Basic Stats
| Portfolio Value | $ 365,452,219 |
| Current Positions | 1,245 |
Latest Holdings, Performance, AUM (from 13F, 13D)
MFS VARIABLE INSURANCE TRUST II - MFS Global Tactical Allocation Portfolio Initial Class has disclosed 1,245 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 365,452,219 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). MFS VARIABLE INSURANCE TRUST II - MFS Global Tactical Allocation Portfolio Initial Class’s top holdings are MFS Institutional Money Market Portfolio (US:US55291X1090) , China Government Bond (CN:CND100063XD1) , Japan Government Twenty Year Bond (JP:JP1201711L13) , Italy Buoni Poliennali Del Tesoro (IT:IT0005402117) , and Korea Treasury Bond (KR:KR103502GA67) . MFS VARIABLE INSURANCE TRUST II - MFS Global Tactical Allocation Portfolio Initial Class’s new positions include China Government Bond (CN:CND100063XD1) , Japan Government Twenty Year Bond (JP:JP1201711L13) , Italy Buoni Poliennali Del Tesoro (IT:IT0005402117) , Korea Treasury Bond (KR:KR103502GA67) , and Spain Government Bond (ES:ES0000012L60) .
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$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 4.86 | 1.4282 | 1.4282 | ||
| 3.45 | 1.0135 | 1.0135 | ||
| 2.65 | 0.7788 | 0.7788 | ||
| 2.65 | 0.7788 | 0.7788 | ||
| 2.31 | 0.6796 | 0.6796 | ||
| 3.16 | 0.9270 | 0.6309 | ||
| 3.16 | 0.9270 | 0.6309 | ||
| 2.12 | 0.6228 | 0.6228 | ||
| 2.02 | 0.5925 | 0.5925 | ||
| 1.73 | 0.5084 | 0.5084 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 3.45 | 1.0126 | -1.1799 | ||
| 2.36 | 0.6915 | -0.8866 | ||
| 1.52 | 0.4459 | -0.5363 | ||
| 0.78 | 0.2285 | -0.4693 | ||
| 1.77 | 0.5199 | -0.4418 | ||
| -1.19 | -0.3503 | -0.3503 | ||
| -0.90 | -0.2630 | -0.2630 | ||
| 0.61 | 0.1781 | -0.2240 | ||
| 0.39 | 0.1148 | -0.1501 | ||
| 0.01 | 0.36 | 0.1054 | -0.1430 |
13F and Fund Filings
This form was filed on 2025-08-25 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US55291X1090 / MFS Institutional Money Market Portfolio | 15.58 | 3.91 | 15.58 | 3.91 | 4.5759 | 0.1569 | |||
| CND100063XD1 / China Government Bond | 5.35 | 2.35 | 1.5711 | 0.0307 | |||||
| GB00BMV7TC88 / United Kingdom Gilt | 4.86 | 1.4282 | 1.4282 | ||||||
| JP1201711L13 / Japan Government Twenty Year Bond | 4.30 | 14.90 | 1.2636 | 0.1600 | |||||
| IT0005402117 / Italy Buoni Poliennali Del Tesoro | 3.99 | 64.30 | 1.1705 | 0.4556 | |||||
| GR0114029540 / Hellenic Republic Government Bond | 3.54 | 11.19 | 1.0386 | 0.1014 | |||||
| GR0114029540 / Hellenic Republic Government Bond | 3.54 | 11.19 | 1.0386 | 0.1014 | |||||
| China Government Bond / DBT (CND10008S8G8) | 3.45 | 1.0135 | 1.0135 | ||||||
| KR103502GA67 / Korea Treasury Bond | 3.45 | -53.66 | 1.0126 | -1.1799 | |||||
| ES0000012L60 / Spain Government Bond | 3.23 | 8.00 | 0.9473 | 0.0672 | |||||
| GR0114029540 / Hellenic Republic Government Bond | 3.16 | 214.44 | 0.9270 | 0.6309 | |||||
| GR0114029540 / Hellenic Republic Government Bond | 3.16 | 214.44 | 0.9270 | 0.6309 | |||||
| RYSD / NatWest Group plc | 0.39 | 2.96 | 2.76 | 23.33 | 0.8104 | 0.1512 | |||
| U.S. Treasury Notes / DBT (US91282CMU26) | 2.65 | 0.7788 | 0.7788 | ||||||
| U.S. Treasury Notes / DBT (US91282CMU26) | 2.65 | 0.7788 | 0.7788 | ||||||
| SCHW / The Charles Schwab Corporation | 0.03 | -2.40 | 2.55 | 13.78 | 0.7492 | 0.0883 | |||
| ROG / Roche Holding AG | 0.01 | -2.45 | 2.40 | -3.39 | 0.7038 | -0.0272 | |||
| NTRS / Northern Trust Corporation | 0.02 | -2.44 | 2.37 | 25.37 | 0.6952 | 0.1388 | |||
| PFE / Pfizer Inc. | 0.10 | 29.89 | 2.36 | 24.25 | 0.6938 | 0.1335 | |||
| KR103502G966 / Korea Treasury Bond | 2.36 | -56.02 | 0.6915 | -0.8866 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 2.31 | 0.6796 | 0.6796 | ||||||
| US912810TV08 / US TREASURY N/B 4.75% 11-15-53 | 2.20 | -12.02 | 0.6451 | -0.0904 | |||||
| AU0000274706 / AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 168 3.50000000 | 2.12 | 0.6228 | 0.6228 | ||||||
| UBS / UBS Group AG | 0.06 | -12.20 | 2.09 | -3.02 | 0.6132 | -0.0214 | |||
| CA135087N597 / Canadian Government Bond | 2.07 | 4.22 | 0.6091 | 0.0225 | |||||
| TCO0 / Tesco PLC | 0.37 | -2.45 | 2.04 | 25.08 | 0.5993 | 0.1185 | |||
| Italy Buoni Poliennali Del Tesoro / DBT (IT0005637399) | 2.02 | 0.5925 | 0.5925 | ||||||
| JNJ / Johnson & Johnson | 0.01 | -2.43 | 2.01 | -10.16 | 0.5895 | -0.0688 | |||
| US912810TS78 / United States Treasury Note/Bond | 1.99 | 308.85 | 0.5836 | 0.4402 | |||||
| MDT / Medtronic plc | 0.02 | 1.93 | 1.96 | -1.11 | 0.5746 | -0.0085 | |||
| CI / The Cigna Group | 0.01 | -2.42 | 1.95 | -1.96 | 0.5718 | -0.0134 | |||
| Italy Buoni Poliennali Del Tesoro / DBT (IT0005582421) | 1.77 | -45.76 | 0.5199 | -0.4418 | |||||
| JP1300171525 / JAPAN GOVT 30-YR | 1.76 | -17.64 | 0.5169 | -0.1131 | |||||
| US91282CFF32 / United States Treasury Note/Bond | 1.73 | 0.5084 | 0.5084 | ||||||
| 5831 / Shizuoka Financial Group,Inc. | 1.60 | 0.4696 | 0.4696 | ||||||
| GS / The Goldman Sachs Group, Inc. | 0.00 | -2.39 | 1.59 | 26.45 | 0.4661 | 0.0962 | |||
| ADANIENSOL / Adani Energy Solutions Limited | 1.52 | -54.46 | 0.4459 | -0.5363 | |||||
| BAC / Bank of America Corporation | 0.03 | -2.40 | 1.50 | 10.64 | 0.4398 | 0.0411 | |||
| BMT / British American Tobacco p.l.c. | 0.03 | -7.60 | 1.49 | 6.58 | 0.4376 | 0.0254 | |||
| MFZ / Mitsubishi UFJ Financial Group, Inc. | 0.11 | 3.65 | 1.49 | 5.69 | 0.4367 | 0.0220 | |||
| AON / Aon plc | 0.00 | -2.41 | 1.49 | -12.74 | 0.4364 | -0.0656 | |||
| PM / Philip Morris International Inc. | 0.01 | -12.32 | 1.48 | 0.61 | 0.4352 | 0.0011 | |||
| Hungary Government International Bond / DBT (XS2753429047) | 1.45 | 9.85 | 0.4259 | 0.0367 | |||||
| U.S. Treasury Notes / DBT (US91282CMM00) | 1.38 | 0.4050 | 0.4050 | ||||||
| AU0000018442 / Australia Government Bond | 1.34 | 78.70 | 0.3942 | 0.1728 | |||||
| NG. / National Grid plc | 0.09 | -2.40 | 1.34 | 9.22 | 0.3933 | 0.0317 | |||
| US3132DWC684 / FR SD8193 | 1.34 | -1.83 | 0.3929 | -0.0088 | |||||
| TYIA / Johnson Controls International plc | 0.01 | -26.84 | 1.34 | -3.54 | 0.3925 | -0.0158 | |||
| CMCSA / Comcast Corporation | 0.04 | 3.90 | 1.32 | 0.54 | 0.3862 | 0.0006 | |||
| BNP / BNP Paribas SA | 0.01 | -2.40 | 1.31 | 5.31 | 0.3846 | 0.0183 | |||
| FP / TotalEnergies SE | 0.02 | 19.97 | 1.30 | 13.99 | 0.3829 | 0.0456 | |||
| MSFT / Microsoft Corporation | 0.00 | -2.42 | 1.29 | 29.28 | 0.3776 | 0.0846 | |||
| GB00B6RNH572 / United Kingdom Gilt | 1.27 | 6.57 | 0.3717 | 0.0219 | |||||
| China Government Bond / DBT (CND10007YHJ0) | 1.26 | -15.59 | 0.3690 | -0.0696 | |||||
| ENI / Eni S.p.A. | 0.08 | -1.61 | 1.24 | 3.24 | 0.3646 | 0.0103 | |||
| BDX / Becton, Dickinson and Company | 0.01 | 11.10 | 1.23 | -16.43 | 0.3615 | -0.0727 | |||
| KVUE / Kenvue Inc. | 0.06 | -2.39 | 1.19 | -14.80 | 0.3484 | -0.0620 | |||
| CB / Chubb Limited | 0.00 | -2.40 | 1.16 | -6.43 | 0.3421 | -0.0245 | |||
| JPM / JPMorgan Chase & Co. | 0.00 | -2.38 | 1.15 | 15.42 | 0.3386 | 0.0441 | |||
| DIP / KDDI Corporation | 0.07 | -2.51 | 1.14 | 6.45 | 0.3343 | 0.0190 | |||
| ABBV / AbbVie Inc. | 0.01 | -2.51 | 1.14 | -13.59 | 0.3342 | -0.0541 | |||
| CL / Colgate-Palmolive Company | 0.01 | 0.23 | 1.14 | -2.83 | 0.3335 | -0.0107 | |||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 1.13 | 0.3323 | 0.3323 | ||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 1.12 | 0.3290 | 0.3290 | ||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 1.12 | 0.3290 | 0.3290 | ||||||
| SBGSY / Schneider Electric S.E. - Depositary Receipt (Common Stock) | 0.00 | 6.01 | 1.08 | 21.80 | 0.3183 | 0.0561 | |||
| AU0000101792 / AUSTRALIAN GOVERNMENT BONDS REGS 11/31 1 | 1.07 | 0.3156 | 0.3156 | ||||||
| IBE / Iberdrola, S.A. | 0.06 | -2.44 | 1.06 | 15.78 | 0.3125 | 0.0417 | |||
| HEN3 / Henkel AG & Co. KGaA - Preferred Stock | 0.01 | 4.93 | 1.06 | 3.63 | 0.3106 | 0.0099 | |||
| OMC / Omnicom Group Inc. | 0.01 | 0.05 | 1.05 | -13.21 | 0.3071 | -0.0479 | |||
| JP1300321A34 / Japan Government Thirty Year Bond | 1.05 | -15.79 | 0.3070 | -0.0590 | |||||
| CAP / Capgemini SE | 0.01 | -2.39 | 1.03 | 11.56 | 0.3035 | 0.0304 | |||
| KMB / Kimberly-Clark Corporation | 0.01 | -2.51 | 1.03 | -11.65 | 0.3030 | -0.0411 | |||
| DE0001174068 / CHINA UNIVERSAL EX INC | 1.03 | 0.3027 | 0.3027 | ||||||
| RIO1 / Rio Tinto Group | 0.02 | -2.47 | 1.01 | -4.91 | 0.2955 | -0.0164 | |||
| WTW / Willis Towers Watson Public Limited Company | 0.00 | -2.41 | 0.99 | -11.44 | 0.2911 | -0.0389 | |||
