Basic Stats
| Portfolio Value | $ 1,383,679,947 |
| Current Positions | 1,470 |
Latest Holdings, Performance, AUM (from 13F, 13D)
GSZAX - Goldman Sachs Strategic Income Fund Class A Shares has disclosed 1,470 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 1,383,679,947 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). GSZAX - Goldman Sachs Strategic Income Fund Class A Shares’s top holdings are Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Goldman Sachs Trust - Goldman Sachs Financial Square Government Fund (US:GSAXX) , Ginnie Mae (US:US21H0526788) , and Ginnie Mae (US:US21H0606713) . GSZAX - Goldman Sachs Strategic Income Fund Class A Shares’s new positions include Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Ginnie Mae (US:US21H0526788) , Ginnie Mae (US:US21H0606713) , and Ginnie Mae (US:US21H0506723) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 25.48 | 2.4885 | 16.9642 | ||
| 181.93 | 17.7695 | 12.0281 | ||
| 112.79 | 11.0166 | 7.8843 | ||
| 54.05 | 5.2796 | 6.2656 | ||
| 62.79 | 6.1328 | 6.1328 | ||
| 62.69 | 6.1235 | 6.1235 | ||
| 21.55 | 2.1053 | 5.4681 | ||
| 39.28 | 3.8363 | 4.3893 | ||
| 26.10 | 2.5494 | 3.8483 | ||
| 32.19 | 3.1437 | 3.1437 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| -148.21 | -14.4757 | -16.2008 | ||
| 5.13 | 0.5013 | -10.4389 | ||
| 27.75 | 2.7101 | -7.8169 | ||
| 13.37 | 1.3055 | -5.4372 | ||
| 18.32 | 1.7896 | -4.4680 | ||
| -12.97 | -1.2668 | -4.1664 | ||
| -14.92 | -1.4575 | -3.5628 | ||
| 47.66 | 4.6549 | -2.6172 | ||
| 1.86 | 0.1815 | -2.0931 | ||
| -7.07 | -0.6905 | -1.1857 |
13F and Fund Filings
This form was filed on 2025-08-19 for the reporting period 2025-06-30. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 181.93 | 349.90 | 17.7695 | 12.0281 | |||||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | 112.79 | 411.26 | 11.0166 | 7.8843 | |||||
| GSAXX / Goldman Sachs Trust - Goldman Sachs Financial Square Government Fund | 66.38 | 4.36 | 66.38 | 4.36 | 6.4833 | -0.6333 | |||
| U.S. Treasury Notes / DBT (US91282CNJ61) | 62.79 | 6.1328 | 6.1328 | ||||||
| U.S. Treasury Notes / DBT (US91282CNK35) | 62.69 | 6.1235 | 6.1235 | ||||||
| U.S. Treasury Notes / DBT (US91282CMT52) | 57.01 | 0.64 | 5.5685 | -0.7701 | |||||
| US21H0526788 / Ginnie Mae | 54.05 | -878.30 | 5.2796 | 6.2656 | |||||
| US21H0606713 / Ginnie Mae | 47.66 | -6.95 | 4.6549 | -2.6172 | |||||
| US21H0506723 / Ginnie Mae | 39.28 | -1,108.65 | 3.8363 | 4.3893 | |||||
| U.S. Treasury Bills / STIV (US912797LW51) | 32.19 | 3.1437 | 3.1437 | ||||||
| US21H0426799 / Ginnie Mae | 27.75 | -62.58 | 2.7101 | -7.8169 | |||||
| EW / Edwards Lifesciences Corporation | 26.10 | -385.32 | 2.5494 | 3.8483 | |||||
| EW / Edwards Lifesciences Corporation | 25.48 | -117.19 | 2.4885 | 16.9642 | |||||
| US01F0226757 / Uniform Mortgage-Backed Security, TBA | 21.55 | -191.01 | 2.1053 | 5.4681 | |||||
| US01F0524748 / Uniform Mortgage-Backed Security, TBA | 18.32 | -58.43 | 1.7896 | -4.4680 | |||||
| EW / Edwards Lifesciences Corporation | 17.66 | -32.34 | 1.7251 | -0.8243 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 14.21 | -33.76 | 1.3877 | -1.0122 | |||||
| U.S. Treasury Bonds / DBT (US912810UJ50) | 13.42 | 1.3108 | 1.3108 | ||||||
| Uniform Mortgage-Backed Security, TBA / ABS-MBS (US01F0604771) | 13.37 | -71.86 | 1.3055 | -5.4372 | |||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 9.54 | 0.9321 | 0.9321 | ||||||
| US7562E0EU66 / Reckitt Benckiser Treasury Services plc | 8.24 | 0.8052 | 0.8052 | ||||||
| US56166WAA99 / Man GLG US CLO | 6.70 | -0.03 | 0.6544 | -0.0954 | |||||
| US36179UH540 / Ginnie Mae II Pool | 6.57 | -2.54 | 0.6413 | -0.1124 | |||||
| US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) | 6.52 | 0.62 | 0.6366 | -0.2831 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 6.05 | 0.5905 | 0.5905 | ||||||
| US21H0626778 / Ginnie Mae | 5.13 | -93.34 | 0.5013 | -10.4389 | |||||
| US37046US851 / General Motors Financial Co Inc | 5.08 | 0.4965 | 0.4965 | ||||||
| US40638CAA71 / Halsey Point CLO I Ltd | 5.01 | 0.18 | 0.4895 | -0.0702 | |||||
| VW Credit Inc / STIV (US91842JU723) | 5.00 | 0.4879 | 0.4879 | ||||||
| US44890MVT60 / Hyundai Capital America | 4.86 | 0.4749 | 0.4749 | ||||||
| US3133KQLC86 / Freddie Mac Pool | 4.77 | -3.50 | 0.4662 | -0.0872 | |||||
| US7562E0EU66 / Reckitt Benckiser Treasury Services plc | 4.32 | 0.4219 | 0.4219 | ||||||
| US06742LBB80 / Barclays Dryrock Issuance Trust | 4.11 | -0.10 | 0.4011 | -0.0589 | |||||
| Octagon 67 Ltd / ABS-CBDO (US67571LAN10) | 4.02 | 0.3924 | 0.3924 | ||||||
| ROCK Trust 2024-CNTR / ABS-MBS (US74970WAA80) | 3.99 | 1.43 | 0.3893 | -0.0504 | |||||
| US097023CY98 / BOEING CO 5.15 5/30 | 3.97 | 1.22 | 0.3879 | -0.0511 | |||||
| Diameter Capital CLO 4 Ltd / ABS-CBDO (US25255NAQ16) | 3.92 | 0.03 | 0.3825 | -0.0556 | |||||
| US05682CAA53 / Bain Capital Credit CLO 2023-3 Ltd | 3.91 | -0.05 | 0.3817 | -0.0557 | |||||
| Long: BR233972 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233972 IRS EUR P F 1.75000 2 CCPVANILLA / DIR (000000000) | 3.79 | 0.3705 | 0.3705 | ||||||
| US36179UKY72 / Ginnie Mae II Pool | 3.76 | -2.34 | 0.3674 | -0.0636 | |||||
| US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds | 3.76 | -1.42 | 0.3668 | -0.0594 | |||||
| US452151LF83 / ILLINOIS ST | 3.75 | -6.84 | 0.3658 | -0.0840 | |||||
| Anticimex International AB 2024 Term Loan B6 / LON (US03703HAB24) | 3.34 | 0.63 | 0.3264 | -0.0453 | |||||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | 3.32 | 0.3240 | 0.3240 | ||||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20753GAC50) | 3.22 | 138.15 | 0.3141 | 0.1629 | |||||
| US172967NS68 / CITIGROUP INC | 3.17 | 0.32 | 0.3098 | -0.0440 | |||||
| IRV Trust 2025-200P / ABS-MBS (US45006HAA95) | 3.13 | 1.33 | 0.3057 | -0.0399 | |||||
| BBCMS Mortgage Trust 2025-5C34 / ABS-MBS (US07337BAC81) | 3.13 | 0.3053 | 0.3053 | ||||||
| Palmer Square Loan Funding 2022-3 Ltd / ABS-CBDO (US69690CAU71) | 3.01 | 0.30 | 0.2940 | -0.0417 | |||||
| US30023JAV08 / Evergreen Credit Card Trust Series 2018-2 | 2.99 | 0.2920 | 0.2920 | ||||||
| US02665JVJ68 / American Honda Finance Corp | 2.94 | 0.2875 | 0.2875 | ||||||
| Venture 41 Clo Ltd / ABS-CBDO (US92326JAS15) | 2.93 | 0.27 | 0.2863 | -0.0408 | |||||
| ILPT Commercial Mortgage Trust 2025-LPF2 / ABS-MBS (US451955AA65) | 2.93 | 0.2862 | 0.2862 | ||||||
| Elmwood CLO 27 Ltd / ABS-CBDO (US29003FAA03) | 2.88 | 0.49 | 0.2817 | -0.0395 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20753UAF75) | 2.87 | 0.56 | 0.2806 | -0.0391 | |||||
| XS2102912966 / Banco Santander SA | 2.83 | 9.49 | 0.2761 | -0.0128 | |||||
| Nissan Master Owner Trust Receivables / ABS-O (US65479VAB27) | 2.75 | 0.25 | 0.2690 | -0.0384 | |||||
| 1988 CLO 4 Ltd / ABS-CBDO (US68252EAJ01) | 2.72 | -0.18 | 0.2661 | -0.0393 | |||||
| COMM 2024-277P Mortgage Trust / ABS-MBS (US12654FAA84) | 2.63 | 0.92 | 0.2569 | -0.0348 | |||||
| US78449RAA32 / SLG Office Trust 2021-OVA | 2.63 | 1.94 | 0.2568 | -0.0318 | |||||
| XS2406902176 / RRE 5 Loan Management DAC | 2.60 | 9.26 | 0.2536 | -0.0122 | |||||
| Apidos CLO XXIII / ABS-CBDO (US03765YBG89) | 2.60 | -0.12 | 0.2536 | -0.0373 | |||||
| JP Morgan Mortgage Trust 2025-VIS1 / ABS-MBS (US46659BAD47) | 2.59 | -0.88 | 0.2532 | -0.0394 | |||||
| US025816CH00 / American Express Co | 2.58 | 0.98 | 0.2516 | -0.0338 | |||||
| US21H0226710 / GNII II 2.5% 07/01/2050 #TBA | 2.55 | 1.07 | 0.2490 | -0.1092 | |||||
| TPG Trust 2024-WLSC / ABS-MBS (US872973AA03) | 2.55 | 0.24 | 0.2490 | -0.0356 | |||||
| US949746TD35 / Wells Fargo & Co | 2.54 | 2.05 | 0.2483 | -0.0304 | |||||
| US172967MU24 / CITIGROUP INC JR SUBORDINA 12/99 VAR | 2.53 | 0.68 | 0.2468 | -0.0340 | |||||
| NBK / National Bank of Kuwait S.A.K.P. | 2.52 | 0.2466 | 0.2466 | ||||||
| US060505GB47 / Bank of America Corp | 2.52 | 0.68 | 0.2462 | -0.0339 | |||||
| 1988 CLO 3 Ltd / ABS-CBDO (US653949AA57) | 2.51 | -0.16 | 0.2448 | -0.0361 | |||||
| AAL Delaware Holdco Inc 2025 Term Loan / LON (US00036YAD58) | 2.50 | 0.64 | 0.2446 | -0.0339 | |||||
| US06738EBN40 / Barclays PLC | 2.50 | 0.04 | 0.2442 | -0.0355 | |||||
| US693475BF18 / PNC Financial Services Group Inc/The | 2.49 | 0.16 | 0.2433 | -0.0350 | |||||
| US172967PC98 / Citigroup, Inc. | 2.49 | 2.01 | 0.2429 | -0.0298 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20755RAC97) | 2.49 | 0.61 | 0.2429 | -0.0337 | |||||
| WB Commercial Mortgage Trust 2024-HQ / ABS-MBS (US92943PAC59) | 2.48 | 1.73 | 0.2418 | -0.0305 | |||||
| Voya CLO 2019-2 Ltd / ABS-CBDO (US92917RAL33) | 2.46 | -1.28 | 0.2403 | -0.0385 | |||||
| US05548WAA53 / BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 TALL A 144A | 2.46 | -0.28 | 0.2400 | -0.0358 | |||||
| US36179UH623 / Ginnie Mae II Pool | 2.46 | -2.96 | 0.2400 | -0.0433 | |||||
| BX Trust 2025-TAIL / ABS-MBS (US123912AA54) | 2.45 | 0.2396 | 0.2396 | ||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 2.45 | 0.53 | 0.2395 | -0.0334 | |||||
| BSTN Commercial Mortgage Trust 2025-1C / ABS-MBS (US05615EAA38) | 2.45 | 0.2395 | 0.2395 | ||||||
| ROCK Trust 2024-CNTR / ABS-MBS (US74970WAG50) | 2.45 | 0.74 | 0.2393 | -0.0329 | |||||
| Brant Point Clo 2024-3 Ltd / ABS-CBDO (US835937AA13) | 2.41 | 0.17 | 0.2350 | -0.0337 | |||||
| TK Elevator Midco GmbH 2025 USD Term Loan B / LON (XAD9000BAJ17) | 2.38 | 0.2326 | 0.2326 | ||||||
| IRB Holding Corp 2024 1st Lien Term Loan B / LON (US44988LAL18) | 2.38 | 0.42 | 0.2320 | -0.0327 | |||||
| CQP Holdco LP 2024 1st Lien Term Loan B / LON (US12657QAE35) | 2.37 | 0.30 | 0.2313 | -0.0329 | |||||
| US832696AX63 / J M Smucker Co. | 2.37 | 0.85 | 0.2312 | -0.0314 | |||||
| Fleet Midco I Limited 2024 1st Lien Term Loan B / LON (US33902UAD54) | 2.36 | 0.21 | 0.2307 | -0.0329 | |||||
| Harbor Freight Tools USA Inc 2024 Term Loan B / LON (US41151PAR64) | 2.35 | 0.13 | 0.2298 | -0.0331 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US207941AF22) | 2.34 | -0.04 | 0.2287 | -0.0334 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20754VAC19) | 2.34 | 0.2286 | 0.2286 | ||||||
| OCP Euro 2025-12 DAC / ABS-CBDO (XS3002399197) | 2.33 | 8.61 | 0.2279 | -0.0125 | |||||
| GTLS.PRB / Chart Industries, Inc. - Preferred Stock | 2.33 | 0.22 | 0.2274 | -0.0325 | |||||
| Flatiron CLO 20 Ltd / ABS-CBDO (US33883MAJ36) | 2.30 | 0.13 | 0.2250 | -0.0324 | |||||
| US20755CAF59 / CORP CMO | 2.30 | 0.74 | 0.2249 | -0.0309 | |||||
| US90117PAC95 / AOTA_15-1211 | 2.29 | 1.60 | 0.2239 | -0.0286 | |||||
| Genting New York LLC / GENNY Capital Inc / DBT (US37255JAB89) | 2.27 | 1.66 | 0.2220 | -0.0281 | |||||
| BFLD Trust 2025-EWEST / ABS-MBS (US05494JAC45) | 2.25 | 0.2201 | 0.2201 | ||||||
| US891941AD82 / TOYOTA AUTO RECEIVABLES 2023-B OWNER TRUST SER 2023-B CL A3 REGD 4.71000000 | 2.24 | -15.49 | 0.2190 | -0.0779 | |||||
| US36168QAM69 / GFL Environmental Inc | 2.22 | 1.88 | 0.2167 | -0.0269 | |||||
| Hudson Yards 2025-SPRL Mortgage Trust / ABS-MBS (US44855PAA66) | 2.21 | 1.19 | 0.2163 | -0.0285 | |||||
| Ardonagh Group Finance Ltd / DBT (US039956AA59) | 2.20 | 3.14 | 0.2151 | -0.0238 | |||||
| US17305EGS81 / Citibank Credit Card Issuance Trust, Series 2018-A7, Class A7 | 2.19 | 0.2139 | 0.2139 | ||||||
| US483548AF00 / Kaman Corp Bond | 2.19 | 0.2139 | 0.2139 | ||||||
| Connecticut Avenue Securities Series 2025-R01 / ABS-MBS (US20755JAG85) | 2.17 | 79.68 | 0.2117 | 0.0767 | |||||
| US06539VAJ70 / BANK 2022-BNK39 | 2.14 | 1.18 | 0.2095 | -0.0277 | |||||
| 1988 CLO 4 Ltd / ABS-CBDO (US68252EAG61) | 2.11 | 0.14 | 0.2063 | -0.0297 | |||||
| 1988 CLO 6 Ltd / ABS-CBDO (US65444GAA94) | 2.10 | 0.33 | 0.2050 | -0.0290 | |||||
| CVC Cordatus Loan Fund XXXIV DAC / ABS-CBDO (XS2980877661) | 2.10 | 8.15 | 0.2048 | -0.0122 | |||||
| Waste Pro USA Inc / DBT (US94107JAC71) | 2.10 | 3.30 | 0.2047 | -0.0222 | |||||
| US228180AB14 / Crown Americas LLC | 2.09 | 4.19 | 0.2040 | -0.0203 | |||||
| US09077RAA77 / Birch Grove CLO 7 Ltd | 2.07 | 0.05 | 0.2026 | -0.0294 | |||||
| BANK5 2025-5YR15 / ABS-MBS (US065924AG73) | 2.06 | 0.2010 | 0.2010 | ||||||
| Marathon CLO XIII Ltd / ABS-CBDO (US56579ABL35) | 2.05 | 0.05 | 0.2003 | -0.0291 | |||||
| US08179DAJ81 / Benefit Street Partners Clo XXXIII Ltd | 2.01 | -0.54 | 0.1967 | -0.0299 | |||||
| Neuberger Berman Loan Advisers CLO 39 Ltd / ABS-CBDO (US64134GAL32) | 2.01 | 0.75 | 0.1965 | -0.0270 | |||||
| Generate CLO 15 Ltd / ABS-CBDO (US37147XAA19) | 2.01 | 0.15 | 0.1960 | -0.0282 | |||||
| US117650AA94 / Bryant Park Funding 2023-21 Ltd | 2.01 | -0.20 | 0.1959 | -0.0289 | |||||
| US12571KAA79 / CIFC Funding Ltd. | 2.00 | 0.10 | 0.1956 | -0.0283 | |||||
| US22823RAJ86 / Crown City CLO I | 2.00 | 0.05 | 0.1954 | -0.0284 | |||||
| Prairie ECI Acquiror LP 2024 Term Loan B / LON (US73955HAE45) | 2.00 | 0.35 | 0.1949 | -0.0276 | |||||
| Neuberger Berman Loan Advisers CLO 54 Ltd / ABS-CBDO (US64135PAG37) | 1.98 | -0.05 | 0.1937 | -0.0283 | |||||
| BX 2024-BRVE / ABS-MBS (US05612KAA25) | 1.97 | -0.05 | 0.1927 | -0.0282 | |||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB / ABS-MBS (US46659JAA34) | 1.97 | 0.1925 | 0.1925 | ||||||
| Exeter Automobile Receivables Trust / ABS-O (US30166XAC83) | 1.96 | 0.1912 | 0.1912 | ||||||
| 1988 CLO 5 Ltd / ABS-CBDO (US68252PAN69) | 1.90 | 0.05 | 0.1857 | -0.0270 | |||||
| Morgan Stanley Residential Mortgage Loan Trust 2025-HX1 / ABS-MBS (US617942AA59) | 1.89 | 0.1848 | 0.1848 | ||||||
| US89640BAA26 / Trinitas CLO XXV Ltd | 1.88 | -0.05 | 0.1833 | -0.0268 | |||||
| CVC Cordatus Loan Fund III DAC / ABS-CBDO (XS3015758660) | 1.88 | 8.94 | 0.1833 | -0.0094 | |||||
| US55361AAU88 / MSWF Commercial Mortgage Trust 2023-2 | 1.88 | 35.57 | 0.1832 | 0.0284 | |||||
| US67091TAA34 / OCP SA | 1.86 | 0.81 | 0.1819 | -0.0248 | |||||
| US21H0406734 / Ginnie Mae | 1.86 | -86.90 | 0.1815 | -2.0931 | |||||
| US21H0406817 / Ginnie Mae | 1.86 | 0.1815 | 0.1815 | ||||||
| VFH Parent LLC 2025 Term Loan B / LON (US91820UAV26) | 1.83 | 0.33 | 0.1787 | -0.0254 | |||||
| Camelot US Acquisition LLC 2024 Term Loan B / LON (XAL2000AAF74) | 1.81 | 0.22 | 0.1769 | -0.0252 | |||||
| Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAC02) | 1.81 | 0.06 | 0.1765 | -0.0256 | |||||
