Grundläggande statistik
| Portföljvärde | $ 986 812 113 |
| Aktuella positioner | 385 |
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)
PLVLX - PIMCO RAE Low Volatility PLUS EMG Fund Institutional Class har redovisat 385 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 986 812 113 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). PLVLX - PIMCO RAE Low Volatility PLUS EMG Fund Institutional Classs största innehav är United States Treasury Note/Bond (US:US9128286B18) , United States Treasury Note/Bond (US:US912828M805) , Uniform Mortgage-Backed Security, TBA (US:US01F0306294) , Uniform Mortgage-Backed Security, TBA (US:US01F0406284) , and Uniform Mortgage-Backed Security, TBA (US:US01F0406102) . PLVLX - PIMCO RAE Low Volatility PLUS EMG Fund Institutional Classs nya positioner inkluderar United States Treasury Note/Bond (US:US9128286B18) , United States Treasury Note/Bond (US:US912828M805) , Uniform Mortgage-Backed Security, TBA (US:US01F0306294) , Uniform Mortgage-Backed Security, TBA (US:US01F0406284) , and Uniform Mortgage-Backed Security, TBA (US:US01F0406102) .
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$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| 96,84 | 13,7423 | 13,7423 | ||
| 85,29 | 12,1038 | 12,1038 | ||
| 57,22 | 8,1201 | 8,1201 | ||
| 48,56 | 6,8919 | 6,8919 | ||
| 47,21 | 6,6993 | 6,6993 | ||
| 25,70 | 3,6471 | 3,6471 | ||
| 18,47 | 2,6218 | 2,6218 | ||
| 23,67 | 3,3591 | 1,8965 | ||
| 11,59 | 1,6444 | 1,6444 | ||
| 11,37 | 1,6131 | 1,6131 |
Största minskningarna detta kvartal
Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.
| Värdepapper | Aktier (MM) |
Värde (MM$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| −113,54 | −16,1120 | −16,1120 | ||
| −32,64 | −4,6321 | −4,6321 | ||
| −6,12 | −0,8688 | −1,7888 | ||
| −7,51 | −1,0654 | −1,0654 | ||
| 7,87 | 1,1171 | −0,8233 | ||
| 89,61 | 12,7170 | −0,6404 | ||
| −3,73 | −0,5292 | −0,5292 | ||
| −3,30 | −0,4683 | −0,4683 | ||
| −3,10 | −0,4401 | −0,4401 | ||
| 87,55 | 12,4240 | −0,3664 |
13F- och fond arkiveringar
Denna blankett lämnades in den 2020-02-27 för rapporteringsperioden 2019-12-31. Klicka på länksymbolen för att se hela transaktionshistoriken.
Uppgradera för att låsa upp premiumdata och exportera till Excel
.
022-07-28: Viktig notering - Vi har ändrat behandlingen av Δ Portfolio % kolumnen i denna tabell. Tidigare rapporterade vi den som den procentuella förändringen i portföljallokeringen. Vi rapporterar den nu som den råa förändringen i portföljallokeringen (fortfarande rapporterad som en procent). I formeltermer rapporterade vi det tidigare som 100 * (nuvarande allokering - tidigare allokering) / tidigare allokering. Nu rapporterar vi det som (aktuell allokering - tidigare allokering).
| Värdepapper | Typ | Genomsnittligt aktiepris | Aktier (MM) |
ΔAktier (%) |
ΔAktier (%) |
Värde ($MM) |
Portfölj (%) |
ΔPortfölj (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| PIMCO ST FLOATING NAV PORT IV MUTUAL FUND / STIV (000000000) | 96,84 | −1 383 485,71 | 13,7423 | 13,7423 | |||||
| US9128286B18 / United States Treasury Note/Bond | 89,61 | −2,17 | 12,7170 | −0,6404 | |||||
| US912828M805 / United States Treasury Note/Bond | 87,55 | −0,19 | 12,4240 | −0,3664 | |||||
| US01F0306294 / Uniform Mortgage-Backed Security, TBA | 85,29 | 12,1038 | 12,1038 | ||||||
| US01F0406284 / Uniform Mortgage-Backed Security, TBA | 57,22 | 8,1201 | 8,1201 | ||||||
| US01F0406102 / Uniform Mortgage-Backed Security, TBA | 48,56 | 6,8919 | 6,8919 | ||||||
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND / STIV (000000000) | 47,21 | −674 500,00 | 6,6993 | 6,6993 | |||||
| US912828L658 / United States Treasury Note/Bond | 36,43 | 0,23 | 5,1694 | −0,1305 | |||||
| US912828N480 / United States Treasury Note/Bond | 30,93 | 0,15 | 4,3896 | −0,1142 | |||||
| US912828T263 / United States Treasury Note/Bond | 28,89 | −0,35 | 4,0995 | −0,1277 | |||||
| US01F0326250 / Uniform Mortgage-Backed Security, TBA | 25,70 | 3,6471 | 3,6471 | ||||||
| US912828SA95 / United States Treasury Inflation Indexed Bonds | 24,55 | 1,17 | 3,4837 | −0,0545 | |||||
| US912828X398 / United States Treasury Inflation Indexed Bonds | 23,67 | 135,99 | 3,3591 | 1,8965 | |||||
| ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 18,59 | −1,48 | 2,6379 | −0,1135 | |||||
| US912828QV50 / United States Treasury Inflation Indexed Bonds | 18,47 | 2,6218 | 2,6218 | ||||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 13,29 | −1,23 | 1,8863 | −0,0762 | |||||
| US912810SF66 / Us Treasury Bond | 11,72 | −5,56 | 1,6636 | −0,1465 | |||||
| US01F0426241 / Uniform Mortgage-Backed Security, TBA | 11,59 | 1,6444 | 1,6444 | ||||||
| US59024FAB04 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A2A | 11,43 | −4,46 | 1,6226 | −0,1226 | |||||
| RALVEIET TRS EQUITY 1ML+105 BPS / DE (000000000) | 11,37 | −162 471,43 | 1,6131 | 1,6131 | |||||
| US912828VV95 / United States Treasury Note/Bond | 10,63 | 0,05 | 1,5089 | −0,0407 | |||||
