Grundläggande statistik
Portföljvärde $ 676 020 312
Aktuella positioner 559
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)

TRANSAMERICA FUNDS - Transamerica Total Return I2 har redovisat 559 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 676 020 312 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). TRANSAMERICA FUNDS - Transamerica Total Return I2s största innehav är FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) , UMBS 30YR TBA(REG A), TBA (US:US01F0326904) , Fannie Mae or Freddie Mac (US:US01F0406938) , Fannie Mae or Freddie Mac (US:US01F0306948) , and TREASURY BOND (US:US912810ST60) . TRANSAMERICA FUNDS - Transamerica Total Return I2s nya positioner inkluderar FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) , UMBS 30YR TBA(REG A), TBA (US:US01F0326904) , Fannie Mae or Freddie Mac (US:US01F0406938) , Fannie Mae or Freddie Mac (US:US01F0306948) , and TREASURY BOND (US:US912810ST60) .

TRANSAMERICA FUNDS - Transamerica Total Return I2 - Portföljvärde
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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
67,60 12,3826 12,3862
42,28 7,7446 5,9949
56,61 10,3693 5,2802
22,49 4,1204 4,1204
15,41 2,8232 2,8232
14,64 2,6826 2,6826
3,46 0,6336 0,6372
2,78 0,5089 0,5089
2,67 0,4900 0,4900
2,19 0,4011 0,4011
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
2,58 2,58 0,4730 −1,1035
−2,36 −0,4321 −0,4286
−1,00 −0,1832 −0,1796
−0,71 −0,1308 −0,1273
0,59 0,1080 −0,1249
0,62 0,1131 −0,1193
−0,66 −0,1203 −0,1167
6,98 1,2793 −0,1032
5,22 0,9566 −0,0833
1,19 0,2184 −0,0823
13F- och fond arkiveringar

Denna blankett lämnades in den 2022-09-23 för rapporteringsperioden 2022-07-31. Klicka på länksymbolen för att se hela transaktionshistoriken.

Uppgradera för att låsa upp premiumdata och exportera till Excel.

022-07-28: Viktig notering - Vi har ändrat behandlingen av Δ Portfolio % kolumnen i denna tabell. Tidigare rapporterade vi den som den procentuella förändringen i portföljallokeringen. Vi rapporterar den nu som den råa förändringen i portföljallokeringen (fortfarande rapporterad som en procent). I formeltermer rapporterade vi det tidigare som 100 * (nuvarande allokering - tidigare allokering) / tidigare allokering. Nu rapporterar vi det som (aktuell allokering - tidigare allokering).
Värdepapper Typ Genomsnittligt aktiepris Aktier
(MM)		 ΔAktier
(%)		 ΔAktier
(%)		 Värde
($MM)		 Portfölj
(%)		 ΔPortfölj
(%)
Credit Agricole Securities USA, Inc. / RA (000000000) 67,60 −307 372,73 12,3826 12,3862
US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 56,61 84,21 10,3693 5,2802
US01F0326904 / UMBS 30YR TBA(REG A), TBA 42,28 263,45 7,7446 5,9949
US01F0406938 / Fannie Mae or Freddie Mac 22,49 4,1204 4,1204
US01F0306948 / Fannie Mae or Freddie Mac 15,41 2,8232 2,8232
US912810ST60 / TREASURY BOND 14,68 −0,70 2,6888 −0,0228
US912810TH14 / United States Treasury Note/Bond 14,64 2,6826 2,6826
US912810RH32 / United States Treas Bds Bond 10,56 −1,24 1,9337 −0,0271
US912810SH23 / United States Treas Bds Bond 8,11 −0,89 1,4852 −0,0155
US912810SA79 / United States Treas Bds Bond 7,58 −1,47 1,3892 −0,0226
US912810RN00 / United States Treas Bds Bond 7,31 −1,36 1,3396 −0,0205
ZAG000016320 / Republic of South Africa Government Bond 6,98 −7,34 1,2793 −0,1032
US912810QD37 / United States Treas Bds Bond 5,88 1,52 1,0772 0,0146
US912810SP49 / United States Treasury Note/Bond 5,40 −1,08 0,9899 −0,0123
HWKSM / HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A 5,22 −7,87 0,9566 −0,0833
TPMF / TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A 4,85 −8,09 0,8881 −0,0797
US912810SW99 / United States Treasury Note/Bond 4,79 −0,87 0,8769 −0,0091
US9128282R06 / United States Treasury Note/Bond 4,69 1,16 0,8594 0,0088
US904678AG48 / UNICREDIT SPA SR UNSECURED 144A 12/23 7.83 4,21 −2,11 0,7718 −0,0177
US9128286Z85 / United States Treasury Note/Bond 4,11 −0,02 0,7530 −0,0011
US912828L245 / United States Treasury Note/Bond 4,00 −0,27 0,7325 −0,0029
US3132DNBC65 / FED HM LN PC POOL SD0935 FR 04/52 FIXED 3 3,87 −0,39 0,7080 −0,0037
Swap / DIR (000000000) 3,46 −15 822,73 0,6336 0,6372
IL0082210126 / Bank of Israel Bill - Makam 3,32 −1,78 0,6078 −0,0119
US38376RMG82 / Government National Mortgage Association 3,03 −8,08 0,5548 −0,0495
US471068AN62 / Japan Finance Organization for Municipalities 2,90 −0,79 0,5321 −0,0048
US05583JAM45 / BPCE SA 2,78 0,5089 0,5089
US05552FBA49 / BBCMS Mortgage Trust 2022-C15 2,75 1,07 0,5033 0,0046
IL0082304192 / ISRAEL MAKAM BILL /ILS/ REGD ZCP SER 0413 0.00000000 2,67 0,4900 0,4900
XS2433705311 / Ripon Mortgages PLC 2,65 −6,44 0,4845 −0,0341
XS2433693988 / RIPON MORTGAGES PLC SER 1RA CL A V/R REGD 144A P/P /GBP/ 0.00000000 2,64 −8,00 0,4844 −0,0429
US07389RAQ92 / Bear Stearns Asset Backed Securities I Trust 2006-HE10 2,62 0,61 0,4804 0,0024
GVMXX / State Street Institutional Investment Trust - State Street Institutional US Govt Money Market Fnd Premier Cls 2,58 −69,96 2,58 −69,96 0,4730 −1,1035
US361841AL38 / GLP Capital LP / GLP Financing II Inc 2,37 −1,29 0,4341 −0,0063
US126650DH04 / CVS Health Corp 2,29 1,37 0,4204 0,0051
US3140XGFP95 / Fannie Mae Pool 2,26 −0,09 0,4136 −0,0010
US06675FAQ00 / Banque Federative du Credit Mutuel SA 2,21 −0,14 0,4045 −0,0011
US912796V557 / United States Treasury Bill- When Issued 2,19 0,4011 0,4011