| NXPI / NXP Semiconductors N.V. | 0.00 | -2.41 | 0.97 | 12.21 | 0.2836 | 0.0299 | |||
| JP1300731N17 / JAPAN (30 YEAR ISSUE) 0.700000% 12/20/2051 | 0.96 | -1.95 | 0.2804 | -0.0068 | |||||
| U.S. Treasury Notes / DBT (US91282CJZ59) | 0.95 | 0.32 | 0.2804 | -0.0001 | |||||
| U.S. Treasury Notes / DBT (US91282CJZ59) | 0.95 | 0.32 | 0.2804 | -0.0001 | |||||
| COP / ConocoPhillips | 0.01 | -2.40 | 0.95 | -16.59 | 0.2791 | -0.0567 | |||
| 6701 / NEC Corporation | 0.03 | -2.46 | 0.93 | 34.69 | 0.2727 | 0.0695 | |||
| MAS / Masco Corporation | 0.01 | -14.72 | 0.93 | -21.06 | 0.2721 | -0.0738 | |||
| MITS N / Mitsubishi Electric Corporation | 0.04 | -12.76 | 0.92 | 3.16 | 0.2690 | 0.0075 | |||
| 005930 / Samsung Electronics Co., Ltd. | 0.02 | -26.42 | 0.91 | -17.64 | 0.2661 | -0.0582 | |||
| GOB / Compagnie de Saint-Gobain S.A. | 0.01 | -2.52 | 0.90 | 15.09 | 0.2645 | 0.0339 | |||
| SAN / Santander UK plc - Preferred Stock | 0.01 | 41.25 | 0.90 | 23.46 | 0.2644 | 0.0495 | |||
| 6702 / Fujitsu Limited | 0.04 | -2.39 | 0.90 | 19.89 | 0.2638 | 0.0429 | |||
| EOAN / E.ON SE | 0.05 | -2.40 | 0.89 | 19.12 | 0.2617 | 0.0410 | |||
| FMCC / Federal Home Loan Mortgage Corporation | 0.88 | -2.11 | 0.2585 | -0.0067 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.88 | -2.11 | 0.2585 | -0.0067 | |||||
| HES / Hess Corporation | 0.01 | -23.65 | 0.88 | -33.79 | 0.2573 | -0.1326 | |||
| ENRSIS / Enel Americas SA | 0.85 | 0.24 | 0.2491 | -0.0002 | |||||
| PCG / PG&E Corporation | 0.06 | 5.87 | 0.84 | -14.11 | 0.2467 | -0.0415 | |||
| 939 / China Construction Bank Corporation | 0.83 | -2.48 | 0.83 | 10.90 | 0.2450 | 0.0233 | |||
| CME / CME Group Inc. | 0.00 | 4.16 | 0.83 | 8.22 | 0.2434 | 0.0177 | |||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 0.81 | 1.89 | 0.2374 | 0.0035 | |||||
| AMS / Amadeus IT Group, S.A. | 0.01 | -2.40 | 0.81 | 7.30 | 0.2373 | 0.0153 | |||
| SU / Suncor Energy Inc. | 0.02 | -2.40 | 0.80 | -5.64 | 0.2360 | -0.0148 | |||
| ML / Compagnie Générale des Établissements Michelin Société en commandite par actions | 0.02 | -2.51 | 0.80 | 3.24 | 0.2339 | 0.0065 | |||
| ARMK / Aramark | 0.02 | 3.69 | 0.80 | 25.95 | 0.2338 | 0.0472 | |||
| MX0MGO0001D6 / Mexican Bonos Desarr Fixed Rate, Series M | 0.78 | -67.15 | 0.2285 | -0.4693 | |||||
| TCW CLO 2020-1 Ltd / ABS-CBDO (US87190CBL37) | 0.78 | 0.26 | 0.2278 | -0.0003 | |||||
| HIA1 / Hitachi, Ltd. | 0.03 | -2.21 | 0.77 | 23.29 | 0.2272 | 0.0424 | |||
| MFC / Manulife Financial Corporation | 0.02 | -19.06 | 0.76 | -16.97 | 0.2242 | -0.0467 | |||
| UNP / Union Pacific Corporation | 0.00 | -2.39 | 0.76 | -4.99 | 0.2236 | -0.0124 | |||
| Aptiv PLC / EC (JE00BTDN8H13) | 0.01 | -2.40 | 0.76 | 11.78 | 0.2231 | 0.0230 | |||
| FI / Fiserv, Inc. | 0.00 | -2.38 | 0.76 | -23.79 | 0.2221 | -0.0703 | |||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 0.03 | -2.40 | 0.76 | 26.85 | 0.2221 | 0.0464 | |||
| JP1300661L47 / Japan Government Thirty Year Bond | 0.75 | -26.42 | 0.2210 | -0.0803 | |||||
| US3132DWDS98 / Freddie Mac Pool | 0.74 | -2.11 | 0.2185 | -0.0054 | |||||
| PPG / PPG Industries, Inc. | 0.01 | -2.39 | 0.73 | 1.52 | 0.2156 | 0.0025 | |||
| BN / Danone S.A. | 0.01 | -2.39 | 0.73 | 4.13 | 0.2151 | 0.0078 | |||
| US917288BM35 / Uruguay Government International Bond | 0.72 | 9.82 | 0.2104 | 0.0181 | |||||
| US3138ELAF01 / Fannie Mae Pool | 0.71 | -2.46 | 0.2099 | -0.0060 | |||||
| GIS / General Mills, Inc. | 0.01 | -19.35 | 0.71 | -30.16 | 0.2091 | -0.0911 | |||
| US085209AJ33 / Bermuda Government International Bonds | 0.71 | 0.43 | 0.2072 | 0.0001 | |||||
| USP3579ECH82 / Dominican Republic International Bond | 0.69 | 1.62 | 0.2031 | 0.0026 | |||||
| PSX / Phillips 66 | 0.01 | -2.52 | 0.69 | -5.88 | 0.2022 | -0.0132 | |||
| DEVL / DBS Group Holdings Ltd | 0.02 | -31.37 | 0.68 | -29.42 | 0.1996 | -0.0840 | |||
| 2317 / Hon Hai Precision Industry Co., Ltd. | 0.12 | -8.21 | 0.68 | 13.21 | 0.1991 | 0.0226 | |||
| XOM / Exxon Mobil Corporation | 0.01 | -12.84 | 0.68 | -21.05 | 0.1984 | -0.0536 | |||
| UKT / UNITED KINGDOM GILT BONDS REGS 07/47 1.5 | 0.66 | 6.79 | 0.1943 | 0.0119 | |||||
| US202712BN45 / Commonwealth Bank of Australia | 0.66 | 2.18 | 0.1924 | 0.0034 | |||||
| EXE / Expand Energy Corporation | 0.01 | 399.02 | 0.65 | 425.81 | 0.1916 | 0.1549 | |||
| BAER / Julius Bär Gruppe AG | 0.01 | -2.40 | 0.65 | -4.41 | 0.1912 | -0.0097 | |||
| US3132DM5N19 / FREDDIE MAC POOL FR SD0853 | 0.63 | -1.86 | 0.1862 | -0.0042 | |||||
| Bain Capital Credit CLO 2021-7 Ltd / ABS-CBDO (US05682NAQ60) | 0.63 | 0.80 | 0.1857 | 0.0007 | |||||
| Bain Capital Credit CLO 2021-7 Ltd / ABS-CBDO (US05682NAQ60) | 0.63 | 0.80 | 0.1857 | 0.0007 | |||||
| 9TO / Toyota Tsusho Corporation | 0.03 | 16.10 | 0.62 | 57.61 | 0.1826 | 0.0665 | |||
| IEA / Informa plc | 0.06 | -2.40 | 0.62 | 7.84 | 0.1819 | 0.0128 | |||
| DGEL / Diageo plc | 0.02 | -2.40 | 0.62 | -6.10 | 0.1810 | -0.0125 | |||
| GLEN N / Glencore plc | 0.16 | -2.40 | 0.62 | 3.36 | 0.1807 | 0.0051 | |||
| Angel Oak Mortgage Trust 2024-12 / ABS-MBS (US034932AA18) | 0.61 | -7.40 | 0.1800 | -0.0151 | |||||
| EU000A3K4DY4 / European Union | 0.61 | -58.75 | 0.1781 | -0.2240 | |||||
| Republic of Poland Government International Bond / DBT (XS2746102479) | 0.60 | 10.26 | 0.1769 | 0.0160 | |||||
| Republic of Poland Government International Bond / DBT (XS2746102479) | 0.60 | 10.26 | 0.1769 | 0.0160 | |||||
| US55283TAE82 / MF1 Multifamily Housing Mortgage Loan Trust | 0.60 | 1.36 | 0.1757 | 0.0016 | |||||
| LKQ / LKQ Corporation | 0.02 | -2.39 | 0.59 | -15.19 | 0.1741 | -0.0316 | |||
| ATO / Atmos Energy Corporation | 0.00 | 0.59 | 0.1741 | 0.1741 | |||||
| IJF / ICON Public Limited Company | 0.00 | 81.26 | 0.59 | 50.64 | 0.1740 | 0.0581 | |||
| US760942BF85 / Uruguay Government International Bond | 0.58 | 10.02 | 0.1710 | 0.0150 | |||||
| RKTL / Reckitt Benckiser Group plc | 0.01 | -2.39 | 0.57 | -1.73 | 0.1670 | -0.0035 | |||
| USP3699PGM34 / COSTA RICA GOVERNMENT 6.550000% 04/03/2034 | 0.57 | 1.79 | 0.1669 | 0.0024 | |||||
| LR / Legrand SA | 0.00 | -2.40 | 0.57 | 23.09 | 0.1662 | 0.0309 | |||
| LEA / Lear Corporation | 0.01 | -2.38 | 0.56 | 5.26 | 0.1645 | 0.0074 | |||
| Development Bank of Kazakhstan JSC / DBT (US48129VAD82) | 0.56 | 0.1639 | 0.1639 | ||||||
| 2454 / MediaTek Inc. | 0.01 | 85.71 | 0.56 | 88.47 | 0.1633 | 0.0764 | |||
| KYR / Kyocera Corporation | 0.05 | -2.53 | 0.56 | 4.12 | 0.1633 | 0.0059 | |||
| KPN / Koninklijke KPN N.V. | 0.11 | 61.33 | 0.54 | 85.62 | 0.1593 | 0.0732 | |||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 0.54 | 0.1593 | 0.1593 | ||||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 0.54 | 0.1593 | 0.1593 | ||||||
| US06540MBQ78 / BANK, Series 2022-BNK41, Class AS | 0.54 | 1.50 | 0.1589 | 0.0018 | |||||
| HON / Honeywell International Inc. | 0.00 | -2.39 | 0.53 | 7.46 | 0.1567 | 0.0102 | |||
| US78486BAE48 / STWD 2021-FL2 Ltd | 0.53 | -0.75 | 0.1551 | -0.0018 | |||||
| Angel Oak Mortgage Trust 2024-9 / ABS-MBS (US03466JAA79) | 0.53 | -9.29 | 0.1548 | -0.0165 | |||||
| LHX / L3Harris Technologies, Inc. | 0.00 | -2.38 | 0.53 | 16.93 | 0.1544 | 0.0220 | |||
| US21871X1090 / Corebridge Financial, Inc. | 0.01 | -21.49 | 0.52 | -11.75 | 0.1524 | -0.0208 | |||
| PURCHASED NOK / SOLD USD / DFE (000000000) | 0.52 | 0.1518 | 0.1518 | ||||||
| Canada Government Bonds / DBT (CA135087S216) | 0.52 | 0.1515 | 0.1515 | ||||||
| Canada Government Bonds / DBT (CA135087S216) | 0.52 | 0.1515 | 0.1515 | ||||||
| US57563RSU40 / Massachusetts Educational Financing Authority | 0.52 | 0.19 | 0.1514 | -0.0003 | |||||
| AKZA / Akzo Nobel N.V. | 0.01 | -2.40 | 0.51 | 10.78 | 0.1509 | 0.0142 | |||
| ERCB / Telefonaktiebolaget LM Ericsson (publ) | 0.06 | 207.69 | 0.51 | 239.33 | 0.1496 | 0.1053 | |||
| Long: SM11826 IRS USD R F 3.59900 SM11826_FIX CCPOIS / Short: SM11826 IRS USD P V 12MSOFR SM11826_FLO CCPOIS / DIR (000000000) | 0.51 | 0.1492 | 0.1492 | ||||||
| Long: SM11826 IRS USD R F 3.59900 SM11826_FIX CCPOIS / Short: SM11826 IRS USD P V 12MSOFR SM11826_FLO CCPOIS / DIR (000000000) | 0.51 | 0.1492 | 0.1492 | ||||||
| FCT / Fincantieri S.p.A. | 0.50 | 0.1471 | 0.1471 | ||||||
| BIST 30 FUTURES AUG25 / DE (000000000) | 0.50 | 0.1469 | 0.1469 | ||||||
| US57563RRZ46 / MASSACHUSETTS ST EDUCTNL FING AUTH | 0.50 | 1.22 | 0.1465 | 0.0013 | |||||
| HEIA / Heineken N.V. | 0.01 | -2.39 | 0.50 | 4.41 | 0.1462 | 0.0057 | |||