| RALVEIET TRS EQUITY 1ML+111 *BULLET* JPM / DE (000000000) | 9,81 | −140 214,29 | 1,3919 | 1,3919 | |||||
| US07386XAA46 / Bear Stearns ALT-A Trust 2007-1 | 9,49 | 13,39 | 1,3469 | 0,1263 | |||||
| US32029AAC18 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A2B | 9,45 | −3,49 | 1,3417 | −0,0868 | |||||
| FNCL / Fidelity Covington Trust - Fidelity MSCI Financials Index ETF | 9,29 | 1,3183 | 1,3183 | ||||||
| US912828L575 / United States Treasury Note/Bond | 8,13 | −0,15 | 1,1538 | −0,0336 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 7,87 | −40,85 | 1,1171 | −0,8233 | |||||
| US9128285J52 / United States Treasury Note/Bond | 7,80 | −1,17 | 1,1063 | −0,0439 | |||||
| US9128285C00 / US TREASURY N/B 09/25 3 | 7,79 | −1,13 | 1,1057 | −0,0435 | |||||
| US01F0326177 / Uniform Mortgage-Backed Security, TBA | 7,20 | 1,0214 | 1,0214 | ||||||
| US9128283Z13 / United States Treasury Note/Bond | 6,73 | −0,91 | 0,9545 | −0,0353 | |||||
| US912828V236 / United States Treasury Note/Bond | 6,13 | −0,57 | 0,8703 | −0,0291 | |||||
| US38145GAF72 / Goldman Sachs Group (variable) Bond | 6,05 | 0,00 | 0,8582 | −0,0236 | |||||
| US06051GHC69 / Bank of America Corp | 5,97 | 0,27 | 0,8477 | −0,0210 | |||||
| US7609857G05 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS7 A2A | 5,94 | −7,33 | 0,8431 | −0,0918 | |||||
| US17307GFP81 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 NCM1 1A1 | 5,77 | −6,58 | 0,8183 | −0,0819 | |||||
| US912828L997 / U.S. T. NOTE | 5,59 | 0,23 | 0,7929 | −0,0200 | |||||
| US912828A420 / United States Treasury Note/Bond | 5,52 | 0,09 | 0,7831 | −0,0208 | |||||
| US86364YAA29 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 11 1A1 | 4,98 | −9,65 | 0,7070 | −0,0971 | |||||
| US74923WAB46 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 1A2 | 4,72 | −0,27 | 0,6702 | −0,0203 | |||||
| HWKSM / HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A | 4,71 | 3,27 | 0,6682 | 0,0033 | |||||
| US03072SXE08 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M2 | 4,57 | −0,09 | 0,6486 | −0,0185 | |||||
| US00206RDV15 / AT&T Inc | 4,24 | 0,07 | 0,6019 | −0,0162 | |||||
| US251526BS76 / DEUTSCHE BANK NY SR UNSECURED 02/23 VAR | 4,02 | 1,75 | 0,5706 | −0,0057 | |||||
| US3140Q9C847 / FNMA POOL CA1894 FN 06/48 FIXED 4 | 3,99 | −8,30 | 0,5660 | −0,0682 | |||||
| US07386HA928 / Bear Stearns ALT-A Trust 2006-1 | 3,86 | −5,51 | 0,5477 | −0,0478 | |||||
| US367910AU06 / GE-WMC Asset-Backed Pass-Through Certificates Series 2005-2 | 3,84 | −4,38 | 0,5453 | −0,0407 | |||||
| US93935EAA29 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 8 A1 | 3,75 | −2,04 | 0,5316 | −0,0261 | |||||
| US66988YAD40 / NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C | 3,60 | −1,40 | 0,5115 | −0,0215 | |||||
| RALVEIET TRS EQUITY 1ML+109 JPM / DE (000000000) | 3,47 | −49 614,29 | 0,4920 | 0,4920 | |||||
| US161175BB96 / Charter Communications Operating LLC / Charter Communications Operating Capital | 3,36 | −0,18 | 0,4773 | −0,0141 | |||||
| US17313MAA53 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A8 A1 | 3,24 | −3,32 | 0,4592 | −0,0288 | |||||
| US3138WKW270 / FNMA POOL AS9664 FN 06/47 FIXED 4 | 3,21 | −9,83 | 0,4555 | −0,0635 | |||||
| US94985GAH92 / Wells Fargo Alternative Loan 2007-PA3 Trust | 3,12 | −2,90 | 0,4427 | −0,0257 | |||||
| US21H0506152 / Ginnie Mae | 3,06 | 0,4338 | 0,4338 | ||||||
| US9128285T35 / United States Treasury Note/Bond | 3,04 | −1,17 | 0,4312 | −0,0171 | |||||
| US3132Y0H290 / Freddie Mac Gold Pool | 3,02 | −11,15 | 0,4287 | −0,0671 | |||||
| US302154AX70 / Export-Import Bank of Korea | 2,96 | −0,20 | 0,4204 | −0,0125 | |||||
| US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 | 2,96 | −8,48 | 0,4195 | −0,0516 | |||||
| US654740AZ24 / Nissan Motor Acceptance Corp | 2,91 | −0,27 | 0,4128 | −0,0125 | |||||
| US863613AA32 / Structured Asset Securities Corp Mortgage Loan Trust 2007-MLN1 | 2,90 | −3,11 | 0,4111 | −0,0248 | |||||
| XS1968576568 / TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A | 2,78 | 1,83 | 0,3950 | −0,0037 | |||||
| US02147QAR39 / Alternative Loan Trust 2006-19CB | 2,50 | −3,85 | 0,3548 | −0,0243 | |||||
| US31418CV355 / FANNIE MAE 4.00% 04/01/2048 FNL FNCL | 2,43 | −9,74 | 0,3446 | −0,0477 | |||||
| US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital | 2,42 | 0,17 | 0,3439 | −0,0089 | |||||
| US46628TAA97 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A1 | 2,33 | −0,60 | 0,3311 | −0,0111 | |||||
| US46630WAL46 / JP Morgan Mortgage Trust 2007-S2 | 2,27 | −4,82 | 0,3226 | −0,0257 | |||||
| CH0244100266 / UBS AG SUBORDINATED REGS 05/24 5.125 | 2,27 | 0,13 | 0,3219 | −0,0085 | |||||
| US61748BAD64 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4 | 2,22 | −3,52 | 0,3155 | −0,0205 | |||||
| US576434YE84 / MASTR ALTERNATIVE LOANS TRUST MALT 2004 12 2A1 | 2,22 | −5,14 | 0,3145 | −0,0261 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 2,22 | −1,38 | 0,3144 | −0,0133 | |||||