US04410CAA71 / Ashford Hospitality Trust 2018-KEYS 2,12 −2,61 0,3892 −0,0109
US68403FAE60 / Option One Mortgage Loan Trust 2007-4 2,01 −10,29 0,3676 −0,0427
Swap / DIR (000000000) 2,00 −9 186,36 0,3662 0,3698
US30023JBH05 / Evergreen Credit Card Trust 2,00 −0,20 0,3659 −0,0012
US65339KBT60 / NextEra Energy Capital Holdings Inc 1,99 −0,20 0,3646 −0,0013
US912796V631 / United States Treasury Bill- When Issued 1,99 0,3645 0,3645
NXPI / NXP Semiconductors N.V. 1,93 0,3526 0,3526
US90355RAC60 / UWM 2021-INV3 A3 11/51 1,91 −1,90 0,3507 −0,0072
US251526BR93 / Deutsche Bank AG/New York NY 1,90 −0,58 0,3478 −0,0025
US251526BL24 / Deutsche Bank AG/New York NY 1,90 −0,42 0,3475 −0,0020
US00135TAA25 / AIB Group PLC 1,90 −1,04 0,3475 −0,0041
US036752AJ29 / Anthem Inc 1,85 0,49 0,3388 0,0013
US225401AH17 / Credit Suisse Group AG 1,80 −0,22 0,3305 −0,0012
US83368RAL69 / Societe Generale SA 1,80 −0,61 0,3305 −0,0025
US23331ABE82 / D.r. Horton Inc 4.375% 09/15/22 1,80 −0,22 0,3298 −0,0012
US78448TAD46 / SMBC Aviation Capital Finance DAC 1,79 −0,33 0,3278 −0,0015
US3140X6WA53 / Fannie Mae Pool 1,78 −7,38 0,3264 −0,0264
US983130AV78 / Wynn Las Vegas Llc/capital Corp 5.50% 03/01/2025 144a Bond 1,77 1,84 0,3248 0,0054
XS2419216622 / Toro European CLO 7 DAC 1,77 −6,12 0,3234 −0,0216
US46513JB429 / Israel Government International Bond 1,76 −2,27 0,3228 −0,0080
US912810TF57 / TREASURY BOND 1,76 −0,85 0,3218 −0,0032
US29278GAL23 / Enel Finance International NV 1,74 −0,85 0,3189 −0,0033
US03027XAZ33 / American Tower Corp 1,73 −0,35 0,3160 −0,0016
US46650FAA03 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2018-PHH A 1,70 −0,70 0,3111 −0,0027
US842400HL09 / Southern California Edison Co 1,70 −0,18 0,3108 −0,0009
US912796T668 / UNITED STATES TREASURY BILL 1,70 0,3108 0,3108
US471048BM91 / Japan Bank for International Cooperation 1,68 0,66 0,3077 0,0016
US22822VAC54 / Crown Castle International Corp 1,68 0,42 0,3072 0,0008
US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 1,68 −0,95 0,3070 −0,0035
US694308HG53 / PACIFIC GAS + ELECTRIC SR UNSECURED 02/24 3.75 1,67 −1,42 0,3055 −0,0047
US92331AAW45 / Venture XXVIII CLO Ltd 1,67 −1,24 0,3055 −0,0041
US80317LAJ26 / Saranac Clo VI Ltd 1,66 −1,19 0,3048 −0,0040
US43289VAA17 / Hilton USA Trust 2016-SFP 1,66 −0,72 0,3041 −0,0026
US30227FAA84 / Extended Stay America Trust 1,65 −0,90 0,3025 −0,0032
US26442UAN46 / Duke Energy Progress LLC 1,65 2,55 0,3023 0,0070
US45262BAA17 / Imperial Brands Finance PLC 1,64 −1,38 0,3010 −0,0046
US55066WAA27 / LUXE Commercial Mortgage Trust 1,64 −1,74 0,3000 −0,0056
US05591XAA90 / BRSP 2021-FL1 Ltd 1,63 −1,86 0,2995 −0,0060
US61772WAA53 / Morgan Stanley Capital I Trust 2021-230P 1,63 −2,91 0,2994 −0,0094
US46654PAA49 / JPMCC_21-HTL5 1,63 −1,92 0,2990 −0,0063
US452152BM28 / State of Illinois General Obligation Unlimited 1,63 0,74 0,2986 0,0018
US82987VAA44 / SITKA HOLDINGS L SR SECURED 144A 07/26 VAR 1,63 −0,67 0,2982 −0,0023
US22616CAJ27 / Crestline Denali CLO XV Ltd 1,62 −4,26 0,2964 −0,0137
US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 1,62 −2,88 0,2961 −0,0092
US00206RJY99 / AT and T INC 2.75% 06/01/2031 1,62 1,70 0,2960 0,0046
US055731AA16 / BSPDF 2021-FL1 Issuer Ltd 1,61 −3,18 0,2956 −0,0101
US08160JAE73 / Benchmark 2019-B9 Mortgage Trust 1,61 0,19 0,2947 0,0002
US36267BAB36 / GS Mortgage-Backed Securities Trust 1,60 −1,90 0,2939 −0,0060
IL0082303103 / Bank of Israel Bill - Makam 1,60 0,2936 0,2936
US55320RAQ02 / MP CLO VII, LTD MP7 2015 1A AR3 144A 1,60 −2,97 0,2933 −0,0094
US654740BE85 / Nissan Motor Acceptance Corp. 1,60 −0,06 0,2925 −0,0006
IL0082305181 / Bank of Israel Bill - Makam 1,60 0,2925 0,2925
US571903BC60 / Marriott International Inc/MD 1,60 0,06 0,2924 −0,0003
US46630XAF50 / JPMAC_07-CH3 1,59 −9,58 0,2906 −0,0313
US32027LAF22 / FFML 2006-FF14 A6 1,58 −5,56 0,2897 −0,0174
US345397YG20 / Ford Motor Credit Co. LLC 1,58 0,51 0,2895 0,0011
US233853AE09 / Daimler Trucks Finance North America LLC 1,58 −0,88 0,2893 −0,0030
US65106AAS24 / Newcastle Mortgage Securities Trust 2006-1 1,58 −2,65 0,2889 −0,0083
US90117PAA30 / 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 A1A1 144A 1,57 −0,88 0,2884 −0,0030
US26245JAQ13 / Dryden 80 CLO Ltd 1,57 −0,51 0,2877 −0,0019
US38141GXD14 / Goldman Sachs Group Inc/The 1,57 −2,43 0,2872 −0,0074
US172967MS77 / Citigroup Inc 1,57 1,42 0,2872 0,0036
US74923EAA64 / Rad CLO 5 Ltd 1,56 −1,39 0,2867 −0,0044
US87229WAQ42 / TCI-Symphony CLO Ltd., Series 2016-1A, Class AR2 1,56 −1,26 0,2862 −0,0041
US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd 1,56 −1,95 0,2851 −0,0061
US87277JAA97 / TRTX 2022-FL5 Issuer Ltd 1,56 −2,81 0,2850 −0,0086
US67113DAW48 / OZLM XXIV Ltd 1,56 −1,95 0,2849 −0,0061
US75575WAA45 / Ready Capital Mortgage Financing 2021-FL7 LLC 1,55 −1,08 0,2846 −0,0034
US30034WAA45 / Evergy Inc 1,55 0,19 0,2844 0,0003
US11135FBP53 / SR UNSECURED 144A 11/35 3.137 1,55 −0,06 0,2838 −0,0007
XS2295560960 / AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A 1,54 −12,57 0,2830 −0,0410
US22877LAA52 / CRSNT Trust 2021-MOON 1,54 −1,34 0,2828 −0,0044
US78485KAA34 / STWD 2022-FL3 Ltd 1,54 −3,08 0,2828 −0,0095
US843646AW05 / Southern Power Co 1,54 1,11 0,2827 0,0027
US53948HAA41 / LoanCore 2021-CRE6 Issuer Ltd 1,53 −2,04 0,2812 −0,0061
US637417AK28 / National Retail Properties Inc 1,53 −1,10 0,2801 −0,0036
