Grundlæggende statistik
Porteføljeværdi $ 6.526.871.159
Nuværende stillinger 1.637
Seneste beholdninger, ydeevne, AUM (fra 13F, 13D)

PISIX - PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) Institutional har afsløret 1.637 samlede besiddelser i deres seneste SEC-arkivering. Den seneste porteføljeværdi er beregnet til at være $ 6.526.871.159 USD. Faktiske aktiver under forvaltning (AUM) er denne værdi plus kontanter (som ikke er oplyst). PISIX - PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) Institutionals største beholdninger er Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , UMBS TBA (US:US01F0406854) , and PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) . PISIX - PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) Institutionals nye stillinger omfatter Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , UMBS TBA (US:US01F0406854) , and PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) .

PISIX - PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) Institutional - Porteføljeværdi
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Top øger dette kvartal

Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.

Sikkerhed Aktier
(MM)		 Værdi
(MM$)		 Portefølje % ΔPortefølje %
742,10 23,3606 23,3606
742,10 23,3606 23,3606
540,21 17,0052 16,4550
153,36 4,8275 7,3410
308,50 9,7113 5,6454
246,29 7,7530 3,4766
98,86 3,1119 1,9136
55,21 1,7380 1,7380
55,21 1,7380 1,7380
47,87 1,5068 1,5068
Top falder i dette kvartal

Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.

Sikkerhed Aktier
(MM)		 Værdi
(MM$)		 Portefølje % ΔPortefølje %
-104,42 -3,2870 -8,8120
134,20 4,2244 -1,8529
-39,86 -1,2547 -1,2547
50,18 1,5797 -0,9991
79,64 2,5071 -0,8379
2,50 0,0788 -0,8247
1,89 0,0595 -0,3409
1,89 0,0595 -0,3409
-6,48 -0,2041 -0,2041
0,19 0,0060 -0,1983
13F og Fondsarkivering

Denne formular blev indsendt den 2025-08-29 for rapporteringsperioden 2025-06-30. Denne investor har ikke oplyst værdipapirer, der tælles i aktier, så de aktierelaterede kolonner i nedenstående tabel er udeladt. Klik på linkikonet for at se den fulde transaktionshistorik.

Opgrader for at låse op for premium-data og eksportere til Excel .

2022-07-28: Vigtig note - Vi har ændret behandlingen af kolonnen Δ Portefølje % i denne tabel. Tidligere rapporterede vi det som den procentvise ændring i porteføljeallokeringen. Vi rapporterer det nu som den rå ændring i porteføljeallokeringen (stadig rapporteret som en procent). I formeltermer rapporterede vi det tidligere som 100 * (aktuel allokering - forudgående tildeling) / forudgående tildeling. Vi indberetter det nu som (nuværende tildeling - forudgående tildeling).
Sikkerhed Type Δ Aktier
(%)		 Værdi
($MM)		 Portefølje
(%)		 ΔPortefølje
(%)
CITIGROUP REPO REPO 5807 / RA (000000000) 742,10 23,3606 23,3606
CITIGROUP REPO REPO 5807 / RA (000000000) 742,10 23,3606 23,3606
US01F0626899 / Uniform Mortgage-Backed Security, TBA 540,21 3.405,34 17,0052 16,4550
US01F0606834 / Uniform Mortgage-Backed Security, TBA 308,50 170,90 9,7113 5,6454
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 246,29 85,86 7,7530 3,4766
US01F0406854 / UMBS TBA 153,36 -372,06 4,8275 7,3410
US72202G3801 / PIMCO ST FLOATING NAV PORT IV MUTUAL FUND 134,20 -28,74 4,2244 -1,8529
US01F0426811 / UMBS TBA 124,80 101,30 3,9286 1,0132
US01F0506844 / UMBS TBA 98,86 287,95 3,1119 1,9136
US01F0526800 / Uniform Mortgage-Backed Security, TBA 79,64 -14,99 2,5071 -0,8379
TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) 71,35 0,17 2,2459 -0,0527
TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) 71,35 0,17 2,2459 -0,0527
NDDUEAFE TRS EQUITY FEDL01+51 *BULLET* M / DE (000000000) 55,21 1,7380 1,7380
NDDUEAFE TRS EQUITY FEDL01+51 *BULLET* M / DE (000000000) 55,21 1,7380 1,7380
US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 50,18 -13,23 1,5797 -0,9991
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 47,87 1,5068 1,5068
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 47,87 1,5068 1,5068
US21H0406817 / Ginnie Mae 46,49 1,4634 1,4634
US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 45,79 6,77 1,4413 0,0575
TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) 32,70 0,72 1,0294 -0,0183
TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) 32,70 0,72 1,0294 -0,0183
US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) 31,78 -2,25 1,0005 -0,0488
US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) 31,78 -2,25 1,0005 -0,0488
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) 29,20 0,9192 0,9192
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) 29,20 0,9192 0,9192
US21H0506723 / Ginnie Mae 28,32 187,85 0,8916 0,3570
FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) 26,06 0,82 0,8203 -0,0138
FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) 26,06 0,82 0,8203 -0,0138
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) 19,77 0,6223 0,6223
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) 19,77 0,6223 0,6223
US21H0506806 / GNMA 18,49 97,71 0,5820 0,2481
4020 / Saudi Real Estate Company 16,28 1,48 0,5126 -0,0052
4020 / Saudi Real Estate Company 16,28 1,48 0,5126 -0,0052
FCT / Fincantieri S.p.A. 16,14 9,88 0,5080 0,0340
FCT / Fincantieri S.p.A. 16,14 9,88 0,5080 0,0340
CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) 16,05 0,5051 0,5051
CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) 16,05 0,5051 0,5051
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) 15,77 0,4963 0,4963
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) 15,77 0,4963 0,4963
CNQ / Canadian Natural Resources Limited 15,63 0,4921 0,4921
CNQ / Canadian Natural Resources Limited 15,63 0,4921 0,4921
US9128285J52 / United States Treasury Note/Bond 15,02 0,27 0,4729 -0,0106
USP78024AG45 / Peruvian Government International Bond 14,48 7,60 0,4559 0,0215
FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 / ABS-MBS (US3142GQEK49) 14,27 -1,26 0,4492 -0,0172
FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 / ABS-MBS (US3142GQEK49) 14,27 -1,26 0,4492 -0,0172
FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) 14,01 1,00 0,4410 -0,0066
FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) 14,01 1,00 0,4410 -0,0066
NISSAN AUTO LEASE TRUST NALT 2024 B A3 / ABS-O (US65481DAD49) 13,95 0,22 0,4393 -0,0101
NISSAN AUTO LEASE TRUST NALT 2024 B A3 / ABS-O (US65481DAD49) 13,95 0,22 0,4393 -0,0101
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2024 3 A / ABS-MBS (US02589BAE02) 13,77 0,33 0,4334 -0,0095
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2024 3 A / ABS-MBS (US02589BAE02) 13,77 0,33 0,4334 -0,0095
US70069FAF45 / PARK PLACE SECURITIES INC PPSI 2004 WCW1 M4 13,73 0,54 0,4323 -0,0085
BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A / ABS-CBDO (US09075JAU34) 13,45 0,32 0,4235 -0,0092
BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A / ABS-CBDO (US09075JAU34) 13,45 0,32 0,4235 -0,0092
5831 / Shizuoka Financial Group,Inc. 13,40 0,4217 0,4217
5831 / Shizuoka Financial Group,Inc. 13,40 0,4217 0,4217
TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) 13,11 0,4127 0,4127
TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) 13,11 0,4127 0,4127
SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (US87166PAN15) 13,10 0,18 0,4123 -0,0096
FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) 13,04 0,66 0,4106 -0,0076
FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) 13,04 0,66 0,4106 -0,0076
HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) 12,60 0,21 0,3968 -0,0091
HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) 12,60 0,21 0,3968 -0,0091
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 12,57 0,3958 0,3958
XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV 12,50 0,3933 0,3933
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) 12,13 449,93 0,3817 0,3106
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) 12,13 449,93 0,3817 0,3106
FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) 11,87 -5,18 0,3736 -0,0303
TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 C A3 / ABS-O (US89237QAD25) 11,66 0,12 0,3672 -0,0088
TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 C A3 / ABS-O (US89237QAD25) 11,66 0,12 0,3672 -0,0088
US21H0406734 / Ginnie Mae 11,61 0,3653 0,3653
ZAG000125980 / Republic of South Africa Government Bond 11,48 8,29 0,3615 0,0193
INTC / Intel Corporation - Depositary Receipt (Common Stock) 11,36 0,3576 0,3576
INTC / Intel Corporation - Depositary Receipt (Common Stock) 11,36 0,3576 0,3576
CHASE ISSUANCE TRUST CHAIT 2024 A2 A / ABS-MBS (US161571HW79) 11,31 0,80 0,3560 -0,0060
CHASE ISSUANCE TRUST CHAIT 2024 A2 A / ABS-MBS (US161571HW79) 11,31 0,80 0,3560 -0,0060
US83612QAD07 / SVHE 2007-NS1 A4 1ML+30 1/37 11,13 -3,74 0,3503 -0,0228
US05522RDH84 / BA Credit Card Trust 11,12 0,02 0,3501 -0,0088
NISSAN AUTO LEASE TRUST NALT 2024 B A2A / ABS-O (US65481DAB82) 11,06 -13,73 0,3482 -0,0656
NISSAN AUTO LEASE TRUST NALT 2024 B A2A / ABS-O (US65481DAB82) 11,06 -13,73 0,3482 -0,0656
US05377RFV15 / AESOP_22-5A 10,89 -0,40 0,3427 -0,0100
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 10,88 0,3425 0,3425
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 10,88 0,3425 0,3425
US78485KAE55 / STWD 2022-FL3 Ltd 10,74 -0,03 0,3381 -0,0086
MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (XS2844411921) 10,54 5,26 0,3316 0,0086
US40430KAH41 / HASC 2006-OPT4 M1 10,30 -2,84 0,3243 -0,0179
US576339DJ15 / MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A 10,30 -0,19 0,3241 -0,0088
XS2404260213 / Aurium CLO IV DAC 10,25 4,90 0,3227 0,0073
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 10,14 8,57 0,3191 0,0178
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 10,14 8,57 0,3191 0,0178
ALBACORE EURO CLO ALBAC 1A AR 144A / ABS-CBDO (XS2368816109) 9,88 8,78 0,3109 0,0179
ALBACORE EURO CLO ALBAC 1A AR 144A / ABS-CBDO (XS2368816109) 9,88 8,78 0,3109 0,0179
FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) 9,75 -13,32 0,3068 -0,0561
FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) 9,75 -13,32 0,3068 -0,0561
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 9,74 0,81 0,3065 -0,0052
CARMAX AUTO OWNER TRUST CARMX 2024 3 A3 / ABS-O (US14319GAD34) 9,70 0,05 0,3055 -0,0075
CARMAX AUTO OWNER TRUST CARMX 2024 3 A3 / ABS-O (US14319GAD34) 9,70 0,05 0,3055 -0,0075
NDDUEAFE TRS EQUITY FEDL01+24 BPS / DE (000000000) 9,69 0,3051 0,3051
NDDUEAFE TRS EQUITY FEDL01+24 BPS / DE (000000000) 9,69 0,3051 0,3051
US91282CEZ05 / U.S. Treasury Inflation Linked Notes 9,68 0,91 0,3048 -0,0048
CBRE SVCS INC / DBT (US12610BUA87) 9,67 0,3043 0,3043
CBRE SVCS INC / DBT (US12610BUA87) 9,67 0,3043 0,3043
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 9,66 1,08 0,3041 -0,0043
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 9,66 1,08 0,3041 -0,0043
NDDUEAFE TRS EQUITY FEDL01+34.5 SOG / DE (000000000) 9,65 0,3037 0,3037
NDDUEAFE TRS EQUITY FEDL01+34.5 SOG / DE (000000000) 9,65 0,3037 0,3037
HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUF79) 9,48 0,2985 0,2985
HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUF79) 9,48 0,2985 0,2985
US43710XAE85 / HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 9,48 0,32 0,2985 -0,0066
RTX / RTX Corporation - Depositary Receipt (Common Stock) 9,41 0,2962 0,2962
RTX / RTX Corporation - Depositary Receipt (Common Stock) 9,41 0,2962 0,2962
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 9,40 -0,01 0,2959 -0,0075
FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) 9,39 1,02 0,2956 -0,0044
FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) 9,39 1,02 0,2956 -0,0044
LUGO FUNDING DAC 05/66 1 / ABS-MBS (XS2930538397) 9,08 4,58 0,2859 0,0057
LUGO FUNDING DAC 05/66 1 / ABS-MBS (XS2930538397) 9,08 4,58 0,2859 0,0057
FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) 8,91 0,2806 0,2806
FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) 8,91 0,2806 0,2806
ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) 8,61 0,2709 0,2709
ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) 8,61 0,2709 0,2709
US17309MAF05 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH2 M2 8,54 -4,87 0,2689 -0,0209
US75406WAE12 / RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M1 8,39 -4,74 0,2640 -0,0201
XS2405128823 / Sculptor European CLO V DAC 8,35 -4,77 0,2628 -0,0201
XS2683120211 / Avon Finance No.4 PLC 8,32 0,93 0,2619 -0,0041
RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) 8,09 42,11 0,2548 0,0710
US17181KAA88 / CIM Trust 2023-R2 8,04 -2,86 0,2532 -0,0140
CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) 8,03 -0,06 0,2528 -0,0065
CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) 8,03 -0,06 0,2528 -0,0065
FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) 7,86 0,32 0,2474 -0,0054
FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) 7,86 0,32 0,2474 -0,0054
US36244KAE55 / GSAMP TRUST 2006-HE3 GSAMP 2006-HE3 A2D 7,76 -6,62 0,2442 -0,0239
US00217VAC46 / AREIT CRE TRUST AREIT 2022 CRE7 AS 144A 7,47 -0,15 0,2351 -0,0063
JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (US47047RAN61) 7,21 0,12 0,2270 -0,0054
JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (US47047RAN61) 7,21 0,12 0,2270 -0,0054
US46625SAF39 / JP Morgan Mortgage Acquisition Trust, Series 2006-HE2, Class M1 7,16 0,39 0,2254 -0,0048
E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) 7,05 1,21 0,2220 -0,0029
E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) 7,05 1,21 0,2220 -0,0029
XS2404665460 / BNPP AM EURO CLO 2019 BV SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 0.82000000 7,04 8,71 0,2216 0,0126
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) 7,01 -0,51 0,2208 -0,0067
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) 7,01 -0,51 0,2208 -0,0067
US17330VAA44 / CMLTI_22-A 7,01 -2,19 0,2205 -0,0106
CARMAX AUTO OWNER TRUST CARMX 2024 3 A2A / ABS-O (US14319GAB77) 7,00 -26,92 0,2203 -0,0887
CARMAX AUTO OWNER TRUST CARMX 2024 3 A2A / ABS-O (US14319GAB77) 7,00 -26,92 0,2203 -0,0887
US55284JAC36 / MF1 2022-FL8 Ltd 6,99 -0,60 0,2199 -0,0069
US00217VAA89 / AREIT 2022-CRE7 LLC 6,94 -10,77 0,2184 -0,0325
OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (US67514UAU51) 6,91 0,16 0,2175 -0,0051
OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (US67514UAU51) 6,91 0,16 0,2175 -0,0051
US902613AP31 / UBS Group AG 6,84 0,56 0,2154 -0,0042
US45670EAA10 / IndyMac IMSC Mortgage Loan Trust 2007-AR2 6,84 -5,00 0,2152 -0,0170
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A / ABS-CBDO (XS3065225669) 6,83 0,2151 0,2151
ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) 6,82 0,16 0,2147 -0,0050
ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) 6,82 0,16 0,2147 -0,0050
US57643LMA16 / MASTR Asset Backed Securities Trust 2006-AM1 6,80 -3,96 0,2140 -0,0144
US68389FKR46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 6,79 -4,38 0,2138 -0,0154
VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2A / ABS-O (US92866EAB56) 6,76 -26,55 0,2128 -0,0842
VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2A / ABS-O (US92866EAB56) 6,76 -26,55 0,2128 -0,0842
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 6,68 0,2101 0,2101
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 6,68 0,2101 0,2101
WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A / ABS-MBS (US748949AA22) 6,63 0,2088 0,2088
WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A / ABS-MBS (US748949AA22) 6,63 0,2088 0,2088
US40431JAA16 / HSI Asset Securitization Corp Trust 2007-OPT1 6,59 -1,14 0,2074 -0,0077
VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A / ABS-MBS (US92540FAA84) 6,58 -7,36 0,2070 -0,0220
VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A / ABS-MBS (US92540FAA84) 6,58 -7,36 0,2070 -0,0220
VERDELITE STATIC CLO LTD BVSTAT 2024 1A B 144A / ABS-CBDO (US92338VAC54) 6,57 -0,62 0,2068 -0,0065
VERDELITE STATIC CLO LTD BVSTAT 2024 1A B 144A / ABS-CBDO (US92338VAC54) 6,57 -0,62 0,2068 -0,0065
MX0SGO0000M6 / Mexican Udibonos 6,43 12,01 0,2025 0,0172
FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) 6,42 0,25 0,2020 -0,0046
CORDATUS CLO PLC CORDA 24A A 144A / ABS-CBDO (XS2511416906) 6,41 4,67 0,2019 0,0041