| BANK 2024-BNK48 / ABS-MBS (US06541GAH02) | 1.81 | 0.73 | 0.1764 | -0.0242 | |||||
| BFLD Commercial Mortgage Trust 2024-UNIV / ABS-MBS (US08861RAA95) | 1.80 | 0.17 | 0.1759 | -0.0252 | |||||
| US85573DAU37 / Starwood Mortgage Residential Trust 2020-2 | 1.80 | 1.29 | 0.1759 | -0.0230 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-MGP / ABS-MBS (US95003TAU79) | 1.80 | -0.88 | 0.1756 | -0.0273 | |||||
| JP Morgan Mortgage Trust Series 2024-3 / ABS-MBS (US46657QAH48) | 1.79 | -1.86 | 0.1752 | -0.0292 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-1CHI / ABS-MBS (US95003PAA93) | 1.76 | 0.34 | 0.1720 | -0.0243 | |||||
| US65249BAA70 / News Corp | 1.75 | 1.45 | 0.1711 | -0.0220 | |||||
| US92933BAT17 / WMG Acquisition Corp | 1.74 | 0.58 | 0.1699 | -0.0236 | |||||
| Long: SR234073 IRS NOK R F 4.25000 2 CCPVANILLA / Short: SR234073 IRS NOK P V 06MNIBOR 1 CCPVANILLA / DIR (000000000) | 1.73 | 0.1689 | 0.1689 | ||||||
| XS1631415400 / Ivory Coast Government International Bond | 1.72 | 2.31 | 0.1684 | -0.0202 | |||||
| CSAIL 2018-CX12 Commercial Mortgage Trust / ABS-MBS (US12595XAX12) | 1.72 | 2.57 | 0.1676 | -0.0195 | |||||
| Venture 49 CLO Ltd / ABS-CBDO (US922972AJ32) | 1.71 | 0.35 | 0.1671 | -0.0236 | |||||
| Brookhaven Park CLO LTD / ABS-CBDO (US113520AA83) | 1.71 | 0.24 | 0.1667 | -0.0238 | |||||
| Crown City CLO V / ABS-CBDO (US22823AAN63) | 1.71 | 0.12 | 0.1665 | -0.0241 | |||||
| US04686RAB96 / Athenahealth, Inc. 2022 Term Loan B | 1.70 | 1.01 | 0.1665 | -0.0223 | |||||
| Mountain View CLO XVI Ltd / ABS-CBDO (US62432UAN19) | 1.70 | 0.00 | 0.1662 | -0.0242 | |||||
| BX 2024-BRVE / ABS-MBS (US05612KAG94) | 1.70 | -0.12 | 0.1659 | -0.0243 | |||||
| 01626P148 / Alimentation Couche-Tard Inc | 1.69 | 0.1653 | 0.1653 | ||||||
| BX Trust 2025-ROIC / ABS-MBS (US05593VAA17) | 1.69 | 0.12 | 0.1650 | -0.0238 | |||||
| Freddie Mac STACR REMIC Trust 2025-DNA2 / ABS-MBS (US35564NHY22) | 1.69 | 0.1648 | 0.1648 | ||||||
| Adient US LLC 2024 Term Loan B2 / LON (US00687MAH43) | 1.68 | 1.39 | 0.1642 | -0.0214 | |||||
| CSTL Commercial Mortgage Trust 2024-GATE / ABS-MBS (US22945JAA88) | 1.67 | 1.52 | 0.1635 | -0.0210 | |||||
| US55361AAR59 / MSWF Commercial Mortgage Trust 2023-2 | 1.67 | 0.48 | 0.1629 | -0.0228 | |||||
| WhiteWater DBR HoldCo LLC 1st Lien Term Loan B / LON (US96616PAD06) | 1.66 | 0.24 | 0.1624 | -0.0232 | |||||
| US3140QRXE84 / Fannie Mae Pool | 1.66 | -4.55 | 0.1619 | -0.0323 | |||||
| US05604FAC95 / BWAY MORTGAGE TRUST 3.4543% 03/10/2033 144A 2013-1515 A | 1.66 | -1.08 | 0.1618 | -0.0255 | |||||
| Crosby US Acquisition Corp 2024 1st Lien Term Loan B / LON (US22739PAP18) | 1.65 | 0.06 | 0.1616 | -0.0234 | |||||
| BANK 2025-BNK50 / ABS-MBS (US064908AN69) | 1.65 | 0.1614 | 0.1614 | ||||||
| US3622ABJH66 / Ginnie Mae II Pool | 1.65 | -2.71 | 0.1611 | -0.0286 | |||||
| US07336DAU54 / BBCMS Mortgage Trust 2023-C20 | 1.64 | 0.31 | 0.1598 | -0.0227 | |||||
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves / DBT (US00188QAA40) | 1.63 | 3.83 | 0.1589 | -0.0164 | |||||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | 1.60 | 1.33 | 0.1566 | -0.0204 | |||||
| Penta CLO 2021-2 DAC / ABS-CBDO (XS3019792665) | 1.59 | 9.80 | 0.1555 | -0.0067 | |||||
| US08163NBJ37 / BMARK 22-B32 A5 3.0019% 01-15-55/01-21-32 | 1.59 | 1.60 | 0.1551 | -0.0197 | |||||
| US06541ABP49 / BANK 2021-BNK31 | 1.59 | -0.19 | 0.1550 | -0.0229 | |||||
| GM Financial Revolving Receivables Trust 2024-1 / ABS-O (US36269KAA34) | 1.58 | 0.57 | 0.1547 | -0.0215 | |||||
| BANK5 2024-5YR11 / ABS-MBS (US06644WBD92) | 1.57 | 0.64 | 0.1534 | -0.0212 | |||||
| JP Morgan Mortgage Trust Series 2024-VIS1 / ABS-MBS (US465970AB73) | 1.56 | -4.60 | 0.1521 | -0.0305 | |||||
| DP World Crescent Ltd / DBT (US260979AA70) | 1.54 | 0.1504 | 0.1504 | ||||||
| Long: BR222559 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR222559 IRS EUR P F 2.00000 2 CCPVANILLA / DIR (000000000) | 1.53 | 0.1492 | 0.1492 | ||||||
| Summit Midstream Holdings LLC / DBT (US86614JAA34) | 1.52 | -0.20 | 0.1484 | -0.0219 | |||||
| Silver Point Clo 3 Ltd / ABS-CBDO (US827925AJ72) | 1.52 | 0.46 | 0.1483 | -0.0208 | |||||
| US12652XAA19 / CSMC 2017-TIME CSMC 2017-TIME A | 1.51 | 5.97 | 0.1473 | -0.0119 | |||||
| Madison Park Funding XXXVII Ltd / ABS-CBDO (US55817EAW66) | 1.51 | 0.33 | 0.1472 | -0.0209 | |||||
| US683715AD87 / Open Text Corp | 1.49 | 3.47 | 0.1459 | -0.0157 | |||||
| Crown Finance US Inc 2024 Term Loan B / LON (US22834KAU51) | 1.49 | 0.27 | 0.1456 | -0.0207 | |||||
| US36166RAE45 / GCAT, Series 2020-NQM2, Class M1 | 1.49 | 1.16 | 0.1453 | -0.0192 | |||||
| US579063AB46 / Condor Merger Sub Inc | 1.49 | 6.52 | 0.1452 | -0.0109 | |||||
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI / ABS-MBS (US46593JAA25) | 1.48 | 124.43 | 0.1445 | 0.0706 | |||||
| BBCMS Mortgage Trust 2024-5C29 / ABS-MBS (US05555PAC68) | 1.48 | 0.48 | 0.1444 | -0.0202 | |||||
| US00109LAA17 / ADT Security Corp. | 1.47 | 2.80 | 0.1437 | -0.0164 | |||||
| US513272AD65 / Lamb Weston Holdings Inc | 1.47 | 2.37 | 0.1434 | -0.0171 | |||||
| US82967NBJ63 / Sirius XM Radio Inc | 1.46 | 3.03 | 0.1430 | -0.0160 | |||||
| Fashion Show Mall LLC / ABS-MBS (US50245XAA54) | 1.46 | 0.97 | 0.1430 | -0.0193 | |||||
| US77313LAA17 / Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc | 1.45 | 1.61 | 0.1420 | -0.0181 | |||||
| Champ Acquisition Corp / DBT (US15807XAA81) | 1.45 | 2.84 | 0.1416 | -0.0162 | |||||
| Freedom Mortgage Holdings LLC / DBT (US35641AAA60) | 1.45 | 2.26 | 0.1415 | -0.0170 | |||||
| KKR Apple Bidco LLC 2025 Term Loan / LON (US48254EAG61) | 1.44 | 0.28 | 0.1410 | -0.0200 | |||||
| BBCMS Mortgage Trust 2024-5C27 / ABS-MBS (US05555FAC86) | 1.44 | 0.42 | 0.1407 | -0.0198 | |||||
| Long: SR234061 IRS SEK R F 2.25000 2 CCPVANILLA / Short: SR234061 IRS SEK P V 03MSTIBO 1 CCPVANILLA / DIR (000000000) | 1.43 | 0.1398 | 0.1398 | ||||||
| US92332YAC57 / Venture Global LNG Inc | 1.43 | 1.64 | 0.1394 | -0.0177 | |||||
| Halseypoint CLO II Ltd / ABS-CBDO (US40638TAS15) | 1.43 | -0.35 | 0.1392 | -0.0208 | |||||
| US065402BC28 / BANK 2019-BNK18 | 1.42 | 1.14 | 0.1391 | -0.0184 | |||||
| BX Trust 2024-BIO / ABS-MBS (US05612AAA43) | 1.42 | 0.14 | 0.1391 | -0.0201 | |||||
| USP6629MAD40 / Mexico City Airport Trust | 1.42 | 0.28 | 0.1389 | -0.0198 | |||||
| XS2300197030 / Galaxy Pipeline Assets Bidco Ltd | 1.42 | 0.35 | 0.1386 | -0.0197 | |||||
| Connecticut Avenue Securities Trust 2024-R03 / ABS-MBS (US207941AA35) | 1.42 | -12.31 | 0.1386 | -0.0424 | |||||
| US23345LAA70 / DOLP Trust 2021-NYC | 1.42 | 1.14 | 0.1385 | -0.0183 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20755RAG02) | 1.41 | 0.36 | 0.1374 | -0.0194 | |||||
| North Westerly VII ESG CLO DAC / ABS-CBDO (XS2338111490) | 1.40 | 9.98 | 0.1368 | -0.0057 | |||||
| XS2179039636 / Romanian Government International Bond | 1.40 | 11.04 | 0.1366 | -0.0044 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 1.40 | 0.1364 | 0.1364 | ||||||
| US251525AX97 / Deutsche Bank AG | 1.39 | 0.72 | 0.1362 | -0.0187 | |||||
| US812127AA61 / Sealed Air Corp. | 1.39 | 1.38 | 0.1362 | -0.0177 | |||||
| US61764BAA17 / MORGAN STANLEY CAPITAL I TRUST 3.912% 09/09/2032 144A 2014-150E A | 1.39 | -2.72 | 0.1361 | -0.0242 | |||||
| US45688CAB37 / Ingevity Corp | 1.39 | 2.13 | 0.1360 | -0.0166 | |||||
| GEN II Fund Services LLC 2024 Term Loan B / LON (US69381MAB19) | 1.39 | 0.1359 | 0.1359 | ||||||
| JP Morgan Mortgage Trust Series 2024-VIS1 / ABS-MBS (US465970AA90) | 1.39 | -4.74 | 0.1356 | -0.0274 | |||||
| US53219LAU35 / LIFEPOINT HEALTH INC COMPANY GUAR 144A 01/29 5.375 | 1.39 | 6.29 | 0.1353 | -0.0105 | |||||
| Voya CLO 2024-1 Ltd / ABS-CBDO (US92920DAG07) | 1.38 | -0.14 | 0.1351 | -0.0199 | |||||
| BANK5 2024-5YR7 / ABS-MBS (US06211UBL89) | 1.38 | 0.58 | 0.1344 | -0.0186 | |||||
| US46656NAA72 / J.P. Morgan Mortgage Trust 2023-DSC1 | 1.37 | -1.86 | 0.1341 | -0.0225 | |||||
| Park Blue CLO 2023-IV Ltd / ABS-CBDO (US699917AL48) | 1.37 | 0.07 | 0.1339 | -0.0195 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 1.37 | 0.1335 | 0.1335 | ||||||
| US05602NAE04 / BMO 2022-C2 Mortgage Trust | 1.37 | 0.44 | 0.1334 | -0.0187 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20753UAB61) | 1.36 | 203.11 | 0.1333 | 0.0828 | |||||
| LEX 2024-BBG Mortgage Trust / ABS-MBS (US52885AAA60) | 1.36 | 1.19 | 0.1325 | -0.0175 | |||||
| US17305EGW93 / CITIBANK CREDIT CARD ISSUANCE TRUST SER 2023-A1 CL A1 REGD 5.23000000 | 1.35 | -0.22 | 0.1322 | -0.0195 | |||||
| Barings CLO Ltd 2024-I / ABS-CBDO (US06763VAG05) | 1.33 | -0.37 | 0.1303 | -0.0196 | |||||
| Sycamore Tree CLO 2023-2 Ltd / ABS-CBDO (US87122CAQ69) | 1.33 | -0.37 | 0.1301 | -0.0195 | |||||
| US95003CAJ99 / Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class A5 | 1.33 | 2.54 | 0.1300 | -0.0152 | |||||
| Elmwood CLO 29 Ltd / ABS-CBDO (US289913AE58) | 1.33 | 0.00 | 0.1297 | -0.0189 | |||||
| US3622ABJ861 / Ginnie Mae II Pool | 1.33 | -2.50 | 0.1297 | -0.0227 | |||||
| US3622ABGK23 / Ginnie Mae II Pool | 1.32 | -2.95 | 0.1288 | -0.0232 | |||||
| US46656DAH44 / J.P. Morgan Mortgage Trust 2023-2 | 1.32 | -3.80 | 0.1287 | -0.0246 | |||||
| Dominican Republic International Bond / DBT (US25714PFB94) | 1.31 | 1.00 | 0.1284 | -0.0172 | |||||
| Crown City CLO IV / ABS-CBDO (US228233AU67) | 1.31 | -0.15 | 0.1278 | -0.0188 | |||||
| US12598YAE86 / Cifc Funding 2023-III Ltd | 1.31 | 0.23 | 0.1276 | -0.0182 | |||||
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB / ABS-MBS (US46651EAG98) | 1.30 | 0.86 | 0.1267 | -0.0172 | |||||
| Vale Overseas Ltd / DBT (US91911TAS24) | 1.29 | -0.77 | 0.1260 | -0.0195 | |||||
| US06541CBT27 / BANK | 1.29 | 2.79 | 0.1258 | -0.0144 | |||||
| BANK5 2024-5YR10 / ABS-MBS (US06604AAF12) | 1.28 | 0.95 | 0.1251 | -0.0168 | |||||
| Carlyle US CLO 2024-1 Ltd / ABS-CBDO (US142923AG63) | 1.26 | -0.08 | 0.1230 | -0.0180 | |||||
| US62482BAB80 / MOZART DEBT MERGER SUB INC | 1.25 | 3.40 | 0.1218 | -0.0131 | |||||
| Nouryon Finance BV 2024 USD Term Loan B1 / LON (XAN8232NAL19) | 1.24 | 0.73 | 0.1214 | -0.0166 | |||||
| US50190EAA29 / MAGLLC 4 7/8 05/01/29 | 1.24 | 3.69 | 0.1209 | -0.0127 | |||||
| US11135RAA32 / BroadStreet Partners Inc | 1.23 | 3.10 | 0.1201 | -0.0133 | |||||
| Plano HoldCo Inc Term Loan B / LON (US72712EAB39) | 1.23 | -5.03 | 0.1200 | -0.0247 | |||||
| US46655AAA60 / JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27 | 1.23 | -2.00 | 0.1200 | -0.0202 | |||||
| US12657NAA81 / CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A | 1.23 | 3.03 | 0.1197 | -0.0134 | |||||
| US721283AA72 / PIKE CORP 5.5% 09/01/2028 144A | 1.22 | 3.20 | 0.1196 | -0.0132 | |||||
| US43284MAA62 / Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | 1.21 | 2.88 | 0.1186 | -0.0135 | |||||
| Long: SR234012 IRS CAD R F 2.75000 2 CCPOIS / Short: SR234012 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 1.21 | 0.1184 | 0.1184 | ||||||
| Long: SR234278 IRS USD R F 3.62000 2 CCPOIS / Short: SR234278 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 1.21 | 0.1181 | 0.1181 | ||||||
| Park Blue CLO 2022-1 Ltd / ABS-CBDO (US70016WAQ78) | 1.20 | 0.17 | 0.1175 | -0.0168 | |||||
| BMO 2024-5C3 Mortgage Trust / ABS-MBS (US09660QAC87) | 1.20 | 0.25 | 0.1173 | -0.0167 | |||||
| BANK5 2024-5YR9 / ABS-MBS (US06644VBM19) | 1.20 | 0.67 | 0.1172 | -0.0161 | |||||
| US03464VAE48 / Angel Oak Mortgage Trust, Series 2019-6, Class B1 | 1.20 | 1.96 | 0.1170 | -0.0144 | |||||
| US92538QAA85 / VERUS SECURITIZATION TRUST 2021-7 1.829% 10/25/2066 144A | 1.20 | 104.97 | 0.1169 | 0.0516 | |||||
| US00119LAA98 / ADVGR0 6 1/4 03/01/28 | 1.20 | 1.88 | 0.1168 | -0.0145 | |||||
| US92943GAA94 / WR Grace Holdings LLC | 1.19 | 5.22 | 0.1163 | -0.0103 | |||||
| Cougar JV Subsidiary LLC / DBT (US22208WAA18) | 1.19 | 3.22 | 0.1160 | -0.0127 | |||||
| US92537VAA89 / Vertical Holdco GmbH | 1.19 | -0.08 | 0.1158 | -0.0169 | |||||
| US91838PAA93 / VT TOPCO INC REGD 144A P/P 8.50000000 | 1.18 | 1.28 | 0.1156 | -0.0151 | |||||
| Houston Galleria Mall Trust 2025-HGLR / ABS-MBS (US44216XAA37) | 1.18 | 1.11 | 0.1152 | -0.0153 | |||||
| US466317AG94 / JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP B 144A | 1.17 | 0.51 | 0.1147 | -0.0160 | |||||
| US432833AF84 / Hilton Domestic Operating Co Inc | 1.17 | 2.82 | 0.1141 | -0.0130 | |||||
| US59567LAA26 / Midcap Financial Issuer Trust | 1.17 | 3.28 | 0.1138 | -0.0125 | |||||
| Long: SR233995 IRS GBP R F 3.75000 2 CCPOIS / Short: SR233995 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) | 1.16 | 0.1137 | 0.1137 | ||||||
| US08163CBC29 / Benchmark 2021-B24 Mortgage Trust | 1.16 | 1.22 | 0.1136 | -0.0150 | |||||
| US05973KAA51 / Banco Mercantil del Norte SA/Grand Cayman | 1.16 | 1.04 | 0.1135 | -0.0151 | |||||
| US279158AN94 / Ecopetrol SA | 1.16 | -38.17 | 0.1129 | -0.0962 | |||||
| US38382KVX89 / Government National Mortgage Association | 1.15 | -1.03 | 0.1124 | -0.0177 | |||||
| Focus Financial Partners LLC / DBT (US34417VAA52) | 1.12 | 3.60 | 0.1097 | -0.0117 | |||||
| US118230AJ01 / Buckeye Partners Lp 4.875% Senior Notes 02/01/21 | 1.11 | 1.93 | 0.1082 | -0.0134 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-1CHI / ABS-MBS (US95003PAC59) | 1.11 | 0.73 | 0.1082 | -0.0149 | |||||
| Hudson Yards 2025-SPRL Mortgage Trust / ABS-MBS (US44855PAE88) | 1.10 | 1.29 | 0.1076 | -0.0141 | |||||
| US06054ABB44 / Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class AS | 1.09 | 0.37 | 0.1068 | -0.0151 | |||||
| US71654QDL32 / Petroleos Mexicanos | 1.09 | 3.93 | 0.1060 | -0.0109 | |||||
| NY Commercial Mortgage Trust 2025-299P / ABS-MBS (US62957FAC32) | 1.08 | 1.31 | 0.1055 | -0.0138 | |||||
| US12529AAE47 / CFK Trust 2020-MF2 | 1.07 | -0.28 | 0.1048 | -0.0155 | |||||
| BX Commercial Mortgage Trust 2024-AIRC / ABS-MBS (US12433CAA36) | 1.07 | -2.73 | 0.1045 | -0.0186 | |||||
| Long: SR230360 IRS EUR R F 2.14300 2 CCPZERO / Short: SR230360 IRS EUR P V 03MEURIB 1 CCPZERO / DIR (000000000) | 1.06 | 0.1033 | 0.1033 | ||||||
| US911163AA17 / UNFI 6 3/4 10/15/28 | 1.05 | 0.00 | 0.1023 | -0.0149 | |||||