US74977RDK77 / Cooperatieve Rabobank UA 1,52 −0,07 0,2777 −0,0006
US30212PAS48 / Expedia Group Inc 1,51 −0,66 0,2772 −0,0023
US05541TAK79 / BGC PARTNERS INC SR UNSECURED 07/23 5.375 1,51 −0,85 0,2767 −0,0028
US95000U2T91 / WELLS FARGO and CO 0.805%/VAR 05/19/2025 1,51 0,13 0,2766 −0,0000
US853254CE80 / Standard Chartered PLC 1,49 −0,40 0,2732 −0,0015
US983130AU95 / Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 1,49 1,22 0,2727 0,0031
US59981TAH86 / Mill City Mortgage Loan Trust 2019-GS2 1,49 −1,72 0,2723 −0,0051
US38141GZP26 / Goldman Sachs Group Inc. 1,49 −0,20 0,2722 −0,0011
US09626YAN04 / BlueMountain CLO 2013-2 Ltd 1,48 −0,87 0,2715 −0,0028
US40638UAA79 / HalseyPoint CLO 3 Ltd 1,48 −1,07 0,2713 −0,0033
US29444UBL98 / Equinix, Inc. 1,48 2,00 0,2711 0,0051
XS2116728895 / Ford Motor Credit Co LLC 1,48 −2,64 0,2706 −0,0077
XS1968576568 / TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A 1,48 −4,59 0,2705 −0,0134
US63906YAG35 / NatWest Markets PLC 1,47 −0,87 0,2700 −0,0027
US715638AY86 / REPUBLIC OF PERU SR UNSECURED REGS 08/26 8.2 1,47 −3,28 0,2699 −0,0097
US81881JAC62 / Shackleton 2014-V-R CLO Ltd 1,47 −1,34 0,2691 −0,0040
IL0082211116 / ISRAEL MAKAM BILL /ILS/ REGD ZCP SER 1112 0.00000000 1,47 −1,81 0,2686 −0,0055
US172967NL16 / Citigroup Inc 1,46 0,07 0,2683 −0,0001
NSANY / Nissan Motor Co., Ltd. - Depositary Receipt (Common Stock) 1,46 −2,80 0,2672 −0,0081
US31620MBR60 / FIDELITY NATL INFORMN SVCS INC 1.15% 03/01/2026 1,45 0,35 0,2660 0,0004
US756109BH64 / Realty Income Corp 1,45 0,21 0,2657 0,0003
US08163PBG46 / BMARK 22-B33 A5 3.3503% 01-15-32 1,45 0,69 0,2657 0,0016
US035240AU42 / Anheuser-Busch InBev Worldwide Inc 1,44 3,30 0,2636 0,0081
US78403DAR17 / SBA TOWER TRUST 1,44 −1,30 0,2636 −0,0038
US44106MAZ59 / Service Properties Trust 1,43 −3,31 0,2622 −0,0092
US86562MCN83 / Sumitomo Mitsui Financial Group Inc 1,42 0,49 0,2609 0,0010
US80282KBC99 / Santander Holdings USA Inc 1,42 −1,86 0,2607 −0,0053
US23345LAA70 / DOLP Trust 2021-NYC 1,42 −1,53 0,2597 −0,0043
US92936UAJ88 / WP Carey Inc 1,41 −0,70 0,2592 −0,0021
US52607MAA71 / LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A 1,41 −1,05 0,2588 −0,0030
US50184NAR35 / LCM LTD PARTNERSHIP LCM 15A AR2 144A 1,41 −11,21 0,2584 −0,0330
US46655LAE48 / J.P. Morgan Mortgage Trust 1,41 0,43 0,2578 0,0006
US84861TAD00 / Spirit Realty L.P. 1,40 −0,07 0,2571 −0,0005
US29248HAA14 / Empower Finance 2020 LP 1,40 0,29 0,2567 0,0003
XS1821814982 / Ford Motor Credit Co LLC 1,40 −2,78 0,2566 −0,0076
US06051GJG55 / Bank of America Corp 1,40 0,21 0,2563 0,0001
US06051GKS74 / Bank of America Corp 1,40 −0,21 0,2558 −0,0008
US161175CJ14 / Charter Communications Operating LLC / Charter Communications Operating Capital 1,39 1,90 0,2555 0,0044
US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond 1,39 0,29 0,2554 0,0004
US842400HD82 / Southern California Edison Co 1,39 1,83 0,2550 0,0043
US008513AA19 / Agree LP 1,39 −1,49 0,2549 −0,0042
US00217VAA89 / AREIT 2022-CRE7 LLC 1,39 0,2538 0,2538
US177376AF70 / Citrix Systems Inc 1,38 0,14 0,2535 0,0000
US09659W2M50 / BNP Paribas SA 1,38 0,36 0,2534 0,0005
XS2310758011 / HARVEST CLO HARVT 20A AR 144A 1,38 −5,60 0,2531 −0,0153
AU3CB0251239 / Lloyds Banking Group PLC 1,38 −2,13 0,2522 −0,0058
US205887CF79 / Conagra Brands Inc 1,38 1,18 0,2521 0,0027
US459506AQ49 / CORPORATE BONDS 1,37 2,01 0,2513 0,0047
US11135FBQ37 / Broadcom Inc 1,37 1,56 0,2502 0,0035
XS1854172043 / Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ 1,36 0,2500 0,2500
US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A 1,36 0,2496 0,2496
US11135FBJ93 / Broadcom Inc 1,36 2,72 0,2493 0,0063
US41164MAC10 / HARBORVIEW MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 2A1A V/R REGD 1.86325000 1,36 0,2491 0,2491
USU5615XAA82 / MANHATTAN WEST 1,35 −0,66 0,2472 −0,0020
US29278GAP37 / Enel Finance International NV 1,34 −4,82 0,2459 −0,0128
US918307AC33 / SER 2021-INV4 CL A3 V/R REGD 144A P/P 2.50000000 1,34 −1,62 0,2448 −0,0044
US12635WAA53 / COMM 2016-787S MORTGAGE TRUST COMM 2016-787S A 1,34 −1,48 0,2447 −0,0039
US681936BM17 / Omega Healthcare Investors Inc 1,33 −0,82 0,2435 −0,0025
US11135FAS02 / BROADCOM INC 4.3% 11/15/2032 1,33 1,07 0,2433 0,0022
US90931GAA76 / United Airlines 2020-1 Class A Pass Through Trust 1,32 −4,56 0,2419 −0,0120
US75973PAA75 / ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries 1,31 −5,95 0,2406 −0,0155
US36263TAB89 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000 1,31 −2,68 0,2395 −0,0070
US95040QAL86 / Welltower Inc 1,30 −2,25 0,2389 −0,0057
US251526CP29 / Deutsche Bank AG/New York NY 1,30 −1,88 0,2386 −0,0050
US68389BAC72 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 3 2A3 1,30 −9,94 0,2373 −0,0264
US36262RAB33 / GS Mortgage-Backed Securities Trust 2021-HP1 1,29 −1,90 0,2371 −0,0050
US05565ASK06 / BNP Paribas SA 1,29 −4,38 0,2360 −0,0112
US12648WAW29 / CSMC Series 2014-7R 1,29 −7,28 0,2356 −0,0188
XS2228683277 / NISSAN MOTOR CO 1,28 −3,97 0,2350 −0,0101
US50184KBL17 / LCM XIII LP SER 13A CL AR3 V/R REGD 144A P/P 0.00000000 1,28 −6,02 0,2347 −0,0154
US52474PAA03 / CORP CMO 1,28 −4,99 0,2337 −0,0127
US169905AF36 / Choice Hotels International Inc 1,27 −3,13 0,2323 −0,0079
US02377LAA26 / American Airlines Pass Through Trust, Series 2019-1, Class AA 1,26 −2,02 0,2307 −0,0051
