Grundläggande statistik
Portföljvärde $ 8 233 540 118
Aktuella positioner 1 082
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)

PRRIX - PIMCO Real Return Fund Institutional har redovisat 1 082 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 8 233 540 118 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). PRRIX - PIMCO Real Return Fund Institutionals största innehav är UMBS TBA (US:US01F0426811) , U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US912828ZZ63) , United States Treasury Inflation Indexed Bonds (US:US9128287D64) , and Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 (US:US912810FD55) . PRRIX - PIMCO Real Return Fund Institutionals nya positioner inkluderar UMBS TBA (US:US01F0426811) , U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US912828ZZ63) , United States Treasury Inflation Indexed Bonds (US:US9128287D64) , and Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 (US:US912810FD55) .

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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
118,34 1,5694 1,5694
104,41 1,3846 1,3846
174,04 2,3080 1,1762
51,78 0,6866 0,6866
45,46 0,6029 0,6029
37,50 0,4973 0,4973
363,54 4,8210 0,4689
150,90 2,0011 0,4056
76,72 1,0175 0,3818
18,40 0,2440 0,2440
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
−769,26 −10,2014 −10,2014
−189,40 −2,5117 −2,5117
−77,42 −1,0268 −1,0268
168,82 2,2388 −0,7780
−58,61 −0,7772 −0,7772
140,58 1,8643 −0,4865
−17,76 −0,2356 −0,2356
−0,26 −0,0034 −0,2325
−13,45 −0,1783 −0,1783
59,04 0,7829 −0,1502
13F- och fond arkiveringar

Denna blankett lämnades in den 2025-08-28 för rapporteringsperioden 2025-06-30. 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
(%)
US01F0426811 / UMBS TBA 363,54 8,36 4,8210 0,4689
US91282CEZ05 / U.S. Treasury Inflation Linked Notes 355,32 0,91 4,7120 0,1389
US912828ZZ63 / United States Treasury Inflation Indexed Bonds 347,49 1,29 4,6081 0,1522
US9128287D64 / United States Treasury Inflation Indexed Bonds 323,46 1,25 4,2894 0,1403
US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 314,41 0,19 4,1695 0,0936
US91282CHP95 / United States Treasury Inflation Indexed Bonds 313,59 0,55 4,1586 0,1081
US9128283R96 / United States Treasury Inflation Indexed Bonds 310,52 0,91 4,1178 0,1211
US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 304,89 0,33 4,0433 0,0965
US91282CBF77 / United States Treasury Inflation Indexed Bonds 304,16 1,32 4,0335 0,1345
TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) 302,19 0,17 4,0075 0,0891
US912810PV44 / United States Treasury Inflation Indexed Bonds 296,31 0,62 3,9295 0,1046
US912828S505 / United States Treasury Inflation Indexed Bonds 262,71 −2,23 3,4839 −0,0061
US912828Y388 / United States Treasury Inflation Indexed Bonds 251,78 0,95 3,3389 0,0994
US91282CCM10 / United States Treasury Inflation Indexed Bonds 225,84 1,21 2,9949 0,0969
US01F0606834 / Uniform Mortgage-Backed Security, TBA 192,50 1,28 2,5528 0,0872
TSY INFL IX N/B 10/29 1.625 / DBT (US91282CLV18) 174,04 99,73 2,3080 1,1762
US912810RF75 / United States Treasury Inflation Indexed Bonds 168,82 −27,32 2,2388 −0,7780
US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 165,60 0,63 2,1961 0,0587
US912810RR14 / United States Treasury Inflation Indexed Bonds 161,46 −3,00 2,1412 −0,0208
US912810QV35 / United States Treasury Inflation Indexed Bonds 150,90 22,84 2,0011 0,4056
US912828Z377 / United States Treasury Inflation Indexed Bonds 140,58 −22,33 1,8643 −0,4865
US912810RW09 / United States Treasury Inflation Indexed Bonds 136,37 −3,33 1,8084 −0,0238
US91282CDX65 / United States Treasury Inflation Indexed Bonds 126,59 1,14 1,6788 0,0531
US912810RL44 / United States Treasury Inflation Indexed Bonds 121,14 −2,85 1,6064 −0,0131
GNMA II POOL MB0022 G2 11/54 FIXED 3.5 / ABS-MBS (US3618N5AY58) 118,34 1,5694 1,5694
US912810PZ57 / United States Treasury Inflation Indexed Bonds 108,33 0,55 1,4366 0,0373
US36179W7L60 / Ginnie Mae II Pool 104,41 1,3846 1,3846
TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) 102,79 0,73 1,3631 0,0377
FR0013519253 / French Republic Government Bond OAT 97,90 9,72 1,2983 0,1394
JP1120241K56 / Japanese Government CPI Linked Bond 97,46 5,65 1,2925 0,0943
TSY INFL IX N/B 01/35 2.125 / DBT (US91282CML27) 93,13 −7,85 1,2350 −0,0776
US91282CGK18 / U.S. Treasury Inflation Linked Notes 92,96 0,74 1,2328 0,0343
US01F0406854 / UMBS TBA 92,05 −0,16 1,2207 0,0247
US91282CGW55 / United States Treasury Inflation Indexed Bonds 90,96 0,77 1,2062 0,0339
US912810QF84 / United States Treasury Inflation Indexed Bonds 85,12 −1,37 1,1288 0,0080
US9128285W63 / United States Treasury Inflation Indexed Bonds 79,65 1,00 1,0562 0,0320
TSY INFL IX N/B 02/55 2.375 / DBT (US912810UH94) 76,72 56,77 1,0175 0,3818
US91282CFR79 / United States Treasury Inflation Indexed Bonds 74,01 0,60 0,9815 0,0259
US91282CCA71 / United States Treasury Inflation Indexed Bonds 72,80 −13,76 0,9654 −0,1309
ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 72,00 4,99 0,9548 0,0641
US91282CEJ62 / United States Treasury Inflation Indexed Bonds 65,63 0,72 0,8704 0,0240
US01F0626899 / Uniform Mortgage-Backed Security, TBA 65,58 1,36 0,8697 0,0304
TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) 65,30 0,30 0,8660 0,0204
US01F0526800 / Uniform Mortgage-Backed Security, TBA 64,24 1,31 0,8519 0,0293
US912810SM18 / US TII .25 02/15/2050 (TIPS) 59,97 −3,93 0,7953 −0,0155
US912810RA88 / United States Treasury Inflation Indexed Bonds 59,38 −2,41 0,7875 −0,0028
US912810QP66 / United States Treasury Inflation Indexed Bonds 59,04 −17,83 0,7829 −0,1502
TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) 57,53 −3,68 0,7630 −0,0128
US9128282L36 / United States Treasury Inflation Indexed Bonds 54,39 0,77 0,7213 0,0203
TSY INFL IX N/B 04/30 1.625 / DBT (US91282CNB36) 51,78 0,6866 0,6866
US912810SB52 / United States Treasury Inflation Indexed Bonds 48,44 −3,36 0,6424 −0,0086
GNMA II POOL MB0201 G2 02/55 FIXED 3.5 / ABS-MBS (US3618N5GK90) 45,46 0,6029 0,6029
FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) 42,71 −5,17 0,5664 −0,0186
FANNIE MAE FNR 2025 47 FJ / ABS-MBS (US3136BWNH55) 37,50 0,4973 0,4973
US912810SV17 / United States Treasury Inflation Indexed Bonds 33,79 −4,36 0,4482 −0,0108
EW / Edwards Lifesciences Corporation 33,60 6,63 0,4456 0,0368
US912810SG40 / United States Treasury Inflation Indexed Bonds 32,83 −3,71 0,4353 −0,0075
IRS EUR 0.19700 11/08/22-30Y LCH / DIR (EZ3H5XY3RVT8) 31,95 11,01 0,4237 0,0499
CA135087VS05 / Canadian Government Real Return Bond 30,18 5,17 0,4003 0,0275
US912810TE82 / United States Treasury Inflation Indexed Bonds 30,12 −4,80 0,3994 −0,0115
US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 29,01 0,55 0,3847 0,0100
RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) 27,28 12,94 0,3617 0,0481
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 25,69 13,75 0,3406 0,0473
XS2300337909 / Bosphorus CLO VI DAC 25,34 8,55 0,3360 0,0328
IT0005387052 / Italy Buoni Poliennali Del Tesoro 23,58 11,37 0,3127 0,0377
IRS EUR 0.19500 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) 20,03 11,01 0,2657 0,0313
US3131XYWF20 / FREDDIE MAC POOL FR ZM5146 19,30 −2,11 0,2560 −0,0001
FR0014001N38 / French Republic 18,68 10,62 0,2477 0,0284
GNMA II POOL MB0304 G2 04/55 FIXED 3.5 / ABS-MBS (US3618N5KS70) 18,40 0,2440 0,2440
IRS EUR 0.19000 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) 18,31 1,44 0,2428 0,0084
US38382YB360 / Government National Mortgage Association 17,15 −0,12 0,2275 0,0044
US17309QAG91 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 16,88 −0,11 0,2239 0,0044
US912810FQ68 / United States Treas Bds Treas Bond 15,70 0,58 0,2082 0,0055
GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (US3618N5ML00) 15,65 0,2075 0,2075
GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) 15,43 0,2047 0,2047
US86359UAG40 / STRUCTURED ASSET SECURITIES CO SASC 2006 OPT1 M1 15,06 −2,38 0,1997 −0,0007
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) 14,44 0,1916 0,1916
RFRF USD SOFR/2.28500 11/15/23-30Y LCH / DIR (EZ6VRNVRPQ25) 14,16 7,16 0,1878 0,0162
XS2434833443 / Madison Park Euro Funding VIII DAC, Series 8A, Class ARR 13,96 9,30 0,1851 0,0193
XS2305383288 / DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A 13,15 6,73 0,1744 0,0144
US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 12,75 −4,47 0,1691 −0,0043
DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 12,14 9,21 0,1610 0,0166
US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 12,13 −1,47 0,1609 0,0010
CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A / ABS-CBDO (XS3020835339) 11,89 6,57 0,1577 0,0128
US06760GAA94 / Barings CLO Ltd 2018-I 11,75 −8,26 0,1559 −0,0105
US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 11,53 −5,31 0,1529 −0,0052
XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A 11,29 −7,00 0,1497 −0,0079
RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) 11,11 6,79 0,1473 0,0122
XS2310758011 / HARVEST CLO HARVT 20A AR 144A 10,97 −0,96 0,1455 0,0016
US912810TP30 / US TREASURY I/L 1.5% 02-15-53 10,78 −3,86 0,1429 −0,0027
US36179W5D62 / Ginnie Mae II Pool 10,67 0,1415 0,1415
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) 10,11 13,27 0,1341 0,0181
US32027NXX47 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 9,77 −3,88 0,1295 −0,0024
US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd 9,52 −5,52 0,1262 −0,0046
INF SWAP US IT 2.41875 03/05/21-5Y LCH / DIR (EZNTBQ09RPK9) 9,43 −2,59 0,1251 −0,0007
GNMA II POOL MB0255 G2 03/55 FIXED 3.5 / ABS-MBS (US3618N5H931) 9,11 0,1208 0,1208
US12559QAF90 / CIT Mortgage Loan Trust 2007-1 8,69 −6,06 0,1153 −0,0049
INF SWAP US IT 2.31375 02/26/21-5Y LCH / DIR (000000000) 8,45 0,1120 0,1120
US38380LJY02 / Government National Mortgage Association 8,44 −1,12 0,1119 0,0011
US87277JAA97 / TRTX 2022-FL5 Issuer Ltd 8,24 −7,99 0,1092 −0,0070
US466286AD37 / JP Morgan Alternative Loan Trust, Series 2006-A7, Class 1A4 8,22 −2,99 0,1090 −0,0010
XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A 8,13 4,40 0,1079 0,0067
GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (US36180AB691) 7,96 0,1056 0,1056
US70069FHX87 / PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M4 7,91 0,69 0,1049 0,0029
US3137FKAX42 / FREDDIE MAC FHR 4851 PF 7,48 0,0991 0,0991
XS2307738828 / JUBILEE CDO BV JUBIL 2016 17A A1RR 144A 7,43 9,59 0,0986 0,0105
GNMA II POOL MB0143 G2 01/55 FIXED 3.5 / ABS-MBS (US3618N5ER61) 7,42 0,0985 0,0985