| US12598SAA96 / Cifc Funding 2023-III Ltd | 1.04 | 1.56 | 0.1016 | -0.0130 | |||||
| US02152AAU34 / Alternative Loan Trust 2007-16CB | 1.03 | -2.09 | 0.1006 | -0.0170 | |||||
| US08163PBG46 / BMARK 22-B33 A5 3.3503% 01-15-32 | 1.03 | 1.18 | 0.1005 | -0.0133 | |||||
| Benefit Street Partners Clo XXXV Ltd / ABS-CBDO (US08183CAA36) | 1.01 | 1.30 | 0.0991 | -0.0129 | |||||
| AMMC CLO 30 Ltd / ABS-CBDO (US03165YAA82) | 1.01 | -0.59 | 0.0990 | -0.0151 | |||||
| US81728UAA25 / Sensata Technologies Inc | 1.01 | 3.17 | 0.0987 | -0.0109 | |||||
| BX Commercial Mortgage Trust 2024-VLT5 / ABS-MBS (US05614JAA34) | 1.01 | 1.92 | 0.0985 | -0.0122 | |||||
| Bain Capital CLO 2024-1 Ltd / ABS-CBDO (US056920AJ08) | 1.01 | -0.40 | 0.0983 | -0.0148 | |||||
| Long: BR233967 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233967 IRS EUR P F 2.00000 2 CCPVANILLA / DIR (000000000) | 1.01 | 0.0982 | 0.0982 | ||||||
| Madison Park Funding LXI Ltd / ABS-CBDO (US55822NAA72) | 1.00 | -0.10 | 0.0981 | -0.0144 | |||||
| US03464XAD21 / Angel Oak Mortgage Trust 2020-2 | 1.00 | 68.18 | 0.0976 | 0.0311 | |||||
| US87305RAK59 / TTM Technologies Inc | 0.99 | 3.66 | 0.0970 | -0.0102 | |||||
| US552953CH22 / MGM Resorts International | 0.99 | 2.59 | 0.0969 | -0.0114 | |||||
| US37046US851 / General Motors Financial Co Inc | 0.99 | 0.0969 | 0.0969 | ||||||
| US92840VAH50 / VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A | 0.99 | 2.70 | 0.0966 | -0.0113 | |||||
| US46654VAA17 / JP Morgan Mortgage Trust | 0.98 | -0.10 | 0.0958 | -0.0140 | |||||
| US682691AA80 / OneMain Finance Corp | 0.97 | 4.51 | 0.0951 | -0.0091 | |||||
| US159864AG27 / Charles River Laboratories International Inc | 0.97 | 1.89 | 0.0948 | -0.0118 | |||||
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC / DBT (US13005HAA86) | 0.96 | 3.23 | 0.0938 | -0.0102 | |||||
| US57665RAN61 / Match Group Inc | 0.96 | 1.59 | 0.0937 | -0.0119 | |||||
| US3622ABJ945 / Ginnie Mae II Pool | 0.96 | -2.54 | 0.0937 | -0.0164 | |||||
| US92538WAC10 / Verus Securitization Trust 2022-1 | 0.96 | -0.93 | 0.0934 | -0.0146 | |||||
| US47216FAA57 / Jazz Securities DAC | 0.96 | 1.70 | 0.0934 | -0.0119 | |||||
| BX Commercial Mortgage Trust 2024-XL5 / ABS-MBS (US05612GAA13) | 0.95 | -10.10 | 0.0930 | -0.0255 | |||||
| KIND Commercial Mortgage Trust 2024-1 / ABS-MBS (US494925AA88) | 0.95 | 0.11 | 0.0929 | -0.0133 | |||||
| US63938CAN83 / Navient Corp | 0.95 | 3.49 | 0.0926 | -0.0099 | |||||
| US68622TAA97 / Organon Finance 1 LLC | 0.95 | 2.83 | 0.0925 | -0.0105 | |||||
| Genesis Energy LP / Genesis Energy Finance Corp / DBT (US37185LAQ59) | 0.95 | 3.28 | 0.0924 | -0.0101 | |||||
| XS2352782788 / Bridgepoint CLO 2 DAC | 0.94 | 8.90 | 0.0921 | -0.0048 | |||||
| IRV Trust 2025-200P / ABS-MBS (US45006HAG65) | 0.94 | 0.53 | 0.0919 | -0.0128 | |||||
| US023771T329 / American Airlines Inc | 0.93 | 2.64 | 0.0912 | -0.0106 | |||||
| Hudson Yards 2025-SPRL Mortgage Trust / ABS-MBS (US44855PAG37) | 0.93 | 1.86 | 0.0910 | -0.0113 | |||||
| 53219LAH2 / LifePoint Health, Inc. Bond | 0.93 | -43.31 | 0.0907 | -0.0926 | |||||
| US86765KAA79 / Sunoco LP / Sunoco Finance Corp | 0.92 | 0.77 | 0.0901 | -0.0124 | |||||
| Olympus Water US Holding Corp / DBT (US681639AD27) | 0.91 | 3.75 | 0.0892 | -0.0094 | |||||
| Jane Street Group / JSG Finance Inc / DBT (US47077WAD02) | 0.91 | 2.58 | 0.0892 | -0.0105 | |||||
| US06540EAK91 / BANK 2021-BNK38 | 0.91 | 1.11 | 0.0891 | -0.0118 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US207941AB18) | 0.91 | 81.24 | 0.0887 | 0.0326 | |||||
| US08163BBA89 / Benchmark 2020-B22 Mortgage Trust | 0.90 | 1.81 | 0.0882 | -0.0110 | |||||
| USA Compression Partners LP / USA Compression Finance Corp / DBT (US91740PAG37) | 0.90 | 0.78 | 0.0881 | -0.0121 | |||||
| R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) | 0.90 | 2.39 | 0.0880 | -0.0104 | |||||
| US05606DAS71 / BX 22-PSB A 144A FRN (TSFR1M+245.1) 08-15-29/08-16-27 | 0.90 | -18.07 | 0.0878 | -0.0349 | |||||
| Exeter Automobile Receivables Trust 2025-1 / ABS-O (US30167MAB37) | 0.90 | -16.48 | 0.0877 | -0.0326 | |||||
| ION Trading Technologies Sarl / DBT (US46205YAB74) | 0.89 | 2.65 | 0.0871 | -0.0101 | |||||
| JP Morgan Mortgage Trust Series 2024-NQM1 / ABS-MBS (US465983AD68) | 0.89 | 0.91 | 0.0866 | -0.0118 | |||||
| US98877DAD75 / ZF North America Capital Inc | 0.89 | 1.96 | 0.0866 | -0.0107 | |||||
| J.P. Morgan Mortgage Trust 2024-1 / ABS-MBS (US46657PAD50) | 0.89 | -16.49 | 0.0866 | -0.0322 | |||||
| US88581EAH45 / 3650R 2021-PF1 Commercial Mortgage Trust | 0.89 | 0.00 | 0.0865 | -0.0126 | |||||
| US42704LAA26 / Herc Holdings, Inc. | 0.88 | 0.34 | 0.0863 | -0.0122 | |||||
| US1248EPCK74 / CCO Holdings LLC / CCO Holdings Capital Corp | 0.87 | 5.32 | 0.0851 | -0.0075 | |||||
| US08163LAG41 / BENCHMARK 2020-B21 MORTGAGE TRUST SER 2020-B21 CL A5 V/R REGD 1.97750000 | 0.87 | 2.00 | 0.0848 | -0.0105 | |||||
| US67115QAA13 / OBX 2022-J2 A1 | 0.87 | -3.34 | 0.0847 | -0.0157 | |||||
| Drake Software LLC 2024 Term Loan B / LON (US23344UAF75) | 0.86 | 3.35 | 0.0844 | -0.0092 | |||||
| Acrisure LLC / Acrisure Finance Inc / DBT (US00489LAK98) | 0.86 | 0.70 | 0.0844 | -0.0116 | |||||
| BPR Trust 2024-PMDW / ABS-MBS (US05592VAA26) | 0.86 | 1.06 | 0.0842 | -0.0113 | |||||
| US858558AA70 / STELR 21-1 A 144A 3.967% 10-15-41/03-15-28 | 0.85 | -17.54 | 0.0832 | -0.0323 | |||||
| US3140QRXS70 / Fannie Mae Pool | 0.84 | -4.77 | 0.0820 | -0.0167 | |||||
| US08263DAA46 / Benteler International AG | 0.83 | 0.36 | 0.0812 | -0.0115 | |||||
| US3140QRXT53 / Fannie Mae Pool | 0.83 | -3.05 | 0.0809 | -0.0147 | |||||
| US3140QRXU27 / Fannie Mae Pool | 0.82 | -4.00 | 0.0797 | -0.0154 | |||||
| US65505PAA57 / Noble Finance II LLC | 0.81 | 1.88 | 0.0796 | -0.0099 | |||||
| US893647BR70 / TransDigm, Inc. | 0.81 | 0.50 | 0.0793 | -0.0110 | |||||
| US3133KQK625 / UMBS | 0.80 | -3.49 | 0.0784 | -0.0147 | |||||
| Tesla Auto Lease Trust 2024-A / ABS-O (US88166VAD82) | 0.80 | -0.25 | 0.0784 | -0.0116 | |||||
| S1YM34 / Gen Digital Inc. - Depositary Receipt (Common Stock) | 0.80 | 3.09 | 0.0783 | -0.0087 | |||||
| TEXAS Commercial Mortgage Trust 2025-TWR / ABS-MBS (US88231WAG06) | 0.80 | 0.38 | 0.0782 | -0.0110 | |||||
| XS2201851172 / Romanian Government International Bond | 0.79 | 2.19 | 0.0776 | -0.0094 | |||||
| Prime Healthcare Services Inc / DBT (US74165HAC25) | 0.78 | 4.81 | 0.0766 | -0.0071 | |||||
| US3133KQK880 / UMBS | 0.78 | -2.86 | 0.0762 | -0.0136 | |||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.78 | 0.0760 | 0.0760 | ||||||
| J.P. Morgan Mortgage Trust 2022-DSC1 / ABS-MBS (US46656AAC18) | 0.76 | -2.18 | 0.0746 | -0.0127 | |||||
| Lightning Power LLC / DBT (US53229KAA79) | 0.76 | 2.02 | 0.0740 | -0.0090 | |||||
| US05550MAZ77 / Barclays Commercial Mortgage Trust 2019-C3 | 0.75 | 2.03 | 0.0737 | -0.0091 | |||||
| Delek Logistics Partners LP / Delek Logistics Finance Corp / DBT (US24665FAD42) | 0.75 | 0.27 | 0.0735 | -0.0105 | |||||
| A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) | 0.75 | 1.62 | 0.0734 | -0.0093 | |||||
| US06541BBK35 / BANK 2023-BNK45 | 0.74 | 0.68 | 0.0720 | -0.0099 | |||||
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp / DBT (US87470LAL53) | 0.73 | 2.39 | 0.0713 | -0.0085 | |||||
| US753272AA11 / Rand Parent LLC | 0.73 | 1.54 | 0.0710 | -0.0092 | |||||
| US118230AQ44 / BUCKEYE PARTNERS LP | 0.73 | 1.54 | 0.0708 | -0.0091 | |||||
| US131347CP95 / Calpine Corp | 0.72 | 2.84 | 0.0706 | -0.0081 | |||||
| US552757AE66 / MFA 2020-NQM3 Trust | 0.72 | 3.88 | 0.0706 | -0.0073 | |||||
| SNEX / StoneX Group Inc. | 0.72 | 0.28 | 0.0701 | -0.0100 | |||||
| US55342UAJ34 / MPT Operating Partnership LP | 0.71 | 2.89 | 0.0695 | -0.0079 | |||||
| Long: BR233404 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233404 IRS EUR P F 2.61000 2 CCPVANILLA / DIR (000000000) | 0.71 | 0.0693 | 0.0693 | ||||||
| BANK5 2024-5YR11 / ABS-MBS (US06644WBL19) | 0.70 | 1.44 | 0.0688 | -0.0089 | |||||
| US69346VAA70 / Performance Food Group Inc 5.5% 10/15/2027 144A | 0.70 | 0.86 | 0.0684 | -0.0093 | |||||
| US09353TAJ97 / Bleriot U.S. Bidco, Inc., Term Loan | 0.69 | 0.87 | 0.0678 | -0.0093 | |||||
| MTDR / Matador Resources Company | 0.69 | 1.62 | 0.0676 | -0.0085 | |||||
| US05548WAC10 / BBCMS 2018-TALL Mortgage Trust | 0.69 | 0.15 | 0.0674 | -0.0097 | |||||
| US35566CBE49 / FHLMC STACR REMIC Trust, Series 2020-DNA6, Class B2 | 0.68 | 1.03 | 0.0668 | -0.0090 | |||||
| MUR / Murphy Oil Corporation | 0.68 | -0.58 | 0.0664 | -0.0101 | |||||
| US90385KAJ07 / BANK LOAN NOTE | 0.68 | 0.44 | 0.0664 | -0.0094 | |||||
| US46656UAA16 / JP Morgan Mortgage Trust 2023-HE1 | 0.67 | -11.77 | 0.0652 | -0.0195 | |||||
| US95001FAC95 / Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class D | 0.67 | 1.22 | 0.0651 | -0.0085 | |||||
| US70959WAJ27 / Penske Automotive Group Inc | 0.66 | 0.30 | 0.0644 | -0.0092 | |||||
| Caesars Entertainment Inc / DBT (US12769GAD25) | 0.66 | 4.96 | 0.0641 | -0.0059 | |||||
| US74958VAA61 / RFMSI Series 2007-S9 Trust | 0.65 | 0.46 | 0.0637 | -0.0089 | |||||
| US55760LAB36 / Madison IAQ LLC | 0.64 | 4.05 | 0.0628 | -0.0064 | |||||
| US38382FV847 / Government National Mortgage Association | 0.64 | -2.45 | 0.0624 | -0.0109 | |||||
| iSolved Inc 2024 1st Lien Term Loan / LON (US46488HAE62) | 0.63 | 0.00 | 0.0620 | -0.0090 | |||||
| Archrock Partners LP / Archrock Partners Finance Corp / DBT (US03959KAD28) | 0.63 | 1.45 | 0.0617 | -0.0079 | |||||
| US62957HAP01 / Nabors Industries, Inc. | 0.63 | -4.39 | 0.0617 | -0.0122 | |||||
| FNZ Group Services Ltd 2024 USD Term Loan B / LON (US30339HAD35) | 0.63 | -64.81 | 0.0617 | -0.1389 | |||||
| Captree Park CLO Ltd / ABS-CBDO (US14074FAA66) | 0.63 | 0.48 | 0.0616 | -0.0085 | |||||
| Methanex US Operations Inc / DBT (US59151LAA44) | 0.63 | 2.28 | 0.0613 | -0.0074 | |||||
| US12597MAD74 / CSMC 2020-AFC1 Trust | 0.63 | 3.29 | 0.0612 | -0.0068 | |||||
| Long: SR233928 IRS USD R F 3.84519 2 CCPOIS / Short: SR233928 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.62 | 0.0610 | 0.0610 | ||||||
| Standard Building Solutions Inc / DBT (US853191AA25) | 0.62 | 2.30 | 0.0610 | -0.0073 | |||||
| US17326DAM48 / Citigroup Commercial Mortgage Trust 2017-P8 | 0.62 | 4.01 | 0.0608 | -0.0061 | |||||
| US1248EPCS01 / CCO Holdings LLC / CCO Holdings Capital Corp. | 0.62 | 2.30 | 0.0608 | -0.0073 | |||||
| US682691AC47 / OneMain Finance Corp | 0.62 | 3.35 | 0.0604 | -0.0065 | |||||
| US92538GAA04 / Verus Securitization Trust 2021-8 | 0.62 | -3.91 | 0.0601 | -0.0116 | |||||
| US44332EAP16 / Hub International Ltd., Term Loan | 0.61 | 2.69 | 0.0598 | -0.0069 | |||||
| Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC / DBT (US44805RAA32) | 0.61 | 4.27 | 0.0597 | -0.0059 | |||||
| JP Morgan Mortgage Trust 2024-2 / ABS-MBS (US46657TAH86) | 0.61 | 0.33 | 0.0597 | -0.0084 | |||||
| Neuberger Berman Loan Advisers CLO 54 Ltd / ABS-CBDO (US64135RAA23) | 0.61 | 0.50 | 0.0592 | -0.0082 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.60 | 0.0590 | 0.0590 | ||||||
| US63938CAM01 / Navient Corp | 0.60 | 3.44 | 0.0588 | -0.0063 | |||||
| CLF / Cleveland-Cliffs Inc. | 0.60 | 0.50 | 0.0587 | -0.0082 | |||||
| US03764QBC50 / Apidos CLO XV | 0.60 | -1.97 | 0.0584 | -0.0099 | |||||
| US46657BAA26 / J.P. Morgan Mortgage Trust 2023-DSC2 | 0.59 | -2.63 | 0.0579 | -0.0102 | |||||
| US88033GDK31 / Tenet Healthcare Corp | 0.59 | 0.51 | 0.0578 | -0.0080 | |||||
| Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAB29) | 0.59 | -26.25 | 0.0576 | -0.0319 | |||||
| DGZ / DB Gold Short ETN | 0.59 | 0.0575 | 0.0575 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.58 | 0.0564 | 0.0564 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.58 | 0.0563 | 0.0563 | ||||||
| XS2264871828 / Ivory Coast Government International Bond | 0.56 | 10.47 | 0.0546 | -0.0020 | |||||
| Prairie Acquiror LP / DBT (US73943NAA46) | 0.56 | 2.39 | 0.0545 | -0.0065 | |||||
| Beach Acquisition Bidco LLC / DBT (XS3109433477) | 0.56 | 0.0544 | 0.0544 | ||||||
| US92538QAB68 / Verus Securitization Trust | 0.55 | -2.47 | 0.0541 | -0.0093 | |||||
| TPG Trust 2024-WLSC / ABS-MBS (US872973AG72) | 0.55 | -0.90 | 0.0537 | -0.0084 | |||||
| US65343HAA95 / Nexstar Escrow, Inc. | 0.55 | 1.11 | 0.0535 | -0.0071 | |||||
| BEP Intermediate Holdco LLC Replacement Term Loan / LON (US05554YAD67) | 0.55 | 0.00 | 0.0533 | -0.0078 | |||||
| Ivory Coast Government International Bond / DBT (US221625AV83) | 0.54 | 0.94 | 0.0527 | -0.0072 | |||||
| Petronas Capital Ltd / DBT (US716743AV14) | 0.54 | 1.51 | 0.0527 | -0.0068 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.54 | 0.0524 | 0.0524 | ||||||
| Petronas Capital Ltd / DBT (US716743AW96) | 0.53 | 1.72 | 0.0520 | -0.0066 | |||||
| CNK / Cinemark Holdings, Inc. | 0.53 | 2.72 | 0.0518 | -0.0059 | |||||
| US06540LBF31 / BANK, Series 2021-BN37, Class A5 | 0.53 | 1.16 | 0.0514 | -0.0067 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.53 | 0.0513 | 0.0513 | ||||||
| SM / SM Energy Company | 0.52 | 0.19 | 0.0511 | -0.0073 | |||||
| TEX / Terex Corporation | 0.52 | 3.17 | 0.0509 | -0.0056 | |||||
| Walker & Dunlop Inc / DBT (US93148PAA03) | 0.52 | 3.38 | 0.0508 | -0.0055 | |||||
| US00162DAB10 / ALGXCC TL B 1L USD | 0.52 | -0.96 | 0.0503 | -0.0079 | |||||
| US03464LAC00 / Angel Oak Mortgage Trust, Series 2020-4, Class A3 | 0.51 | -7.39 | 0.0503 | -0.0118 | |||||
| US61774LBF58 / Morgan Stanley Capital I Inc | 0.51 | 1.59 | 0.0501 | -0.0063 | |||||
| US902613BF40 / UBS Group AG | 0.51 | 0.39 | 0.0500 | -0.0071 | |||||
| BANK5 2024-5YR10 / ABS-MBS (US06604AAM62) | 0.51 | 0.99 | 0.0500 | -0.0068 | |||||
| US01883LAA17 / Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 10/15/2027 144A | 0.51 | 0.39 | 0.0499 | -0.0070 | |||||
| US83545GBD34 / Sonic Automotive Inc | 0.51 | 5.60 | 0.0497 | -0.0043 | |||||
| US894164AA06 / Travel + Leisure Co | 0.51 | 3.06 | 0.0494 | -0.0055 | |||||
| US629377CQ33 / NRG ENERGY INC 3.375% 02/15/2029 144A | 0.50 | 2.65 | 0.0493 | -0.0057 | |||||
| US92539GAD34 / Verus Securitization Trust 2023-3 | 0.50 | -0.40 | 0.0492 | -0.0074 | |||||
