Grundläggande statistik
Portföljvärde $ 279 089 838
Aktuella positioner 732
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)

PRRSX - PIMCO RealEstateRealReturn Strategy Fund Institutional har redovisat 732 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 279 089 838 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). PRRSX - PIMCO RealEstateRealReturn Strategy Fund Institutionals största innehav är UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US:US91282CDC29) , US TREASURY I/L 2.375% 10-15-28 (US:US91282CJH51) , United States Treasury Inflation Indexed Bonds (US:US91282CGW55) , United States Treasury Inflation Indexed Bonds (US:US912828Z377) , and United States Treasury Inflation Indexed Bonds (US:US91282CEJ62) . PRRSX - PIMCO RealEstateRealReturn Strategy Fund Institutionals nya positioner inkluderar UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US:US91282CDC29) , US TREASURY I/L 2.375% 10-15-28 (US:US91282CJH51) , United States Treasury Inflation Indexed Bonds (US:US91282CGW55) , United States Treasury Inflation Indexed Bonds (US:US912828Z377) , and United States Treasury Inflation Indexed Bonds (US:US91282CEJ62) .

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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
20,61 4,0955 4,0955
20,61 4,0955 4,0955
20,61 4,0955 4,0955
50,58 10,0515 3,2294
12,12 2,4079 2,4079
12,12 2,4079 2,4079
12,12 2,4079 2,4079
47,51 9,4409 2,3105
7,28 1,4477 1,4477
0,13 20,27 4,0290 0,6859
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
−293,76 −58,3775 −58,3775
−293,76 −58,3775 −58,3775
−50,51 −10,0380 −10,0380
−50,51 −10,0380 −10,0380
−46,82 −9,3041 −9,3041
26,66 5,2972 −3,1016
28,78 5,7199 −2,5971
32,13 6,3859 −2,5112
18,55 3,6864 −1,4662
20,08 3,9904 −1,2086
13F- och fond arkiveringar

Denna blankett lämnades in den 2025-08-29 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
(%)
TSY INFL IX N/B 10/29 1.625 / DBT (US91282CLV18) 50,58 47,90 10,0515 3,2294
TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) 47,51 32,91 9,4409 2,3105
US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 39,92 0,63 7,9332 0,0194
US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 39,55 0,55 7,8595 0,0132
US91282CGW55 / United States Treasury Inflation Indexed Bonds 32,13 −27,95 6,3859 −2,5112
US912828Z377 / United States Treasury Inflation Indexed Bonds 32,13 1,31 6,3851 0,0582
US91282CEJ62 / United States Treasury Inflation Indexed Bonds 30,70 0,72 6,1014 0,0203
US9128287D64 / United States Treasury Inflation Indexed Bonds 29,87 1,25 5,9364 0,0510
US9128283R96 / United States Treasury Inflation Indexed Bonds 28,97 0,91 5,7580 0,0299
US91282CFR79 / United States Treasury Inflation Indexed Bonds 28,78 −30,96 5,7199 −2,5971
US9128282L36 / United States Treasury Inflation Indexed Bonds 27,82 0,78 5,5283 0,0215
US912828V491 / United States Treasury Inflation Indexed Bonds 26,66 −36,69 5,2972 −3,1016
US912828Y388 / United States Treasury Inflation Indexed Bonds 25,63 0,95 5,0932 0,0284
US9128285W63 / United States Treasury Inflation Indexed Bonds 20,89 1,00 4,1514 0,0255
TSY INFL IX N/B 04/30 1.625 / DBT (US91282CNB36) 20,61 4,0955 4,0955
TSY INFL IX N/B 04/30 1.625 / DBT (US91282CNB36) 20,61 4,0955 4,0955
TSY INFL IX N/B 04/30 1.625 / DBT (US91282CNB36) 20,61 4,0955 4,0955
WELL / Welltower Inc. 0,13 20,57 20,27 20,98 4,0290 0,6859
US01F0426811 / UMBS TBA 20,08 −22,01 3,9904 −1,2086
PLD / Prologis, Inc. 0,18 1,89 18,64 −4,19 3,7046 −0,1767
US912828S505 / United States Treasury Inflation Indexed Bonds 18,55 −28,18 3,6864 −1,4662
EQIX / Equinix, Inc. 0,02 7,16 16,52 4,54 3,2830 0,1307
US912810PS15 / United States Treasury Inflation Indexed Bonds 13,76 0,12 2,7353 −0,0071
US912810PV44 / United States Treasury Inflation Indexed Bonds 13,21 0,62 2,6244 0,0062
TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) 12,18 −20,00 2,4207 −0,6168
GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) 12,12 2,4079 2,4079
GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) 12,12 2,4079 2,4079
GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) 12,12 2,4079 2,4079
DLR / Digital Realty Trust, Inc. 0,07 7,71 11,61 31,04 2,3074 0,5398
JP1120241K56 / Japanese Government CPI Linked Bond 10,93 5,65 2,1725 0,1083
US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 10,87 0,33 2,1594 −0,0010
US01F0606834 / Uniform Mortgage-Backed Security, TBA 10,56 −12,94 2,0984 −0,3510
O / Realty Income Corporation 0,17 −3,12 10,05 −3,79 1,9977 −0,0866
SPG / Simon Property Group, Inc. 0,06 −2,24 9,57 −5,38 1,9026 −0,1158
PSA / Public Storage 0,03 16,95 9,34 14,65 1,8557 0,2310
US36179W7L60 / Ginnie Mae II Pool 7,28 1,4477 1,4477
EW / Edwards Lifesciences Corporation 6,51 −70,80 1,2936 −0,8924
VTR / Ventas, Inc. 0,10 2,93 6,35 −5,46 1,2618 −0,0781
AVB / AvalonBay Communities, Inc. 0,03 −10,16 5,83 −14,81 1,1592 −0,2067
EXR / Extra Space Storage Inc. 0,04 −4,12 5,62 −4,79 1,1169 −0,0607
ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 5,18 4,99 1,0294 0,0452
IRS EUR 0.19700 11/08/22-30Y LCH / DIR (EZ3H5XY3RVT8) 5,11 11,02 1,0154 0,0972
XS2274529275 / CIFC European Funding CLO III DAC 5,07 8,90 1,0068 0,0787
INVH / Invitation Homes Inc. 0,15 1,55 4,88 −4,42 0,9703 −0,0488
EQR / Equity Residential 0,07 −12,66 4,62 −17,66 0,9184 −0,2012
US01F0626899 / Uniform Mortgage-Backed Security, TBA 4,43 1,35 0,8811 −0,0022
CA135087VS05 / Canadian Government Real Return Bond 3,93 5,17 0,7810 0,0356
XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A 3,76 8,79 0,7479 0,0577
ESS / Essex Property Trust, Inc. 0,01 28,68 3,61 18,93 0,7180 0,1121
MAA / Mid-America Apartment Communities, Inc. 0,02 16,50 3,42 2,92 0,6797 0,0166
US17313BAF85 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1 3,22 0,41 0,6399 0,0003
TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) 3,10 0,29 0,6170 −0,0005
US12669WAA45 / Countrywide Asset-Backed Certificates 3,09 −2,37 0,6133 −0,0174
KIM / Kimco Realty Corporation 0,14 −16,28 3,04 −17,15 0,6038 −0,1277
SUI / Sun Communities, Inc. 0,02 15,21 3,01 13,27 0,5973 0,0680
US84751XAA00 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1 2,98 −2,71 0,5921 −0,0188
FNMA POOL MA5295 FN 03/54 FIXED 6 / ABS-MBS (US31418E3D02) 2,97 −4,87 0,5896 −0,0327
US52519SAM52 / LABMH 2001-B M2 7.17% 3/28 2,93 −0,07 0,5819 −0,0026
UDR / UDR, Inc. 0,07 −3,06 2,92 −12,38 0,5794 −0,0844
RFRF USD SOFR/2.28500 11/15/23-30Y LCH / DIR (EZ6VRNVRPQ25) 2,89 7,17 0,5735 0,0363
ELS / Equity LifeStyle Properties, Inc. 0,05 −16,17 2,79 −22,49 0,5535 −0,1633