US52525AAA25 / LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 7,30 −8,23 0,0968 −0,0065
US126694BH04 / CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB6 SER 2005-HYB6 CL 2A1 V/R REGD 3.79668100 7,01 −1,67 0,0930 0,0004
XS2304369759 / BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A 6,81 0,78 0,0903 0,0025
HAYFIN EMERALD CLO HAYEM 14A A 144A / ABS-CBDO (XS2962031659) 6,72 8,97 0,0891 0,0090
US060505FL38 / Bank of America Corp 6,58 0,00 6,69 0,71 0,0887 0,0024
FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) 6,53 0,0866 0,0866
FANNIE MAE FNR 2024 77 DF / ABS-MBS (US3136BTWY58) 6,14 0,0814 0,0814
XS2330054953 / OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A 6,07 −5,53 0,0805 −0,0030
US83609GBN43 / Sound Point CLO IX Ltd 6,07 −11,96 0,0805 −0,0090
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A / ABS-CBDO (XS2865669365) 6,04 0,75 0,0801 0,0022
US61744CRW81 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M6 6,03 1,11 0,0800 0,0025
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 5,91 0,0784 0,0784
US12659FAA30 / CSMC 2021-NQM8 5,85 −3,94 0,0776 −0,0015
CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) 5,82 −0,09 0,0772 0,0015
US437084QA78 / Home Equity Asset Trust 5,76 −7,71 0,0764 −0,0047
INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (XS2867986593) 5,53 8,85 0,0733 0,0073
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (XS3040415013) 5,45 0,76 0,0722 0,0020
US12669WAA45 / Countrywide Asset-Backed Certificates 5,38 −2,38 0,0714 −0,0002
TRS R SOFRRATE+17/91282CCM1 MYC / DCR (000000000) 5,24 0,0694 0,0694
US89288CAA71 / TRAL_21-7A 5,11 0,12 0,0678 0,0015
US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd 4,98 −1,27 0,0661 0,0005
ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (XS2936116966) 4,95 8,84 0,0656 0,0066
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41) 4,81 0,15 0,0638 0,0014
ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97) 4,81 0,44 0,0637 0,0016
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 4,75 −57,55 0,0630 −0,0823
ATLANTIC AVENUE LTD MCCP 2024 3A A 144A / ABS-CBDO (US04822JAA43) 4,75 0,11 0,0630 0,0014
HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (XS2904562746) 4,71 8,66 0,0624 0,0062
MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) 4,61 0,66 0,0611 0,0016
US38382YC921 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD 4,52 0,04 0,0599 0,0013
XS2388197175 / St Pauls CLO 4,52 6,79 0,0599 0,0050
CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (US14051LAA08) 4,50 −0,07 0,0597 0,0012
XS2294714220 / Contego CLO IV Designated Activity Company 4,44 8,55 0,0589 0,0058
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (US05685AAQ13) 4,41 0,34 0,0585 0,0014
XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A 4,39 −23,15 0,0583 −0,0160
EZGKNZSHTVL4 / INF SWAP US IT 2.7675 05/13/21-5Y LCH 4,38 −3,88 0,0581 −0,0011
ST PAULS CLO SPAUL 10A AR 144A / ABS-CBDO (XS2319913104) 4,34 9,02 0,0575 0,0058
XS2400757501 / St Paul's CLO IV DAC 4,24 8,60 0,0563 0,0055
INF SWAP US IT 2.31125 02/24/21-10Y LCH / DIR (EZ0098TXC0B7) 4,22 −4,18 0,0559 −0,0012
PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38) 4,20 0,29 0,0558 0,0013
XS2357554679 / SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A 4,17 8,95 0,0554 0,0056
XS1850277838 / Tikehau CLO IV BV 4,17 −15,03 0,0553 −0,0084
US054980AA58 / BDS 2022-FL11 LLC 4,08 −6,04 0,0541 −0,0023
XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A 3,95 −10,89 0,0524 −0,0052
US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A 3,88 −23,46 0,0515 −0,0144
JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (US47047RAN61) 3,81 0,13 0,0505 0,0011
XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A 3,68 −6,19 0,0489 −0,0022
3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) 3,67 1 100,65 0,0487 0,0447
US12667CAD48 / Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 3,66 −3,10 0,0485 −0,0005
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) 3,65 0,0484 0,0484
HENLEY FUNDING LTD. HNLY 6A A 144A / ABS-CBDO (XS2401083303) 3,64 8,72 0,0483 0,0048
CUMULUS STATIC CLO CMLST 2024 1A A 144A / ABS-CBDO (XS2797421414) 3,63 1,94 0,0481 0,0019
US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A 3,50 −11,00 0,0465 −0,0047
RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) 3,50 15,27 0,0464 0,0070
CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (US146865AJ95) 3,49 −3,84 0,0462 −0,0008
XS2347648961 / ARES EUROPEAN CLO ARESE 10A AR 144A 3,43 −3,70 0,0455 −0,0008
MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (US62432UAN19) 3,41 0,06 0,0452 0,0010
US52519SAM52 / LABMH 2001-B M2 7.17% 3/28 3,39 −0,06 0,0449 0,0009
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 3,31 0,0439 0,0439
FANNIE MAE FNR 2025 52 FB / ABS-MBS (US3136BWUZ70) 3,31 0,0439 0,0439
GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A / ABS-CBDO (US39809CAY03) 3,31 0,21 0,0439 0,0010
XS2357233100 / Palmer Square European CLO 2021-2 DAC 3,30 8,96 0,0437 0,0044
NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (US64134MAJ53) 3,19 −0,19 0,0424 0,0008
GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A / ABS-CBDO (US381929AA67) 3,17 −6,44 0,0420 −0,0020
SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) 3,10 0,03 0,0411 0,0009
DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07) 3,09 −0,23 0,0410 0,0008
US68402BAD82 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3 3,08 0,07 0,0408 0,0009
HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (XS2874094274) 3,06 8,75 0,0406 0,0040
XS2401860718 / Voya Euro CLO IV DAC 2,94 9,25 0,0390 0,0040
CORDATUS CLO PLC CORDA 21A A1E 144A / ABS-CBDO (XS2370710936) 2,94 8,70 0,0389 0,0039
US74924TAD63 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 2,91 −2,45 0,0386 −0,0002
US93936NAC74 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 4 1A3 2,91 −0,34 0,0386 0,0007
US14453FAD15 / ASSET BACKED SECURITY 2,90 −5,96 0,0385 −0,0016
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (US05684RAL69) 2,90 0,07 0,0384 0,0008
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) 2,90 0,0384 0,0384
FANNIE MAE FNR 2025 16 FN / ABS-MBS (US3136BU6A37) 2,85 −4,46 0,0378 −0,0009
US59023XAC02 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A2B 2,80 −3,74 0,0372 −0,0007
US912810PS15 / United States Treasury Inflation Indexed Bonds 2,79 0,14 0,0370 0,0008
OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48) 2,78 −0,46 0,0369 0,0006
US67113DAW48 / OZLM XXIV Ltd 2,73 −23,52 0,0362 −0,0102
XS2274529275 / CIFC European Funding CLO III DAC 2,71 8,88 0,0359 0,0036
NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A / ABS-CBDO (US64134AAJ16) 2,70 −0,11 0,0358 0,0007
US33835NAA90 / 522 FUNDING CLO LTD MORGN 2018 3A AR 144A 2,69 −23,16 0,0357 −0,0098
US78445FAD78 / SLMA 08-7 A4 FRN (L+90) 07-25-23 2,67 −3,75 0,0354 −0,0006
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A / ABS-CBDO (XS2921572231) 2,66 2,04 0,0352 0,0014
ICG US CLO LTD ICG 2015 2RA A1R 144A / ABS-CBDO (US44933WAL37) 2,60 −13,12 0,0345 −0,0044
AIMCO AIMCO 2015 AA AR3 144A / ABS-CBDO (US00900LAY02) 2,50 0,12 0,0332 0,0007
VENTURE CDO LTD VENTR 2021 44A A1NR 144A / ABS-CBDO (US92332KAQ40) 2,50 0,20 0,0331 0,0007
US52522HAM43 / Lehman XS Trust, Series 2006-8, Class 3A4 2,48 −1,66 0,0329 0,0001
US3140HMN264 / Federal National Mortgage Association 2,46 −2,50 0,0326 −0,0001
US01852TAA16 / Alliance Bancorp Trust 2,46 −2,34 0,0326 −0,0001
OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (US67514UAU51) 2,40 0,13 0,0319 0,0007
US09629PAA49 / BlueMountain CLO XXII Ltd 2,36 −17,67 0,0313 −0,0059
US055742AA88 / BSST MORTGAGE TRUST BSST 2022 1700 A 144A 2,35 −17,88 0,0311 −0,0060
DK0004619467 / Realkredit Danmark A/S 2,33 8,81 0,0310 0,0031
US45660LJZ31 / Residential Asset Securitization Trust, Series 2005-A5, Class A3 2,32 −3,78 0,0307 −0,0006
ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73) 2,30 0,70 0,0305 0,0008
LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (US50202QAL77) 2,29 0,09 0,0304 0,0006
37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (US883932AN54) 2,29 0,13 0,0304 0,0007
US126673EG31 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5 2,27 0,13 0,0301 0,0006
XS2062959700 / Blackrock European CLO IX DAC 2,19 2,00 0,0291 0,0012
US362440AE97 / GSAMP TRUST GSAMP 2007 HE2 A2D 2,17 −5,03 0,0288 −0,0009
US83613DAD84 / SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 1.88800000 2,15 −1,42 0,0285 0,0002
US74924EAA55 / RALI Series 2007-QH8 Trust 2,15 −3,16 0,0285 −0,0003
US04012MAM10 / ARGENT SECURITIES INC. ARSI 2006 M1 A1 2,12 −1,03 0,0281 0,0003
37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) 2,10 0,14 0,0279 0,0006
BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63) 2,10 −12,23 0,0278 −0,0032
US3137BY3C20 / Freddie Mac REMICS 2,08 −3,31 0,0275 −0,0004
US38382Y5C34 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.10000000 2,07 −1,80 0,0275 0,0001
XS2307740642 / JUBILEE CDO BV JUBIL 2016 17A A2RR 144A 2,05 8,46 0,0272 0,0026
INF SWAP US IT 2.69 06/01/21-5Y LCH / DIR (000000000) 2,02 0,0267 0,0267
US02660LAB62 / American Home Mortgage Assets Trust 2,01 −3,45 0,0267 −0,0004
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48) 2,01 −13,06 0,0267 −0,0034
INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) 2,01 0,0267 0,0267
TRALEE CLO LTD TRAL 2018 5A A1RR 144A / ABS-CBDO (US89300JBA51) 2,00 0,15 0,0266 0,0006
US36242DA604 / GSAMP TRUST GSAMP 2005 HE2 M2 1,98 −1,39 0,0263 0,0002
EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGGA8) 1,96 0,0260 0,0260
XS2073812765 / Bosphorus CLO V DAC 1,95 −13,54 0,0258 −0,0034
DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 1,94 9,30 0,0257 0,0027
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 1,94 0,0257 0,0257
MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35) 1,90 0,05 0,0252 0,0005
US928563AC98 / VMware Inc 1,88 0,91 0,0250 0,0007
US05951EAC12 / Banc of America Funding Trust, Series 2006-J, Class 2A1 1,88 −4,09 0,0249 −0,0005
DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (US26244RAF82) 1,88 −26,52 0,0249 −0,0083
XS2305240843 / EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A 1,87 8,83 0,0249 0,0025
RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) 1,87 −20,33 0,0247 −0,0057
US12668PAA03 / Alternative Loan Trust 2006-OA17 1,86 −1,85 0,0246 0,0001
FCT / Fincantieri S.p.A. 1,82 0,0242 0,0242