| US86361WAA99 / Structured Asset Mortgage Investments II Trust 2006-AR8 | 2,20 | −4,06 | 0,3116 | −0,0221 | |||||
| US23246LAA70 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 1A | 2,14 | 0,23 | 0,3042 | −0,0077 | |||||
| US912828VB32 / United States Treasury Note Bond | 2,11 | −0,24 | 0,2990 | −0,0091 | |||||
| XS1043552188 / LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | 2,08 | 11,03 | 0,2958 | 0,0221 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 2,03 | −1,17 | 0,2884 | −0,0114 | |||||
| US172967MA69 / Citigroup Inc | 2,02 | 0,50 | 0,2873 | −0,0065 | |||||
| US06740L8C27 / Barclays Bank Plc 7.625% 11/21/22 | 2,02 | 1,96 | 0,2872 | −0,0023 | |||||
| US06738EBC84 / Barclays PLC | 2,02 | 1,61 | 0,2872 | −0,0032 | |||||
| US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 2,01 | −2,90 | 0,2852 | −0,0166 | |||||
| US232422AA31 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 1A | 1,98 | −2,32 | 0,2811 | −0,0147 | |||||
| US36184BZ674 / Ginnie Mae I Pool | 1,97 | −6,10 | 0,2799 | −0,0265 | |||||
| US12668ATB16 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A4 | 1,96 | −2,58 | 0,2788 | −0,0153 | |||||
| US040114GK09 / Argentine Republic Government International Bond | 1,94 | 22,41 | 0,2752 | 0,0441 | |||||
| US12668PAA03 / Alternative Loan Trust 2006-OA17 | 1,91 | −8,05 | 0,2707 | −0,0318 | |||||
| US LONG BOND(CBT) MAR20 XCBT 20200320 / DIR (000000000) | 1,89 | −27 157,14 | 0,2688 | 0,2688 | |||||
| US55275BAE74 / Mastr Asset Backed Securities Trust 2006-NC2 | 1,89 | −2,28 | 0,2679 | −0,0138 | |||||
| US173145AA17 / Citigroup Mortgage Loan Trust 2008-RR1 | 1,86 | −2,57 | 0,2636 | −0,0144 | |||||
| US00206RGD89 / AT&T, Inc. | 1,83 | −0,11 | 0,2600 | −0,0074 | |||||
| USY62014AA64 / NAKILAT INC SR SECURED REGS 12/33 6.067 | 1,83 | 0,44 | 0,2597 | −0,0061 | |||||
| US912828TE09 / United States Treasury Inflation Indexed Bonds | 1,80 | 0,2552 | 0,2552 | ||||||
| IRS USD 3.01000 09/28/18-5Y CME / DIR (000000000) | 1,79 | −25 614,29 | 0,2536 | 0,2536 | |||||
| RALVEIET TRS EQUITY 1ML+106 MEI / DE (000000000) | 1,79 | −25 614,29 | 0,2535 | 0,2535 | |||||
| US12669QAA76 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A | 1,73 | 1,46 | 0,2462 | −0,0032 | |||||
| 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL / DIR (000000000) | 1,73 | −24 800,00 | 0,2454 | 0,2454 | |||||
| US73316NAB10 / POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A2 | 1,69 | −8,24 | 0,2402 | −0,0287 | |||||
| XS1002121454 / STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 6.5 | 1,16 | 1,66 | 4,14 | 0,2354 | 0,0030 | ||||
| US12670FAA84 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A | 1,62 | −0,61 | 0,2303 | −0,0077 | |||||
| US23242EAG44 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 2AV | 1,59 | −5,70 | 0,2253 | −0,0201 | |||||
| US780097BG51 / NatWest Group PLC | 1,58 | 2,66 | 0,2246 | −0,0001 | |||||
| US36258AAA88 / GLS Auto Receivables Issuer Trust 2019-3 | 1,58 | −13,73 | 0,2238 | −0,0428 | |||||
| US06738EBE41 / Barclays PLC | 1,57 | 0,45 | 0,2223 | −0,0050 | |||||
| RABOBK / Coöperatieve Rabobank U.A. - Corporate Bond/Note | 1,48 | 1,16 | 0,2100 | −0,0032 | |||||
| US80283LAX10 / Santander UK PLC | 1,43 | 0,63 | 0,2032 | −0,0042 | |||||
| US34540RAC07 / Ford Motor Credit Co LLC | 1,40 | 0,14 | 0,1990 | −0,0052 | |||||
| DE000DL19TX8 / DEUTSCHE BANK AG SR UNSECURED REGS 12/20 VAR | 1,34 | 3,39 | 0,1906 | 0,0011 | |||||
| US07386HZE43 / Bear Stearns ALT-A Trust 2005-10 | 1,33 | −6,61 | 0,1886 | −0,0190 | |||||
| US84751PFW41 / SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3 | 1,32 | −7,17 | 0,1874 | −0,0201 | |||||
| US46647PAW68 / Jpmorgan Chase (variable) Bond | 1,31 | 0,46 | 0,1861 | −0,0043 | |||||
| US853254BR03 / STANDARD CHARTERED PLC SR UNSECURED 144A 09/22 VAR | 1,31 | 0,23 | 0,1860 | −0,0046 | |||||
| US80281LAJ44 / Santander UK Group Holdings PLC | 1,30 | 0,70 | 0,1839 | −0,0037 | |||||
| US12668NAA54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A | 1,29 | −6,40 | 0,1826 | −0,0178 | |||||
| US75971FAE34 / Renaissance Home Equity Loan Trust 2007-3 | 1,27 | −2,54 | 0,1798 | −0,0098 | |||||
| US004421FG34 / ACE SECURITIES CORP. ACE 2004 IN1 M1 | 1,26 | −0,63 | 0,1789 | −0,0060 | |||||
| US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | 1,26 | −2,78 | 0,1787 | −0,0101 | |||||
| US07400NAA81 / BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR5 BSMF 2007-AR5 1A1A | 1,25 | −1,73 | 0,1778 | −0,0081 | |||||
| US345838AE68 / Forest Laboratories Inc. | 1,24 | 0,16 | 0,1766 | −0,0047 | |||||
| ARGPOM / REPUBLIC OF ARGENTINA BONDS 06/20 VAR | 1,24 | 10,32 | 0,1761 | 0,0121 | |||||
| US904678AG48 / UNICREDIT SPA SR UNSECURED 144A 12/23 7.83 | 1,23 | −0,49 | 0,1739 | −0,0058 | |||||
| US126670KJ66 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 1A | 1,22 | −2,40 | 0,1734 | −0,0091 | |||||
| US654740BD03 / Nissan Motor Acceptance Corp | 1,20 | 0,1705 | 0,1705 | ||||||
| 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL / DIR (000000000) | 1,18 | −16 971,43 | 0,1677 | 0,1677 | |||||