| Albania Government International Bond / DBT (XS3004338714) | 0.50 | 12.70 | 0.1460 | 0.0158 | |||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 0.48 | -2.24 | 0.1412 | -0.0037 | |||||
| US36179XDA19 / Ginnie Mae II Pool | 0.48 | -3.23 | 0.1412 | -0.0051 | |||||
| US57587GTN50 / MASSACHUSETTS ST HSG FIN AGY HSG REVENUE | 0.48 | 0.00 | 0.1408 | -0.0004 | |||||
| SW / Sodexo S.A. | 0.01 | -37.33 | 0.48 | -40.03 | 0.1405 | -0.0945 | |||
| 669 / Techtronic Industries Company Limited | 0.04 | 17.57 | 0.48 | 7.42 | 0.1404 | 0.0091 | |||
| US05583JAJ16 / BPCE SA | 0.48 | 2.15 | 0.1397 | 0.0027 | |||||
| US46647PBX33 / JPMorgan Chase & Co | 0.48 | 1.93 | 0.1395 | 0.0022 | |||||
| CFR / Compagnie Financière Richemont SA | 0.00 | 67.62 | 0.47 | 80.92 | 0.1394 | 0.0620 | |||
| EIX / Edison International | 0.01 | -2.51 | 0.47 | -14.77 | 0.1392 | -0.0244 | |||
| UCG / UniCredit S.p.A. | 0.47 | 0.1381 | 0.1381 | ||||||
| TotalEnergies Capital International SA / DBT (XS3106109849) | 0.47 | 0.1379 | 0.1379 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.47 | -2.30 | 0.1375 | -0.0040 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.47 | -2.30 | 0.1375 | -0.0040 | |||||
| RRX / Regal Rexnord Corporation | 0.00 | -2.39 | 0.46 | 24.26 | 0.1354 | 0.0261 | |||
| Long: SM11827 IRS USD R F 3.61200 SM11827_FIX CCPOIS / Short: SM11827 IRS USD P V 12MSOFR SM11827_FLO CCPOIS / DIR (000000000) | 0.46 | 0.1354 | 0.1354 | ||||||
| DUK / Duke Energy Corporation | 0.00 | -20.53 | 0.46 | -23.23 | 0.1342 | -0.0409 | |||
| 857 / PetroChina Company Limited | 0.53 | -2.57 | 0.46 | 3.41 | 0.1338 | 0.0039 | |||
| XS2170852847 / Synlab Bondco PLC | 0.45 | 1.57 | 0.1332 | 0.0018 | |||||
| XS2170852847 / Synlab Bondco PLC | 0.45 | 1.57 | 0.1332 | 0.0018 | |||||
| INTC / Intel Corporation | 0.02 | -2.39 | 0.45 | -3.62 | 0.1330 | -0.0056 | |||
| NEE.PRT / NextEra Energy, Inc. - Debt/Equity Composite Units | 0.01 | -1.33 | 0.45 | -4.24 | 0.1329 | -0.0062 | |||
| ETN / Eaton Corporation plc | 0.00 | -2.39 | 0.45 | 28.41 | 0.1328 | 0.0288 | |||
| RIO TINTO FIN USA PLC / DBT (US76720AAT34) | 0.45 | 1.37 | 0.1309 | 0.0012 | |||||
| OBX 2024-NQM2 Trust / ABS-MBS (US67118HAA86) | 0.44 | -6.72 | 0.1305 | -0.0099 | |||||
| OBX 2024-NQM2 Trust / ABS-MBS (US67118HAA86) | 0.44 | -6.72 | 0.1305 | -0.0099 | |||||
| CA87971MBV42 / TELUS Corp | 0.44 | 6.01 | 0.1297 | 0.0069 | |||||
| US862121AC45 / STORE CAP CORP 2.75% 11/18/2030 | 0.44 | 0.46 | 0.1296 | 0.0002 | |||||
| US05493EAZ51 / BBCMS Mortgage Trust 2021-C9 | 0.44 | -4.59 | 0.1285 | -0.0066 | |||||
| Northwestern Mutual Life Insurance Co/The / DBT (US668138AF77) | 0.43 | 0.1263 | 0.1263 | ||||||
| GD / General Dynamics Corporation | 0.00 | -2.34 | 0.43 | 4.41 | 0.1252 | 0.0050 | |||
| US00135TAD63 / AIB Group PLC | 0.42 | 0.24 | 0.1243 | -0.0002 | |||||
| EA / Electronic Arts Inc. | 0.00 | 91.68 | 0.42 | 112.69 | 0.1231 | 0.0648 | |||
| HEI / Heidelberg Materials AG | 0.00 | -54.38 | 0.42 | -37.43 | 0.1230 | -0.0740 | |||
| US3138EQTZ50 / Fannie Mae Pool | 0.42 | -2.35 | 0.1221 | -0.0034 | |||||
| MET / MetLife, Inc. | 0.01 | -2.53 | 0.42 | -2.35 | 0.1220 | -0.0034 | |||
| US36179YHS63 / GNII II 5.5% 10/20/2053#MA9241 | 0.41 | -3.05 | 0.1215 | -0.0042 | |||||
| ACN / Accenture plc | 0.00 | -2.35 | 0.41 | -6.39 | 0.1205 | -0.0088 | |||
| HD / The Home Depot, Inc. | 0.00 | -2.45 | 0.41 | -2.39 | 0.1200 | -0.0034 | |||
| WFC / Wells Fargo & Company | 0.01 | -2.39 | 0.41 | 8.80 | 0.1200 | 0.0095 | |||
| B1DX34 / Becton, Dickinson and Company - Depositary Receipt (Common Stock) | 0.40 | 0.1182 | 0.1182 | ||||||
| US3140MKJB94 / Fannie Mae Pool | 0.40 | -3.14 | 0.1178 | -0.0042 | |||||
| Ocado Group PLC / DBT (XS2871478058) | 0.40 | 53.05 | 0.1178 | 0.0405 | |||||
| US771196CH33 / ROCHE HOLDINGS INC 144A LIFE SR UNSEC 5.593% 11-13-33 | 0.40 | 0.1177 | 0.1177 | ||||||
| US50212YAD67 / LPL Holdings Inc | 0.40 | -0.50 | 0.1175 | -0.0010 | |||||
| AV. / Aviva plc | 0.40 | 0.1164 | 0.1164 | ||||||
| AV. / Aviva plc | 0.40 | 0.1164 | 0.1164 | ||||||
| LDOS / Leidos Holdings, Inc. | 0.00 | -2.49 | 0.40 | 13.83 | 0.1162 | 0.0139 | |||
| FMCC / Federal Home Loan Mortgage Corporation | 0.39 | -2.48 | 0.1157 | -0.0035 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.39 | -2.48 | 0.1157 | -0.0035 | |||||
| US59447TXX61 / Michigan Finance Authority | 0.39 | 0.00 | 0.1153 | -0.0004 | |||||
| Mars Inc / DBT (US571676BA26) | 0.39 | 0.77 | 0.1150 | 0.0004 | |||||
| ABEV3 / Ambev S.A. | 0.16 | 5.91 | 0.39 | 9.83 | 0.1149 | 0.0098 | |||
| US902613AK44 / UBS Group AG | 0.39 | -56.57 | 0.1148 | -0.1501 | |||||
| Maxam Prill Sarl / DBT (XS3107119003) | 0.39 | 0.1145 | 0.1145 | ||||||
| XVALO / Vale S.A. | 0.04 | -2.43 | 0.39 | -4.90 | 0.1141 | -0.0062 | |||
| US3133A0A532 / FHLG 30YR 3.5% 11/01/2049#QA5428 | 0.39 | -11.67 | 0.1136 | -0.0152 | |||||
| US29364GAM50 / ENTERGY CORP NEW 0.9% 09/15/2025 | 0.39 | 1.05 | 0.1134 | 0.0006 | |||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 0.38 | 0.1114 | 0.1114 | ||||||
| US00654GAA13 / Adani Electricity Mumbai Ltd | 0.38 | 4.72 | 0.1109 | 0.0047 | |||||
| 914 / Anhui Conch Cement Company Limited | 0.15 | -2.63 | 0.38 | -12.35 | 0.1105 | -0.0161 | |||
| US54750AAB26 / Low Income Investment Fund | 0.38 | -0.27 | 0.1104 | -0.0007 | |||||
| XS2062490649 / EP INFRASTRUCTUR | 0.38 | 11.61 | 0.1103 | 0.0111 | |||||
| FIS / Fidelity National Information Services, Inc. | 0.00 | -2.40 | 0.37 | 6.25 | 0.1100 | 0.0063 | |||
| WSP / WSP Global Inc. | 0.37 | 5.08 | 0.1093 | 0.0049 | |||||
| Hydro One Inc / DBT (CA44810ZCS70) | 0.37 | 4.57 | 0.1077 | 0.0044 | |||||
| ENEL / Enel SpA | 0.36 | 11.08 | 0.1063 | 0.0103 | |||||
| XSC / SECOM CO., LTD. | 0.01 | -50.74 | 0.36 | -48.05 | 0.1057 | -0.0980 | |||
| Flutter Treasury DAC / DBT (US344045AA72) | 0.36 | 1.13 | 0.1056 | 0.0008 | |||||
| US21H0626778 / Ginnie Mae | 0.36 | 184.92 | 0.1055 | 0.0708 | |||||
| EQH / Equitable Holdings, Inc. | 0.01 | -74.21 | 0.36 | -61.93 | 0.1054 | -0.1430 | |||
| HIG / The Hartford Insurance Group, Inc. | 0.00 | -2.49 | 0.36 | 0.00 | 0.1050 | -0.0004 | |||
| 1A / Agilent Technologies, Inc. | 0.00 | 0.36 | 0.1048 | 0.1048 | |||||
| US01F0206874 / UMBS TBA 30YR 2% AUG 20 TO BE ANNOUNCED 2.00000000 | 0.36 | -32.58 | 0.1046 | -0.0399 | |||||
| MO / Altria Group, Inc. | 0.01 | -29.82 | 0.36 | -31.60 | 0.1045 | -0.0485 | |||
| Oncor Electric Delivery Co LLC / DBT (US68233JCZ57) | 0.36 | 46.69 | 0.1044 | 0.0329 | |||||
| ACA / Crédit Agricole S.A. | 0.35 | 0.1039 | 0.1039 | ||||||
| PNC / The PNC Financial Services Group, Inc. | 0.00 | -2.42 | 0.35 | 3.52 | 0.1037 | 0.0031 | |||
| UNI / Unicaja Banco, S.A. | 0.35 | 0.1035 | 0.1035 | ||||||
| US018820AB64 / Allianz SE | 0.35 | 0.57 | 0.1029 | 0.0002 | |||||
| US38869PAP99 / Graphic Packaging International LLC | 0.35 | 0.87 | 0.1027 | 0.0006 | |||||
| US87276WAC73 / TRTX 2021-FL4 Issuer Ltd | 0.35 | 0.00 | 0.1025 | -0.0003 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.35 | 0.1024 | 0.1024 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.35 | 0.1024 | 0.1024 | ||||||
| CA04269KAA12 / AROUNDTOWN SA | 0.35 | 0.1021 | 0.1021 | ||||||
| CA04269KAA12 / AROUNDTOWN SA | 0.35 | 0.1021 | 0.1021 | ||||||
| CABK / CaixaBank, S.A. | 0.35 | 0.1020 | 0.1020 | ||||||
| US3138ERZ607 / UMBS | 0.35 | -1.71 | 0.1015 | -0.0020 | |||||
| US08163HAG39 / Benchmark Mortgage Trust, Series 2021-B27, Class XA | 0.35 | -3.90 | 0.1015 | -0.0045 | |||||
| Heimstaden AB / DBT (XS2984228838) | 0.35 | 77.84 | 0.1014 | 0.0440 | |||||
| Heimstaden AB / DBT (XS2984228838) | 0.35 | 77.84 | 0.1014 | 0.0440 | |||||
| LIN / Linde plc | 0.34 | 11.33 | 0.1010 | 0.0099 | |||||
| LIN / Linde plc | 0.34 | 11.33 | 0.1010 | 0.0099 | |||||
| H1UM34 / Humana Inc. - Depositary Receipt (Common Stock) | 0.34 | 0.1007 | 0.1007 | ||||||
| Glencore Capital Finance DAC / DBT (XS3081952791) | 0.34 | 0.1007 | 0.1007 | ||||||
| Glencore Capital Finance DAC / DBT (XS3081952791) | 0.34 | 0.1007 | 0.1007 | ||||||
| CA303901AZ58 / FAIRFAX FINL HLD | 0.34 | 5.57 | 0.1002 | 0.0049 | |||||
| US31416BW870 / Fannie Mae Pool | 0.34 | -3.42 | 0.0996 | -0.0041 | |||||
| BX Commercial Mortgage Trust 2024-PURE / ABS-MBS (CA74625PAB00) | 0.34 | 6.60 | 0.0996 | 0.0058 | |||||
| BX Commercial Mortgage Trust 2024-PURE / ABS-MBS (CA74625PAB00) | 0.34 | 6.60 | 0.0996 | 0.0058 | |||||
| STLA / Stellantis N.V. - Depositary Receipt (Common Stock) | 0.34 | 0.0994 | 0.0994 | ||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.34 | 1.51 | 0.0992 | 0.0012 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.34 | 1.51 | 0.0992 | 0.0012 | |||||