| US25461LAA08 / DIRECTV Holdings LLC/DIRECTV Financing Co., Inc. | 0.50 | 2.86 | 0.0492 | -0.0056 | |||||
| SNAP / Snap Inc. - Depositary Receipt (Common Stock) | 0.50 | 2.45 | 0.0491 | -0.0058 | |||||
| Aethon United BR LP / Aethon United Finance Corp / DBT (US00810GAD60) | 0.50 | 2.88 | 0.0489 | -0.0055 | |||||
| Exeter Automobile Receivables Trust 2025-1 / ABS-O (US30167MAC10) | 0.50 | 0.00 | 0.0488 | -0.0071 | |||||
| US90138FAC68 / Twilio Inc | 0.50 | 2.46 | 0.0488 | -0.0057 | |||||
| BX Trust 2024-PAT / ABS-MBS (US05612FAA30) | 0.50 | 0.20 | 0.0488 | -0.0070 | |||||
| US89178WBB37 / Towd Point Mortgage Trust 2020-1 | 0.50 | 2.06 | 0.0485 | -0.0060 | |||||
| US536797AG85 / LITHIA MOTORS INC 3.875% 06/01/2029 144A | 0.50 | 3.98 | 0.0485 | -0.0049 | |||||
| US513075BZ34 / Lamar Media Corp. | 0.49 | 3.35 | 0.0482 | -0.0052 | |||||
| US896288AA51 / TriNet Group Inc | 0.49 | 3.36 | 0.0481 | -0.0051 | |||||
| US043436AW48 / Asbury Automotive Group Inc | 0.49 | 3.14 | 0.0481 | -0.0054 | |||||
| IHRT / iHeartMedia, Inc. | 0.49 | -50.95 | 0.0480 | -0.0640 | |||||
| US38016LAC90 / Go Daddy Operating Co LLC / GD Finance Co Inc | 0.49 | 2.08 | 0.0480 | -0.0059 | |||||
| US267475AD30 / Dycom Industries Inc | 0.49 | 4.03 | 0.0480 | -0.0048 | |||||
| ST / Sensata Technologies Holding plc | 0.49 | 3.38 | 0.0478 | -0.0051 | |||||
| US18064PAC32 / Clarivate Science Holdings Corp | 0.49 | 3.17 | 0.0477 | -0.0052 | |||||
| Kohler Energy Co LLC USD Term Loan B / LON (US25472PAB67) | 0.48 | 1.69 | 0.0471 | -0.0059 | |||||
| US86765LAT44 / Sunoco LP / Sunoco Finance Corp | 0.48 | 2.56 | 0.0469 | -0.0055 | |||||
| US48242WAC01 / KBR Inc | 0.48 | 1.06 | 0.0468 | -0.0062 | |||||
| US45258LAA52 / Imola Merger Corp | 0.48 | 1.70 | 0.0467 | -0.0059 | |||||
| US29365BAB99 / Entegris Escrow Corp | 0.48 | 1.93 | 0.0466 | -0.0058 | |||||
| US03690AAH95 / ANTERO MIDSTREAM PARTNERS LP 5.375% 06/15/2029 144A | 0.48 | 1.49 | 0.0466 | -0.0060 | |||||
| US46284VAP67 / Iron Mountain, Inc. | 0.48 | 1.06 | 0.0465 | -0.0062 | |||||
| US92837KAD37 / Visio 2020-1 Trust | 0.47 | 1.50 | 0.0463 | -0.0060 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.47 | 0.0463 | 0.0463 | ||||||
| Belron UK Finance PLC / DBT (US080782AA38) | 0.47 | 1.50 | 0.0462 | -0.0060 | |||||
| Long: BR224706 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR224706 IRS EUR P F 2.50000 2 CCPVANILLA / DIR (000000000) | 0.47 | 0.0456 | 0.0456 | ||||||
| US71880K1016 / Phinia Inc | 0.47 | 3.55 | 0.0456 | -0.0049 | |||||
| US444454AF95 / HUGHES SATELLITE SYSTEMS CORPORATION 6.625% 08/01/2026 | 0.47 | -12.90 | 0.0455 | -0.0144 | |||||
| Seagate HDD Cayman / DBT (US81180WBN02) | 0.46 | 0.44 | 0.0449 | -0.0063 | |||||
| US38384EPT63 / GNMA_23-133 | 0.45 | -5.83 | 0.0442 | -0.0095 | |||||
| Long: SR227722 IRS EUR R F 2.50000 2 CCPVANILLA / Short: SR227722 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | 0.45 | 0.0439 | 0.0439 | ||||||
| US29261AAA88 / ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5 | 0.45 | 2.06 | 0.0436 | -0.0054 | |||||
| US17888HAA14 / Civitas Resources Inc | 0.45 | -0.89 | 0.0436 | -0.0067 | |||||
| HI / Hillenbrand, Inc. | 0.44 | 1.60 | 0.0434 | -0.0056 | |||||
| US761119AA45 / Residential Asset Securitization Trust 2006-A8 | 0.44 | 11.08 | 0.0431 | -0.0014 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.44 | 2.82 | 0.0427 | -0.0049 | |||||
| US06738EBX22 / Barclays PLC | 0.44 | 1.64 | 0.0425 | -0.0054 | |||||
| OZLM XVII Ltd / ABS-CBDO (US67111NAQ79) | 0.43 | -65.88 | 0.0423 | -0.0995 | |||||
| Raizen Fuels Finance SA / DBT (US75102XAE67) | 0.43 | -2.05 | 0.0421 | -0.0071 | |||||
| BNP / BNP Paribas SA | 0.43 | 0.0419 | 0.0419 | ||||||
| Long: SR234636 IRS USD R F 3.36762 2 CCPOIS / Short: SR234636 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.43 | 0.0418 | 0.0418 | ||||||
| IHRT / iHeartMedia, Inc. | 0.24 | 0.00 | 0.43 | 6.77 | 0.0416 | -0.0031 | |||
| US163851AF58 / Chemours Co/The | 0.42 | 1.45 | 0.0412 | -0.0054 | |||||
| US67091TAA34 / OCP SA | 0.42 | -2.56 | 0.0409 | -0.0072 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.42 | 0.0408 | 0.0408 | ||||||
| PTCITNZUS202508040605 GOLDMAN / DFE (000000000) | 0.41 | 0.0398 | 0.0398 | ||||||
| US75115CAL19 / RALI Series 2006-QS9 Trust | 0.41 | 0.25 | 0.0398 | -0.0058 | |||||
| ICE 3MTH SONIA FU DEC25 / DIR (000000000) | 0.41 | 0.0397 | 0.0397 | ||||||
| US911363AM11 / United Rentals North America Inc | 0.40 | 3.65 | 0.0389 | -0.0041 | |||||
| US71654QDC33 / Petroleos Mexicanos | 0.40 | 5.90 | 0.0386 | -0.0032 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.39 | 0.0385 | 0.0385 | ||||||
| Epicor Software Corporation 2024 Term Loan E / LON (US29426NAZ78) | 0.39 | 0.26 | 0.0384 | -0.0055 | |||||
| CINEWORLD RIGHTS / STIV (000000000) | 0.02 | 0.39 | 0.0382 | 0.0382 | |||||
| US67114VAB99 / OBX 2022-NQM1 TRUST OBX 2022-NQM1 A2 | 0.39 | 2.37 | 0.0381 | -0.0045 | |||||
| CC / The Chemours Company | 0.39 | 0.26 | 0.0379 | -0.0055 | |||||
| Connecticut Avenue Securities Trust 2024-R05 / ABS-MBS (US20754XAB91) | 0.38 | -20.82 | 0.0376 | -0.0168 | |||||
| US71880K1016 / Phinia Inc | 0.38 | 1.87 | 0.0373 | -0.0047 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.37 | 0.0365 | 0.0365 | ||||||
| US38382BDB62 / Government National Mortgage Association | 0.37 | -3.88 | 0.0364 | -0.0069 | |||||
| US38379TTV16 / Government National Mortgage Association | 0.37 | 3.63 | 0.0363 | -0.0038 | |||||
| US31418C4G69 / Fannie Mae Pool | 0.37 | -3.65 | 0.0362 | -0.0068 | |||||
| EVKG / Ever-Glory International Group, Inc. | 0.37 | 4.24 | 0.0361 | -0.0036 | |||||
| R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) | 0.36 | 1.68 | 0.0356 | -0.0045 | |||||
| US3137BJMU48 / Freddie Mac REMICS | 0.36 | 4.91 | 0.0355 | -0.0033 | |||||
| US38379MNM28 / Government National Mortgage Association | 0.36 | 2.83 | 0.0355 | -0.0041 | |||||
| US35564MAH88 / STACR_19-HQA2 | 0.36 | -5.99 | 0.0353 | -0.0077 | |||||
| Long: SR234088 IRS NZD R F 3.75000 2 CCPVANILLA / Short: SR234088 IRS NZD P V 03MNZDBB 1 CCPVANILLA / DIR (000000000) | 0.36 | 0.0353 | 0.0353 | ||||||
| Long: SR234091 IRS NZD R F 4.25000 2 CCPVANILLA / Short: SR234091 IRS NZD P V 03MNZDBB 1 CCPVANILLA / DIR (000000000) | 0.36 | 0.0352 | 0.0352 | ||||||
| Long: SR233998 IRS GBP R F 3.75000 2 CCPOIS / Short: SR233998 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) | 0.36 | 0.0351 | 0.0351 | ||||||
| Citizens Auto Receivables Trust 2024-1 / ABS-O (US17331QAB23) | 0.36 | -57.38 | 0.0350 | -0.0590 | |||||
| N1WL34 / Newell Brands Inc. - Depositary Receipt (Common Stock) | 0.35 | -1.94 | 0.0346 | -0.0058 | |||||
| US465976AB44 / JP Morgan Mortgage Trust | 0.35 | 0.00 | 0.0344 | -0.0051 | |||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.35 | 0.0341 | 0.0341 | ||||||
| Construction Partners Inc Term Loan B / LON (US21043XAH52) | 0.35 | 0.58 | 0.0341 | -0.0048 | |||||
| US465985AA77 / JP Morgan Mortgage Trust 2023-HE3 | 0.34 | -14.46 | 0.0336 | -0.0114 | |||||
| Long: BR233976 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233976 IRS EUR P F 2.50000 2 CCPVANILLA / DIR (000000000) | 0.34 | 0.0335 | 0.0335 | ||||||
| McAfee LLC 2024 USD 1st Lien Term Loan B / LON (US57906HAF47) | 0.34 | 1.81 | 0.0330 | -0.0041 | |||||
| US90346KAB52 / USI Inc/NY | 0.34 | 3.06 | 0.0330 | -0.0036 | |||||
| US31418DEV01 / UMBS, 30 Year | 0.33 | -1.77 | 0.0326 | -0.0054 | |||||
| US38382DJV29 / Government National Mortgage Association | 0.33 | 3.43 | 0.0324 | -0.0036 | |||||
| SM / SM Energy Company | 0.33 | 0.92 | 0.0321 | -0.0043 | |||||
| Long: SR233950 IRS USD R F 3.75000 2 CCPOIS / Short: SR233950 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.33 | 0.0319 | 0.0319 | ||||||
| US67091TAA34 / OCP SA | 0.32 | 0.0316 | 0.0316 | ||||||
| US38379Q8A68 / Government National Mortgage Association | 0.32 | 4.56 | 0.0314 | -0.0030 | |||||
| US59284MAA27 / Mexico City Airport Trust | 0.32 | 0.96 | 0.0310 | -0.0042 | |||||
| US3140X4RK43 / FNCL UMBS 4.5 FM1389 06-01-49 | 0.32 | -3.06 | 0.0310 | -0.0057 | |||||
| US38378VAL99 / Government National Mortgage Association | 0.31 | 2.62 | 0.0306 | -0.0036 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.31 | 0.0306 | 0.0306 | ||||||
| US3137FW6P01 / Freddie Mac REMICS | 0.31 | -2.21 | 0.0303 | -0.0052 | |||||
| BANK5 2024-5YR8 / ABS-MBS (US065923BR47) | 0.31 | 0.32 | 0.0302 | -0.0043 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.31 | 0.0298 | 0.0298 | ||||||
| Long: SR232874 IRS MXN R F 8.50000 2 CCPOIS / Short: SR232874 IRS MXN P V 00MTIEF 1 CCPOIS / DIR (000000000) | 0.30 | 0.0294 | 0.0294 | ||||||
| Long: BR228525 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR228525 IRS JPY P F 1.29500 2 CCPOIS / DIR (000000000) | 0.30 | 0.0289 | 0.0289 | ||||||
| PURCHASED PLN / SOLD USD / DFE (000000000) | 0.29 | 0.0288 | 0.0288 | ||||||
| US38379HWD33 / Government National Mortgage Association | 0.29 | -3.99 | 0.0282 | -0.0055 | |||||
| US20754DAB38 / CAS_22-R05 | 0.29 | 0.70 | 0.0280 | -0.0039 | |||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.28 | 0.0277 | 0.0277 | ||||||
| US163851AE83 / Chemours Co/The | 0.28 | 1.44 | 0.0275 | -0.0036 | |||||
| US55283TAA60 / MF1 Multifamily Housing Mortgage Loan Trust | 0.28 | -30.08 | 0.0273 | -0.0175 | |||||
| Long: SR232862 IRS CLP R F 5.75000 2 CCPNDFCAMARAPROMEDIO / Short: SR232862 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO / DIR (000000000) | 0.28 | 0.0272 | 0.0272 | ||||||
| RIGG34 / Transocean Ltd. - Depositary Receipt (Common Stock) | 0.27 | -5.21 | 0.0267 | -0.0056 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.27 | 0.0265 | 0.0265 | ||||||
| A2XO34 / Axon Enterprise, Inc. - Depositary Receipt (Common Stock) | 0.27 | 1.90 | 0.0262 | -0.0032 | |||||
| RIGG34 / Transocean Ltd. - Depositary Receipt (Common Stock) | 0.27 | -8.25 | 0.0261 | -0.0065 | |||||
| Long: SR234635 IRS USD R F 4.09811 2 CCPOIS / Short: SR234635 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.26 | 0.0257 | 0.0257 | ||||||
| A2XO34 / Axon Enterprise, Inc. - Depositary Receipt (Common Stock) | 0.26 | 1.95 | 0.0256 | -0.0032 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.26 | 0.0255 | 0.0255 | ||||||
| US03465JAA88 / Angel Oak Mortgage Trust 2021-6 | 0.26 | -1.89 | 0.0254 | -0.0043 | |||||
| US69702GAA85 / Palmer Square CLO 2021-4 Ltd | 0.26 | 0.39 | 0.0254 | -0.0037 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.26 | 0.0252 | 0.0252 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.26 | 0.0251 | 0.0251 | ||||||
| US59980AAQ04 / Mill City Mortgage Loan Trust 2017-2 | 0.26 | -4.14 | 0.0250 | -0.0049 | |||||
| US14852LAA17 / CASTLE US HOLDING CORP REGD 144A P/P 9.50000000 | 0.26 | 0.39 | 0.0249 | -0.0036 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.25 | 0.0248 | 0.0248 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.25 | 0.0247 | 0.0247 | ||||||
| US69007TAB08 / Outfront Media Capital LLC / Outfront Media Capital Corp | 0.25 | 1.61 | 0.0246 | -0.0032 | |||||
| Fugue Finance BV 2025 Term Loan B / LON (000000000) | 0.25 | 0.0245 | 0.0245 | ||||||
| Long: SR234067 IRS SEK R F 2.75000 2 CCPVANILLA / Short: SR234067 IRS SEK P V 03MSTIBO 1 CCPVANILLA / DIR (000000000) | 0.25 | 0.0244 | 0.0244 | ||||||
| KGS / Kodiak Gas Services, Inc. | 0.25 | 1.64 | 0.0243 | -0.0031 | |||||
| USP3579ECR64 / DOMINICAN REPUBLIC 7.050000% 02/03/2031 | 0.25 | 1.23 | 0.0242 | -0.0031 | |||||
| US31396KXS67 / Fannie Mae REMICS | 0.25 | -2.77 | 0.0241 | -0.0043 | |||||
| US31396KBZ49 / Fannie Mae REMICS | 0.24 | -5.10 | 0.0236 | -0.0050 | |||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.24 | 0.0234 | 0.0234 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.24 | 0.0233 | 0.0233 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.24 | 0.0230 | 0.0230 | ||||||
| US38379QFW06 / Government National Mortgage Association | 0.23 | 2.63 | 0.0229 | -0.0027 | |||||
| Government National Mortgage Association / ABS-MBS (US38384AEN90) | 0.23 | 1.31 | 0.0228 | -0.0029 | |||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.23 | 0.0227 | 0.0227 | ||||||
| Long: SR232879 IRS ZAR R F 8.00000 2 CCPVANILLA / Short: SR232879 IRS ZAR P V 03MJIBAR 1 CCPVANILLA / DIR (000000000) | 0.23 | 0.0227 | 0.0227 | ||||||
| US38378VX756 / Government National Mortgage Association | 0.23 | 3.13 | 0.0226 | -0.0025 | |||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.23 | 0.0224 | 0.0224 | ||||||
| US74922EAN94 / Residential 06-qs6 1a13 Bond | 0.23 | -0.43 | 0.0224 | -0.0035 | |||||
| N1WL34 / Newell Brands Inc. - Depositary Receipt (Common Stock) | 0.23 | -0.44 | 0.0223 | -0.0033 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.23 | 0.0221 | 0.0221 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.23 | 0.0221 | 0.0221 | ||||||
| Long: SR232893 IRS INR R F 6.00000 2 CCPNDFOIS / Short: SR232893 IRS INR P V 00MMIBOR 1 CCPNDFOIS / DIR (000000000) | 0.22 | 0.0219 | 0.0219 | ||||||
| USF8586CBQ45 / Societe Generale SA | 0.22 | 1.38 | 0.0216 | -0.0028 | |||||
| PURCHASED EUR / SOLD GBP / DFE (000000000) | 0.21 | 0.0210 | 0.0210 | ||||||
| US91087BAN01 / Mexico Government International Bond | 0.21 | -66.67 | 0.0207 | -0.0505 | |||||
| US398905AN98 / Group 1 Automotive Inc | 0.21 | 2.43 | 0.0207 | -0.0024 | |||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.21 | 0.0204 | 0.0204 | ||||||
| US12668AZX61 / Alternative Loan Trust 2005-64CB | 0.21 | -1.90 | 0.0202 | -0.0033 | |||||
| US483548AF00 / Kaman Corp Bond | 0.21 | 0.0202 | 0.0202 | ||||||
| US31395NEU72 / Fannie Mae REMICS | 0.21 | -4.63 | 0.0202 | -0.0040 | |||||
| US36321PAB67 / Galaxy Pipeline Assets Bidco Ltd | 0.20 | 0.50 | 0.0199 | -0.0027 | |||||
| US38376WS303 / Government National Mortgage Association | 0.20 | 3.57 | 0.0199 | -0.0021 | |||||
| BNP / BNP Paribas SA | 0.20 | 0.0198 | 0.0198 | ||||||
| US3136A1UT06 / Fannie Mae REMICS | 0.20 | 2.04 | 0.0195 | -0.0024 | |||||
| Long: SR234372 IRS AUD R F 3.50000 2 CCPVANILLA / Short: SR234372 IRS AUD P V 03MBBSW 1 CCPVANILLA / DIR (000000000) | 0.20 | 0.0195 | 0.0195 | ||||||
| Raizen Fuels Finance SA / DBT (USL7909CAE77) | 0.20 | -1.01 | 0.0192 | -0.0030 | |||||