US17310VAD29 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D 1,79 −2,19 0,0237 −0,0000
FANNIE MAE FNR 2025 16 FA / ABS-MBS (US3136BU5D84) 1,79 −5,51 0,0237 −0,0009
US64830KAA51 / New Residential Mortgage Loan Trust 2018-3 1,78 −3,83 0,0236 −0,0004
US52522EAA73 / Lehman XS Trust, Series 2006-7, Class 1A1A 1,78 −0,84 0,0236 0,0003
INF SWAP US IT 2.813 05/14/21-5Y LCH / DIR (000000000) 1,77 0,0235 0,0235
XS2326512618 / HARVEST CLO HARVT 21A A1R 144A 1,75 1,56 0,0233 0,0008
522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (US33835AAY55) 1,75 0,23 0,0232 0,0005
ADAGIO CLO ADAGI VIII A AN 144A / ABS-CBDO (XS2054620070) 1,73 −14,74 0,0229 −0,0034
FCT / Fincantieri S.p.A. 1,73 0,0229 0,0229
37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40) 1,70 0,12 0,0226 0,0005
US04542BJY92 / ABFC 2004-OPT5 Trust 1,70 −3,91 0,0225 −0,0004
US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 1,67 −1,82 0,0222 0,0001
US805564TL53 / SAXON ASSET SECURITIES TRUST SAST 2005 4 M3 1,63 1,12 0,0216 0,0007
INF SWAP EM NI 2.7 04/15/23-30Y LCH / DIR (EZ0Y9J6GR2R2) 1,63 8,11 0,0216 0,0020
CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A / ABS-CBDO (US14311NAU81) 1,61 −14,67 0,0214 −0,0032
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (US05684NAL55) 1,60 0,0212 0,0212
US933635AA29 / WaMu Mortgage Pass-Through Certificates Series 2007-OA2 Trust 1,60 −4,31 0,0212 −0,0005
PARALLEL LTD PARL 2021 1A AR 144A / ABS-CBDO (US69916HAL42) 1,60 0,13 0,0212 0,0005
INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (EZQNRNKDZTL1) 1,57 9,55 0,0208 0,0022
XS2346593242 / Madison Park Euro Funding IX DAC 1,57 9,06 0,0208 0,0021
US38383KCV26 / GNMA, Series 2023-H20, Class FA 1,56 −1,89 0,0207 0,0000
US00764MHE03 / AEGIS ASSET BACKED SECURITIES TRUST 2005-5 AABST 2005-5 M1 1,56 −6,10 0,0206 −0,0009
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 1,55 0,0205 0,0205
US77587UAL61 / ROMARK CLO LTD RMRK 2017 1A A1R 144A 1,55 −36,94 0,0205 −0,0113
US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 1,54 −0,84 0,0204 0,0003
NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (US66858CAN74) 1,54 −13,75 0,0204 −0,0028
US02146YAC03 / Alternative Loan Trust 2006-OA9 1,54 −1,48 0,0204 0,0001
US74923EAA64 / Rad CLO 5 Ltd 1,53 −15,81 0,0203 −0,0033
TRS R 4.46/91282CFR7 BPS / DCR (000000000) 1,53 0,0203 0,0203
US70069FEM59 / PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 1,50 0,33 0,0199 0,0005
TRS R FEDL01+15/912828Z37 SOG / DCR (000000000) 1,49 0,0198 0,0198
US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 1,49 −1,65 0,0198 0,0001
TREASURY BILL 07/25 0.00000 / DBT (US912797PG65) 1,49 0,0197 0,0197
US15032AAN72 / Cedar Funding V CLO Ltd 1,48 −11,83 0,0196 −0,0022
US02149CAJ09 / Alternative Loan Trust 2006-41CB 1,41 −2,08 0,0187 −0,0000
US38376T5N82 / Government National Mortgage Association 1,40 −29,34 0,0185 −0,0072
INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) 1,39 87,37 0,0185 0,0088
INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) 1,39 87,37 0,0185 0,0088
US52524VAG41 / Lehman XS Trust, Series 2007-15N 1,39 −4,87 0,0184 −0,0005
US70069FAZ09 / ASSET BACKED SECURITY 1,38 −7,39 0,0183 −0,0010
US04018LAJ44 / ARES CLO LTD ARES 2018 50A AR 144A 1,34 −30,38 0,0177 −0,0072
CH1214797172 / Credit Suisse Group AG 1,33 9,04 0,0176 0,0018
CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) 1,33 0,0176 0,0176
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (XS2779841050) 1,30 8,91 0,0172 0,0017
MARATHON CLO LTD MCLO 2019 1A AAR2 144A / ABS-CBDO (US56579ABJ88) 1,29 −8,02 0,0170 −0,0011
US92331EAF34 / XXIX Venture Limited 1,27 −37,59 0,0169 −0,0096
US07389KAA97 / BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1 1,27 −1,55 0,0168 0,0001
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H17 CF / ABS-MBS (US38382YXH16) 1,26 −1,79 0,0167 0,0000
US3132DWES89 / FR SD8245 1,22 −2,25 0,0162 −0,0000
US14889DAJ72 / Catamaran CLO 2014-1 Ltd 1,21 −38,58 0,0160 −0,0095
US17312BAF94 / Citigroup Mortgage Loan Trust 2007-WFHE2 1,20 −6,27 0,0159 −0,0007
US3140XK4X54 / FNMA POOL FS4437 FN 10/52 FIXED VAR 1,19 −3,40 0,0158 −0,0002
DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 1,18 9,35 0,0157 0,0016
ALBACORE EURO CLO ALBAC 4A AR 144A / ABS-CBDO (XS2861758642) 1,18 9,17 0,0156 0,0016
BBAM EUROPEAN CLO BBAME 1A AR 144A / ABS-CBDO (XS2344625475) 1,17 8,80 0,0156 0,0016
XS2348330064 / Blackrock European Clo III Designated Activity Co 1,17 9,02 0,0156 0,0016
DK0002051093 / Nordea Kredit Realkreditaktieselskab 1,17 9,43 0,0155 0,0016
DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A A 144A / ABS-CBDO (XS2124848735) 1,15 8,38 0,0153 0,0015
US45661JAA16 / IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 1,15 −0,86 0,0153 0,0002
US144531EY26 / CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC1 M1 1,12 −6,99 0,0148 −0,0008
SNDPT / Sounds Point CLO IV-R LTD 1,09 −18,50 0,0144 −0,0029
TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) 1,08 0,0143 0,0143
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H14 FA / ABS-MBS (US38380LYK33) 1,08 −2,53 0,0143 −0,0001
DK0002050442 / Nordea Kredit Realkreditaktieselskab 1,07 9,31 0,0142 0,0015
US86361NAD30 / Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4 1,06 −2,13 0,0141 −0,0000
US3132DMH320 / FED HM LN PC POOL SD0250 FR 06/48 FIXED 4 1,06 −2,04 0,0140 0,0000
XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A 1,06 8,74 0,0140 0,0014
TRS R FEDL01+15/91282CJH5 SOG / DCR (000000000) 1,06 0,0140 0,0140
XS2402448703 / St Pauls CLO II DAC 1,06 8,86 0,0140 0,0014
XS2298464939 / Dryden 44 Euro CLO 2015 BV 1,06 8,87 0,0140 0,0014
ARMOR RE II LTD UNSECURED 144A 01/32 VAR / DBT (US04227FAF27) 1,05 −1,31 0,0140 0,0001
US32027LAA35 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A1 1,05 −1,41 0,0139 0,0001
RFR USD SOFR/3.25000 06/18/25-9Y LCH / DIR (EZVYZM8DK482) 1,02 −46,30 0,0135 −0,0111
XS2304366656 / HARVEST CLO HARVT 16A ARR 144A 1,01 −6,85 0,0134 −0,0007
US70069FMT11 / Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2 1,01 −12,13 0,0134 −0,0015
CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (US13876LAW72) 1,00 0,50 0,0133 0,0003
GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A / ABS-CBDO (US38136NAY22) 1,00 0,30 0,0133 0,0003
US68383NBC65 / Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-2 0,99 0,30 0,0131 0,0003
XS2092257869 / DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A 0,96 1,27 0,0127 0,0004
US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C 0,96 −0,10 0,0127 0,0003
US056162AN09 / BABSN 2015-IA AR 0,95 −30,96 0,0126 −0,0053
US94986KAA43 / Wells Fargo Mortgage Backed Securities 2007-AR7 Trust 0,95 0,00 0,0126 0,0003
US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 0,95 −2,27 0,0126 −0,0000
ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (XS2900383915) 0,94 8,78 0,0125 0,0012
US36179XHW92 / Ginnie Mae II Pool 0,94 0,0125 0,0125
US26251LAC81 / Dryden 64 CLO Ltd 2.79 0,93 −23,69 0,0124 −0,0035
US05533YBC30 / BCAP LLC TRUST BCAP 2011 RR5 10A6 144A 0,92 −0,65 0,0122 0,0002
US55284AAA60 / MF1 2021-FL7 Ltd 0,92 −36,24 0,0121 −0,0065
EZ2RJJ2KZCW0 / INF SWAP US IT 2.645 09/10/21-7Y LCH 0,90 −8,16 0,0119 −0,0008
US12482NAN12 / CBAM 2019-10 Ltd 0,89 −16,84 0,0119 −0,0021
INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (EZ2T5PFXSD76) 0,89 127,11 0,0118 0,0067
US3140H1V985 / FNCL UMBS 4.0 BJ0639 03-01-48 0,89 −2,95 0,0118 −0,0001
US86360JAA97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 0,88 −4,96 0,0117 −0,0004
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,87 0,0116 0,0116
XS2301385832 / Invesco Euro CLO I DAC 0,87 −0,57 0,0115 0,0002
US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 0,87 −4,31 0,0115 −0,0003
US31418EHK91 / Fannie Mae Pool 0,86 −2,27 0,0114 −0,0000
INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) 0,86 7,38 0,0114 0,0010
US3622MAAA93 / GSAMP TRUST GSAMP 2007 FM1 A1 0,86 −0,69 0,0114 0,0002
AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) 0,83 0,0111 0,0111
US02149DAN93 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 0,83 −0,48 0,0110 0,0002
FCT / Fincantieri S.p.A. 0,83 9,85 0,0110 0,0012
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,82 0,0108 0,0108
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,82 0,0108 0,0108
US12551YAA10 / CIFC 2018-3A A 0,81 −17,41 0,0108 −0,0020
TREASURY BILL 08/25 0.00000 / DBT (US912797PN17) 0,80 0,0107 0,0107
US12544HAY62 / COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1 0,80 0,63 0,0106 0,0003
EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) 0,77 0,0103 0,0103
US92925DAA81 / WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust 0,75 −2,98 0,0099 −0,0001
US48250MAK36 / KKR CLO 11 Ltd 0,74 −23,54 0,0099 −0,0028
US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 0,74 −38,75 0,0098 −0,0058
INF SWAP US IT 2.573 08/26/21-7Y LCH / DIR (000000000) 0,73 0,0097 0,0097
GNMA II POOL MB0088 G2 12/54 FIXED 3.5 / ABS-MBS (US3618N5C239) 0,73 0,0097 0,0097
US64352VJJ17 / New Century Home Equity Loan Trust, Series 2004-4, Class M1 0,73 −4,23 0,0096 −0,0002
US80556XAG25 / Saxon Asset Securities Trust 2006-2 0,72 −4,28 0,0095 −0,0002
US456612AC42 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A 0,70 −1,13 0,0093 0,0001
CH0517825276 / Credit Suisse Group AG 0,69 10,27 0,0091 0,0010
US26251NAB64 / Dryden 60 CLO Ltd 0,68 −16,22 0,0091 −0,0015
US92922F4B15 / CORP CMO 0,67 −1,17 0,0089 0,0001
US46627MCS44 / JP MORGAN ALTERNATIVE LOAN TRUST SER 2006-A1 CL 1A1 V/R REGD 2.16800000 0,64 −1,23 0,0086 0,0001
US92925VAA89 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust 0,64 −3,33 0,0085 −0,0001
US61750SAF92 / Morgan Stanley ABS Capital I Incorporated Trust 0,63 −1,41 0,0084 0,0001
US52522GAC87 / Lehman XS Trust Series 0,63 −4,26 0,0083 −0,0002
US40430HFM51 / HSI Asset Securitization Corp Trust 2006-OPT3 0,61 −11,03 0,0081 −0,0008
US65536RAF38 / Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-WF1 0,61 −21,22 0,0081 −0,0020
US03759CAS98 / Apidos CLO XXIV 0,61 −1,77 0,0081 0,0000
US05530MAA71 / BCAP LLC TRUST 2006-AA2 BCAP 2006-AA2 A1 0,60 −2,60 0,0080 −0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,60 0,0079 0,0079
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,59 0,0078 0,0078
US41161PYZ07 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A 0,59 −0,51 0,0078 0,0001
REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (US75888TAL98) 0,58 −2,67 0,0077 −0,0000