AMH / American Homes 4 Rent 0,08 −17,87 2,73 −21,65 0,5422 −0,1524
US01F0406854 / UMBS TBA 2,70 −67,28 0,5358 −1,1281
US74923EAA64 / Rad CLO 5 Ltd 2,63 −15,82 0,5223 −0,1006
CPT / Camden Property Trust 0,02 4,91 2,61 −3,33 0,5186 −0,0200
HST / Host Hotels & Resorts, Inc. 0,17 18,02 2,59 27,55 0,5154 0,1099
US87229WAQ42 / TCI-Symphony CLO Ltd., Series 2016-1A, Class AR2 2,55 −5,67 0,5060 −0,0326
US81375WGV28 / SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M2 2,51 −5,83 0,4979 −0,0327
US87167WAC91 / ABS FLOAT SER.2021-25A CL.A 2,50 0,40 0,4974 −0,0001
DOC / Healthpeak Properties, Inc. 0,14 −15,94 2,49 −27,20 0,4946 −0,1875
US23242NAC39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 ABC1 A3 2,41 −1,43 0,4782 −0,0089
OHI / Omega Healthcare Investors, Inc. 0,06 15,25 2,34 10,91 0,4648 0,0442
IRS EUR 0.19500 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) 2,29 16,77 0,4555 0,0639
IRS EUR 0.19500 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) 2,29 16,77 0,4555 0,0639
REG / Regency Centers Corporation 0,03 −4,68 2,28 −7,98 0,4541 −0,0411
ARE / Alexandria Real Estate Equities, Inc. 0,03 −6,10 2,20 −26,29 0,4369 −0,1580
GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (US36180AB691) 2,17 0,4320 0,4320
WPC / W. P. Carey Inc. 0,03 −12,20 2,08 −13,22 0,4135 −0,0648
GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A / ABS-CBDO (US38136NAY22) 2,00 0,35 0,3977 −0,0000
GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A / ABS-CBDO (US38136NAY22) 2,00 0,35 0,3977 −0,0000
RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) 1,98 12,91 0,3928 0,0437
RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) 1,98 12,91 0,3928 0,0437
RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) 1,98 12,91 0,3928 0,0437
FED HM LN PC POOL RJ2269 FR 05/54 FIXED 5.5 / ABS-MBS (US3142GSQX97) 1,97 −0,35 0,3924 −0,0029
FED HM LN PC POOL RJ2269 FR 05/54 FIXED 5.5 / ABS-MBS (US3142GSQX97) 1,97 −0,35 0,3924 −0,0029
FED HM LN PC POOL RJ2269 FR 05/54 FIXED 5.5 / ABS-MBS (US3142GSQX97) 1,97 −0,35 0,3924 −0,0029
CUBE / CubeSmart 0,05 −1,98 1,94 −2,47 0,3851 −0,0112
GNMA II POOL MB0201 G2 02/55 FIXED 3.5 / ABS-MBS (US3618N5GK90) 1,82 0,3621 0,3621
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 1,82 0,3614 0,3614
US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 1,81 −0,93 0,3589 −0,0048
SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (US87167GCH11) 1,80 −0,06 0,3580 −0,0016
FR / First Industrial Realty Trust, Inc. 0,04 13,64 1,75 1,39 0,3484 0,0034
EPRT / Essential Properties Realty Trust, Inc. 0,05 −7,96 1,74 −9,99 0,3454 −0,0399
KRG / Kite Realty Group Trust 0,08 −15,53 1,73 −14,46 0,3433 −0,0596
EGP / EastGroup Properties, Inc. 0,01 −0,27 1,71 −5,42 0,3402 −0,0207
US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 1,71 −1,78 0,3392 −0,0075
NNN / NNN REIT, Inc. 0,04 −19,49 1,56 −18,45 0,3100 −0,0718
US75406XAE94 / RASC Series 2006-KS7 Trust 1,56 −11,57 0,3099 −0,0419
ADC / Agree Realty Corporation 0,02 17,20 1,56 10,98 0,3095 0,0294
INF SWAP US IT 1.7975 08/25/20-7Y LCH / DIR (000000000) 1,55 0,3082 0,3082
INF SWAP US IT 1.7975 08/25/20-7Y LCH / DIR (000000000) 1,55 0,3082 0,3082
INF SWAP US IT 1.7975 08/25/20-7Y LCH / DIR (000000000) 1,55 0,3082 0,3082
US32027NXX47 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 1,52 −3,85 0,3027 −0,0134
XS0498768315 / HSBC HLDGS PLC 1,51 10,01 0,2994 0,0262
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) 1,49 0,2956 0,2956
US59024LAC54 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2B 1,48 −0,80 0,2948 −0,0034
XS2092257869 / DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A 1,48 1,37 0,2942 0,0028
FRT / Federal Realty Investment Trust 0,02 −41,16 1,45 −42,90 0,2885 −0,2184
RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) 1,43 −413,41 0,2835 0,3744
RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) 1,43 −413,41 0,2835 0,3744
RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) 1,43 −413,41 0,2835 0,3744
IT0005387052 / Italy Buoni Poliennali Del Tesoro 1,42 11,38 0,2821 0,0278
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 1,40 7,72 0,2774 0,0189
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 1,40 7,72 0,2774 0,0189
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 1,40 7,72 0,2774 0,0189
STAG / STAG Industrial, Inc. 0,04 −2,32 1,34 −1,90 0,2668 −0,0062
US912810RR14 / United States Treasury Inflation Indexed Bonds 1,33 −3,05 0,2652 −0,0093
HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (XS2904562746) 1,29 8,65 0,2572 0,0196
HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (XS2904562746) 1,29 8,65 0,2572 0,0196
HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (XS2904562746) 1,29 8,65 0,2572 0,0196
CORDATUS CLO PLC CORDA 21A A1E 144A / ABS-CBDO (XS2370710936) 1,29 8,67 0,2567 0,0196
VNO / Vornado Realty Trust 0,03 88,49 1,25 94,85 0,2482 0,1204
US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 1,23 −1,44 0,2445 −0,0046
REXR / Rexford Industrial Realty, Inc. 0,03 41,61 1,17 28,63 0,2322 0,0510
RHP / Ryman Hospitality Properties, Inc. 0,01 −6,56 1,14 0,80 0,2257 0,0010
US437084LR58 / Home Equity Asset Trust 2005-4 1,12 −3,53 0,2228 −0,0089
DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 1,10 8,74 0,2177 0,0167
BNL / Broadstone Net Lease, Inc. 0,07 −17,57 1,09 −22,40 0,2164 −0,0634
BRX / Brixmor Property Group Inc. 0,04 −3,74 1,08 −5,61 0,2140 −0,0135
US45661JAA16 / IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 1,07 −0,83 0,2134 −0,0027
US01852TAA16 / Alliance Bancorp Trust 1,07 −2,37 0,2134 −0,0059
US38380LJY02 / Government National Mortgage Association 1,07 −1,11 0,2117 −0,0032
US004421MH34 / ACE SECURITIES CORP. ACE 2005 HE2 M6 1,03 0,88 0,2043 0,0009
US17309QAG91 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 1,03 −0,10 0,2042 −0,0010
BXP / Boston Properties, Inc. 0,02 −1,98 1,01 −1,65 0,2013 −0,0040
US32029AAA51 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 1,00 −4,42 0,1979 −0,0098
CUZ / Cousins Properties Incorporated 0,03 81,45 0,95 84,85 0,1893 0,0864
US74924TAD63 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 0,95 −2,47 0,1882 −0,0055
US45660LRU51 / IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A 0,94 −1,47 0,1860 −0,0036
US060505FL38 / Bank of America Corp 0,92 0,00 0,93 0,65 0,1852 0,0006
COLD / Americold Realty Trust, Inc. 0,05 −30,36 0,88 −46,06 0,1742 −0,1498
PECO / Phillips Edison & Company, Inc. 0,02 −23,52 0,87 −26,55 0,1721 −0,0632
