Grundläggande statistik
| Portföljvärde | $ 52 453 598 |
| Aktuella positioner | 351 |
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)
FXIDX - Fixed Income SHares: Series LD Series LD har redovisat 351 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 52 453 598 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). FXIDX - Fixed Income SHares: Series LD Series LDs största innehav är Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , HSBC Holdings PLC (GB:HSBC26D) , UMBS TBA (US:US01F0506844) , and BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A (IE:XS2304369759) . FXIDX - Fixed Income SHares: Series LD Series LDs nya positioner inkluderar Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , HSBC Holdings PLC (GB:HSBC26D) , UMBS TBA (US:US01F0506844) , and BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A (IE:XS2304369759) .
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$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| 5,69 | 10,6309 | 10,6309 | ||
| 3,20 | 5,9779 | 5,9779 | ||
| 1,96 | 3,6629 | 3,6629 | ||
| −9,20 | −17,2105 | 2,3213 | ||
| 1,06 | 1,9845 | 1,9845 | ||
| 0,80 | 1,4907 | 1,4907 | ||
| 0,71 | 1,3196 | 1,3196 | ||
| 0,70 | 1,3042 | 1,3042 | ||
| 0,69 | 1,2901 | 1,2901 | ||
| 0,60 | 1,1226 | 1,1226 |
Största minskningarna detta kvartal
Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.
| Värdepapper | Aktier (MM) |
Värde (MM$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| −9,52 | −17,7989 | −17,7989 | ||
| 0,08 | 0,1555 | −13,3673 | ||
| −3,03 | −5,6593 | −5,6593 | ||
| −0,79 | −1,4863 | −1,4863 | ||
| −0,79 | −1,4863 | −1,4863 | ||
| 0,41 | 0,7611 | −1,1319 | ||
| −0,54 | −1,0033 | −1,0033 | ||
| −0,19 | −0,3532 | −0,3532 | ||
| −0,15 | −0,2822 | −0,2822 | ||
| −0,14 | −0,2564 | −0,2564 |
13F- och fond arkiveringar
Denna blankett lämnades in den 2025-08-29 för rapporteringsperioden 2025-06-30. Denna investerare har inte offentliggjort värdepapper som räknas i aktier, så de aktierelaterade kolumnerna i tabellen nedan har utelämnats. Klicka på länksymbolen för att se hela transaktionshistoriken.
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 | ΔAktier (%) |
Värde ($MM) |
Portfölj (%) |
ΔPortfölj (%) |
|
|---|---|---|---|---|---|---|
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 5,69 | 10,6309 | 10,6309 | |||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 3,20 | 5,9779 | 5,9779 | |||
| HSBC26D / HSBC Holdings PLC | 2,08 | −0,34 | 3,8812 | −0,1345 | ||
| US01F0506844 / UMBS TBA | 1,96 | 3,6629 | 3,6629 | |||
| XS2304369759 / BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | 1,47 | 0,83 | 2,7394 | −0,0637 | ||
| FANNIE MAE FNR 2025 18 FM / ABS-MBS (US3136BVKH00) | 1,42 | −4,84 | 2,6461 | −0,2228 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 1,33 | 8,56 | 2,4896 | 0,1248 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 1,32 | −5,18 | 2,4655 | −0,2158 | ||
| US00130HCE36 / CORP. NOTE | 1,28 | 0,87 | 2,3847 | −0,0534 | ||
| US30227FAA84 / Extended Stay America Trust | 1,12 | −0,80 | 2,0867 | −0,0838 | ||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 1,06 | 1,9845 | 1,9845 | |||
| US36262JAJ43 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A9 V/R REGD 144A P/P 0.90000000 | 1,03 | −2,00 | 1,9235 | −0,0994 | ||
| US90353TAG58 / Uber Technologies Inc | 1,01 | −0,20 | 1,8798 | −0,0632 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 1,00 | −0,40 | 1,8708 | −0,0665 | ||
| US53944YAT01 / Lloyds Banking Group PLC | 1,00 | 0,00 | 1,8690 | −0,0580 | ||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | 1,00 | 0,50 | 1,8673 | −0,0478 | ||