CH0483180946 / Credit Suisse Group AG 0,58 9,85 0,0077 0,0008
US93934FQP08 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A 0,57 −1,73 0,0076 0,0000
US576433G423 / MASTR Adjustable Rate Mortgages Trust 2006-OA1 0,57 1,07 0,0075 0,0002
US92990GAC78 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1 0,57 −3,40 0,0075 −0,0001
US362334ND27 / GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 0,57 −2,58 0,0075 −0,0000
TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) 0,55 0,0074 0,0074
XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A 0,55 −8,29 0,0073 −0,0005
US92330YAN31 / VENTURE CDO LTD VENTR 2018 33A A1LR 144A 0,55 −28,72 0,0072 −0,0027
IRS EUR 2.87880 06/12/23-9Y* LCH / DIR (EZ5JG9VPYGY0) 0,54 −88,99 0,0072 −0,0568
IRS EUR 2.87880 06/12/23-9Y* LCH / DIR (EZ5JG9VPYGY0) 0,54 −88,99 0,0072 −0,0568
US126694K641 / CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000 0,54 −0,37 0,0072 0,0001
US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 0,54 −2,34 0,0072 −0,0000
US75114NAA28 / RALI Series Trust 0,54 −2,55 0,0071 −0,0000
US3131XWLS04 / FED HM LN PC POOL ZM3037 FR 04/47 FIXED 4 0,51 −0,78 0,0067 0,0001
RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (EZ0DH7NGQM44) 0,50 −41,60 0,0067 −0,0045
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (US03330YAJ91) 0,50 0,00 0,0066 0,0001
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A / ABS-CBDO (US05682EAN31) 0,50 0,00 0,0066 0,0001
US933637AA84 / WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust 0,49 −2,38 0,0065 −0,0000
US80317LAJ26 / Saranac Clo VI Ltd 0,48 −14,21 0,0064 −0,0009
US92917CAE21 / Voya CLO 2013-1 Ltd 0,46 −23,37 0,0061 −0,0017
VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (US92917RAL33) 0,45 −1,09 0,0060 0,0000
US912828V491 / United States Treasury Inflation Indexed Bonds 0,45 0,45 0,0060 0,0002
FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) 0,44 −9,02 0,0059 −0,0005
US004427BM18 / ACE Securities Corp. Home Equity Loan Trust, Series 2003-OP1, Class M1 0,44 −2,43 0,0059 −0,0000
US456610AA20 / IndyMac INDX Mortgage Loan Trust 2006-AR15 0,44 −1,57 0,0058 0,0000
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,43 0,0057 0,0057
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,43 0,0057 0,0057
CH1211713180 / Credit Suisse Group AG 0,42 6,55 0,0056 0,0005
US36179XBS45 / Government National Mortgage Association (GNMA) 0,42 0,0056 0,0056
RAD CLO LTD RAD 2019 4A AR 144A / ABS-CBDO (US749984AA83) 0,41 −16,29 0,0055 −0,0009
US55283TAA60 / MF1 Multifamily Housing Mortgage Loan Trust 0,40 −30,24 0,0053 −0,0021
US12670FAE07 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-9 CL 2A4 V/R REGD 1.95800000 0,39 −2,26 0,0052 −0,0000
US437084QY54 / Home Equity Asset Trust 2005-9 0,39 −11,64 0,0051 −0,0006
US761118NN46 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO4 2A1 0,38 2,73 0,0050 0,0002
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,38 0,0050 0,0050
US933636AA02 / WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust 0,37 −3,12 0,0050 −0,0000
US437084CE47 / Home Equity Asset Trust 0,37 −4,42 0,0049 −0,0001
US66988YAD40 / NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C 0,37 −0,27 0,0049 0,0001
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,36 0,0048 0,0048
US92925GAA13 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 0,36 −0,55 0,0048 0,0001
IRS EUR 1.83000 09/17/25-2Y LCH / DIR (EZR89VG8W7K1) 0,36 0,0047 0,0047
US92922FWZ79 / WaMu Mortgage Pass-Through Certificates Series 2004-AR10 Trust 0,35 −5,11 0,0047 −0,0002
NATURAL GAS FUTR SEP25 XNYM 20250827 / DCO (000000000) 0,35 0,0046 0,0046
US38382YPL10 / Government National Mortgage Association 0,35 −11,68 0,0046 −0,0005
US76114CAG15 / Residential Asset Securitization Trust, Series 2007-A6, Class 2A1 0,35 −2,25 0,0046 −0,0000
US64352VCR06 / New Century Home Equity Loan Trust Series 2003-2 0,35 −3,61 0,0046 −0,0001
TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) 0,34 0,0046 0,0046
US12668BSJ34 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 2A4 0,34 −1,72 0,0046 0,0000
US14315LAA26 / Carlyle Global Market Strategies CLO 2014-3-R Ltd 0,34 −40,14 0,0045 −0,0029
US12489WLH50 / Credit-Based Asset Servicing & Securitization LLC 0,34 −3,13 0,0045 −0,0000
LME PRI ALUM FUTR JUL25 XLME 20250714 / DCO (GB00FVN2W437) 0,34 533,96 0,0045 0,0038
LME PRI ALUM FUTR JUL25 XLME 20250714 / DCO (GB00FVN2W437) 0,34 533,96 0,0045 0,0038
TRS R FEDL01+15/9128283R9 SOG / DCR (000000000) 0,33 0,0044 0,0044
EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) 0,33 0,0044 0,0044
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H20 FA / ABS-MBS (US38382YYK36) 0,33 −12,50 0,0044 −0,0005
US07388DAS71 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 0,32 −0,92 0,0043 0,0000
US12481QAC96 / CBAM 2018-5 Ltd 0,32 −24,53 0,0043 −0,0013
US43739ECR62 / HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2 0,32 −4,19 0,0043 −0,0001
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,31 0,0042 0,0042
CORN FUTURE SEP25 XCBT 20250912 / DCO (000000000) 0,31 0,0041 0,0041
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,30 0,0040 0,0040
TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11) 0,30 −6,85 0,0040 −0,0002
TRS R SOFRRATE+17/9128282L3 MYC / DCR (000000000) 0,30 0,0040 0,0040
US172987AD17 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A 0,30 −1,00 0,0040 0,0000
US073881AA25 / Bear Stearns ARM Trust 2007-3 0,30 −3,59 0,0039 −0,0001
US939336X656 / WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust 0,30 −4,22 0,0039 −0,0001
US86359BV811 / STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M2 0,29 −20,33 0,0039 −0,0009
US126670GR39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4 0,29 −0,35 0,0038 0,0001
US12668ATT24 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 0,29 −0,35 0,0038 0,0001
US073868AV35 / Bear Stearns ALT-A Trust 2006-6 0,29 −1,38 0,0038 0,0000
US41161PA868 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A 0,28 −4,38 0,0038 −0,0001
US81744MAA09 / Sequoia Mortgage Trust 2007-3 0,28 −6,02 0,0037 −0,0002
INF SWAP GB NI 3.466 09/15/24-10Y LCH / DIR (EZ6H5KXS0QT8) 0,28 189,58 0,0037 0,0024
US94981PAM23 / WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9 0,28 −16,01 0,0037 −0,0006
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,28 0,0037 0,0037
DK0009532020 / Nykredit Realkredit AS 0,27 9,16 0,0036 0,0004
US93364CAA62 / WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust 0,27 −4,24 0,0036 −0,0001
US3140H5ZE43 / FNMA 30YR 4% 12/01/2047#BJ4340 0,27 −0,37 0,0036 0,0001
US31418DNK45 / Fannie Mae Pool 0,27 −2,93 0,0035 −0,0000
PLATINUM FUTURE OCT25 XNYM 20251029 / DCO (000000000) 0,26 0,0035 0,0035
US040104TG69 / Argent Securities Trust 2006-W4 0,26 −1,14 0,0035 0,0000
RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH / DIR (EZ372SBFZ7Z5) 0,26 −24,20 0,0035 −0,0010
US94983PAF53 / Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 0,26 −3,37 0,0034 −0,0000
US3137F4CZ38 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2 0,26 0,00 0,0034 0,0001
US59020UAC99 / MLCC MORTGAGE INVESTORS, INC. - SERIES 2004 0,25 −1,94 0,0034 0,0000
TRS R 4.46/91282CDC2 BPS / DCR (000000000) 0,25 0,0034 0,0034
US004421EW92 / ACE Securities Corp Home Equity Loan Trust Series 2004-OP1 0,25 −1,19 0,0033 0,0000
US31329QWF44 / Freddie Mac Pool 0,25 −0,40 0,0033 0,0001
US3140K9T748 / FNMA POOL BP2373 FN 04/50 FIXED 4 0,25 −0,80 0,0033 0,0000
US126673BR23 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5 0,25 −0,41 0,0033 0,0001
BOUGHT GBP SOLD USD 20250804 / DFE (000000000) 0,24 0,0032 0,0032
SILVER FUTURE SEP25 XCEC 20250926 / DCO (000000000) 0,24 0,0032 0,0032
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,23 0,0031 0,0031
US32052DAG60 / First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 0,23 −5,67 0,0031 −0,0001
US863579YR37 / STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER SARM 2005-19XS 1A1 0,23 −0,85 0,0031 0,0000
US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust 0,23 −2,95 0,0031 −0,0000
US14310MAW73 / Carlyle Global Market Strategies CLO 2014-1 Ltd 0,23 −23,59 0,0031 −0,0009
US805564RN38 / Saxon Asset Securities Trust 2005-1 0,23 −9,49 0,0030 −0,0002
US31395M2F53 / Freddie Mac Structured Pass-Through Certificates 0,22 −3,54 0,0029 −0,0000
INF SWAP EM NI 1.636 06/15/25-2Y LCH / DIR (EZ3WDPMPJN09) 0,21 0,0028 0,0028
US073866BN44 / BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 0,21 −0,95 0,0028 0,0000
US61746RHS31 / Morgan Stanley ABS Capital I Inc Trust 2004-WMC2 0,21 −9,52 0,0028 −0,0002
US07384MZV70 / BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1 0,21 −1,43 0,0028 0,0000
COFFEE 'C' FUTURE SEP25 IFUS 20250918 / DCO (000000000) 0,21 0,0028 0,0028
INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) 0,19 −22,40 0,0026 −0,0007
INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) 0,19 −22,40 0,0026 −0,0007
TREASURY BILL 09/25 0.00000 / DBT (US912797MH75) 0,19 0,0025 0,0025
US589929M704 / MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERI SER 2003-A2 CL 1A1 V/R REGD 4.35915200 0,19 −3,08 0,0025 −0,0000
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,19 0,0025 0,0025
US45662BAD10 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3 0,19 −1,05 0,0025 0,0000
MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (XS2969300081) 0,18 5,78 0,0024 0,0002
US31334XR358 / FED HM LN PC POOL QA1406 FR 07/49 FIXED 4 0,18 −0,54 0,0024 0,0000
US86361JAB61 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2 0,18 −0,54 0,0024 0,0000
TREASURY BILL 08/25 0.00000 / DBT (US912797PQ48) 0,17 0,0023 0,0023
US61746WA750 / MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1 0,17 −9,90 0,0023 −0,0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,17 0,0023 0,0023
US61753KAE64 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2D 0,17 −0,58 0,0023 0,0000
US45660NX839 / IndyMac INDX Mortgage Loan Trust 2004-AR6 0,17 −1,16 0,0023 0,0000
US02660WAC01 / American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 0,17 −5,71 0,0022 −0,0001
US92915UAG94 / VOYA CLO LTD VOYA 2017 2A A1R 144A 0,16 −0,61 0,0022 0,0000
US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 0,16 −0,61 0,0022 0,0000
US55379AAA25 / M360 2021-CRE3 Ltd 0,16 −60,35 0,0021 −0,0031
US92922FR759 / WaMu Mortgage Pass-Through Certificates Series 2005-AR8 0,16 −3,05 0,0021 −0,0000
US61744CLW46 / Morgan Stanley ABS Capital I Inc Trust 2005-WMC1 0,16 −4,22 0,0021 −0,0001