SLG / SL Green Realty Corp. 0,01 88,27 0,86 101,88 0,1710 0,0860
XS2357477400 / Voya Euro CLO II DAC, Series 2A, Class AR 0,82 8,86 0,1637 0,0128
XS2326485898 / BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A 0,78 −10,03 0,1550 −0,0181
US36179W5D62 / Ginnie Mae II Pool 0,76 0,1517 0,1517
DK0004619467 / Realkredit Danmark A/S 0,76 8,79 0,1502 0,0116
US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 0,76 −4,43 0,1501 −0,0076
US03759CAS98 / Apidos CLO XXIV 0,74 −2,00 0,1463 −0,0034
INF SWAP US IT 1.89 08/27/20-7Y LCH / DIR (000000000) 0,74 0,1462 0,1462
LXP / LXP Industrial Trust 0,09 46,97 0,72 40,19 0,1437 0,0409
XS2326512618 / HARVEST CLO HARVT 21A A1R 144A 0,70 1,59 0,1394 0,0016
US57645FAC14 / MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A3 0,69 −0,86 0,1377 −0,0017
DK0009406746 / JYSKE REALKREDIT A/S COVERED 10/53 2 0,66 9,42 0,1317 0,0108
NHI / National Health Investors, Inc. 0,01 97,41 0,66 87,43 0,1306 0,0606
RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH / DIR (EZSXB4TMLK87) 0,65 −129,78 0,1300 0,5676
HIW / Highwoods Properties, Inc. 0,02 87,81 0,65 96,95 0,1285 0,0630
CBRE / CBRE Group, Inc. 0,00 0,61 0,1208 0,1208
SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) 0,60 0,00 0,1193 −0,0004
TRNO / Terreno Realty Corporation 0,01 0,69 0,59 −10,64 0,1169 −0,0145
HR / Healthcare Realty Trust Incorporated 0,04 2,39 0,58 −3,81 0,1153 −0,0051
AHR / American Healthcare REIT, Inc. 0,02 −3,04 0,57 17,62 0,1142 0,0167
EPR / EPR Properties 0,01 −51,98 0,57 −46,88 0,1134 −0,1007
US52522HAM43 / Lehman XS Trust, Series 2006-8, Class 3A4 0,57 −1,55 0,1133 −0,0023
CTRE / CareTrust REIT, Inc. 0,02 −5,49 0,56 1,08 0,1122 0,0009
US32027NVE83 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH3 M3 0,55 −18,61 0,1096 −0,0256
US86361NAD30 / Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4 0,53 −2,04 0,1050 −0,0027
APLE / Apple Hospitality REIT, Inc. 0,04 −3,79 0,51 −13,18 0,1023 −0,0158
DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 0,49 9,15 0,0973 0,0079
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) 0,49 13,26 0,0968 0,0110
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) 0,49 13,26 0,0968 0,0110
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) 0,49 13,26 0,0968 0,0110
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) 0,49 0,0966 0,0966
US054980AA58 / BDS 2022-FL11 LLC 0,47 −6,22 0,0930 −0,0064
DK0004619384 / REALKREDIT DANMARK COVERED REGS 10/53 1.5 0,45 9,16 0,0902 0,0073
US912810SM18 / US TII .25 02/15/2050 (TIPS) 0,44 −3,97 0,0865 −0,0039
INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) 0,43 0,0850 0,0850
INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) 0,43 0,0850 0,0850
INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) 0,43 0,0850 0,0850
IRT / Independence Realty Trust, Inc. 0,02 1,29 0,42 −15,66 0,0836 −0,0158
DK0004616281 / REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53 0,42 9,14 0,0833 0,0068
DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 0,42 9,21 0,0827 0,0068
MAC / The Macerich Company 0,03 −48,19 0,41 −51,25 0,0817 −0,0862
PK / Park Hotels & Resorts Inc. 0,04 −6,81 0,40 −10,82 0,0804 −0,0100
MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35) 0,40 0,00 0,0796 −0,0003
MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35) 0,40 0,00 0,0796 −0,0003
MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35) 0,40 0,00 0,0796 −0,0003
US94981PAM23 / WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9 0,39 −16,09 0,0778 −0,0153
FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5 / ABS-MBS (US3132DWMA89) 0,37 −2,86 0,0743 −0,0024
KRC / Kilroy Realty Corporation 0,01 −5,10 0,36 −0,55 0,0718 −0,0007
US912810RA88 / United States Treasury Inflation Indexed Bonds 0,36 −2,19 0,0710 −0,0020
US36242DA604 / GSAMP TRUST GSAMP 2005 HE2 M2 0,36 −1,39 0,0707 −0,0013
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 0,35 0,0703 0,0703
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 0,35 0,0703 0,0703
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 0,35 0,0703 0,0703
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) 0,35 0,0701 0,0701
RFRF USD SF+26.161/1.84 11/21/23-5Y LCH / DIR (EZRPM2SGQXB3) 0,35 −133,43 0,0696 0,2786
SKT / Tanger Inc. 0,01 −1,35 0,35 −10,77 0,0693 −0,0086
SHO / Sunstone Hotel Investors, Inc. 0,04 −4,98 0,34 −12,28 0,0683 −0,0099
US12667CAD48 / Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 0,34 −3,12 0,0681 −0,0025
US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 0,34 −0,89 0,0667 −0,0008
US45660LJZ31 / Residential Asset Securitization Trust, Series 2005-A5, Class A3 0,33 −3,80 0,0654 −0,0028
DRH / DiamondRock Hospitality Company 0,04 −2,25 0,31 −2,83 0,0614 −0,0022
CDP / COPT Defense Properties 0,01 −6,61 0,30 −5,59 0,0605 −0,0038
AIMCO AIMCO 2015 AA AR3 144A / ABS-CBDO (US00900LAY02) 0,30 0,00 0,0597 −0,0001
US912810RL44 / United States Treasury Inflation Indexed Bonds 0,30 −2,93 0,0593 −0,0020
JLL / Jones Lang LaSalle Incorporated 0,00 0,30 0,0590 0,0590
XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A 0,30 −11,11 0,0590 −0,0075
EZGKNZSHTVL4 / INF SWAP US IT 2.7675 05/13/21-5Y LCH 0,29 −3,97 0,0578 −0,0026
US12559QAF90 / CIT Mortgage Loan Trust 2007-1 0,29 −5,86 0,0575 −0,0039
FCPT / Four Corners Property Trust, Inc. 0,01 0,00 0,27 −6,55 0,0540 −0,0038
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,27 0,0534 0,0534
NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (US66858CAN74) 0,27 −13,87 0,0531 −0,0087
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) 0,26 0,0519 0,0519
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) 0,26 0,0519 0,0519
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) 0,26 0,0519 0,0519
MPW / Medical Properties Trust, Inc. 0,06 −1,40 0,26 −29,62 0,0516 −0,0219
MAR / Marriott International, Inc. 0,00 −84,65 0,26 −84,96 0,0515 −0,2957
SILA / Sila Realty Trust, Inc. 0,01 0,26 0,0512 0,0512
DK0002047141 / Nordea Kredit Realkreditaktieselskab 0,26 7,14 0,0507 0,0033
INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A 0,25 −1,17 0,0506 −0,0007
VICI / VICI Properties Inc. 0,01 −85,57 0,25 −85,60 0,0500 −0,2977
GLPI / Gaming and Leisure Properties, Inc. 0,01 −84,50 0,25 −85,83 0,0496 −0,3010
SBRA / Sabra Health Care REIT, Inc. 0,01 −91,63 0,25 −92,78 0,0494 −0,2472
AKR / Acadia Realty Trust 0,01 5,41 0,25 −6,42 0,0494 −0,0037
DEI / Douglas Emmett, Inc. 0,02 −7,32 0,25 −12,72 0,0492 −0,0075