| US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A | 0,97 | 2,10 | 1,8162 | −0,0192 | ||
| US12430YAA82 / BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 1.33700000 | 0,97 | 0,94 | 1,8050 | −0,0396 | ||
| US3137H0W535 / FHLMC, Series 5115, Class EM | 0,96 | −3,31 | 1,8034 | −0,1191 | ||
| US11135FAN15 / CORP. NOTE | 0,89 | 0,45 | 1,6675 | −0,0440 | ||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A3S83) | 0,81 | −0,37 | 1,5063 | −0,0520 | ||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) | 0,80 | −8,99 | 1,4961 | −0,2005 | ||
| FREDDIE MAC FHR 5548 AF / ABS-MBS (US3137HLJG82) | 0,80 | 1,4907 | 1,4907 | |||
| US17329VDF31 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A | 0,73 | −2,00 | 1,3735 | −0,0711 | ||
| S56431109 / Northam Platinum Holdings Ltd | 0,71 | 1,28 | 1,3354 | −0,0251 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0,71 | 1,3196 | 1,3196 | |||
| FREDDIE MAC FHR 5549 FA / ABS-MBS (US3137HLST03) | 0,70 | 1,3042 | 1,3042 | |||
| FREDDIE MAC FHR 5546 FB / ABS-MBS (US3137HLME97) | 0,69 | 1,2901 | 1,2901 | |||
| US32027EAE14 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | 0,68 | −6,98 | 1,2720 | −0,1384 | ||
| FANNIE MAE FNR 2025 24 FB / ABS-MBS (US3136BVSA74) | 0,68 | −3,00 | 1,2696 | −0,0802 | ||
| FREDDIE MAC FHR 5528 FA / ABS-MBS (US3137HKR307) | 0,68 | −2,59 | 1,2645 | −0,0753 | ||
| US78449VAC00 / SMB Private Education Loan Trust 2020-PT-A | 0,67 | −7,17 | 1,2592 | −0,1402 | ||
| FREDDIE MAC FHR 5526 FA / ABS-MBS (US3137HKT469) | 0,67 | −4,86 | 1,2468 | −0,1042 | ||
| FREDDIE MAC FHR 5532 FA / ABS-MBS (US3137HKPJ74) | 0,67 | −4,86 | 1,2465 | −0,1049 | ||
| US28628BAA61 / ELFI Graduate Loan Program LLC, Series 2021-A, Class A | 0,62 | −4,35 | 1,1524 | −0,0896 | ||
| EVERGY KANSAS CENTRAL SR UNSECURED 03/28 4.7 / DBT (US30036FAE16) | 0,61 | 0,83 | 1,1352 | −0,0261 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF / ABS-MBS (US38381NNT18) | 0,60 | 1,1226 | 1,1226 | |||
| US06738EBZ79 / Barclays PLC | 0,60 | −0,17 | 1,1222 | −0,0370 | ||
| US08576PAH47 / Berry Global Inc | 0,59 | 0,86 | 1,1019 | −0,0259 | ||
| XS2376115270 / Toro European CLO 6 DAC | 0,56 | 5,26 | 1,0472 | 0,0204 | ||
| XS2350015942 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 0,54 | −11,49 | 1,0079 | −0,1672 | ||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0,51 | 0,59 | 0,9556 | −0,0243 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0,51 | 0,40 | 0,9449 | −0,0252 | ||
| US345397C502 / Ford Motor Credit Co LLC | 0,50 | −0,59 | 0,9437 | −0,0348 | ||
| I1XC34 / ORIX Corporation - Depositary Receipt (Common Stock) | 0,50 | 0,80 | 0,9421 | −0,0217 | ||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 0,50 | 0,00 | 0,9358 | −0,0284 | ||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 0,50 | −0,20 | 0,9347 | −0,0310 | ||
| OCTAGON 64 LTD OCT64 2022 1A A1R 144A / ABS-CBDO (US67579AAW71) | 0,50 | 0,9343 | 0,9343 | |||
| FREDDIE MAC FHR 5544 F / ABS-MBS (US3137HLNN87) | 0,49 | 0,9179 | 0,9179 | |||
| US63941TAA43 / Navient Private Education Refi Loan Trust 2020-E | 0,49 | −7,27 | 0,9078 | −0,1011 | ||
| FREDDIE MAC FHR 5549 CF / ABS-MBS (US3137HLSA12) | 0,48 | 0,9058 | 0,9058 | |||
| FANNIE MAE FNR 2024 103 FC / ABS-MBS (US3136BUQH62) | 0,47 | −4,29 | 0,8758 | −0,0686 | ||
| FANNIE MAE FNR 2024 104 FA / ABS-MBS (US3136BUEQ99) | 0,47 | −4,30 | 0,8745 | −0,0674 | ||
| US05608VAA44 / BX 2021-MFM1 | 0,46 | 0,44 | 0,8547 | −0,0238 | ||
| US64352VHV62 / NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1 | 0,44 | −1,78 | 0,8280 | −0,0414 | ||