US05493AAA88 / BFLD Trust 1,26 −1,87 0,2306 −0,0048
US02376UAA34 / American Airlines Pass Through Trust, Series 2016-1, Class AA 1,25 −6,24 0,2286 −0,0156
US60687YBH18 / Mizuho Financial Group Inc 1,24 −0,64 0,2272 −0,0019
US58003UAA60 / MF1 Multifamily Housing Mortgage Loan Trust 1,23 −22,65 0,2247 −0,0662
US59523UAS69 / Mid-America Apartments LP 1,23 0,16 0,2245 0,0001
US247361ZV38 / Delta Air Lines 2020-1 Class AA Pass Through Trust 1,22 −6,21 0,2244 −0,0151
US87264ACB98 / T-Mobile USA Inc 1,22 2,77 0,2242 0,0058
XS2128020778 / MORTIMER BTL MORTI 2020 1 A REGS 1,22 −9,27 0,2241 −0,0233
US83610CAW10 / SOUND POINT CLO LTD SNDPT 2016 2A AR2 144A 1,21 −16,45 0,2215 −0,0440
IL0082209151 / Bank of Israel Bill - Makam 1,20 −7,03 0,2207 0,0128
US90278MBA45 / UBSCM_19-C17 1,20 0,84 0,2205 0,0015
US067316AE93 / Bacardi Ltd 1,20 −0,50 0,2194 −0,0013
RMACS / RMAC SECURITIES PLC RMACS 2007 NS1X A2B REGS 1,20 −5,30 0,2193 −0,0127
US52474VAA70 / Legacy Mortgage Asset Trust 2019-GS6 1,19 −5,16 0,2188 −0,0124
US95000U2S19 / Wells Fargo & Co 1,19 −27,27 0,2184 −0,0823
USY4S71YAA27 / JSW Hydro Energy Ltd 1,19 0,2180 0,2180
XS0304503534 / Ludgate Funding PLC 1,19 −11,96 0,2171 −0,0299
US36267EAD31 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ2 CL A4 V/R REGD 144A P/P 2.50000000 1,17 −3,38 0,2148 −0,0079
US05523RAF47 / BAE Systems PLC 1,17 2,09 0,2147 0,0040
US52524HAF73 / Lehman XS Trust Series 1,16 −13,86 0,2129 −0,0347
US94950GAL14 / WELLFLEET CLO LTD WELF 2017 1A A1RR 144A 1,16 −11,98 0,2127 −0,0293
XS1859337682 / ALTICE FRANCE SA SR SECURED 144A 02/27 5.875 1,15 −9,06 0,2114 −0,0214
XS2292479644 / BLUEMOUNTAIN EUR CLO BLUME 2017 2A AR 144A 1,14 −9,49 0,2096 −0,0224
US42225UAH77 / HEALTHCARE TRUST OF AMER COMPANY GUAR 03/31 2 1,12 −1,32 0,2060 −0,0030
US9497EMAH83 / Wells Fargo Home Equity Asset-Backed Securities 2005-3 Trust 1,12 −26,01 0,2054 −0,0725
XS1813724603 / Teva Pharmaceutical Finance Netherlands II BV 1,12 −1,49 0,2054 −0,0035
US3140X8JR91 / Fannie Mae Pool 1,11 −10,12 0,2035 −0,0231
US88167AAL52 / Credit Suisse Securities (USA) LLC 1,11 0,82 0,2033 0,0015
US912810QB70 / United States Treas Bds Bond 1,07 1,62 0,1955 0,0029
US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds 1,07 −6,00 0,1952 −0,0127
US650036AX43 / New York State Urban Development Corp 1,06 0,47 0,1942 0,0005
US096630AH15 / Boardwalk Pipelines LP 1,06 −0,38 0,1941 −0,0010
US00177TAJ25 / Ammc Clo 20 Ltd 1,03 −18,72 0,1879 −0,0434
US015271AV11 / Alexandria Real Estate Equities, Inc. 1,02 −0,20 0,1869 −0,0007
US65535HAS85 / Nomura Holdings Inc 1,01 −2,32 0,1849 −0,0047
US225433AH43 / Credit Suisse Group Funding Guernsey Ltd 1,00 −0,60 0,1830 −0,0015
US55282XAA81 / MF1 Multifamily Housing Mortgage Loan Trust 0,99 −17,66 0,1819 −0,0394
US68249DAA72 / One New York Plaza Trust 2020-1NYP 0,96 −2,44 0,1759 −0,0047
US02342TAE91 / Amdocs Ltd 0,96 −26,06 0,1752 −0,0620
US17307GJK58 / Citigroup Mortgage Loan Trust, Inc., Series 2004-OPT1, Class M3 0,94 −6,86 0,1717 −0,0128
US68389XBY04 / Oracle Corp 0,94 1,41 0,1714 0,0023
XS0883200262 / TESCO PROPERTY FIN 6 PLC SR SECURED REGS 07/44 5.4111 0,93 −10,07 0,1702 −0,0194
US45866FAN42 / INTERCONTINENTAL EXCHANGE INC 1.85% 09/15/2032 0,91 2,59 0,1670 0,0041
US9128282P40 / United States Treasury Note/Bond 0,90 −0,22 0,1649 −0,0006
US12593QBC33 / COMM 2015-CCRE26 Mortgage Trust 0,88 −7,59 0,1606 −0,0133
US912810QE10 / United States Treas Bds Bond 0,87 1,41 0,1586 0,0019
FIXED INC CLEARING CORP.REPO / RA (000000000) 0,84 −3 918,18 0,1539 0,1575
US32027NLS89 / First Franklin Mortgage Loan Trust 2004-FFH3 0,84 −9,52 0,1532 −0,0164
US06740L8C27 / Barclays Bank Plc 7.625% 11/21/22 0,81 −1,10 0,1484 −0,0019
DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 0,78 −5,22 0,1429 −0,0080
US38376RN858 / Government National Mortgage Association 0,77 −9,91 0,1416 −0,0159
US38376RGP55 / Government National Mortgage Association 0,76 −3,43 0,1394 −0,0051
US59021AAC27 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C 0,76 −9,35 0,1386 −0,0144
US86358ECL83 / Structured Asset Investment Loan Trust, Series 2003-BC6, Class M1 0,76 −6,91 0,1384 −0,0104
US38376RFJ05 / Government National Mortgage Association 0,75 −4,84 0,1370 −0,0071
XS1274156097 / BARCLAYS PLC JR SUBORDINA REGS 12/49 VAR 0,73 −3,30 0,1342 −0,0047
US912810SS87 / T 1 5/8 11/15/50 0,73 −1,08 0,1338 −0,0017
XS1695301900 / Barclays PLC 0,73 −3,19 0,1336 −0,0046
US912810SY55 / United States Treasury Note/Bond 0,69 −0,72 0,1265 −0,0010
Future / DIR (000000000) 0,69 −3 213,64 0,1255 0,1291
US03835JBA07 / APRES STATIC CLO 1, LTD APRES 2019 1A A1R 144A 0,65 −20,12 0,1193 −0,0302
XS1944390597 / Volkswagen Bank GmbH 0,62 −51,30 0,1131 −0,1193
Swap / DIR (000000000) 0,61 −2 859,09 0,1113 0,1149
US90261AAB89 / Ubs Ag Stamford Ct 7.625% 08/17/22 0,60 −1,15 0,1100 −0,0014
US24703TAA43 / Dell International LLC / EMC Corp 0,59 −1,00 0,1087 −0,0013
US010392FU79 / Alabama Power Co 0,59 2,43 0,1083 0,0025
US715638BX94 / REPUBLIC OF PERU SR UNSECURED 144A 02/29 5.94 0,59 −53,59 0,1080 −0,1249
US02149MAW91 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A8 0,58 −6,26 0,1070 −0,0073
US126670RD24 / CWL_05-17 0,57 −17,41 0,1053 −0,0222
US313747BA44 / Federal Realty Investment Trust 0,56 −0,72 0,1018 −0,0008
US12566TAJ60 / CitiMortgage Alternative Loan Trust Series 2006-A7 0,55 −6,63 0,1007 −0,0072