CORDATUS CLO PLC CORDA 24A A 144A / ABS-CBDO (XS2511416906) 6,41 4,67 0,2019 0,0041
SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A / ABS-MBS (US81749EAA38) 6,41 -10,87 0,2016 -0,0303
SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A / ABS-MBS (US81749EAA38) 6,41 -10,87 0,2016 -0,0303
US86358ETJ54 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M4 6,36 -5,12 0,2001 -0,0161
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 6,29 0,1981 0,1981
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 6,29 0,1981 0,1981
HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) 6,29 0,1979 0,1979
HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) 6,29 0,1979 0,1979
NDDUEAFE TRS EQUITY SOFR+0 MYI / DE (000000000) 6,28 0,1978 0,1978
NDDUEAFE TRS EQUITY SOFR+0 MYI / DE (000000000) 6,28 0,1978 0,1978
US64831HAM51 / New Residential Mortgage Loan Trust 2023-NQM1 6,20 -7,44 0,1952 -0,0210
US52607MAA71 / LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A 6,07 0,60 0,1910 -0,0036
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (US74136TAA60) 5,98 -2,26 0,1881 -0,0092
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (US74136TAA60) 5,98 -2,26 0,1881 -0,0092
US00764MGH43 / Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2005-4 5,91 -3,15 0,1861 -0,0109
RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) 5,89 0,87 0,1853 -0,0030
RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) 5,89 0,87 0,1853 -0,0030
US912810RR14 / United States Treasury Inflation Indexed Bonds 5,73 -3,00 0,1803 -0,0103
US362341BT57 / GSAMP TRUST GSAMP 2005 HE3 M4 5,67 -3,16 0,1784 -0,0104
01626P148 / Alimentation Couche-Tard Inc 5,63 0,1774 0,1774
US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR 5,61 -0,18 0,1765 -0,0048
JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) 5,60 -0,09 0,1762 -0,0046
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48) 5,55 -13,07 0,1747 -0,0313
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48) 5,55 -13,07 0,1747 -0,0313
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (US80287LAC37) 5,53 -0,47 0,1740 -0,0052
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (US80287LAC37) 5,53 -0,47 0,1740 -0,0052
PEP01000C5I0 / BONOS DE TESORERIA 5,48 7,13 0,1726 0,0075
US05522RDG02 / BA Credit Card Trust 5,42 -0,04 0,1708 -0,0044
SAGB / Republic of South Africa Government Bond 5,37 6,27 0,1691 0,0060
ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97) 5,31 0,44 0,1670 -0,0035
US02582JJZ49 / American Express Credit Account Master Trust 2023-1 5,23 -0,04 0,1646 -0,0042
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (US05684RAL69) 5,20 0,10 0,1636 -0,0040
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (US05684RAL69) 5,20 0,10 0,1636 -0,0040
BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1 / LON (BA000BY62) 5,15 9,02 0,1621 0,0097
BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1 / LON (BA000BY62) 5,15 9,02 0,1621 0,0097
US12661GAA76 / CSMC 2021-RPL3 Trust 5,14 -3,33 0,1618 -0,0098
US81375WHJ80 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB1 AF3 5,09 -0,18 0,1604 -0,0043
US00443PAD15 / ACE SECURITIES CORP. ACE 2007 HE2 A2C 5,06 -1,11 0,1593 -0,0059
US87229WAS08 / TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A 5,03 0,46 0,1584 -0,0032
DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (US25255UAA07) 5,02 0,16 0,1579 -0,0037
DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (US25255UAA07) 5,02 0,16 0,1579 -0,0037
XS2391578239 / Ares European CLO XII DAC 5,00 6,73 0,1573 0,0062
US06738ECE32 / Barclays PLC 5,00 1,69 0,1572 -0,0013
TIKEHAU CLO IX DAC TIKEH 9A AR 144A / ABS-CBDO (XS2931965672) 4,95 8,87 0,1558 0,0091
TIKEHAU CLO IX DAC TIKEH 9A AR 144A / ABS-CBDO (XS2931965672) 4,95 8,87 0,1558 0,0091
AIMCO AIMCO 2015 AA AR3 144A / ABS-CBDO (US00900LAY02) 4,91 0,14 0,1545 -0,0037
US1266735Z13 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 4,90 0,16 0,1543 -0,0036
US75115YAA73 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO1 A1 4,90 -4,86 0,1542 -0,0119
US576449AB88 / MASTR Asset-Backed Securities Trust, Series 2006-HE4, Class A2 4,81 -2,00 0,1513 -0,0070
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (US448973AD90) 4,74 -0,02 0,1493 -0,0038
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (US448973AD90) 4,74 -0,02 0,1493 -0,0038
ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A / ABS-MBS (US67118RAA68) 4,69 -4,58 0,1476 -0,0110
ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A / ABS-MBS (US67118RAA68) 4,69 -4,58 0,1476 -0,0110
VOLKSWAGEN GROUP OF AM / DBT (US92866BU298) 4,68 0,1473 0,1473
VOLKSWAGEN GROUP OF AM / DBT (US92866BU298) 4,68 0,1473 0,1473
CVC CORDATUS OPPORTUNITY LOAN COLFR 1A BR 144A / ABS-CBDO (XS3020835685) 4,66 9,08 0,1467 0,0089
CVC CORDATUS OPPORTUNITY LOAN COLFR 1A BR 144A / ABS-CBDO (XS3020835685) 4,66 9,08 0,1467 0,0089
US31418CSG05 / Fannie Mae Pool 4,64 -4,49 0,1461 -0,0107
US16159RAC97 / Chase Home Lending Mortgage Trust 2023-RPL2 4,62 -1,75 0,1453 -0,0063
US92922F7Q56 / WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust 4,55 -0,29 0,1431 -0,0040
US59023AAC09 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1 A2B 4,54 -11,49 0,1430 -0,0226
INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (XS2867986593) 4,53 8,85 0,1425 0,0083
INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (XS2867986593) 4,53 8,85 0,1425 0,0083
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) 4,53 -37,97 0,1425 -0,0930
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) 4,53 -37,97 0,1425 -0,0930
US78445QAE17 / SLM Private Education Loan Trust 2010-C 4,52 -3,93 0,1423 -0,0095
US52522CAE30 / LEHMAN XS TRUST LXS 2006 14N 2A 4,52 -1,20 0,1423 -0,0054
FNMA POOL BZ2331 FN 08/30 FIXED 4.86 / ABS-MBS (US3140NWSV86) 4,52 0,51 0,1421 -0,0029
FNMA POOL BZ2331 FN 08/30 FIXED 4.86 / ABS-MBS (US3140NWSV86) 4,52 0,51 0,1421 -0,0029
US87241EAQ89 / TCW CLO 2019-1 AMR Ltd 4,51 0,24 0,1419 -0,0032
BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (US090975AA18) 4,47 -4,12 0,1406 -0,0097
BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (US090975AA18) 4,47 -4,12 0,1406 -0,0097
01626P148 / Alimentation Couche-Tard Inc 4,44 0,1398 0,1398
01626P148 / Alimentation Couche-Tard Inc 4,44 0,1398 0,1398
US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC 4,42 0,18 0,1392 -0,0032
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A / ABS-MBS (US161931AP54) 4,42 -15,06 0,1390 -0,0288
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A / ABS-MBS (US161931AP54) 4,42 -15,06 0,1390 -0,0288
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A / ABS-O (US14688XAD93) 4,40 0,43 0,1384 -0,0029
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A / ABS-O (US14688XAD93) 4,40 0,43 0,1384 -0,0029
CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) 4,37 4,08 0,1374 0,0020
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 4,35 0,1370 0,1370
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 4,35 0,1370 0,1370
US48251JAN37 / KKR FINANCIAL CLO LTD KKR 18 BR 144A 4,31 0,16 0,1358 -0,0032
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 4,31 50,28 0,1357 0,0431
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 4,31 50,28 0,1357 0,0431
US46149MAA45 / Invesco CLO Ltd., Series 2021-2A, Class A 4,31 0,1356 0,1356
CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) 4,23 0,1332 0,1332
VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) 4,20 -5,92 0,1322 -0,0119
VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) 4,20 -5,92 0,1322 -0,0119
01626P148 / Alimentation Couche-Tard Inc 4,18 0,1317 0,1317
01626P148 / Alimentation Couche-Tard Inc 4,18 0,1317 0,1317
FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) 4,08 0,30 0,1283 -0,0028
FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) 4,08 0,30 0,1283 -0,0028
US41164YAB74 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 4,05 -0,93 0,1274 -0,0044
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A / ABS-MBS (US161927AC22) 4,03 -2,14 0,1269 -0,0060
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 4,00 0,1259 0,1259
LCM LTD PARTNERSHIP LCM 36A A1R 144A / ABS-CBDO (US50190LAL27) 3,99 0,13 0,1255 -0,0030
LCM LTD PARTNERSHIP LCM 36A A1R 144A / ABS-CBDO (US50190LAL27) 3,99 0,13 0,1255 -0,0030
CITIBANK NA CITIBANK NA / DBT (US17325FBK30) 3,98 1,04 0,1254 -0,0018
CITIBANK NA CITIBANK NA / DBT (US17325FBK30) 3,98 1,04 0,1254 -0,0018
VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (US92917RAL33) 3,98 -1,27 0,1252 -0,0048
VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (US92917RAL33) 3,98 -1,27 0,1252 -0,0048
XS2373706519 / Carlyle Euro CLO 2019-2 DAC 3,95 8,40 0,1244 0,0068
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (US03332AAA88) 3,94 1,05 0,1239 -0,0018
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (US03332AAA88) 3,94 1,05 0,1239 -0,0018
US85855CAB63 / Stellantis Finance US Inc 3,89 1,41 0,1224 -0,0013
US19424WAB37 / COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C A2 3,86 -2,72 0,1215 -0,0065
US962166BY91 / Weyerhaeuser Co 3,79 1,26 0,1194 -0,0015
HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (XS2874094274) 3,77 8,72 0,1185 0,0068
HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (XS2874094274) 3,77 8,72 0,1185 0,0068
US86358EDG89 / STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC9 2A 3,71 -11,29 0,1168 -0,0182
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 3,71 0,1168 0,1168
37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40) 3,70 0,11 0,1166 -0,0028
SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (US87167GCH11) 3,70 -0,08 0,1166 -0,0030
SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (US87167GCH11) 3,70 -0,08 0,1166 -0,0030
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A / ABS-MBS (US16159MAA45) 3,70 -2,99 0,1164 -0,0066
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A / ABS-MBS (US16159MAA45) 3,70 -2,99 0,1164 -0,0066
ATLX TRUST ATLX 2024 RPL1 A1 144A / ABS-MBS (US049915AA90) 3,69 -1,71 0,1161 -0,0050
ATLX TRUST ATLX 2024 RPL1 A1 144A / ABS-MBS (US049915AA90) 3,69 -1,71 0,1161 -0,0050
NDDUEAFE TRS EQUITY FEDL01+36 JPM / DE (000000000) 3,67 0,1154 0,1154
NDDUEAFE TRS EQUITY FEDL01+36 JPM / DE (000000000) 3,67 0,1154 0,1154
SCE.PRK / SCE Trust V - Preferred Security 3,64 0,36 0,1145 -0,0024
SCE.PRK / SCE Trust V - Preferred Security 3,64 0,36 0,1145 -0,0024
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A3 / ABS-O (US36268GAD79) 3,62 -0,06 0,1139 -0,0030
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A3 / ABS-O (US36268GAD79) 3,62 -0,06 0,1139 -0,0030
01626P148 / Alimentation Couche-Tard Inc 3,61 0,1135 0,1135
01626P148 / Alimentation Couche-Tard Inc 3,61 0,1135 0,1135
TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A / ABS-MBS (US89183EAA91) 3,60 -8,43 0,1132 -0,0135
TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A / ABS-MBS (US89183EAA91) 3,60 -8,43 0,1132 -0,0135
US61747YEC57 / Morgan Stanley 3,59 0,93 0,1130 -0,0018
US65536MAE75 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE2 M1 3,59 -2,61 0,1130 -0,0059
US92539XAA28 / Verus Securitization Trust 2023-6 3,57 -7,83 0,1122 -0,0126
FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 / ABS-MBS (US3142GQBT84) 3,56 -2,01 0,1120 -0,0052
FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 / ABS-MBS (US3142GQBT84) 3,56 -2,01 0,1120 -0,0052
US75405WAG78 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS10 M3 3,54 -6,02 0,1116 -0,0101
US41162DAD12 / HarborView Mortgage Loan Trust 2006-12 3,54 -1,88 0,1115 -0,0050
PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A B 144A / ABS-CBDO (XS2999624070) 3,54 9,22 0,1115 0,0068
PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A B 144A / ABS-CBDO (XS2999624070) 3,54 9,22 0,1115 0,0068
XS2309452766 / GRIFFITH PARK CLO GRIPK 1A A1RA 144A 3,54 -15,00 0,1114 -0,0229
US39539GAA04 / GREENPOINT MORTGAGE FUNDING TR GPMF 2006 OH1 A1 3,52 -1,01 0,1109 -0,0039
US70069FBV85 / PARK PLACE SECURITIES INC PPSI 2004 WHQ1 M5 3,50 0,32 0,1101 -0,0024
US842587DE49 / Southern Co. (The), Series A 3,48 1,52 0,1095 -0,0011
REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) 3,43 9,44 0,1080 0,0068
REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) 3,43 9,44 0,1080 0,0068
MX0SGO0000K0 / Mexican Udibonos 3,42 11,64 0,1078 0,0088
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) 3,38 0,1064 0,1064
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) 3,38 0,1064 0,1064
CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (EZ2BLZ4YH9B3) 3,38 0,1063 0,1063
US74143JAA97 / PRET 2021-RN3 LLC 3,36 -4,11 0,1058 -0,0073
MX0MGO0001F1 / Mexican Bonos 3,34 -1,65 0,1052 -0,0045
US86361HAB06 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG 3,32 -2,36 0,1044 -0,0052
TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) 3,29 0,61 0,1036 -0,0019
TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) 3,29 0,61 0,1036 -0,0019
US14686TAC27 / CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A 3,26 -22,45 0,1028 -0,0331
MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (US62432UAN19) 3,20 0,06 0,1009 -0,0025
US61744CXN19 / MSAC 2006-WMC1 M1 3,20 0,88 0,1008 -0,0016
OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85) 3,20 -24,31 0,1006 -0,0357
OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85) 3,20 -24,31 0,1006 -0,0357
MX0MGO000102 / Mexican Bonos 3,17 -8,06 0,0998 -0,0115
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A / ABS-MBS (US67119DAA63) 3,14 -6,96 0,0989 -0,0101
WISE CLO LTD WYZE 2025 2A B 144A / ABS-CBDO (US97720BAC46) 3,13 0,26 0,0985 -0,0022
WISE CLO LTD WYZE 2025 2A B 144A / ABS-CBDO (US97720BAC46) 3,13 0,26 0,0985 -0,0022
US55283QAA22 / MFA 2021-RPL1 Trust 3,12 -4,30 0,0982 -0,0070
US83611MKZ04 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 3,11 -5,18 0,0979 -0,0080
US55285WAA71 / MFA Trust, Series 2023-NQM2, Class A1 3,11 -3,51 0,0979 -0,0061
US36361UAQ31 / GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A 3,11 -0,06 0,0978 -0,0025
US749241AA33 / RALI Series 2007-QH9 Trust 3,10 -1,93 0,0977 -0,0044
VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A / ABS-MBS (US92540HAA41) 3,09 -9,71 0,0972 -0,0131
VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A / ABS-MBS (US92540HAA41) 3,09 -9,71 0,0972 -0,0131
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 3,09 0,52 0,0972 -0,0019
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 3,09 0,52 0,0972 -0,0019
ALBACORE EURO CLO ALBAC 4A AR 144A / ABS-CBDO (XS2861758642) 3,07 9,15 0,0965 0,0059
ALBACORE EURO CLO ALBAC 4A AR 144A / ABS-CBDO (XS2861758642) 3,07 9,15 0,0965 0,0059
ZAG000077470 / Republic of South Africa Government Bond 3,06 7,29 0,0963 0,0043
US36267FAE88 / GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A 3,06 -0,42 0,0963 -0,0028
AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (XS2935873880) 3,05 0,66 0,0960 -0,0018
AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (XS2935873880) 3,05 0,66 0,0960 -0,0018
US3133KQPE07 / Freddie Mac Pool 3,05 -0,33 0,0960 -0,0027
US55379AAC80 / M360 2021-CRE3 Ltd 3,05 -0,07 0,0960 -0,0025
COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (US19688VAA89) 3,05 -7,62 0,0959 -0,0105
COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (US19688VAA89) 3,05 -7,62 0,0959 -0,0105
US67117PAA12 / OBX Trust, Series 2023-NQM3, Class A1 3,04 -5,50 0,0958 -0,0081
TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) 3,03 0,0954 0,0954
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 3,02 0,0952 0,0952
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 3,02 0,0952 0,0952
FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (US3140LLCK58) 3,01 0,67 0,0947 -0,0017
FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (US3140LLCK58) 3,01 0,67 0,0947 -0,0017
LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86) 3,00 0,20 0,0945 -0,0022
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (US83207VAA61) 2,95 -2,92 0,0930 -0,0052
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (US83207VAA61) 2,95 -2,92 0,0930 -0,0052
US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust 2,94 -2,97 0,0926 -0,0052