| XS2376688474 / OCP EURO CLO 2020-4 DAC SER 2020-4A CL AR V/R REGD 144A P/P /EUR/ 0.00000000 | 0,44 | −6,84 | 0,8155 | −0,0869 | ||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 0,42 | −10,94 | 0,7771 | −0,1221 | ||
| US05571AAQ85 / BPCE SA | 0,41 | −0,24 | 0,7658 | −0,0265 | ||
| US459506AN18 / CORP. NOTE | 0,41 | −58,51 | 0,7611 | −1,1319 | ||
| FREDDIE MAC FHR 5560 FB / ABS-MBS (US3137HLZD77) | 0,40 | 0,7488 | 0,7488 | |||
| US04018EAA91 / Ares LIX CLO Ltd | 0,40 | 0,25 | 0,7488 | −0,0221 | ||
| CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (US13876LAW72) | 0,40 | 0,50 | 0,7488 | −0,0194 | ||
| ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73) | 0,40 | 0,76 | 0,7487 | −0,0179 | ||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40) | 0,40 | 0,25 | 0,7486 | −0,0225 | ||
| SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (US81124UAW45) | 0,40 | 0,50 | 0,7481 | −0,0201 | ||
| US345397XL24 / FORD MOTOR CREDIT CO LLC | 0,40 | 0,50 | 0,7471 | −0,0197 | ||
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07) | 0,40 | 0,00 | 0,7461 | −0,0250 | ||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48) | 0,40 | −0,50 | 0,7438 | −0,0267 | ||
| US64829VAA44 / New Residential Mortgage Loan Trust 2018-RPL1 | 0,39 | −4,47 | 0,7210 | −0,0569 | ||
| FANNIE MAE FNR 2024 101 FB / ABS-MBS (US3136BUFJ48) | 0,38 | −2,54 | 0,7191 | −0,0411 | ||
| FREDDIE MAC FHR 5508 QF / ABS-MBS (US3137HJVX22) | 0,38 | −3,79 | 0,7130 | −0,0506 | ||
| US05608XAA00 / BXMT LTD BXMT 2020 FL3 A 144A | 0,38 | −2,58 | 0,7064 | −0,0414 | ||
| US55283QAA22 / MFA 2021-RPL1 Trust | 0,38 | −4,34 | 0,7026 | −0,0544 | ||
| FREDDIE MAC FHR 5495 AF / ABS-MBS (US3137HJ2H99) | 0,38 | −4,09 | 0,7025 | −0,0531 | ||
| FREDDIE MAC FHR 5500 FA / ABS-MBS (US3137HJAP27) | 0,38 | −5,06 | 0,7020 | −0,0613 | ||
| FREDDIE MAC FHR 5508 DF / ABS-MBS (US3137HJG849) | 0,38 | −2,85 | 0,7012 | −0,0436 | ||
| FREDDIE MAC FHR 5500 GF / ABS-MBS (US3137HJB303) | 0,37 | −4,83 | 0,6999 | −0,0594 | ||
| FREDDIE MAC FHR 5508 FC / ABS-MBS (US3137HJGF80) | 0,37 | −4,83 | 0,6999 | −0,0590 | ||
| US89175MAA18 / Towd Point Mortgage Trust 2018-3 | 0,37 | −5,63 | 0,6911 | −0,0636 | ||
| S56431109 / Northam Platinum Holdings Ltd | 0,36 | 8,68 | 0,6795 | 0,0353 | ||
| US36167HAD70 / GCAT GCAT 2021 NQM3 A3 144A | 0,35 | −3,80 | 0,6631 | −0,0478 | ||
| US36167HAC97 / GCAT GCAT 2021 NQM3 A2 144A | 0,35 | −3,81 | 0,6614 | −0,0476 | ||
| US36263KAJ07 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A9 V/R REGD 144A P/P 0.90000000 | 0,35 | −1,40 | 0,6608 | −0,0309 | ||
| FANNIE MAE FNR 2024 100 FA / ABS-MBS (US3136BUFY15) | 0,34 | −10,21 | 0,6416 | −0,0955 | ||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 0,34 | 0,59 | 0,6373 | −0,0152 | ||
| XS2326513269 / HARVEST CLO HARVT 21A A2R 144A | 0,34 | 2,10 | 0,6358 | −0,0078 | ||
| FREDDIE MAC FHR 5410 FB / ABS-MBS (US3137HCUC41) | 0,34 | −3,71 | 0,6304 | −0,0447 | ||
| US78449DAC02 / SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2B | 0,33 | −7,00 | 0,6221 | −0,0679 | ||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) | 0,33 | −9,56 | 0,6208 | −0,0864 | ||
| US92916GBE35 / Voya 2012-4 Ltd | 0,32 | −14,96 | 0,6069 | −0,1284 | ||
| US362439AE17 / GSAMP Trust 2006-HE4 | 0,32 | −2,71 | 0,6052 | −0,0364 | ||
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (US147918AC06) | 0,31 | 0,96 | 0,5872 | −0,0141 | ||
| A2RW34 / Arrow Electronics, Inc. - Depositary Receipt (Common Stock) | 0,30 | 1,00 | 0,5698 | −0,0118 | ||
| US960386AM29 / Wabtec Corp | 0,30 | 0,33 | 0,5643 | −0,0152 | ||
