HM LN PC POOL V85233 FG 03/49 FIXED 4 0,07 −6,67 0,0169 0,0006
952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 0,07 0,00 0,0164 0,0015
US452152BM28 / State of Illinois General Obligation Unlimited 0,07 0,00 0,0163 0,0016
US152314JV38 / Centex Home Equity 0,07 −2,99 0,0156 0,0011
US3622MGAC20 / GSAMP TRUST GSAMP 2007 NC1 A2B 0,07 3,17 0,0155 0,0018
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0,07 0,0155 0,0155
US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 0,06 −15,07 0,0148 −0,0010
US073871AE56 / BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 0,06 0,00 0,0147 0,0012
US362334GR95 / GSAA Home Equity Trust, Series 2006-5, Class 2A1 0,06 0,00 0,0143 0,0011
US55274QBB05 / MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A26 0,06 −3,23 0,0143 0,0007
952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 0,06 0,00 0,0142 0,0013
US46632TAA34 / JP Morgan Mortgage Trust Series 2008-R2 0,06 −1,67 0,0141 0,0010
RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) 0,06 0,0140 0,0140
RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) 0,06 0,0140 0,0140
US02660LAA89 / American Home Mortgage Assets Trust 0,06 −5,00 0,0137 0,0008
US38380VEU17 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF 0,06 −5,08 0,0135 0,0008
BOUGHT TWD SOLD USD 20250709 / DFE (000000000) 0,06 0,0135 0,0135
CPS AUTO TRUST CPS 2024 A A 144A / ABS-O (US22411CAA80) 0,06 −64,52 0,0132 −0,0205
US74923HAL50 / RALI Trust, Series 2007-QS4, Class 3A2 0,05 −3,57 0,0130 0,0007
US76110WRT52 / RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB 0,05 0,00 0,0126 0,0010
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) 0,05 −72,19 0,0124 −0,0282
US65535AAA25 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 0,05 −2,00 0,0118 0,0008
US93934FMN95 / WMALT_06-AR2 0,05 8,89 0,0117 0,0019
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) 0,05 −79,22 0,0116 −0,0383
US885220GF47 / Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A 0,05 −15,79 0,0116 −0,0008
US17309QAF19 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M2 0,05 −28,79 0,0113 −0,0030
US81744HAH66 / Sequoia Mortgage Trust 0,05 −8,00 0,0112 0,0002
US31418CS476 / Fannie Mae Pool 0,05 −2,13 0,0110 0,0008
US31411EMM65 / FNMA POOL 905864 FN 11/36 FIXED 6 0,05 0,00 0,0110 0,0009
US12668AFH32 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A2 0,05 −2,17 0,0107 0,0006
US3140H5LJ85 / FNMA POOL BJ3928 FN 12/47 FIXED 3.5 0,04 0,00 0,0106 0,0009
US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust 0,04 −2,22 0,0106 0,0007
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) 0,04 0,0103 0,0103
US31418CUA07 / Fannie Mae Pool 0,04 −2,33 0,0101 0,0008
US3140H4B452 / Federal National Mortgage Association, Inc. 0,04 −4,55 0,0101 0,0005
US31418CV272 / FANNIE MAE 3.50% 04/01/2048 FNL FNCL 0,04 −2,33 0,0100 0,0007
US17309BAL18 / Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 0,04 −4,65 0,0100 0,0007
US3140Q9HE67 / FNMA POOL CA2028 FN 04/48 FIXED 3.5 0,04 −2,44 0,0097 0,0009
US3140H5MP37 / Fannie Mae Pool 0,04 0,00 0,0096 0,0008
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,04 0,0095 0,0095
US35729PHN33 / Fremont Home Loan Trust 2005-A 0,04 −40,91 0,0094 −0,0049
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,04 0,0093 0,0093
US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 0,04 −93,65 0,0093 −0,1235
US3138ELCT86 / Fannie Mae Pool 0,04 −2,56 0,0091 0,0006
US31418CWS96 / Fannie Mae Pool 0,04 −2,63 0,0090 0,0006
INF SWAP US IT 2.46625 06/17/25-10Y LCH / DIR (EZ8V5TN4JNW3) 0,04 0,0088 0,0088
US31418CYL26 / Federal National Mortgage Association 0,04 −2,63 0,0088 0,0006
US3140H1FD75 / FNMA POOL BJ0163 FN 12/47 FIXED 3.5 0,04 0,00 0,0086 0,0007
US63939CAD92 / NAVIENT PRIVATE EDUCATION LOAN TRUST 2014-A NAVSL 2014-AA A3 0,04 −82,52 0,0086 −0,0361
952NPHII6 / CREDIT SUISSE GROUP AG COCO JR SUB REGS 0,04 0,00 0,0085 0,0008
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) 0,03 0,0082 0,0082
US61749WAP23 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 2A2 0,03 0,00 0,0081 0,0006
US02151GAK31 / Countrywide Alternative Loan Trust 0,03 −2,86 0,0081 0,0005
US31418CXM18 / Fannie Mae Pool 0,03 −2,94 0,0080 0,0006
US3140H5MJ76 / FNMA POOL BJ3960 FN 01/48 FIXED 3.5 0,03 0,00 0,0079 0,0007
US939336V916 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR14 A1 0,03 −5,88 0,0078 0,0004
OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (EZK9X312V5L2) 0,03 −8,57 0,0076 0,0000
US3140HBJZ29 / FNMA POOL BJ9279 FN 02/48 FIXED 3.5 0,03 −5,88 0,0076 0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,03 0,0075 0,0075
US3140H5NN79 / FNMA POOL BJ3996 FN 02/48 FIXED 3.5 0,03 −3,23 0,0073 0,0006
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,03 0,0073 0,0073
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,03 0,0072 0,0072
US885220EW97 / Thornburg Mortgage Securities Trust, Series 2004-1, Class II2A 0,03 0,00 0,0072 0,0005
INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) 0,03 0,0072 0,0072
US3140GRAN41 / FNMA POOL BH2712 FN 04/47 FIXED 3.5 0,03 0,00 0,0069 0,0006
US3140H5LT67 / FNMA POOL BJ3937 FN 01/48 FIXED 3.5 0,03 0,00 0,0064 0,0005
US83162CRY11 / United States Small Business Administration 0,03 0,00 0,0064 0,0006
EZY2QJ3Z39M5 / CDX IG40 5Y ICE 0,03 8,33 0,0064 0,0011
US251510DG50 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 0,03 −3,85 0,0062 0,0004
EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) 0,03 0,0061 0,0061
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,02 0,0059 0,0059
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,02 0,0058 0,0058
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,02 0,0058 0,0058
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,02 0,0058 0,0058
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,02 0,0057 0,0057
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,02 0,0057 0,0057
US863579V473 / Structured Adjustable Rate Mortgage Loan Trust 0,02 −4,17 0,0057 0,0005
US31406DAN66 / FNMA POOL 806513 FN 12/34 FLOATING VAR 0,02 −4,35 0,0055 0,0004
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,02 0,0055 0,0055
US3136BBAR38 / Fannie Mae-Aces 0,02 −8,33 0,0054 0,0001
US74922KAA34 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1 0,02 0,00 0,0053 0,0004
US31418MQP04 / FNMA POOL AD0461 FN 09/36 FIXED VAR 0,02 −12,00 0,0053 −0,0002
US12668BZM89 / CWALT 2006 13T1 A11 0,02 −9,09 0,0049 0,0001
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0,02 0,0048 0,0048
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0,02 0,0048 0,0048
US36298GAA76 / GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 0,02 0,00 0,0048 0,0003
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,02 0,0046 0,0046
US3140HE7E68 / FNMA POOL BK1792 FN 03/48 FIXED 3.5 0,02 −5,26 0,0045 0,0004
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,02 0,0045 0,0045
US3138X0BT40 / Fannie Mae Pool 0,02 0,00 0,0044 0,0003
US3128M7V601 / FED HM LN PC POOL G05737 FG 05/35 FIXED 6.5 0,02 −5,26 0,0044 0,0002
US3140H5N645 / FNMA POOL BJ4012 FN 02/48 FIXED 3.5 0,02 0,00 0,0043 0,0004
US3138EKWM31 / Fannie Mae Pool 0,02 −5,56 0,0042 0,0002
US59023YAG98 / Merrill Lynch Alternative Note Asset Trust Series 2007-F1 0,02 −5,56 0,0041 0,0002
US31411KW666 / FNMA POOL 910669 FN 02/37 FIXED 6 0,02 0,00 0,0039 0,0003
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,02 0,0039 0,0039
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 0,02 0,00 0,0037 0,0004
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,02 0,0036 0,0036
US3138EKHM06 / FANNIE MAE POOL UMBS P#AL2935 3.50000000 0,01 −6,67 0,0035 0,0003
US863579VV75 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 5A1 0,01 0,00 0,0035 0,0003
US92922F3L06 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 0,01 −6,67 0,0035 0,0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0034 0,0034
US3140H5M324 / FNMA POOL BJ3977 FN 01/48 FIXED 3.5 0,01 0,00 0,0034 0,0003
US3140GTX708 / FNMA POOL BH5201 FN 09/47 FIXED 3.5 0,01 −7,14 0,0033 0,0003
US31411AFF75 / FNMA POOL 902066 FN 12/36 FIXED 6 0,01 0,00 0,0032 0,0002
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,01 0,0031 0,0031
US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 0,01 0,00 0,0030 0,0002
US31411G3F75 / FNMA POOL 908098 FN 12/36 FIXED 6 0,01 0,00 0,0029 0,0002
BOUGHT PEN SOLD USD 20251031 / DFE (000000000) 0,01 0,0028 0,0028
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,01 0,0028 0,0028
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,01 0,0028 0,0028
US65535VLL08 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 0,01 0,00 0,0028 0,0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0027 0,0027
RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (EZ1P2MZR4KH2) 0,01 −52,17 0,0027 −0,0023