| US126694VP00 / COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1 | 1,17 | −10,30 | 0,1657 | −0,0241 | |||||
| US05533XAA00 / BCAP LLC 2011-RR4-I Trust | 1,17 | −15,57 | 0,1655 | −0,0360 | |||||
| US780097BH35 / ROYAL BK SCOTLND GRP PLC SR UNSECURED 06/24 VAR | 1,12 | 1,36 | 0,1586 | −0,0023 | |||||
| XS1791937441 / SAUDI INTERNATIONAL BOND SR UNSECURED REGS 04/25 4 | 1,08 | 0,1532 | 0,1532 | ||||||
| US90261AAB89 / Ubs Ag Stamford Ct 7.625% 08/17/22 | 1,07 | −0,09 | 0,1520 | −0,0044 | |||||
| US3622X7AE69 / GSR Mortgage Loan Trust, Series 2006-9F, Class 3A1 | 1,05 | −2,87 | 0,1488 | −0,0087 | |||||
| US78009PEH01 / NatWest Group PLC | 1,03 | 2,58 | 0,1468 | −0,0002 | |||||
| US654740BJ72 / Nissan Motor Acceptance Corp | 1,02 | 0,1449 | 0,1449 | ||||||
| US233851DV31 / Daimler Finance North America LLC | 1,01 | 0,30 | 0,1430 | −0,0036 | |||||
| PETBRA / Petrobras Global Finance BV | 0,99 | 2,80 | 0,1405 | −0,0001 | |||||
| US46625HHA14 / Jpmorgan 7.9 Perp/call 4/18 - Bond | 0,95 | 0,96 | −31,53 | 0,1368 | −0,0686 | ||||
| US36183QDX07 / GNMA POOL AK6418 GN 12/44 FIXED 3.5 | 0,95 | −11,10 | 0,1342 | −0,0209 | |||||
| US912828WE61 / United States Treasury Note/Bond | 0,94 | −0,64 | 0,1329 | −0,0045 | |||||
| US46628TAC53 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A3 | 0,93 | −2,51 | 0,1326 | −0,0073 | |||||
| US53947BAE02 / LLOYDS BANK CORPORATE | 0,90 | −0,11 | 0,1280 | −0,0036 | |||||
| US06738EBD67 / Barclays PLC | 0,90 | 2,62 | 0,1280 | −0,0002 | |||||
| US912828P469 / United States Treasury Note/Bond | 0,89 | −1,00 | 0,1265 | −0,0048 | |||||
| US780097BB64 / Royal Bk Scotland Group Plc Bond | 0,87 | 0,93 | 0,1230 | −0,0023 | |||||
| US040114HQ69 / Argentine Republic Government International Bond | 0,85 | 15,78 | 0,1208 | 0,0135 | |||||
| US46513YJJ82 / STATE OF ISRAEL SR UNSECURED 01/48 4.125 | 0,81 | −1,46 | 0,1153 | −0,0049 | |||||
| US863576FJ82 / Structured Asset Securities Corporation Mortgage Loan Trust 2006-wf1 M2 1.33056 25-feb-2036 Bond | 0,81 | −33,14 | 0,1149 | −0,0616 | |||||
| US780099CK11 / Royal Bank of Scotland Group Plc Bond | 0,81 | 265,16 | 0,1145 | 0,0823 | |||||
| US404280BQ12 / HSBC Holdings PLC | 0,80 | 0,00 | 0,1137 | −0,0031 | |||||
| IRS USD 3.00000 12/14/18-5Y CME / DIR (000000000) | 0,79 | −11 371,43 | 0,1120 | 0,1120 | |||||
| US17313EAA38 / Citigroup Mortgage Loan Trust 2007-FS1 | 0,79 | −6,74 | 0,1120 | −0,0115 | |||||
| US539439AU36 / Lloyds Banking Group PLC | 0,79 | 145,31 | 0,1115 | 0,0648 | |||||
| HSBC26C / HSBC Holdings PLC | 0,76 | 0,67 | 0,1074 | −0,0023 | |||||
| US61753KAD81 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5 | 0,76 | 0,00 | 0,1071 | −0,0030 | |||||
| US539439AS89 / Lloyds Banking Group PLC | 0,74 | 0,82 | 0,1053 | −0,0020 | |||||
| XS1394911496 / BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS 12/49 VAR | 0,74 | 2,07 | 0,1049 | −0,0007 | |||||
| FFHCN / FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 03/28 2.75 | 0,73 | 1,11 | 0,1034 | −0,0017 | |||||
| XS1002801758 / BARCLAYS PLC JR SUBORDINA 12/49 VAR | 0,72 | 2,71 | 0,1021 | 0,1021 | |||||
| 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL / DIR (000000000) | 0,72 | −10 342,86 | 0,1018 | 0,1018 | |||||
| US780099CJ48 / Royal Bank of Scotland Group Plc Bond | 0,72 | 0,00 | 0,1017 | −0,0028 | |||||
| XS1989380503 / NETFLIX INC SR UNSECURED 144A 11/29 3.875 | 0,71 | 2,73 | 0,1014 | −0,0000 | |||||
| US36184HY815 / GNMA POOL AL9735 GN 04/45 FIXED 3.5 | 0,68 | −0,29 | 0,0963 | −0,0029 | |||||
| US41162NAC11 / HARBORVIEW MORTGAGE LOAN TRUST 2006-14 SER 2006-14 CL 2A1A V/R REGD 1.88325000 | 0,68 | −3,70 | 0,0960 | −0,0064 | |||||
| US539439AT62 / Lloyds Banking Group PLC | 0,67 | 1,67 | 0,0954 | −0,0010 | |||||
| US93363TAB89 / WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust | 0,67 | −0,89 | 0,0949 | −0,0034 | |||||
| XS1791939736 / Saudi Government International Bond | 0,66 | 0,0935 | 0,0935 | ||||||
| US07387AEC53 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 8 A4 144A | 0,64 | −12,81 | 0,0909 | −0,0162 | |||||
| US780097BJ90 / Royal Bank of Scotland Group PLC | 0,64 | 0,95 | 0,0904 | −0,0016 | |||||
| US073868BE01 / BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 | 0,63 | −3,81 | 0,0896 | −0,0061 | |||||
| US02149MAX74 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A9 | 0,62 | −4,31 | 0,0882 | −0,0065 | |||||
| US912828X703 / United States Treasury Note/Bond | 0,61 | −0,65 | 0,0863 | −0,0029 | |||||
| US74924TAC80 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A3 | 0,60 | −9,31 | 0,0858 | −0,0113 | |||||
| XS1998799792 / BARCLAYS PLC JR SUBORDINA VAR | 0,60 | 0,0852 | 0,0852 | ||||||
| US 5YR NOTE (CBT) MAR20 XCBT 20200331 / DIR (000000000) | 0,58 | −8 314,29 | 0,0817 | 0,0817 | |||||
| US3622A2EV00 / Ginnie Mae I Pool | 0,56 | −6,37 | 0,0793 | −0,0077 | |||||
| IRS USD 1.50000 12/18/19-5Y CME / DIR (000000000) | 0,56 | −8 028,57 | 0,0789 | 0,0789 | |||||