| HTHROW / Heathrow Funding Ltd | 0.34 | 10.13 | 0.0990 | 0.0088 | |||||
| HTHROW / Heathrow Funding Ltd | 0.34 | 10.13 | 0.0990 | 0.0088 | |||||
| ELM Trust 2024-ELM / ABS-MBS (US26860XBA81) | 0.34 | -0.30 | 0.0990 | -0.0008 | |||||
| ELM Trust 2024-ELM / ABS-MBS (US26860XBA81) | 0.34 | -0.30 | 0.0990 | -0.0008 | |||||
| US65249BAA70 / News Corp | 0.34 | 1.51 | 0.0989 | 0.0011 | |||||
| Burlington Northern Santa Fe LLC / DBT (US12189LBL45) | 0.34 | 50.67 | 0.0989 | 0.0331 | |||||
| Burlington Northern Santa Fe LLC / DBT (US12189LBL45) | 0.34 | 50.67 | 0.0989 | 0.0331 | |||||
| US01F0206791 / UMBS, 30 Year, Single Family | 0.34 | 14.68 | 0.0988 | 0.0185 | |||||
| SYF / Synchrony Financial | 0.01 | 29.93 | 0.34 | 77.25 | 0.0986 | 0.0633 | |||
| UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) | 0.34 | 0.30 | 0.0985 | -0.0000 | |||||
| UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) | 0.34 | 0.30 | 0.0985 | -0.0000 | |||||
| MFB Magyar Fejlesztesi Bank Zrt / DBT (XS3081701362) | 0.34 | 0.0984 | 0.0984 | ||||||
| US92328MAB90 / Venture Global Calcasieu Pass LLC | 0.34 | 2.13 | 0.0984 | 0.0015 | |||||
| US3140A1FR33 / UMBS | 0.33 | -0.30 | 0.0982 | -0.0006 | |||||
| KIR / Kirin Holdings Company, Limited | 0.02 | -2.46 | 0.33 | -1.19 | 0.0980 | -0.0016 | |||
| Boston Gas Co / DBT (US100743AP84) | 0.33 | 1.22 | 0.0980 | 0.0010 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.33 | 1.53 | 0.0977 | 0.0012 | |||||
| CHP.UN / Choice Properties Real Estate Investment Trust | 0.33 | 5.40 | 0.0977 | 0.0047 | |||||
| CHP.UN / Choice Properties Real Estate Investment Trust | 0.33 | 5.40 | 0.0977 | 0.0047 | |||||
| Punch Finance PLC / DBT (XS3081705603) | 0.33 | 0.0972 | 0.0972 | ||||||
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co / DBT (US472140AE22) | 0.33 | 0.0967 | 0.0967 | ||||||
| XS1677912393 / BALDER | 0.33 | 140.15 | 0.0966 | 0.0561 | |||||
| XS1677912393 / BALDER | 0.33 | 140.15 | 0.0966 | 0.0561 | |||||
| BNP / BNP Paribas SA | 0.33 | 0.92 | 0.0964 | 0.0005 | |||||
| Arqiva Broadcast Finance PLC / DBT (XS3108489645) | 0.33 | 0.0962 | 0.0962 | ||||||
| Arqiva Broadcast Finance PLC / DBT (XS3108489645) | 0.33 | 0.0962 | 0.0962 | ||||||
| Jane Street Group / JSG Finance Inc / DBT (US47077WAD02) | 0.33 | 17.20 | 0.0960 | 0.0137 | |||||
| PSEG Power LLC / DBT (US69362BBD38) | 0.33 | 0.0959 | 0.0959 | ||||||
| US86210MAC01 / Stora Enso OYJ | 0.33 | -0.91 | 0.0958 | -0.0012 | |||||
| US36179NF788 / Ginnie Mae II Pool | 0.33 | -2.10 | 0.0957 | -0.0024 | |||||
| Raizen Fuels Finance SA / DBT (US75102XAB29) | 0.33 | -0.91 | 0.0955 | -0.0012 | |||||
| Landsbankinn HF / DBT (XS2913946989) | 0.33 | 10.17 | 0.0955 | 0.0083 | |||||
| EPH Financing International AS / DBT (XS3106539938) | 0.32 | 0.0950 | 0.0950 | ||||||
| EPH Financing International AS / DBT (XS3106539938) | 0.32 | 0.0950 | 0.0950 | ||||||
| US097023CW33 / BOEING CO 5.805 5/50 | 0.32 | -29.48 | 0.0949 | -0.0403 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.32 | 0.0949 | 0.0949 | ||||||
| US902613AD01 / UBS Group AG | 0.32 | -51.51 | 0.0947 | -0.0248 | |||||
| A5G / AIB Group plc | 0.32 | -40.22 | 0.0945 | -0.0639 | |||||
| US69351UBB89 / PPL Electric Utilities Corp | 0.32 | -10.83 | 0.0944 | -0.0119 | |||||
| FR00140005C6 / Eutelsat SA | 0.32 | -6.69 | 0.0944 | 0.0284 | |||||
| US23636ABB61 / Danske Bank A/S | 0.32 | 0.63 | 0.0942 | 0.0004 | |||||
| US95000U2U64 / Wells Fargo & Co | 0.32 | 98.76 | 0.0941 | 0.0465 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.32 | 0.0940 | 0.0940 | ||||||
| HTO / Hellenic Telecommunications Organization S.A. | 0.02 | -2.51 | 0.32 | 14.34 | 0.0937 | 0.0113 | |||
| DANSKE / Danske Bank A/S | 0.32 | 0.0934 | 0.0934 | ||||||
| DANSKE / Danske Bank A/S | 0.32 | 0.0934 | 0.0934 | ||||||
| Aeroporti di Roma SpA / DBT (XS3067397789) | 0.32 | 0.0934 | 0.0934 | ||||||
| TPR / Tapestry, Inc. | 0.00 | 0.32 | 0.0932 | 0.0932 | |||||
| Empire District Bondco LLC / DBT (US291918AA87) | 0.32 | 0.00 | 0.0927 | -0.0001 | |||||
| US95003DBP24 / Wells Fargo Commercial Mortgage Trust 2021-C60 | 0.31 | -3.98 | 0.0924 | -0.0041 | |||||
| US92928QAH11 / WEA Finance LLC | 0.31 | -30.84 | 0.0923 | -0.0416 | |||||
| US61747YFG52 / Morgan Stanley | 0.31 | 63.87 | 0.0920 | 0.0357 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 0.31 | 0.0920 | 0.0920 | ||||||
| S1YK34 / Stryker Corporation - Depositary Receipt (Common Stock) | 0.31 | 0.97 | 0.0919 | 0.0005 | |||||
| PKO / Powszechna Kasa Oszczednosci Bank Polski Spólka Akcyjna | 0.31 | 9.19 | 0.0910 | 0.0074 | |||||
| PKO / Powszechna Kasa Oszczednosci Bank Polski Spólka Akcyjna | 0.31 | 9.19 | 0.0910 | 0.0074 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 0.31 | 0.0908 | 0.0908 | ||||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 0.31 | 0.0907 | 0.0907 | ||||||
| US067316AG42 / Bacardi Ltd | 0.31 | 0.33 | 0.0906 | -0.0000 | |||||
| DGZ / DB Gold Short ETN | 0.31 | 0.66 | 0.0896 | 0.0003 | |||||
| DGZ / DB Gold Short ETN | 0.31 | 0.66 | 0.0896 | 0.0003 | |||||
| Flutter Treasury DAC / DBT (XS3045497347) | 0.30 | 0.0893 | 0.0893 | ||||||
| US889184AG22 / Toledo Hospital (The), Series AGMC | 0.30 | -0.66 | 0.0892 | -0.0009 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.30 | 0.0892 | 0.0892 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.30 | 0.0892 | 0.0892 | ||||||
| CQP / Cheniere Energy Partners, L.P. - Limited Partnership | 0.30 | 0.0885 | 0.0885 | ||||||
| US3137FUZG26 / FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM | 0.30 | -4.75 | 0.0885 | -0.0047 | |||||
| US40052CAC01 / Grupo KUO SAB de CV | 0.30 | 0.00 | 0.0883 | -0.0002 | |||||
| Wolf Midstream Canada LP / DBT (CA977734AA02) | 0.30 | 6.03 | 0.0880 | 0.0046 | |||||
| KUO1 / Kubota Corporation | 0.03 | -2.21 | 0.30 | -10.21 | 0.0880 | -0.0104 | |||
| Bruce Power LP / DBT (CA116705AQ79) | 0.30 | 4.58 | 0.0875 | 0.0037 | |||||
| PBR / Petróleo Brasileiro S.A. - Petrobras - Depositary Receipt (Common Stock) | 0.02 | 10.84 | 0.30 | -3.58 | 0.0872 | -0.0033 | |||
| NVDA / NVIDIA Corporation | 0.00 | -2.55 | 0.30 | 42.31 | 0.0870 | 0.0256 | |||
| XS2262961076 / ZF Finance GmbH | 0.30 | -1.00 | 0.0870 | -0.0011 | |||||
| Mondi Finance PLC / DBT (XS3025943419) | 0.30 | 9.23 | 0.0869 | 0.0070 | |||||
| XS2724532333 / AMS-OSRAM AG /EUR/ REGD REG S 10.50000000 | 0.30 | 13.03 | 0.0869 | 0.0099 | |||||
| National Grid North America Inc / DBT (XS3086253112) | 0.30 | 0.0867 | 0.0867 | ||||||
| CA70632ZAD39 / PEMBINA PIPELINE | 0.29 | 4.64 | 0.0863 | 0.0036 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.29 | 1.39 | 0.0857 | 0.0010 | |||||
| METB34 / MetLife, Inc. - Depositary Receipt (Common Stock) | 0.29 | 1.04 | 0.0857 | 0.0006 | |||||
| US337738AV08 / Fiserv Inc | 0.29 | -0.68 | 0.0856 | -0.0009 | |||||
| BA.PRA / The Boeing Company - Preferred Security | 0.00 | 0.00 | 0.29 | 13.73 | 0.0854 | 0.0100 | |||
| R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) | 0.29 | 2.11 | 0.0853 | 0.0014 | |||||
| R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) | 0.29 | 2.11 | 0.0853 | 0.0014 | |||||
| CA013051EP83 / ALBERTA PROVINCE | 0.29 | 5.09 | 0.0851 | 0.0039 | |||||
| US281020AU14 / Edison International | 0.29 | -0.34 | 0.0850 | -0.0004 | |||||
| US04002VAE11 / AREIT 2022-CRE6 Trust | 0.29 | -0.35 | 0.0842 | -0.0006 | |||||
| Plains All American Pipeline LP / PAA Finance Corp / DBT (US72650RBP64) | 0.29 | 1.06 | 0.0841 | 0.0005 | |||||
| FFH.PRH / Fairfax Financial Holdings Limited - Preferred Stock | 0.29 | 0.0840 | 0.0840 | ||||||
| LLY / Eli Lilly and Company - Depositary Receipt (Common Stock) | 0.28 | -0.70 | 0.0836 | -0.0008 | |||||
| LLY / Eli Lilly and Company - Depositary Receipt (Common Stock) | 0.28 | -0.70 | 0.0836 | -0.0008 | |||||
| NATIONAL FIN AUTH NH UTL REV / DBT (US63610HAA05) | 0.28 | -0.35 | 0.0833 | -0.0006 | |||||
| XS0764314695 / CEZ AS | 0.28 | 0.0833 | 0.0833 | ||||||
| US907818FK90 / Union Pacific Corp | 0.28 | 0.0831 | 0.0831 | ||||||
| US31418EBR09 / Fannie Mae Pool | 0.28 | -2.08 | 0.0830 | -0.0018 | |||||
| Fiserv Funding ULC / DBT (XS3060660050) | 0.28 | 0.0828 | 0.0828 | ||||||
| CEBB / Nationwide Building Society - Preferred Security | 0.28 | 0.0825 | 0.0825 | ||||||
| CEBB / Nationwide Building Society - Preferred Security | 0.28 | 0.0825 | 0.0825 | ||||||