US23243LAA08 / CWABS Asset-Backed Certificates Trust 2006-14 0,53 −4,84 0,0973 −0,0052
US46628GAA76 / JP Morgan Alternative Loan Trust 0,53 −7,24 0,0963 −0,0076
US67576GAD97 / Odebrecht Offshore Drilling Finance Ltd 0,51 −0,39 0,0942 −0,0006
US86359YAH45 / Structured Asset Securities Corp Mortgage Loan Trust 2006-BC1 0,51 −10,00 0,0940 −0,0106
US38376RLJ31 / Government National Mortgage Association 0,50 −6,68 0,0922 −0,0067
XS1043545059 / LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR 0,50 −4,75 0,0919 −0,0047
US172967KX80 / Citigroup Inc 0,50 −0,20 0,0916 −0,0003
US654740BD03 / Nissan Motor Acceptance Corp 0,50 −0,20 0,0914 −0,0002
Swap / DIR (000000000) 0,48 −2 300,00 0,0888 0,0924
US0738796Q68 / Bear Stearns Asset Backed Securities I Trust 2006-HE1 0,47 −38,85 0,0854 −0,0545
BNP / BNP Paribas SA 0,45 −2 159,09 0,0830 0,0866
US31349T4P36 / Freddie Mac Non Gold Pool 0,44 −2,21 0,0812 −0,0020
US12668ASY28 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A1 0,44 −7,77 0,0805 −0,0070
US17313EAA38 / Citigroup Mortgage Loan Trust 2007-FS1 0,43 −4,62 0,0795 −0,0040
Future / DIR (000000000) 0,43 −2 059,09 0,0791 0,0827
US45660LQH59 / IndyMac INDX Mortgage Loan Trust 2005-AR11 0,42 −12,76 0,0777 −0,0115
US3138EGE266 / FNMA POOL AL0152 FN 06/40 FIXED VAR 0,42 −7,24 0,0776 −0,0062
US17315CAQ06 / Citigroup Mortgage Loan Trust 2009-3 0,42 −6,03 0,0771 −0,0051
US05950FAM77 / Banc of America Funding 2006-4 Trust 0,42 −4,57 0,0767 −0,0037
US91282CEP23 / WI TREASURY N/B REGD 2.87500000 0,41 0,0747 0,0747
US9128283C28 / United States Treasury Note/Bond 0,40 −0,50 0,0732 −0,0004
US81744MAM47 / Sequoia Mortgage Trust 2007-3 0,40 −11,33 0,0731 −0,0096
US225436AA21 / Credit Suisse Group AG 0,38 −1,29 0,0701 −0,0010
US073879UP10 / Bear Stearns Asset Backed Securities I Trust 2005-AQ1 0,37 −6,55 0,0681 −0,0048
US81744FFK84 / Sequoia Mortgage Trust, Series 2004-11, Class A2 0,35 −5,74 0,0633 −0,0040
US3132A6U272 / Federal Home Loan Mortgage Corp. 0,34 −18,72 0,0628 −0,0147
DK0004619467 / Realkredit Danmark A/S 0,33 −10,70 0,0612 −0,0074
US3138A42V69 / Fannie Mae Pool 0,33 −11,67 0,0611 −0,0081
US22541QT854 / Credit Suisse First Boston Mortgage Securities Corp 0,31 −17,99 0,0569 −0,0125
Swap / DIR (000000000) 0,31 −1 490,91 0,0562 0,0598
US073868AV35 / Bear Stearns ALT-A Trust 2006-6 0,30 −9,88 0,0552 −0,0061
US3617LC4N55 / Ginnie Mae I Pool 0,30 −9,06 0,0552 −0,0056
US94983JAF93 / Wells Fargo Mortgage Backed Securities 2006-AR1 Trust 0,30 −7,74 0,0548 −0,0045
DGZ / DB Gold Short ETN 0,29 −1 436,36 0,0539 0,0575
US3138EHDK56 / Fannie Mae Pool 0,28 −11,80 0,0521 −0,0072
INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A 0,25 −8,96 0,0466 −0,0046
US23243AAB26 / Alternative Loan Trust 2006-OA12 0,23 −13,21 0,0422 −0,0064
Future / DIR (000000000) 0,22 −1 095,45 0,0402 0,0438
US66981EAA10 / A10 SECURITIZATION A10 2020 C A 144A 0,21 −60,71 0,0384 −0,0592
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0,19 −954,55 0,0345 0,0380
US78442GPG54 / SLM STUDENT LOAN TRUST 2005-4 SLMA 2005-4 A3 0,19 −29,17 0,0343 −0,0141
Swap / DIR (000000000) 0,19 −945,45 0,0342 0,0377
US3617MYAZ28 / GNMA POOL BT9024 GN 03/50 FIXED 4 0,18 −28,24 0,0335 −0,0133
US167486D225 / CHICAGO IL 0,18 −1,09 0,0333 −0,0004
US70069FLH81 / Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2005-WCW 0,18 −13,94 0,0329 −0,0053
US12666UAG85 / Countrywide Asset-Backed Certificates 0,18 −12,50 0,0322 −0,0046
US12669GN644 / Reperforming Loan REMIC Trust 2005-R2 0,16 −9,20 0,0290 −0,0030
US31404Q5M78 / Fannie Mae Pool 0,15 −6,83 0,0276 −0,0020
Purchased USD / Sold ZAR / DFE (000000000) 0,15 −759,09 0,0266 0,0302
DGZ / DB Gold Short ETN 0,14 −745,45 0,0261 0,0297
US3140X5A295 / Fannie Mae Pool 0,14 −22,95 0,0260 −0,0076
Purchased USD / Sold ILS / DFE (000000000) 0,14 −727,27 0,0254 0,0290
US126670UW67 / Countrywide Asset-Backed Certificates 0,13 −19,02 0,0244 −0,0057
US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A 0,13 −8,39 0,0242 −0,0021
US73316PJW14 / Popular ABS Mortgage Pass-Through Trust 2006-A 0,13 −11,19 0,0233 −0,0031
US251510KH50 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3 0,12 −4,65 0,0227 −0,0010
US02150QAA40 / Alternative Loan Trust 2007-HY4 0,12 −4,69 0,0225 −0,0011
XS1775239095 / Virgin Money UK PLC 0,12 −5,60 0,0218 −0,0012
DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 0,12 −3,33 0,0214 −0,0008
US3140X6LC39 / Fannie Mae Pool 0,11 −10,92 0,0196 −0,0023
US3131X6W710 / Freddie Mac Pool 0,11 −10,17 0,0196 −0,0022
US31418CMZ40 / Fannie Mae Pool 0,11 −11,02 0,0194 −0,0023
US04542BJY92 / ABFC 2004-OPT5 Trust 0,10 −5,50 0,0189 −0,0012
US1248MGAJ39 / C-BASS 2007-CB1 TRUST 0,10 −5,71 0,0182 −0,0011
US53946MAA53 / LoanCore 2018-CRE1 Issuer Ltd 0,09 −62,75 0,0169 −0,0285
DGZ / DB Gold Short ETN 0,09 −504,55 0,0165 0,0200
Purchased USD / Sold ILS / DFE (000000000) 0,09 −486,36 0,0156 0,0192
US3138A8XB77 / FN AH6973 0,08 −6,82 0,0151 −0,0011
US3132A7JG74 / Freddie Mac Pool 0,08 −10,23 0,0146 −0,0016
US02149HAN08 / Alternative Loan Trust 2007-2CB 0,08 −8,14 0,0146 −0,0014
US61754PAA21 / Morgan Stanley Mortgage Loan Trust 2007-8XS 0,08 −5,95 0,0145 −0,0009
US31393BX754 / Fannie Mae Trust 2003-W6 0,08 −4,94 0,0143 −0,0007
US3138ASS780 / Fannie Mae Pool 0,08 −9,41 0,0142 −0,0015
US31395HHV50 / Freddie Mac Structured Pass-Through Certificates 0,08 −2,56 0,0141 −0,0004