3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) 0,25 1 125,00 0,0489 0,0447
3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) 0,25 1 125,00 0,0489 0,0447
3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) 0,25 1 125,00 0,0489 0,0447
US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 0,25 −2,00 0,0488 −0,0013
UE / Urban Edge Properties 0,01 −49,41 0,24 −50,42 0,0470 −0,0480
RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) 0,23 15,42 0,0462 0,0060
US23245CAA80 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-1 CL 1A V/R REGD 1.84800000 0,23 −2,95 0,0457 −0,0016
US126670GR39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4 0,23 0,00 0,0455 −0,0004
NSA / National Storage Affiliates Trust 0,01 0,00 0,23 −18,93 0,0453 −0,0107
US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 0,23 −2,17 0,0448 −0,0013
CH0494734418 / Credit Suisse Group AG 0,22 11,40 0,0428 0,0043
CURB / Curbline Properties Corp. 0,01 −3,62 0,21 −9,01 0,0422 −0,0044
INF SWAP US IT 2.813 05/14/21-5Y LCH / DIR (000000000) 0,20 0,0394 0,0394
MLPIREIL TRS EQUITY FEDL01+65 BOA / DE (000000000) 0,20 0,0389 0,0389
MLPIREIL TRS EQUITY FEDL01+65 BOA / DE (000000000) 0,20 0,0389 0,0389
MLPIREIL TRS EQUITY FEDL01+65 BOA / DE (000000000) 0,20 0,0389 0,0389
AAT / American Assets Trust, Inc. 0,01 92,62 0,18 88,66 0,0366 0,0171
INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) 0,18 7,27 0,0353 0,0023
INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) 0,18 7,27 0,0353 0,0023
INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) 0,18 7,27 0,0353 0,0023
US05533YBC30 / BCAP LLC TRUST BCAP 2011 RR5 10A6 144A 0,17 −0,60 0,0330 −0,0003
US928563AC98 / VMware Inc 0,16 0,63 0,0317 0,0002
EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGGA8) 0,15 0,0299 0,0299
GNL / Global Net Lease, Inc. 0,02 −4,80 0,15 −10,84 0,0296 −0,0036
IIPR / Innovative Industrial Properties, Inc. 0,00 −10,34 0,15 −8,75 0,0291 −0,0028
GTY / Getty Realty Corp. 0,01 0,00 0,15 −10,98 0,0291 −0,0038
US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 0,15 −4,61 0,0289 −0,0016
US48250MAK36 / KKR CLO 11 Ltd 0,14 −23,53 0,0285 −0,0089
ELME / Elme Communities 0,01 −4,65 0,14 −12,96 0,0281 −0,0043
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 0,14 −93,02 0,0277 −0,3696
NTST / NETSTREIT Corp. 0,01 −5,02 0,13 1,53 0,0265 0,0003
ALEX / Alexander & Baldwin, Inc. 0,01 0,00 0,13 3,91 0,0265 0,0008
CH1214797172 / Credit Suisse Group AG 0,13 9,09 0,0264 0,0021
DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 0,13 9,09 0,0263 0,0021
INF SWAP EM NI 2.68 04/15/23-30Y LCH / DIR (EZ0Y9J6GR2R2) 0,13 8,26 0,0262 0,0019
INF SWAP EM NI 2.68 04/15/23-30Y LCH / DIR (EZ0Y9J6GR2R2) 0,13 8,26 0,0262 0,0019
UMH / UMH Properties, Inc. 0,01 0,00 0,13 −10,49 0,0256 −0,0030
JBGS / JBG SMITH Properties 0,01 −17,68 0,13 −11,97 0,0250 −0,0034
XHR / Xenia Hotels & Resorts, Inc. 0,01 −8,32 0,12 −2,40 0,0244 −0,0006
VRE / Veris Residential, Inc. 0,01 −4,30 0,12 −15,49 0,0239 −0,0046
PEB / Pebblebrook Hotel Trust 0,01 −4,72 0,12 −5,56 0,0237 −0,0016
FR001400AQH0 / FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 0,12 11,32 0,0235 0,0023
PGRE / Paramount Group, Inc. 0,02 0,00 0,12 41,46 0,0231 0,0068
RLJ / RLJ Lodging Trust 0,02 −52,66 0,12 −56,60 0,0230 −0,0299
US54251TAC36 / Long Beach Mortgage Loan Trust 2006-7 0,11 0,00 0,0226 0,0000
AIV / Apartment Investment and Management Company 0,01 −6,28 0,11 −7,56 0,0219 −0,0020
ESRT / Empire State Realty Trust, Inc. 0,01 −5,86 0,11 −2,73 0,0214 −0,0007
US40430HFM51 / HSI Asset Securitization Corp Trust 2006-OPT3 0,11 −10,83 0,0213 −0,0027
CSR / Centerspace 0,00 0,00 0,10 −7,14 0,0207 −0,0017
INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (EZQNRNKDZTL1) 0,10 10,64 0,0207 0,0017
INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (EZQNRNKDZTL1) 0,10 10,64 0,0207 0,0017
TSY INFL IX N/B 01/35 2.125 / DBT (US91282CML27) 0,10 0,00 0,0205 −0,0001
US92917CAE21 / Voya CLO 2013-1 Ltd 0,10 −23,66 0,0200 −0,0062
TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) 0,10 −4,04 0,0190 −0,0008
TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) 0,10 −4,04 0,0190 −0,0008
TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) 0,10 −4,04 0,0190 −0,0008
PDM / Piedmont Realty Trust, Inc. 0,01 0,00 0,09 −1,05 0,0188 −0,0003
DEA / Easterly Government Properties, Inc. 0,00 0,09 0,0187 0,0187
US32052DAG60 / First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 0,09 −5,49 0,0171 −0,0011
US912810RF75 / United States Treasury Inflation Indexed Bonds 0,09 −2,30 0,0170 −0,0005
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0,08 0,0168 0,0168
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0,08 0,0168 0,0168
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0,08 0,0168 0,0168
US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 0,08 −38,69 0,0167 −0,0106
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,08 0,0162 0,0162
US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 0,08 −1,23 0,0161 −0,0001
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,08 0,0156 0,0156
BDN / Brandywine Realty Trust 0,02 0,00 0,08 −3,70 0,0155 −0,0007
US126694K641 / CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000 0,08 0,00 0,0153 −0,0001
NXRT / NexPoint Residential Trust, Inc. 0,00 0,00 0,08 −15,73 0,0149 −0,0028
RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH / DIR (EZ372SBFZ7Z5) 0,07 −24,47 0,0143 −0,0046
RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH / DIR (EZ372SBFZ7Z5) 0,07 −24,47 0,0143 −0,0046
RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH / DIR (EZ372SBFZ7Z5) 0,07 −24,47 0,0143 −0,0046
DHC / Diversified Healthcare Trust 0,02 −13,92 0,07 27,78 0,0139 0,0030
US2254585Y02 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 5A1 0,07 −1,47 0,0134 −0,0002
RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) 0,07 −20,24 0,0134 −0,0035
RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) 0,07 −20,24 0,0134 −0,0035
RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) 0,07 −20,24 0,0134 −0,0035
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 0,07 0,0134 0,0134
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 0,07 0,0134 0,0134
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 0,07 0,0134 0,0134
PLYM / Plymouth Industrial REIT, Inc. 0,00 0,00 0,07 −1,49 0,0132 −0,0002
GOOD / Gladstone Commercial Corporation 0,00 0,07 0,0131 0,0131
US05401AAR23 / Avolon Holdings Funding Ltd 0,06 1,59 0,0129 0,0001
RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (EZ0DH7NGQM44) 0,06 −41,90 0,0122 −0,0088
US12669GFK22 / CHL Mortgage Pass-Through Trust 2004-J9 0,06 0,00 0,0121 −0,0001
US761136AJ94 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9 0,06 −1,64 0,0119 −0,0003
US12669LAA89 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-6 CL 1A V/R REGD 1.90800000 0,06 −4,92 0,0117 −0,0007
FCT / Fincantieri S.p.A. 0,06 9,43 0,0116 0,0010
FCT / Fincantieri S.p.A. 0,06 9,43 0,0116 0,0010
FCT / Fincantieri S.p.A. 0,06 9,43 0,0116 0,0010
INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (EZ2T5PFXSD76) 0,06 132,00 0,0116 0,0065
US863579V473 / Structured Adjustable Rate Mortgage Loan Trust 0,06 0,00 0,0112 −0,0001
UHT / Universal Health Realty Income Trust 0,00 0,00 0,05 −1,85 0,0106 −0,0003
AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) 0,05 0,0105 0,0105
AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) 0,05 0,0105 0,0105
AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) 0,05 0,0105 0,0105
INF SWAP EM NI 2.3625 11/15/23-10Y LCH / DIR (EZYP97W8Q214) 0,05 21,43 0,0103 0,0019
INF SWAP EM NI 2.3625 11/15/23-10Y LCH / DIR (EZYP97W8Q214) 0,05 21,43 0,0103 0,0019
INF SWAP EM NI 2.3625 11/15/23-10Y LCH / DIR (EZYP97W8Q214) 0,05 21,43 0,0103 0,0019
SITC / SITE Centers Corp. 0,00 −9,84 0,05 −20,63 0,0100 −0,0026
INN / Summit Hotel Properties, Inc. 0,01 −15,40 0,05 −21,31 0,0097 −0,0025
GMRE / Global Medical REIT Inc. 0,01 0,00 0,05 −21,05 0,0090 −0,0024
DK0009403131 / JYSKE REALKREDIT A/S COVERED 10/53 1 0,05 9,76 0,0090 0,0008
EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) 0,05 0,0090 0,0090
EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) 0,05 0,0090 0,0090
NLOP / Net Lease Office Properties 0,00 −10,16 0,05 −6,25 0,0090 −0,0007
INF SWAP EM NI 2.682 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) 0,04 7,32 0,0089 0,0006
RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (EZM7XR6RB2D5) 0,04 −246,67 0,0087 0,0149
RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (EZM7XR6RB2D5) 0,04 −246,67 0,0087 0,0149
RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (EZM7XR6RB2D5) 0,04 −246,67 0,0087 0,0149
US69702HAA68 / Palmer Square Loan Funding Ltd 0,04 −59,05 0,0087 −0,0123
CHCT / Community Healthcare Trust Incorporated 0,00 0,00 0,04 −8,51 0,0087 −0,0008
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,04 0,0085 0,0085
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,04 0,0085 0,0085
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,04 0,0085 0,0085
US3140JM5C20 / FN 03/49 FIXED 4 0,04 −4,65 0,0083 −0,0004
US912828N712 / United States Treasury Inflation Indexed Bonds 0,04 −97,85 0,0083 −0,3731
SVC / Service Properties Trust 0,02 0,00 0,04 −8,89 0,0083 −0,0008
US12667LAA08 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A 0,04 −5,13 0,0075 −0,0004
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,04 0,0074 0,0074
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,04 0,0074 0,0074
CLDT / Chatham Lodging Trust 0,01 0,00 0,04 −2,78 0,0071 −0,0002
HPP / Hudson Pacific Properties, Inc. 0,01 −20,88 0,03 −27,91 0,0063 −0,0023
US07388DAS71 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 0,03 0,00 0,0062 −0,0001
US93934FBT84 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB 0,03 0,00 0,0061 −0,0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,03 0,0060 0,0060
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,03 0,0060 0,0060
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,03 0,0057 0,0057
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,03 0,0057 0,0057
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,03 0,0056 0,0056
US31397PLU20 / Freddie Mac REMICS 0,03 −3,57 0,0054 −0,0002
EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) 0,03 0,0053 0,0053
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,02 0,0049 0,0049
US12668ALH67 / Alternative Loan Trust, Series 2005-50CB, Class 1A1 0,02 −4,00 0,0049 −0,0003
INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (EZBBB24RFW42) 0,02 21,05 0,0047 0,0008
INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (EZBBB24RFW42) 0,02 21,05 0,0047 0,0008
INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (EZBBB24RFW42) 0,02 21,05 0,0047 0,0008
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,02 0,0047 0,0047
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,02 0,0046 0,0046
US17310VAD29 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D 0,02 0,00 0,0044 −0,0001
US3623414A44 / GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 0,02 0,00 0,0042 −0,0000
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,02 0,0041 0,0041
RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH / DIR (EZLFVTBKWB45) 0,02 −20,00 0,0040 −0,0011
RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH / DIR (EZLFVTBKWB45) 0,02 −20,00 0,0040 −0,0011
INF SWAP GB NI 3.466 09/15/24-10Y LCH / DIR (EZ6H5KXS0QT8) 0,02 185,71 0,0040 0,0026
DK0002050368 / Nordea Kredit Realkreditaktieselskab 0,02 11,76 0,0038 0,0003
INF SWAP EM NI 2.59 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) 0,02 800,00 0,0037 0,0032
INF SWAP EM NI 2.59 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) 0,02 800,00 0,0037 0,0032
INF SWAP EM NI 2.6 05/15/22-10Y LCH / DIR (EZYR3JTTYH67) 0,02 −65,38 0,0037 −0,0067
INF SWAP EM NI 2.6 05/15/22-10Y LCH / DIR (EZYR3JTTYH67) 0,02 −65,38 0,0037 −0,0067
US3128NFFX03 / FHLMC 0,02 0,00 0,0035 −0,0001
US22616CAJ27 / Crestline Denali CLO XV Ltd 0,02 −83,51 0,0033 −0,0160
US362341PU74 / GSAMP Trust, Series 2005-WMC1, Class M1 0,02 −5,88 0,0033 −0,0001
US07384M4H20 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 21A1 0,02 −11,11 0,0033 −0,0003
US17307GEC87 / CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700 0,02 0,00 0,0031 −0,0000
US3140J6GR20 / Federal National Mortgage Association 0,01 0,00 0,0029 −0,0001
INF SWAP EM NI 1.636 06/15/25-2Y LCH / DIR (EZ3WDPMPJN09) 0,01 0,0028 0,0028
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,01 0,0028 0,0028
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0026 0,0026
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,01 0,0026 0,0026
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,01 0,0026 0,0026
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,01 0,0026 0,0026
US12669GN644 / Reperforming Loan REMIC Trust 2005-R2 0,01 −7,69 0,0025 −0,0002
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,01 0,0022 0,0022
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,01 0,0020 0,0020
