Grundläggande statistik
Portföljvärde $ 614 228 533
Aktuella positioner 919
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)

PWLBX - PIMCO RAE Worldwide Long/Short PLUS Fund Class A har redovisat 919 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 614 228 533 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). PWLBX - PIMCO RAE Worldwide Long/Short PLUS Fund Class As största innehav är Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , UMBS TBA (US:US01F0406854) , and UMBS TBA (US:US01F0426811) . PWLBX - PIMCO RAE Worldwide Long/Short PLUS Fund Class As nya positioner inkluderar Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , UMBS TBA (US:US01F0406854) , 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
65,99 15,2872 11,9600
42,19 9,7727 9,7569
31,30 7,2508 7,2508
20,43 4,7320 6,5473
51,27 11,8776 6,3483
7,99 1,8506 2,3679
9,43 2,1853 2,1853
8,42 1,9510 1,9510
7,86 1,8203 1,8203
7,05 1,6331 1,6331
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
−19,62 −4,5459 −5,1414
10,49 2,4302 −2,7040
14,29 3,3106 −1,1034
−3,71 −0,8588 −0,8588
0,28 0,0639 −0,5956
−2,51 −0,5814 −0,5814
−1,87 −0,4339 −0,4339
−1,28 −0,2977 −0,2977
−1,26 −0,2925 −0,2925
−1,16 −0,2690 −0,2690
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 65,99 283,87 15,2872 11,9600
US01F0606834 / Uniform Mortgage-Backed Security, TBA 51,27 79,46 11,8776 6,3483
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 42,19 55 407,89 9,7727 9,7569
REPO BANK AMERICA REPO / RA (000000000) 31,30 7,2508 7,2508
US01F0406854 / UMBS TBA 20,43 −254,14 4,7320 6,5473
US01F0426811 / UMBS TBA 14,92 10,60 3,4555 0,8455
US01F0506844 / UMBS TBA 14,29 −37,34 3,3106 −1,1034
US01F0526800 / Uniform Mortgage-Backed Security, TBA 10,49 −60,46 2,4302 −2,7040
XS2376115270 / Toro European CLO 6 DAC 10,19 5,17 2,3612 0,3573
US01F0306781 / UMBS TBA 9,43 2,1853 2,1853
FED HM LN PC POOL QY2186 FR 04/55 FIXED 6.5 / ABS-MBS (US31426LNC45) 8,42 1,9510 1,9510
US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 8,21 6,78 1,9008 0,3118
EW / Edwards Lifesciences Corporation 7,99 −234,98 1,8506 2,3679
US21H0406734 / Ginnie Mae 7,86 1,8203 1,8203
US21H0506806 / GNMA 7,05 1,6331 1,6331
RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME / DIR (EZ31ZKH6CSJ5) 6,43 3,52 1,4900 0,2053
US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) 5,98 −2,25 1,3862 0,1204
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 5,52 1,2790 1,2790
TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) 5,23 1,2108 1,2108
FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) 4,99 0,83 1,1568 0,1327
US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA 4,89 −2,12 1,1318 0,0996
US78485KAE55 / STWD 2022-FL3 Ltd 4,47 −0,04 1,0366 0,1111
RALVEIET TRS EQUITY FEDL01+130 BRC / DE (000000000) 4,06 0,9402 0,9402
US21H0426799 / Ginnie Mae 4,03 0,9337 0,9337
TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) 3,93 0,72 0,9105 0,1037
REPO BANK AMERICA REPO / RA (000000000) 3,90 0,9035 0,9035
US045427AD39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 3,64 −3,22 0,8432 0,0656
US05377RFV15 / AESOP_22-5A 3,33 −0,42 0,7707 0,0800
US03072SC525 / AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M4 3,20 −8,22 0,7403 0,0205
US12564NAG79 / CLNY Trust 2019-IKPR 3,12 0,65 0,7220 0,0818
FED HM LN PC POOL SD7399 FR 12/54 FIXED 4.5 / ABS-MBS (US3132DVGG41) 2,94 −0,64 0,6822 0,0695
US55284JAC36 / MF1 2022-FL8 Ltd 2,89 −0,58 0,6705 0,0685
BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A / ABS-CBDO (US09075JAU34) 2,81 0,32 0,6512 0,0718
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) 2,71 0,6282 0,6282
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 2,66 8,61 0,6169 0,1097
CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) 2,61 0,6039 0,6039
XS2373706519 / Carlyle Euro CLO 2019-2 DAC 2,60 8,39 0,6016 0,1063
ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A / ABS-CBDO (XS2405873865) 2,58 8,80 0,5984 0,1075
US193938AA57 / College Ave Student Loans 2023-A LLC 2,55 −4,31 0,5918 0,0397
SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (US87166PAN15) 2,54 0,20 0,5880 0,0641
US93363RAA41 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A 2,53 −3,55 0,5852 0,0436
FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) 2,51 1,01 0,5815 0,0676
US16159LAC28 / Chase Mortgage Finance Corp. 2,50 −2,64 0,5799 0,0482
CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (US14311UBA51) 2,50 0,48 0,5798 0,0647
GLS AUTO RECEIVABLES TRUST GCAR 2024 3A B 144A / ABS-O (US37989AAG94) 2,46 −0,12 0,5689 0,0605
USP78024AG45 / Peruvian Government International Bond 2,43 7,57 0,5633 0,0960
US268432AA90 / Ellington Financial Mortgage Trust 2022-4 2,43 −4,67 0,5628 0,0358
FCT / Fincantieri S.p.A. 2,42 9,89 0,5614 0,1054
US144527AC22 / CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 2,42 −2,97 0,5609 0,0448
XS2683120211 / Avon Finance No.4 PLC 2,42 0,92 0,5602 0,0648
US17330VAA44 / CMLTI_22-A 2,39 −2,21 0,5528 0,0483
HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) 2,34 0,21 0,5416 0,0592
US17309TAC27 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B 2,32 −0,43 0,5382 0,0557
TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) 2,31 0,5343 0,5343
XS2357554679 / SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A 2,30 8,95 0,5331 0,0963
FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) 2,30 0,66 0,5327 0,0603
US81375WGW01 / SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 2,30 0,44 0,5319 0,0592
INTC / Intel Corporation - Depositary Receipt (Common Stock) 2,22 0,5141 0,5141
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) 2,21 0,5114 0,5114
BDS LTD BDS 2025 FL14 AS 144A / ABS-CBDO (US072921AC35) 2,19 −0,46 0,5065 0,0523
01626P148 / Alimentation Couche-Tard Inc 2,18 0,5046 0,5046
RTX / RTX Corporation - Depositary Receipt (Common Stock) 2,18 0,5040 0,5040
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 2,17 0,5037 0,5037
92780JUU3 / VIRGINIA ELECT.& PWR 2,17 0,5033 0,5033
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) 2,15 0,4991 0,4991
ENBRIDGE (US) INC / DBT (US29251UUB24) 2,15 0,4974 0,4974
J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) 2,15 0,4971 0,4971
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) 2,06 −37,96 0,4770 −0,2094
ZAG000125980 / Republic of South Africa Government Bond 2,03 8,28 0,4696 0,0825
EXETER AUTOMOBILE RECEIVABLES EART 2024 5A B / ABS-O (US30165BAE39) 2,00 0,15 0,4630 0,0503
US44328BAD01 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 1,95 −1,66 0,4525 0,0417
5831 / Shizuoka Financial Group,Inc. 1,91 0,4434 0,4434
US64831HAM51 / New Residential Mortgage Loan Trust 2023-NQM1 1,89 −7,41 0,4371 0,0156
US67118CAA99 / OBX 2023-NQM8 Trust 1,88 −7,77 0,4346 0,0140
US251526CD98 / Deutsche Bank AG/New York NY 1,87 1,74 0,4335 0,0531
PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (US69544QAA85) 1,85 −16,12 0,4294 −0,0276
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 1,85 0,76 0,4285 0,0491
FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) 1,79 −5,19 0,4146 0,0243
FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) 1,72 1,00 0,3977 0,0463
US61749NAD93 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2C 1,71 −0,93 0,3969 0,0394
US05522RDG02 / BA Credit Card Trust 1,71 −0,06 0,3956 0,0424
FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) 1,69 −13,35 0,3926 −0,0117
US12661GAA76 / CSMC 2021-RPL3 Trust 1,67 −3,30 0,3867 0,0296
US61753NAA81 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A 1,67 −0,36 0,3864 0,0403
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 1,66 1,09 0,3850 0,0450
US55027AAD28 / LUMINENT MORTGAGE TRUST LUM 2006 3 22A1 1,64 −3,30 0,3804 0,0293
US03027XAW02 / American Tower Corp 1,64 1,24 0,3799 0,0450
US8426EPAD09 / Southern Co Gas Capital Corp 1,63 2,00 0,3785 0,0472
US02582JJZ49 / American Express Credit Account Master Trust 2023-1 1,61 −0,06 0,3727 0,0399
EXETER AUTOMOBILE RECEIVABLES EART 2024 5A C / ABS-O (US30165BAF04) 1,60 0,19 0,3712 0,0405
US74143JAA97 / PRET 2021-RN3 LLC 1,60 −4,08 0,3702 0,0256
US86562MBP41 / Sumitomo Mitsui Financial Group Inc 1,59 1,40 0,3686 0,0440
US12668AHE82 / Alternative Loan Trust 2005-56 1,58 1,21 0,3667 0,0432
POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (PL0000116760) 1,58 9,57 0,3661 0,0678
US12569UAA97 / CORP CMO 1,58 −2,59 0,3655 0,0305
US25466AAP66 / Discover Bank 1,55 1,44 0,3596 0,0431
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) 1,49 −0,54 0,3447 0,0355
E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) 1,47 1,17 0,3414 0,0403
US41164YAB74 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 1,47 −0,95 0,3399 0,0336
US69381AAA97 / PRPM 2023-RCF1 LLC SER 2023-RCF1 CL A1 V/R REGD 144A P/P 4.00000000 1,44 −4,70 0,3337 0,0212
US38141GWZ35 / Goldman Sachs Group Inc/The 1,44 0,77 0,3331 0,0382
FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) 1,43 0,28 0,3303 0,0364
US06051GHQ55 / Bank of America Corp 1,42 1,14 0,3298 0,0388
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (US448973AD90) 1,41 0,00 0,3274 0,0351
XS2390844780 / Black Diamond CLO 2019-1 DAC 1,38 −1,22 0,3201 0,0309
OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) 1,37 0,44 0,3184 0,0354
COL17CT02914 / Colombian TES 1,37 3,63 0,3175 0,0439
US16159RAC97 / Chase Home Lending Mortgage Trust 2023-RPL2 1,35 −1,74 0,3135 0,0287
CL0002454248 / Bonos de la Tesoreria de la Republica en pesos 1,35 4,97 0,3132 0,0469
US69291QAA31 / PFP III PFP 2022 9 A 144A 1,34 −21,86 0,3114 −0,0443
US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC 1,34 0,15 0,3097 0,0338
US78448YAB74 / SMB PRIVATE EDUCATION LOAN TRUST 1,32 −3,79 0,3059 0,0221
AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) 1,29 0,16 0,2982 0,0323
US92539YAA01 / Verus Securitization Trust 2023-7 1,27 −7,53 0,2931 0,0102
XS2118204200 / Wells Fargo & Co 1,25 11,78 0,2905 0,0585
FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) 1,22 0,2826 0,2826
US22758CAA99 / CROSS 2023-H1 MORTGAGE TRUST CROSS 2023-H1 A1 1,21 −7,62 0,2811 0,0095
JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) 1,21 −0,08 0,2804 0,0299
US25151KAC36 / Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1 1,20 −3,61 0,2782 0,0206
ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) 1,20 0,2782 0,2782
US55275RAD44 / MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A4 1,20 −0,83 0,2776 0,0278
US3128MMWV14 / Freddie Mac Gold Pool 1,18 −5,08 0,2725 0,0163
US61747YEC57 / Morgan Stanley 1,16 0,95 0,2697 0,0312
FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) 1,13 0,27 0,2614 0,0287
US78448YAH45 / SMB Private Education Loan Trust 2021-A 1,12 −4,34 0,2605 0,0175
CITIBANK NA CITIBANK NA / DBT (US17325FBK30) 1,12 1,08 0,2603 0,0303
US939355AB98 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust 1,12 −2,43 0,2600 0,0223
AXP / American Express Company - Depositary Receipt (Common Stock) 1,11 1,36 0,2581 0,0306
US44963BAD01 / IHO Verwaltungs GmbH 1,10 3,57 0,2552 0,0352
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 1,10 0,2549 0,2549
US04542BKU51 / ABFC 2005-HE1 M3 1,09 0,37 0,2525 0,0281
CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (US22411JAA34) 1,07 −22,89 0,2482 −0,0390
MX0SGO0000M6 / Mexican Udibonos 1,06 12,00 0,2467 0,0501
ARES EURO CLO ARESE 14A BR 144A / ABS-CBDO (XS2920478513) 1,06 9,14 0,2465 0,0449
US61752UAB17 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 1,05 −0,94 0,2430 0,0240
US3140JANZ71 / FNMA POOL BM5807 FN 04/48 FIXED VAR 1,04 −1,89 0,2409 0,0218
US17311BAB99 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B 1,04 −1,80 0,2404 0,0220
PEP01000C5I0 / BONOS DE TESORERIA 1,02 7,17 0,2355 0,0393
US55285WAA71 / MFA Trust, Series 2023-NQM2, Class A1 1,01 −3,53 0,2346 0,0176
US36267FAE88 / GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A 1,01 −0,39 0,2339 0,0243
US902613AP31 / UBS Group AG 1,01 0,60 0,2331 0,0262
US70069FBB22 / PARK PLACE SECURITIES INC PPSI 2004 WCW2 M5 1,01 0,20 0,2330 0,0255
US74923GAC78 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 0,99 −1,78 0,2300 0,0211
US67117PAA12 / OBX Trust, Series 2023-NQM3, Class A1 0,99 −5,43 0,2299 0,0127
VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (US92538XAA37) 0,99 −2,56 0,2291 0,0192
XS2350015942 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A 0,98 −11,50 0,2263 −0,0021
US61753EAC49 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C 0,93 0,21 0,2165 0,0237
US59319BAA52 / CORP CMO 0,93 −3,33 0,2156 0,0166
US92539DAA63 / Verus Securitization Trust 2023-2 0,92 −9,18 0,2133 0,0038
US64035GAA76 / Nelnet Student Loan Trust 2021-C 0,92 −7,26 0,2132 0,0080
FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) 0,92 0,33 0,2127 0,0234
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 0,91 0,2105 0,2105
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A3 / ABS-O (US36268GAD79) 0,90 −0,11 0,2096 0,0224
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 0,90 0,00 0,2085 0,0224
US59024FAE43 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B 0,89 −1,33 0,2065 0,0197
US69337BAA26 / PHH Alternative Mortgage Trust Series 2007-1 0,87 −0,91 0,2009 0,0199
SAGB / Republic of South Africa Government Bond 0,86 6,34 0,1982 0,0317
US66988WAD83 / NovaStar Mortgage Funding Trust, Series 2006-3 0,85 1,91 0,1979 0,0246
US76112BK413 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC6 M3 0,85 −5,13 0,1973 0,0117
US3622MGAA63 / GSAMP Trust 0,83 4,01 0,1923 0,0273
FNMA POOL BZ2331 FN 08/30 FIXED 4.86 / ABS-MBS (US3140NWSV86) 0,82 0,49 0,1907 0,0213
US06738EBD67 / Barclays PLC 0,81 0,75 0,1873 0,0213
US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 0,81 −6,16 0,1870 0,0091
US83406TAB89 / SoFi Professional Loan Program 2020-ATrust 0,80 −7,33 0,1846 0,0069
US71429MAC91 / Perrigo Finance Unlimited Co 0,79 3,01 0,1823 0,0242
US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 0,78 0,90 0,1810 0,0208
ACHV ABS TRUST ACHV 2024 2PL B 144A / ABS-O (US00092HAB78) 0,76 −18,29 0,1749 −0,0162
RALVEIIT TRS EQUITY FEDL01+111 MYI / DE (000000000) 0,74 0,1724 0,1724
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,74 0,1712 0,1712
USY62014AA64 / NAKILAT INC SR SECURED REGS 12/33 6.067 0,73 0,69 0,1688 0,0192
XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A 0,73 −6,19 0,1687 0,0082
US55336VBQ23 / MPLX LP 0,72 1,69 0,1678 0,0204
US38380LFE83 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA 0,72 −0,55 0,1669 0,0171
US673919AL09 / OBX Trust, Series 2023-NQM5, Class A1A 0,71 −6,96 0,1643 0,0066
XS1794675931 / Fairfax Financial Holdings Ltd 0,71 9,95 0,1640 0,0310
US924934AA00 / Verus Securitization Trust, Series 2023-5, Class A1 0,69 −13,59 0,1607 −0,0053
US67448GAA13 / OBX 23-NQM4 A1 144A 6.113% 03-25-63/05-25-27 0,68 −6,82 0,1584 0,0067
US06738ECE32 / Barclays PLC 0,68 1,79 0,1578 0,0193
US16412XAJ46 / Cheniere Corpus Christi Holdings LLC 0,68 1,05 0,1565 0,0182
XS2304366656 / HARVEST CLO HARVT 16A ARR 144A 0,67 −6,93 0,1557 0,0065
TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) 0,67 0,61 0,1541 0,0174
CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) 0,66 0,1534 0,1534
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 0,66 50,23 0,1532 0,0622
US78450FAA57 / SMB Private Education Loan Trust 2022-A 0,66 −4,08 0,1525 0,0104
US29444UBL98 / Equinix, Inc. 0,65 1,56 0,1512 0,0184
JPMCC / J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-ASH8 0,65 −0,77 0,1501 0,0151
RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) 0,65 42,07 0,1496 0,0556
US007036TD80 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 0,64 −1,09 0,1479 0,0144
US94985GAH92 / Wells Fargo Alternative Loan 2007-PA3 Trust 0,63 −0,48 0,1450 0,0148
RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) 0,62 0,81 0,1438 0,0166
US14686TAC27 / CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A 0,62 −22,43 0,1435 −0,0217
CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) 0,61 4,08 0,1420 0,0202
STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (XS2728570248) 0,61 0,33 0,1418 0,0155
FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (US3140LLCK58) 0,61 0,66 0,1408 0,0160
US14686TAD00 / Carvana Auto Receivables Trust, Series 2023-P2, Class A4 0,61 −0,33 0,1408 0,0148
US3132XWE647 / Freddie Mac Gold Pool 0,61 −0,98 0,1402 0,0138
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 0,60 0,33 0,1401 0,0155
SCE.PRK / SCE Trust V - Preferred Security 0,60 0,17 0,1398 0,0153
NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (US66858CAN74) 0,60 −13,77 0,1394 −0,0049
FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) 0,60 0,1390 0,1390
TRT061124T11 / Turkey Government Bond 0,58 −2,34 0,1354 0,0117
US02146TAG22 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 0,58 −2,03 0,1346 0,0120
US52522GAC87 / Lehman XS Trust Series 0,56 −4,25 0,1305 0,0089
US78449MAA45 / SMB PRIVATE EDUCATION LOAN TRUST 2021-D SER 2021-D CL A1A REGD 144A P/P 1.34000000 0,56 −7,59 0,1299 0,0045
US404280CH04 / HSBC Holdings PLC 0,55 1,67 0,1271 0,0156
US281020AN70 / EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 0,55 −0,37 0,1265 0,0133
US04012XAE58 / ARGENT SECURITIES INC. ARSI 2006 W5 A2D 0,55 −0,37 0,1264 0,0132
US05401AAR23 / Avolon Holdings Funding Ltd 0,54 1,70 0,1249 0,0151
TRT061124T11 / Turkey Government Bond 0,52 −2,61 0,1212 0,0100
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A / ABS-O (US448973AB35) 0,52 −35,64 0,1210 −0,0469
MX0MGO0001F1 / Mexican Bonos 0,52 10,26 0,1196 0,0226
MX0MGO000102 / Mexican Bonos 0,52 −19,66 0,1195 −0,0133
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) 0,51 0,1174 0,1174
FCT / Fincantieri S.p.A. 0,51 0,1174 0,1174
MX0SGO0000K0 / Mexican Udibonos 0,51 11,48 0,1172 0,0235
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,50 0,1163 0,1163
US12570HAA59 / CIM Trust 2023-I2 0,49 −6,65 0,1139 0,0050
RALVEIET TRS EQUITY SOFR+97 JPM / DE (000000000) 0,49 0,1136 0,1136
US23371DAG97 / DAE Funding LLC 0,48 0,84 0,1115 0,0129
US87264ABV61 / T-Mobile USA Inc 0,48 1,26 0,1115 0,0132
US694308JW85 / Pacific Gas and Electric Co 0,47 0,85 0,1100 0,0128
R2037 / South Africa - Sovereign or Government Agency Debt 0,47 8,51 0,1094 0,0193
DE000DL19VP0 / DEUTSCHE BANK AG SR UNSECURED REGS 09/26 VAR 0,47 9,56 0,1089 0,0201
US74143FAA75 / PRET_21-RN2 0,47 −8,41 0,1086 0,0029
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) 0,47 0,1086 0,1086
US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 0,45 −26,66 0,1054 −0,0227
RALVEIIT TRS EQUITY FEDL01+95 MBC / DE (000000000) 0,45 0,1051 0,1051
RFR USD SOFR/3.84199 12/02/24-4Y* LCH / DIR (EZSGM4VHBMV4) 0,45 102,69 0,1048 0,0585
US654744AB77 / Nissan Motor Co Ltd 0,42 0,48 0,0968 0,0108
US344928AD89 / Ford Credit Auto Owner Trust, Series 2023-A, Class A3 0,41 −20,08 0,0950 −0,0111
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) 0,41 100,98 0,0950 0,0526
US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR 0,41 −0,25 0,0945 0,0100
CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (EZ2BLZ4YH9B3) 0,41 0,0940 0,0940
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 0,40 0,00 0,0936 0,0101
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 0,40 1,01 0,0929 0,0109
US67571BAA17 / Octane Receivables Trust 2023-1 0,40 −36,39 0,0916 −0,0369
R2032 / South Africa - Corporate Bond/Note 0,39 7,38 0,0912 0,0155
CZECH / Czech Republic Government Bond 0,39 9,89 0,0903 0,0169
US345397YT41 / Ford Motor Credit Co. LLC 0,39 1,31 0,0895 0,0106
US52524VAG41 / Lehman XS Trust, Series 2007-15N 0,36 −4,96 0,0845 0,0052
US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 0,36 −5,84 0,0822 0,0043
US41162DAA72 / HarborView Mortgage Loan Trust 2006-12 0,35 −1,41 0,0813 0,0078
US715638BE14 / Peruvian Government International Bond 0,34 −15,48 0,0797 −0,0045
US12669HAA77 / Countrywide Asset-Backed Certificates 0,34 0,00 0,0784 0,0083
RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (EZ2TNCR649W7) 0,33 −2,37 0,0766 0,0067
US03065UAB52 / Americredit Automobile Receivables Trust 2023-2 0,32 −58,42 0,0746 −0,0851
RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) 0,32 −57,39 0,0743 −0,0810
US83612NAE58 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 0,32 −0,62 0,0740 0,0076
US12668AWH49 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 0,31 −4,85 0,0729 0,0046
S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000) 0,31 0,0719 0,0719
US65535AAD63 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 0,31 −0,33 0,0708 0,0075
GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 / DBT (US36143L2T17) 0,31 0,99 0,0707 0,0082
US83612TAB89 / Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1 0,30 −0,66 0,0701 0,0071
EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) 0,30 1,01 0,0699 0,0082
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) 0,30 −0,33 0,0699 0,0074
US42806MBS70 / Hertz Vehicle Financing III LLC 0,30 −0,33 0,0699 0,0074
PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) 0,30 1,01 0,0695 0,0079
CDX HY44 5Y ICE / DCR (000000000) 0,30 0,0693 0,0693
HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95 / DBT (US40440VAK17) 0,30 0,0692 0,0692
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,30 0,0690 0,0690
US3132LAY638 / FED HM LN PC POOL V85233 FG 03/49 FIXED 4 0,30 −6,01 0,0690 0,0035
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) 0,29 1,03 0,0683 0,0081
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (US03332DAA28) 0,29 −0,35 0,0667 0,0070
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (US033296AG97) 0,28 −0,70 0,0658 0,0066
MX0SGO0000F0 / Mexican Udibonos 0,28 11,46 0,0653 0,0130
US03290AAA88 / Anchorage Credit Funding Ltd. 0,28 1,08 0,0653 0,0077
01626P148 / Alimentation Couche-Tard Inc 0,28 0,0646 0,0646
US863579C309 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 6A3 0,28 −2,46 0,0646 0,0056
CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) 0,28 0,0643 0,0643
BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 0,28 −91,38 0,0639 −0,5956
US64830TAD00 / NRZT 2020-1A A1B 0,27 −3,90 0,0628 0,0045
US35729PNC04 / Fremont Home Loan Trust 2005-E 0,27 −8,84 0,0622 0,0013
US576433EU63 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 B1 0,27 −3,99 0,0615 0,0044
US87264ACQ67 / T-Mobile USA Inc 0,26 1,93 0,0613 0,0076
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,26 0,0607 0,0607
INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (US45870GAF37) 0,25 1,21 0,0583 0,0069
CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (US13947LAG77) 0,25 0,40 0,0582 0,0065
US46628TAD37 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 0,25 6,87 0,0578 0,0096
HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAD46) 0,25 −1,20 0,0572 0,0055
US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 0,24 −3,59 0,0562 0,0043
US36267FAC23 / GLS Auto Select Receivables Trust 2023-1 0,24 −63,57 0,0556 −0,0801
US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A 0,24 −12,27 0,0548 −0,0009
US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 0,24 −16,96 0,0545 −0,0040
US07384MTD47 / Bear Stearns ARM Trust, Series 2003-2, Class A5 0,23 −1,28 0,0538 0,0051
US542514KV50 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5 0,23 −25,65 0,0533 −0,0105
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,23 0,0531 0,0531
US36179QUQ27 / GNMA II POOL MA2391 G2 11/44 FLOATING VAR 0,22 −0,45 0,0517 0,0054
RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) 0,22 54,93 0,0511 0,0216
US92927BAA08 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A 0,22 −1,37 0,0502 0,0048
CRB SECURITIZATION TRUST CRB 2023 1 A 144A / ABS-O (US12670DAA37) 0,22 −46,52 0,0500 −0,0331
US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 0,21 1,90 0,0497 0,0062
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,21 0,0495 0,0495
US04013BAB80 / ARGENT SECURITIES INC. ARSI 2006 M2 A2B 0,21 −0,93 0,0494 0,0048
US69121PBU66 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 0,21 −3,70 0,0484 0,0036
US57643GAE70 / MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 0,21 −2,36 0,0480 0,0041
NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) 0,21 0,49 0,0480 0,0055
BCS / Barclays PLC - Depositary Receipt (Common Stock) 0,21 0,49 0,0480 0,0055
SCE.PRK / SCE Trust V - Preferred Security 0,20 0,50 0,0468 0,0052
VICI PROPERTIES LP SR UNSECURED 04/35 5.625 / DBT (US925650AK98) 0,20 1,01 0,0468 0,0056
UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) 0,20 0,00 0,0465 0,0051
US345397ZW60 / Ford Motor Credit Co. LLC 0,20 0,51 0,0460 0,0052
US46625HRY89 / JPMorgan Chase & Co. 0,20 0,51 0,0459 0,0051
US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond 0,20 2,06 0,0459 0,0056