| Raizen Fuels Finance SA / DBT (US75102XAC02) | 0.19 | -4.90 | 0.0190 | -0.0039 | |||||
| US3140K8YH83 / Uniform Mortgage-Backed Securities | 0.19 | -44.25 | 0.0190 | -0.0200 | |||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.19 | 0.0186 | 0.0186 | ||||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.19 | 0.0182 | 0.0182 | ||||||
| Dominican Republic International Bond / DBT (US25714PEZ71) | 0.19 | 1.09 | 0.0182 | -0.0024 | |||||
| Long: SR232880 IRS ZAR R F 9.25000 2 CCPVANILLA / Short: SR232880 IRS ZAR P V 03MJIBAR 1 CCPVANILLA / DIR (000000000) | 0.19 | 0.0182 | 0.0182 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.19 | 0.0182 | 0.0182 | ||||||
| Raizen Fuels Finance SA / DBT (USL7909CAD94) | 0.19 | -5.13 | 0.0181 | -0.0037 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.18 | 0.0176 | 0.0176 | ||||||
| Long: SR234015 IRS CAD R F 2.75000 2 CCPOIS / Short: SR234015 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 0.18 | 0.0176 | 0.0176 | ||||||
| Chase Home Lending Mortgage Trust Series 2024-3 / ABS-MBS (US16159HAN70) | 0.18 | 0.00 | 0.0173 | -0.0025 | |||||
| US92538MAA71 / Verus Securitization Trust | 0.18 | -4.37 | 0.0172 | -0.0034 | |||||
| US39530LAD29 / Greenko Dutch BV | 0.17 | 1.18 | 0.0169 | -0.0022 | |||||
| US3136A7NR92 / Fannie Mae REMICS | 0.17 | 0.58 | 0.0168 | -0.0024 | |||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.17 | 0.0168 | 0.0168 | ||||||
| BNP / BNP Paribas SA | 0.17 | 0.0167 | 0.0167 | ||||||
| US38380W4A43 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 67 PS | 0.17 | 1.20 | 0.0165 | -0.0022 | |||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.17 | 0.0165 | 0.0165 | ||||||
| BNP / BNP Paribas SA | 0.17 | 0.0163 | 0.0163 | ||||||
| PURCHASED HUF / SOLD USD / DFE (000000000) | 0.17 | 0.0163 | 0.0163 | ||||||
| PTCITNZUS202507280601 GOLDMAN / DFE (000000000) | 0.17 | 0.0162 | 0.0162 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.16 | 0.0161 | 0.0161 | ||||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.16 | 0.0161 | 0.0161 | ||||||
| US50168AAA88 / LABL Escrow Issuer LLC | 0.16 | 7.24 | 0.0160 | -0.0011 | |||||
| Long: BR230955 IRS BRL R V 00MBRCDI IR230955_FLO CCPNDFPREDISWAP / Short: BR230955 IRS BRL P F 13.75000 IR230955_FIX CCPNDFPREDISWAP / DIR (000000000) | 0.16 | 0.0158 | 0.0158 | ||||||
| BNP / BNP Paribas SA | 0.16 | 0.0156 | 0.0156 | ||||||
| US38382KWP47 / Government National Mortgage Association | 0.16 | 0.00 | 0.0154 | -0.0022 | |||||
| US86746BAA17 / Helios Issuer LLC, Series 2023-GRID1, Class 1A | 0.16 | -1.26 | 0.0154 | -0.0025 | |||||
| US38379M4U59 / Government National Mortgage Association | 0.15 | -3.77 | 0.0150 | -0.0028 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.15 | 0.0150 | 0.0150 | ||||||
| US38380Y2Z75 / Government National Mortgage Association | 0.15 | 1.32 | 0.0150 | -0.0020 | |||||
| US38379EW737 / Government National Mortgage Association | 0.15 | 0.66 | 0.0149 | -0.0021 | |||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.15 | 0.0148 | 0.0148 | ||||||
| US02152AAB52 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 1A2 | 0.15 | -1.95 | 0.0148 | -0.0025 | |||||
| BX Trust 2024-PAT / ABS-MBS (US05612FAC95) | 0.15 | 0.00 | 0.0147 | -0.0021 | |||||
| Long: SR232872 IRS MXN R F 8.75000 2 CCPOIS / Short: SR232872 IRS MXN P V 00MTIEF 1 CCPOIS / DIR (000000000) | 0.15 | 0.0146 | 0.0146 | ||||||
| US39530MAA62 / Greenko Power II Ltd | 0.15 | -2.61 | 0.0146 | -0.0026 | |||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.15 | 0.0145 | 0.0145 | ||||||
| US76123MAC73 / CORP CMO | 0.15 | 1.39 | 0.0143 | -0.0018 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.15 | 0.0143 | 0.0143 | ||||||
| US761118UQ93 / RALI Series 2006-QS2 Trust | 0.14 | 1.41 | 0.0141 | -0.0019 | |||||
| US279158AS81 / Ecopetrol SA | 0.14 | 0.00 | 0.0141 | -0.0020 | |||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.14 | 0.0140 | 0.0140 | ||||||
| US12667GTM59 / Alternative Loan Trust 2005-26CB | 0.14 | -3.40 | 0.0140 | -0.0026 | |||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.14 | 0.0137 | 0.0137 | ||||||
| US38379M2Q65 / Government National Mortgage Association | 0.14 | 3.05 | 0.0133 | -0.0014 | |||||
| BNP / BNP Paribas SA | 0.14 | 0.0133 | 0.0133 | ||||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.13 | 0.0132 | 0.0132 | ||||||
| PURCHASED PLN / SOLD USD / DFE (000000000) | 0.13 | 0.0131 | 0.0131 | ||||||
| US3140JPNQ42 / Fannie Mae Pool | 0.13 | 0.00 | 0.0131 | -0.0020 | |||||
| Long: SR233978 IRS EUR R F 2.00000 2 CCPOIS / Short: SR233978 IRS EUR P V 00MESTR 1 CCPOIS / DIR (000000000) | 0.13 | 0.0131 | 0.0131 | ||||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.13 | 0.0129 | 0.0129 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.13 | 0.0127 | 0.0127 | ||||||
| BNP / BNP Paribas SA | 0.13 | 0.0126 | 0.0126 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.13 | 0.0126 | 0.0126 | ||||||
| US ULTRA BOND CBT SEP25 / DIR (000000000) | 0.13 | 0.0125 | 0.0125 | ||||||
| US279158AT64 / Ecopetrol SA | 0.13 | -0.79 | 0.0124 | -0.0019 | |||||
| PURCHASED PLN / SOLD USD / DFE (000000000) | 0.13 | 0.0123 | 0.0123 | ||||||
| PURCHASED PLN / SOLD USD / DFE (000000000) | 0.13 | 0.0123 | 0.0123 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.12 | 0.0122 | 0.0122 | ||||||
| US31297CWV89 / Freddie Mac Gold Pool | 0.12 | -1.64 | 0.0117 | -0.0020 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.12 | 0.0115 | 0.0115 | ||||||
| US31397KNW70 / Freddie Mac REMICS | 0.12 | -6.40 | 0.0115 | -0.0026 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.12 | 0.0114 | 0.0114 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.11 | 0.0111 | 0.0111 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.11 | 0.0110 | 0.0110 | ||||||
| US38381BZG21 / Government National Mortgage Association | 0.11 | 1.82 | 0.0110 | -0.0014 | |||||
| US3137A7YL85 / Freddie Mac REMICS | 0.11 | -7.50 | 0.0109 | -0.0026 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.11 | 0.0109 | 0.0109 | ||||||
| Long: SR232876 IRS PLN R F 4.75000 2 CCPVANILLA / Short: SR232876 IRS PLN P V 06MWIBOR 1 CCPVANILLA / DIR (000000000) | 0.11 | 0.0107 | 0.0107 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.11 | 0.0107 | 0.0107 | ||||||
| PXTJ / Petroleos Mexicanos | 0.11 | 3.88 | 0.0105 | -0.0010 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.10 | 0.0102 | 0.0102 | ||||||
| US38379M2L78 / Government National Mortgage Association | 0.10 | 2.97 | 0.0102 | -0.0011 | |||||
| US617487AA19 / Morgan Stanley Mortgage Loan Trust 2006-16AX | 0.10 | -0.95 | 0.0102 | -0.0016 | |||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.10 | 0.0102 | 0.0102 | ||||||
| BNP / BNP Paribas SA | 0.10 | 0.0101 | 0.0101 | ||||||
| US38381AQC35 / Government National Mortgage Association | 0.10 | 1.98 | 0.0101 | -0.0012 | |||||
| US00191AAD81 / ARD Finance SA | 0.10 | -31.79 | 0.0101 | -0.0069 | |||||
| US31397BVG30 / Freddie Mac REMICS | 0.10 | -5.56 | 0.0100 | -0.0021 | |||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.10 | 0.0100 | 0.0100 | ||||||
| US38380UM674 / GNMA, Series 2018-7, Class DS | 0.10 | 3.06 | 0.0099 | -0.0010 | |||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.10 | 0.0098 | 0.0098 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.10 | 0.0098 | 0.0098 | ||||||
| PURCHASED PLN / SOLD USD / DFE (000000000) | 0.10 | 0.0097 | 0.0097 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.10 | 0.0096 | 0.0096 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.10 | 0.0095 | 0.0095 | ||||||
| Long: SR232871 IRS MXN R F 8.25000 2 CCPOIS / Short: SR232871 IRS MXN P V 00MTIEF 1 CCPOIS / DIR (000000000) | 0.10 | 0.0095 | 0.0095 | ||||||
| PURCHASED EUR / SOLD SEK / DFE (000000000) | 0.09 | 0.0091 | 0.0091 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.09 | 0.0091 | 0.0091 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.09 | 0.0091 | 0.0091 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.09 | 0.0090 | 0.0090 | ||||||
| US3136B0LQ74 / Fannie Mae REMICS | 0.09 | 3.41 | 0.0090 | -0.0010 | |||||
| Long: BR212021 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR212021 IRS EUR P F 1.25000 2 CCPVANILLA / DIR (000000000) | 0.09 | 0.0089 | 0.0089 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.09 | 0.0089 | 0.0089 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.09 | 0.0088 | 0.0088 | ||||||
| BNP / BNP Paribas SA | 0.09 | 0.0087 | 0.0087 | ||||||
| US38380TZK59 / GNMA_17-112 | 0.09 | 3.53 | 0.0086 | -0.0009 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.09 | 0.0086 | 0.0086 | ||||||
| IHRT / iHeartMedia, Inc. | 0.09 | -2.27 | 0.0085 | -0.0014 | |||||
| Long: BR233970 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233970 IRS EUR P F 2.00000 2 CCPVANILLA / DIR (000000000) | 0.09 | 0.0084 | 0.0084 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.09 | 0.0084 | 0.0084 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.09 | 0.0083 | 0.0083 | ||||||
| PTSTANZUS2025071006025 GOLDMAN / DFE (000000000) | 0.09 | 0.0083 | 0.0083 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.08 | 0.0082 | 0.0082 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.08 | 0.0082 | 0.0082 | ||||||
| US31396W3K03 / Fannie Mae REMICS | 0.08 | -5.68 | 0.0082 | -0.0017 | |||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.08 | 0.0081 | 0.0081 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.08 | 0.0079 | 0.0079 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.08 | 0.0077 | 0.0077 | ||||||
| Long: SR232890 IRS HUF R F 6.25000 2 CCPVANILLA / Short: SR232890 IRS HUF P V 06MBUBOR 1 CCPVANILLA / DIR (000000000) | 0.08 | 0.0075 | 0.0075 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.08 | 0.0075 | 0.0075 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.08 | 0.0073 | 0.0073 | ||||||
| Long: SR233890 IRS BRL R F 13.25000 2 CCPNDFPREDISWAP / Short: SR233890 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP / DIR (000000000) | 0.07 | 0.0073 | 0.0073 | ||||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.07 | 0.0072 | 0.0072 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.07 | 0.0071 | 0.0071 | ||||||
| Long: BR234037 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR234037 IRS JPY P F .75000 2 CCPOIS / DIR (000000000) | 0.07 | 0.0071 | 0.0071 | ||||||
| Long: BR234383 IRS CAD R V 00MCORRA 1 CCPOIS / Short: BR234383 IRS CAD P F 3.33672 2 CCPOIS / DIR (000000000) | 0.07 | 0.0070 | 0.0070 | ||||||
| Long: SR232868 IRS CLP R F 5.50000 2 CCPNDFCAMARAPROMEDIO / Short: SR232868 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO / DIR (000000000) | 0.07 | 0.0070 | 0.0070 | ||||||
| US38380YR642 / Government National Mortgage Association | 0.07 | 0.00 | 0.0070 | -0.0010 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.07 | 0.0069 | 0.0069 | ||||||
| BNP / BNP Paribas SA | 0.07 | 0.0068 | 0.0068 | ||||||
| US31418C6A71 / Federal National Mortgage Association | 0.07 | -2.86 | 0.0067 | -0.0012 | |||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.07 | 0.0067 | 0.0067 | ||||||
| US38381WVB17 / Government National Mortgage Association | 0.07 | 1.52 | 0.0066 | -0.0008 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.07 | 0.0065 | 0.0065 | ||||||
| US31397GX390 / Freddie Mac REMICS | 0.07 | -2.94 | 0.0065 | -0.0012 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.06 | 0.0062 | 0.0062 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.06 | 0.0060 | 0.0060 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.06 | 0.0059 | 0.0059 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.06 | 0.0059 | 0.0059 | ||||||
| PURCHASED HUF / SOLD USD / DFE (000000000) | 0.06 | 0.0058 | 0.0058 | ||||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.06 | 0.0056 | 0.0056 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.06 | 0.0055 | 0.0055 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.06 | 0.0055 | 0.0055 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.06 | 0.0054 | 0.0054 | ||||||
| US751150AH64 / RALI Series 2006-QO7 Trust | 0.06 | 0.00 | 0.0054 | -0.0007 | |||||
| Long: SR232867 IRS CNY R F 1.50000 CCPNDF / Short: SR232867 IRS CNY P V 01MCNRR CCPNDF / DIR (000000000) | 0.05 | 0.0053 | 0.0053 | ||||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.05 | 0.0053 | 0.0053 | ||||||
| US525245AD89 / Lehman XS Trust 2007-3 | 0.05 | 1.92 | 0.0053 | -0.0007 | |||||
| Long: SR234382 IRS CAD R F 3.39448 2 CCPOIS / Short: SR234382 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 0.05 | 0.0052 | 0.0052 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.05 | 0.0051 | 0.0051 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.05 | 0.0051 | 0.0051 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.05 | 0.0051 | 0.0051 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.05 | 0.0051 | 0.0051 | ||||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | 0.05 | 0.0051 | 0.0051 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.05 | 0.0050 | 0.0050 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.05 | 0.0049 | 0.0049 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.05 | 0.0048 | 0.0048 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.05 | 0.0047 | 0.0047 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.05 | 0.0047 | 0.0047 | ||||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.05 | 0.0047 | 0.0047 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.05 | 0.0046 | 0.0046 | ||||||
| PTCITUSJP2025080113775 GOLDMAN / DFE (000000000) | 0.05 | 0.0046 | 0.0046 | ||||||
| BNP / BNP Paribas SA | 0.05 | 0.0045 | 0.0045 | ||||||
| Wells Fargo Commercial Mortgage Trust 2024-C63 / ABS-MBS (US94990FAE16) | 0.05 | 0.00 | 0.0045 | -0.0006 | |||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.05 | 0.0045 | 0.0045 | ||||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.04 | 0.0044 | 0.0044 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.04 | 0.0043 | 0.0043 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.04 | 0.0041 | 0.0041 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.04 | 0.0041 | 0.0041 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.04 | 0.0041 | 0.0041 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.04 | 0.0041 | 0.0041 | ||||||