INF SWAP US IT 2.69 06/01/21-5Y LCH / DIR (000000000) 0,01 0,0020 0,0020
DK0009527376 / Nykredit Realkredit A/S, Series 01E 0,01 14,29 0,0017 0,0002
RFR USD SOFR/4.61100 10/31/23-2Y LCH / DIR (EZWQJ0VKNC60) 0,01 −38,46 0,0017 −0,0010
RFR USD SOFR/4.61100 10/31/23-2Y LCH / DIR (EZWQJ0VKNC60) 0,01 −38,46 0,0017 −0,0010
INF SWAP EM NI 3.13 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) 0,01 −11,11 0,0016 −0,0002
INF SWAP EM NI 3.13 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) 0,01 −11,11 0,0016 −0,0002
INF SWAP EM NI 3.13 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) 0,01 −11,11 0,0016 −0,0002
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,01 0,0014 0,0014
US12639QAA40 / CSMC Trust, Series 2007-4R, Class 1A1 0,01 −14,29 0,0014 −0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0012 0,0012
US3128JRN777 / Federal Home Loan Mortgage Corporation 0,01 0,00 0,0012 −0,0000
US3128NHPT47 / FEDERAL HOME LOAN MORTGAGE CORP 3.249% 09/01/2036 FHLMC ARM 0,01 −28,57 0,0011 −0,0003
DK0009399784 / JYSKE REALKREDIT A/S COVERED 10/43 0.5 0,01 0,00 0,0011 0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0011 0,0011
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0010 0,0010
US59020UC291 / Merrill Lynch Mortgage Investors Trust, Series 2005-FM1, Class M1 0,00 −33,33 0,0010 −0,0003
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0009 0,0009
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,00 0,0009 0,0009
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0008 0,0008
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,00 0,0008 0,0008
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0008 0,0008
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0008 0,0008
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,00 0,0008 0,0008
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,00 0,0008 0,0008
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,00 0,0007 0,0007
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,00 0,0007 0,0007
US93362FAJ21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 0,00 0,00 0,0006 −0,0000
JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) 0,00 0,0006 0,0006
JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) 0,00 0,0006 0,0006
JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) 0,00 0,0006 0,0006
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0,00 0,0006 0,0006
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,00 0,0006 0,0006
US31406DAF33 / Fannie Mae Pool 0,00 0,00 0,0005 −0,0000
BOUGHT GBP SOLD USD 20250804 / DFE (000000000) 0,00 0,0005 0,0005
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0005 0,0005
US31405YPX30 / Fannie Mae Pool 0,00 0,00 0,0005 −0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0005 0,0005
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0004 0,0004
INF SWAP US IT 3.323 04/23/25-1Y LCH / DIR (000000000) 0,00 0,0004 0,0004
US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 0,00 0,00 0,0004 −0,0000
TREASURY BILL 07/25 0.00000 / DBT (US912797PE18) 0,00 0,0004 0,0004
BOUGHT EUR SOLD USD 20250804 / DFE (000000000) 0,00 0,0003 0,0003
BOUGHT EUR SOLD USD 20250804 / DFE (000000000) 0,00 0,0003 0,0003
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,00 0,0003 0,0003
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0003 0,0003
US16162WPB99 / Chase Mortgage Finance Trust 0,00 0,00 0,0003 −0,0000
US94985AAA79 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1 0,00 0,00 0,0003 −0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,00 0,0002 0,0002
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
US362341RT83 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 0,00 0,00 0,0002 −0,0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0002 0,0002
DK0009292559 / REALKREDIT DANMARK COVERED 07/47 2.5 0,00 0,0002 0,0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0002 0,0002
US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 0,00 0,0001 −0,0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0001 0,0001
DK0009382707 / JYSKE REALKREDIT A/S COVERED 10/47 2.5 0,00 0,0000 0,0000
DK0009798803 / NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 0,00 0,0000 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 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
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
DK0002044551 / NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
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
DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 0,00 0,0000 0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
NDASS / NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 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 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
SOLD SEK BOUGHT USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
SOLD SEK BOUGHT USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
SOLD SEK BOUGHT USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
DK0004620127 / REALKREDIT DANMARK COVERED REGS 10/53 2 0,00 0,0000 0,0000
DK0009528697 / Nykredit Realkredit A/S, Series 01E 0,00 0,0000 0,0000
DK0004616018 / Realkredit Danmark A/S 0,00 0,0000 0,0000
WH / Wyndham Hotels & Resorts, Inc. 0,00 −100,00 0,00 −100,00 −0,1006
DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 0,00 0,0000 0,0000
DK0009527103 / NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 0,00 0,0000 0,0000
DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 0,00 0,0000 0,0000
DK0009527616 / NYKREDIT REALKREDIT AS 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
BOUGHT SEK SOLD USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD 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 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
INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (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
INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (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
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0001 −0,0001
INF SWAP EM NI 2.47 07/15/22-10Y LCH / DIR (EZT3XW3NL5W5) −0,00 −0,0001 −0,0002
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,00 −0,0001 −0,0001
SOLD INR BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0002 −0,0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD JPY 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 JPY BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD ILS BOUGHT USD 20250709 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0002 −0,0002
INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (EZ3BFCC1XWF6) −0,00 −85,71 −0,0002 0,0013
INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (EZ3BFCC1XWF6) −0,00 −85,71 −0,0002 0,0013
INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (EZ3BFCC1XWF6) −0,00 −85,71 −0,0002 0,0013
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0002 −0,0002
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0003 −0,0003
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0003 −0,0003
INF SWAP EM NI 2.421 05/15/22-30Y LCH / DIR (EZ2FWGWN9JD1) −0,00 −50,00 −0,0003 0,0002
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0004 −0,0004
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0004 −0,0004
SOLD CNH BOUGHT USD 20250716 / 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 20250716 / 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
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0004 −0,0004
SOLD KRW 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 GBP BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0005 −0,0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0005 −0,0005
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0005 −0,0005
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0006 −0,0006
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0006 −0,0006
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0006 −0,0006
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0006 −0,0006
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0008 −0,0008
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) −0,00 −0,0009 −0,0009
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) −0,00 −0,0009 −0,0009
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0009 −0,0009
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0010 −0,0010
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0010 −0,0010
INF SWAP US IT 2.842 02/13/25-1Y LCH / DIR (EZL99W0M4DL3) −0,01 −54,55 −0,0010 0,0013
INF SWAP US IT 2.842 02/13/25-1Y LCH / DIR (EZL99W0M4DL3) −0,01 −54,55 −0,0010 0,0013
INF SWAP US IT 2.842 02/13/25-1Y LCH / DIR (EZL99W0M4DL3) −0,01 −54,55 −0,0010 0,0013
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0011 −0,0011
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,01 −0,0011 −0,0011
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,01 −0,0011 −0,0011
INF SWAP US IT 2.82 02/05/25-1Y LCH / DIR (EZW83BH7F4K3) −0,01 −54,55 −0,0011 0,0012
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0012 −0,0012
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0012 −0,0012
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,01 −0,0014 −0,0014
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0016 −0,0016
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0018 −0,0018
INF SWAP EM NI 2.034 09/15/24-10Y LCH / DIR (EZN396K1L0G6) −0,01 350,00 −0,0018 −0,0013
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0020 −0,0020
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0020 −0,0020
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,01 −0,0020 −0,0020
317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 / DIR (EZTFF0T0MM94) −0,01 −33,33 −0,0021 0,0010
INF SWAP US IT 2.38 10/15/24-1Y LCH / DIR (000000000) −0,01 −0,0021 −0,0021
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) −0,01 −0,0022 −0,0022
317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (EZX1947LJZS2) −0,01 −61,29 −0,0025 0,0039
317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (EZX1947LJZS2) −0,01 −61,29 −0,0025 0,0039
317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (EZX1947LJZS2) −0,01 −61,29 −0,0025 0,0039
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0026 −0,0026
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) −0,01 −0,0026 −0,0026
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0026 −0,0026
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) −0,01 −0,0028 −0,0028
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) −0,01 −0,0028 −0,0028
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) −0,01 −0,0028 −0,0028
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0032 −0,0032
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0032 −0,0032
317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 / DIR (EZ3172RBNXR7) −0,02 6,67 −0,0033 −0,0002
INF SWAP US IT 2.70 01/14/25-1Y LCH / DIR (000000000) −0,02 −0,0035 −0,0035
INF SWAP US IT 2.70 01/14/25-1Y LCH / DIR (000000000) −0,02 −0,0035 −0,0035
INF SWAP US IT 2.70 01/14/25-1Y LCH / DIR (000000000) −0,02 −0,0035 −0,0035
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0036 −0,0036
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0042 −0,0042
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0045 −0,0045
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0048 −0,0048
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0048 −0,0048
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0048 −0,0048
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0053 −0,0053
INF SWAP EM NI 2.049 08/15/24-10Y LCH / DIR (EZDNND6WTG36) −0,03 130,77 −0,0061 −0,0034
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0061 −0,0061
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0069 −0,0069
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0070 −0,0070
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0070 −0,0070
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0070 −0,0070
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0071 −0,0071
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0073 −0,0073
317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (EZLZP1BQVJZ9) −0,04 −16,28 −0,0073 0,0014
317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (EZLZP1BQVJZ9) −0,04 −16,28 −0,0073 0,0014
317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (EZLZP1BQVJZ9) −0,04 −16,28 −0,0073 0,0014
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,04 −0,0074 −0,0074
IRS EUR 2.12000 09/03/25-2Y LCH / DIR (EZ96RKPCNS84) −0,04 −331,25 −0,0074 −0,0107
IRS EUR 2.12000 09/03/25-2Y LCH / DIR (EZ96RKPCNS84) −0,04 −331,25 −0,0074 −0,0107
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) −0,04 −0,0075 −0,0075
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,04 −0,0075 −0,0075
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0076 −0,0076
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,04 −0,0076 −0,0076
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,04 −0,0077 −0,0077