| US23243HAA95 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A | 0,55 | −0,36 | 0,0782 | −0,0024 | |||||
| US36184AVY27 / GNMA POOL AL4231 GN 02/45 FIXED 3.5 | 0,53 | −7,14 | 0,0758 | −0,0080 | |||||
| US34540XAB91 / Ford Motor Credit Co LLC | 0,51 | −15,50 | 0,0720 | −0,0155 | |||||
| US345397ZL06 / Ford Motor Credit Co LLC | 0,51 | 0,00 | 0,0720 | −0,0021 | |||||
| US004421PT45 / ACE SECURITIES CORP. ACE 2005 HE4 M4 | 0,50 | −0,59 | 0,0715 | −0,0023 | |||||
| 934NVQII2 / AMERICAN HONDA FINANCE CORP TERM LOAN | 0,50 | 0,20 | 0,0710 | −0,0019 | |||||
| INF SWAP EM NI 1.946 03/15/18-30Y LCH / DIR (000000000) | 0,50 | −7 171,43 | 0,0704 | 0,0704 | |||||
| US949746PM79 / Wells Fargo & Co New Bond | 0,48 | 0,49 | 0,00 | 0,0696 | −0,0019 | ||||
| XS1400626690 / COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/49 VAR | 0,49 | 2,52 | 0,0693 | −0,0002 | |||||
| US36198RXS02 / GNMA POOL AI5189 GN 02/45 FIXED 3.5 | 0,45 | −3,62 | 0,0641 | −0,0043 | |||||
| US61750SAA06 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 | 0,45 | −4,05 | 0,0639 | −0,0045 | |||||
| US912810SD19 / United States Treas Bds Bond | 0,45 | −5,46 | 0,0639 | −0,0056 | |||||
| INF SWAP EM NI 0.74 01/15/15-5Y LCH / DIR (000000000) | 0,44 | −6 428,57 | 0,0629 | 0,0629 | |||||
| US74923LAA08 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO4 A1 | 0,44 | −4,77 | 0,0623 | −0,0049 | |||||
| XS1571333811 / BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR | 0,43 | 11,86 | 0,0616 | 0,0049 | |||||
| US61744CQA70 / MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-WMC3 MSAC 2005-WMC3 M4 | 0,43 | −7,99 | 0,0606 | −0,0069 | |||||
| IRS CAD 2.75000 12/18/18-30Y LCH / DIR (000000000) | 0,43 | −6 171,43 | 0,0604 | 0,0604 | |||||
| US345838AA47 / Allergan Sales LLC | 0,42 | −0,48 | 0,0594 | −0,0019 | |||||
| US004421FH17 / ACE SECURITIES CORP. ACE 2004 IN1 M2 | 0,41 | 1,23 | 0,0587 | −0,0009 | |||||
| US404280BR94 / HSBC Holdings PLC | 0,40 | 0,50 | 0,0573 | −0,0013 | |||||
| US36183PL700 / Ginnie Mae I Pool | 0,39 | −0,76 | 0,0556 | −0,0020 | |||||
| US23244AAA34 / Countrywide Asset-Backed Certificates | 0,39 | −3,01 | 0,0551 | −0,0032 | |||||
| INF SWAP GB NI 3.595 11/15/18-10Y LCH / DIR (000000000) | 0,35 | −5 085,71 | 0,0496 | 0,0496 | |||||
| US36182QB883 / GNMA POOL AH7263 GN 01/45 FIXED 3.5 | 0,34 | −0,58 | 0,0485 | −0,0017 | |||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 0,34 | −1,45 | 0,0482 | −0,0019 | |||||
| US23243WAC29 / CWABS Asset-Backed Certificates Trust, Series 2006-18, Class 2A2 | 0,33 | −5,71 | 0,0469 | −0,0042 | |||||
| 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL / DIR (000000000) | 0,33 | −4 757,14 | 0,0464 | 0,0464 | |||||
| US03072SX422 / Ameriquest Mortgage Securities Trust 2006-R1 | 0,32 | −6,12 | 0,0457 | −0,0044 | |||||
| INF SWAP GB NI 3.49 09/15/18-10Y LCH / DIR (000000000) | 0,32 | −4 657,14 | 0,0454 | 0,0454 | |||||
| US 2YR NOTE (CBT) MAR20 XCBT 20200331 / DIR (000000000) | 0,31 | −4 471,43 | 0,0436 | 0,0436 | |||||
| US172967LL34 / Citigroup Inc | 0,30 | 0,66 | 0,0432 | −0,0010 | |||||
| US36183XNF32 / GNMA POOL AL2190 GN 02/45 FIXED 3.5 | 0,29 | −0,69 | 0,0411 | −0,0015 | |||||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0,28 | −5,35 | 0,0403 | −0,0034 | |||||
| US83612HAC25 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A3 | 0,28 | −9,03 | 0,0401 | −0,0051 | |||||
| US52524HAB69 / Lehman XS Trust Series 2007-4N | 0,27 | −41,70 | 0,0390 | −0,0297 | |||||
| US3137B66E61 / FREDDIE MAC FHR 4273 PF | 0,26 | −5,20 | 0,0363 | −0,0029 | |||||
| US36242DKL63 / GSAMP TRUST GSAMP 2004 WF M2 | 0,26 | −4,49 | 0,0362 | −0,0028 | |||||
| US3138WET253 / Fannie Mae Pool | 0,25 | −6,99 | 0,0360 | −0,0038 | |||||
| US912796TG47 / United States Treasury Bill 02/20/2020 Tblm Bond | 0,25 | 0,0355 | 0,0355 | ||||||
| US41161VAC46 / HarborView Mortgage Loan Trust 2006-7 | 0,25 | −2,38 | 0,0350 | −0,0018 | |||||
| US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 | 0,23 | −2,50 | 0,0332 | −0,0019 | |||||
| BOUGHT BRL/SOLD USD / DFE (000000000) | 0,23 | −3 371,43 | 0,0325 | 0,0325 | |||||
| BOUGHT COP/SOLD USD / DFE (000000000) | 0,23 | −3 357,14 | 0,0325 | 0,0325 | |||||
| XS0957135212 / CREDIT SUISSE AG SUBORDINATED REGS 08/23 6.5 | 0,22 | 0,00 | 0,0317 | −0,0008 | |||||
| US80386WAA36 / Sasol Financing USA LLC | 0,22 | 0,00 | 0,0307 | −0,0008 | |||||
| US12644VAB45 / CSN Resources SA | 0,21 | 1,91 | 0,0303 | −0,0002 | |||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0,20 | −8,22 | 0,0285 | −0,0034 | |||||
| US12669GXF35 / Reperforming Loan REMIC Trust 2005-R1 | 0,19 | −4,98 | 0,0271 | −0,0022 | |||||
| US17318UAK07 / Citigroup Commercial Mortgage Trust 2012-GC8 | 0,19 | −11,43 | 0,0265 | −0,0042 | |||||
| US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 | 0,19 | −1,06 | 0,0264 | −0,0011 | |||||
| BOUGHT RUB/SOLD USD / DFE (000000000) | 0,18 | −2 614,29 | 0,0251 | 0,0251 | |||||
| BOUGHT AUD/SOLD USD / DFE (000000000) | 0,16 | −2 400,00 | 0,0229 | 0,0229 | |||||