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0027 0,0027
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,01 0,0027 0,0027
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,01 0,0027 0,0027
BOUGHT TRY SOLD USD 20250729 / DFE (000000000) 0,01 0,0026 0,0026
US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust 0,01 0,00 0,0026 0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0026 0,0026
RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 0,01 42,86 0,0025 0,0008
RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 0,01 42,86 0,0025 0,0008
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0024 0,0024
US75115LAA52 / RALI Series 2007-QH7 Trust 0,01 −9,09 0,0024 −0,0000
US31411GP718 / FNMA POOL 907746 FN 01/37 FIXED 6 0,01 −10,00 0,0024 0,0002
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) 0,01 28,57 0,0024 0,0006
US05401AAR23 / Avolon Holdings Funding Ltd 0,01 0,00 0,0023 0,0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0022 0,0022
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0022 0,0022
US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA 0,01 0,00 0,0020 0,0001
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,01 0,0020 0,0020
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,01 0,0020 0,0020
RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) 0,01 133,33 0,0019 0,0012
US31419AHX81 / Fannie Mae Pool 0,01 −12,50 0,0018 0,0001
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,01 0,0018 0,0018
US31418CKG86 / Fannie Mae Pool 0,01 0,00 0,0017 0,0001
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,01 0,0017 0,0017
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,01 0,0017 0,0017
US31414NBW39 / FNMA POOL 970853 FN 12/38 FIXED 6 0,01 0,00 0,0017 0,0001
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,01 0,0017 0,0017
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,01 0,0016 0,0016
RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) 0,01 20,00 0,0016 0,0004
US59020UVJ14 / Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A2 0,01 0,00 0,0016 0,0001
US3140H3ZT63 / FNMA POOL BJ2553 FN 12/47 FIXED 3.5 0,01 0,00 0,0015 0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0015 0,0015
US3140H1FV73 / Federal National Mortgage Association, Inc. 0,01 0,00 0,0014 0,0001
US31404RUM77 / FANNIE MAE 3.478% 03/01/2034 FNMA ARM 0,01 0,00 0,0014 −0,0000
RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) 0,01 100,00 0,0014 0,0007
US31411XMC64 / Fannie Mae Pool 0,01 0,00 0,0014 0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0014 0,0014
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0014 0,0014
RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) 0,01 66,67 0,0014 0,0005
US3140GYGZ67 / Federal National Mortgage Association 0,01 0,00 0,0014 0,0001
US3140H5LQ29 / FNMA POOL BJ3934 FN 12/47 FIXED 3.5 0,01 0,00 0,0013 0,0001
US31411E3U97 / FNMA POOL 906311 FN 01/37 FIXED 6 0,01 0,00 0,0013 0,0001
US31411W4N48 / FANNIE MAE POOL FN 917129 0,01 0,00 0,0013 0,0001
RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) 0,01 66,67 0,0013 0,0004
BOUGHT PEN SOLD USD 20250730 / DFE (000000000) 0,01 0,0012 0,0012
TRT061124T11 / Turkey Government Bond 0,01 0,00 0,0012 0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0012 0,0012
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0012 0,0012
RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,00 300,00 0,0011 0,0009
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,00 0,0011 0,0011
US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 0,00 0,00 0,0011 0,0001
EZG1MXP5KL27 / CDX IG41 5Y ICE 0,00 33,33 0,0010 0,0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0010 0,0010
BOUGHT KRW SOLD USD 20250710 / DFE (000000000) 0,00 0,0010 0,0010
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0010 0,0010
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0010 0,0010
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0010 0,0010
IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) 0,00 −25,00 0,0009 −0,0001
OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (EZCJCJ68DC78) 0,00 0,0009 0,0009
US3140H6CT42 / Fannie Mae Pool 0,00 0,00 0,0009 0,0001
EZ6MPW8FKYP3 / CDX EM36 ICE 0,00 0,0009 0,0008
EZLWQ22MVSP2 / CDX IG39 5Y ICE 0,00 0,00 0,0008 0,0001
RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,00 200,00 0,0008 0,0005