| US06051GJT76 / Bank of America Corp | 0.28 | 1.82 | 0.0822 | 0.0013 | |||||
| Beach Acquisition Bidco LLC / DBT (XS3109433048) | 0.28 | 0.0819 | 0.0819 | ||||||
| US08163GAZ37 / Benchmark 2021-B28 Mortgage Trust | 0.28 | -4.14 | 0.0817 | -0.0039 | |||||
| US68327LAD82 / Ontario Teachers' Cadillac Fairview Properties Trust | 0.28 | 1.83 | 0.0816 | 0.0012 | |||||
| US65339KBS87 / NextEra Energy Capital Holdings Inc | 0.28 | -0.36 | 0.0815 | -0.0005 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.28 | 0.73 | 0.0814 | 0.0003 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.28 | 0.73 | 0.0814 | 0.0003 | |||||
| XS0327443627 / E.ON International Finance BV | 0.28 | 8.63 | 0.0814 | 0.0061 | |||||
| US808513CH62 / Charles Schwab Corp/The | 0.28 | -32.52 | 0.0813 | -0.0394 | |||||
| US55284JAE91 / MF1 2022-FL8 Ltd | 0.28 | 0.00 | 0.0811 | -0.0003 | |||||
| R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) | 0.28 | -34.29 | 0.0811 | -0.0428 | |||||
| R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) | 0.28 | -34.29 | 0.0811 | -0.0428 | |||||
| US92660FAN42 / Videotron Ltd | 0.28 | -25.88 | 0.0809 | -0.0287 | |||||
| HIW / Highwoods Properties, Inc. | 0.01 | -2.51 | 0.28 | 2.23 | 0.0808 | 0.0015 | |||
| 2914 / Japan Tobacco Inc. | 0.27 | 0.0807 | 0.0807 | ||||||
| 2914 / Japan Tobacco Inc. | 0.27 | 0.0807 | 0.0807 | ||||||
| US19828TAC09 / CORPORATE BONDS | 0.27 | -1.80 | 0.0804 | -0.0015 | |||||
| Severn Trent Utilities Finance PLC / DBT (XS2991273462) | 0.27 | 11.02 | 0.0800 | 0.0078 | |||||
| DANSKE / Danske Bank A/S | 0.27 | 0.74 | 0.0798 | 0.0005 | |||||
| DANSKE / Danske Bank A/S | 0.27 | 0.74 | 0.0798 | 0.0005 | |||||
| US06051GLG28 / Bank of America Corp | 0.27 | 0.37 | 0.0798 | 0.0002 | |||||
| 8630 / Sompo Holdings, Inc. | 0.01 | 30.43 | 0.27 | 29.67 | 0.0797 | 0.0181 | |||
| HMSO / Hammerson Plc | 0.27 | 119.51 | 0.0794 | 0.0430 | |||||
| HMSO / Hammerson Plc | 0.27 | 119.51 | 0.0794 | 0.0430 | |||||
| EFN / Element Fleet Management Corp. | 0.27 | 0.75 | 0.0794 | 0.0004 | |||||
| EFN / Element Fleet Management Corp. | 0.27 | 0.75 | 0.0794 | 0.0004 | |||||
| US31419JSM17 / Fannie Mae Pool | 0.27 | -2.18 | 0.0792 | -0.0020 | |||||
| US817477AH51 / Serbia International Bond | 0.27 | 2.29 | 0.0788 | 0.0015 | |||||
| US34706CAC38 / FORT CRE 2022-FL3 Issuer LLC | 0.27 | 1.14 | 0.0786 | 0.0007 | |||||
| US06237MAB90 / Bank Gospodarstwa Krajowego | 0.27 | 0.38 | 0.0782 | -0.0001 | |||||
| Booz Allen Hamilton Inc / DBT (US09951LAD55) | 0.27 | 1.53 | 0.0781 | 0.0011 | |||||
| Booz Allen Hamilton Inc / DBT (US09951LAD55) | 0.27 | 1.53 | 0.0781 | 0.0011 | |||||
| XS1205617829 / APT PIPELINES | 0.27 | 0.38 | 0.0780 | 0.0002 | |||||
| Angel Oak Mortgage Trust 2025-1 / ABS-MBS (US034934AB56) | 0.27 | -2.93 | 0.0779 | -0.0028 | |||||
| INWI / Inwido AB (publ) | 0.26 | 7.38 | 0.0771 | 0.0051 | |||||
| CA116705AK00 / Bruce Power LP | 0.26 | 6.07 | 0.0770 | 0.0039 | |||||
| OBX 2024-NQM1 Trust / ABS-MBS (US67448LAA08) | 0.26 | -8.13 | 0.0765 | -0.0072 | |||||
| P3 Group Sarl / DBT (XS2901491261) | 0.26 | 10.64 | 0.0765 | 0.0071 | |||||
| P3 Group Sarl / DBT (XS2901491261) | 0.26 | 10.64 | 0.0765 | 0.0071 | |||||
| XS2597994065 / GLOBAL PAYMENTS INC /EUR/ REGD 4.87500000 | 0.26 | 9.75 | 0.0763 | 0.0064 | |||||
| AXTA / Axalta Coating Systems Ltd. | 0.01 | -2.39 | 0.26 | -12.50 | 0.0762 | -0.0113 | |||
| NSRGY / Nestlé S.A. - Depositary Receipt (Common Stock) | 0.00 | -38.39 | 0.26 | -49.12 | 0.0762 | -0.0524 | |||
| PCG.PRX / PG&E Corporation - Preferred Security | 0.01 | 38.39 | 0.26 | 16.67 | 0.0761 | 0.0104 | |||
| Mars Inc / DBT (US571676BC81) | 0.26 | 0.00 | 0.0759 | -0.0004 | |||||
| Mars Inc / DBT (US571676BC81) | 0.26 | 0.00 | 0.0759 | -0.0004 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 0.26 | -17.63 | 0.0757 | -0.0092 | |||||
| E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) | 0.26 | 1.18 | 0.0757 | 0.0008 | |||||
| PEP / PepsiCo, Inc. | 0.00 | -2.56 | 0.26 | -14.09 | 0.0753 | -0.0128 | |||
| PKO / Powszechna Kasa Oszczednosci Bank Polski Spólka Akcyjna | 0.26 | 0.0752 | 0.0752 | ||||||
| PKO / Powszechna Kasa Oszczednosci Bank Polski Spólka Akcyjna | 0.26 | 0.0752 | 0.0752 | ||||||
| US50077LAB27 / Kraft Heinz Foods Co | 0.26 | -1.16 | 0.0751 | -0.0010 | |||||
| US257375AJ44 / Dominion Energy Gas Holdings LLC | 0.25 | -0.78 | 0.0746 | -0.0010 | |||||
| US571903BG74 / Marriott International Inc/MD | 0.25 | 2.02 | 0.0744 | 0.0013 | |||||
| Ferguson Enterprises Inc / DBT (US31488VAA52) | 0.25 | 2.02 | 0.0743 | 0.0012 | |||||
| Citadel Securities Global Holdings LLC / DBT (US17289RAA41) | 0.25 | 0.0743 | 0.0743 | ||||||
| 4020 / Saudi Real Estate Company | 0.25 | 0.40 | 0.0743 | 0.0000 | |||||
| US3133C5VR97 / UMBS | 0.25 | -4.18 | 0.0741 | -0.0035 | |||||
| TGT / Target Corporation | 0.00 | 57.00 | 0.25 | 49.11 | 0.0740 | 0.0240 | |||
| US36179WVT25 / GNII II 2% 01/20/2052#MA7826 | 0.25 | -2.70 | 0.0740 | -0.0024 | |||||
| Sammons Financial Group Inc / DBT (US79588TAF75) | 0.25 | 0.40 | 0.0739 | 0.0001 | |||||
| US6174468P76 / Morgan Stanley | 0.25 | 1.62 | 0.0738 | 0.0009 | |||||
| US026874DS37 / American International Group Inc | 0.25 | 1.62 | 0.0737 | 0.0009 | |||||
| US31418QPN78 / UMBS | 0.25 | -3.49 | 0.0734 | -0.0028 | |||||
| US66573RAA68 / Northern Star Resources Ltd | 0.25 | 0.40 | 0.0734 | 0.0002 | |||||
| VFC / V.F. Corporation | 0.02 | 93.03 | 0.25 | 46.47 | 0.0733 | 0.0230 | |||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 0.25 | 0.0732 | 0.0732 | ||||||
| Bank of America Corp / DBT (US06051GMB22) | 0.25 | 2.06 | 0.0731 | 0.0013 | |||||
| US373334KT78 / Georgia Power Co. | 0.25 | 1.22 | 0.0731 | 0.0008 | |||||
| US87264ACY91 / T-Mobile USA Inc | 0.25 | 0.0727 | 0.0727 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital / DBT (US161175CQ56) | 0.25 | 1.65 | 0.0722 | 0.0007 | |||||
| US832724AB40 / Smurfit Kappa Treasury Funding DAC | 0.25 | -0.41 | 0.0721 | -0.0007 | |||||
| FFH.PRH / Fairfax Financial Holdings Limited - Preferred Stock | 0.25 | -0.41 | 0.0720 | -0.0007 | |||||
| FFH.PRH / Fairfax Financial Holdings Limited - Preferred Stock | 0.25 | -0.41 | 0.0720 | -0.0007 | |||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.24 | 0.0718 | 0.0718 | ||||||
| Benteler International AG / DBT (XS3103603091) | 0.24 | 0.0714 | 0.0714 | ||||||
| PRY / Prysmian S.p.A. | 0.24 | 0.0710 | 0.0710 | ||||||
| PRY / Prysmian S.p.A. | 0.24 | 0.0710 | 0.0710 | ||||||
| ETE / Ekotechnika AG | 0.02 | 0.24 | 0.0708 | 0.0708 | |||||
| DGZ / DB Gold Short ETN | 0.24 | 0.0705 | 0.0705 | ||||||
| DGZ / DB Gold Short ETN | 0.24 | 0.0705 | 0.0705 | ||||||
| AEP Transmission Co LLC / DBT (US00115AAS87) | 0.24 | 0.0702 | 0.0702 | ||||||
| AEP Transmission Co LLC / DBT (US00115AAS87) | 0.24 | 0.0702 | 0.0702 | ||||||
| Volkswagen International Finance NV / DBT (XS3071335478) | 0.24 | 0.0698 | 0.0698 | ||||||
| EBS / Erste Group Bank AG | 0.24 | 0.0698 | 0.0698 | ||||||
| CR8C5U / Commerzbank AG - Equity Warrant | 0.24 | 10.75 | 0.0697 | 0.0064 | |||||
| NEXI / Nexi S.p.A. | 0.24 | 0.0697 | 0.0697 | ||||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 0.24 | 1.28 | 0.0696 | 0.0005 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 0.24 | 1.28 | 0.0696 | 0.0005 | |||||
| MBK / mBank S.A. | 0.24 | 0.0696 | 0.0696 | ||||||
| MBK / mBank S.A. | 0.24 | 0.0696 | 0.0696 | ||||||
| EnBW International Finance BV / DBT (XS2942479044) | 0.24 | 10.80 | 0.0693 | 0.0064 | |||||
| Amprion GmbH / DBT (DE000A4DFUF0) | 0.24 | 0.0693 | 0.0693 | ||||||
| BMP 2024-MF23 / ABS-MBS (US05593JAE01) | 0.24 | 0.43 | 0.0692 | 0.0001 | |||||
| 005830 / DB Insurance Co., Ltd. | 0.00 | -2.50 | 0.24 | 47.80 | 0.0692 | 0.0221 | |||
| CABK / CaixaBank, S.A. | 0.24 | 11.37 | 0.0690 | 0.0067 | |||||
| Shurgard Luxembourg Sarl / DBT (BE6364767150) | 0.23 | 0.0690 | 0.0690 | ||||||
| Shurgard Luxembourg Sarl / DBT (BE6364767150) | 0.23 | 0.0690 | 0.0690 | ||||||
| G / Assicurazioni Generali S.p.A. | 0.23 | 0.0690 | 0.0690 | ||||||
| XS2617442525 / Volkswagen Bank GmbH | 0.23 | 0.0690 | 0.0690 | ||||||
| Cellnex Finance Co SA / DBT (XS3019300469) | 0.23 | 0.0689 | 0.0689 | ||||||
| Cellnex Finance Co SA / DBT (XS3019300469) | 0.23 | 0.0689 | 0.0689 | ||||||
| US91481CAD20 / Trustees of the University of Pennsylvania (The), Series 2020 | 0.23 | -3.70 | 0.0689 | -0.0029 | |||||
| US71568PAP45 / Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 0.23 | 1.74 | 0.0688 | 0.0008 | |||||