| US167486D225 / CHICAGO IL | 0,16 | −1,27 | 0,0220 | −0,0010 | |||||
| IRS CAD 2.75000 12/18/18-30Y CME / DIR (000000000) | 0,15 | −2 200,00 | 0,0209 | 0,0209 | |||||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | 0,15 | −9,37 | 0,0207 | −0,0028 | |||||
| US36176XP451 / GNMA POOL 779243 GN 05/42 FIXED 3.5 | 0,14 | −5,33 | 0,0202 | −0,0017 | |||||
| US05530NAA54 / BCAP LLC Trust 2007-AA2 | 0,14 | −5,33 | 0,0202 | −0,0018 | |||||
| ARARGE520890 / REPUBLIC OF ARGENTINA BILLS 06/20 VAR | 0,14 | 0,0195 | 0,0195 | ||||||
| ARPANE560055 / PAN AMERICAN ENERGY LLC UNSECURED 11/20 VAR | 0,13 | 0,0186 | 0,0186 | ||||||
| IRS USD 1.62500 01/06/20-10Y CME / DIR (000000000) | 0,13 | −1 900,00 | 0,0180 | 0,0180 | |||||
| US36297TAB89 / GSR_06-AR2 | 0,13 | −0,79 | 0,0177 | −0,0007 | |||||
| US36183X3V05 / GNMA POOL AL2612 GN 03/45 FIXED 3.5 | 0,12 | −0,81 | 0,0174 | −0,0006 | |||||
| US36184BZL43 / Ginnie Mae I Pool | 0,12 | −6,20 | 0,0172 | −0,0017 | |||||
| BOUGHT CAD/SOLD USD / DFE (000000000) | 0,12 | −1 814,29 | 0,0171 | 0,0171 | |||||
| IRS USD 1.75000 12/21/16-10Y LCH / DIR (000000000) | 0,12 | −1 742,86 | 0,0165 | 0,0165 | |||||
| US36198RXN15 / GNMA POOL AI5185 GN 12/44 FIXED 3.5 | 0,11 | −10,48 | 0,0159 | −0,0023 | |||||
| US3138YBGZ09 / FNMA POOL AX9215 FN 12/29 FIXED 3.5 | 0,11 | −7,02 | 0,0151 | −0,0016 | |||||
| US07384MC267 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A3 | 0,11 | −14,63 | 0,0150 | −0,0030 | |||||
| INF SWAP GB NI 3.5925 11/15/18-10Y LCH / DIR (000000000) | 0,10 | −1 571,43 | 0,0146 | 0,0146 | |||||
| US83611YAD40 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT4 2A3 | 0,10 | −15,00 | 0,0146 | −0,0029 | |||||
| US3132DV3N38 / UMBS, 30 Year | 0,10 | 0,0146 | 0,0146 | ||||||
| US36181AYZ91 / GNMA POOL AE7028 GN 06/43 FIXED 3.5 | 0,10 | −7,34 | 0,0144 | −0,0015 | |||||
| INF SWAP EM NI R 0.9925 03/30/15-5Y GLM / DIR (000000000) | 0,10 | −1 542,86 | 0,0144 | 0,0144 | |||||
| US36183XL654 / Ginnie Mae I Pool | 0,10 | −4,72 | 0,0144 | −0,0012 | |||||
| US36179DE303 / Ginnie Mae I Pool | 0,10 | −2,88 | 0,0144 | −0,0008 | |||||
| US36183XCJ72 / GNMA POOL AL1873 GN 01/45 FIXED 3.5 | 0,10 | 0,00 | 0,0140 | −0,0004 | |||||
| US36178CTY92 / GNMA POOL AA5067 GN 07/42 FIXED 3.5 | 0,10 | −50,75 | 0,0139 | −0,0152 | |||||
| BOUGHT MXN/SOLD USD / DFE (000000000) | 0,10 | −1 471,43 | 0,0137 | 0,0137 | |||||
| US36184EV818 / GNMA POOL AL7839 GN 03/45 FIXED 3.5 | 0,10 | −1,04 | 0,0136 | −0,0005 | |||||
| BOUGHT INR/SOLD USD / DFE (000000000) | 0,09 | −1 442,86 | 0,0134 | 0,0134 | |||||
| S03A0 / REPUBLIC OF ARGENTINA BILLS 04/20 VAR | 0,09 | 0,0128 | 0,0128 | ||||||
| US36178AAZ03 / GNMA POOL AA2724 GN 09/43 FIXED 3.5 | 0,09 | −1,14 | 0,0125 | −0,0004 | |||||
| INF SWAP GB NI 3.603 11/15/18-10Y LCH / DIR (000000000) | 0,09 | −1 342,86 | 0,0124 | 0,0124 | |||||
| BOUGHT IDR/SOLD USD / DFE (000000000) | 0,08 | −1 271,43 | 0,0117 | 0,0117 | |||||
| US61750MAB19 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2FP | 0,08 | −3,66 | 0,0113 | −0,0008 | |||||
| US36180EKN49 / GNMA POOL AD3001 GN 09/44 FIXED 3.5 | 0,08 | −8,24 | 0,0111 | −0,0012 | |||||
| US78442FEJ30 / NAVIENT CORP 8.00% 03/25/2020 | 0,07 | −67,16 | 0,0096 | −0,0202 | |||||
| ARGB0N / REPUBLIC OF ARGENTINA BONDS 04/22 VAR | 0,06 | −15,94 | 0,0083 | −0,0018 | |||||
| US94983PAF53 / Wells Fargo Mortgage Backed Securities 2006-AR4 Trust | 0,06 | −10,77 | 0,0083 | −0,0014 | |||||
| US36183XRC64 / Ginnie Mae I Pool | 0,06 | 0,00 | 0,0081 | −0,0003 | |||||
| US36183X2R02 / GNMA POOL AL2584 GN 03/45 FIXED 3.5 | 0,06 | −9,68 | 0,0080 | −0,0011 | |||||
| BOUGHT CNY/SOLD USD / DFE (000000000) | 0,06 | −900,00 | 0,0080 | 0,0080 | |||||
| BOUGHT MXN/SOLD USD / DFE (000000000) | 0,06 | −885,71 | 0,0079 | 0,0079 | |||||
| ARGCER / Bonos de la Nacion Argentina con Ajuste por CER | 0,05 | 0,0069 | 0,0069 | ||||||
| US04545EAC75 / ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2B | 0,05 | −4,08 | 0,0068 | −0,0004 | |||||
| US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | 0,05 | −11,76 | 0,0065 | −0,0011 | |||||
| BOUGHT BRL/SOLD USD / DFE (000000000) | 0,04 | −714,29 | 0,0062 | 0,0062 | |||||
| XS0163731846 / SLM STUDENT LOAN TRUST SLMA 2003 2 A5 | 0,04 | −69,50 | 0,0062 | −0,0144 | |||||
| CDX IG33 5Y ICE / DCR (000000000) | 0,04 | −700,00 | 0,0060 | 0,0060 | |||||
| BOUGHT KRW/SOLD USD / DFE (000000000) | 0,04 | −671,43 | 0,0058 | 0,0058 | |||||
| US41162DAD12 / HarborView Mortgage Loan Trust 2006-12 | 0,04 | −2,63 | 0,0053 | −0,0004 | |||||
| US36180EF835 / GNMA POOL AD2891 GN 04/44 FIXED 3.5 | 0,03 | 0,00 | 0,0047 | −0,0002 | |||||
| BOUGHT KRW/SOLD USD / DFE (000000000) | 0,03 | −557,14 | 0,0046 | 0,0046 | |||||
| BOUGHT KRW/SOLD USD / DFE (000000000) | 0,03 | −457,14 | 0,0037 | 0,0037 | |||||
| US31416W6N78 / Fannie Mae Pool | 0,03 | −7,41 | 0,0037 | −0,0004 | |||||
| ARYPFS560093 / YPF SOCIEDAD ANONIMA SR UNSECURED 09/20 VAR | 0,02 | 0,0033 | 0,0033 | ||||||