US83162CRR69 / UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20C 1 0,00 0,00 0,0008 0,0001
US94984GAD97 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A1 0,00 0,00 0,0008 0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,00 0,0007 0,0007
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,00 0,0007 0,0007
US31411HND88 / FNMA POOL 908588 FN 02/37 FIXED 6 0,00 −33,33 0,0007 0,0000
IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) 0,00 0,0007 0,0007
US31403DSK62 / FNMA POOL 745822 FN 09/36 FIXED VAR 0,00 0,00 0,0006 0,0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0006 0,0006
TRT061124T11 / Turkey Government Bond 0,00 0,00 0,0006 0,0000
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) 0,00 0,0006 0,0006
RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,00 100,00 0,0006 0,0003
RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,00 100,00 0,0006 0,0003
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0006 0,0006
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0006 0,0006
US126673J373 / ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M3 0,00 −71,43 0,0006 −0,0010
RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) 0,00 −50,00 0,0006 −0,0003
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0006 0,0006
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,00 100,00 0,0006 0,0003
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0006 0,0006
RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 0,00 −71,43 0,0005 −0,0012
US31411WA311 / FNMA POOL 916326 FN 04/37 FIXED 6 0,00 0,00 0,0005 0,0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,00 0,0005 0,0005
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,00 0,0005 0,0005
US3140HAQL76 / FNMA POOL BJ8558 FN 03/48 FIXED 3.5 0,00 0,00 0,0005 0,0000
BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) 0,00 −50,00 0,0004 −0,0000
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0,00 0,0004 0,0004
BOUGHT TRY SOLD USD 20251217 / DFE (000000000) 0,00 0,0004 0,0004
SOLD COP BOUGHT USD 20250917 / DFE (000000000) 0,00 0,0004 0,0004
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,00 0,0004 0,0004
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0003 0,0003
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0,00 0,0003 0,0003
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0,00 0,0003 0,0003
US31410PZE68 / FNCL UMBS 6.0 893641 09-01-36 0,00 0,00 0,0003 0,0000
BOUGHT TRY SOLD USD 20250724 / DFE (000000000) 0,00 0,0003 0,0003
US59020U4S19 / Merrill Lynch Mortgage Investors Trust Series MLCC 2006-1 0,00 0,00 0,0003 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0003 0,0003
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0003 0,0003
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0003 0,0003
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0003 0,0003
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0003 0,0003
IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) 0,00 0,0003 0,0003
US3140H5MU22 / FNMA POOL BJ3970 FN 01/48 FIXED 3.5 0,00 −100,00 0,0002 0,0000
US31411AGT60 / Fannie Mae Pool 0,00 0,0002 0,0000
IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) 0,00 −100,00 0,0002 −0,0009
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,00 0,0002 0,0002
US31409GPE07 / Fannie Mae Pool 0,00 0,0002 0,0000
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) 0,00 0,0002 0,0002
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
BNP PARIBAS SNR SE ICE / DCR (EZ7F30D5N508) 0,00 0,0001 −0,0000
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) 0,00 0,0001 0,0003
BOUGHT PEN SOLD USD 20250825 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
US31414M6W16 / FNMA POOL 970785 FN 11/38 FIXED 6 0,00 0,0001 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,00 0,0001 0,0001
US31410VVX53 / FNMA POOL 898930 FN 08/36 FIXED 6 0,00 0,0001 0,0000
BOUGHT PEN SOLD USD 20250707 / DFE (000000000) 0,00 0,0001 0,0001
US88522YAB56 / Thornburg Mortgage Securities Trust 2007-4 0,00 0,0001 −0,0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
US31410XBB10 / FNMA POOL 900134 FN 09/36 FIXED 6 0,00 0,0000 0,0000