| USP3146DAA11 / Corp Inmobiliaria Vesta SAB de CV | 0.23 | 2.18 | 0.0688 | 0.0013 | |||||
| CR8C5U / Commerzbank AG - Equity Warrant | 0.23 | 0.0688 | 0.0688 | ||||||
| CR8C5U / Commerzbank AG - Equity Warrant | 0.23 | 0.0688 | 0.0688 | ||||||
| US44107HAF91 / NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery, Series 2020 | 0.23 | -4.49 | 0.0687 | -0.0036 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.23 | 27.32 | 0.0687 | 0.0148 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.23 | 10.43 | 0.0686 | 0.0062 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.23 | 10.43 | 0.0686 | 0.0062 | |||||
| US594918CC64 / MICROSOFT CORP 2.525% 06/01/2050 | 0.23 | -1.27 | 0.0686 | -0.0012 | |||||
| Business Jet Securities 2024-1 LLC / ABS-O (US12327CAA27) | 0.23 | -4.51 | 0.0686 | -0.0035 | |||||
| SDZZ / Sandoz Group AG | 0.00 | 0.23 | 0.0685 | 0.0685 | |||||
| Sudzucker International Finance BV / DBT (XS3071332293) | 0.23 | 0.0683 | 0.0683 | ||||||
| Sudzucker International Finance BV / DBT (XS3071332293) | 0.23 | 0.0683 | 0.0683 | ||||||
| US345397D260 / Ford Motor Credit Co LLC | 0.23 | 0.00 | 0.0679 | -0.0004 | |||||
| UCG / UniCredit S.p.A. | 0.23 | 0.0678 | 0.0678 | ||||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 0.23 | 0.0677 | 0.0677 | ||||||
| Government National Mortgage Association / ABS-MBS (US38384XSB00) | 0.23 | -6.12 | 0.0676 | -0.0047 | |||||
| FLO / Flowers Foods, Inc. | 0.23 | -13.36 | 0.0668 | -0.0105 | |||||
| Northern States Power Co/MN / DBT (US665772CZ03) | 0.23 | 0.0667 | 0.0667 | ||||||
| EQI00104 MFS / DE (000000000) | 0.23 | 0.0665 | 0.0665 | ||||||
| Verus Securitization Trust 2024-1 / ABS-MBS (US92540EAA10) | 0.23 | -12.40 | 0.0665 | -0.0098 | |||||
| Verus Securitization Trust 2024-1 / ABS-MBS (US92540EAA10) | 0.23 | -12.40 | 0.0665 | -0.0098 | |||||
| 532540 / Tata Consultancy Services Limited | 0.01 | 159.97 | 0.23 | 151.11 | 0.0664 | 0.0397 | |||
| US3140L1Y413 / Fannie Mae Pool | 0.22 | -4.70 | 0.0656 | -0.0036 | |||||
| Alliander NV / DBT (XS3065241195) | 0.22 | 0.0654 | 0.0654 | ||||||
| Alliander NV / DBT (XS3065241195) | 0.22 | 0.0654 | 0.0654 | ||||||
| G3651J115 / ORDINARY SHARES | 0.22 | 0.0651 | 0.0651 | ||||||
| US26444HAR21 / Duke Energy Florida LLC | 0.22 | 0.45 | 0.0650 | 0.0002 | |||||
| Jersey Central Power & Light Co / DBT (US476556DF91) | 0.22 | 0.0647 | 0.0647 | ||||||
| Jersey Central Power & Light Co / DBT (US476556DF91) | 0.22 | 0.0647 | 0.0647 | ||||||
| XS2441259137 / Sage Group PLC/The | 0.22 | 10.05 | 0.0644 | 0.0056 | |||||
| Chile Electricity Lux Mpc II Sarl / DBT (US16882LAA08) | 0.22 | -2.24 | 0.0643 | -0.0016 | |||||
| FINGF / Finning International Inc. | 0.01 | 66.90 | 0.22 | 155.29 | 0.0637 | 0.0385 | |||
| BIIB / Biogen Inc. - Depositary Receipt (Common Stock) | 0.22 | 0.0637 | 0.0637 | ||||||
| X1EL34 / Xcel Energy Inc. - Depositary Receipt (Common Stock) | 0.22 | 1.41 | 0.0635 | 0.0005 | |||||
| X1EL34 / Xcel Energy Inc. - Depositary Receipt (Common Stock) | 0.22 | 1.41 | 0.0635 | 0.0005 | |||||
| US80007RAL96 / Sands China Ltd | 0.22 | -46.27 | 0.0634 | -0.0553 | |||||
| Nestle Finance International Ltd / DBT (XS2976332283) | 0.21 | 10.88 | 0.0631 | 0.0061 | |||||
| Tesco Corporate Treasury Services PLC / DBT (XS2824047372) | 0.21 | 9.74 | 0.0629 | 0.0054 | |||||
| Tesco Corporate Treasury Services PLC / DBT (XS2824047372) | 0.21 | 9.74 | 0.0629 | 0.0054 | |||||
| WAB / Westinghouse Air Brake Technologies Corporation | 0.00 | -2.48 | 0.21 | 12.70 | 0.0628 | 0.0068 | |||
| XS2196324011 / Exxon Mobil Corp | 0.21 | 9.79 | 0.0627 | 0.0055 | |||||
| AA Bond Co Ltd / DBT (XS2823261248) | 0.21 | 7.58 | 0.0627 | 0.0041 | |||||
| MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) | 0.21 | -0.47 | 0.0625 | -0.0003 | |||||
| US55977YAA64 / Magyar Export-Import Bank Zrt | 0.21 | 0.47 | 0.0624 | 0.0000 | |||||
| LONG GILT FUTURE SEP25 / DIR (000000000) | 0.21 | 0.0624 | 0.0624 | ||||||
| COLT 2024-1 Mortgage Loan Trust / ABS-MBS (US19688TAA34) | 0.21 | -10.64 | 0.0618 | -0.0074 | |||||
| COLT 2024-1 Mortgage Loan Trust / ABS-MBS (US19688TAA34) | 0.21 | -10.64 | 0.0618 | -0.0074 | |||||
| Volvo Financial Equipment LLC Series 2024-1 / ABS-O (US92887QAB32) | 0.21 | -6.67 | 0.0618 | -0.0045 | |||||
| Bank of America Corp / DBT (US06051GMW68) | 0.21 | 0.0617 | 0.0617 | ||||||
| M1TB34 / M&T Bank Corporation - Depositary Receipt (Common Stock) | 0.21 | 1.94 | 0.0617 | 0.0010 | |||||
| INFY / Infosys Limited - Depositary Receipt (Common Stock) | 0.01 | 97.23 | 0.21 | 100.96 | 0.0617 | 0.0308 | |||
| US06237MAA18 / BANK GOSPODARSTWA KRAJOWEGO | 0.21 | 0.97 | 0.0616 | 0.0004 | |||||
| MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) | 0.21 | 1.46 | 0.0611 | 0.0005 | |||||
| MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) | 0.21 | 1.46 | 0.0611 | 0.0005 | |||||
| BA / The Boeing Company | 0.00 | -29.14 | 0.21 | -13.03 | 0.0610 | -0.0093 | |||
| US674599DF90 / Occidental Petroleum Corp | 0.21 | -14.88 | 0.0607 | -0.0109 | |||||
| A5G / AIB Group plc | 0.21 | 1.48 | 0.0606 | 0.0006 | |||||
| US92852LAB53 / Viterra Finance BV | 0.20 | 2.00 | 0.0601 | 0.0010 | |||||
| MSCI SING IX ETS JUL25 / DE (000000000) | 0.20 | 0.0600 | 0.0600 | ||||||
| MSCI SING IX ETS JUL25 / DE (000000000) | 0.20 | 0.0600 | 0.0600 | ||||||
| Accenture Capital Inc / DBT (US00440KAC71) | 0.20 | 0.99 | 0.0599 | 0.0003 | |||||
| US31335ALX45 / Freddie Mac Gold Pool | 0.20 | -1.93 | 0.0598 | -0.0015 | |||||
| SWK / Stanley Black & Decker, Inc. | 0.00 | -2.40 | 0.20 | -13.98 | 0.0598 | -0.0100 | |||
| Corp Andina de Fomento / DBT (US219868CM66) | 0.20 | 0.0598 | 0.0598 | ||||||
| Corp Andina de Fomento / DBT (US219868CM66) | 0.20 | 0.0598 | 0.0598 | ||||||
| FR00140071O3 / L'OREAL - Loyalty Line 2024 | 0.20 | 0.0597 | 0.0597 | ||||||
| US161175BT05 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.20 | 25.31 | 0.0597 | 0.0119 | |||||
| Paraguay Government International Bond / DBT (US699149AN04) | 0.20 | 2.01 | 0.0596 | 0.0008 | |||||
| Paraguay Government International Bond / DBT (US699149AN04) | 0.20 | 2.01 | 0.0596 | 0.0008 | |||||
| FCT / Fincantieri S.p.A. | 0.20 | 0.0596 | 0.0596 | ||||||
| 241560 / Doosan Bobcat Inc. | 0.00 | -2.51 | 0.20 | 22.42 | 0.0595 | 0.0109 | |||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 0.20 | 0.0595 | 0.0595 | ||||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 0.20 | 0.0595 | 0.0595 | ||||||
| CX / CEMEX, S.A.B. de C.V. - Preferred Security | 0.20 | 0.0593 | 0.0593 | ||||||
| BAT International Finance PLC / DBT (XS2801975991) | 0.20 | -51.45 | 0.0593 | -0.0629 | |||||
| BAT International Finance PLC / DBT (XS2801975991) | 0.20 | -51.45 | 0.0593 | -0.0629 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.20 | 0.0593 | 0.0593 | ||||||
| US29278GAP37 / Enel Finance International NV | 0.20 | 2.03 | 0.0592 | 0.0011 | |||||
| US61692CBK36 / Morgan Stanley Capital I Inc | 0.20 | -5.19 | 0.0592 | -0.0033 | |||||
| US3132A5GF62 / FHLG 30YR 3.5% 01/01/2047#ZS4698 | 0.20 | -1.95 | 0.0592 | -0.0013 | |||||
| US46590XAX49 / JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc | 0.20 | 0.50 | 0.0591 | -0.0001 | |||||
| Angel Oak Mortgage Trust 2024-13 / ABS-MBS (US03466PAA30) | 0.20 | -6.98 | 0.0588 | -0.0046 | |||||
| M1PC34 / Marathon Petroleum Corporation - Depositary Receipt (Common Stock) | 0.20 | -38.77 | 0.0587 | -0.0373 | |||||
| M1PC34 / Marathon Petroleum Corporation - Depositary Receipt (Common Stock) | 0.20 | -38.77 | 0.0587 | -0.0373 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.20 | 0.0587 | 0.0587 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.20 | 0.0587 | 0.0587 | ||||||
| US55282XAG51 / MF1 Multifamily Housing Mortgage Loan Trust | 0.20 | 0.00 | 0.0586 | -0.0001 | |||||
| US49177JAP75 / Kenvue Inc | 0.20 | -0.50 | 0.0582 | -0.0006 | |||||
| H1II34 / Huntington Ingalls Industries, Inc. - Depositary Receipt (Common Stock) | 0.20 | 2.08 | 0.0578 | 0.0011 | |||||
| H1II34 / Huntington Ingalls Industries, Inc. - Depositary Receipt (Common Stock) | 0.20 | 2.08 | 0.0578 | 0.0011 | |||||
| US87612GAB77 / Targa Resources Corp | 0.20 | -1.51 | 0.0578 | -0.0009 | |||||
| MTB / M&T Bank Corporation | 0.00 | -21.79 | 0.20 | -15.15 | 0.0576 | -0.0105 | |||
| US36179WNE48 / GNMA2 30YR | 0.20 | -2.99 | 0.0575 | -0.0019 | |||||
| ENX / Euronext N.V. | 0.00 | -2.55 | 0.20 | 14.71 | 0.0575 | 0.0073 | |||
| US12530MAA36 / CF Hippolyta LLC, Series 2020-1, Class A1 | 0.20 | 0.52 | 0.0573 | -0.0001 | |||||