US05949CKT26 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 0,16 −1,25 0,0021 0,0000
US39538RAB50 / GreenPoint MTA Trust 2005-AR1 0,15 −5,00 0,0020 −0,0001
US929227LE40 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR2 SER 2002-AR2 CL A V/R REGD 2.37700000 0,15 −9,64 0,0020 −0,0002
US362341XE41 / GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 0,15 −1,32 0,0020 0,0000
US3140J6GR20 / Federal National Mortgage Association 0,15 −1,96 0,0020 0,0000
US12668ACG85 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1 0,15 −11,76 0,0020 −0,0002
US12669GTQ46 / CHL Mortgage Pass-Through Trust 2005-3 0,15 −1,97 0,0020 0,0000
US07384MB681 / Bear Stearns ARM Trust 2004-1 0,15 −1,36 0,0019 0,0000
INF SWAP EM NI 3.13 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) 0,14 −13,25 0,0019 −0,0002
US65538PAG37 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6 0,14 −2,76 0,0019 −0,0000
US32051GQL22 / First Horizon Mortgage Pass-Through Trust 2005-AR3 0,14 −1,41 0,0019 0,0000
US45660LRU51 / IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A 0,14 −1,41 0,0019 0,0000
US07387AET88 / Bear Stearns ARM Trust 2005-10 0,14 −3,55 0,0018 −0,0000
US05401AAR23 / Avolon Holdings Funding Ltd 0,14 1,50 0,0018 0,0001
US41161PTN32 / HarborView Mortgage Loan Trust 2005-10 0,14 −4,26 0,0018 −0,0000
US92925VAJ98 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2 0,13 0,00 0,0018 0,0000
US67590RAY18 / Octagon Loan Funding Ltd 0,13 −14,94 0,0017 −0,0003
US65538PAE88 / Nomura Asset Acceptance Corp Alternative Loan Trust Series 2007-1 0,13 −2,24 0,0017 −0,0000
US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 0,13 −3,01 0,0017 −0,0000
US3133KHPQ38 / FED HM LN PC POOL RA2231 FR 01/49 FIXED 4 0,13 −0,77 0,0017 0,0000
US12668NAA54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A 0,13 −2,29 0,0017 −0,0000
CORN FUTURE DEC25 XCBT 20251212 / DCO (000000000) 0,13 0,0017 0,0017
US55028BAA52 / LUMINENT MORTGAGE TRUST LUM 2006 7 1A1 0,13 −0,78 0,0017 0,0000
CH1142754311 / CREDIT SUISSE GRP AG 2.125%/VAR 11/15/2029 REGS 0,13 8,62 0,0017 0,0002
US93934FBT84 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB 0,13 0,00 0,0017 0,0000
US073871AN55 / Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-4 0,12 −1,60 0,0016 −0,0000
US36225DWT70 / GNMA II POOL 081557 G2 12/35 FLOATING VAR 0,12 −3,94 0,0016 −0,0000
RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH / DIR (EZLFVTBKWB45) 0,12 −20,92 0,0016 −0,0004
US3133BFWM85 / FED HM LN PC POOL QE6052 FR 07/52 FIXED 4.5 0,12 −0,83 0,0016 0,0000
FR001400AQH0 / FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 0,12 11,32 0,0016 0,0002
US45661EGK47 / IndyMac INDX Mortgage Loan Trust 2006-AR9 0,12 0,00 0,0016 0,0000
US32051D3G58 / First Horizon Alternative Mortgage Securities Trust 2004-AA1 0,12 −1,68 0,0016 0,0000
US86364JAA51 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 9 1A1 0,12 −4,88 0,0016 −0,0001
CH1174335740 / CREDIT SUISSE GRP AG 2.875/VAR 04/02/2032 REGS 0,12 11,65 0,0015 0,0002
US576433GC48 / MASTR Adjustable Rate Mortgages Trust 2003-6 0,12 −2,54 0,0015 −0,0000
SUGAR 11 (WORLD) OCT25 IFUS 20250930 / DCO (000000000) 0,11 0,0015 0,0015
US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 0,11 −14,29 0,0015 −0,0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,11 0,0015 0,0015
US31406DAF33 / Fannie Mae Pool 0,11 −2,59 0,0015 −0,0000
US04942JAC53 / Atlas Senior Loan Fund X Ltd 0,11 −62,24 0,0015 −0,0023
US3137BYWC07 / FHLMC, Series 4694, Class FA 0,11 −4,31 0,0015 −0,0000
US61744CNC63 / Morgan Stanley ABS Capital I Inc Trust 2005-HE2 0,11 −4,39 0,0015 −0,0000
US16678RDT14 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 3A A1 144A 0,11 −1,82 0,0014 0,0000
US04542BEA61 / ASSET BACKED FUNDING CERTIFICA ABFC 2003 WMC1 M1 0,11 −5,26 0,0014 −0,0000
US86358EGW03 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 0,11 −1,83 0,0014 −0,0000
US3132A5JR73 / Freddie Mac Pool 0,11 −1,85 0,0014 0,0000
US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 0,10 −4,59 0,0014 −0,0000
XS1713075973 / BLACK DIAMOND CLO BLACK 2017 2A A1 144A 0,10 −39,41 0,0014 −0,0008
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,10 0,0013 0,0013
US863579XK92 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-18 0,10 −2,88 0,0013 −0,0000
US449258AA06 / ICG US CLO 2018-1 LTD 0,10 −45,99 0,0013 −0,0011
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,10 0,0013 0,0013
US31405YPX30 / Fannie Mae Pool 0,10 −6,67 0,0013 −0,0001
US3128JRAR73 / FED HM LN PC POOL 847216 FH 01/34 FLOATING VAR 0,10 −15,65 0,0013 −0,0002
INF SWAP US IT 3.323 04/23/25-1Y LCH / DIR (000000000) 0,10 0,0013 0,0013
US41165AAB89 / HarborView Mortgage Loan Trust 2007-5 0,10 −2,04 0,0013 −0,0000
US929227R651 / WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust 0,10 −2,06 0,0013 0,0000
US12638PAJ84 / CREDIT SUISSE MORTGAGE TRUST 0,10 3,26 0,0013 0,0001
US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA 0,10 −4,04 0,0013 −0,0000
US86359LTG40 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR1 3A1 0,09 −3,09 0,0013 −0,0000
US3140Q9UA98 / Fannie Mae Pool 0,09 −1,05 0,0012 0,0000
US92922FZE14 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR12 A1 0,09 −2,11 0,0012 −0,0000
US59024WAB37 / MLCC MORTGAGE INVESTORS INC MLCC 2007 2 2A1 0,09 −1,08 0,0012 0,0000
MILL WHEAT EURO SEP25 XPAR 20250910 / DCO (FREN00432202) 0,09 405,56 0,0012 0,0010
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,09 0,0012 0,0012
US45670CAA53 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 0,09 0,00 0,0012 0,0000
US31396V4Q81 / Fannie Mae REMICS 0,09 −2,22 0,0012 0,0000
US59020USH94 / Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A1 0,09 −3,30 0,0012 −0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,09 0,0011 0,0011
US05949CCA27 / BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2 0,09 −1,15 0,0011 0,0000
US45660LZM44 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1 0,09 −1,16 0,0011 0,0000
US5764342H69 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 0,09 −3,41 0,0011 −0,0000
INF SWAP US IT 3.3 06/04/2025-1Y LCH / DIR (EZ4T3WJXC5V3) 0,08 0,0011 0,0011
US41161PJN42 / HarborView Mortgage Loan Trust 2004-10 0,08 −1,18 0,0011 0,0000
US59020UNP65 / MLCC MORTGAGE INVESTORS, INC. 0,08 −3,45 0,0011 −0,0000
US31396PMC22 / Fannie Mae REMICS 0,08 −2,35 0,0011 −0,0000
US59020UL789 / Merrill Lynch Mortgage Capital Inc. 0,08 −2,38 0,0011 −0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,08 0,0011 0,0011
US92922F4F29 / WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust 0,08 −2,41 0,0011 0,0000
US126673V337 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4 0,08 −10,99 0,0011 −0,0001
US92922FW536 / WaMu Mortgage Pass-Through Certificates Series 2005-AR10 Trust 0,08 0,00 0,0011 0,0000
US126694A329 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 0,08 3,95 0,0011 0,0001
US313398VT33 / FSPC T-35 A V/R 9/25/31 1.84800000 0,08 −16,13 0,0010 −0,0002
US3132A5JX42 / FREDDIE MAC POOL FR ZS4778 0,08 −2,50 0,0010 −0,0000
US125438AB79 / CHL Mortgage Pass-Through Trust 2007-HYB2 0,08 −1,30 0,0010 0,0000
COFF ROBUSTA 10TN SEP25 IFEU 20250924 / DCO (GB00KNRFJH91) 0,08 0,0010 0,0010
US86359LLZ03 / Structured Asset Mortgage Investments II Trust 2005-AR4 0,08 −2,60 0,0010 −0,0000
US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust 0,07 −3,90 0,0010 −0,0000
US12555DAB10 / CIM Trust, Series 2019-INV1, Class A2 0,07 −6,41 0,0010 −0,0000
US17307GJK58 / Citigroup Mortgage Loan Trust, Inc., Series 2004-OPT1, Class M3 0,07 −6,41 0,0010 −0,0000
US576433UM63 / MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 0,07 −2,70 0,0010 0,0000
US16165TBC62 / CHASEFLEX TRUST CFLX 2005 2 3A2 0,07 0,00 0,0009 0,0000
US466247TQ62 / J.P. Morgan Mortgage Trust 2005-A1 0,07 −1,39 0,0009 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,07 0,0009 0,0009
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,07 0,0009 0,0009
XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS 0,07 9,52 0,0009 0,0001
US36179WZB70 / Ginnie Mae II Pool 0,07 0,0009 0,0009
US45660LXA24 / IndyMac INDX Mortgage Loan Trust 2005-AR19 0,07 −1,49 0,0009 0,0000
US05951FAM68 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA10 0,07 −1,49 0,0009 0,0000
US05951UAK79 / Banc of America Funding 2006 8T2 Trust 0,07 0,00 0,0009 0,0000
EZ4YGY9ZBMF1 / CMBX.NA.AAA.12 SP SAL 0,07 −600,00 0,0009 0,0010
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,06 0,0009 0,0009
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,06 0,0009 0,0009
US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 0,06 −15,79 0,0009 −0,0001
KC HRW WHEAT FUT DEC25 XCBT 20251212 / DCO (000000000) 0,06 0,0008 0,0008
US45660LQJ16 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A4 0,06 −1,59 0,0008 0,0000
LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) 0,06 0,0008 0,0008
US12544YAD58 / COUNTRYWIDE HOME LOANS CWHL 2008 1 A4 0,06 0,00 0,0008 0,0000
US88432CBB19 / Wind River CLO, Ltd. FRN, due 07/18/2031 0,06 −83,51 0,0008 −0,0040
US07384MZS42 / Bear Stearns ARM Trust 2003-8 0,06 −3,17 0,0008 −0,0000
TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) 0,06 0,0008 0,0008
US86358EAK29 / STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A2 0,06 −17,57 0,0008 −0,0002
US466247YH09 / JP Morgan Mortgage Trust 2005-A8 0,06 −3,17 0,0008 −0,0000
US45660LYW35 / INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1 0,06 0,00 0,0008 0,0000
US22239EAG17 / CHL Mortgage Pass-Through Trust 2007-HYB1 0,06 −1,67 0,0008 −0,0000
US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 0,06 −1,69 0,0008 0,0000
GASOLINE RBOB FUT DEC25 XNYM 20251128 / DCO (000000000) 0,06 0,0008 0,0008
US61751JAM36 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A6S 0,06 0,00 0,0008 0,0000
US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 0,06 −5,17 0,0007 −0,0000
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,06 0,0007 0,0007
US93362FAJ21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 0,06 0,00 0,0007 0,0000
US61749BAF04 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D 0,05 −3,57 0,0007 −0,0000
US761118HU52 / RALI SERIES 2005-QO2 TRUST RALI 2005-QO2 A1 0,05 −1,82 0,0007 0,0000
US41161PUK73 / HarborView Mortgage Loan Trust, Series 2005-11, Class 2A1A 0,05 −5,26 0,0007 −0,0000
US007036KD71 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 3A1 0,05 −1,85 0,0007 0,0000
US362341WZ88 / GSR MORTGAGE LOAN TRUST 0,05 −1,85 0,0007 0,0000