| PTCITEUUS202507241148 GOLDMAN / DFE (000000000) | 0.04 | 0.0041 | 0.0041 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.04 | 0.0039 | 0.0039 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.04 | 0.0039 | 0.0039 | ||||||
| US38381BG658 / GNMA_19-6 | 0.04 | 0.00 | 0.0039 | -0.0005 | |||||
| Long: SR230956 IRS BRL R F 13.25000 2 CCPNDFPREDISWAP / Short: SR230956 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP / DIR (000000000) | 0.04 | 0.0038 | 0.0038 | ||||||
| PTSTANZUS202507280588 GOLDMAN / DFE (000000000) | 0.04 | 0.0038 | 0.0038 | ||||||
| PTSTAEUUS202507241151 GOLDMAN / DFE (000000000) | 0.04 | 0.0037 | 0.0037 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.04 | 0.0037 | 0.0037 | ||||||
| Long: SR232911 IRS EUR R F 2.32500 2 CCPVANILLA / Short: SR232911 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | 0.04 | 0.0037 | 0.0037 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.04 | 0.0036 | 0.0036 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.04 | 0.0036 | 0.0036 | ||||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.03 | 0.0034 | 0.0034 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.03 | 0.0033 | 0.0033 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.03 | 0.0033 | 0.0033 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.03 | 0.0033 | 0.0033 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.03 | 0.0033 | 0.0033 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.03 | 0.0032 | 0.0032 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.03 | 0.0032 | 0.0032 | ||||||
| US3128M5CH18 / Freddie Mac Gold Pool | 0.03 | -6.06 | 0.0031 | -0.0006 | |||||
| US31398E3D48 / Freddie Mac REMICS | 0.03 | -6.06 | 0.0031 | -0.0006 | |||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.03 | 0.0031 | 0.0031 | ||||||
| Long: SR232882 IRS THB R F 1.75000 2 CCPNDFOIS / Short: SR232882 IRS THB P V 00MTHOR 1 CCPNDFOIS / DIR (000000000) | 0.03 | 0.0031 | 0.0031 | ||||||
| US31398FHA21 / Fannie Mae REMICS | 0.03 | -3.12 | 0.0031 | -0.0006 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.03 | 0.0030 | 0.0030 | ||||||
| US13323AAB61 / Camelot Finance SA | 0.03 | -71.43 | 0.0030 | -0.0088 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.03 | 0.0030 | 0.0030 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.03 | 0.0030 | 0.0030 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.03 | 0.0029 | 0.0029 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.03 | 0.0029 | 0.0029 | ||||||
| PURCHASED CLP / SOLD USD / DFE (000000000) | 0.03 | 0.0029 | 0.0029 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.03 | 0.0029 | 0.0029 | ||||||
| Long: BR230025 IRS CZK R V 06MPRIBO 1 CCPVANILLA / Short: BR230025 IRS CZK P F 3.75000 2 CCPVANILLA / DIR (000000000) | 0.03 | 0.0029 | 0.0029 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.03 | 0.0028 | 0.0028 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.03 | 0.0028 | 0.0028 | ||||||
| BNP / BNP Paribas SA | 0.03 | 0.0028 | 0.0028 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.03 | 0.0027 | 0.0027 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.03 | 0.0026 | 0.0026 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.03 | 0.0025 | 0.0025 | ||||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | 0.03 | 0.0025 | 0.0025 | ||||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | 0.03 | 0.0025 | 0.0025 | ||||||
| Long: BR233962 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233962 IRS EUR P F 1.75000 2 CCPVANILLA / DIR (000000000) | 0.03 | 0.0025 | 0.0025 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.02 | 0.0024 | 0.0024 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.02 | 0.0024 | 0.0024 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0024 | 0.0024 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.02 | 0.0024 | 0.0024 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.02 | 0.0024 | 0.0024 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.02 | 0.0023 | 0.0023 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.02 | 0.0023 | 0.0023 | ||||||
| PTCITNZUS202507240589 GOLDMAN / DFE (000000000) | 0.02 | 0.0023 | 0.0023 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.02 | 0.0022 | 0.0022 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.02 | 0.0021 | 0.0021 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.02 | 0.0021 | 0.0021 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.02 | 0.0020 | 0.0020 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.02 | 0.0020 | 0.0020 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.02 | 0.0019 | 0.0019 | ||||||
| BNP / BNP Paribas SA | 0.02 | 0.0019 | 0.0019 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0.02 | 0.0019 | 0.0019 | ||||||
| PURCHASED EUR / SOLD PLN / DFE (000000000) | 0.02 | 0.0019 | 0.0019 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.02 | 0.0018 | 0.0018 | ||||||
| PTCITNZUS202507100592 GOLDMAN / DFE (000000000) | 0.02 | 0.0018 | 0.0018 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0018 | 0.0018 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.02 | 0.0018 | 0.0018 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED USD / SOLD SEK / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED CHF / SOLD EUR / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.02 | 0.0017 | 0.0017 | ||||||
| Long: SR233948 IRS USD R F 3.75000 2 CCPOIS / Short: SR233948 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.02 | 0.0016 | 0.0016 | ||||||
| US3128KRY731 / Freddie Mac Gold Pool | 0.02 | 0.00 | 0.0016 | -0.0003 | |||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.02 | 0.0016 | 0.0016 | ||||||
| Long: SR232896 IRS HUF R F 6.75000 2 CCPVANILLA / Short: SR232896 IRS HUF P V 06MBUBOR 1 CCPVANILLA / DIR (000000000) | 0.02 | 0.0016 | 0.0016 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.02 | 0.0016 | 0.0016 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.01 | 0.0015 | 0.0015 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| US38378YE479 / Government National Mortgage Association | 0.01 | -26.32 | 0.0014 | -0.0008 | |||||
| E1CO34 / Ecopetrol S.A. - Depositary Receipt (Common Stock) | 0.01 | -98.82 | 0.0014 | -0.1317 | |||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| US31412QST75 / Fannie Mae Pool | 0.01 | 0.00 | 0.0014 | -0.0003 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| Long: BR232866 IRS COP R V 00MCPIBR 1 CCPNDFOIS / Short: BR232866 IRS COP P F 8.25000 2 CCPNDFOIS / DIR (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| US31416BS589 / Fannie Mae Pool | 0.01 | 0.00 | 0.0012 | -0.0002 | |||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| US91282CFY21 / TREASURY NOTE | 0.01 | 0.00 | 0.0011 | -0.0002 | |||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| Long: SR234018 IRS CAD R F 3.00000 2 CCPOIS / Short: SR234018 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| XS2079032483 / ARD Finance SA | 0.01 | 0.00 | 0.0011 | -0.0001 | |||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| PURCHASED COP / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| US3138XEJD18 / Fannie Mae Pool | 0.01 | 0.00 | 0.0010 | -0.0001 | |||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| XAL9308UAU42 / Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan | 0.01 | -18.18 | 0.0009 | -0.0003 | |||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| US3128M6UY22 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0008 | -0.0002 | |||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| Long: SR234368 IRS USD R F 3.50000 2 CCPOIS / Short: SR234368 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| US31292HXN96 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0008 | -0.0001 | |||||
| US3138APZN10 / Fannie Mae Pool | 0.01 | 0.00 | 0.0008 | -0.0001 | |||||
| US31292HX334 / Freddie Mac Gold Pool | 0.01 | -12.50 | 0.0008 | -0.0001 | |||||
| US3138EGNK63 / Fannie Mae Pool | 0.01 | 0.00 | 0.0007 | -0.0001 | |||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| Long: SR234371 IRS CAD R F 2.50000 2 CCPOIS / Short: SR234371 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| DGZ / DB Gold Short ETN | 0.01 | 0.0007 | 0.0007 | ||||||
| Long: SR232869 IRS COP R F 8.75000 2 CCPNDFOIS / Short: SR232869 IRS COP P V 00MCPIBR 1 CCPNDFOIS / DIR (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| US31283HZN87 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0006 | -0.0001 | |||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED CLP / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| CTCITUSCN202507217208 GOLDMAN / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED AUD / SOLD NZD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US31288EK971 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0005 | -0.0001 | |||||
| PTCITUSCN20250710707 GOLDMAN / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0004 | 0.0004 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US05951GCH39 / Banc of America Funding 2007-2 Trust | 0.00 | 0.00 | 0.0004 | -0.0001 | |||||
| US31417KUM79 / Fannie Mae Pool | 0.00 | 0.00 | 0.0004 | -0.0001 | |||||
| US31296PBX96 / Freddie Mac Gold Pool | 0.00 | -25.00 | 0.0004 | -0.0001 | |||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US31296XPM10 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0004 | -0.0001 | |||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| PURCHASED PLN / SOLD EUR / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US31288JY674 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0003 | -0.0001 | |||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US312930J439 / Freddie Mac Gold Pool | 0.00 | -33.33 | 0.0003 | -0.0001 | |||||
| US31296LK755 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US31412PG708 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31292H4H41 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US3138EG4G65 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31296USS14 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US31297BBH42 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0002 | -0.0001 | |||||
| US31296XES09 / Freddie Mac Gold Pool | 0.00 | -50.00 | 0.0002 | -0.0000 | |||||
| US31296NV618 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US3138AFFB10 / Fannie Mae Pool | 0.00 | -50.00 | 0.0002 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0002 | 0.0002 | ||||||
| US31417YF446 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US31296UXF38 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0001 | 0.0001 | ||||||
| US3128LXB909 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0001 | 0.0001 | ||||||
| US312930J769 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31296PKS01 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31296TGJ79 / Freddie Mac Gold Pool | 0.00 | -100.00 | 0.0001 | -0.0000 | |||||
| PURCHASED USD / SOLD INR / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US312933JV70 / Freddie Mac Gold Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US31296JQB51 / Freddie Mac Gold Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31296TXJ86 / Freddie Mac Gold Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US31296XLG87 / Freddie Mac Gold Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED NZD / SOLD AUD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US3138MHNP42 / Fannie Mae Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US31296LQG94 / Freddie Mac Gold Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US31292HXB58 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31296NDW48 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31296MF381 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128M4EM10 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31296M6W41 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31296TQ722 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31296MGU71 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31296XB387 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31296LST97 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31296YGA55 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31296KES87 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31288H6W55 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31296XSF32 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31288GH394 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| CTCITUSCN20250708732 GOLDMAN / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31283HZY43 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31296YUA99 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31296RH279 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31296MF209 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31296UCR05 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| PTSTAEUUS202507141111 GOLDMAN / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31296NRM10 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0000 | 0.0000 | ||||||
| CTCITUSCN20250710754 GOLDMAN / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0000 | 0.0000 | ||||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128M7LA20 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| Long: BR219534 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR219534 IRS USD P F 3.49000 2 CCPOIS / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0000 | 0.0000 | ||||||
| US64072UAM45 / CSC Holdings LLC | 0.00 | 0.0000 | 0.0000 | ||||||
| OPS09078A SWAPTION EUR OTC / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0000 | -0.0000 | ||||||
| PWCITEUGB202507010842 GOLDMAN / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0000 | -0.0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0000 | -0.0000 | ||||||
| CWCITUSCN20250708754 GOLDMAN / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0000 | -0.0000 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0000 | -0.0000 | ||||||