| US00084DBC39 / ABN AMRO Bank NV | 0,30 | −0,33 | 0,5639 | −0,0204 | ||
| US842400HQ95 / SOUTHERN CAL EDISON REGD SER D 4.70000000 | 0,30 | 0,67 | 0,5631 | −0,0149 | ||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95 / DBT (US928668CN06) | 0,30 | 0,33 | 0,5628 | −0,0166 | ||
| US05401AAK79 / Avolon Holdings Funding Ltd | 0,30 | −0,33 | 0,5618 | −0,0191 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0,30 | 0,00 | 0,5609 | −0,0176 | ||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0,30 | 1,02 | 0,5569 | −0,0115 | ||
| XS2279559889 / GEMGARTO GMG 2021 1A A 144A | 0,30 | −6,62 | 0,5553 | −0,0575 | ||
| US097023DG73 / Boeing Co/The | 0,30 | 0,68 | 0,5523 | −0,0138 | ||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (US89289EBL74) | 0,29 | −17,09 | 0,5442 | −0,1330 | ||
| US085770AA31 / Berry Global Escrow Corp. | 0,28 | 0,00 | 0,5233 | −0,0166 | ||
| FANNIE MAE FNR 2024 90 FB / ABS-MBS (US3136BTXD03) | 0,28 | −4,84 | 0,5156 | −0,0433 | ||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0,27 | −1,79 | 0,5133 | −0,0258 | ||
| FREDDIE MAC FHR 5493 FK / ABS-MBS (US3137HHWV90) | 0,27 | −6,16 | 0,5131 | −0,0510 | ||
| US63941UAA16 / Navient Private Education Refi Loan Trust 2020-G | 0,27 | −7,29 | 0,5011 | −0,0551 | ||
| US67117VAA89 / OBX 2023-NQM6 Trust | 0,26 | −6,93 | 0,4780 | −0,0510 | ||
| US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | 0,23 | −7,17 | 0,4373 | −0,0485 | ||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 0,23 | 0,4340 | 0,4340 | |||
| US81375WCT18 / Securitized Asset Backed Receivables LLC Trust 2005-OP1 | 0,22 | −1,33 | 0,4160 | −0,0187 | ||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A / ABS-CBDO (XS2878983712) | 0,22 | −11,55 | 0,4158 | −0,0682 | ||
| US74919TAB70 / RAAC SERIES RAAC 2006 RP4 M1 144A | 0,21 | −16,13 | 0,3895 | −0,0896 | ||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 0,20 | 1,00 | 0,3814 | −0,0076 | ||
| US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 | 0,20 | −8,97 | 0,3806 | −0,0501 | ||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0,20 | 0,50 | 0,3778 | −0,0101 | ||
| CNQ / Canadian Natural Resources Limited | 0,20 | 1,01 | 0,3775 | −0,0081 | ||
| SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 09/27 4.911 / DBT (US83007CAA09) | 0,20 | 0,50 | 0,3765 | −0,0094 | ||
| ARI FLEET LEASE TRUST ARIFL 2025 B A2 144A / ABS-O (US00193GAB77) | 0,20 | 0,3755 | 0,3755 | |||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) | 0,20 | 0,3741 | 0,3741 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF / ABS-MBS (US38385GMK21) | 0,20 | 0,3728 | 0,3728 | |||
| US33835NAA90 / 522 FUNDING CLO LTD MORGN 2018 3A AR 144A | 0,19 | −23,02 | 0,3634 | −0,1242 | ||
| FANNIE MAE FNR 2025 35 FB / ABS-MBS (US3136BVF783) | 0,19 | 0,3608 | 0,3608 | |||
| VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A / ABS-MBS (US92540EAA10) | 0,19 | −12,73 | 0,3604 | −0,0643 | ||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) | 0,19 | 0,00 | 0,3565 | −0,0107 | ||
| US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 | 0,19 | −5,50 | 0,3547 | −0,0325 | ||
| FANNIE MAE FNR 2024 103 FJ / ABS-MBS (US3136BUPN40) | 0,19 | −4,59 | 0,3508 | −0,0283 | ||
| FREDDIE MAC FHR 5491 FL / ABS-MBS (US3137HJ5P88) | 0,19 | −4,62 | 0,3490 | −0,0278 | ||
| FANNIE MAE FNR 2024 95 KF / ABS-MBS (US3136BTS533) | 0,18 | −4,19 | 0,3439 | −0,0262 | ||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | 0,17 | 0,3242 | 0,3242 | |||
| US073879UQ92 / Bear Stearns Asset Backed Securities I Trust 2005-AQ1 | 0,16 | −14,74 | 0,3032 | −0,0640 | ||