US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds 2,94 -1,41 0,0926 -0,0037
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) 2,94 -25,20 0,0926 -0,0343
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) 2,94 -25,20 0,0926 -0,0343
US542512AD07 / Long Beach Mortgage Loan Trust 2006-11 2,94 -0,84 0,0924 -0,0031
US75970JAF30 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3 2,92 -10,94 0,0920 -0,0139
FNMA POOL BW2319 FN 08/52 FIXED 4.5 / ABS-MBS (US3140MTSH72) 2,92 -4,30 0,0919 -0,0065
FNMA POOL BW2319 FN 08/52 FIXED 4.5 / ABS-MBS (US3140MTSH72) 2,92 -4,30 0,0919 -0,0065
US12598JAC53 / CSMC 2021-RPL7 Trust 2,89 -3,44 0,0910 -0,0056
NDDUEAFE TRS EQUITY FEDL01+35 GST / DE (000000000) 2,88 0,0907 0,0907
NDDUEAFE TRS EQUITY FEDL01+35 GST / DE (000000000) 2,88 0,0907 0,0907
NDDUEAFE TRS EQUITY FEDL01+32 JPM / DE (000000000) 2,88 0,0906 0,0906
PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (US69828QAD97) 2,84 0,92 0,0894 -0,0014
US751153AA50 / RALI SERIES 2006-QO10 TRUST RALI 2006-QO10 A1 2,83 -3,51 0,0891 -0,0056
CIM TRUST CIM 2024 R1 A1 144A / ABS-MBS (US17179VAA89) 2,82 -4,22 0,0886 -0,0062
US03072SVS12 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M2 2,79 0,50 0,0879 -0,0018
PRP ADVISORS, LLC PRPM 2025 RCF1 A1 144A / ABS-MBS (US74390RAA14) 2,78 -4,27 0,0876 -0,0062
PRP ADVISORS, LLC PRPM 2025 RCF1 A1 144A / ABS-MBS (US74390RAA14) 2,78 -4,27 0,0876 -0,0062
FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) 2,77 0,0872 0,0872
FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) 2,77 0,0872 0,0872
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) 2,74 0,0864 0,0864
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) 2,74 0,0864 0,0864
US69547UAC27 / PAID_23-6 2,65 -8,80 0,0835 -0,0103
US93364EAA29 / WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust 2,65 -2,51 0,0833 -0,0043
PRKCM TRUST PRKCM 2024 HOME1 A1 144A / ABS-MBS (US69391XAA72) 2,64 -10,46 0,0833 -0,0121
PRKCM TRUST PRKCM 2024 HOME1 A1 144A / ABS-MBS (US69391XAA72) 2,64 -10,46 0,0833 -0,0121
US780097BG51 / NatWest Group PLC 2,63 0,81 0,0827 -0,0014
US12668UAG67 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A3 2,60 -2,11 0,0819 -0,0039
NDDUEAFE TRS EQUITY FEDL01+28 CBK / DE (000000000) 2,58 0,0812 0,0812
TRT061124T11 / Turkey Government Bond 2,58 -2,72 0,0812 -0,0044
R2037 / South Africa - Sovereign or Government Agency Debt 2,55 8,41 0,0803 0,0044
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 2,52 0,08 0,0795 -0,0019
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 2,52 0,08 0,0795 -0,0019
TRT061124T11 / Turkey Government Bond 2,51 -2,26 0,0790 -0,0039
BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 2,50 -91,07 0,0788 -0,8247
US95000U2S19 / Wells Fargo & Co 2,50 0,97 0,0787 -0,0012
XS2350015942 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A 2,46 -11,55 0,0774 -0,0123
US673919AL09 / OBX Trust, Series 2023-NQM5, Class A1A 2,39 -6,98 0,0751 -0,0077
FNMA POOL BZ0976 FN 05/29 FIXED 4.85 / ABS-MBS (US3140NVCN51) 2,38 0,30 0,0749 -0,0017
FNMA POOL BZ0976 FN 05/29 FIXED 4.85 / ABS-MBS (US3140NVCN51) 2,38 0,30 0,0749 -0,0017
RFR USD SOFR/3.00000 03/19/25-5Y CME / DIR (EZ9JNZJCQVZ3) 2,38 -26,90 0,0748 -0,0301
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A BR 144A / ABS-CBDO (XS3040415286) 2,36 9,25 0,0744 0,0046
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A BR 144A / ABS-CBDO (XS3040415286) 2,36 9,25 0,0744 0,0046
CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A / ABS-MBS (US22757BAA26) 2,36 -9,24 0,0742 -0,0096
ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (US034942AA08) 2,35 -3,81 0,0740 -0,0048
ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (US034942AA08) 2,35 -3,81 0,0740 -0,0048
STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (XS2728570248) 2,35 0,17 0,0739 -0,0017
STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (XS2728570248) 2,35 0,17 0,0739 -0,0017
XS1794675931 / Fairfax Financial Holdings Ltd 2,34 10,05 0,0738 0,0051
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 1 A11 144A / ABS-MBS (US17332CBX39) 2,34 -9,47 0,0737 -0,0098
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 1 A11 144A / ABS-MBS (US17332CBX39) 2,34 -9,47 0,0737 -0,0098
US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 2,32 -5,30 0,0731 -0,0060
US83406TAB89 / SoFi Professional Loan Program 2020-ATrust 2,32 -7,27 0,0731 -0,0077
RAD CLO LTD RAD 2019 4A AR 144A / ABS-CBDO (US749984AA83) 2,31 -16,29 0,0728 -0,0164
RAD CLO LTD RAD 2019 4A AR 144A / ABS-CBDO (US749984AA83) 2,31 -16,29 0,0728 -0,0164
SCE.PRK / SCE Trust V - Preferred Security 2,31 0,04 0,0728 -0,0018
SCE.PRK / SCE Trust V - Preferred Security 2,31 0,04 0,0728 -0,0018
US715638BE14 / Peruvian Government International Bond 2,28 -15,63 0,0719 -0,0155
US93935LAB45 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 2A 2,28 -0,91 0,0719 -0,0025
US80287DAC11 / SDART 23-6 A3 5.93% 07-17-28/07-15-26 2,28 -9,57 0,0716 -0,0096
XS1725823469 / MADISON PARK EURO FUNDING CADOG 10A A1 144A 2,27 6,62 0,0715 0,0027
US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A 2,26 -0,57 0,0712 -0,0022
CZECH / Czech Republic Government Bond 2,26 9,86 0,0712 0,0048
NDDUEAFE TRS EQUITY FEDL01+30 ULO / DE (000000000) 2,26 0,0711 0,0711
NDDUEAFE TRS EQUITY FEDL01+30 ULO / DE (000000000) 2,26 0,0711 0,0711
US55275NAE13 / MARM 2006-0A2 2A1 2,25 7,30 0,0708 0,0032
CARLYLE EURO CLO CGMSE 2019 2A A2EB 144A / ABS-CBDO (XS2373707327) 2,25 8,33 0,0708 0,0038
US126650DJ69 / CVS Health Corp 2,24 1,64 0,0704 -0,0006
US054561AJ49 / AXA EQUITABLE HOLDINGS I SR UNSECURED 04/28 4.35 2,23 0,68 0,0702 -0,0013
PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (US69380WAA27) 2,22 -11,64 0,0700 -0,0112
PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (US69380WAA27) 2,22 -11,64 0,0700 -0,0112
SCE.PRK / SCE Trust V - Preferred Security 2,21 0,23 0,0697 -0,0016
SCE.PRK / SCE Trust V - Preferred Security 2,21 0,23 0,0697 -0,0016
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) 2,21 0,64 0,0697 -0,0013
CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A / ABS-O (US14318WAB37) 2,20 -44,72 0,0694 -0,0593
CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A / ABS-O (US14318WAB37) 2,20 -44,72 0,0694 -0,0593
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) 2,20 0,0691 0,0691
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) 2,20 0,0691 0,0691
US654744AB77 / Nissan Motor Co Ltd 2,19 0,46 0,0689 -0,0014
NDDUEAFE TRS EQUITY FEDL01+32 ULO / DE (000000000) 2,18 0,0685 0,0685
US17310UAB89 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR1 A2 2,18 -2,55 0,0685 -0,0036
GCAT GCAT 2024 NQM2 A1 144A / ABS-MBS (US36831CAA09) 2,17 -10,17 0,0682 -0,0096
US67448GAA13 / OBX 23-NQM4 A1 144A 6.113% 03-25-63/05-25-27 2,16 -6,80 0,0682 -0,0068
NDDUEAFE TRS EQUITY FEDL01+47 CBK / DE (000000000) 2,16 0,0681 0,0681
OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) 2,16 0,47 0,0680 -0,0014
US22846FAE88 / CROWN POINT CLO LTD CRNPT 2021 10A B 144A 2,16 0,33 0,0678 -0,0015
US14686TAD00 / Carvana Auto Receivables Trust, Series 2023-P2, Class A4 2,15 -0,19 0,0676 -0,0019
PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A / ABS-MBS (US69380XAA00) 2,12 -3,42 0,0667 -0,0041
EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A3 / ABS-O (US30165AAC99) 2,10 -0,28 0,0662 -0,0019
EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A3 / ABS-O (US30165AAC99) 2,10 -0,28 0,0662 -0,0019
US89289EBA10 / TRALEE CDO LTD TRAL 2019 6A AJR 144A 2,10 -0,05 0,0662 -0,0017
US59022QAC69 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B 2,10 -1,36 0,0662 -0,0026
FNMA POOL CB7320 FN 09/53 FIXED 4.5 / ABS-MBS (US3140QTD220) 2,10 -0,33 0,0660 -0,0019
FCT / Fincantieri S.p.A. 2,09 1,90 0,0658 -0,0004
FCT / Fincantieri S.p.A. 2,09 1,90 0,0658 -0,0004
US912810RL44 / United States Treasury Inflation Indexed Bonds 2,09 -2,84 0,0658 -0,0036
GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) 2,08 1,62 0,0653 -0,0006
GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) 2,08 1,62 0,0653 -0,0006
US61753NAA81 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A 2,06 -0,34 0,0648 -0,0019
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (US67119CAA80) 2,06 -7,76 0,0647 -0,0072
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A2A 144A / ABS-O (US17331XAB73) 2,04 -47,91 0,0644 -0,0623
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A2A 144A / ABS-O (US17331XAB73) 2,04 -47,91 0,0644 -0,0623
R2032 / South Africa - Corporate Bond/Note 2,04 7,52 0,0643 0,0030
MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8B93) 2,04 0,29 0,0643 -0,0014
MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8B93) 2,04 0,29 0,0643 -0,0014
US74333QAA31 / Progress Residential Trust, Series 2021-SFR9, Class A 2,02 2,07 0,0637 -0,0003
US81377AAE29 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D 2,02 -0,59 0,0637 -0,0020
US48275EAA47 / KREF 2022-FL3 Ltd 2,00 -13,57 0,0630 -0,0117
HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95 / DBT (US40440VAK17) 1,99 0,0627 0,0627
HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95 / DBT (US40440VAK17) 1,99 0,0627 0,0627
TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 C A2A / ABS-O (US89237QAB68) 1,95 -29,35 0,0613 -0,0276
TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 C A2A / ABS-O (US89237QAB68) 1,95 -29,35 0,0613 -0,0276
US03512TAF84 / AngloGold Ashanti Holdings PLC 1,91 1,17 0,0601 -0,0008
US05552CAA27 / BINOM Securitization Trust 2022-RPL1 1,89 -1,71 0,0596 -0,0026
CDX IG43 5Y ICE / DCR (EZ10N17RBN04) 1,89 -84,76 0,0595 -0,3409
CDX IG43 5Y ICE / DCR (EZ10N17RBN04) 1,89 -84,76 0,0595 -0,3409
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A / ABS-MBS (US69391YAA55) 1,89 -2,73 0,0595 -0,0032
US55275NAA90 / MASTR Adjustable Rate Mortgages Trust 2006-OA2 1,89 0,16 0,0594 -0,0014
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 1,88 1,08 0,0592 -0,0008
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 1,88 1,08 0,0592 -0,0008
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A / ABS-O (US023947AB05) 1,87 -36,55 0,0589 -0,0363
US28504DAB91 / Electricite de France SA 1,85 0,32 0,0584 -0,0013
US30331GAC50 / FHF Trust 2023-1 1,85 -23,30 0,0583 -0,0196
US12481QAC96 / CBAM 2018-5 Ltd 1,82 -24,47 0,0573 -0,0205
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 1,81 0,33 0,0571 -0,0012
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 1,81 0,33 0,0571 -0,0012
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 1,80 0,0567 0,0567
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 1,80 0,0567 0,0567
PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) 1,80 0,73 0,0567 -0,0010
PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) 1,80 0,73 0,0567 -0,0010
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A / ABS-MBS (US74939FAA57) 1,79 -8,15 0,0564 -0,0066
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A / ABS-MBS (US74939FAA57) 1,79 -8,15 0,0564 -0,0066
US3133KR3E22 / FED HM LN PC POOL RA9797 FR 09/53 FIXED 5 1,79 -1,92 0,0564 -0,0025
VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A / ABS-MBS (US924926AA67) 1,77 -5,49 0,0559 -0,0047
VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A / ABS-MBS (US924926AA67) 1,77 -5,49 0,0559 -0,0047
FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A / ABS-O (US30339EAB48) 1,77 -11,48 0,0559 -0,0088
FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A / ABS-O (US30339EAB48) 1,77 -11,48 0,0559 -0,0088
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) 1,77 0,0557 0,0557
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) 1,77 0,0557 0,0557
RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) 1,73 54,89 0,0544 0,0184
RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) 1,73 54,89 0,0544 0,0184
US65535HAS85 / Nomura Holdings Inc 1,72 1,77 0,0543 -0,0004
PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (US69381LAA52) 1,72 -2,87 0,0543 -0,0030
PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (US69381LAA52) 1,72 -2,87 0,0543 -0,0030
GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) 1,72 1,36 0,0540 -0,0006
GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) 1,72 1,36 0,0540 -0,0006
US12670FAA84 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A 1,70 -0,81 0,0537 -0,0018
FNMA POOL BS9220 FN 08/30 FIXED 4.72 / ABS-MBS (US3140LLG627) 1,70 0,18 0,0535 -0,0013
FNMA POOL BS9220 FN 08/30 FIXED 4.72 / ABS-MBS (US3140LLG627) 1,70 0,18 0,0535 -0,0013
US59024JAA43 / Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3 1,70 -4,39 0,0535 -0,0039
NDDUEAFE TRS EQUITY SOFR+28 MYI / DE (000000000) 1,69 0,0532 0,0532
NDDUEAFE TRS EQUITY SOFR+28 MYI / DE (000000000) 1,69 0,0532 0,0532
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) 1,68 0,0529 0,0529
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) 1,68 0,0529 0,0529
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A / ABS-O (US448973AB35) 1,68 -35,65 0,0529 -0,0314
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A / ABS-O (US448973AB35) 1,68 -35,65 0,0529 -0,0314
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A B 144A / ABS-CBDO (XS2865669522) 1,65 8,83 0,0520 0,0030
US74923GAC78 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 1,65 -1,73 0,0519 -0,0022
US542514NE09 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 1,63 -1,39 0,0514 -0,0020
US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 1,62 -3,40 0,0510 -0,0031
HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ADA25) 1,61 0,00 0,0508 -0,0013
HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ADA25) 1,61 0,00 0,0508 -0,0013
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A / ABS-CBDO (US03330HAA59) 1,61 -9,32 0,0506 -0,0066
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 1,60 1,01 0,0505 -0,0008
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 1,60 1,01 0,0505 -0,0008
NDDUEAFE TRS EQUITY FEDL01+28 MEI / DE (000000000) 1,60 0,0504 0,0504
NDDUEAFE TRS EQUITY FEDL01+28 MEI / DE (000000000) 1,60 0,0504 0,0504
FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) 1,60 0,0504 0,0504
FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) 1,60 0,0504 0,0504
US52522EAA73 / Lehman XS Trust, Series 2006-7, Class 1A1A 1,59 -0,88 0,0499 -0,0017
US40430MAC10 / HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A2 1,56 -2,13 0,0492 -0,0024
US36190GAE89 / GSMSC Pass-Through Trust 2009-4R 1,55 -1,71 0,0488 -0,0021
JACKSON NATL LIFE GLOBAL SECURED 144A 01/30 5.35 / DBT (US46849LVE81) 1,54 0,78 0,0486 -0,0008
JACKSON NATL LIFE GLOBAL SECURED 144A 01/30 5.35 / DBT (US46849LVE81) 1,54 0,78 0,0486 -0,0008
US12666SAA69 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 1A 1,52 -2,87 0,0480 -0,0027
US78436TAD81 / SBALT 2023-A A4 1,52 -0,46 0,0479 -0,0014
US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 1,52 -0,79 0,0477 -0,0016
US42806MBS70 / Hertz Vehicle Financing III LLC 1,51 -0,13 0,0475 -0,0013
37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) 1,50 0,13 0,0473 -0,0011
37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) 1,50 0,13 0,0473 -0,0011
US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 1,49 -2,36 0,0470 -0,0023
US00442JAA25 / ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1 1,48 -1,60 0,0466 -0,0019
US71429MAC91 / Perrigo Finance Unlimited Co 1,48 2,86 0,0465 0,0002
US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 1,45 -26,60 0,0456 -0,0181
US12663TAA79 / CSMC_22-RPL4 1,44 -3,23 0,0452 -0,0027
US130685C814 / California (State of) Public Works Board (California State University), Series 2010 B-2, RB 1,42 -0,07 0,0448 -0,0012
US06738EBD67 / Barclays PLC 1,41 0,71 0,0445 -0,0008
US78449CAB46 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A 1,41 -5,49 0,0445 -0,0037
FANNIE MAE FNR 2025 54 FM / ABS-MBS (US3136BWNW23) 1,40 0,0441 0,0441
US939346AA00 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust 1,40 -3,79 0,0440 -0,0029
US96041AAC09 / WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL A2 REGD 144A P/P 6.23000000 1,39 -62,08 0,0439 -0,0746
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 1,38 0,0435 0,0435
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 1,38 0,0435 0,0435
TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (US89289EBL74) 1,38 -17,15 0,0435 -0,0103
TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (US89289EBL74) 1,38 -17,15 0,0435 -0,0103
TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (US89182JAA97) 1,38 -9,29 0,0433 -0,0057
TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (US89182JAA97) 1,38 -9,29 0,0433 -0,0057
US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 1,37 0,89 0,0430 -0,0007
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) 1,36 100,15 0,0428 0,0209
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) 1,36 100,15 0,0428 0,0209
US55336VBQ23 / MPLX LP 1,36 1,65 0,0428 -0,0004
XS2304366656 / HARVEST CLO HARVT 16A ARR 144A 1,34 -6,87 0,0423 -0,0042
US87264ACQ67 / T-Mobile USA Inc 1,32 1,85 0,0416 -0,0003
US3140JANZ71 / FNMA POOL BM5807 FN 04/48 FIXED VAR 1,31 -1,87 0,0414 -0,0019
US912810RA88 / United States Treasury Inflation Indexed Bonds 1,31 -2,46 0,0413 -0,0021
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) 1,31 -0,15 0,0412 -0,0011
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) 1,31 -0,15 0,0412 -0,0011
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 1,30 1,24 0,0410 -0,0005
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 1,30 1,24 0,0410 -0,0005
CDX HY44 5Y ICE / DCR (000000000) 1,30 0,0408 0,0408
CDX HY44 5Y ICE / DCR (000000000) 1,30 0,0408 0,0408
US362334LJ15 / GSAMP TRUST GSAMP 2006 HE2 M1 1,30 -21,41 0,0408 -0,0124
US23246BAK70 / Countrywide Asset-Backed Certificates 1,29 -2,71 0,0408 -0,0022
CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A / ABS-O (US16144BAB45) 1,28 -54,67 0,0402 -0,0507
CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A / ABS-O (US16144BAB45) 1,28 -54,67 0,0402 -0,0507
VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A / ABS-MBS (US92540GAA67) 1,25 -9,22 0,0394 -0,0051
VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A / ABS-MBS (US92540GAA67) 1,25 -9,22 0,0394 -0,0051
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A2A / ABS-O (US36268GAB14) 1,22 -52,63 0,0385 -0,0448
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A2A / ABS-O (US36268GAB14) 1,22 -52,63 0,0385 -0,0448
US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA 1,20 -3,84 0,0378 -0,0025
US45660LXN45 / RESIDENTIAL ASSET SECURITIZATI RAST 2005 A10 A4 1,18 -0,84 0,0372 -0,0013
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 1,18 0,0371 0,0371
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 1,18 0,0371 0,0371
TREASURY BILL 08/25 0.00000 / DBT (US912797PQ48) 1,16 0,0366 0,0366
TREASURY BILL 08/25 0.00000 / DBT (US912797PQ48) 1,16 0,0366 0,0366
US16412XAJ46 / Cheniere Corpus Christi Holdings LLC 1,16 0,96 0,0365 -0,0005
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (US03332DAA28) 1,15 -0,26 0,0362 -0,0010
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (US03332DAA28) 1,15 -0,26 0,0362 -0,0010
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 1,14 0,71 0,0360 -0,0006
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 1,14 0,71 0,0360 -0,0006
S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) 1,14 0,62 0,0358 -0,0007
US362341JL40 / GSAA HOME EQUITY TRUST GSAA 2005 10 M5 1,12 -24,70 0,0352 -0,0127
E1IX34 / Edison International - Depositary Receipt (Common Stock) 1,12 -8,07 0,0352 -0,0041
E1IX34 / Edison International - Depositary Receipt (Common Stock) 1,12 -8,07 0,0352 -0,0041
RYBD34 / Royal Bank of Canada (Brasil) S.A. - Depositary Receipt (Common Stock) 1,12 0,63 0,0351 -0,0006
RYBD34 / Royal Bank of Canada (Brasil) S.A. - Depositary Receipt (Common Stock) 1,12 0,63 0,0351 -0,0006
US03065UAB52 / Americredit Automobile Receivables Trust 2023-2 1,11 -58,31 0,0350 -0,0510
PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) 1,11 5,82 0,0349 0,0011
PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) 1,11 5,82 0,0349 0,0011
BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (US072926AC22) 1,10 -0,36 0,0348 -0,0010
BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (US072926AC22) 1,10 -0,36 0,0348 -0,0010
US14688EAC30 / CRVNA_23-P1 1,08 -29,61 0,0341 -0,0156
US86360UAC09 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3 1,08 -1,37 0,0341 -0,0014
US81375WEG78 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR2 M3 1,07 -1,47 0,0337 -0,0013
317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) 1,07 0,0336 0,0336
US76110HZE25 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA4 CB1 1,07 -1,57 0,0336 -0,0014
US59981TAC99 / MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000 1,07 -9,36 0,0335 -0,0044
US23371DAG97 / DAE Funding LLC 1,06 0,95 0,0333 -0,0005
US03329TAG94 / Anchorage Credit Funding 4 Ltd. 1,05 2,75 0,0330 0,0001
US74143FAA75 / PRET_21-RN2 1,05 -8,33 0,0329 -0,0039
REACH FINANCIAL LLC REACH 2024 1A A 144A / ABS-O (US75526PAA93) 1,05 -40,96 0,0329 -0,0242
REACH FINANCIAL LLC REACH 2024 1A A 144A / ABS-O (US75526PAA93) 1,05 -40,96 0,0329 -0,0242
US61747YEV39 / Morgan Stanley 1,04 0,10 0,0328 -0,0008
US74923HAK77 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A1 1,03 -3,48 0,0323 -0,0020
VICI PROPERTIES LP SR UNSECURED 04/35 5.625 / DBT (US925650AK98) 1,01 1,41 0,0318 -0,0003
VICI PROPERTIES LP SR UNSECURED 04/35 5.625 / DBT (US925650AK98) 1,01 1,41 0,0318 -0,0003
US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 1,01 -8,88 0,0317 -0,0040
MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (US55416AAA79) 1,00 0,30 0,0316 -0,0007
MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (US55416AAA79) 1,00 0,30 0,0316 -0,0007
UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) 1,00 0,10 0,0316 -0,0008
UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) 1,00 0,10 0,0316 -0,0008
VICI PROPERTIES LP SR UNSECURED 11/31 5.125 / DBT (US925650AH69) 1,00 1,42 0,0315 -0,0003
VICI PROPERTIES LP SR UNSECURED 11/31 5.125 / DBT (US925650AH69) 1,00 1,42 0,0315 -0,0003
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 1,00 0,0313 0,0313
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 1,00 0,0313 0,0313
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 0,99 -2,17 0,0313 -0,0015
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 0,99 -2,17 0,0313 -0,0015
NDDUEAFE TRS EQUITY SOFR+29 MYI / DE (000000000) 0,98 0,0309 0,0309
NDDUEAFE TRS EQUITY SOFR+29 MYI / DE (000000000) 0,98 0,0309 0,0309
PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (US694961AA13) 0,98 -17,73 0,0308 -0,0076
PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (US694961AA13) 0,98 -17,73 0,0308 -0,0076
US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 0,95 1,38 0,0300 -0,0003
XS2303818954 / TAURUS CMBS TAURS 2021 UK1A A 144A 0,95 6,37 0,0300 0,0011
US694308JW85 / Pacific Gas and Electric Co 0,95 0,96 0,0299 -0,0004
FCT / Fincantieri S.p.A. 0,94 0,0297 0,0297
FCT / Fincantieri S.p.A. 0,94 0,0297 0,0297
60AU / InterContinental Hotels Group PLC - Corporate Bond/Note 0,94 9,59 0,0295 0,0019
US842400HS51 / Southern California Edison Co. 0,94 0,00 0,0295 -0,0007
US92539TAA16 / Verus Securitization Trust, Series 2023-4, Class A1 0,92 -11,51 0,0291 -0,0046
CDX HY43 5Y ICE / DCR (EZ4J83TSRL27) 0,91 -40,75 0,0288 -0,0210
CDX HY43 5Y ICE / DCR (EZ4J83TSRL27) 0,91 -40,75 0,0288 -0,0210
MARS INC SR UNSECURED 144A 03/35 5.2 / DBT (US571676BA26) 0,91 0,77 0,0287 -0,0005
MARS INC SR UNSECURED 144A 03/35 5.2 / DBT (US571676BA26) 0,91 0,77 0,0287 -0,0005
US23246LAA70 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 1A 0,91 -1,73 0,0286 -0,0012
US07386HUJ84 / BEAR STEARNS ALT A TRUST BALTA 2005 5 22A1 0,91 -3,10 0,0286 -0,0016
US00774MAX39 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 0,91 2,26 0,0285 -0,0001
US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 0,91 -1,84 0,0285 -0,0013
MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1 / ABS-MBS (US61776YAA73) 0,90 -2,16 0,0285 -0,0014
MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1 / ABS-MBS (US61776YAA73) 0,90 -2,16 0,0285 -0,0014
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (US96043RAD98) 0,90 -0,22 0,0284 -0,0008
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (US96043RAD98) 0,90 -0,22 0,0284 -0,0008
US46625HRY89 / JPMorgan Chase & Co. 0,89 0,45 0,0281 -0,0006
US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 0,89 -5,84 0,0279 -0,0025
TREASURY BILL 09/25 0.00000 / DBT (US912797MH75) 0,88 0,0278 0,0278
TREASURY BILL 09/25 0.00000 / DBT (US912797MH75) 0,88 0,0278 0,0278
MX0SGO0000F0 / Mexican Udibonos 0,87 11,34 0,0275 0,0022
ACHV ABS TRUST ACHV 2025 1PL B 144A / ABS-O (US00112MAB28) 0,86 -13,43 0,0272 -0,0050
ACHV ABS TRUST ACHV 2025 1PL B 144A / ABS-O (US00112MAB28) 0,86 -13,43 0,0272 -0,0050
US466309AA90 / JP Morgan Alternative Loan Trust 0,86 -3,26 0,0271 -0,0016
US36183XQ869 / GNMA POOL AL2279 GN 03/45 FIXED 3.5 0,85 -1,74 0,0267 -0,0012
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (US03330LAA61) 0,84 -6,84 0,0266 -0,0026
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (US03330LAA61) 0,84 -6,84 0,0266 -0,0026
US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd 0,82 -5,53 0,0258 -0,0022
RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) 0,82 -57,33 0,0258 -0,0361
RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) 0,82 -57,33 0,0258 -0,0361
US81375WFU53 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1 0,79 -7,80 0,0250 -0,0028
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,78 0,0246 0,0246
US43732VAT35 / Home Partners of America 2021-2 Trust 0,78 -4,79 0,0244 -0,0019
US03290AAA88 / Anchorage Credit Funding Ltd. 0,75 1,21 0,0237 -0,0003
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 0,75 -4,60 0,0235 -0,0018
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 0,75 -4,60 0,0235 -0,0018
FCT / Fincantieri S.p.A. 0,72 1,12 0,0228 -0,0003
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (US78397XAB01) 0,72 -42,36 0,0226 -0,0176
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (US78397XAB01) 0,72 -42,36 0,0226 -0,0176
US46628MAG15 / JP Morgan Mortgage Acquisition Trust 2006-CW1 0,71 -6,71 0,0223 -0,0022
AMERICAN HOMES 4 RENT SR UNSECURED 06/30 4.95 / DBT (US02666TAK34) 0,71 0,0223 0,0223
AMERICAN HOMES 4 RENT SR UNSECURED 06/30 4.95 / DBT (US02666TAK34) 0,71 0,0223 0,0223
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A / ABS-MBS (US749424AA57) 0,69 -10,22 0,0216 -0,0031
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A / ABS-MBS (US749424AA57) 0,69 -10,22 0,0216 -0,0031
CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) 0,68 0,0213 0,0213
CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) 0,68 0,0213 0,0213
US033295AA45 / Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A 0,65 -0,31 0,0205 -0,0006
US912810SD19 / United States Treas Bds Bond 0,65 -2,71 0,0204 -0,0011
US3140QSDY42 / FNMA POOL CB6418 FN 05/53 FIXED 5 0,64 -1,99 0,0202 -0,0009
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A / ABS-MBS (US693989AA39) 0,63 -3,51 0,0199 -0,0012
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A / ABS-MBS (US693989AA39) 0,63 -3,51 0,0199 -0,0012
SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (US78437VAC46) 0,63 -50,28 0,0198 -0,0210
SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (US78437VAC46) 0,63 -50,28 0,0198 -0,0210
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0,62 0,0197 0,0197
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0,62 0,0197 0,0197
PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A2 144A / ABS-O (US74113QAC50) 0,62 -63,18 0,0196 -0,0350
PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A2 144A / ABS-O (US74113QAC50) 0,62 -63,18 0,0196 -0,0350
US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL 0,62 -8,31 0,0195 -0,0023
F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 / DBT (US30321L2J09) 0,62 1,15 0,0194 -0,0003
F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 / DBT (US30321L2J09) 0,62 1,15 0,0194 -0,0003
US61744CKP04 / Morgan Stanley ABS Capital I Inc Trust 2005-HE1 0,62 -2,53 0,0194 -0,0010
US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 0,61 -0,16 0,0192 -0,0005
GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (US361841AT63) 0,60 1,36 0,0188 -0,0002
GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (US361841AT63) 0,60 1,36 0,0188 -0,0002
US86360WAB81 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2 0,60 -1,97 0,0188 -0,0009
US345397A860 / Ford Motor Credit Co LLC 0,59 1,21 0,0185 -0,0002
CRB SECURITIZATION TRUST CRB 2023 1 A 144A / ABS-O (US12670DAA37) 0,58 -46,34 0,0182 -0,0166
CRB SECURITIZATION TRUST CRB 2023 1 A 144A / ABS-O (US12670DAA37) 0,58 -46,34 0,0182 -0,0166
US64032PAB85 / Nelnet Student Loan Trust 2023-A 0,57 -8,08 0,0179 -0,0021
US00252FAK75 / AAMES MORTGAGE INVESTMENT TRUS AMIT 2004 1 M6 0,56 -30,96 0,0177 -0,0086
US542514NT77 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 1A 0,56 -2,27 0,0177 -0,0008
US36267FAC23 / GLS Auto Select Receivables Trust 2023-1 0,56 -63,45 0,0176 -0,0318
US70069FCY16 / Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-MHQ 0,56 -10,88 0,0175 -0,0026
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) 0,56 0,0175 0,0175
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) 0,56 0,0175 0,0175
US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 0,55 -43,73 0,0174 -0,0143
US404280CH04 / HSBC Holdings PLC 0,55 1,67 0,0173 -0,0001
US3137B66E61 / FREDDIE MAC FHR 4273 PF 0,55 -3,02 0,0172 -0,0010
US12667GDA85 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J3 1A1 0,54 -1,10 0,0170 -0,0006
US61750SAA06 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 0,52 -1,89 0,0164 -0,0007
US76088LAA61 / RPM_21-2A 0,52 -13,42 0,0163 -0,0030
AXP / American Express Company - Depositary Receipt (Common Stock) 0,51 1,40 0,0159 -0,0002
AXP / American Express Company - Depositary Receipt (Common Stock) 0,51 1,40 0,0159 -0,0002
BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (US09709AAC62) 0,50 -0,20 0,0159 -0,0004
BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (US09709AAC62) 0,50 -0,20 0,0159 -0,0004
EXTRA SPACE STORAGE LP COMPANY GUAR 01/35 5.35 / DBT (US30225VAT44) 0,50 1,41 0,0159 -0,0002
EXTRA SPACE STORAGE LP COMPANY GUAR 01/35 5.35 / DBT (US30225VAT44) 0,50 1,41 0,0159 -0,0002
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (US78435VAC63) 0,50 0,00 0,0158 -0,0004
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17) 0,50 -36,49 0,0156 -0,0096
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17) 0,50 -36,49 0,0156 -0,0096
US345397B280 / FORD MTR CR CO LLC 3.375% 11/13/2025 0,50 0,40 0,0156 -0,0003
US3140XH5X18 / UMBS, 30 Year 0,49 -2,77 0,0155 -0,0008
US70069FAZ09 / ASSET BACKED SECURITY 0,49 -7,34 0,0155 -0,0016
US38122NB769 / GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3 0,49 -13,25 0,0155 -0,0028
RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) 0,49 0,0154 0,0154
RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) 0,49 0,0154 0,0154
US12668BB774 / Alternative Loan Trust 2006-OA3 0,49 -4,71 0,0153 -0,0012
US690353RQ28 / Overseas Private Investment Corp (OPIC) 0,48 -7,10 0,0153 -0,0016
US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A 0,47 -12,08 0,0149 -0,0025
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) 0,47 -43,34 0,0149 -0,0120
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) 0,47 -43,34 0,0149 -0,0120
US14686RAA05 / Carvana Auto Receivables Trust 2023-N3 0,47 -52,43 0,0148 -0,0171
US91681EAA29 / UPSTART PASS THROUGH TRUST UPSPT 2022 ST3 A 144A 0,46 -16,97 0,0145 -0,0034
952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 0,44 0,00 0,0140 -0,0004
RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) 0,44 0,0140 0,0140
RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) 0,44 0,0140 0,0140
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 / ABS-O (US412922AB25) 0,44 -49,94 0,0139 -0,0145
NDDUEAFE TRS EQUITY SOFR+19 ULO / DE (000000000) 0,43 0,0137 0,0137
NDDUEAFE TRS EQUITY SOFR+19 ULO / DE (000000000) 0,43 0,0137 0,0137
NDDUEAFE TRS EQUITY SOFR+26.5 ULO / DE (000000000) 0,43 0,0137 0,0137
NDDUEAFE TRS EQUITY SOFR+26.5 ULO / DE (000000000) 0,43 0,0137 0,0137
US22943YUN74 / CREDIT SUISSE MORTGAGE TRUST CSMC 2009 3R 29A2 144A 0,43 -2,05 0,0136 -0,0006