| BNP / BNP Paribas SA | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD NOK / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED PLN / SOLD EUR / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED PLN / SOLD EUR / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| BNP / BNP Paribas SA | -0.00 | -0.0001 | -0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PWCITEUUS202507141128 GOLDMAN / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| EURO-BUXL 30Y BND SEP25 / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD COP / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| Long: SR232895 IRS CZK R F 3.50000 2 CCPVANILLA / Short: SR232895 IRS CZK P V 06MPRIBO 1 CCPVANILLA / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD CLP / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD CLP / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD CLP / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED SEK / SOLD EUR / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PWCITAUNZ202507031076 GOLDMAN / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| Long: BR234043 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR234043 IRS JPY P F 1.25000 2 CCPOIS / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| Long: SR232864 IRS COP R F 9.25000 2 CCPNDFOIS / Short: SR232864 IRS COP P V 00MCPIBR 1 CCPNDFOIS / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0004 | -0.0004 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| PURCHASED NZD / SOLD AUD / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD NOK / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| Long: SR234370 IRS GBP R F 3.50000 2 CCPOIS / Short: SR234370 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| Long: BR232878 IRS KRW R V 03MKSDA 1 CCPNDF / Short: BR232878 IRS KRW P F 2.50000 2 CCPNDF / DIR (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED AUD / SOLD NZD / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PWSTAEUUS202507181135 GOLDMAN / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD HUF / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| Long: BR234033 IRS AUD R V 06MBBSW 1 CCPVANILLA / Short: BR234033 IRS AUD P F 4.50000 2 CCPVANILLA / DIR (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED PLN / SOLD EUR / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| DGZ / DB Gold Short ETN | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PURCHASED HKD / SOLD USD / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PWCITUSCN20250710707 GOLDMAN / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | ||||||
| PURCHASED USD / SOLD HUF / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.01 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.01 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | ||||||
| Long: SR234055 IRS CHF R F .50000 2 CCPOIS / Short: SR234055 IRS CHF P V 00MSARON 1 CCPOIS / DIR (000000000) | -0.01 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| PURCHASED EUR / SOLD CHF / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.02 | -0.0016 | -0.0016 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0016 | -0.0016 | ||||||
| DGZ / DB Gold Short ETN | -0.02 | -0.0016 | -0.0016 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.02 | -0.0016 | -0.0016 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.02 | -0.0017 | -0.0017 | ||||||
| BNP / BNP Paribas SA | -0.02 | -0.0017 | -0.0017 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0017 | -0.0017 | ||||||
| PURCHASED NZD / SOLD AUD / DFE (000000000) | -0.02 | -0.0017 | -0.0017 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.02 | -0.0017 | -0.0017 | ||||||
| PWCITEUGB2025071708555 GOLDMAN / DFE (000000000) | -0.02 | -0.0017 | -0.0017 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.02 | -0.0017 | -0.0017 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.02 | -0.0018 | -0.0018 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.02 | -0.0018 | -0.0018 | ||||||
| PWCITAUNZ202507171075 GOLDMAN / DFE (000000000) | -0.02 | -0.0018 | -0.0018 | ||||||
| PWSTANZUS202507100592 GOLDMAN / DFE (000000000) | -0.02 | -0.0018 | -0.0018 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.02 | -0.0018 | -0.0018 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.02 | -0.0019 | -0.0019 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.02 | -0.0019 | -0.0019 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.02 | -0.0019 | -0.0019 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0019 | -0.0019 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | -0.02 | -0.0019 | -0.0019 | ||||||
| DGZ / DB Gold Short ETN | -0.02 | -0.0019 | -0.0019 | ||||||
| PURCHASED USD / SOLD NOK / DFE (000000000) | -0.02 | -0.0020 | -0.0020 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.02 | -0.0020 | -0.0020 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.02 | -0.0021 | -0.0021 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | -0.02 | -0.0021 | -0.0021 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -0.02 | -0.0021 | -0.0021 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.02 | -0.0021 | -0.0021 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.02 | -0.0021 | -0.0021 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.02 | -0.0022 | -0.0022 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.02 | -0.0022 | -0.0022 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.02 | -0.0022 | -0.0022 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.02 | -0.0022 | -0.0022 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.02 | -0.0022 | -0.0022 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.02 | -0.0022 | -0.0022 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.02 | -0.0022 | -0.0022 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.02 | -0.0022 | -0.0022 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.02 | -0.0022 | -0.0022 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.02 | -0.0023 | -0.0023 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.02 | -0.0023 | -0.0023 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.02 | -0.0023 | -0.0023 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0023 | -0.0023 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.02 | -0.0023 | -0.0023 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.02 | -0.0023 | -0.0023 | ||||||
| Long: BR232865 IRS CNY R V 01MCNRR CCPNDF / Short: BR232865 IRS CNY P F 1.50000 CCPNDF / DIR (000000000) | -0.02 | -0.0024 | -0.0024 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0024 | -0.0024 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.02 | -0.0024 | -0.0024 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.03 | -0.0024 | -0.0024 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.03 | -0.0025 | -0.0025 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.03 | -0.0026 | -0.0026 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.03 | -0.0026 | -0.0026 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -0.03 | -0.0026 | -0.0026 | ||||||
| DGZ / DB Gold Short ETN | -0.03 | -0.0026 | -0.0026 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.03 | -0.0026 | -0.0026 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.03 | -0.0027 | -0.0027 | ||||||
| PURCHASED GBP / SOLD EUR / DFE (000000000) | -0.03 | -0.0027 | -0.0027 | ||||||
| BNP / BNP Paribas SA | -0.03 | -0.0028 | -0.0028 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.03 | -0.0028 | -0.0028 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.03 | -0.0028 | -0.0028 | ||||||
| PURCHASED SEK / SOLD EUR / DFE (000000000) | -0.03 | -0.0028 | -0.0028 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.03 | -0.0028 | -0.0028 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.03 | -0.0029 | -0.0029 | ||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | -0.03 | -0.0029 | -0.0029 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.03 | -0.0029 | -0.0029 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.03 | -0.0029 | -0.0029 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.03 | -0.0029 | -0.0029 | ||||||
| CWCITAUNZ202507031076 GOLDMAN / DFE (000000000) | -0.03 | -0.0029 | -0.0029 | ||||||
| US LONG BOND(CBT) SEP25 / DIR (000000000) | -0.03 | -0.0030 | -0.0030 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.03 | -0.0030 | -0.0030 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.03 | -0.0030 | -0.0030 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.03 | -0.0031 | -0.0031 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.03 | -0.0031 | -0.0031 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.03 | -0.0031 | -0.0031 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.03 | -0.0031 | -0.0031 | ||||||
| BNP / BNP Paribas SA | -0.03 | -0.0032 | -0.0032 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.03 | -0.0032 | -0.0032 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.03 | -0.0032 | -0.0032 | ||||||
| PURCHASED USD / SOLD HUF / DFE (000000000) | -0.03 | -0.0033 | -0.0033 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.03 | -0.0033 | -0.0033 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.03 | -0.0033 | -0.0033 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.03 | -0.0033 | -0.0033 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.03 | -0.0033 | -0.0033 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.03 | -0.0033 | -0.0033 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.03 | -0.0034 | -0.0034 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.03 | -0.0034 | -0.0034 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.03 | -0.0034 | -0.0034 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.04 | -0.0035 | -0.0035 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.04 | -0.0035 | -0.0035 | ||||||
| US 10YR NOTE (CBT)SEP25 / DIR (000000000) | -0.04 | -0.0035 | -0.0035 | ||||||
| BNP / BNP Paribas SA | -0.04 | -0.0036 | -0.0036 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.04 | -0.0036 | -0.0036 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.04 | -0.0037 | -0.0037 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.04 | -0.0037 | -0.0037 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.04 | -0.0037 | -0.0037 | ||||||
| PWCITNZUS202507280588 GOLDMAN / DFE (000000000) | -0.04 | -0.0038 | -0.0038 | ||||||
| Long: BR230956 IRS BRL R V 00MBRCDI IR230956_FLO CCPNDFPREDISWAP / Short: BR230956 IRS BRL P F 13.25000 IR230956_FIX CCPNDFPREDISWAP / DIR (000000000) | -0.04 | -0.0038 | -0.0038 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.04 | -0.0040 | -0.0040 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.04 | -0.0040 | -0.0040 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.04 | -0.0040 | -0.0040 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.04 | -0.0040 | -0.0040 | ||||||
| BNP / BNP Paribas SA | -0.04 | -0.0041 | -0.0041 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.04 | -0.0041 | -0.0041 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.04 | -0.0041 | -0.0041 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.04 | -0.0042 | -0.0042 | ||||||
| BNP / BNP Paribas SA | -0.04 | -0.0042 | -0.0042 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.04 | -0.0042 | -0.0042 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.04 | -0.0043 | -0.0043 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.04 | -0.0043 | -0.0043 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.04 | -0.0043 | -0.0043 | ||||||
| PURCHASED GBP / SOLD EUR / DFE (000000000) | -0.04 | -0.0043 | -0.0043 | ||||||
| PURCHASED GBP / SOLD EUR / DFE (000000000) | -0.04 | -0.0043 | -0.0043 | ||||||
| Long: BR234544 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BR234544 IRS PLN P F 4.25000 2 CCPVANILLA / DIR (000000000) | -0.04 | -0.0043 | -0.0043 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.04 | -0.0044 | -0.0044 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.05 | -0.0045 | -0.0045 | ||||||
| BNP / BNP Paribas SA | -0.05 | -0.0045 | -0.0045 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.05 | -0.0045 | -0.0045 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.05 | -0.0046 | -0.0046 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.05 | -0.0046 | -0.0046 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.05 | -0.0046 | -0.0046 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.05 | -0.0046 | -0.0046 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.05 | -0.0046 | -0.0046 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.05 | -0.0046 | -0.0046 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.05 | -0.0047 | -0.0047 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.05 | -0.0048 | -0.0048 | ||||||
| BNP / BNP Paribas SA | -0.05 | -0.0048 | -0.0048 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.05 | -0.0048 | -0.0048 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.05 | -0.0048 | -0.0048 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.05 | -0.0049 | -0.0049 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.05 | -0.0050 | -0.0050 | ||||||
| CWCITAUNZ202507171075 GOLDMAN / DFE (000000000) | -0.05 | -0.0050 | -0.0050 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.05 | -0.0050 | -0.0050 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.05 | -0.0050 | -0.0050 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.05 | -0.0050 | -0.0050 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.05 | -0.0050 | -0.0050 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.05 | -0.0051 | -0.0051 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.05 | -0.0051 | -0.0051 | ||||||
| CWCITEUGB2025071708555 GOLDMAN / DFE (000000000) | -0.05 | -0.0052 | -0.0052 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.05 | -0.0052 | -0.0052 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.05 | -0.0053 | -0.0053 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.05 | -0.0054 | -0.0054 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.06 | -0.0054 | -0.0054 | ||||||