US362341FR55 / GSR Mortgage Loan Trust, Series 2005-AR, Class 6A1 0,05 −1,85 0,0007 0,0000
US31329QDG38 / FED HM LN PC POOL ZA6403 FR 03/39 FIXED 4 0,05 −1,85 0,0007 0,0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,05 0,0007 0,0007
US80557BAA26 / Saxon Asset Securities Trust 2007-3 0,05 −5,56 0,0007 −0,0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,05 0,0007 0,0007
US466309AA90 / JP Morgan Alternative Loan Trust 0,05 −3,85 0,0007 −0,0000
US45660LQL61 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A6 0,05 −2,00 0,0007 0,0000
US059515AH96 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6 0,05 −4,00 0,0006 −0,0000
US32052WAH25 / First Horizon Alternative Mortgage Securities Trust 2007-FA4 0,05 −9,43 0,0006 −0,0001
US3140HNVL33 / FNMA 30YR 4% 08/01/2048#BK8718 0,05 −2,08 0,0006 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,05 0,0006 0,0006
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,05 0,0006 0,0006
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,05 0,0006 0,0006
US61754PAA21 / Morgan Stanley Mortgage Loan Trust 2007-8XS 0,05 −2,13 0,0006 0,0000
US3131Y1W553 / Freddie Mac Pool 0,05 −2,13 0,0006 −0,0000
US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 0,05 −4,17 0,0006 −0,0000
US07384YSY31 / BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-1 SER 2004-1 CL M1 V/R REGD 2.68300000 0,05 −4,17 0,0006 −0,0000
US22616CAJ27 / Crestline Denali CLO XV Ltd 0,05 −82,76 0,0006 −0,0028
US79549AYP82 / SALOMON BROTHERS MORTGAGE SECU SBM7 2003 1 A1 144A 0,04 −4,35 0,0006 −0,0000
US86359LAQ23 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 0,04 −4,44 0,0006 −0,0000
DK0009399784 / JYSKE REALKREDIT A/S COVERED 10/43 0.5 0,04 10,26 0,0006 0,0001
US31393CX406 / FNMA, Series 2003-W8, Class 3F2 0,04 −4,55 0,0006 −0,0000
KC HRW WHEAT FUT SEP25 XCBT 20250912 / DCO (000000000) 0,04 0,0006 0,0006
US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates 0,04 −12,77 0,0006 −0,0001
US31395A3J20 / Freddie Mac Structured Pass-Through Certificates 0,04 −2,38 0,0005 −0,0000
NY HARB ULSD FUT DEC25 XNYM 20251128 / DCO (000000000) 0,04 0,0005 0,0005
US59020UH324 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 0,04 −2,44 0,0005 0,0000
US61751MAA27 / Morgan Stanley Mortgage Loan Trust 2007-10XS 0,04 −2,44 0,0005 −0,0000
US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 0,04 −2,44 0,0005 −0,0000
JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) 0,04 0,0005 0,0005
US12667G7F48 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 46CB A12 0,04 −2,50 0,0005 −0,0000
INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (EZBBB24RFW42) 0,04 21,88 0,0005 0,0001
SOYBEAN MEAL FUTR JAN26 XCBT 20260114 / DCO (000000000) 0,04 0,0005 0,0005
US3140X5Y725 / FNMA POOL FM2533 FN 06/48 FIXED VAR 0,04 −2,56 0,0005 −0,0000
US12667GUG62 / Countrywide Alternative Loan Trust, Series 2005-29CB, Class A4 0,04 −7,32 0,0005 −0,0000
US41161PCY79 / Harborview Mortgage Loan Trust 2004-6 0,04 −2,56 0,0005 0,0000
US649603AQ05 / NYMT 2006-1 2A3 0,04 −2,63 0,0005 0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,04 0,0005 0,0005
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,04 0,0005 0,0005
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,04 0,0005 0,0005
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,04 0,0005 0,0005
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,04 0,0005 0,0005
US92922FD478 / WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR2, Class 2A21 0,04 −5,26 0,0005 −0,0000
NLICE0567889 / TTF NAT GAS F SEP25 NDEX 20250828 0,04 0,0005 0,0005
US31401GY240 / FANNIE MAE 3.468% 04/01/2033 FNMA ARM 0,04 −23,91 0,0005 −0,0001
US126694JR04 / CHL Mortgage Pass-Through Trust, Series 2005-24, Class A1 0,04 0,00 0,0005 0,0000
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,04 0,0005 0,0005
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,03 0,0005 0,0005
US007036MX18 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 0,03 0,00 0,0005 0,0000
US31395BVE00 / FANNIE MAE FNR 2006 15 FC 0,03 −2,94 0,0004 −0,0000
US45660NQA62 / IndyMac MBS, Inc. 0,03 −2,94 0,0004 −0,0000
US466247SL84 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A5 3A3 0,03 −28,26 0,0004 −0,0002
US863579VM76 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 0,03 −3,03 0,0004 −0,0000
LME ZINC FUTURE SEP25 XLME 20250915 / DCO (GB00H24CQ015) 0,03 0,0004 0,0004
LME ZINC FUTURE SEP25 XLME 20250915 / DCO (GB00H24CQ015) 0,03 0,0004 0,0004
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,03 0,0004 0,0004
LME LEAD FUTURE JUL25 XLME 20250714 / DCO (GB00H249FY92) 0,03 −33,33 0,0004 −0,0002
LME LEAD FUTURE JUL25 XLME 20250714 / DCO (GB00H249FY92) 0,03 −33,33 0,0004 −0,0002
US66987XGJ81 / NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5 0,03 −77,46 0,0004 −0,0014
US466247XK47 / JP Morgan Mortgage Trust 2005-ALT1 0,03 −3,12 0,0004 −0,0000
US03072SA214 / AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R3 M4 0,03 −74,80 0,0004 −0,0012
UK NATURAL GAS FUTSEP25 IFEU 20250828 / DCO (GB00H44X9547) 0,03 0,0004 0,0004
US93362YAB83 / WAMU_06-AR5 0,03 −3,23 0,0004 0,0000
US585525FX10 / MRFC Mortgage Pass-Through Trust Series 2002-TBC2 0,03 0,00 0,0004 0,0000
US12668RAA68 / CORP CMO 0,03 −3,33 0,0004 −0,0000
US3128JRAN69 / FED HM LN PC POOL 847213 FH 01/34 FLOATING VAR 0,03 −3,33 0,0004 −0,0000
US872224AG53 / TBW Mortgage-Backed Trust Series 2006-4 0,03 0,00 0,0004 0,0000
US17307GEC87 / CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700 0,03 0,00 0,0004 0,0000
US59024LAB71 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2007-HE2 0,03 0,00 0,0004 0,0000
US46630GAH83 / JP MORGAN MORTGAGE TRUST 2007-A1 0,03 −9,68 0,0004 −0,0000
US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 0,03 0,00 0,0004 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,03 0,0004 0,0004
TRS R SOFRRATE+17/912828V49 MYC / DCR (000000000) 0,03 0,0004 0,0004
US45660N6S95 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A 0,03 0,00 0,0004 0,0000
US31396L4T48 / FNMA, REMIC, Series 2006-118, Class A2 0,03 −7,41 0,0003 −0,0000
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,03 0,0003 0,0003
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,03 0,0003 0,0003
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,03 0,0003 0,0003
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,03 0,0003 0,0003
US45660LW702 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 4A1 0,03 0,00 0,0003 0,0000
US3128JRLD68 / FED HM LN PC POOL 847524 FH 06/33 FLOATING VAR 0,02 −4,00 0,0003 −0,0000
US46630GAJ40 / JP Morgan Mortgage Trust 2007-A1 0,02 −11,11 0,0003 −0,0000
US16162WPB99 / Chase Mortgage Finance Trust 0,02 −7,69 0,0003 −0,0000
US761118EN47 / RALI Series 2005-QO1 Trust 0,02 −4,00 0,0003 −0,0000
US3140JRZU81 / FNMA 30YR 4% 04/01/2049#BN8854 0,02 0,00 0,0003 0,0000
US12628LAJ98 / CSAB MORTGAGE-BACKED TRUST 2006-4 SER 2006-4 CL A6A S/UP REGD 5.68370000 0,02 −4,17 0,0003 −0,0000
US939336Z487 / WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust 0,02 −4,17 0,0003 −0,0000
US863579B491 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 3A1 0,02 0,00 0,0003 0,0000
US161630AL29 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1 0,02 0,00 0,0003 0,0000
US23245LAB62 / COUNTRYWIDE ALTERNATIVE LOAN TRUST 0,02 −4,17 0,0003 −0,0000
US3128NFFX03 / FHLMC 0,02 −4,35 0,0003 −0,0000
SOYBEAN FUTURE JAN26 XCBT 20260114 / DCO (000000000) 0,02 0,0003 0,0003
US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 0,02 −12,50 0,0003 −0,0000
US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 0,02 −8,70 0,0003 −0,0000
NATURAL GAS FUTR JAN26 XNYM 20251229 / DCO (000000000) 0,02 0,0003 0,0003
US07384MAA09 / Bear Stearns ARM Trust 2000-2 0,02 −4,55 0,0003 −0,0000
LEAN HOGS FUTURE OCT25 XCME 20251014 / DCO (000000000) 0,02 0,0003 0,0003
US31329QZJ39 / FED HM LN PC POOL ZA7045 FR 06/49 FIXED 4 0,02 −4,76 0,0003 0,0000
US86359LDX47 / Structured Asset Mortgage Investments II Trust 2004-AR5 0,02 −9,09 0,0003 −0,0000
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0,02 0,0003 0,0003
COTTON NO.2 FUTR DEC25 IFUS 20251208 / DCO (000000000) 0,02 0,0003 0,0003
US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust 0,02 0,00 0,0003 −0,0000
US32051D6B35 / FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 0,02 −10,00 0,0002 −0,0000
US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 0,02 −5,26 0,0002 −0,0000
US92922FLD86 / WaMu Mortgage Pass-Through Certificates Series 2004-AR1 Trust 0,02 −5,56 0,0002 0,0000
US07384M3D25 / BEAR STEARNS ARM TRUST 2004-9 BSARM 2004-9 22A1 0,02 −5,56 0,0002 0,0000
WHEAT FUTURE(CBT) DEC25 XCBT 20251212 / DCO (000000000) 0,02 0,0002 0,0002
PALLADIUM FUTURE SEP25 XNYM 20250926 / DCO (000000000) 0,02 0,0002 0,0002
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,02 0,0002 0,0002
US12667FU298 / Alternative Loan Trust, Series 2005-J1, Class 3A1 0,02 −5,88 0,0002 −0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0002 0,0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0002 0,0002
US31395B6R90 / Fannie Mae REMICS 0,02 0,00 0,0002 0,0000
US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 0,02 −5,88 0,0002 −0,0000
US36242DH559 / GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2 0,02 0,00 0,0002 0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,02 0,0002 0,0002
US12669GGF28 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB8 6A1 0,02 0,00 0,0002 0,0000
US76113MAB19 / Residential Asset Securitization Trust, Series 2006-R1, Class A2 0,02 0,00 0,0002 0,0000
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,02 0,0002 0,0002
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0002 0,0002
US31396WTU08 / Fannie Mae REMICS 0,01 0,00 0,0002 −0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0002 0,0002
US59023QAB77 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-RM4 0,01 0,00 0,0002 0,0000
WHITE SUGAR (ICE) OCT25 IFEU 20250915 / DCO (GB00KFPXMP88) 0,01 0,0002 0,0002
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,01 0,0002 0,0002
US31418CZF49 / Fannie Mae Pool 0,01 0,00 0,0002 −0,0000
US585525FC72 / Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1 0,01 0,00 0,0002 −0,0000
US585525DF22 / MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2 0,01 −15,38 0,0002 −0,0000
US31391MCP68 / FNMA POOL 670678 FN 11/33 FLOATING VAR 0,01 0,00 0,0002 −0,0000
US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 0,01 0,00 0,0001 −0,0000