BOUGHT TWD SOLD USD 20250709 / DFE (000000000) 0,43 0,0134 0,0134
BOUGHT TWD SOLD USD 20250709 / DFE (000000000) 0,43 0,0134 0,0134
US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 0,43 1,43 0,0134 -0,0001
US07274EAM57 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.875% 11-21-53 0,43 2,91 0,0134 0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,42 0,0133 0,0133
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,42 0,0133 0,0133
US14317HAC51 / CARMAX AUTO OWNER TRUST 2022 2 0,42 -39,57 0,0133 -0,0093
US76112BH609 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 0,42 -32,80 0,0132 -0,0070
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3 / ABS-O (US80288AAC62) 0,42 -16,77 0,0131 -0,0030
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3 / ABS-O (US80288AAC62) 0,42 -16,77 0,0131 -0,0030
FNMA POOL AJ7493 FN 12/26 FIXED 3 / ABS-MBS (US3138E0KF52) 0,41 -18,90 0,0130 -0,0034
US36183XMV90 / Ginnie Mae I Pool 0,41 -1,45 0,0129 -0,0005
US07274EAH62 / Bayer US Finance LLC 0,41 -0,25 0,0128 -0,0004
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 0,41 1,25 0,0128 -0,0002
NDDUEAFE TRS EQUITY SOFR+30 GST / DE (000000000) 0,40 0,0127 0,0127
NDDUEAFE TRS EQUITY SOFR+30 GST / DE (000000000) 0,40 0,0127 0,0127
US76112BR368 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII 0,40 -2,88 0,0127 -0,0007
JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) 0,40 -0,50 0,0126 -0,0004
US345397ZW60 / Ford Motor Credit Co. LLC 0,40 0,76 0,0125 -0,0002
US780097BL47 / Natwest Group PLC 0,40 1,28 0,0125 -0,0002
US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 0,40 0,25 0,0124 -0,0003
US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A 0,39 -65,88 0,0123 -0,0245
US12669LAD29 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 0,39 -2,03 0,0122 -0,0006
US912810SB52 / United States Treasury Inflation Indexed Bonds 0,37 -3,41 0,0116 -0,0007
US61750MAE57 / MSAC 2006-HE7 A2C 0,36 -2,72 0,0113 -0,0006
US48251JAL70 / KKR CLO 18 Ltd 0,35 -32,63 0,0111 -0,0058
952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A 0,34 0,00 0,0106 -0,0003
US126694A329 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 0,33 4,09 0,0105 0,0002
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A / ABS-O (US37988XAB10) 0,33 -15,68 0,0103 -0,0022
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A / ABS-O (US37988XAB10) 0,33 -15,68 0,0103 -0,0022
US04541GQD78 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3 0,33 -4,12 0,0103 -0,0007
US45661EAV65 / IndyMac INDX Mortgage Loan Trust 2006-AR4 0,32 -2,76 0,0100 -0,0005
US52607QAA85 / LendingPoint Pass-Through Trust Series 2022-ST2 0,31 -45,10 0,0099 -0,0086
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,31 0,0099 0,0099
BOF URSA FUNDING BVABS 2024 SN1 A2 144A / ABS-O (US072926AB49) 0,31 -59,82 0,0099 -0,0153
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) 0,31 -57,46 0,0098 -0,0138
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) 0,31 -57,46 0,0098 -0,0138
NDDUEAFE TRS EQUITY FEDL01+33 CBK / DE (000000000) 0,31 0,0097 0,0097
NDDUEAFE TRS EQUITY FEDL01+33 CBK / DE (000000000) 0,31 0,0097 0,0097
952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 0,30 0,00 0,0094 -0,0002
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (US96043RAB33) 0,30 -66,52 0,0093 -0,0191
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (US96043RAB33) 0,30 -66,52 0,0093 -0,0191
US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A 0,29 -18,21 0,0092 -0,0023
GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (US37964VAB36) 0,29 -55,76 0,0092 -0,0121
GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (US37964VAB36) 0,29 -55,76 0,0092 -0,0121
BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 / ABS-O (US107933AC76) 0,28 -39,17 0,0088 -0,0060
BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 / ABS-O (US107933AC76) 0,28 -39,17 0,0088 -0,0060
FNMA POOL BR3688 FN 02/51 FIXED 4.5 / ABS-MBS (US3140L2C276) 0,28 -0,72 0,0087 -0,0003
FNMA POOL BR3688 FN 02/51 FIXED 4.5 / ABS-MBS (US3140L2C276) 0,28 -0,72 0,0087 -0,0003
EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3 / ABS-O (US30167PAC41) 0,27 -66,75 0,0086 -0,0179
EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3 / ABS-O (US30167PAC41) 0,27 -66,75 0,0086 -0,0179
US86359LRY73 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2 0,26 -2,62 0,0082 -0,0004
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) 0,26 0,0080 0,0080
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) 0,26 0,0080 0,0080
US07388GAD34 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 0,26 -33,59 0,0080 -0,0044
AU3FN0029609 / AAI Ltd 0,25 0,00 0,0080 -0,0002
AU3FN0029609 / AAI Ltd 0,25 0,00 0,0080 -0,0002
VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAC23) 0,25 0,00 0,0079 -0,0002
RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) 0,25 -82,37 0,0078 -0,0374
RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) 0,25 -82,37 0,0078 -0,0374
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,24 0,0075 0,0075
BOUGHT BRL SOLD USD 20250804 / DFE (000000000) 0,24 0,0075 0,0075
BOUGHT BRL SOLD USD 20250804 / DFE (000000000) 0,24 0,0075 0,0075
FNMA POOL BU9823 FN 02/52 FIXED 4.5 / ABS-MBS (US3140MB4H23) 0,24 -0,42 0,0075 -0,0002
FNMA POOL BU9823 FN 02/52 FIXED 4.5 / ABS-MBS (US3140MB4H23) 0,24 -0,42 0,0075 -0,0002
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,24 0,0075 0,0075
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,24 0,0075 0,0075
US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust 0,24 -4,84 0,0075 -0,0006
US23345WAA36 / DT Auto Owner Trust 2023-3 0,23 -82,69 0,0072 -0,0355
US86359YAD31 / STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2 0,22 -1,77 0,0070 -0,0003
US02660WAC01 / American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 0,22 -5,53 0,0070 -0,0006
US30327CAA45 / FHF TRUST 2022-1 FHF 2022-1A A 0,22 -28,38 0,0069 -0,0029
US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 0,21 1,90 0,0068 -0,0000
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 0,21 0,0067 0,0067
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 0,21 0,0067 0,0067
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,21 0,0066 0,0066
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,21 0,0066 0,0066
US07274EAJ29 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29 0,21 1,45 0,0066 -0,0001
US073866BN44 / BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 0,21 -0,95 0,0066 -0,0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,21 0,0066 0,0066
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) 0,21 -72,30 0,0065 -0,0177
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) 0,21 -72,30 0,0065 -0,0177
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 0,21 0,49 0,0065 -0,0001
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 0,21 0,49 0,0065 -0,0001
VICI PROPERTIES LP SR UNSECURED 04/34 5.75 / DBT (US925650AF04) 0,20 1,49 0,0064 -0,0001
US06738EBY05 / Barclays PLC 0,20 0,49 0,0064 -0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,20 0,0064 0,0064
CPS AUTO TRUST CPS 2024 A A 144A / ABS-O (US22411CAA80) 0,20 -64,45 0,0064 -0,0120
CPS AUTO TRUST CPS 2024 A A 144A / ABS-O (US22411CAA80) 0,20 -64,45 0,0064 -0,0120
US345397D260 / Ford Motor Credit Co LLC 0,20 -0,49 0,0064 -0,0002
BCS / Barclays PLC - Depositary Receipt (Common Stock) 0,20 0,50 0,0063 -0,0001
BCS / Barclays PLC - Depositary Receipt (Common Stock) 0,20 0,50 0,0063 -0,0001
US345397A456 / Ford Motor Credit Co. LLC 0,20 1,03 0,0062 -0,0001
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0,20 0,0062 0,0062
US345397YT41 / Ford Motor Credit Co. LLC 0,19 1,58 0,0061 -0,0001
FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2A / ABS-O (US345290AB62) 0,19 -97,00 0,0060 -0,1983
FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2A / ABS-O (US345290AB62) 0,19 -97,00 0,0060 -0,1983
US345397B512 / Ford Motor Credit Co LLC 0,19 1,08 0,0059 -0,0001
US81377GAB59 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2B 0,18 -0,54 0,0058 -0,0002
SCE.PRK / SCE Trust V - Preferred Security 0,18 -4,69 0,0058 -0,0005
SCE.PRK / SCE Trust V - Preferred Security 0,18 -4,69 0,0058 -0,0005
US43739ECR62 / HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2 0,18 -4,26 0,0057 -0,0004
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,18 0,0056 0,0056
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,18 0,0056 0,0056
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,17 0,0052 0,0052
US02146YAC03 / Alternative Loan Trust 2006-OA9 0,16 -1,81 0,0052 -0,0002
US83612NAD75 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2 0,16 -0,62 0,0051 -0,0002
BOUGHT PEN SOLD USD 20250703 / DFE (000000000) 0,16 0,0049 0,0049
BOUGHT PEN SOLD USD 20250703 / DFE (000000000) 0,16 0,0049 0,0049
952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 0,16 0,00 0,0049 -0,0001
RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) 0,16 -34,60 0,0049 -0,0028
RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) 0,16 -34,60 0,0049 -0,0028
PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) 0,15 -18,52 0,0049 -0,0012
PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) 0,15 -18,52 0,0049 -0,0012
US88338QAA85 / THRM_23-1A 0,15 -46,30 0,0046 -0,0041
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0,15 0,0046 0,0046
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0,15 0,0046 0,0046
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A / ABS-O (US96043RAC16) 0,14 -66,43 0,0044 -0,0091
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A / ABS-O (US96043RAC16) 0,14 -66,43 0,0044 -0,0091
US35729PNC04 / Fremont Home Loan Trust 2005-E 0,14 -8,44 0,0044 -0,0005
US38375BUL43 / Government National Mortgage Association 0,14 -11,39 0,0044 -0,0007
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,14 0,0043 0,0043
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,14 0,0043 0,0043
US02150QAA40 / Alternative Loan Trust 2007-HY4 0,13 -0,76 0,0041 -0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,13 0,0040 0,0040
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,13 0,0040 0,0040
SOLD HKD BOUGHT USD 20250716 / DFE (000000000) 0,13 0,0039 0,0039
SOLD HKD BOUGHT USD 20250716 / DFE (000000000) 0,13 0,0039 0,0039
INF SWAP US IT 2.5945 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) 0,12 0,0039 0,0039
INF SWAP US IT 2.5945 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) 0,12 0,0039 0,0039
US251510DG50 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 0,12 -2,38 0,0039 -0,0002
US05950PAU75 / Banc of America Funding 2006-H Trust 0,12 -1,61 0,0039 -0,0002
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,12 0,0038 0,0038
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,12 0,0038 0,0038
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,12 0,0038 0,0038
US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 0,12 -93,66 0,0037 -0,0558
DE000DL19VP0 / DEUTSCHE BANK AG SR UNSECURED REGS 09/26 VAR 0,12 9,35 0,0037 0,0002
US466247ZY23 / JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A11 0,11 -0,88 0,0035 -0,0001
US46630XAF50 / JPMAC_07-CH3 0,11 -8,33 0,0035 -0,0004
US86360JAN19 / Structured Asset Mortgage Investments II Trust 2006-AR5 0,11 -2,65 0,0035 -0,0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,11 0,0035 0,0035
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,11 0,0035 0,0035
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,11 0,0034 0,0034
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,11 0,0034 0,0034
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) 0,11 -78,82 0,0034 -0,0131
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,11 0,0034 0,0034
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,11 0,0034 0,0034
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,11 0,0034 0,0034
BOUGHT PEN SOLD USD 20251105 / DFE (000000000) 0,10 0,0033 0,0033
BOUGHT PEN SOLD USD 20251105 / DFE (000000000) 0,10 0,0033 0,0033
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,10 0,0033 0,0033
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,10 0,0033 0,0033
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (US14687QAB95) 0,10 -67,61 0,0033 -0,0070
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (US14687QAB95) 0,10 -67,61 0,0033 -0,0070
H / Hyatt Hotels Corporation 0,10 2,00 0,0032 -0,0000
H / Hyatt Hotels Corporation 0,10 2,00 0,0032 -0,0000
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 0,10 0,00 0,0032 -0,0001
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 0,10 0,00 0,0032 -0,0001
US70869PFT93 / PENNSYLVANIA ST ECON DEV FING AUTH REVENUE 0,10 -1,94 0,0032 -0,0001
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,10 0,0032 0,0032
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0,10 0,0032 0,0032
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0,10 0,0032 0,0032
952NPHII6 / CREDIT SUISSE GROUP AG COCO JR SUB REGS 0,10 0,00 0,0030 -0,0001
US86361KAC18 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 0,10 -28,03 0,0030 -0,0013
US12667G6K42 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 45 2A1 0,09 -2,08 0,0030 -0,0002
BOUGHT TRY SOLD USD 20250729 / DFE (000000000) 0,09 0,0028 0,0028
BOUGHT TRY SOLD USD 20250729 / DFE (000000000) 0,09 0,0028 0,0028
US23332UEM27 / DSLA Mortgage Loan Trust, Series 2005-AR4, Class 2A1A 0,09 0,00 0,0028 -0,0001
US23292HAB78 / DLLAA 2023-1 LLC 0,09 -68,35 0,0028 -0,0062
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,09 0,0027 0,0027
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,09 0,0027 0,0027
EZY2QJ3Z39M5 / CDX IG40 5Y ICE 0,09 8,86 0,0027 0,0002
EZG1MXP5KL27 / CDX IG41 5Y ICE 0,09 11,84 0,0027 0,0002
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,08 0,0026 0,0026
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,08 0,0026 0,0026
US07389NAA37 / Bear Stearns Asset Backed Securities Trust 2006-SD4 0,08 -13,83 0,0026 -0,0005
US751151AQ47 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 2A11 0,08 1,25 0,0026 -0,0001
BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZJY8RTJK2L1) 0,08 -7,95 0,0026 -0,0003
BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZJY8RTJK2L1) 0,08 -7,95 0,0026 -0,0003
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,08 0,0024 0,0024
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,08 0,0024 0,0024
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,08 0,0024 0,0024
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,07 0,0023 0,0023
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,07 0,0023 0,0023
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,07 0,0023 0,0023
US02660LAB62 / American Home Mortgage Assets Trust 0,07 -4,17 0,0022 -0,0001
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,07 0,0022 0,0022
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) 0,07 26,92 0,0021 0,0004
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) 0,07 26,92 0,0021 0,0004
US03072SUQ64 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R9 M3 0,07 -57,24 0,0021 -0,0029
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,06 0,0020 0,0020
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,06 0,0020 0,0020
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,06 0,0020 0,0020
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,06 0,0020 0,0020
US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A 0,06 -3,17 0,0019 -0,0001
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,06 0,0019 0,0019
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,06 0,0019 0,0019
US31407EYE75 / Fannie Mae Pool 0,06 -1,72 0,0018 -0,0001
US86359SAD62 / Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC5, Class A4 0,06 -55,56 0,0018 -0,0023
US31395A3J20 / Freddie Mac Structured Pass-Through Certificates 0,06 -1,75 0,0018 -0,0001
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0,05 0,0017 0,0017
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0,05 0,0017 0,0017
EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 / ABS-O (US30165AAB17) 0,05 -83,98 0,0017 -0,0092
EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 / ABS-O (US30165AAB17) 0,05 -83,98 0,0017 -0,0092