| US64831EAA82 / NEW RESIDENTIAL MORTGAGE LOAN TRUST SER 2021-NQ2R CL A1 V/R REGD 144A P/P 0.94054000 | 0,16 | −3,07 | 0,2967 | −0,0193 | ||
| US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A | 0,14 | 0,72 | 0,2600 | −0,0073 | ||
| US61772QAN07 / MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 0.89967000 | 0,14 | −2,84 | 0,2574 | −0,0151 | ||
| US50200YAQ17 / LCM LTD PARTNERSHIP LCM 30A AR 144A | 0,13 | −20,71 | 0,2517 | −0,0759 | ||
| US55286LAA08 / MFA 2023-NQM4 Trust | 0,13 | −9,59 | 0,2480 | −0,0337 | ||
| US89179XAL91 / TOWD POINT ASSET TRUST 2021-SL1 SER 2021-SL1 CL A2 V/R REGD 144A P/P 0.00000000 | 0,12 | −13,53 | 0,2163 | −0,0403 | ||
| US126670PJ12 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV2 | 0,11 | −11,02 | 0,2126 | −0,0332 | ||
| HCA INC COMPANY GUAR 03/28 5 / DBT (US404119CY34) | 0,10 | 1,00 | 0,1898 | −0,0046 | ||
| US694308HP52 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95 | 0,10 | 0,00 | 0,1845 | −0,0049 | ||
| US031733AE86 / Amortizing Residential Collateral Trust 2004-1 | 0,10 | −3,96 | 0,1816 | −0,0140 | ||
| US45254NLJ45 / IMPAC CMB TRUST SERIES 2004-10 SER 2004-10 CL 1A1 V/R REGD 2.34800000 | 0,09 | −2,11 | 0,1750 | −0,0083 | ||
| US58003UAA60 / MF1 Multifamily Housing Mortgage Loan Trust | 0,09 | −35,77 | 0,1651 | −0,0992 | ||
| US78444YAD76 / SLM Student Loan Trust 2008-5 | 0,09 | −5,56 | 0,1590 | −0,0150 | ||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0,08 | −98,82 | 0,1555 | −13,3673 | ||
| US317350BD73 / Finance America Mortgage Loan Trust 2004-2 | 0,07 | −1,39 | 0,1329 | −0,0063 | ||
| US78449MAB28 / SMB Private Education Loan Trust 2021-D | 0,07 | −8,00 | 0,1309 | −0,0151 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0,07 | 0,1232 | 0,1232 | |||
| US552751AA74 / MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000 | 0,05 | −22,06 | 0,1010 | −0,0304 | ||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | 0,05 | −5,36 | 0,1002 | −0,0083 | ||
| US55284AAA60 / MF1 2021-FL7 Ltd | 0,04 | −37,10 | 0,0745 | −0,0459 | ||
| US59020USJ50 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A2 | 0,04 | −5,13 | 0,0705 | −0,0050 | ||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 0,03 | 106,67 | 0,0598 | 0,0290 | ||
| US784442AC92 / SLM Student Loan Trust 2008-2 | 0,03 | −13,33 | 0,0486 | −0,0108 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,03 | 0,0474 | 0,0474 | |||
| US66987WDE49 / NOVASTAR MORTGAGE FUNDING TRUST SERIES 2005-4 SER 2005-4 CL M1 V/R REGD 2.36800000 | 0,03 | −67,95 | 0,0472 | −0,1042 | ||
| US161546DQ65 / Chase Funding Trust Series 2002-4 | 0,02 | −7,69 | 0,0449 | −0,0055 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0,02 | 0,0404 | 0,0404 | |||
| US92922FB720 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A | 0,02 | −4,76 | 0,0377 | −0,0032 | ||
| 317U8CLA3 PIMCO SWAPTION 3.6 CALL USD 20250812 / DIR (000000000) | 0,02 | 0,0323 | 0,0323 | |||
| US38374XPT62 / GOVERNMENT NATIONAL MORTGAGE A GNR 2009 16 NF | 0,01 | 0,00 | 0,0265 | −0,0018 | ||
| US81743WAA99 / Sequoia Mortgage Trust 5 | 0,01 | −7,14 | 0,0256 | −0,0022 | ||
| RFR USD SOFR/4.10000 02/11/25-1Y LCH / DIR (EZR57YL70MG8) | 0,01 | −1 300,00 | 0,0240 | 0,0265 | ||
| US07384MZ961 / Bear Stearns ARM Trust, Series 2004-8, Class 11A2 | 0,01 | 0,00 | 0,0231 | −0,0012 | ||
| US22541NX200 / CS FIRST BOSTON MORTGAGE SECURITIES CORP. | 0,01 | 0,00 | 0,0174 | −0,0009 | ||
| US36228FWS19 / GSR MORTGAGE LOAN TRUST GSR 2003 9 A2 | 0,01 | −11,11 | 0,0168 | −0,0008 | ||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0,01 | 0,00 | 0,0154 | −0,0012 | ||