XS1450864779 / China Government Bond - JPMorgan Chase 0,08 −445,45 0,0139 0,0175
US3140X6NQ07 / FNMA 15YR 3.5% 08/01/2030#FM3098 0,08 −10,71 0,0137 −0,0017
Future / DIR (000000000) 0,07 −422,73 0,0132 0,0168
US31395A3J20 / Freddie Mac Structured Pass-Through Certificates 0,07 −5,33 0,0131 −0,0007
US31406DAF33 / Fannie Mae Pool 0,07 −4,05 0,0131 −0,0006
US3131XBJF73 / Freddie Mac Pool 0,07 −9,09 0,0130 −0,0013
US31418CXZ21 / FNMA 10YR 3.5% 06/01/2028#MA3395 0,07 −8,00 0,0128 −0,0011
US073868BE01 / BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 0,07 −13,75 0,0127 −0,0020
US02146VAC63 / Alternative Loan Trust 2006-30T1 0,07 −4,35 0,0122 −0,0007
Purchased USD / Sold ILS / DFE (000000000) 0,07 −395,45 0,0120 0,0156
US81744HAA14 / Sequoia Mortgage Trust 2007-1 0,07 −7,14 0,0120 −0,0009
XS2068932222 / HSBC BANK PLC WARRANT 0,06 −390,91 0,0119 0,0154
US22541QCT76 / Credit Suisse First Boston Mortgage Securities Corp 0,06 −5,97 0,0117 −0,0007
US86358EKL91 / Structured Asset Investment Loan Trust, Series 2004-7, Class M1 0,06 −66,30 0,0115 −0,0223
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0,06 −377,27 0,0113 0,0149
US31417YGY77 / Fannie Mae Pool 0,06 −9,23 0,0110 −0,0011
US41161PWV11 / HarborView Mortgage Loan Trust 2005-14 0,06 −6,35 0,0109 −0,0007
US92922FBX50 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A 0,06 −15,94 0,0108 −0,0020
XS2068932222 / HSBC BANK PLC WARRANT 0,06 −363,64 0,0107 0,0142
US23245LAB62 / COUNTRYWIDE ALTERNATIVE LOAN TRUST 0,06 −9,52 0,0106 −0,0010
US61751MAA27 / Morgan Stanley Mortgage Loan Trust 2007-10XS 0,06 −1,72 0,0105 −0,0002
US07384MWN81 / Bear Stearns ARM Trust 2003-5 0,05 −5,26 0,0101 −0,0005
ODEBRE / Odebrecht Offshore Drilling Finance Ltd 0,05 −34,57 0,0098 −0,0052
US06051GDM87 / Banc of America Funding 2005-D Trust 0,05 −7,14 0,0095 −0,0008
Purchased USD / Sold PEN / DFE (000000000) 0,05 −331,82 0,0094 0,0130
US31410QN805 / Fannie Mae Pool 0,05 −1,96 0,0092 −0,0003
BNP / BNP Paribas SA 0,05 −322,73 0,0090 0,0126
US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 0,05 −6,12 0,0085 −0,0005
US3138E8XF42 / Fannie Mae Pool 0,04 −6,38 0,0081 −0,0006
US32052WAH25 / First Horizon Alternative Mortgage Securities Trust 2007-FA4 0,04 −10,42 0,0079 −0,0010
US863579AP37 / Structured Adjustable Rate Mortgage Loan Trust 0,04 −4,55 0,0078 −0,0004
US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust 0,04 −6,67 0,0077 −0,0007
US12669F7L14 / Reperforming Loan REMIC Trust 2004-R1 0,04 −9,09 0,0074 −0,0008
XS2068932222 / HSBC BANK PLC WARRANT 0,04 −272,73 0,0070 0,0106
Swap / DIR (000000000) 0,04 −259,09 0,0065 0,0101
US86359AYX52 / Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A 0,03 −2,94 0,0061 −0,0002
Purchased USD / Sold PEN / DFE (000000000) 0,03 −222,73 0,0051 0,0086
XS2068932222 / HSBC BANK PLC WARRANT 0,03 −222,73 0,0050 0,0086
Swap / DIR (000000000) 0,03 −222,73 0,0050 0,0086
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0,03 −218,18 0,0049 0,0085
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0,03 −218,18 0,0048 0,0084
US64352VQR59 / New Century Home Equity Loan Trust 2006-1 0,03 −13,79 0,0047 −0,0007
US31407QHE98 / Fannie Mae Pool 0,03 0,00 0,0046 −0,0001
BNP / BNP Paribas SA 0,02 −209,09 0,0044 0,0080
Purchased USD / Sold CNH / DFE (000000000) 0,02 −200,00 0,0041 0,0077
US3128QJGY61 / Freddie Mac Non Gold Pool 0,02 −4,55 0,0040 −0,0001
US16678RBU05 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3 0,02 −8,70 0,0039 −0,0004
US31359VBH50 / Fannie Mae REMICS 0,02 0,00 0,0037 −0,0001
DGZ / DB Gold Short ETN 0,02 −186,36 0,0036 0,0072
US31376KS230 / Fannie Mae Pool 0,02 0,00 0,0034 −0,0001
Purchased USD / Sold ILS / DFE (000000000) 0,02 −181,82 0,0034 0,0070
US31393Y5Y73 / Fannie Mae REMICS 0,02 −5,26 0,0033 −0,0003
US07384MZV70 / BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1 0,02 −5,26 0,0033 −0,0002
US38374JCM62 / Government National Mortgage Association 0,02 −10,53 0,0032 −0,0004
US31349SNK59 / Freddie Mac Non Gold Pool 0,02 0,00 0,0031 −0,0001
BNP / BNP Paribas SA 0,02 −172,73 0,0031 0,0066
US31404EMJ28 / Fannie Mae Pool 0,02 −5,88 0,0030 −0,0001
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0,02 −168,18 0,0029 0,0065
US81377JAB98 / Securitized Asset Backed Receivables LLC Trust 2007-HE1 0,02 −6,25 0,0028 −0,0001
US31417WPS43 / Fannie Mae Pool 0,02 −11,76 0,0028 −0,0004
US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 0,01 −6,67 0,0027 −0,0002
US41161UAJ16 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A 0,01 −6,67 0,0027 −0,0002
DGZ / DB Gold Short ETN 0,01 −159,09 0,0025 0,0061
XS1450864779 / China Government Bond - JPMorgan Chase 0,01 −154,55 0,0022 0,0058
XS2068932222 / HSBC BANK PLC WARRANT 0,01 −154,55 0,0022 0,0058
US073882AA08 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 4 1A1 0,01 −8,33 0,0021 −0,0001
Purchased USD / Sold PEN / DFE (000000000) 0,01 −150,00 0,0020 0,0056
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0,01 −145,45 0,0020 0,0055
Purchased BRL / Sold USD / DFE (000000000) 0,01 −145,45 0,0019 0,0055
US3140X5LD39 / Fannie Mae Pool 0,01 −23,08 0,0019 −0,0007
US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 0,01 −9,09 0,0019 −0,0002
US31407BY297 / Fannie Mae Pool 0,01 0,00 0,0018 −0,0000