| US36321PAD24 / Galaxy Pipeline Assets Bidco Ltd | 0.19 | 0.52 | 0.0572 | 0.0002 | |||||
| US08163EBE41 / Benchmark 2021-B26 Mortgage Trust | 0.19 | -4.46 | 0.0567 | -0.0030 | |||||
| Ivory Coast Government International Bond / DBT (US221625AU01) | 0.19 | 0.00 | 0.0566 | -0.0000 | |||||
| U.S. Treasury Bonds / DBT (US912810UJ50) | 0.19 | 0.0564 | 0.0564 | ||||||
| US3137FYUL87 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.19 | -3.55 | 0.0561 | -0.0022 | |||||
| US10112RAY09 / Boston Properties LP | 0.19 | 0.53 | 0.0557 | 0.0003 | |||||
| US3132DWDJ99 / Freddie Mac Pool | 0.19 | -2.08 | 0.0554 | -0.0014 | |||||
| US3138EMUX79 / Fannie Mae Pool | 0.19 | -1.57 | 0.0552 | -0.0013 | |||||
| CTSH / Cognizant Technology Solutions Corporation | 0.00 | 12.59 | 0.19 | 53.28 | 0.0551 | 0.0242 | |||
| US25714PET12 / Dominican Republic International Bond | 0.19 | 1.08 | 0.0551 | 0.0005 | |||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | 0.19 | 0.0548 | 0.0548 | ||||||
| SCI / Service Corporation International | 0.18 | 2.79 | 0.0543 | 0.0013 | |||||
| SCI / Service Corporation International | 0.18 | 2.79 | 0.0543 | 0.0013 | |||||
| US3138ETDL77 / UMBS | 0.18 | -1.08 | 0.0541 | -0.0009 | |||||
| VRSK / Verisk Analytics, Inc. | 0.00 | -2.48 | 0.18 | 2.22 | 0.0541 | 0.0009 | |||
| JH North America Holdings Inc / DBT (US46593WAB19) | 0.18 | 0.0537 | 0.0537 | ||||||
| US21871XAP42 / Corebridge Financial Inc | 0.18 | 1.11 | 0.0536 | 0.0003 | |||||
| US55284JAA79 / MF1 2022-FL8 Ltd | 0.18 | -12.50 | 0.0535 | -0.0078 | |||||
| US3137H4BT66 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.18 | -3.21 | 0.0534 | -0.0017 | |||||
| JH North America Holdings Inc / DBT (US46593WAA36) | 0.18 | 0.0533 | 0.0533 | ||||||
| US458140CJ73 / Intel Corp | 0.18 | 1.12 | 0.0533 | 0.0005 | |||||
| TSMWF / Taiwan Semiconductor Manufacturing Company Limited | 0.01 | -16.67 | 0.18 | 8.38 | 0.0533 | 0.0040 | |||
| US3138WHNH16 / Fannie Mae Pool | 0.18 | -2.16 | 0.0532 | -0.0014 | |||||
| US92933BAQ77 / WMG Acquisition Corp | 0.18 | 1.12 | 0.0532 | 0.0005 | |||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 0.18 | -0.55 | 0.0530 | -0.0007 | |||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 0.18 | -0.55 | 0.0530 | -0.0007 | |||||
| US36179WR263 / GINNIE MAE II POOL G2 MA7705 | 0.18 | -2.73 | 0.0524 | -0.0018 | |||||
| US05602CAE49 / BSPRT 2021-FL7 Issuer Ltd | 0.18 | -0.56 | 0.0518 | -0.0005 | |||||
| US3140QKNN41 / Fannie Mae Pool | 0.18 | -2.78 | 0.0517 | -0.0015 | |||||
| XS1853426549 / INFORMA PLC | 0.18 | 0.0516 | 0.0516 | ||||||
| Macquarie Airfinance Holdings Ltd / DBT (US55609NAD03) | 0.18 | -37.50 | 0.0516 | -0.0310 | |||||
| New Residential Mortgage Loan Trust 2025-NQM3 / ABS-MBS (US64832CAC73) | 0.18 | 0.0516 | 0.0516 | ||||||
| New Residential Mortgage Loan Trust 2025-NQM3 / ABS-MBS (US64832CAC73) | 0.18 | 0.0516 | 0.0516 | ||||||
| US36168QAM69 / GFL Environmental Inc | 0.18 | 2.34 | 0.0515 | 0.0009 | |||||
| XS2359548935 / Qatar Petroleum | 0.17 | -1.70 | 0.0511 | -0.0009 | |||||
| EQT Trust 2024-EXTR / ABS-MBS (US29439DAC56) | 0.17 | 1.18 | 0.0507 | 0.0005 | |||||
| COLT 2024-6 Mortgage Loan Trust / ABS-MBS (US19688XAA46) | 0.17 | -3.91 | 0.0507 | -0.0023 | |||||
| HUM / Humana Inc. | 0.00 | 13.59 | 0.17 | 4.91 | 0.0504 | 0.0022 | |||
| Mars Inc / DBT (US571676AY11) | 0.17 | 1.19 | 0.0500 | 0.0002 | |||||
| CA110709GJ55 / Province of British Columbia Canada | 0.17 | 2.41 | 0.0499 | 0.0009 | |||||
| B1BT34 / Truist Financial Corporation - Depositary Receipt (Common Stock) | 0.17 | 0.60 | 0.0499 | 0.0003 | |||||
| Sandoz Finance BV / DBT (XS3032013511) | 0.17 | 11.26 | 0.0493 | 0.0047 | |||||
| US035240AM26 / Anheuser-Busch InBev Worldwide Inc | 0.17 | 1.21 | 0.0493 | 0.0005 | |||||
| Flora Food Management BV / DBT (XS2848926239) | 0.17 | 9.15 | 0.0491 | 0.0039 | |||||
| Flora Food Management BV / DBT (XS2848926239) | 0.17 | 9.15 | 0.0491 | 0.0039 | |||||
| US44891ABL08 / Hyundai Capital America | 0.17 | 1.22 | 0.0490 | 0.0004 | |||||
| BIDU / Baidu, Inc. - Depositary Receipt (Common Stock) | 0.00 | -2.37 | 0.17 | -8.79 | 0.0488 | -0.0050 | |||
| US3138A2AX74 / Fannie Mae Pool | 0.17 | -2.94 | 0.0487 | -0.0014 | |||||
| NEXT34 / NextEra Energy, Inc. - Depositary Receipt (Common Stock) | 0.17 | 46.02 | 0.0486 | 0.0153 | |||||
| NEXT34 / NextEra Energy, Inc. - Depositary Receipt (Common Stock) | 0.17 | 46.02 | 0.0486 | 0.0153 | |||||
| DTEA / Deutsche Telekom AG - Depositary Receipt (Common Stock) | 0.16 | 10.07 | 0.0484 | 0.0042 | |||||
| DTEA / Deutsche Telekom AG - Depositary Receipt (Common Stock) | 0.16 | 10.07 | 0.0484 | 0.0042 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.16 | 1.23 | 0.0483 | 0.0003 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.16 | 1.23 | 0.0483 | 0.0003 | |||||
| US437076BD31 / Home Depot Inc. | 0.16 | -0.61 | 0.0483 | -0.0004 | |||||
| 9618 / JD.com, Inc. | 0.01 | 0.16 | 0.0481 | 0.0481 | |||||
| XS2066744231 / Carnival PLC | 0.16 | -30.93 | 0.0479 | -0.0168 | |||||
| XS2066744231 / Carnival PLC | 0.16 | -30.93 | 0.0479 | -0.0168 | |||||
| US3140QKSJ83 / FNCL UMBS 2.5 CB0520 05-01-51 | 0.16 | -1.81 | 0.0479 | -0.0012 | |||||
| KBANK.F / Kasikornbank PCL | 0.03 | -2.54 | 0.16 | -4.73 | 0.0475 | -0.0024 | |||
| US476556DD44 / Jersey Central Power & Light Co | 0.16 | 1.26 | 0.0474 | 0.0005 | |||||
| US26884UAG40 / EPR Properties | 0.16 | -60.55 | 0.0469 | -0.0719 | |||||
| XS2366415540 / Thermo Fisher Scientific Finance I BV | 0.16 | 8.90 | 0.0469 | 0.0038 | |||||
| US05602CAG96 / BSPRT 2021-FL7 Issuer Ltd | 0.16 | -1.24 | 0.0468 | -0.0006 | |||||
| Ceske Drahy AS / DBT (XS3080462222) | 0.16 | 0.0467 | 0.0467 | ||||||
| Ceske Drahy AS / DBT (XS3080462222) | 0.16 | 0.0467 | 0.0467 | ||||||
| 30064K105 / Exacttarget, Inc. | 0.16 | -0.63 | 0.0466 | -0.0003 | |||||
| US03523TBV98 / Anheuser-Busch InBev Worldwide Inc | 0.16 | -1.25 | 0.0466 | -0.0006 | |||||
| K1RC34 / The Kroger Co. - Depositary Receipt (Common Stock) | 0.16 | 0.64 | 0.0465 | 0.0001 | |||||
| MA / Mastercard Incorporated - Depositary Receipt (Common Stock) | 0.16 | -36.29 | 0.0465 | -0.0267 | |||||
| US286181AH56 / Element Fleet Management Corp. | 0.16 | 0.00 | 0.0465 | -0.0003 | |||||
| ANTX / AN2 Therapeutics, Inc. | 0.16 | -22.66 | 0.0462 | -0.0138 | |||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.16 | 0.0460 | 0.0460 | ||||||
| US04316JAE91 / Arthur J Gallagher & Co | 0.16 | -0.64 | 0.0460 | -0.0004 | |||||
| Hyundai Capital America / DBT (US44891ACT25) | 0.16 | 0.0456 | 0.0456 | ||||||
| BIRG / Bank of Ireland Group plc | 0.15 | 0.0453 | 0.0453 | ||||||
| US31418XGC65 / UMBS | 0.15 | -1.30 | 0.0449 | -0.0006 | |||||
| V / Visa Inc. - Depositary Receipt (Common Stock) | 0.15 | 0.0448 | 0.0448 | ||||||
| LRCX / Lam Research Corporation | 0.00 | -28.26 | 0.15 | -3.82 | 0.0446 | -0.0020 | |||
| US253393AG77 / Dick's Sporting Goods, Inc. | 0.15 | -25.98 | 0.0445 | -0.0158 | |||||
| JP1201851P76 / JAPAN GOVERNMENT OF 1.1% 06/20/2043 | 0.15 | -41.11 | 0.0440 | -0.0306 | |||||
| US54750AAA43 / Low Income Investment Fund | 0.15 | 0.68 | 0.0432 | 0.0001 | |||||
| US68389XBJ37 / Oracle Corp | 0.15 | 0.69 | 0.0430 | 0.0002 | |||||
| US21036PBH01 / Constellation Brands, Inc. | 0.15 | 2.10 | 0.0430 | 0.0008 | |||||
| US36179W7K87 / Ginnie Mae II Pool | 0.15 | -2.67 | 0.0429 | -0.0016 | |||||
| Cousins Properties LP / DBT (US222793AA90) | 0.15 | -52.44 | 0.0429 | -0.0477 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.15 | 0.0429 | 0.0429 | ||||||
| GOOGL / Alphabet Inc. - Depositary Receipt (Common Stock) | 0.15 | 0.0429 | 0.0429 | ||||||
| NKE / NIKE, Inc. | 0.00 | 0.15 | 0.0428 | 0.0428 | |||||
| US459506AL51 / International Flavors & Fragrances Inc | 0.15 | -38.30 | 0.0427 | -0.0266 | |||||
| US446413AT37 / HUNTINGTON INGALLS INDUS COMPANY GUAR 05/30 4.2 | 0.14 | 0.0425 | 0.0425 | ||||||
| CUZ / Cousins Properties Incorporated | 0.00 | 19.06 | 0.14 | 22.03 | 0.0423 | 0.0073 | |||
| US05551VBK89 / BBCMS Trust | 0.14 | -4.67 | 0.0421 | -0.0022 | |||||
| Whitbread Group PLC / DBT (XS2992313721) | 0.14 | 6.77 | 0.0420 | 0.0028 | |||||
| US36179XLD65 / Ginnie Mae II Pool | 0.14 | -4.08 | 0.0415 | -0.0019 | |||||
| V1MC34 / Vulcan Materials Company - Depositary Receipt (Common Stock) | 0.14 | 1.45 | 0.0414 | 0.0004 | |||||
| V1MC34 / Vulcan Materials Company - Depositary Receipt (Common Stock) | 0.14 | 1.45 | 0.0414 | 0.0004 | |||||