| US92922FUN67 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2 | 0,01 | 0,00 | 0,0154 | −0,0006 | ||
| US86359LBY48 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 | 0,01 | 0,00 | 0,0150 | −0,0012 | ||
| US466247BM41 / JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 2A1 | 0,01 | 0,00 | 0,0134 | −0,0007 | ||
| US07384MTM46 / Bear Stearns ARM Trust 2003-1 | 0,01 | 0,00 | 0,0126 | −0,0009 | ||
| US06051GAX79 / Banc of America Funding 2004-A Trust | 0,01 | 0,00 | 0,0106 | −0,0003 | ||
| US885220HB24 / THORNBURG MORTGAGE SECURITIES TRUST FRN 4/25/2045 05-1 A3 | 0,01 | 0,00 | 0,0096 | −0,0014 | ||
| US466247NV12 / JP MORGAN MORTGAGE TRUST 2005-A2 JPMMT 2005-A2 5A2 | 0,01 | 0,00 | 0,0096 | −0,0010 | ||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0,01 | 0,0096 | 0,0096 | |||
| US22541QCT76 / Credit Suisse First Boston Mortgage Securities Corp | 0,00 | 0,00 | 0,0078 | −0,0003 | ||
| US07384YBM75 / BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 | 0,00 | −50,00 | 0,0073 | −0,0055 | ||
| US466247EH29 / JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 2A2 | 0,00 | 0,00 | 0,0060 | −0,0005 | ||
| US24763LFX38 / DELTA FUNDING HOME EQUITY LOAN TRUST 1999-3 DELHE 1999-3 A1A | 0,00 | 0,00 | 0,0056 | −0,0003 | ||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0,00 | 0,0055 | 0,0055 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0055 | 0,0055 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0050 | 0,0050 | |||
| US07384MZS42 / Bear Stearns ARM Trust 2003-8 | 0,00 | 0,00 | 0,0049 | −0,0003 | ||
| US585525ED64 / MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1 | 0,00 | 0,00 | 0,0048 | −0,0004 | ||
| US86358HGW34 / STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A | 0,00 | 0,00 | 0,0047 | −0,0001 | ||
| US585525DF22 / MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2 | 0,00 | 0,00 | 0,0047 | −0,0009 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0042 | 0,0042 | |||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0041 | 0,0041 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0038 | 0,0038 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0033 | 0,0033 | |||
| US885220DW07 / Thornburg Mortgage Securities Trust 2003-4 | 0,00 | 0,00 | 0,0032 | −0,0002 | ||
| US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 | 0,00 | 0,00 | 0,0029 | −0,0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0029 | 0,0029 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0029 | 0,0029 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0029 | 0,0029 | |||
| US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust | 0,00 | 0,00 | 0,0028 | −0,0002 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0028 | 0,0028 | |||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0,00 | 0,00 | 0,0027 | −0,0004 | ||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0026 | 0,0026 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0025 | 0,0025 | |||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0,00 | 0,00 | 0,0025 | −0,0002 | ||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0,00 | 0,00 | 0,0024 | −0,0002 | ||
| US81743VAB99 / Sequoia Mortgage Trust 10 | 0,00 | 0,00 | 0,0022 | −0,0003 | ||
| US59020UAR68 / Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1 | 0,00 | 0,00 | 0,0019 | −0,0001 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0016 | 0,0016 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0016 | 0,0016 | |||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0013 | 0,0013 | |||