US03072SS711 / Ameriquest Mortgage Securities Incorporated Asset-Backed Pass-Through Ctfs Series 0,01 −94,87 0,0018 −0,0340
Purchased USD / Sold CNH / DFE (000000000) 0,01 −140,91 0,0017 0,0053
US31403CNN73 / Fannie Mae Pool 0,01 0,00 0,0017 −0,0000
CMLTI / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 HE3 A 0,01 −10,00 0,0017 −0,0003
US31349SD752 / Freddie Mac Non Gold Pool 0,01 0,00 0,0017 −0,0001
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0,01 −136,36 0,0015 0,0051
US3138E4MB43 / Fannie Mae Pool 0,01 −12,50 0,0015 −0,0001
US5764342H69 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 0,01 −12,50 0,0014 −0,0000
XS1450864779 / China Government Bond - JPMorgan Chase 0,01 −131,82 0,0014 0,0049
US83162CNQ23 / United States Small Business Administration, Series 2004-20C, Class 1 0,01 0,00 0,0014 −0,0000
US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 0,01 0,00 0,0013 −0,0001
US31394JD872 / Freddie Mac Structured Pass-Through Certificates 0,01 0,00 0,0012 −0,0000
XS2068932222 / HSBC BANK PLC WARRANT 0,01 −127,27 0,0012 0,0048
Purchased USD / Sold PEN / DFE (000000000) 0,01 −127,27 0,0011 0,0047
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0,01 −122,73 0,0011 0,0047
BNP / BNP Paribas SA 0,01 −122,73 0,0010 0,0046
US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 0,01 0,00 0,0010 −0,0001
US3128NHK362 / Freddie Mac Non Gold Pool 0,01 0,00 0,0009 −0,0002
Swap / DIR (000000000) 0,01 −122,73 0,0009 0,0045
US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 0,00 −20,00 0,0009 −0,0001
Purchased USD / Sold PEN / DFE (000000000) 0,00 −118,18 0,0009 0,0044
XS2068932222 / HSBC BANK PLC WARRANT 0,00 −118,18 0,0008 0,0044
US32051GQL22 / First Horizon Mortgage Pass-Through Trust 2005-AR3 0,00 0,00 0,0007 0,0000
US31379KVP55 / Fannie Mae Pool 0,00 0,00 0,0006 −0,0001
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0,00 −113,64 0,0006 0,0042
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0,00 −113,64 0,0006 0,0042
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0,00 −113,64 0,0006 0,0042
XS2068932222 / HSBC BANK PLC WARRANT 0,00 −109,09 0,0005 0,0041
US36202KLC70 / Ginnie Mae II Pool 0,00 −33,33 0,0005 −0,0001
XS1450864779 / China Government Bond - JPMorgan Chase 0,00 −109,09 0,0005 0,0041
XS1450864779 / China Government Bond - JPMorgan Chase 0,00 −109,09 0,0005 0,0041
BNP / BNP Paribas SA 0,00 −109,09 0,0005 0,0040
US81743VAB99 / Sequoia Mortgage Trust 10 0,00 0,00 0,0004 −0,0001
XS2068932222 / HSBC BANK PLC WARRANT 0,00 −104,55 0,0003 0,0039
US38374CW492 / Government National Mortgage Association 0,00 −66,67 0,0003 −0,0002
US07384MZS42 / Bear Stearns ARM Trust 2003-8 0,00 0,00 0,0003 −0,0000
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0,00 −104,55 0,0003 0,0039
US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 0,00 0,00 0,0003 −0,0000
US07384YEM49 / Bear Stearns Asset Backed Securities Trust 2002-2 0,00 0,00 0,0003 −0,0000
XS2068932222 / HSBC BANK PLC WARRANT 0,00 −104,55 0,0003 0,0038
XS1450864779 / China Government Bond - JPMorgan Chase 0,00 −104,55 0,0002 0,0038
BNP / BNP Paribas SA 0,00 −104,55 0,0002 0,0038
BNP / BNP Paribas SA 0,00 −104,55 0,0002 0,0038
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0,00 −104,55 0,0002 0,0038
ODEOLE / ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000 0,00 0,0002 0,0000
US22541NAD12 / Home Equity Asset Trust 0,00 0,0002 −0,0000
US3128P7AV54 / Freddie Mac Gold Pool 0,00 0,0001 −0,0000
US31375X2E87 / Fannie Mae Pool 0,00 0,0001 −0,0000
US83162CNF67 / United States Small Business Administration 0,00 0,0001 −0,0000
Purchased USD / Sold PEN / DFE (000000000) 0,00 −100,00 0,0001 0,0037
Purchased CLP / Sold USD / DFE (000000000) 0,00 −100,00 0,0001 0,0037
Purchased BRL / Sold USD / DFE (000000000) 0,00 −100,00 0,0001 0,0037
US3133TKDP21 / Freddie Mac REMICS 0,00 0,0001 −0,0000
US76111JZ721 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 0,00 0,0001 −0,0000
Purchased USD / Sold GBP / DFE (000000000) 0,00 −100,00 0,0000 0,0036
XS2068932222 / HSBC BANK PLC WARRANT 0,00 −100,00 0,0000 0,0036
URBI / Urbi, Desarrollos Urbanos, S.A.B. de C.V. 0,00 0,00 0,00 0,0000 0,0000
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0,00 −100,00 0,0000 0,0036
US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp 0,00 0,0000 −0,0000
Purchased PEN / Sold USD / DFE (000000000) 0,00 −100,00 0,0000 0,0036
BNP / BNP Paribas SA 0,00 −100,00 0,0000 0,0036
Swaption / DIR (000000000) 0,00 −100,00 0,0000 0,0036
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −100,00 −0,0000 0,0036
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −100,00 −0,0000 0,0036
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −100,00 −0,0000 0,0036
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −100,00 −0,0000 0,0036
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −100,00 −0,0000 0,0036
US06747W8495 / Barclays Bank plc into Metlife, Inc. −0,00 −100,00 −0,0000 0,0036
US06747W8495 / Barclays Bank plc into Metlife, Inc. −0,00 −100,00 −0,0000 0,0036
Purchased USD / Sold PEN / DFE (000000000) −0,00 −100,00 −0,0000 0,0036
Purchased PEN / Sold USD / DFE (000000000) −0,00 −100,00 −0,0001 0,0035
Purchased USD / Sold ZAR / DFE (000000000) −0,00 −100,00 −0,0001 0,0035
Purchased USD / Sold CLP / DFE (000000000) −0,00 −100,00 −0,0001 0,0035
Purchased USD / Sold BRL / DFE (000000000) −0,00 −100,00 −0,0001 0,0035