INF SWAP EM NI 2.62 11/15/23-30Y LCH / DIR (EZJWHP9H75N5) −0,04 8,57 −0,0077 −0,0006
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0078 −0,0078
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0079 −0,0079
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0079 −0,0079
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,04 −0,0086 −0,0086
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,04 −0,0088 −0,0088
INF SWAP EM NI 2.975 08/15/22-5Y LCH / DIR (EZ8PCG447QQ1) −0,04 46,67 −0,0089 −0,0028
EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) −0,05 −0,0095 −0,0095
317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (EZX2S49T0J63) −0,06 −34,52 −0,0111 0,0057
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,06 −0,0113 −0,0113
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,06 −0,0113 −0,0113
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,06 −0,0113 −0,0113
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,06 −0,0114 −0,0114
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,06 −0,0118 −0,0118
RFR USD SOFR/3.08500 02/13/24-10Y LCH / DIR (EZQ51B8J0P93) −0,06 −92,74 −0,0123 0,1581
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,07 −0,0142 −0,0142
EZ4FMKYSPBW2 / INF SWAP FR NI 1.91 01/15/18-20Y LCH −0,08 5,63 −0,0150 −0,0008
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) −0,08 −0,0156 −0,0156
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) −0,08 −0,0162 −0,0162
INF SWAP EM NI 2.72 06/15/22-10Y LCH / DIR (EZNDJXRL9FV9) −0,08 33,87 −0,0166 −0,0041
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,09 −0,0171 −0,0171
317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (EZ221JVG9JT4) −0,09 −30,77 −0,0180 0,0080
EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) −0,10 −0,0190 −0,0190
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) −0,10 −0,0193 −0,0193
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) −0,10 −0,0193 −0,0193
3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) −0,11 −0,0211 −0,0211
3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) −0,11 −0,0211 −0,0211
3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) −0,11 −0,0211 −0,0211
317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (EZVYB6CMXS84) −0,11 10,20 −0,0215 −0,0018
317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (EZVYB6CMXS84) −0,11 10,20 −0,0215 −0,0018
317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (EZM13T8B0L79) −0,12 6,42 −0,0232 −0,0013
GB00HB9WVH19 / 3 Month Euro Euribor −0,19 463,64 −0,0371 −0,0305
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) −0,22 −0,0444 −0,0444
RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) −0,22 −0,0445 −0,0445
RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) −0,22 −0,0445 −0,0445
RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) −0,22 −0,0445 −0,0445
DWRTFT TRS EQUITY FEDL01+59 MYI / DE (000000000) −0,23 −0,0467 −0,0467
RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) −0,24 −0,0480 −0,0480
INF SWAP EM NI 1.2425 08/15/19-20Y LCH / DIR (EZR3P6G02V42) −0,26 7,79 −0,0525 −0,0036
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) −0,27 −0,0534 −0,0534
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) −0,34 −0,0671 −0,0671
DWRTFT TRS EQUITY SOFR+35 CBK / DE (000000000) −0,36 −0,0714 −0,0714
DWRTFT TRS EQUITY SOFR+35 CBK / DE (000000000) −0,36 −0,0714 −0,0714
INF SWAP US IT 2.379 07/09/18-10Y LCH / DIR (000000000) −0,36 −0,0715 −0,0715
MLPIREIS TRS EQUITY FEDL01+50 BOA / DE (000000000) −0,42 −0,0827 −0,0827
MLPIREIS TRS EQUITY FEDL01+50 BOA / DE (000000000) −0,42 −0,0827 −0,0827
MLPIREIS TRS EQUITY FEDL01+50 BOA / DE (000000000) −0,42 −0,0827 −0,0827
DWRTFT TRS EQUITY SOFR+49 CBK / DE (000000000) −0,42 −0,0837 −0,0837
DWRTFT TRS EQUITY SOFR+49 CBK / DE (000000000) −0,42 −0,0837 −0,0837
RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) −0,48 5,27 −0,0953 −0,0045
RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) −0,48 5,27 −0,0953 −0,0045
RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) −0,48 5,27 −0,0953 −0,0045
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) −0,58 −0,1160 −0,1160
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) −0,58 −0,1160 −0,1160
REVERSE REPO JPM CHASE / RA (000000000) −0,65 −0,1286 −0,1286
RFRF USD SF+26.161/1.9* 11/15/23-30Y LCH / DIR (EZ6VRNVRPQ25) −0,85 −131,41 −0,1683 −0,7055
RFRF USD SOFR/2.34000 11/21/23-5Y LCH / DIR (EZRPM2SGQXB3) −0,94 −10,41 −0,1864 0,0225
DWRTFT TRS EQUITY SOFR+54 MYI / DE (000000000) −1,00 −0,1997 −0,1997
DWRTFT TRS EQUITY SOFR+54 MYI / DE (000000000) −1,00 −0,1997 −0,1997
DWRTFT TRS EQUITY SOFR+54 MYI / DE (000000000) −1,00 −0,1997 −0,1997
INF SWAP US IT 1.9975 07/25/19-10Y LCH / DIR (000000000) −1,02 −0,2025 −0,2025
INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) −1,04 −0,2058 −0,2058
INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) −1,04 −0,2058 −0,2058
INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) −1,04 −0,2058 −0,2058
INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (EZHGZY9N2Y63) −1,05 7,46 −0,2089 −0,0138
INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (EZHGZY9N2Y63) −1,05 7,46 −0,2089 −0,0138
INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (EZHGZY9N2Y63) −1,05 7,46 −0,2089 −0,0138
EZDDQB47XR47 / INF SWAP US IT 1.28 05/19/20-10Y LCH −1,18 −1,51 −0,2336 0,0046
DWRTFT TRS EQUITY SOFR+40 JPM / DE (000000000) −1,58 −0,3131 −0,3131
DWRTFT TRS EQUITY SOFR+40 JPM / DE (000000000) −1,58 −0,3131 −0,3131
DWRTFT TRS EQUITY SOFR+40 JPM / DE (000000000) −1,58 −0,3131 −0,3131
REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) −1,61 −0,3203 −0,3203
RFRF USD SOFR/2.30000 11/15/23-5Y LCH / DIR (EZSXB4TMLK87) −1,98 −9,71 −0,3937 0,0440
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) −2,46 −12,25 −0,4886 0,0704
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) −2,46 −12,25 −0,4886 0,0704
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) −2,46 −12,25 −0,4886 0,0704
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) −2,47 −0,4915 −0,4915
REVERSE REPO BANK OF MONTREAL REVERSE REPO / RA (000000000) −46,82 −9,3041 −9,3041
REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) −50,51 −10,0380 −10,0380
REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) −50,51 −10,0380 −10,0380
REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) −293,76 −58,3775 −58,3775
REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) −293,76 −58,3775 −58,3775