| US38376RKZ81 / Government National Mortgage Association | 0,00 | 0,0012 | −0,0001 | |||
| US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 | 0,00 | 0,0012 | −0,0003 | |||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0,00 | 0,0012 | 0,0012 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0012 | 0,0012 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0011 | 0,0011 | |||
| US61748HFE62 / Morgan Stanley Mortgage Loan Trust 2004-10AR | 0,00 | 0,0010 | −0,0001 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0009 | 0,0009 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0009 | 0,0009 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0009 | 0,0009 | |||
| US5899292M90 / Merrill Lynch Mortgage Investors Trust, Series 2003-F, Class A1 | 0,00 | 0,0009 | −0,0001 | |||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0,00 | 0,0008 | 0,0008 | |||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0,00 | 0,0008 | 0,0008 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0,00 | 0,0007 | 0,0007 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0,00 | 0,0007 | 0,0007 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0006 | 0,0006 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0005 | 0,0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0005 | 0,0005 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0004 | 0,0004 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0004 | 0,0004 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0004 | 0,0004 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| 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 INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| 317U8CKA4 PIMCO SWAPTION 4.6 PUT USD 20250812 / DIR (EZDZRNFWMZT1) | 0,00 | −100,00 | 0,0000 | −0,0077 | ||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT TWD 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 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 JPY SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT SGD SOLD USD 20250702 / 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 20250716 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT SEK 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 JPY SOLD USD 20250702 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD JPY BOUGHT USD 20250702 / 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 | −0,0000 | −0,0000 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | −0,00 | −100,00 | −0,0001 | 0,0198 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0003 | −0,0003 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0003 | −0,0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0003 | −0,0003 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | −0,00 | −0,0003 | −0,0003 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | −0,00 | −0,0003 | −0,0003 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | −0,00 | −0,0003 | −0,0003 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0003 | −0,0003 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | −0,00 | −0,0003 | −0,0003 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0004 | −0,0004 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0004 | −0,0004 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0004 | −0,0004 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0005 | −0,0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0006 | −0,0006 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0006 | −0,0006 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | −0,00 | −0,0006 | −0,0006 