US585525ED64 / MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1 0,01 0,00 0,0001 −0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0001 0,0001
US3132A5JD87 / Freddie Mac Pool 0,01 −9,09 0,0001 −0,0000
US92922F6W34 / WAMU Mortgage Pass-Through Certificates Trust, Series 2005-AR16, Class 1A1 0,01 −9,09 0,0001 −0,0000
US12668ALH67 / Alternative Loan Trust, Series 2005-50CB, Class 1A1 0,01 −9,09 0,0001 −0,0000
BOUGHT EUR SOLD USD 20250804 / DFE (000000000) 0,01 0,0001 0,0001
US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 0,01 0,00 0,0001 −0,0000
BOUGHT TRY SOLD USD 20250805 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT PEN SOLD USD 20250711 / DFE (000000000) 0,01 0,0001 0,0001
US81744AAA60 / Sequoia Mortgage Trust, Series 11, Class A 0,01 −10,00 0,0001 −0,0000
COCOA FUTURE - IC SEP25 IFEU 20250915 / DCO (GB00KKVZRD64) 0,01 0,0001 0,0001
US17307GXR46 / Citigroup Mortgage Loan Trust Inc 0,01 −10,00 0,0001 −0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
US86359AYX52 / Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A 0,01 0,00 0,0001 0,0000
US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 0,01 −11,11 0,0001 −0,0000
US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 0,01 −11,11 0,0001 −0,0000
US46630GAA31 / JP Morgan Mortgage Trust 2007-A1 0,01 0,00 0,0001 0,0000
US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust 0,01 0,00 0,0001 −0,0000
US46628LAG32 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2 0,01 0,00 0,0001 −0,0000
US3128JRN777 / Federal Home Loan Mortgage Corporation 0,01 0,00 0,0001 0,0000
US3128NHPT47 / FEDERAL HOME LOAN MORTGAGE CORP 3.249% 09/01/2036 FHLMC ARM 0,01 −22,22 0,0001 −0,0000
COPPER FUTURE SEP25 XCEC 20250926 / DCO (000000000) 0,01 0,0001 0,0001
US59020UTC98 / MLCC MORTGAGE INVESTORS INC MLCC 2005 A A2 0,01 0,00 0,0001 −0,0000
LME ZINC FUTURE JUL25 XLME 20250714 / DCO (GB00H249H767) 0,01 −25,00 0,0001 −0,0000
US31402LPB26 / FANNIE MAE 2.757% 06/01/2043 FAR FNARM 0,01 0,00 0,0001 −0,0000
US94985AAA79 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1 0,01 −14,29 0,0001 −0,0000
US161630AA63 / Chase Mortgage Finance Trust, Series 2007-A1, Class 1A1 0,01 0,00 0,0001 −0,0000
US92922FU480 / WaMu Mortgage Pass-Through Certificates Series 2005-AR9 Trust 0,01 0,00 0,0001 0,0000
SUGAR 11 (WORLD) MAR26 IFUS 20260227 / DCO (000000000) 0,01 0,0001 0,0001
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,01 0,0001 0,0001
US86359B7K13 / Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS 0,01 −40,00 0,0001 −0,0001
US3133TPWN58 / FREDDIE MAC FHR 2264 PL 0,01 0,00 0,0001 −0,0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,01 0,0001 0,0001
US81743WAA99 / Sequoia Mortgage Trust 5 0,01 0,00 0,0001 −0,0000
US81743VAA17 / SEQUOIA MORTGAGE TRUST 10 SEMT 10 1A 0,00 −33,33 0,0001 −0,0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0001 0,0001
US46630GAN51 / JP MORGAN MORTGAGE TRUST 2007-A1 JPMMT 2007-A1 4A2 0,00 0,00 0,0001 −0,0000
US36225DRX48 / GNMA II POOL 081401 G2 07/35 FLOATING VAR 0,00 0,00 0,0001 0,0000
WHEAT FUTURE(CBT) SEP25 XCBT 20250912 / DCO (000000000) 0,00 0,0001 0,0001
US3140HJYY15 / FNMA POOL BK5226 FN 09/48 FIXED 4 0,00 0,00 0,0001 −0,0000
US12669GPR64 / CHL Mortgage Pass-Through Trust 2005-2 0,00 0,00 0,0001 0,0000
DK0009527376 / Nykredit Realkredit A/S, Series 01E 0,00 0,00 0,0001 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US81743VAB99 / Sequoia Mortgage Trust 10 0,00 0,00 0,0000 −0,0000
US590219AG66 / MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A 0,00 0,00 0,0000 −0,0000
US31404GHQ73 / FANNIE MAE 3.252% 02/01/2034 FNMA ARM 0,00 0,00 0,0000 0,0000
US12669F6Z19 / CWMBS, Inc. 0,00 0,00 0,0000 −0,0000
US38376RYS92 / Government National Mortgage Association 0,00 0,00 0,0000 −0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
US31394VL730 / Fannie Mae REMICS 0,00 0,00 0,0000 −0,0000
US31388UKH22 / FNMA POOL 615096 FN 02/32 FLOATING VAR 0,00 0,00 0,0000 −0,0000
US92922FJ251 / WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust 0,00 −33,33 0,0000 −0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
DK0009798803 / NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 0,00 0,00 0,0000 0,0000
US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 0,00 0,00 0,0000 −0,0000
US31390JX977 / FNMA POOL 647904 FN 04/32 FLOATING VAR 0,00 −33,33 0,0000 −0,0000
US585525FN38 / MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A 0,00 0,00 0,0000 −0,0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
US31385HJE36 / FANNIE MAE POOL P#544861 4.18600000 0,00 0,00 0,0000 −0,0000
SOYBEAN OIL FUTR JAN26 XCBT 20260114 / DCO (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
US31359UPD18 / FANNIEMAE WHOLE LOAN FNW 1998 W2 A8 0,00 0,00 0,0000 −0,0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US939336PB38 / Washington Mutual Mortgage Securities Corp. 0,00 0,00 0,0000 0,0000
US59020UJQ94 / Merrill Lynch Mortgage Investors Trust, Series 2004-E, Class A2A 0,00 −50,00 0,0000 −0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
US31385HJD52 / Fannie Mae Pool 0,00 −50,00 0,0000 −0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US31402XTR79 / FNMA POOL 741360 FN 10/33 FLOATING VAR 0,00 0,00 0,0000 0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
LME LEAD FUTURE SEP25 XLME 20250915 / DCO (GB00H24CNG60) 0,00 0,0000 0,0000
LME LEAD FUTURE SEP25 XLME 20250915 / DCO (GB00H24CNG60) 0,00 0,0000 0,0000
BOUGHT KRW SOLD USD 20250708 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
DK0002047224 / Nordea Kredit Realkreditaktieselskab 0,00 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US576433GF78 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 3A1 0,00 0,00 0,0000 −0,0000
US45660LZK87 / IndyMac INDA Mortgage Loan Trust 2005-AR1 0,00 −50,00 0,0000 −0,0000
US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 0,00 0,00 0,0000 −0,0000
DK0009292559 / REALKREDIT DANMARK COVERED 07/47 2.5 0,00 0,00 0,0000 0,0000
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
DK0009382707 / JYSKE REALKREDIT A/S COVERED 10/47 2.5 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
US86359BEF40 / STRUCTURED ASSET SECURITIES CO SASC 2003 40A 1A 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
US3133TDPX83 / FHLMC_T-11 0,00 0,0000 −0,0000
US86359BGF22 / Structured Adjustable Rate Mortgage Loan Trust 0,00 0,0000 −0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,00 0,0000 0,0000
NDASS / NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 0,00 0,0000 0,0000
US31390JX894 / FNMA POOL 647903 FN 04/27 FLOATING VAR 0,00 0,0000 −0,0000
DK0004616018 / Realkredit Danmark A/S 0,00 0,0000 0,0000
LOW SU GASOIL G DEC25 IFEU 20251211 / DCO (GB00H6D17608) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
US86359BNU16 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-4 0,00 0,0000 0,0000
BOUGHT ILS SOLD USD 20250718 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT CAD SOLD USD 20250805 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT CAD SOLD USD 20250805 / DFE (000000000) 0,00 0,0000 0,0000
INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (000000000) 0,00 0,0000 0,0000
US65535VSE91 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 4A 0,00 0,0000 0,0000
US023138AA88 / Ambac Assurance Corp 0,00 0,0000 0,0000
DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 0,00 0,0000 0,0000
DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 0,00 0,0000 0,0000
DK0004619384 / REALKREDIT DANMARK COVERED REGS 10/53 1.5 0,00 0,0000 0,0000
DK0009527293 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 0,00 0,0000 0,0000
DK0009527103 / NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 0,00 0,0000 0,0000
DK0004616281 / REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53 0,00 0,0000 0,0000
DK0009403131 / JYSKE REALKREDIT A/S COVERED 10/53 1 0,00 0,0000 0,0000
DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 0,00 0,0000 0,0000
DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 0,00 0,0000 0,0000
DK0002044551 / NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 0,00 0,0000 0,0000
DK0002047141 / Nordea Kredit Realkreditaktieselskab 0,00 0,0000 0,0000
DK0002050368 / Nordea Kredit Realkreditaktieselskab 0,00 0,0000 0,0000
DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 0,00 0,0000 0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (EZ3BFCC1XWF6) −0,00 −88,89 −0,0000 0,0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (GB00H24CMP86) −0,00 −0,0000 −0,0000
LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (GB00H24CMP86) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SGX IRON ORE 62 SEP25 XSIM 20250930 / DCO (SGXDB0712503) −0,00 −0,0000 −0,0000
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD NOK 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 SEK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
LIVE CATTLE FUTR OCT25 XCME 20251031 / DCO (000000000) −0,01 −0,0001 −0,0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD PEN BOUGHT USD 20250929 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0001 −0,0001
EZ4FMKYSPBW2 / INF SWAP FR NI 1.91 01/15/18-20Y LCH −0,01 0,00 −0,0002 −0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0002 −0,0002
SOLD TRY BOUGHT USD 20250707 / DFE (000000000) −0,01 −0,0002 −0,0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,01 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0002 −0,0002
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,01 −0,0002 −0,0002
SOLD ILS BOUGHT USD 20250709 / DFE (000000000) −0,01 −0,0002 −0,0002
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0002 −0,0002
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,02 −0,0002 −0,0002
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0002 −0,0002
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0002 −0,0002
COCOA FUTURE SEP25 IFUS 20250915 / DCO (000000000) −0,02 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,02 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,02 −0,0002 −0,0002
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) −0,02 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0003 −0,0003
INF SWAP EM NI 2.421 05/15/22-30Y LCH / DIR (EZ2FWGWN9JD1) −0,02 −40,54 −0,0003 0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0003 −0,0003
WTI CRUDE FUTURE DEC25 XNYM 20251120 / DCO (000000000) −0,02 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,03 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0004 −0,0004