Purchased PEN / Sold USD / DFE (000000000) −0,00 −100,00 −0,0001 0,0034
XS2068932222 / HSBC BANK PLC WARRANT −0,00 −100,00 −0,0002 0,0034
XS2068932222 / HSBC BANK PLC WARRANT −0,00 −100,00 −0,0002 0,0034
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) −0,00 −95,45 −0,0003 0,0033
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) −0,00 −90,91 −0,0004 0,0032
XS2068932222 / HSBC BANK PLC WARRANT −0,00 −90,91 −0,0004 0,0032
BNP / BNP Paribas SA −0,00 −90,91 −0,0004 0,0032
Swaption / DIR (000000000) −0,00 −90,91 −0,0004 0,0032
DGZ / DB Gold Short ETN −0,00 −90,91 −0,0004 0,0032
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) −0,00 −90,91 −0,0004 0,0031
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) −0,00 −90,91 −0,0005 0,0031
XS2068932222 / HSBC BANK PLC WARRANT −0,00 −90,91 −0,0005 0,0031
BNP / BNP Paribas SA −0,00 −86,36 −0,0006 0,0030
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) −0,00 −86,36 −0,0006 0,0029
XS2068932222 / HSBC BANK PLC WARRANT −0,00 −86,36 −0,0006 0,0029
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) −0,00 −86,36 −0,0007 0,0029
Purchased PEN / Sold USD / DFE (000000000) −0,00 −86,36 −0,0007 0,0029
XS2068932222 / HSBC BANK PLC WARRANT −0,00 −81,82 −0,0008 0,0028
DE000C4SA6R6 / EURO STOXX 50 Index −0,00 −81,82 −0,0009 0,0027
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) −0,01 −77,27 −0,0010 0,0026
BNP / BNP Paribas SA −0,01 −77,27 −0,0010 0,0026
Purchased PEN / Sold USD / DFE (000000000) −0,01 −72,73 −0,0011 0,0025
XS1450864779 / China Government Bond - JPMorgan Chase −0,01 −72,73 −0,0012 0,0024
XS2068932222 / HSBC BANK PLC WARRANT −0,01 −72,73 −0,0012 0,0024
BNP / BNP Paribas SA −0,01 −72,73 −0,0012 0,0023
BNP / BNP Paribas SA −0,01 −68,18 −0,0014 0,0022
DE000C4SA6R6 / EURO STOXX 50 Index −0,01 −63,64 −0,0015 0,0020
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) −0,01 −63,64 −0,0016 0,0019
DE000C4SA6R6 / EURO STOXX 50 Index −0,01 −59,09 −0,0018 0,0018
BNP / BNP Paribas SA −0,01 −54,55 −0,0019 0,0017
Purchased CNH / Sold USD / DFE (000000000) −0,01 −50,00 −0,0020 0,0016
Swaption / DIR (000000000) −0,01 −45,45 −0,0023 0,0013
Swaption / DIR (000000000) −0,01 −40,91 −0,0025 0,0011
Swap / DCR (000000000) −0,01 −40,91 −0,0025 0,0011
XS2068932222 / HSBC BANK PLC WARRANT −0,01 −40,91 −0,0025 0,0011
DGZ / DB Gold Short ETN −0,01 −36,36 −0,0026 0,0010
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) −0,02 −31,82 −0,0028 0,0008
DGZ / DB Gold Short ETN −0,02 −22,73 −0,0032 0,0004
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) −0,02 −13,64 −0,0035 0,0001
Swaption / DIR (000000000) −0,02 −13,64 −0,0036 0,0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. −0,02 −9,09 −0,0038 −0,0002
Swaption / DIR (000000000) −0,02 0,00 −0,0040 −0,0005
BNP / BNP Paribas SA −0,02 4,55 −0,0043 −0,0007
DGZ / DB Gold Short ETN −0,02 4,55 −0,0044 −0,0008
Purchased PEN / Sold USD / DFE (000000000) −0,03 13,64 −0,0047 −0,0011
XS1450864779 / China Government Bond - JPMorgan Chase −0,03 22,73 −0,0051 −0,0015
XS2068932222 / HSBC BANK PLC WARRANT −0,03 22,73 −0,0051 −0,0015
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 −0,03 40,91 −0,0057 −0,0021
Purchased USD / Sold ZAR / DFE (000000000) −0,03 45,45 −0,0059 −0,0023
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) −0,03 45,45 −0,0059 −0,0023
XS1450864779 / China Government Bond - JPMorgan Chase −0,03 45,45 −0,0060 −0,0024
Swap / DCR (000000000) −0,03 45,45 −0,0060 −0,0024
Swaption / DIR (000000000) −0,03 45,45 −0,0060 −0,0025
XS2068932222 / HSBC BANK PLC WARRANT −0,04 59,09 −0,0066 −0,0030
Swaption / DIR (000000000) −0,04 63,64 −0,0067 −0,0031
XS1450864779 / China Government Bond - JPMorgan Chase −0,04 72,73 −0,0071 −0,0035
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) −0,04 77,27 −0,0072 −0,0036
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 −0,04 77,27 −0,0072 −0,0036
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) −0,05 131,82 −0,0095 −0,0059
Swaption / DIR (000000000) −0,05 145,45 −0,0101 −0,0065
Future / DIR (000000000) −0,08 245,45 −0,0140 −0,0104
Swap / DIR (000000000) −0,08 259,09 −0,0145 −0,0109
XS1450864779 / China Government Bond - JPMorgan Chase −0,08 277,27 −0,0154 −0,0118
XS2068932222 / HSBC BANK PLC WARRANT −0,08 281,82 −0,0156 −0,0120
Swap / DCR (000000000) −0,10 345,45 −0,0181 −0,0145
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 −0,10 372,73 −0,0191 −0,0155
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) −0,13 490,91 −0,0240 −0,0204
Swap / DIR (000000000) −0,14 531,82 −0,0255 −0,0219
Swap / DCR (000000000) −0,14 540,91 −0,0260 −0,0224
Future / DIR (000000000) −0,15 595,45 −0,0281 −0,0245
Option / DIR (000000000) −0,16 636,36 −0,0298 −0,0263
Future / DIR (000000000) −0,19 759,09 −0,0347 −0,0311
BNP / BNP Paribas SA −0,20 795,45 −0,0361 −0,0326
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) −0,22 909,09 −0,0407 −0,0371
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) −0,23 922,73 −0,0413 −0,0377
Future / DIR (000000000) −0,29 1 213,64 −0,0531 −0,0495
Future / DIR (000000000) −0,41 1 768,18 −0,0754 −0,0718
Swap / DIR (000000000) −0,66 2 881,82 −0,1203 −0,1167
Swap / DIR (000000000) −0,71 3 145,45 −0,1308 −0,1273
Future / DIR (000000000) −1,00 4 445,45 −0,1832 −0,1796
Swap / DIR (000000000) −2,36 10 622,73 −0,4321 −0,4286