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0007 | −0,0007 | |||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | −0,00 | −100,00 | −0,0008 | 0,0191 | ||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0009 | −0,0009 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0010 | −0,0010 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | −0,00 | −0,0011 | −0,0011 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | −0,00 | −0,0013 | −0,0013 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0019 | −0,0019 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0026 | −0,0026 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | −0,00 | −0,0030 | −0,0030 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0038 | −0,0038 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0039 | −0,0039 | |||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | −0,00 | −0,0041 | −0,0041 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0042 | −0,0042 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0044 | −0,0044 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | −0,00 | −0,0058 | −0,0058 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | −0,00 | −0,0058 | −0,0058 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | −0,00 | −0,0058 | −0,0058 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | −0,00 | −0,0058 | −0,0058 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0077 | −0,0077 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | −0,00 | −0,0089 | −0,0089 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | −0,01 | −0,0094 | −0,0094 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | −0,01 | −0,0097 | −0,0097 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | −0,01 | −0,0138 | −0,0138 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | −0,01 | −0,0223 | −0,0223 | |||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | −0,01 | −0,0258 | −0,0258 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | −0,02 | −0,0287 | −0,0287 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | −0,02 | −0,0293 | −0,0293 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | −0,02 | −0,0342 | −0,0342 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | −0,02 | −0,0387 | −0,0387 | |||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) | −0,03 | 316,67 | −0,0483 | −0,0366 | ||
| RFR USD SOFR/3.8616* 12/02/24-4Y* LCH / DIR (EZSGM4VHBMV4) | −0,04 | 94,74 | −0,0700 | −0,0325 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | −0,04 | −0,0805 | −0,0805 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | −0,05 | −58,93 | −0,0876 | 0,1295 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | −0,06 | −0,1068 | −0,1068 | |||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | −0,07 | −0,1230 | −0,1230 | |||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | −0,11 | −0,2141 | −0,2141 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | −0,14 | −0,2564 | −0,2564 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | −0,15 | −0,2822 | −0,2822 | |||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | −0,19 | −0,3532 | −0,3532 | |||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | −0,54 | −1,0033 | −1,0033 | |||
| REVERSE REPO TORONTO DOMINIO / RA (000000000) | −0,79 | −1,4863 | −1,4863 | |||
| REVERSE REPO TORONTO DOMINIO / RA (000000000) | −0,79 | −1,4863 | −1,4863 | |||
| REVERSE REPO TORONTO DOMINIO / RA (000000000) | −3,03 | −5,6593 | −5,6593 | |||
| US01F0406854 / UMBS TBA | −9,20 | −8,61 | −17,2105 | 2,3213 | ||
| CITIGROUP REVERSE REPO / RA (000000000) | −9,52 | −17,7989 | −17,7989 |