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,05 0,0017 0,0017
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,05 0,0017 0,0017
US31393BX754 / Fannie Mae Trust 2003-W6 0,05 -5,45 0,0017 -0,0001
US45670CAA53 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 0,05 0,00 0,0016 -0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,05 0,0016 0,0016
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,05 0,0016 0,0016
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,05 0,0015 0,0015
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,05 0,0015 0,0015
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,05 0,0015 0,0015
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,05 0,0014 0,0014
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,05 0,0014 0,0014
US86360KAE82 / Structured Asset Mortgage Investments II Trust 2006-AR3 0,04 -2,22 0,0014 -0,0001
RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 0,04 26,47 0,0014 0,0003
US66987XGJ81 / NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5 0,04 -77,60 0,0014 -0,0048
US74922NAA72 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA10 A1 0,04 0,00 0,0014 -0,0000
RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 0,04 23,53 0,0013 0,0002
RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 0,04 23,53 0,0013 0,0002
RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) 0,04 25,00 0,0013 0,0002
RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) 0,04 25,00 0,0013 0,0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,04 0,0012 0,0012
RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) 0,04 77,27 0,0012 0,0005
RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) 0,04 77,27 0,0012 0,0005
RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) 0,04 50,00 0,0012 0,0004
RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) 0,04 50,00 0,0012 0,0004
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,04 0,0012 0,0012
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,04 0,0012 0,0012
US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust 0,04 -2,70 0,0011 -0,0001
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0,04 0,0011 0,0011
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0,04 0,0011 0,0011
RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) 0,04 105,88 0,0011 0,0006
RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) 0,04 105,88 0,0011 0,0006
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,04 0,0011 0,0011
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,04 0,0011 0,0011
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,03 0,0011 0,0011
RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,03 70,00 0,0011 0,0004
US3132XWE647 / Freddie Mac Gold Pool 0,03 -2,94 0,0011 -0,0000
RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,03 65,00 0,0011 0,0004
BOUGHT KRW SOLD USD 20250710 / DFE (000000000) 0,03 0,0010 0,0010
BOUGHT KRW SOLD USD 20250710 / DFE (000000000) 0,03 0,0010 0,0010
US31408GB714 / FNMA POOL 850662 FN 03/36 FLOATING VAR 0,03 0,00 0,0010 -0,0000
RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 0,03 -14,71 0,0009 -0,0002
RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 0,03 -14,71 0,0009 -0,0002
US12669GTQ46 / CHL Mortgage Pass-Through Trust 2005-3 0,03 0,00 0,0009 -0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,03 0,0009 0,0009
RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) 0,03 58,82 0,0009 0,0003
RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) 0,03 58,82 0,0009 0,0003
EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE 0,03 -15,62 0,0009 -0,0002
RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) 0,03 145,45 0,0009 0,0005
RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) 0,03 145,45 0,0009 0,0005
US31407PL971 / Fannie Mae Pool 0,03 -3,57 0,0009 -0,0001
TRT061124T11 / Turkey Government Bond 0,03 -3,85 0,0008 -0,0001
TRT061124T11 / Turkey Government Bond 0,03 -3,85 0,0008 -0,0001
RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) 0,03 -19,35 0,0008 -0,0002
US31395BVE00 / FANNIE MAE FNR 2006 15 FC 0,02 -4,00 0,0008 -0,0000
RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) 0,02 35,29 0,0008 0,0002
RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) 0,02 35,29 0,0008 0,0002
RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) 0,02 -11,54 0,0007 -0,0001
RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) 0,02 -11,54 0,0007 -0,0001
IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) 0,02 -21,43 0,0007 -0,0002
IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) 0,02 -21,43 0,0007 -0,0002
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,02 0,0007 0,0007
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,02 0,0007 0,0007
US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 0,02 -4,55 0,0007 -0,0000
IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) 0,02 0,0007 0,0007
IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) 0,02 0,0007 0,0007
EZGB6C4Y7HX0 / CDX HY40 5Y ICE 0,02 17,65 0,0007 0,0001
RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,02 0,00 0,0007 -0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,02 0,0006 0,0006
TRT061124T11 / Turkey Government Bond 0,02 0,00 0,0006 -0,0000
US12669GPR64 / CHL Mortgage Pass-Through Trust 2005-2 0,02 0,00 0,0006 -0,0000
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,02 0,0006 0,0006
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,02 0,0006 0,0006
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0,02 0,0006 0,0006
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,02 0,0006 0,0006
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,02 0,0006 0,0006
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,02 0,0006 0,0006
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,02 0,0006 0,0006
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,02 0,0006 0,0006
RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (EZVRNR667250) 0,02 157,14 0,0006 0,0003
RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (EZVRNR667250) 0,02 157,14 0,0006 0,0003
US31419FVG89 / Fannie Mae Pool 0,02 -5,26 0,0006 -0,0001
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) 0,02 0,0006 0,0006
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) 0,02 0,0006 0,0006
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0006 0,0006
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0006 0,0006
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0006 0,0006
BOUGHT PEN SOLD USD 20250804 / DFE (000000000) 0,02 0,0006 0,0006
RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 0,02 -47,06 0,0006 -0,0005
RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 0,02 -47,06 0,0006 -0,0005
EZG3MM4J6J03 / CDX IG38 5Y ICE 0,02 0,00 0,0006 -0,0000
US14687RAB78 / CARVANA AUTO RECEIVABLES TRUST 2023-P5 SER 2023-P5 CL A2 REGD 144A P/P 5.77000000 0,02 -84,96 0,0005 -0,0031
US31407UMR58 / Fannie Mae Pool 0,02 0,00 0,0005 -0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0005 0,0005
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,02 0,0005 0,0005
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,02 0,0005 0,0005
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,02 0,0005 0,0005
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,02 0,0005 0,0005
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,02 0,0005 0,0005
RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) 0,02 128,57 0,0005 0,0003
RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) 0,02 128,57 0,0005 0,0003
PEMEX LCDS SP DUB / DCR (000000000) 0,02 0,0005 0,0005
PEMEX LCDS SP DUB / DCR (000000000) 0,02 0,0005 0,0005
317U7ITA3 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) 0,01 0,0005 0,0005
317U7ITA3 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) 0,01 0,0005 0,0005
US32051GGD16 / First Horizon Alternative Mortgage Securities Trust 2005-AA1 0,01 0,00 0,0005 -0,0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0005 0,0005
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0005 0,0005
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0,01 0,0005 0,0005
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0,01 0,0005 0,0005
US939336X409 / WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust 0,01 -6,67 0,0005 -0,0000
US3133KPLB21 / Freddie Mac Pool 0,01 0,00 0,0004 -0,0000
EZ6MPW8FKYP3 / CDX EM36 ICE 0,01 1.300,00 0,0004 0,0004
US31406L3C03 / Fannie Mae Pool 0,01 0,00 0,0004 -0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0004 0,0004
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0004 0,0004
ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0,01 0,0004 0,0004
ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0,01 0,0004 0,0004
RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,01 -40,00 0,0004 -0,0003
RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,01 -40,00 0,0004 -0,0003
US31395HHV50 / Freddie Mac Structured Pass-Through Certificates 0,01 0,00 0,0004 -0,0000
BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) 0,01 -14,29 0,0004 -0,0001
BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) 0,01 -14,29 0,0004 -0,0001
RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) 0,01 -45,00 0,0004 -0,0003
RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) 0,01 -45,00 0,0004 -0,0003
BOUGHT TRY SOLD USD 20251217 / DFE (000000000) 0,01 0,0004 0,0004
BOUGHT TRY SOLD USD 20251217 / DFE (000000000) 0,01 0,0004 0,0004
OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (EZCJCJ68DC78) 0,01 0,0004 0,0004
OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (EZCJCJ68DC78) 0,01 0,0004 0,0004
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,01 0,0004 0,0004
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,01 0,0004 0,0004
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,01 0,0004 0,0004
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0003 0,0003
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0003 0,0003
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0003 0,0003
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0003 0,0003
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0003 0,0003
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0003 0,0003
US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 0,01 -18,18 0,0003 -0,0001
CDX EM34 ICE / DCR (EZS59H4VYXZ5) 0,01 350,00 0,0003 0,0002
US92922FD213 / WAMU_05-AR2 0,01 0,00 0,0003 -0,0000
US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 0,01 0,00 0,0003 -0,0000
US22541QCT76 / Credit Suisse First Boston Mortgage Securities Corp 0,01 0,00 0,0003 -0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0003 0,0003
US31406J3J00 / Fannie Mae Pool 0,01 -11,11 0,0003 -0,0000
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0,01 0,0003 0,0003
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0,01 0,0003 0,0003
EZLWQ22MVSP2 / CDX IG39 5Y ICE 0,01 0,00 0,0003 0,0000
CDX IG36 5Y ICE / DCR (EZ4XF9Q05P43) 0,01 -11,11 0,0003 -0,0000
CDX IG36 5Y ICE / DCR (EZ4XF9Q05P43) 0,01 -11,11 0,0003 -0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,01 0,0003 0,0003
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,01 0,0003 0,0003
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0003 0,0003
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) 0,01 0,0002 0,0002
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) 0,01 0,0002 0,0002
IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) 0,01 0,0002 0,0002
IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) 0,01 0,0002 0,0002
EZ2DWD6TLW55 / CDX HY41 5Y ICE 0,01 40,00 0,0002 0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,01 0,0002 0,0002
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,01 0,0002 0,0002
US86359B7K13 / Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS 0,01 -45,45 0,0002 -0,0002
US23332UBF03 / DSLA Mortgage Loan Trust 2004-AR3 0,01 0,00 0,0002 -0,0000
US31402RN628 / FANNIE MAE 3.454% 07/01/2035 FNMA ARM 0,01 0,00 0,0002 -0,0000
US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 0,01 0,00 0,0002 -0,0000
US3128NHK362 / Freddie Mac Non Gold Pool 0,01 0,00 0,0002 -0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,01 0,0002 0,0002
IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) 0,01 -83,87 0,0002 -0,0008
IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) 0,01 -83,87 0,0002 -0,0008
BOUGHT PEN SOLD USD 20250711 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT PEN SOLD USD 20250711 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0,00 0,0002 0,0002
IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) 0,00 0,0001 0,0001
RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) 0,00 -42,86 0,0001 -0,0001
RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) 0,00 -42,86 0,0001 -0,0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 0,00 -20,00 0,0001 -0,0000
MORGAN STANLEY SNR S* ICE / DCR (EZDBN83SBDY5) 0,00 0,0001 0,0001
MORGAN STANLEY SNR S* ICE / DCR (EZDBN83SBDY5) 0,00 0,0001 0,0001
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
US45660N6S95 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A 0,00 0,00 0,0001 -0,0000
US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 0,00 0,00 0,0001 -0,0000
US31402C7G11 / FANNIE MAE 3.503% 02/01/2034 FAR FNARM 0,00 -57,14 0,0001 -0,0001
US3623413A52 / GSAMP TRUST GSAMP 2006 S1 A2A 0,00 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
INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) 0,00 0,0001 0,0001
INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) 0,00 0,0001 0,0001
MORGAN STANLEY SNR S* ICE / DCR (EZ95R0LYJLM3) 0,00 0,0001 0,0001
MORGAN STANLEY SNR S* ICE / DCR (EZ95R0LYJLM3) 0,00 0,0001 0,0001
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) 0,00 -150,00 0,0001 0,0002
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) 0,00 -150,00 0,0001 0,0002
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
BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZHYVHXCW214) 0,00 -33,33 0,0001 -0,0000
BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZHYVHXCW214) 0,00 -33,33 0,0001 -0,0000
RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (EZZQZ45304B1) 0,00 100,00 0,0001 0,0000
RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (EZZQZ45304B1) 0,00 100,00 0,0001 0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
EZGYTWKCT097 / CDX IG37 5Y ICE 0,00 0,00 0,0001 -0,0000
BOUGHT TRY SOLD USD 20250718 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT TRY SOLD USD 20250718 / DFE (000000000) 0,00 0,0001 0,0001
US36829JAA97 / GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A 0,00 0,00 0,0001 -0,0000
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,00 0,0001 0,0001
OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) 0,00 0,0001 0,0001
OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) 0,00 0,0001 0,0001
BOUGHT PEN SOLD USD 20250707 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT PEN SOLD USD 20250707 / 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
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0001 0,0001
US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 0,00 0,00 0,0001 -0,0000
US86359AYX52 / Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A 0,00 0,00 0,0000 -0,0000
US45660N2Y00 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR10, Class 2A2A 0,00 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 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
US31414AGW62 / Fannie Mae Pool 0,00 -100,00 0,0000 -0,0000
BOUGHT TRY SOLD USD 20250725 / DFE (000000000) 0,00 0,0000 0,0000
EZF7Y38CZFL5 / CDX EM38 ICE 0,00 -100,00 0,0000 0,0001
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT ILS SOLD USD 20250718 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT ILS SOLD USD 20250718 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TRY SOLD USD 20250811 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TRY SOLD USD 20250811 / 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
US31393T7H31 / Fannie Mae REMICS 0,00 0,0000 -0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
US31388JK531 / FANNIE MAE 3.636% 09/01/2031 FNMA ARM 0,00 0,0000 -0,0000