US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 0,20 0,00 0,0458 0,0050
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (US03330LAA61) 0,19 −7,18 0,0452 0,0019
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) 0,19 −43,36 0,0446 −0,0256
317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) 0,19 0,0436 0,0436
US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 0,19 −43,67 0,0433 −0,0254
MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (XS2969300081) 0,18 5,78 0,0426 0,0068
CDX HY43 5Y ICE / DCR (EZ4J83TSRL27) 0,18 −42,81 0,0416 −0,0232
ZAG000077470 / Republic of South Africa Government Bond 0,18 7,32 0,0409 0,0069
US64032PAB85 / Nelnet Student Loan Trust 2023-A 0,17 −8,11 0,0396 0,0011
US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL 0,17 −8,20 0,0390 0,0010
FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (US3138E0LC13) 0,17 −18,32 0,0382 −0,0037
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,16 0,0372 0,0372
US52607QAA85 / LendingPoint Pass-Through Trust Series 2022-ST2 0,15 −45,39 0,0359 −0,0225
US02660CAF77 / AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 0,15 −1,94 0,0353 0,0032
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,15 0,0343 0,0343
PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) 0,15 5,76 0,0343 0,0054
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,15 0,0338 0,0338
US43709XAF87 / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 0,14 −2,04 0,0334 0,0029
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0,14 0,0330 0,0330
US14686RAA05 / Carvana Auto Receivables Trust 2023-N3 0,13 −52,31 0,0311 −0,0272
RALVEIUT TRS EQUITY SOFR+39 CBK / DE (000000000) 0,12 0,0284 0,0284
RALVEIUT TRS EQUITY SOFR+47 RBC / DE (000000000) 0,12 0,0284 0,0284
US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A 0,12 −66,11 0,0282 −0,0456
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,12 0,0268 0,0268
US882925AA84 / Theorem Funding Trust 2022-3 0,12 −56,44 0,0267 −0,0280
952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A 0,11 0,00 0,0261 0,0028
US362382AE30 / GSAA HOME EQUITY TRUST GSAA 2006 9 A2 0,11 −1,87 0,0245 0,0022
952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 0,10 0,00 0,0242 0,0026
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 0,10 0,00 0,0241 0,0027
US92925DAD21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A 0,10 0,00 0,0240 0,0026
US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A 0,10 −18,40 0,0237 −0,0022
VICI PROPERTIES LP SR UNSECURED 04/34 5.75 / DBT (US925650AF04) 0,10 2,00 0,0237 0,0029
US31397QZU56 / FANNIE MAE FNR 2011 17 KS 0,10 −0,97 0,0237 0,0023
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 0,10 0,00 0,0237 0,0025
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) 0,10 1,01 0,0234 0,0028
BCS / Barclays PLC - Depositary Receipt (Common Stock) 0,10 0,00 0,0233 0,0026
SCE.PRK / SCE Trust V - Preferred Security 0,10 0,00 0,0233 0,0025
US842400HQ95 / SOUTHERN CAL EDISON REGD SER D 4.70000000 0,10 1,01 0,0233 0,0026
JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) 0,10 0,00 0,0233 0,0024
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 0,10 1,01 0,0232 0,0027
VICI PROPERTIES LP SR UNSECURED 11/31 5.125 / DBT (US925650AH69) 0,10 2,04 0,0232 0,0028
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,10 0,0231 0,0231
GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (US361841AT63) 0,10 1,02 0,0231 0,0027
US097023DG73 / Boeing Co/The 0,10 1,03 0,0228 0,0026
US067316AD11 / Bacardi Ltd 0,10 0,00 0,0227 0,0025
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,10 0,0226 0,0226
RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) 0,10 −82,39 0,0223 −0,0905
952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 0,10 0,00 0,0222 0,0024
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,09 0,0208 0,0208
US126680AA57 / Alternative Loan Trust 2007-OA7 0,09 0,00 0,0204 0,0021
RALVEIUT TRS EQUITY SOFR+61 CBK / DE (000000000) 0,09 0,0199 0,0199
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) 0,09 0,0198 0,0198
US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 0,08 −38,69 0,0195 −0,0089
YEN DENOM NIKKEI SEP25 XCME 20250911 / DE (000000000) 0,08 0,0195 0,0195
US36169EAB65 / GECU Auto Receivables Trust 2023-1 0,08 −79,22 0,0186 −0,0611
BOUGHT PEN SOLD USD 20250703 / DFE (000000000) 0,08 0,0185 0,0185
US61754HAD44 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 0,08 −2,47 0,0184 0,0014
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) 0,08 −57,69 0,0181 −0,0197
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,08 0,0179 0,0179
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,08 0,0176 0,0176
US23345WAA36 / DT Auto Owner Trust 2023-3 0,07 −82,71 0,0172 −0,0713
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,07 0,0164 0,0164
RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) 0,07 0,0160 0,0160
RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) 0,06 0,0144 0,0144
ILGOV / Ministry Of Finance, Shachar - Corporate Bond/Note 0,06 13,21 0,0139 0,0028
BOUGHT TWD SOLD USD 20250709 / DFE (000000000) 0,06 0,0138 0,0138
US31396URJ15 / FREDDIE MAC FHR 3181 PS 0,06 −1,67 0,0137 0,0013
US59020UL789 / Merrill Lynch Mortgage Capital Inc. 0,06 −3,33 0,0136 0,0011
RALVEIIT TRS EQUITY FEDL01+104 MBC / DE (000000000) 0,06 0,0135 0,0135
US02152AAB52 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 1A2 0,06 −3,51 0,0129 0,0011
CPS AUTO TRUST CPS 2024 A A 144A / ABS-O (US22411CAA80) 0,06 −64,52 0,0129 −0,0194
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,06 0,0128 0,0128
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,05 0,0126 0,0126
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) 0,05 −72,19 0,0120 −0,0268
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,05 0,0114 0,0114
XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS 0,05 −16,67 0,0106 −0,0007
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) 0,05 −78,87 0,0105 −0,0336
US12668AN276 / Alternative Loan Trust 2005-69 0,04 0,00 0,0098 0,0010
US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 0,04 −93,66 0,0093 −0,1213
US07384MR877 / Bear Stearns ARM Trust 2004-3 0,04 0,00 0,0093 0,0008
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,04 0,0089 0,0089
INF SWAP US IT 2.46625 06/17/25-10Y LCH / DIR (EZ8V5TN4JNW3) 0,04 0,0087 0,0087
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,04 0,0083 0,0083
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) 0,04 0,0082 0,0082
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,04 0,0082 0,0082
US07386HYW59 / BEAR STEARNS ALT A TRUST BALTA 2005 10 11A1 0,03 −8,11 0,0080 0,0003
INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) 0,03 0,0080 0,0080
OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (EZK9X312V5L2) 0,03 −10,81 0,0079 0,0001
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,03 0,0078 0,0078
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,03 0,0078 0,0078
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,03 0,0076 0,0076
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,03 0,0075 0,0075
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,03 0,0071 0,0071
SOLD HKD BOUGHT USD 20250716 / DFE (000000000) 0,03 0,0070 0,0070
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,03 0,0066 0,0066
BOUGHT BRL SOLD USD 20250804 / DFE (000000000) 0,03 0,0063 0,0063
BOUGHT SEK SOLD USD 20250702 / DFE (000000000) 0,03 0,0063 0,0063
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,03 0,0061 0,0061
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,03 0,0060 0,0060
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,03 0,0059 0,0059
US05533XAA00 / BCAP LLC 2011-RR4-I Trust 0,03 0,00 0,0059 0,0006
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,03 0,0058 0,0058
US46630PAE51 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A1 0,02 −4,17 0,0054 0,0004
US45660LUD99 / IndyMac INDX Mortgage Loan Trust 2005-AR16IP 0,02 0,00 0,0052 0,0005
US31394V6K15 / FANNIE MAE FNR 2006 16 SM 0,02 0,00 0,0052 0,0004
US12668AKQ75 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 0,02 0,00 0,0051 0,0004
US94984UAE64 / WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 0,02 0,00 0,0051 0,0005
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0,02 0,0050 0,0050