| BOUGHT GBP/SOLD USD / DFE (000000000) | 0,02 | −357,14 | 0,0026 | 0,0026 | |||||
| ARARGE5207W0 / ARGENT LETRAS DEL TESORO BILLS 05/20 0.00000 | 0,01 | 18,18 | 0,0019 | 0,0002 | |||||
| UNICREDIT SPA SUB SE BP HUS / DCR (000000000) | 0,01 | −257,14 | 0,0016 | 0,0016 | |||||
| BOUGHT EUR/SOLD USD / DFE (000000000) | 0,01 | −228,57 | 0,0013 | 0,0013 | |||||
| BOUGHT ZAR/SOLD USD / DFE (000000000) | 0,01 | −214,29 | 0,0012 | 0,0012 | |||||
| US07387AFZ30 / Bear Stearns ARM Trust 2005-12 | 0,01 | −11,11 | 0,0012 | −0,0002 | |||||
| US23243LAC63 / CWABS Asset-Backed Certificates Trust 2006-14 | 0,01 | −87,72 | 0,0011 | −0,0072 | |||||
| BOUGHT TWD/SOLD USD / DFE (000000000) | 0,01 | −185,71 | 0,0009 | 0,0009 | |||||
| SOLD JPY/BOUGHT USD / DFE (000000000) | 0,01 | −171,43 | 0,0007 | 0,0007 | |||||
| UNICREDIT SPA SUB SE BP CBK / DCR (000000000) | 0,01 | −171,43 | 0,0007 | 0,0007 | |||||
| US9393357P40 / WAMU 02-AR9 1A V/R 8/25/42 3.72644500 | 0,00 | 0,00 | 0,0003 | −0,0000 | |||||
| BOUGHT CNH/SOLD USD / DFE (000000000) | 0,00 | −128,57 | 0,0003 | 0,0003 | |||||
| BOUGHT HKD/SOLD USD / DFE (000000000) | 0,00 | −128,57 | 0,0003 | 0,0003 | |||||
| 317U012Q1 IRO USD 30Y P 3.3700 MAR20 3.37 PUT / DIR (000000000) | 0,00 | −114,29 | 0,0002 | 0,0002 | |||||
| US 5YR FUTR OPTN MAR20C 128 EXP 02/21/2020 / DIR (000000000) | 0,00 | −114,29 | 0,0002 | 0,0002 | |||||
| US 2YR FUTR OPTN MAR20C 110.2 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0001 | 0,0001 | |||||
| US 10YR FUT OPTN MAR20P 117.5 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0001 | 0,0001 | |||||
| US BOND FUTR OPTN MAR20C 197 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 110.3 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 110.7 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 111 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US BOND FUTR OPTN MAR20C 188 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 10YR FUT OPTN MAR20P 115.5 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 110.5 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 111.1 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US BOND FUTR OPTN MAR20C 195 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 109.5 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US BOND FUTR OPTN MAR20C 198 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 110.1 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US BOND FUTR OPTN MAR20C 182 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 5YR FUTR OPTN MAR20C 127 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 109 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 110 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 5YR FUTR OPTN MAR20C 126.2 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| US 10YR FUT OPTN MAR20P 118 EXP 02/21/2020 / DIR (000000000) | 0,00 | −100,00 | 0,0000 | 0,0000 | |||||
| 3175SF830 CDX.O P 1.00 IG33 5Y JAN20 1 PUT / DCR (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| SOLD EUR/BOUGHT USD / DFE (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| 3175SF780 CDX.O P 0.90 IG33 5Y JAN20 0.9 PUT / DCR (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| 3175JD553 CDX.O P 0.90 IG33 JAN20 0.9 PUT / DCR (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| 3175FL906 CDX.O P 0.90 IG33 JAN20 0.9 PUT / DCR (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| 3174589M1 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT / DCR (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| 3174589Y5 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT / DCR (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| 3174589Z2 ITRAXX.O P 0.80 EU32 FEB20 0.8 PUT / DCR (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| 317545655 ITRAXX.O P 0.80 EU3 MAR20 0.8 PUT / DCR (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| 317563419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT / DCR (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| 317544484 ITRAXX.O P 0.80 EU MAR20 0.8 PUT / DCR (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| 317544419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT / DCR (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| SOLD GBP/BOUGHT USD / DFE (000000000) | −0,00 | −100,00 | −0,0000 | −0,0000 | |||||
| HSBC HOLDINGS PLC SUB SE BP BOA / DCR (000000000) | −0,00 | −100,00 | −0,0001 | −0,0001 | |||||
| 317546463 ITRAXX.O C 0.45 EU MAR20 0.45 CALL / DCR (000000000) | −0,00 | −100,00 | −0,0001 | −0,0001 | |||||
| 317546448 ITRAXX.O C 0.45 EU MAR20 0.45 CALL / DCR (000000000) | −0,00 | −100,00 | −0,0001 | −0,0001 | |||||
| 317545648 ITRAXX.O C 0.45 EU3 MAR20 0.45 CALL / DCR (000000000) | −0,00 | −100,00 | −0,0001 | −0,0001 | |||||
| 317548AE5 ITRAXX.O C 0.475 EU3 FEB20 0.475 CALL / DCR (000000000) | −0,00 | −100,00 | −0,0001 | −0,0001 | |||||
| 317546471 ITRAXX.O C 0.45 EU MAR20 0.45 CALL / DCR (000000000) | −0,00 | −100,00 | −0,0001 | −0,0001 | |||||
| 317547875 ITRAXX.O C 0.45 EU32 FEB20 0.45 CALL / DCR (000000000) | −0,00 | −100,00 | −0,0001 | −0,0001 | |||||