| DGZ / DB Gold Short ETN | -0.06 | -0.0055 | -0.0055 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.06 | -0.0055 | -0.0055 | ||||||
| PURCHASED USD / SOLD PLN / DFE (000000000) | -0.06 | -0.0055 | -0.0055 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.06 | -0.0055 | -0.0055 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.06 | -0.0055 | -0.0055 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.06 | -0.0056 | -0.0056 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.06 | -0.0058 | -0.0058 | ||||||
| OPS09105A SWAPTION EUR OTC / DIR (000000000) | -0.06 | -0.0058 | -0.0058 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.06 | -0.0060 | -0.0060 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.06 | -0.0060 | -0.0060 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.06 | -0.0060 | -0.0060 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.06 | -0.0060 | -0.0060 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.06 | -0.0062 | -0.0062 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.06 | -0.0063 | -0.0063 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.07 | -0.0064 | -0.0064 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.07 | -0.0064 | -0.0064 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.07 | -0.0065 | -0.0065 | ||||||
| PURCHASED USD / SOLD SEK / DFE (000000000) | -0.07 | -0.0065 | -0.0065 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.07 | -0.0066 | -0.0066 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.07 | -0.0066 | -0.0066 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.07 | -0.0066 | -0.0066 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.07 | -0.0067 | -0.0067 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.07 | -0.0067 | -0.0067 | ||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | -0.07 | -0.0067 | -0.0067 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.07 | -0.0067 | -0.0067 | ||||||
| Long: SR234447 IRS EUR R F 1.89170 2 CCPOIS / Short: SR234447 IRS EUR P V 00MESTR 1 CCPOIS / DIR (000000000) | -0.07 | -0.0069 | -0.0069 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.07 | -0.0069 | -0.0069 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.07 | -0.0071 | -0.0071 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.07 | -0.0072 | -0.0072 | ||||||
| OPS09106A SWAPTION EUR OTC / DIR (000000000) | -0.07 | -0.0072 | -0.0072 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.07 | -0.0072 | -0.0072 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.07 | -0.0073 | -0.0073 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.08 | -0.0073 | -0.0073 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.08 | -0.0073 | -0.0073 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.08 | -0.0074 | -0.0074 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.08 | -0.0074 | -0.0074 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.08 | -0.0074 | -0.0074 | ||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | -0.08 | -0.0075 | -0.0075 | ||||||
| OPS09153A SWAPTION USD OTC / DIR (000000000) | -0.08 | -0.0075 | -0.0075 | ||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | -0.08 | -0.0076 | -0.0076 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.08 | -0.0076 | -0.0076 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.08 | -0.0076 | -0.0076 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.08 | -0.0077 | -0.0077 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.08 | -0.0078 | -0.0078 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.08 | -0.0081 | -0.0081 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.08 | -0.0081 | -0.0081 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.08 | -0.0081 | -0.0081 | ||||||
| BNP / BNP Paribas SA | -0.08 | -0.0082 | -0.0082 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.08 | -0.0083 | -0.0083 | ||||||
| BNP / BNP Paribas SA | -0.09 | -0.0083 | -0.0083 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.09 | -0.0083 | -0.0083 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.09 | -0.0086 | -0.0086 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.09 | -0.0086 | -0.0086 | ||||||
| PURCHASED USD / SOLD SEK / DFE (000000000) | -0.09 | -0.0087 | -0.0087 | ||||||
| PURCHASED USD / SOLD SEK / DFE (000000000) | -0.09 | -0.0087 | -0.0087 | ||||||
| PURCHASED USD / SOLD HUF / DFE (000000000) | -0.09 | -0.0087 | -0.0087 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.09 | -0.0092 | -0.0092 | ||||||
| Long: BR232883 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BR232883 IRS ZAR P F 7.50000 2 CCPVANILLA / DIR (000000000) | -0.10 | -0.0094 | -0.0094 | ||||||
| BNP / BNP Paribas SA | -0.10 | -0.0095 | -0.0095 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.10 | -0.0096 | -0.0096 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.10 | -0.0097 | -0.0097 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.10 | -0.0099 | -0.0099 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.10 | -0.0100 | -0.0100 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.10 | -0.0102 | -0.0102 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.11 | -0.0105 | -0.0105 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.11 | -0.0105 | -0.0105 | ||||||
| CWSTAEUUS202507141188 GOLDMAN / DFE (000000000) | -0.11 | -0.0105 | -0.0105 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.11 | -0.0106 | -0.0106 | ||||||
| US 2YR NOTE (CBT) SEP25 / DIR (000000000) | -0.11 | -0.0111 | -0.0111 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.11 | -0.0112 | -0.0112 | ||||||
| Long: SR230955 IRS BRL R F 13.75000 2 CCPNDFPREDISWAP / Short: SR230955 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP / DIR (000000000) | -0.12 | -0.0121 | -0.0121 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.12 | -0.0121 | -0.0121 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.13 | -0.0124 | -0.0124 | ||||||
| OPS09077A SWAPTION EUR OTC / DIR (000000000) | -0.13 | -0.0124 | -0.0124 | ||||||
| PURCHASED USD / SOLD PLN / DFE (000000000) | -0.13 | -0.0125 | -0.0125 | ||||||
| PWSTANZUS2025073105965 GOLDMAN / DFE (000000000) | -0.13 | -0.0126 | -0.0126 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.13 | -0.0126 | -0.0126 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.13 | -0.0127 | -0.0127 | ||||||
| Long: BR233950 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233950 IRS USD P F 3.75000 2 CCPOIS / DIR (000000000) | -0.13 | -0.0127 | -0.0127 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.13 | -0.0127 | -0.0127 | ||||||
| DGZ / DB Gold Short ETN | -0.13 | -0.0127 | -0.0127 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.13 | -0.0130 | -0.0130 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.14 | -0.0136 | -0.0136 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.14 | -0.0137 | -0.0137 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.14 | -0.0139 | -0.0139 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.15 | -0.0144 | -0.0144 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.15 | -0.0149 | -0.0149 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.15 | -0.0149 | -0.0149 | ||||||
| BNP / BNP Paribas SA | -0.15 | -0.0150 | -0.0150 | ||||||
| CWCITEUGB202507010842 GOLDMAN / DFE (000000000) | -0.15 | -0.0151 | -0.0151 | ||||||
| BNP / BNP Paribas SA | -0.16 | -0.0153 | -0.0153 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.16 | -0.0154 | -0.0154 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.16 | -0.0158 | -0.0158 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.16 | -0.0161 | -0.0161 | ||||||
| DGZ / DB Gold Short ETN | -0.17 | -0.0165 | -0.0165 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.17 | -0.0165 | -0.0165 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.17 | -0.0169 | -0.0169 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.18 | -0.0179 | -0.0179 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.18 | -0.0180 | -0.0180 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.19 | -0.0181 | -0.0181 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.19 | -0.0184 | -0.0184 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.19 | -0.0185 | -0.0185 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.20 | -0.0193 | -0.0193 | ||||||
| OPS09152A SWAPTION USD OTC / DIR (000000000) | -0.20 | -0.0196 | -0.0196 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.20 | -0.0199 | -0.0199 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.21 | -0.0208 | -0.0208 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.22 | -0.0214 | -0.0214 | ||||||
| PWCITNZUS202507240601 GOLDMAN / DFE (000000000) | -0.22 | -0.0214 | -0.0214 | ||||||
| BNP / BNP Paribas SA | -0.23 | -0.0223 | -0.0223 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.23 | -0.0224 | -0.0224 | ||||||
| Long: BR233929 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233929 IRS USD P F 4.21304 2 CCPOIS / DIR (000000000) | -0.23 | -0.0226 | -0.0226 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.24 | -0.0234 | -0.0234 | ||||||
| Long: SR234001 IRS GBP R F 3.75000 2 CCPOIS / Short: SR234001 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) | -0.24 | -0.0236 | -0.0236 | ||||||
| PWCITUSJP202508011441 GOLDMAN / DFE (000000000) | -0.25 | -0.0240 | -0.0240 | ||||||
| Long: SR234369 IRS EUR R F 1.50000 2 CCPVANILLA / Short: SR234369 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | -0.25 | -0.0243 | -0.0243 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.25 | -0.0246 | -0.0246 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.25 | -0.0247 | -0.0247 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.27 | -0.0261 | -0.0261 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.28 | -0.0269 | -0.0269 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.28 | -0.0274 | -0.0274 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.28 | -0.0276 | -0.0276 | ||||||
| Long: SR233967 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR233967 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | -0.29 | -0.0284 | -0.0284 | ||||||
| PURCHASED USD / SOLD PLN / DFE (000000000) | -0.29 | -0.0287 | -0.0287 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.29 | -0.0287 | -0.0287 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.35 | -0.0337 | -0.0337 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.35 | -0.0342 | -0.0342 | ||||||
| DGZ / DB Gold Short ETN | -0.35 | -0.0343 | -0.0343 | ||||||
| PURCHASED USD / SOLD PLN / DFE (000000000) | -0.36 | -0.0351 | -0.0351 | ||||||
| DGZ / DB Gold Short ETN | -0.39 | -0.0376 | -0.0376 | ||||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | -0.41 | -0.0398 | -0.0398 | ||||||
| PURCHASED USD / SOLD PLN / DFE (000000000) | -0.42 | -0.0408 | -0.0408 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.50 | -0.0492 | -0.0492 | ||||||
| Long: BR232881 IRS THB R V 00MTHOR 1 CCPNDFOIS / Short: BR232881 IRS THB P F 2.00000 2 CCPNDFOIS / DIR (000000000) | -0.53 | -0.0515 | -0.0515 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.55 | -0.0538 | -0.0538 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.59 | -0.0575 | -0.0575 | ||||||
| Long: SR233405 IRS EUR R F 2.53000 2 CCPOIS / Short: SR233405 IRS EUR P V 00MESTR 1 CCPOIS / DIR (000000000) | -0.63 | -0.0616 | -0.0616 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.67 | -0.0659 | -0.0659 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.68 | -0.0662 | -0.0662 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.68 | -0.0664 | -0.0664 | ||||||
| Long: BR230359 IRS EUR R V 06MEURIB 1 CCPZERO / Short: BR230359 IRS EUR P F 2.18000 2 CCPZERO / DIR (000000000) | -0.69 | -0.0678 | -0.0678 | ||||||
| Long: BR234637 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234637 IRS USD P F 3.59995 2 CCPOIS / DIR (000000000) | -0.72 | -0.0701 | -0.0701 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.90 | -0.0877 | -0.0877 | ||||||
| Long: SR233964 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR233964 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | -0.93 | -0.0906 | -0.0906 | ||||||
| Long: BR234040 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR234040 IRS JPY P F 1.00000 2 CCPOIS / DIR (000000000) | -1.23 | -0.1199 | -0.1199 | ||||||
| Long: BR234079 IRS NOK R V 06MNIBOR 1 CCPVANILLA / Short: BR234079 IRS NOK P F 4.25000 2 CCPVANILLA / DIR (000000000) | -1.26 | -0.1230 | -0.1230 | ||||||
| Long: SR233970 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR233970 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | -1.75 | -0.1711 | -0.1711 | ||||||
| Long: SR228526 IRS JPY R F 2.16000 2 CCPOIS / Short: SR228526 IRS JPY P V 00MTONAR 1 CCPOIS / DIR (000000000) | -2.15 | -0.2103 | -0.2103 | ||||||
| Long: BR234275 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234275 IRS USD P F 3.62000 2 CCPOIS / DIR (000000000) | -2.49 | -0.2429 | -0.2429 | ||||||
| Long: BR233944 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233944 IRS USD P F 3.75000 2 CCPOIS / DIR (000000000) | -2.51 | -0.2452 | -0.2452 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -2.71 | -0.2650 | -0.2650 | ||||||
| Long: BR234277 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234277 IRS USD P F 3.60000 2 CCPOIS / DIR (000000000) | -2.81 | -0.2749 | -0.2749 | ||||||
| Long: SR234047 IRS JPY R F 1.75000 2 CCPOIS / Short: SR234047 IRS JPY P V 00MTONAR 1 CCPOIS / DIR (000000000) | -3.35 | -0.3273 | -0.3273 | ||||||
| Long: BR234024 IRS AUD R V 03MBBSW 1 CCPVANILLA / Short: BR234024 IRS AUD P F 3.75000 2 CCPVANILLA / DIR (000000000) | -4.53 | -0.4423 | -0.4423 | ||||||
| US01F0206791 / UMBS, 30 Year, Single Family | -6.33 | 1.17 | -0.6183 | 0.2701 | |||||
| US21H0306744 / Ginnie Mae | -7.07 | -302.72 | -0.6905 | -1.1857 | |||||
| US01F0306781 / UMBS TBA | -12.97 | -163.51 | -1.2668 | -4.1664 | |||||
| US01F0226757 / Uniform Mortgage-Backed Security, TBA | -14.92 | -169.23 | -1.4575 | -3.5628 | |||||
| EW / Edwards Lifesciences Corporation | -148.21 | -939.17 | -14.4757 | -16.2008 |