BOUGHT KRW SOLD USD 20250708 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT DKK SOLD USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT DKK SOLD USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US31410NVD73 / FNMA POOL 892612 FN 09/36 FIXED 6 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US31410RJC43 / FNMA POOL 894959 FN 08/36 FIXED 6 0,00 0,0000 0,0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
US023138AA88 / Ambac Assurance Corp 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
317U7NKA1 PIMCO SWAPTION 5.85 PUT USD 20251121 / DIR (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
SOLD SEK BOUGHT USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
317U7NNA8 PIMCO SWAPTION 5.85 PUT USD 20251124 / DIR (EZZ8D3GWSG66) 0,00 0,0000 −0,0000
317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) 0,00 0,0000 0,0000
BOUGHT SEK 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 KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW 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 JPY BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) −0,00 −100,00 −0,0000 0,0003
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) −0,00 −100,00 −0,0000 0,0003
31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) −0,00 −100,00 −0,0000 0,0003
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) −0,00 −100,00 −0,0000 0,0003
31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) −0,00 −100,00 −0,0000 0,0003
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD TRY BOUGHT USD 20250728 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0001 −0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) −0,00 −0,0001 −0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0001 −0,0001
SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) −0,00 −0,0001 −0,0000
SOLD TRY BOUGHT USD 20250724 / DFE (000000000) −0,00 −0,0001 −0,0001
IRS EUR 2.28000 03/04/25-5Y LCH / DIR (EZQH3P2675Q7) −0,00 −100,00 −0,0001 −0,0005
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0001 −0,0001
IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) −0,00 −100,00 −0,0001 0,0004
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD ILS BOUGHT USD 20250709 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0002 −0,0002
ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) −0,00 −0,0002 −0,0002
CDX EM40 ICE / DCR (EZXWTK5G6C61) −0,00 −100,00 −0,0002 0,0004
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) −0,00 −0,0002 −0,0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,00 −0,0002 −0,0002
IRS EUR 2.65000 01/08/24-10Y LCH / DIR (EZGRMVPMTWZ4) −0,00 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD TRY BOUGHT USD 20250707 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0003 −0,0003
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0003 −0,0003
IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) −0,00 −0,0003 −0,0003
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0003 −0,0003
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0003 −0,0003
IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) −0,00 −75,00 −0,0003 0,0008
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0003 −0,0003
IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) −0,00 −50,00 −0,0003 0,0002
SOLD PEN BOUGHT USD 20250808 / DFE (000000000) −0,00 −0,0003 −0,0003
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) −0,00 −66,67 −0,0003 0,0004
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) −0,00 −66,67 −0,0003 0,0004
RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) −0,00 −80,00 −0,0004 0,0008
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0004 −0,0004
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) −0,00 −0,0004 −0,0004
SOLD TRY BOUGHT USD 20250701 / DFE (000000000) −0,00 −0,0004 −0,0004
SOLD TRY BOUGHT USD 20251217 / DFE (000000000) −0,00 −0,0004 −0,0004
IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) −0,00 −50,00 −0,0004 0,0001
IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (EZY2ZGSDJ3P8) −0,00 0,00 −0,0004 −0,0001
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0004 −0,0004
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) −0,00 −0,0005 −0,0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0005 −0,0005
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0005 −0,0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0006 −0,0006
RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) −0,00 100,00 −0,0006 −0,0003
RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) −0,00 100,00 −0,0006 −0,0002
IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) −0,00 −33,33 −0,0006 0,0001
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) −0,00 −33,33 −0,0006 0,0001
IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) −0,00 −33,33 −0,0006 0,0001
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) −0,00 −0,0006 −0,0006
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) −0,00 −0,0006 −0,0006
IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) −0,00 100,00 −0,0007 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0007 −0,0007
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0007 −0,0007
CDX EM42 ICE / DCR (EZ8N8SNTCSD6) −0,00 −60,00 −0,0007 0,0005
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0007 −0,0007
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,00 −0,0007 −0,0007
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,00 −0,0007 −0,0007
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,00 −0,0007 −0,0007
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) −0,00 50,00 −0,0008 −0,0003
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0008 −0,0008
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) −0,00 50,00 −0,0008 −0,0003
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0009 −0,0009
IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (EZ5F1PDPNS31) −0,00 50,00 −0,0009 −0,0003
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0009 −0,0009
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0010 −0,0010
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0010 −0,0010
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0010 −0,0010
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0010 −0,0010
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,00 −0,0011 −0,0011
IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) −0,00 −0,0011 −0,0012
IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) −0,01 66,67 −0,0012 −0,0005
SOLD PEN BOUGHT USD 20250929 / DFE (000000000) −0,01 −0,0012 −0,0012
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) −0,01 −0,0012 −0,0012
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) −0,01 −0,0012 −0,0012
SOLD IDR BOUGHT USD 20250711 / DFE (000000000) −0,01 −0,0012 −0,0012
IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) −0,01 66,67 −0,0012 −0,0006
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) −0,01 66,67 −0,0013 −0,0005
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) −0,01 −200,00 −0,0013 −0,0025
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0013 −0,0013
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0014 −0,0014
SOLD INR BOUGHT USD 20250709 / DFE (000000000) −0,01 −0,0014 −0,0014
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0014 −0,0014
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) −0,01 100,00 −0,0015 −0,0007
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0016 −0,0016
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0016 −0,0016
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0016 −0,0016
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0016 −0,0016
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0016 −0,0016
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0016 −0,0016
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0016 −0,0016
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0016 −0,0016
SOLD PEN BOUGHT USD 20251105 / DFE (000000000) −0,01 −0,0017 −0,0017
CDX EM43 ICE / DCR (000000000) −0,01 −0,0017 −0,0017
IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) −0,01 −12,50 −0,0018 −0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0018 −0,0018
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,01 −0,0019 −0,0019
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) −0,01 −0,0019 −0,0019
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0020 −0,0020
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0020 −0,0020
IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) −0,01 50,00 −0,0021 −0,0008
IRS EUR 2.71000 08/06/24-10Y LCH / DIR (EZVBYTCCB5R1) −0,01 50,00 −0,0022 −0,0007
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0022 −0,0022
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) −0,01 50,00 −0,0022 −0,0007
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0023 −0,0023
SOLD CLP BOUGHT USD 20250723 / DFE (000000000) −0,01 −0,0023 −0,0023
IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) −0,01 100,00 −0,0025 −0,0013
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) −0,01 −0,0025 −0,0025
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) −0,01 −0,0025 −0,0025
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0026 −0,0026
SOLD PEN BOUGHT USD 20251219 / DFE (000000000) −0,01 −0,0026 −0,0026
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,01 −0,0026 −0,0026
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0027 −0,0027
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0027 −0,0027
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) −0,01 37,50 −0,0028 −0,0010
SOLD PEN BOUGHT USD 20250804 / DFE (000000000) −0,01 −0,0028 −0,0028
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,01 −0,0029 −0,0029
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) −0,01 −0,0029 −0,0029
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) −0,01 −0,0030 −0,0030
SOLD PEN BOUGHT USD 20251128 / DFE (000000000) −0,01 −0,0030 −0,0030
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,01 −0,0032 −0,0032
IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) −0,01 62,50 −0,0032 −0,0014
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) −0,01 116,67 −0,0032 −0,0018
SOLD PEN BOUGHT USD 20250910 / DFE (000000000) −0,01 −0,0033 −0,0033
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,01 −0,0034 −0,0034
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,01 −0,0034 −0,0034
IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) −0,01 55,56 −0,0035 −0,0015
IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) −0,02 54,55 −0,0042 −0,0016
31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) −0,02 −0,0046 −0,0046
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,02 −0,0046 −0,0046
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) −0,02 −0,0046 −0,0046
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,02 −0,0046 −0,0046
OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) −0,02 42,86 −0,0048 −0,0018
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) −0,02 −0,0049 −0,0049
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) −0,02 −0,0049 −0,0049
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0050 −0,0050
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0050 −0,0050
IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000) −0,02 −0,0051 −0,0051
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,02 −0,0052 −0,0052
OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (EZB94V5ZTJT3) −0,02 57,14 −0,0052 −0,0022
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,02 −0,0053 −0,0053
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,02 −0,0054 −0,0054
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0054 −0,0054
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0057 −0,0057
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) −0,02 −0,0058 −0,0058
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,02 −0,0059 −0,0059
IRS EUR 3.25000 11/06/23-10Y LCH / DIR (EZMRVVG7GGF9) −0,03 56,25 −0,0061 −0,0024
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,03 −0,0062 −0,0062
ABX.HE.AAA.06-2 SP BOA / DCR (000000000) −0,03 −0,0063 −0,0063
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,03 −0,0065 −0,0065
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0066 −0,0066
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,03 −0,0070 −0,0070
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,03 −0,0072 −0,0072
317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) −0,03 −0,0073 −0,0073
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0073 −0,0073
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) −0,03 −0,0081 −0,0081
RFR USD SOFR/3.64960 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) −0,04 −142,68 −0,0084 −0,0263
RFR USD SOFR/3.64960 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) −0,04 −142,68 −0,0084 −0,0263
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) −0,04 −0,0090 −0,0090
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,04 −0,0091 −0,0091
RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) −0,04 −116,96 −0,0091 −0,0577
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,04 −0,0092 −0,0092
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) −0,04 −0,0093 −0,0093
OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (EZV4JXT1DTW8) −0,04 56,00 −0,0094 −0,0038
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,04 −0,0106 −0,0106
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,05 −0,0110 −0,0110
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,05 −0,0112 −0,0112
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) −0,05 −0,0114 −0,0114
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) −0,05 −0,0114 −0,0114
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,05 −0,0117 −0,0117
IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) −0,05 −0,0121 −0,0121
SOLD PEN BOUGHT USD 20250804 / DFE (000000000) −0,05 −0,0122 −0,0122
SOLD PEN BOUGHT USD 20251114 / DFE (000000000) −0,05 −0,0124 −0,0124
SOLD PEN BOUGHT USD 20250731 / DFE (000000000) −0,05 −0,0125 −0,0125
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,06 −0,0143 −0,0143
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,06 −0,0144 −0,0144
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,06 −0,0145 −0,0145
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,06 −0,0145 −0,0145
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,06 −0,0146 −0,0146
SPTR TRS EQUITY SOFR+61 JPM / DE (000000000) −0,06 −0,0150 −0,0150
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,06 −0,0150 −0,0150
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,06 −0,0150 −0,0150
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,06 −0,0152 −0,0152
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,07 −0,0154 −0,0154
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,07 −0,0157 −0,0157
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,07 −0,0157 −0,0157
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,07 −0,0157 −0,0157
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,07 −0,0157 −0,0157
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,07 −0,0158 −0,0158
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,07 −0,0160 −0,0160
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,07 −0,0161 −0,0161
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,07 −0,0162 −0,0162
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,07 −0,0164 −0,0164
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) −0,07 527,27 −0,0164 −0,0140
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,07 −0,0168 −0,0168
317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) −0,07 −0,0172 −0,0172
SOLD PEN BOUGHT USD 20251203 / DFE (000000000) −0,07 −0,0175 −0,0175
SOLD PEN BOUGHT USD 20250917 / DFE (000000000) −0,08 −0,0196 −0,0196
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) −0,09 −187,63 −0,0203 −0,0413
SPTR TRS EQUITY FEDL01+70 FAR / DE (000000000) −0,09 −0,0216 −0,0216
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,10 −0,0242 −0,0242
SPTR TRS EQUITY FEDL01+71 JPM / DE (000000000) −0,10 −0,0243 −0,0243
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) −0,10 −0,0243 −0,0243
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,12 −0,0282 −0,0282
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) −0,12 −0,0283 −0,0283
SOLD PEN BOUGHT USD 20250703 / DFE (000000000) −0,12 −0,0293 −0,0293
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) −0,16 −0,0389 −0,0389
SPTR TRS EQUITY SOFR+53 JPM / DE (000000000) −0,19 −0,0463 −0,0463
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) −0,26 −291,97 −0,0627 −0,0924
SPTR TRS EQUITY SOFR+70 BOA / DE (000000000) −0,28 −0,0669 −0,0669
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) −0,29 −0,0692 −0,0692
RFR USD SOFR/3.25000 06/18/25-7Y CME / DIR (EZNM897HLTQ3) −0,31 −0,0739 −0,0739
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,32 −0,0763 −0,0763
SPTR TRS EQUITY FEDL01+70 BOA / DE (000000000) −0,41 −0,0975 −0,0975
SPTR TRS EQUITY FEDL01+70 BOA / DE (000000000) −0,41 −0,0975 −0,0975
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) −0,44 −43,33 −0,1052 0,0634
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) −0,49 −4,45 −0,1174 −0,0056
SPTR TRS EQUITY FEDL01+96 *BULLET* BOA / DE (000000000) −2,89 −0,6856 −0,6856
SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) −4,53 −1,0770 −1,0770
SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) −4,53 −1,0770 −1,0770
SPTR TRS EQUITY FEDL01+76 *BULLET* BPS / DE (000000000) −11,77 −2,7946 −2,7946
US01F0326821 / Fannie Mae or Freddie Mac −18,36 −38 356,25 −4,3611 −4,3698