SOLD TWD BOUGHT USD 20250703 / DFE (000000000) 0,00 0,0000 0,0000
SOLD TWD BOUGHT USD 20250703 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
SOLD HKD BOUGHT USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
SOLD HKD BOUGHT USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TRY SOLD USD 20250814 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TRY SOLD USD 20250814 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
EZ6N5RTF6TW5 / CDX EM39 ICE 0,00 0,0000 0,0000
317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) 0,00 0,0000 0,0000
317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) 0,00 0,0000 0,0000
AMZN / Amazon.com, Inc. 0,00 -100,00 -0,0392
JPM / JPMorgan Chase & Co. 0,00 -100,00 -0,0505
NVDA / NVIDIA Corporation 0,00 -100,00 -0,0223
BA / The Boeing Company 0,00 -100,00 -0,0351
CRM / Salesforce, Inc. 0,00 -100,00 -0,0553
SOLD CNH BOUGHT USD 20250820 / 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 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
BOUGHT TWD SOLD USD 20250703 / DFE (000000000) -0,00 -0,0000 -0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) -0,00 -0,0000 -0,0000
31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) -0,00 -100,00 -0,0000 0,0003
31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) -0,00 -100,00 -0,0000 0,0003
31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) -0,00 -100,00 -0,0000 0,0003
31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) -0,00 -100,00 -0,0000 0,0003
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0,00 -0,0000 -0,0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0,00 -0,0000 -0,0000
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0,00 -100,00 -0,0000 0,0003
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0,00 -100,00 -0,0000 0,0003
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0,00 -100,00 -0,0000 0,0003
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0,00 -100,00 -0,0000 0,0003
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0,00 -0,0000 -0,0000
SOLD TRY BOUGHT USD 20250709 / DFE (000000000) -0,00 -0,0000 -0,0000
SOLD TRY BOUGHT USD 20250709 / DFE (000000000) -0,00 -0,0000 -0,0000
31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) -0,00 -100,00 -0,0000 0,0003
31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) -0,00 -100,00 -0,0000 0,0003
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) -0,00 -0,0000 -0,0000
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0,00 -0,0000 -0,0000
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0,00 -0,0000 -0,0000
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0,00 -0,0000 -0,0000
IRS EUR 2.97000 12/15/23-10Y LCH / DIR (EZ47DRZSK7H4) -0,00 -0,0000 -0,0000
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) -0,00 -0,0000 -0,0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0,00 -0,0000 -0,0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0,00 -0,0000 -0,0000
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD TRY BOUGHT USD 20250718 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD TRY BOUGHT USD 20250718 / 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
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0,00 -0,0001 -0,0001
CDX EM41 ICE / DCR (EZKFGV9S8KR7) -0,00 -75,00 -0,0001 0,0001
CDX EM41 ICE / DCR (EZKFGV9S8KR7) -0,00 -75,00 -0,0001 0,0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0,00 -0,0001 -0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0,00 -0,0001 -0,0001
317U7IVA0 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) -0,00 -0,0001 -0,0001
317U7IVA0 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) -0,00 -0,0001 -0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,00 -0,0001 -0,0001
EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) -0,00 -0,0001 -0,0001
EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) -0,00 -0,0001 -0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,00 -0,0001 -0,0001
SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) -0,00 50,00 -0,0001 -0,0000
SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) -0,00 50,00 -0,0001 -0,0000
IRS EUR 2.28000 03/04/25-5Y LCH / DIR (EZQH3P2675Q7) -0,00 -127,27 -0,0001 -0,0005
IRS EUR 2.28000 03/04/25-5Y LCH / DIR (EZQH3P2675Q7) -0,00 -127,27 -0,0001 -0,0005
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0,00 -0,0001 -0,0001
CDX EM40 ICE / DCR (EZXWTK5G6C61) -0,00 -75,00 -0,0001 0,0003
CDX EM40 ICE / DCR (EZXWTK5G6C61) -0,00 -75,00 -0,0001 0,0003
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0,00 -0,0001 -0,0001
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 KRW BOUGHT USD 20250716 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0,00 -0,0002 -0,0002
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0,00 -0,0002 -0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,00 -0,0002 -0,0002
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,01 -0,0002 -0,0002
SOLD PEN BOUGHT USD 20250929 / DFE (000000000) -0,01 -0,0002 -0,0002
SOLD PEN BOUGHT USD 20250929 / DFE (000000000) -0,01 -0,0002 -0,0002
SOLD TRY BOUGHT USD 20250707 / DFE (000000000) -0,01 -0,0002 -0,0002
SOLD TRY BOUGHT USD 20250707 / DFE (000000000) -0,01 -0,0002 -0,0002
RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) -0,01 -350,00 -0,0002 -0,0002
SOLD TRY BOUGHT USD 20250707 / DFE (000000000) -0,01 -0,0002 -0,0002
SOLD TRY BOUGHT USD 20250707 / DFE (000000000) -0,01 -0,0002 -0,0002
317U7IUA1 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) -0,01 -0,0002 -0,0002
317U7IUA1 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) -0,01 -0,0002 -0,0002
RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) -0,01 200,00 -0,0002 -0,0001
RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) -0,01 200,00 -0,0002 -0,0001
ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) -0,01 -0,0002 -0,0002
ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) -0,01 -0,0002 -0,0002
IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) -0,01 -0,0002 -0,0002
IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) -0,01 -0,0002 -0,0002
IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) -0,01 -77,78 -0,0002 0,0007
IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) -0,01 -77,78 -0,0002 0,0007
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0,01 -0,0002 -0,0002
ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) -0,01 -0,0002 -0,0002
ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) -0,01 -0,0002 -0,0002
CDX EM42 ICE / DCR (EZ8N8SNTCSD6) -0,01 -46,15 -0,0002 0,0002
CDX EM42 ICE / DCR (EZ8N8SNTCSD6) -0,01 -46,15 -0,0002 0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,01 -0,0002 -0,0002
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) -0,01 -0,0002 -0,0002
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) -0,01 -0,0002 -0,0002
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0003 -0,0003
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0003 -0,0003
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0,01 -0,0003 -0,0003
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0,01 -0,0003 -0,0003
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0003 -0,0003
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0003 -0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,01 -0,0003 -0,0003
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0003 -0,0003
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0,01 -0,0003 -0,0003
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0003 -0,0003
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0003 -0,0003
CDX EM43 ICE / DCR (000000000) -0,01 -0,0003 -0,0003
CDX EM43 ICE / DCR (000000000) -0,01 -0,0003 -0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,01 -0,0003 -0,0003
RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) -0,01 -71,43 -0,0003 0,0008
RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) -0,01 -71,43 -0,0003 0,0008
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0003 -0,0003
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0003 -0,0003
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0003 -0,0003
IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) -0,01 -42,11 -0,0004 0,0003
SOLD PEN BOUGHT USD 20250808 / DFE (000000000) -0,01 -0,0004 -0,0004
SOLD PEN BOUGHT USD 20250808 / DFE (000000000) -0,01 -0,0004 -0,0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,01 -0,0004 -0,0004
IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (EZY2ZGSDJ3P8) -0,01 22,22 -0,0004 -0,0001
IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (EZY2ZGSDJ3P8) -0,01 22,22 -0,0004 -0,0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0,01 -0,0004 -0,0004
SOLD TRY BOUGHT USD 20251217 / DFE (000000000) -0,01 -0,0004 -0,0004
IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) -0,01 -21,43 -0,0004 0,0001
IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) -0,01 -21,43 -0,0004 0,0001
SOLD TRY BOUGHT USD 20250701 / DFE (000000000) -0,01 -0,0004 -0,0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,01 -0,0004 -0,0004
IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) -0,01 -20,00 -0,0004 0,0001
IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) -0,01 -20,00 -0,0004 0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,01 -0,0004 -0,0004
IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) -0,01 -80,88 -0,0004 0,0018
IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) -0,01 -80,88 -0,0004 0,0018
SOLD PEN BOUGHT USD 20251205 / DFE (000000000) -0,01 -0,0004 -0,0004
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) -0,01 -0,0005 -0,0005
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) -0,01 -0,0005 -0,0005
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0,01 -0,0005 -0,0005
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0,01 -0,0005 -0,0005
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) -0,01 75,00 -0,0005 -0,0002
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) -0,01 75,00 -0,0005 -0,0002
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) -0,01 -0,0005 -0,0005
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) -0,01 -0,0005 -0,0005
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) -0,02 -0,0005 -0,0005
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) -0,02 -0,0005 -0,0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,02 -0,0005 -0,0005
SOLD PEN BOUGHT USD 20250711 / DFE (000000000) -0,02 -0,0005 -0,0005
SOLD PEN BOUGHT USD 20250711 / DFE (000000000) -0,02 -0,0005 -0,0005
IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) -0,02 45,45 -0,0005 -0,0001
IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) -0,02 45,45 -0,0005 -0,0001
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0,02 -0,0005 -0,0005
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0,02 -0,0005 -0,0005
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0,02 -0,0005 -0,0005
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) -0,02 -26,09 -0,0005 0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,02 -0,0006 -0,0006
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0,02 -0,0006 -0,0006
RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) -0,02 54,55 -0,0006 -0,0002
RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) -0,02 54,55 -0,0006 -0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,02 -0,0006 -0,0006
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,02 -0,0006 -0,0006
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0,02 -0,0006 -0,0006
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0,02 -0,0006 -0,0006
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0,02 -0,0006 -0,0006
IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (EZ5F1PDPNS31) -0,02 35,71 -0,0006 -0,0001
IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (EZ5F1PDPNS31) -0,02 35,71 -0,0006 -0,0001
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0,02 -0,0006 -0,0006
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0,02 -0,0006 -0,0006
IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) -0,02 -26,92 -0,0006 0,0002
IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) -0,02 -26,92 -0,0006 0,0002
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0,02 -0,0006 -0,0006
SOLD PEN BOUGHT USD 20250714 / DFE (000000000) -0,02 -0,0006 -0,0006
SOLD PEN BOUGHT USD 20250714 / DFE (000000000) -0,02 -0,0006 -0,0006
RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) -0,02 33,33 -0,0006 -0,0001
RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) -0,02 33,33 -0,0006 -0,0001
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0,02 -0,0007 -0,0007
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0,02 -0,0007 -0,0007
SOLD ILS BOUGHT USD 20250709 / DFE (000000000) -0,02 -0,0007 -0,0007
SOLD ILS BOUGHT USD 20250709 / DFE (000000000) -0,02 -0,0007 -0,0007
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0,02 -0,0008 -0,0008
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0,02 -0,0008 -0,0008
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,02 -0,0008 -0,0008
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0,03 -0,0008 -0,0008
IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) -0,03 66,67 -0,0008 -0,0003
IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) -0,03 66,67 -0,0008 -0,0003
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0,03 -0,0008 -0,0008
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0,03 -0,0008 -0,0008
SOLD TRY BOUGHT USD 20250717 / DFE (000000000) -0,03 -0,0008 -0,0008
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,03 -0,0008 -0,0008
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0,03 -0,0008 -0,0008
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0,03 -0,0008 -0,0008
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,03 -0,0009 -0,0009
SOLD PEN BOUGHT USD 20251205 / DFE (000000000) -0,03 -0,0009 -0,0009
IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) -0,03 -1.500,00 -0,0009 -0,0010
IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) -0,03 -1.500,00 -0,0009 -0,0010
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,03 -0,0010 -0,0010
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0,03 -0,0010 -0,0010
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0,03 -0,0010 -0,0010
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0,03 -0,0010 -0,0010
IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) -0,04 52,17 -0,0011 -0,0003
IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) -0,04 52,17 -0,0011 -0,0003
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0,04 -0,0011 -0,0011
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0,04 -0,0011 -0,0011
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,04 -0,0012 -0,0012
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,04 -0,0012 -0,0012
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0,04 -0,0012 -0,0012
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0,04 -0,0012 -0,0012
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) -0,04 54,17 -0,0012 -0,0004
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) -0,04 54,17 -0,0012 -0,0004
SOLD IDR BOUGHT USD 20250711 / DFE (000000000) -0,04 -0,0012 -0,0012
SOLD IDR BOUGHT USD 20250711 / DFE (000000000) -0,04 -0,0012 -0,0012
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) -0,04 52,00 -0,0012 -0,0004
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) -0,04 52,00 -0,0012 -0,0004
RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) -0,04 375,00 -0,0012 -0,0010
RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) -0,04 375,00 -0,0012 -0,0010
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0,04 -0,0013 -0,0013
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0,04 -0,0013 -0,0013
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) -0,04 53,85 -0,0013 -0,0004
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) -0,04 53,85 -0,0013 -0,0004
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,04 -0,0013 -0,0013
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) -0,04 64,00 -0,0013 -0,0005