US05952EAA47 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 0,02 0,00 0,0049 0,0004
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 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
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,02 0,0044 0,0044
US589929R265 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 0,02 −5,26 0,0043 0,0004
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,02 0,0041 0,0041
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,02 0,0041 0,0041
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,02 0,0041 0,0041
US07384MXB35 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1 0,02 −5,56 0,0041 0,0004
US3138WET253 / Fannie Mae Pool 0,02 0,00 0,0041 0,0004
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,02 0,0039 0,0039
US31396LT267 / FNMA, REMIC, Series 2006-115, Class ES 0,02 −5,88 0,0039 0,0003
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,02 0,0038 0,0038
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,02 0,0038 0,0038
RALVEIIT TRS EQUITY FEDL01+94 MYI / DE (000000000) 0,01 0,0034 0,0034
US86359LEV71 / Structured Asset Mortgage Investments II Trust 2004-AR6 0,01 −6,67 0,0034 0,0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0032 0,0032
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,01 0,0032 0,0032
RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 0,01 225,00 0,0031 0,0020
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0030 0,0030
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0030 0,0030
BOUGHT TRY SOLD USD 20250729 / DFE (000000000) 0,01 0,0029 0,0029
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0028 0,0028
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,01 0,0028 0,0028
RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (EZ1P2MZR4KH2) 0,01 −52,00 0,0028 −0,0023
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,01 0,0027 0,0027
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,01 0,0027 0,0027
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,01 0,0027 0,0027
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0027 0,0027
BOUGHT HUF SOLD USD 20250822 / DFE (000000000) 0,01 0,0027 0,0027
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,01 0,0026 0,0026
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0026 0,0026
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0026 0,0026
US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 0,01 −9,09 0,0025 0,0002
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,01 0,0025 0,0025
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0024 0,0024
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) 0,01 28,57 0,0023 0,0007
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0023 0,0023
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,01 0,0022 0,0022
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,01 0,0021 0,0021
US12669GJB86 / CHL Mortgage Pass-Through Trust 2004-29 0,01 −20,00 0,0020 −0,0001
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,01 0,0019 0,0019
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0019 0,0019
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,01 0,0019 0,0019
US07384MTM46 / Bear Stearns ARM Trust 2003-1 0,01 0,00 0,0019 0,0001
RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) 0,01 133,33 0,0018 0,0011
BOUGHT DKK SOLD USD 20250804 / DFE (000000000) 0,01 0,0018 0,0018
TRT061124T11 / Turkey Government Bond 0,01 0,00 0,0018 0,0001
RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) 0,01 75,00 0,0017 0,0008
EZRG1QWTVHG4 / BRITISH TELECOMMUNICATIONS PL SNR SE ICE 0,01 16,67 0,0017 0,0003
BOUGHT PEN SOLD USD 20250730 / DFE (000000000) 0,01 0,0016 0,0016
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
EZG1MXP5KL27 / CDX IG41 5Y ICE 0,01 20,00 0,0015 0,0003
RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,01 50,00 0,0015 0,0007
BOUGHT DKK SOLD USD 20250804 / DFE (000000000) 0,01 0,0015 0,0015
RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) 0,01 500,00 0,0015 0,0012
US59024NAC11 / MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1 0,01 0,00 0,0015 0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0015 0,0015
RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 0,01 50,00 0,0015 0,0004
RALVEIUT TRS EQUITY FEDL01+61 MYI / DE (000000000) 0,01 0,0014 0,0014
BOUGHT EUR SOLD USD 20250702 / 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
US007036LJ33 / Adjustable Rate Mortgage Trust, Series 2005-5, Class 2A1 0,01 −16,67 0,0013 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0013 0,0013
US933636AA02 / WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust 0,01 0,00 0,0012 0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0012 0,0012
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,01 0,0012 0,0012
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,00 0,0011 0,0011
US31396NH417 / FREDDIE MAC FHR 3136 NS 0,00 −20,00 0,0011 0,0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0011 0,0011
RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,00 0,00 0,0011 0,0003
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0011 0,0011
BOUGHT CNY SOLD USD 20250805 / DFE (000000000) 0,00 0,0011 0,0011
BOUGHT KRW SOLD USD 20250710 / DFE (000000000) 0,00 0,0010 0,0010
BOUGHT CNY SOLD USD 20250703 / DFE (000000000) 0,00 0,0010 0,0010
BOUGHT EUR SOLD USD 20250804 / DFE (000000000) 0,00 0,0010 0,0010
US88522XAC56 / Thornburg Mortgage Securities Trust 2007-3 0,00 0,00 0,0009 0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0009 0,0009
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0009 0,0009
IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) 0,00 −25,00 0,0009 −0,0001
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,00 0,0008 0,0008
RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (EZVRNR667250) 0,00 0,0008 0,0007
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,00 −25,00 0,0008 −0,0000
OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (EZCJCJ68DC78) 0,00 0,0008 0,0008
RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,00 −25,00 0,0008 −0,0001
US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp 0,00 0,00 0,0008 0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,00 0,0008 0,0008
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,00 0,0007 0,0007
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,00 0,0007 0,0007
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) 0,00 0,0007 0,0007
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,00 0,0007 0,0007
IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) 0,00 0,0007 0,0007
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,00 0,0006 0,0006
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
RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) 0,00 100,00 0,0006 0,0003
RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) 0,00 100,00 0,0006 0,0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,00 0,0006 0,0006
US06051GAX79 / Banc of America Funding 2004-A Trust 0,00 0,00 0,0006 0,0001
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
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,00 0,0006 0,0006
RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) 0,00 0,0006 0,0005
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,00 0,0006 0,0006
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0006 0,0006
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0006 0,0006
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 0,0005 0,0005
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,00 0,0005 0,0005
US07384MB681 / Bear Stearns ARM Trust 2004-1 0,00 0,00 0,0005 0,0001
US576433G423 / MASTR Adjustable Rate Mortgages Trust 2006-OA1 0,00 0,00 0,0005 0,0001
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,00 0,0005 0,0005
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0,00 0,0005 0,0005
US93934FQP08 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A 0,00 0,00 0,0005 0,0000
US81744HAA14 / Sequoia Mortgage Trust 2007-1 0,00 0,00 0,0005 0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,00 0,0004 0,0004
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0004 0,0004
ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0,00 0,0004 0,0004
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0004 0,0004
US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 0,00 −50,00 0,0004 −0,0000
BOUGHT TRY SOLD USD 20250724 / DFE (000000000) 0,00 0,0004 0,0004
US12668ATT24 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 0,00 0,00 0,0004 0,0000
BOUGHT TRY SOLD USD 20251217 / DFE (000000000) 0,00 0,0004 0,0004
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0004 0,0004
SOLD COP BOUGHT USD 20250917 / DFE (000000000) 0,00 0,0004 0,0004
US92925GAA13 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 0,00 0,00 0,0004 0,0000
US81744FGZ45 / Sequoia Mortgage Trust, Series 2005-2, Class A2 0,00 0,00 0,0004 0,0000
IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0,00 0,0004 0,0004
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0004 0,0004
US933637AA84 / WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust 0,00 0,00 0,0003 0,0000
EURO STOXX 50 SEP25 XEUR 20250919 / DE (DE000C68D3X9) 0,00 0,0003 0,0003
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0003 0,0003
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,00 0,0003 0,0003
BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) 0,00 0,00 0,0003 −0,0000
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0,00 0,0003 0,0003
RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (EZZQZ45304B1) 0,00 0,0003 0,0002
IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) 0,00 −85,71 0,0003 −0,0013
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0003 0,0003
BOUGHT NZD SOLD USD 20250804 / DFE (000000000) 0,00 0,0003 0,0003
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0003 0,0003
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0003 0,0003
RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,00 −75,00 0,0003 −0,0005
US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 0,00 0,00 0,0003 0,0000
IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) 0,00 0,0002 0,0002
US17025RAA32 / COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 0,00 0,00 0,0002 0,0000
BNP PARIBAS SNR SE ICE / DCR (EZ7F30D5N508) 0,00 0,00 0,0002 −0,0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 0,00 0,0002 0,0000
BOUGHT TWD SOLD USD 20250716 / 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
SOLD CNY BOUGHT USD 20250703 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT TRY SOLD USD 20250725 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT HUF SOLD USD 20250822 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT TRY SOLD USD 20250718 / DFE (000000000) 0,00 0,0001 0,0001
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) 0,00 0,0001 0,0003
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT PEN SOLD USD 20250825 / DFE (000000000) 0,00 0,0001 0,0001
BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZHYVHXCW214) 0,00 0,0001 −0,0000
BOUGHT TRY SOLD USD 20250811 / DFE (000000000) 0,00 0,0001 0,0001
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
US36228FNB84 / GSR MORTGAGE LOAN TRUST 0,00 0,0001 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT SGD 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 SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
US17307GXR46 / Citigroup Mortgage Loan Trust Inc 0,00 0,0001 0,0000
BOUGHT PEN SOLD USD 20250707 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0001 0,0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
US939336PL10 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust 0,00 0,0000 0,0000
US07384MSH69 / Bear Stearns ARM Trust 2002-11 0,00 0,0000 0,0000
BOUGHT NOK 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 KRW SOLD USD 20250708 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TRY SOLD USD 20250814 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT THB SOLD USD 20250716 / 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
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
SOLD HKD BOUGHT USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TRY SOLD USD 20250701 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,00 0,0000 0,0000
317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) 0,00 0,0000 0,0000
V / Visa Inc. 0,00 −100,00 −0,0694
BOUGHT CNY SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
SOLD CNY BOUGHT USD 20250814 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CNY BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
31750QN05 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
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) −0,00 −100,00 −0,0000 0,0003
SOLD ZAR BOUGHT USD 20250723 / 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
31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) −0,00 −100,00 −0,0000 0,0003
BOUGHT NOK SOLD USD 20250804 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT SEK SOLD USD 20250804 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250714 / 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 NOK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD TRY BOUGHT USD 20250718 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250708 / 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 0,0003
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
BOUGHT PHP SOLD USD 20250717 / 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 SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD JPY BOUGHT USD 20250804 / 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 −0,0006
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0001 −0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0002 −0,0002
INF SWAP US IT 2.5975 09/28/22-10Y LCH / DIR (000000000) −0,00 −0,0002 −0,0002
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0002 −0,0002
BOUGHT PHP SOLD USD 20250717 / DFE (000000000) −0,00 −0,0002 −0,0002
BOUGHT PHP SOLD USD 20250717 / 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
ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) −0,00 −0,0002 −0,0002
IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) −0,00 −0,0003 −0,0003
SOLD SEK BOUGHT USD 20250702 / 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 0,0007
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) −0,00 −0,0003 −0,0003
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0003 −0,0003
SOLD TRY BOUGHT USD 20250707 / DFE (000000000) −0,00 −0,0003 −0,0003
SOLD TRY BOUGHT USD 20250729 / 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
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) −0,00 −0,0003 −0,0002
RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) −0,00 −80,00 −0,0003 0,0007
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0004 −0,0004
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) −0,00 −200,00 −0,0004 −0,0008
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 0,0000
SOLD PEN BOUGHT USD 20250808 / DFE (000000000) −0,00 −0,0004 −0,0004
SOLD TRY BOUGHT USD 20250701 / DFE (000000000) −0,00 −0,0004 −0,0004
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0004 −0,0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0004 −0,0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0004 −0,0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0004 −0,0004
IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (EZY2ZGSDJ3P8) −0,00 0,00 −0,0004 −0,0001
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,00 −0,0005 −0,0005
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,00 −0,0005 −0,0005
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0005 −0,0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0005 −0,0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0006 −0,0006
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) −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
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0006 −0,0006
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0006 −0,0006
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0006 −0,0006
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
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0006 −0,0006
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) −0,00 −33,33 −0,0006 0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0006 −0,0006
IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) −0,00 −33,33 −0,0006 0,0001
IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) −0,00 100,00 −0,0006 −0,0002
RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) −0,00 −33,33 −0,0006 0,0001
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) −0,00 −0,0007 −0,0007
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) −0,00 −0,0007 −0,0007
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0007 −0,0007
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0007 −0,0007
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0007 −0,0007
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0008 −0,0008
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0008 −0,0008
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) −0,00 50,00 −0,0008 −0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0008 −0,0008
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0008 −0,0008
IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (EZ5F1PDPNS31) −0,00 50,00 −0,0009 −0,0003
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) −0,00 −0,0009 −0,0009
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0009 −0,0009
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0009 −0,0009
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0010 −0,0010
SOLD PLN BOUGHT USD 20250718 / DFE (000000000) −0,00 −0,0010 −0,0010
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,00 −0,0011 −0,0011
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,00 −0,0011 −0,0011
SOLD CNH BOUGHT USD 20250820 / 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
RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) −0,01 −76,19 −0,0012 0,0032
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0012 −0,0012
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) −0,01 66,67 −0,0012 −0,0005
SOLD IDR BOUGHT USD 20250711 / DFE (000000000) −0,01 −0,0012 −0,0012
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0013 −0,0013
RFR USD SOFR/3.40000 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) −0,01 66,67 −0,0013 −0,0006
SOLD CLP BOUGHT USD 20250711 / DFE (000000000) −0,01 −0,0013 −0,0013
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0013 −0,0013
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0013 −0,0013
SOLD PEN BOUGHT USD 20250917 / DFE (000000000) −0,01 −0,0014 −0,0014
RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) −0,01 −0,0014 −0,0012
SOLD INR BOUGHT USD 20250709 / DFE (000000000) −0,01 −0,0014 −0,0014
CDX IG43 5Y ICE / DCR (EZ10N17RBN04) −0,01 20,00 −0,0014 −0,0004
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) −0,01 100,00 −0,0015 −0,0007
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0015 −0,0015
SOLD ILS BOUGHT USD 20250902 / DFE (000000000) −0,01 −0,0015 −0,0015
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0016 −0,0016
IRS EUR 3.25000 11/06/23-10Y LCH / DIR (EZMRVVG7GGF9) −0,01 50,00 −0,0016 −0,0007
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0016 −0,0016
SOLD PEN BOUGHT USD 20250929 / DFE (000000000) −0,01 −0,0016 −0,0016
RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) −0,01 −12,50 −0,0016 0,0002
SOLD TRY BOUGHT USD 20250717 / DFE (000000000) −0,01 −0,0016 −0,0016
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) −0,01 75,00 −0,0016 −0,0007
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,01 −0,0017 −0,0017
IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) −0,01 −12,50 −0,0017 −0,0001
SOLD PEN BOUGHT USD 20251105 / DFE (000000000) −0,01 −0,0018 −0,0018
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0018 −0,0018
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0018 −0,0018
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0018 −0,0018
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0018 −0,0018
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) −0,01 −0,0019 −0,0019
RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (EZL59N2WYF38) −0,01 −20,00 −0,0019 0,0003
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0019 −0,0019
NDUEEGF TRS EQUITY SOFR+10 BPS / DE (000000000) −0,01 −0,0019 −0,0019
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,01 −0,0019 −0,0019
FTSE 100 IDX FUT SEP25 IFLL 20250919 / DE (GB00MDWB7N22) −0,01 −0,0020 −0,0020
RFR USD SOFR/3.46300 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) −0,01 0,00 −0,0020 −0,0002
IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) −0,01 50,00 −0,0021 −0,0008
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,01 −0,0021 −0,0021
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) −0,01 −0,0022 −0,0022
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) −0,01 −0,0022 −0,0022
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,01 −0,0022 −0,0022
RFR USD SOFR/3.49500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) −0,01 −43,75 −0,0022 0,0012
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) −0,01 50,00 −0,0023 −0,0009
RFR USD SOFR/3.48500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) −0,01 −43,75 −0,0023 0,0011
SOLD PEN BOUGHT USD 20251205 / DFE (000000000) −0,01 −0,0023 −0,0023
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0024 −0,0024
RFR USD SOFR/3.47000 11/01/24-10Y LCH / DIR (EZLFRJ136TH4) −0,01 −28,57 −0,0025 0,0005
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0025 −0,0025
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,01 −0,0026 −0,0026
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0026 −0,0026
RFR USD SOFR/3.45500 11/01/24-10Y LCH / DIR (EZLFRJ136TH4) −0,01 −21,43 −0,0026 0,0003
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) −0,01 −0,0026 −0,0026
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0027 −0,0027
RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) −0,01 266,67 −0,0027 −0,0020
RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (EZSSZHJJP5K5) −0,01 −21,43 −0,0027 0,0003
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0027 −0,0027
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) −0,01 120,00 −0,0027 −0,0015
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0027 −0,0027
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) −0,01 37,50 −0,0027 −0,0009
RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (EZW0Y59ZCKK7) −0,01 −21,43 −0,0028 0,0002
RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (EZQZ2X045HL2) −0,01 −20,00 −0,0028 0,0003
SOLD PEN BOUGHT USD 20251128 / DFE (000000000) −0,01 −0,0029 −0,0029
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) −0,01 −0,0029 −0,0029
RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) −0,01 −18,75 −0,0030 0,0004
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,01 −0,0031 −0,0031
IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) −0,01 62,50 −0,0031 −0,0014
SOLD PEN BOUGHT USD 20250910 / DFE (000000000) −0,01 −0,0033 −0,0033
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) −0,01 −0,0034 −0,0034
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,01 −0,0034 −0,0034
IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) −0,01 55,56 −0,0034 −0,0015
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0034 −0,0034
IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) −0,01 55,56 −0,0035 −0,0015
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,02 −0,0035 −0,0035
INF SWAP US IT 2.52 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) −0,02 −157,69 −0,0035 −0,0089
RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) −0,02 −28,57 −0,0035 0,0009
NDUEEGF TRS EQUITY SOFR-10 MYI / DE (000000000) −0,02 −0,0036 −0,0036
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0036 −0,0036
IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) −0,02 87,50 −0,0036 −0,0019
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,02 −0,0036 −0,0036
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) −0,02 −0,0036 −0,0036
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) −0,02 −0,0036 −0,0036
SOLD CLP BOUGHT USD 20250723 / DFE (000000000) −0,02 −0,0039 −0,0039
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,02 −0,0040 −0,0040
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,02 −0,0040 −0,0040
IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) −0,02 54,55 −0,0041 −0,0016