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,03 −0,0004 −0,0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0004 −0,0004
SOLD PEN BOUGHT USD 20250711 / DFE (000000000) −0,03 −0,0004 −0,0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0004 −0,0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0004 −0,0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0004 −0,0004
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,03 −0,0005 −0,0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0005 −0,0005
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,04 −0,0005 −0,0005
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,04 −0,0005 −0,0005
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,04 −0,0005 −0,0005
LME ZINC FUTURE JUL25 XLME 20250714 / DCO (GB00H249H767) −0,04 −537,50 −0,0005 −0,0006
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0005 −0,0005
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0005 −0,0005
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0005 −0,0005
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0005 −0,0005
317U4NEA1 PIMCO SWAPTION 2.465 PUT EUR 2025120 / DIR (000000000) −0,04 −0,0005 −0,0005
SOYBEAN FUTURE NOV25 XCBT 20251114 / DCO (000000000) −0,04 −0,0006 −0,0006
BRENT CRUDE FUTR MAR26 IFEU 20260130 / DCO (GB00H47KCH57) −0,05 −0,0006 −0,0006
SOYBEAN OIL FUTR DEC25 XCBT 20251212 / DCO (000000000) −0,05 −0,0006 −0,0006
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) −0,06 −0,0007 −0,0007
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) −0,06 −0,0007 −0,0007
GOLD 100 OZ FUTR DEC25 XCEC 20251229 / DCO (000000000) −0,06 −0,0008 −0,0008
CARBON EMISSIONS FUTURES NDEX 20251215 / DCO (NLICE1584875) −0,07 −0,0009 −0,0009
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,08 −0,0011 −0,0011
LME NICKEL FUTURE JUL25 XLME 20250714 / DCO (GB00H249F944) −0,08 −354,55 −0,0011 −0,0016
LME NICKEL FUTURE JUL25 XLME 20250714 / DCO (GB00H249F944) −0,08 −354,55 −0,0011 −0,0016
INF SWAP US IT 2.842 02/13/25-1Y LCH / DIR (EZL99W0M4DL3) −0,11 −54,94 −0,0014 0,0016
INF SWAP US IT 2.38 10/15/24-1Y LCH / DIR (000000000) −0,11 −0,0014 −0,0014
INF SWAP US IT 2.82 02/05/25-1Y LCH / DIR (EZW83BH7F4K3) −0,11 −52,38 −0,0015 0,0015
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,12 −0,0015 −0,0015
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,12 −0,0015 −0,0015
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,12 −0,0016 −0,0016
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,12 −0,0016 −0,0016
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,13 −0,0017 −0,0017
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,13 −0,0017 −0,0017
SOLD PEN BOUGHT USD 20250908 / DFE (000000000) −0,14 −0,0018 −0,0018
RFR USD SOFR/4.75000 01/18/24-2Y LCH / DIR (EZD73HK3RQ70) −0,16 −22,00 −0,0021 0,0005
317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 / DIR (EZTFF0T0MM94) −0,16 −31,51 −0,0022 0,0009
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,18 −0,0023 −0,0023
317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (EZX1947LJZS2) −0,19 −61,08 −0,0025 0,0038
INF SWAP US IT 2.341 11/07/24-1Y LCH / DIR (000000000) −0,19 −0,0026 −0,0026
INF SWAP EM NI 2.034 09/15/24-10Y LCH / DIR (EZN396K1L0G6) −0,20 217,46 −0,0027 −0,0018
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,21 −0,0028 −0,0028
INF SWAP US IT 1.98 09/19/24-1Y LCH / DIR (000000000) −0,21 −0,0028 −0,0028
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,21 −0,0028 −0,0028
LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) −0,23 −0,0031 −0,0031
RFR USD SOFR/4.76000 01/18/24-2Y LCH / DIR (EZD73HK3RQ70) −0,24 18,50 −0,0031 −0,0005
RFR USD SOFR/4.76000 01/18/24-2Y LCH / DIR (EZD73HK3RQ70) −0,24 18,50 −0,0031 −0,0005
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) −0,24 −0,0032 −0,0032
IRS EUR 2.12000 09/03/25-2Y LCH / DIR (EZ96RKPCNS84) −0,25 −360,42 −0,0033 −0,0046
US01F0306781 / UMBS TBA −0,26 −101,06 −0,0034 −0,2325
317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 / DIR (EZ3172RBNXR7) −0,26 8,30 −0,0035 −0,0003
INF SWAP US IT 2.7025 01/14/25-1Y LCH / DIR (000000000) −0,26 −0,0035 −0,0035
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,29 −0,0038 −0,0038
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,30 −0,0040 −0,0040
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,30 −0,0040 −0,0040
INF SWAP US IT 2.033 09/23/24-1Y LCH / DIR (000000000) −0,33 −0,0044 −0,0044
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,33 −0,0044 −0,0044
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) −0,36 −0,0048 −0,0048
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,36 −0,0048 −0,0048
SOYBEAN MEAL FUTR DEC25 XCBT 20251212 / DCO (000000000) −0,37 −0,0049 −0,0049
RFR USD SOFR/4.87000 12/22/23-2Y LCH / DIR (EZ8CMNXZ06H5) −0,40 −67,49 −0,0052 0,0105
RFR USD SOFR/4.87000 12/22/23-2Y LCH / DIR (EZ8CMNXZ06H5) −0,40 −67,49 −0,0052 0,0105
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) −0,41 −0,0054 −0,0054
COFFEE 'C' FUTURE DEC25 IFUS 20251218 / DCO (000000000) −0,41 −0,0055 −0,0055
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) −0,42 −0,0055 −0,0055
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) −0,42 −0,0055 −0,0055
317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (EZ221JVG9JT4) −0,42 −30,38 −0,0055 0,0023
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,43 −0,0057 −0,0057
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,43 −0,0057 −0,0057
EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) −0,47 −0,0063 −0,0063
INF SWAP US IT 2.208 10/07/24-1Y LCH / DIR (EZNGLYZR1MV8) −0,48 −41,15 −0,0064 0,0042
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,50 −0,0067 −0,0067
INF SWAP EM NI 2.049 08/15/24-10Y LCH / DIR (EZDNND6WTG36) −0,53 130,13 −0,0070 −0,0040
317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (EZM13T8B0L79) −0,54 6,34 −0,0071 −0,0006
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) −0,54 −0,0071 −0,0071
317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (EZLZP1BQVJZ9) −0,56 −15,99 −0,0074 0,0012
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,57 −0,0075 −0,0075
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,57 −0,0076 −0,0076
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,58 −0,0076 −0,0076
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,58 −0,0077 −0,0077
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,59 −0,0078 −0,0078
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,59 −0,0079 −0,0079
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,60 −0,0080 −0,0080
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,61 −0,0080 −0,0080
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,61 −0,0080 −0,0080
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,61 −0,0081 −0,0081
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,62 −0,0083 −0,0083
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,63 −0,0083 −0,0083
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,63 −0,0084 −0,0084
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,63 −0,0084 −0,0084
INF SWAP US IT 2.35 11/07/24-1Y LCH / DIR (000000000) −0,64 −0,0085 −0,0085
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,64 −0,0085 −0,0085
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,64 −0,0085 −0,0085
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,65 −0,0086 −0,0086
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,66 −0,0087 −0,0087
317U4NFA0 PIMCO SWAPTION 2.465 CALL EUR 202512 / DIR (000000000) −0,71 −0,0094 −0,0094
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,74 −0,0099 −0,0099
3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) −0,78 −0,0103 −0,0103
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,79 −0,0105 −0,0105
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,79 −0,0105 −0,0105
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,82 −0,0108 −0,0108
EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) −0,84 −0,0112 −0,0112
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) −0,87 −0,0116 −0,0116
BOUGHT JPY SOLD USD 20250801 / DFE (000000000) −0,88 −0,0117 −0,0117
INF SWAP FR NI 1.41 11/15/19-20Y LCH / DIR (000000000) −0,92 −0,0123 −0,0123
317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (EZX2S49T0J63) −1,06 −33,89 −0,0141 0,0068
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) −1,15 −0,0152 −0,0152
INF SWAP US IT 1.9975 07/25/19-10Y LCH / DIR (000000000) −1,34 −0,0178 −0,0178
INF SWAP US IT 2.379 07/09/18-10Y LCH / DIR (000000000) −1,56 −0,0206 −0,0206
RFRF USD SOFR/2.34000 11/21/23-5Y LCH / DIR (EZRPM2SGQXB3) −1,66 −10,42 −0,0220 0,0021
RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) −1,87 −0,0248 −0,0248
317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (EZVYB6CMXS84) −2,06 9,58 −0,0273 −0,0029
INF SWAP US IT 2.37 06/06/18-10Y LCH / DIR (000000000) −2,41 −0,0320 −0,0320
GB00HB9WVH19 / 3 Month Euro Euribor −2,80 462,58 −0,0371 −0,0306
EZ793V7PSCT8 / INF SWAP US IT 1.8825 11/20/19-10Y LCH −3,77 −2,88 −0,0500 0,0004
INF SWAP US IT 2.165 04/16/19-10Y LCH / DIR (000000000) −4,36 −0,0579 −0,0579
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) −4,62 −0,0613 −0,0613
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) −4,77 −0,0633 −0,0633
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) −5,11 −0,0677 −0,0677
RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) −5,64 −0,0747 −0,0747
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) −5,91 −0,0783 −0,0783
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) −6,41 −0,0850 −0,0850
REVERSE REPO JPM CHASE / RA (000000000) −9,75 −0,1292 −0,1292
INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (EZHGZY9N2Y63) −10,98 7,47 −0,1456 −0,0129
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −13,45 −0,1783 −0,1783
EZ9XW7VM70L4 / INF SWAP US IT 1.76 11/04/19-10Y LCH −13,66 −2,56 −0,1811 0,0009
RFRF USD SOFR/2.30000 11/15/23-5Y LCH / DIR (EZSXB4TMLK87) −15,31 −9,70 −0,2030 0,0172
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) −17,76 −0,2356 −0,2356
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) −32,04 −11,72 −0,4249 0,0465
REVERSE REPO BNP PARIBAS SA 12A CLAS/ISIT/TIPS / RA (000000000) −58,61 −0,7772 −0,7772
REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) −77,42 −1,0268 −1,0268
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 −189,40 −2,5117 −2,5117
REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) −769,26 −10,2014 −10,2014