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) -0,04 64,00 -0,0013 -0,0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,04 -0,0013 -0,0013
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0,04 -0,0013 -0,0013
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0,04 -0,0013 -0,0013
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,04 -0,0014 -0,0014
SOLD INR BOUGHT USD 20250709 / DFE (000000000) -0,04 -0,0014 -0,0014
SOLD INR BOUGHT USD 20250709 / DFE (000000000) -0,04 -0,0014 -0,0014
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) -0,04 -0,0014 -0,0014
IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) -0,05 50,00 -0,0014 -0,0004
IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) -0,05 50,00 -0,0014 -0,0004
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0,05 -0,0015 -0,0015
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0,05 -0,0015 -0,0015
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,05 -0,0015 -0,0015
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,05 -0,0015 -0,0015
IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) -0,05 -7,69 -0,0015 0,0002
IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) -0,05 -7,69 -0,0015 0,0002
IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) -0,05 88,89 -0,0016 -0,0008
IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) -0,05 88,89 -0,0016 -0,0008
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0,05 -0,0017 -0,0017
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0,05 -0,0017 -0,0017
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) -0,05 -0,0017 -0,0017
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) -0,05 -0,0017 -0,0017
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) -0,05 -0,0017 -0,0017
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,05 -0,0017 -0,0017
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,06 -0,0018 -0,0018
IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) -0,06 61,11 -0,0018 -0,0007
IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) -0,06 61,11 -0,0018 -0,0007
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -0,06 -0,0019 -0,0019
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -0,06 -0,0019 -0,0019
IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) -0,06 66,67 -0,0019 -0,0007
IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) -0,06 66,67 -0,0019 -0,0007
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,06 -0,0020 -0,0020
SOLD PEN BOUGHT USD 20251128 / DFE (000000000) -0,07 -0,0021 -0,0021
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0,07 -0,0022 -0,0022
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0,07 -0,0022 -0,0022
SOLD PEN BOUGHT USD 20251103 / DFE (000000000) -0,07 -0,0023 -0,0023
SOLD PEN BOUGHT USD 20251103 / DFE (000000000) -0,07 -0,0023 -0,0023
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -0,07 -0,0023 -0,0023
IRS EUR 2.99000 12/08/23-10Y LCH / DIR (EZVMLNBFB1H7) -0,07 75,61 -0,0023 -0,0009
IRS EUR 2.99000 12/08/23-10Y LCH / DIR (EZVMLNBFB1H7) -0,07 75,61 -0,0023 -0,0009
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0,07 -0,0023 -0,0023
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) -0,07 46,00 -0,0023 -0,0007
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) -0,07 46,00 -0,0023 -0,0007
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) -0,08 102,70 -0,0024 -0,0012
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) -0,08 36,36 -0,0024 -0,0006
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) -0,08 36,36 -0,0024 -0,0006
CMBX.NA.AAA.16 SP SAL / DCR (EZJ2X064YKF7) -0,08 -42,34 -0,0025 0,0020
CMBX.NA.AAA.16 SP SAL / DCR (EZJ2X064YKF7) -0,08 -42,34 -0,0025 0,0020
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0,08 -0,0025 -0,0025
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0,08 -0,0025 -0,0025
SOLD PEN BOUGHT USD 20250910 / DFE (000000000) -0,08 -0,0027 -0,0027
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) -0,09 -0,0028 -0,0028
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) -0,09 -0,0028 -0,0028
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -0,09 -0,0029 -0,0029
IRS EUR 3.25000 11/06/23-10Y LCH / DIR (EZMRVVG7GGF9) -0,09 52,46 -0,0030 -0,0010
IRS EUR 3.25000 11/06/23-10Y LCH / DIR (EZMRVVG7GGF9) -0,09 52,46 -0,0030 -0,0010
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,10 -0,0031 -0,0031
IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) -0,10 56,45 -0,0031 -0,0011
IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) -0,10 56,45 -0,0031 -0,0011
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,10 -0,0031 -0,0031
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,10 -0,0031 -0,0031
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) -0,10 -0,0032 -0,0032
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) -0,10 -0,0032 -0,0032
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) -0,10 -0,0032 -0,0032
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) -0,10 -0,0032 -0,0032
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0,11 -0,0033 -0,0033
RFR USD SOFR/3.69116 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) -0,11 -5.550,00 -0,0035 -0,0035
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0,11 -0,0035 -0,0035
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0,11 -0,0035 -0,0035
SOLD PEN BOUGHT USD 20250717 / DFE (000000000) -0,11 -0,0036 -0,0036
SOLD PEN BOUGHT USD 20250717 / DFE (000000000) -0,11 -0,0036 -0,0036
SOLD PEN BOUGHT USD 20251117 / DFE (000000000) -0,12 -0,0038 -0,0038
SOLD PEN BOUGHT USD 20251117 / DFE (000000000) -0,12 -0,0038 -0,0038
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0,12 -0,0039 -0,0039
RFR USD SOFR/3.64960 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) -0,12 -6.250,00 -0,0039 -0,0040
RFR USD SOFR/3.64960 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) -0,12 -6.250,00 -0,0039 -0,0040
INF SWAP US IT 2.515 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) -0,13 -149,41 -0,0040 -0,0122
INF SWAP US IT 2.515 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) -0,13 -149,41 -0,0040 -0,0122
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0,13 -0,0042 -0,0042
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0,13 -0,0042 -0,0042
31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) -0,13 -0,0042 -0,0042
31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) -0,13 -0,0042 -0,0042
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,13 -0,0042 -0,0042
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) -0,14 -0,0043 -0,0043
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) -0,14 -0,0043 -0,0043
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,14 -0,0043 -0,0043
OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (EZB94V5ZTJT3) -0,14 54,44 -0,0044 -0,0015
OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (EZB94V5ZTJT3) -0,14 54,44 -0,0044 -0,0015
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) -0,14 -0,0044 -0,0044
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) -0,14 -0,0044 -0,0044
RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) -0,14 -117,05 -0,0044 -0,0312
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0,14 -0,0045 -0,0045
MSCI EAFE SEP25 IFUS 20250919 / DE (000000000) -0,15 -0,0047 -0,0047
MSCI EAFE SEP25 IFUS 20250919 / DE (000000000) -0,15 -0,0047 -0,0047
SOLD PEN BOUGHT USD 20251027 / DFE (000000000) -0,15 -0,0048 -0,0048
SOLD PEN BOUGHT USD 20251027 / DFE (000000000) -0,15 -0,0048 -0,0048
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,15 -0,0048 -0,0048
SOLD PEN BOUGHT USD 20250721 / DFE (000000000) -0,15 -0,0048 -0,0048
SOLD PEN BOUGHT USD 20250721 / DFE (000000000) -0,15 -0,0048 -0,0048
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0,16 -0,0050 -0,0050
OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) -0,16 43,36 -0,0051 -0,0015
OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) -0,16 43,36 -0,0051 -0,0015
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) -0,17 -0,0053 -0,0053
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) -0,17 -0,0053 -0,0053
INF SWAP US IT2.505 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) -0,18 -130,02 -0,0056 -0,0247
INF SWAP US IT2.505 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) -0,18 -130,02 -0,0056 -0,0247
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) -0,18 -0,0056 -0,0056
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) -0,18 -0,0056 -0,0056
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) -0,18 -187,44 -0,0057 -0,0124
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) -0,18 -187,44 -0,0057 -0,0124
317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) -0,18 -0,0057 -0,0057
317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) -0,18 -0,0057 -0,0057
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0,20 -0,0062 -0,0062
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0,20 -0,0062 -0,0062
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0,20 -0,0062 -0,0062
OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (EZV4JXT1DTW8) -0,20 53,08 -0,0063 -0,0021
OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (EZV4JXT1DTW8) -0,20 53,08 -0,0063 -0,0021
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0,20 -0,0063 -0,0063
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0,20 -0,0063 -0,0063
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) -0,21 -0,0066 -0,0066
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) -0,21 -0,0066 -0,0066
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0,21 -0,0067 -0,0067
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0,21 -0,0067 -0,0067
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,21 -0,0068 -0,0068
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0,22 -0,0068 -0,0068
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,22 -0,0068 -0,0068
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) -0,23 -0,0073 -0,0073
SOLD PEN BOUGHT USD 20250818 / DFE (000000000) -0,24 -0,0075 -0,0075
SOLD PEN BOUGHT USD 20250818 / DFE (000000000) -0,24 -0,0075 -0,0075
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) -0,24 -0,0075 -0,0075
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) -0,24 -0,0075 -0,0075
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,24 -0,0077 -0,0077
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,24 -0,0077 -0,0077
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) -0,27 -0,0086 -0,0086
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) -0,27 -0,0086 -0,0086
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,28 -0,0088 -0,0088
SOLD PEN BOUGHT USD 20250731 / DFE (000000000) -0,29 -0,0090 -0,0090
SOLD PEN BOUGHT USD 20250731 / DFE (000000000) -0,29 -0,0090 -0,0090
SOLD PEN BOUGHT USD 20250804 / DFE (000000000) -0,30 -0,0093 -0,0093
SOLD PEN BOUGHT USD 20250804 / DFE (000000000) -0,30 -0,0093 -0,0093
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) -0,31 -0,0096 -0,0096
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) -0,31 -0,0096 -0,0096
SOLD PEN BOUGHT USD 20250703 / DFE (000000000) -0,31 -0,0098 -0,0098
SOLD PEN BOUGHT USD 20250703 / DFE (000000000) -0,31 -0,0098 -0,0098
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,32 -0,0101 -0,0101
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) -0,33 -0,0103 -0,0103
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) -0,33 -0,0103 -0,0103
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0,33 -0,0105 -0,0105
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0,33 -0,0105 -0,0105
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) -0,40 510,77 -0,0125 -0,0104
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) -0,40 510,77 -0,0125 -0,0104
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) -0,40 -195,02 -0,0126 -0,0263
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) -0,40 -195,02 -0,0126 -0,0263
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0,42 -0,0132 -0,0132
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0,42 -0,0132 -0,0132
317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) -0,43 -0,0135 -0,0135
317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) -0,43 -0,0135 -0,0135
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,43 -0,0136 -0,0136
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0,43 -0,0137 -0,0137
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0,44 -0,0138 -0,0138
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0,44 -0,0139 -0,0139
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0,44 -0,0139 -0,0139
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0,44 -0,0139 -0,0139
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0,45 -0,0142 -0,0142
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,46 -0,0144 -0,0144
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0,46 -0,0146 -0,0146
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0,47 -0,0147 -0,0147
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,47 -0,0147 -0,0147
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0,47 -0,0148 -0,0148
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,48 -0,0150 -0,0150
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,48 -0,0151 -0,0151
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0,48 -0,0152 -0,0152
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) -0,48 -0,0153 -0,0153
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) -0,48 -0,0153 -0,0153
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,49 -0,0153 -0,0153
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0,55 -0,0174 -0,0174
RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) -0,65 -360,48 -0,0204 -0,0284
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) -0,72 -0,0228 -0,0228
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) -0,72 -0,0228 -0,0228
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0,73 -0,0229 -0,0229
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,77 -0,0242 -0,0242
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0,79 -0,0248 -0,0248
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0,79 -0,0248 -0,0248
RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) -0,92 325,35 -0,0291 -0,0220
RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) -0,92 325,35 -0,0291 -0,0220
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) -1,31 -0,0411 -0,0411
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -1,38 -0,0436 -0,0436
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -1,51 -0,0475 -0,0475
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -1,51 -0,0475 -0,0475
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) -1,57 -0,0494 -0,0494
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) -1,57 -0,0494 -0,0494
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -2,22 -0,0700 -0,0700
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -2,26 -0,0712 -0,0712
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) -3,29 -4,47 -0,1036 0,0076
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) -3,29 -4,47 -0,1036 0,0076
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) -3,38 -26,05 -0,1064 0,0411
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) -3,38 -26,05 -0,1064 0,0411
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -3,65 -0,1150 -0,1150
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) -3,97 -0,1250 -0,1250
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) -3,97 -0,1250 -0,1250
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) -4,36 -0,1371 -0,1371
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) -4,36 -0,1371 -0,1371
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -4,89 -0,1541 -0,1541
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -4,89 -0,1541 -0,1541
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) -6,30 -0,1982 -0,1982
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) -6,30 -0,1982 -0,1982
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -6,48 -0,2041 -0,2041
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -39,86 -1,2547 -1,2547
US01F0326821 / Fannie Mae or Freddie Mac -104,42 -184,28 -3,2870 -8,8120