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0041 −0,0041
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0042 −0,0042
31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) −0,02 −0,0044 −0,0044
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0046 −0,0046
SOLD PEN BOUGHT USD 20251205 / DFE (000000000) −0,02 −0,0046 −0,0046
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0046 −0,0046
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,02 −0,0048 −0,0048
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,02 −0,0048 −0,0048
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0049 −0,0049
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0050 −0,0050
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0050 −0,0050
IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000) −0,02 −0,0052 −0,0052
OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) −0,02 46,67 −0,0052 −0,0020
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,02 −0,0053 −0,0053
OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (EZB94V5ZTJT3) −0,02 64,29 −0,0054 −0,0023
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,02 −0,0054 −0,0054
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,02 −0,0055 −0,0055
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0058 −0,0058
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0059 −0,0059
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,03 −0,0060 −0,0060
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,03 −0,0064 −0,0064
RFR USD SOFR/3.75000 12/20/23-5Y CME / DIR (EZQ1LP9YKNN9) −0,03 460,00 −0,0066 −0,0054
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,03 −0,0067 −0,0067
RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) −0,03 −116,67 −0,0071 −0,0445
317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) −0,03 −0,0074 −0,0074
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0075 −0,0075
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,03 −0,0076 −0,0076
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) −0,03 −0,0081 −0,0081
SOLD MYR BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0084 −0,0084
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) −0,04 −0,0088 −0,0088
OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (EZV4JXT1DTW8) −0,04 56,00 −0,0092 −0,0038
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) −0,04 −0,0093 −0,0093
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,04 −0,0100 −0,0100
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,04 −0,0103 −0,0103
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,05 −0,0112 −0,0112
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,05 −0,0113 −0,0113
SPTR TRS EQUITY FEDL01+70 FAR / DE (000000000) −0,05 −0,0116 −0,0116
SPTR TRS EQUITY SOFR+61 JPM / DE (000000000) −0,05 −0,0120 −0,0120
IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) −0,05 −0,0123 −0,0123
SOLD PEN BOUGHT USD 20250731 / DFE (000000000) −0,06 −0,0128 −0,0128
SOLD PEN BOUGHT USD 20250804 / DFE (000000000) −0,06 −0,0129 −0,0129
SOLD PEN BOUGHT USD 20251114 / DFE (000000000) −0,06 −0,0129 −0,0129
NDDUWXUS TRS EQUITY SOFR+29 JPM / DE (000000000) −0,06 −0,0138 −0,0138
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,06 −0,0142 −0,0142
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,06 −0,0142 −0,0142
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,06 −0,0145 −0,0145
RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) −0,07 −368,00 −0,0156 −0,0209
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) −0,07 −195,83 −0,0160 −0,0311
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) −0,07 554,55 −0,0168 −0,0143
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,07 −0,0173 −0,0173
317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) −0,08 −0,0175 −0,0175
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,08 −0,0179 −0,0179
SOLD PEN BOUGHT USD 20251203 / DFE (000000000) −0,08 −0,0179 −0,0179
SOLD PEN BOUGHT USD 20250917 / DFE (000000000) −0,08 −0,0185 −0,0185
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,09 −0,0210 −0,0210
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,10 −0,0224 −0,0224
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,10 −0,0227 −0,0227
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,10 −0,0234 −0,0234
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) −0,10 −0,0235 −0,0235
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,11 −0,0253 −0,0253
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) −0,12 −0,0269 −0,0269
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,13 −0,0298 −0,0298
SOLD PEN BOUGHT USD 20250703 / DFE (000000000) −0,13 −0,0299 −0,0299
SOLD BRL BOUGHT USD 20250903 / DFE (000000000) −0,14 −0,0334 −0,0334
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,14 −0,0335 −0,0335
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,15 −0,0354 −0,0354
SPTR TRS EQUITY SOFR+70 BOA / DE (000000000) −0,16 −0,0362 −0,0362
ABX.HE.AAA.06-2 SP BOA / DCR (000000000) −0,16 −0,0365 −0,0365
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,16 −0,0372 −0,0372
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) −0,16 −0,0372 −0,0372
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,16 −0,0381 −0,0381
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,17 −0,0385 −0,0385
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,17 −0,0389 −0,0389
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,17 −0,0390 −0,0390
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,17 −0,0394 −0,0394
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,17 −0,0395 −0,0395
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,17 −0,0398 −0,0398
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,18 −0,0407 −0,0407
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,18 −0,0412 −0,0412
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,18 −0,0426 −0,0426
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,19 −0,0432 −0,0432
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,19 −0,0435 −0,0435
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,19 −0,0438 −0,0438
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) −0,21 −0,0497 −0,0497
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) −0,23 −0,0531 −0,0531
NDDUWXUS TRS EQUITY SOFR+20 JPM / DE (000000000) −0,23 −0,0538 −0,0538
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) −0,24 −0,0552 −0,0552
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,26 −0,0597 −0,0597
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,26 −0,0608 −0,0608
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,27 −0,0631 −0,0631
ABX.HE.AAA.06-2 SP BRC / DCR (000000000) −0,28 −0,0642 −0,0642
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) −0,30 −0,0692 −0,0692
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) −0,32 −0,0731 −0,0731
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,35 −0,0807 −0,0807
RFR USD SOFR/3.75000 06/20/24-4Y CME / DIR (EZNJSFN8FV73) −0,35 −261,57 −0,0810 −0,1258
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,42 −0,0970 −0,0970
NDDUWXUS TRS EQUITY SOFR+20 CBK / DE (000000000) −0,45 −0,1042 −0,1042
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) −0,46 −46,24 −0,1059 0,0699
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,47 −0,1087 −0,1087
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) −0,50 −4,58 −0,1160 −0,0076
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) −0,50 −0,1162 −0,1162
SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) −0,99 −0,2298 −0,2298
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) −1,05 34 833,33 −0,2429 −0,2421
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −1,14 −0,2650 −0,2650
SPTR TRS EQUITY FEDL01+70 BOA / DE (000000000) −1,16 −0,2690 −0,2690
SPTR TRS EQUITY FEDL01+70.5 SOG / DE (000000000) −1,26 −0,2925 −0,2925
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −1,28 −0,2977 −0,2977
NDDUWXUS TRS EQUITY SOFR+38 CBK / DE (000000000) −1,87 −0,4339 −0,4339
SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) −2,51 −0,5814 −0,5814
NDUEEGF TRS EQUITY FEDL01+19 ULO / DE (000000000) −3,71 −0,8588 −0,8588
US01F0326821 / Fannie Mae or Freddie Mac −19,62 −667,30 −4,5459 −5,1414