| SOLD THB/BOUGHT USD / DFE (000000000) | −0,00 | −85,71 | −0,0002 | −0,0002 | |||||
| SOLD GBP/BOUGHT USD / DFE (000000000) | −0,00 | −85,71 | −0,0003 | −0,0003 | |||||
| HSBC HOLDINGS PLC SUB SE BP JPM / DCR (000000000) | −0,00 | −71,43 | −0,0003 | −0,0003 | |||||
| SOLD RUB/BOUGHT USD / DFE (000000000) | −0,00 | −42,86 | −0,0006 | −0,0006 | |||||
| SOLD JPY/BOUGHT USD / DFE (000000000) | −0,00 | −42,86 | −0,0006 | −0,0006 | |||||
| BOUGHT INR/SOLD USD / DFE (000000000) | −0,00 | −42,86 | −0,0006 | −0,0006 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | −0,00 | −42,86 | −0,0007 | −0,0007 | |||||
| SOLD PLN/BOUGHT USD / DFE (000000000) | −0,00 | −42,86 | −0,0007 | −0,0007 | |||||
| SOLD HKD/BOUGHT USD / DFE (000000000) | −0,01 | −14,29 | −0,0009 | −0,0009 | |||||
| SOLD INR/BOUGHT USD / DFE (000000000) | −0,01 | 14,29 | −0,0012 | −0,0012 | |||||
| SOLD CAD/BOUGHT USD / DFE (000000000) | −0,01 | 14,29 | −0,0012 | −0,0012 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | −0,01 | 42,86 | −0,0014 | −0,0014 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | −0,01 | 42,86 | −0,0015 | −0,0015 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | −0,01 | 42,86 | −0,0015 | −0,0015 | |||||
| SOLD MYR/BOUGHT USD / DFE (000000000) | −0,01 | 57,14 | −0,0016 | −0,0016 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | −0,02 | 185,71 | −0,0029 | −0,0029 | |||||
| SOLD EUR/BOUGHT USD / DFE (000000000) | −0,03 | 328,57 | −0,0043 | −0,0043 | |||||
| SOLD BRL/BOUGHT USD / DFE (000000000) | −0,04 | 500,00 | −0,0060 | −0,0060 | |||||
| IRS USD 2.25000 03/12/20-30Y CME / DIR (000000000) | −0,05 | 557,14 | −0,0067 | −0,0067 | |||||
| SOLD CNY/BOUGHT USD / DFE (000000000) | −0,05 | 571,43 | −0,0068 | −0,0068 | |||||
| LONG GILT FUTURE MAR20 IFLL 20200327 / DIR (000000000) | −0,05 | 585,71 | −0,0069 | −0,0069 | |||||
| SOLD MXN/BOUGHT USD / DFE (000000000) | −0,06 | 700,00 | −0,0081 | −0,0081 | |||||
| SOLD KRW/BOUGHT USD / DFE (000000000) | −0,07 | 900,00 | −0,0101 | −0,0101 | |||||
| SOLD GBP/BOUGHT USD / DFE (000000000) | −0,08 | 971,43 | −0,0107 | −0,0107 | |||||
| SOLD CAD/BOUGHT USD / DFE (000000000) | −0,12 | 1 542,86 | −0,0163 | −0,0163 | |||||
| SOLD TWD/BOUGHT USD / DFE (000000000) | −0,13 | 1 728,57 | −0,0182 | −0,0182 | |||||
| INF SWAP EM NI 1.71 03/15/18-15Y LCH / DIR (000000000) | −0,20 | 2 785,71 | −0,0287 | −0,0287 | |||||
| IRS USD 2.50000 12/18/19-5Y CME / DIR (000000000) | −0,22 | 3 100,00 | −0,0318 | −0,0318 | |||||
| SOLD CAD/BOUGHT USD / DFE (000000000) | −0,23 | 3 228,57 | −0,0332 | −0,0332 | |||||
| MSCI EMGMKT MAR20 IFUS 20200320 / DE (000000000) | −0,24 | 3 342,86 | −0,0342 | −0,0342 | |||||
| SOLD EUR/BOUGHT USD / DFE (000000000) | −0,25 | 3 457,14 | −0,0355 | −0,0355 | |||||
| EURO-BUND FUTURE MAR20 XEUR 20200306 / DIR (000000000) | −0,26 | 3 600,00 | −0,0368 | −0,0368 | |||||
| US 10YR NOTE (CBT)MAR20 XCBT 20200320 / DIR (000000000) | −0,30 | 4 142,86 | −0,0423 | −0,0423 | |||||
| IRS USD 2.25000 06/20/18-10Y LCH / DIR (000000000) | −0,31 | 4 271,43 | −0,0436 | −0,0436 | |||||
| IRS USD 2.93300 09/28/18-7Y* CME / DIR (000000000) | −0,34 | 4 785,71 | −0,0487 | −0,0487 | |||||
| SOLD BRL/BOUGHT USD / DFE (000000000) | −0,39 | 5 514,29 | −0,0558 | −0,0558 | |||||
| IRS USD 2.00000 06/20/18-7Y LCH / DIR (000000000) | −0,42 | 5 957,14 | −0,0602 | −0,0602 | |||||
| 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL / DIR (000000000) | −0,44 | 6 214,29 | −0,0628 | −0,0628 | |||||
| IRS JPY 0.38000 06/18/18-10Y LCH / DIR (000000000) | −0,45 | 6 257,14 | −0,0632 | −0,0632 | |||||
| US ULTRA BOND CBT MAR20 XCBT 20200320 / DIR (000000000) | −0,54 | 7 614,29 | −0,0767 | −0,0767 | |||||
| IRS USD 2.25000 01/13/20-30Y CME / DIR (000000000) | −0,61 | 8 557,14 | −0,0861 | −0,0861 | |||||
| IRS CAD 1.70000 12/18/19-5Y LCH / DIR (000000000) | −0,85 | 12 085,71 | −0,1211 | −0,1211 | |||||
| 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL / DIR (000000000) | −1,06 | 15 085,71 | −0,1509 | −0,1509 | |||||
| 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 CALL / DIR (000000000) | −1,43 | 20 342,86 | −0,2031 | −0,2031 | |||||
| 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL / DIR (000000000) | −2,00 | 28 400,00 | −0,2831 | −0,2831 | |||||
| US01F0506190 / Fannie Mae or Freddie Mac | −3,10 | −0,4401 | −0,4401 | ||||||
| REVERSE REPO STANDARD CHARTERE VAR 1 / RA (000000000) | −3,30 | 47 042,86 | −0,4683 | −0,4683 | |||||
| CDX IG32 5Y ICE / DCR (000000000) | −3,73 | 53 157,14 | −0,5292 | −0,5292 | |||||
| CA135087D358 / CANADIAN GOVERNMENT BONDS 12/48 2.75 | −6,12 | −2,95 | −0,8688 | −1,7888 | |||||
| REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) | −7,51 | 107 142,86 | −1,0654 | −1,0654 | |||||
| REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) | −32,64 | 466 185,71 | −4,6321 | −4,6321 | |||||
| REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) | −113,54 | 1 621 828,57 | −16,1120 | −16,1120 |