| US3132DWDZ32 / FREDDIE MAC POOL UMBS P#SD8220 3.00000000 | 0.14 | -2.80 | 0.0411 | -0.0011 | |||||
| US21871XAK54 / Corebridge Financial Inc | 0.14 | 0.72 | 0.0409 | 0.0000 | |||||
| US3138EPUM46 / UMBS | 0.14 | -1.45 | 0.0400 | -0.0009 | |||||
| US92933BAT17 / WMG Acquisition Corp | 0.14 | 0.00 | 0.0399 | 0.0001 | |||||
| Italy Buoni Poliennali Del Tesoro / DBT (IT0005611741) | 0.14 | 13.45 | 0.0399 | 0.0047 | |||||
| XS2270147924 / BP Capital Markets BV | 0.13 | 10.74 | 0.0394 | 0.0035 | |||||
| 8227 / SHIMAMURA Co., Ltd. | 0.00 | 0.13 | 0.0392 | 0.0392 | |||||
| US77340RAD98 / ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 07/38 7.5 | 0.13 | 0.00 | 0.0387 | 0.0001 | |||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 0.13 | 8.40 | 0.0380 | 0.0027 | |||||
| US06540CBL00 / BANK 2021-BNK35 | 0.13 | -3.73 | 0.0380 | -0.0018 | |||||
| GR0114029540 / Hellenic Republic Government Bond | 0.13 | 12.17 | 0.0379 | 0.0039 | |||||
| GR0114029540 / Hellenic Republic Government Bond | 0.13 | 12.17 | 0.0379 | 0.0039 | |||||
| BPOP / Popular, Inc. | 0.00 | -2.51 | 0.13 | 16.36 | 0.0377 | 0.0052 | |||
| W1AB34 / Westinghouse Air Brake Technologies Corporation - Depositary Receipt (Common Stock) | 0.13 | 0.79 | 0.0377 | 0.0002 | |||||
| US462590NG13 / IOWA ST STUDENT LOAN LIQUIDITY CORP | 0.13 | -27.27 | 0.0377 | -0.0144 | |||||
| US74841CAB72 / Quicken Loans LLC / Quicken Loans Co-Issuer Inc | 0.13 | 0.0376 | 0.0376 | ||||||
| H1UM34 / Humana Inc. - Depositary Receipt (Common Stock) | 0.13 | 0.0375 | 0.0375 | ||||||
| H1UM34 / Humana Inc. - Depositary Receipt (Common Stock) | 0.13 | 0.0375 | 0.0375 | ||||||
| US654579AE17 / Nippon Life Insurance Co | 0.13 | 9.48 | 0.0375 | 0.0032 | |||||
| US654579AE17 / Nippon Life Insurance Co | 0.13 | 9.48 | 0.0375 | 0.0032 | |||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 0.13 | -0.78 | 0.0374 | -0.0005 | |||||
| B1BT34 / Truist Financial Corporation - Depositary Receipt (Common Stock) | 0.13 | 1.61 | 0.0371 | 0.0004 | |||||
| Engineering - Ingegneria Informatica - SpA / DBT (XS2988687682) | 0.13 | 13.51 | 0.0370 | 0.0042 | |||||
| Engineering - Ingegneria Informatica - SpA / DBT (XS2988687682) | 0.13 | 13.51 | 0.0370 | 0.0042 | |||||
| US3137FUZZ07 / FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM | 0.13 | -4.58 | 0.0368 | -0.0018 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.12 | 0.81 | 0.0366 | 0.0003 | |||||
| XS2178457425 / RICHEMONT INT | 0.12 | 9.73 | 0.0364 | 0.0031 | |||||
| US19828TAB26 / Columbia Pipelines Operating Co LLC | 0.12 | 1.65 | 0.0364 | 0.0005 | |||||
| US3132DM5R23 / Freddie Mac Pool | 0.12 | -2.38 | 0.0364 | -0.0010 | |||||
| KAO / Kao Corporation | 0.00 | -76.52 | 0.12 | -84.10 | 0.0355 | -0.1002 | |||
| TDC Net A/S / DBT (XS3060305235) | 0.12 | 0.0354 | 0.0354 | ||||||
| TDC Net A/S / DBT (XS3060305235) | 0.12 | 0.0354 | 0.0354 | ||||||
| ASJA / PT Astra International Tbk | 0.43 | 0.12 | 0.0353 | 0.0353 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 0.12 | 0.0352 | 0.0352 | ||||||
| Accenture Capital Inc / DBT (US00440KAD54) | 0.12 | -35.68 | 0.0351 | -0.0195 | |||||
| US165183CU69 / Chesapeake Funding II LLC | 0.12 | -17.93 | 0.0350 | -0.0078 | |||||
| AKE / Arkema S.A. | 0.12 | 0.0349 | 0.0349 | ||||||
| AKE / Arkema S.A. | 0.12 | 0.0349 | 0.0349 | ||||||
| US06541JAR23 / BANK 2021-BNK34 | 0.12 | -6.35 | 0.0349 | -0.0024 | |||||
| Clarios Global LP / Clarios US Finance Co / DBT (XS3091295801) | 0.12 | 0.0347 | 0.0347 | ||||||
| Clarios Global LP / Clarios US Finance Co / DBT (XS3091295801) | 0.12 | 0.0347 | 0.0347 | ||||||
| 2 / CLP Holdings Limited | 0.01 | 0.00 | 0.12 | 2.63 | 0.0346 | 0.0010 | |||
| US04002VAG68 / AREIT 2022-CRE6 Trust | 0.12 | -0.85 | 0.0346 | -0.0002 | |||||
| ORAN / Orange S.A. - Depositary Receipt (Common Stock) | 0.12 | 0.0346 | 0.0346 | ||||||
| BE6312822628 / Anheuser-Busch InBev SA/NV | 0.12 | 0.0345 | 0.0345 | ||||||
| BE6312822628 / Anheuser-Busch InBev SA/NV | 0.12 | 0.0345 | 0.0345 | ||||||
| AU3FN0029609 / AAI Ltd | 0.12 | 11.43 | 0.0345 | 0.0034 | |||||
| AU3FN0029609 / AAI Ltd | 0.12 | 11.43 | 0.0345 | 0.0034 | |||||
| R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) | 0.12 | -33.90 | 0.0344 | -0.0180 | |||||
| Siemens Financieringsmaatschappij NV / DBT (XS3078501254) | 0.12 | 0.0344 | 0.0344 | ||||||
| DSV Finance BV / DBT (XS2932829356) | 0.12 | 9.52 | 0.0338 | 0.0028 | |||||
| US36179XDD57 / Ginnie Mae II Pool | 0.11 | -3.39 | 0.0337 | -0.0013 | |||||
| AISF / Advanced Info Service Public Company Limited | 0.01 | -2.94 | 0.11 | 2.75 | 0.0330 | 0.0009 | |||
| US36179XTD83 / Ginnie Mae II Pool | 0.11 | -5.13 | 0.0329 | -0.0019 | |||||
| US61691YAP60 / Morgan Stanley Capital I Trust 2021-L5 | 0.11 | -5.98 | 0.0324 | -0.0021 | |||||
| Enterprise Fleet Financing 2024-3 LLC / ABS-O (US29375QAB41) | 0.11 | -23.24 | 0.0323 | -0.0098 | |||||
| AXP / American Express Company | 0.00 | -36.07 | 0.11 | -23.78 | 0.0320 | -0.0104 | |||
| G1A / GEA Group Aktiengesellschaft | 0.00 | -2.51 | 0.11 | 12.50 | 0.0319 | 0.0035 | |||
| US3128MJM648 / FHLMC | 0.11 | -3.64 | 0.0314 | -0.0011 | |||||
| OGN / Organon & Co. | 0.01 | -59.89 | 0.11 | -74.08 | 0.0313 | -0.0892 | |||
| US3137FTG438 / FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM | 0.11 | -4.50 | 0.0312 | -0.0016 | |||||
| US10112RAX26 / Boston Properties LP | 0.11 | 0.96 | 0.0309 | 0.0000 | |||||
| US3137FTZU47 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.10 | -4.59 | 0.0306 | -0.0016 | |||||
| US31418DKQ42 / Fannie Mae Pool | 0.10 | -1.90 | 0.0303 | -0.0008 | |||||
| US3137FWHX17 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.10 | -3.77 | 0.0302 | -0.0013 | |||||
| US3133B9LB87 / UMBS | 0.10 | -1.92 | 0.0301 | -0.0009 | |||||
| US3133CA7G94 / FHLG 30YR 6.5% 08/01/2053#QG9895 | 0.10 | -0.98 | 0.0299 | -0.0001 | |||||
| IPG / The Interpublic Group of Companies, Inc. | 0.00 | -2.41 | 0.10 | -12.17 | 0.0299 | -0.0042 | |||
| EQT Trust 2024-EXTR / ABS-MBS (US29439DAE13) | 0.10 | 1.00 | 0.0299 | 0.0002 | |||||
| EQT Trust 2024-EXTR / ABS-MBS (US29439DAE13) | 0.10 | 1.00 | 0.0299 | 0.0002 | |||||
| US31417SBQ21 / Fannie Mae Pool | 0.10 | -2.88 | 0.0297 | -0.0009 | |||||
| US3138ENSU42 / UMBS | 0.10 | -1.94 | 0.0297 | -0.0008 | |||||
| ELM Trust 2024-ELM / ABS-MBS (US26860XBC48) | 0.10 | 0.00 | 0.0295 | -0.0002 | |||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.10 | 0.0295 | 0.0295 | ||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.10 | 0.0295 | 0.0295 | ||||||
| Rocket Cos Inc / DBT (US77311WAB72) | 0.10 | 0.0294 | 0.0294 | ||||||
| Rocket Cos Inc / DBT (US77311WAA99) | 0.10 | 0.0293 | 0.0293 | ||||||
| US04002VAJ08 / AREIT 2022-CRE6 Trust | 0.10 | 0.00 | 0.0291 | -0.0002 | |||||
| EQI00103 MFS / DE (000000000) | 0.10 | 0.0289 | 0.0289 | ||||||
| XS1205617829 / APT PIPELINES | 0.10 | -2.00 | 0.0289 | -0.0009 | |||||
| KTB / Kontoor Brands, Inc. | 0.00 | 0.10 | 0.0286 | 0.0286 | |||||
| OBX 2024-NQM3 Trust / ABS-MBS (US67118KAA16) | 0.10 | -7.62 | 0.0286 | -0.0025 | |||||
| OBX 2024-NQM3 Trust / ABS-MBS (US67118KAA16) | 0.10 | -7.62 | 0.0286 | -0.0025 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.10 | 0.0285 | 0.0285 | ||||||
| 0WH / WH Group Limited | 0.10 | -2.43 | 0.10 | 2.13 | 0.0284 | 0.0005 | |||
| US3128M9BH49 / Freddie Mac Gold Pool | 0.10 | -1.03 | 0.0284 | -0.0004 | |||||
| US3133KNEG43 / Freddie Mac Pool | 0.10 | -2.04 | 0.0284 | -0.0008 | |||||
| Government National Mortgage Association / ABS-MBS (US38379QC949) | 0.10 | -3.03 | 0.0284 | -0.0009 | |||||
| PCG.PRX / PG&E Corporation - Preferred Security | 0.10 | -5.88 | 0.0283 | -0.0019 | |||||
| I5G / IG Group Holdings plc | 0.01 | -2.52 | 0.10 | 15.66 | 0.0282 | 0.0037 | |||
| US3140XJXH17 / UMBS | 0.09 | -3.09 | 0.0278 | -0.0010 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.09 | 1.08 | 0.0278 | 0.0001 | |||||
| US3137FVNL22 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.09 | -4.08 | 0.0277 | -0.0014 | |||||
| US3140XGQ696 / Fannie Mae Pool | 0.09 | -2.11 | 0.0275 | -0.0008 | |||||
| US22003BAL09 / Corporate Office Properties LP | 0.09 | 1.09 | 0.0274 | 0.0001 | |||||
| US3137FXZ505 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.09 | -4.12 | 0.0273 | -0.0015 | |||||
| AIG / American International Group, Inc. | 0.00 | 0.09 | 0.0273 | 0.0273 | |||||
| US3137F84L41 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.09 | -4.17 | 0.0271 | -0.0013 | |||||
| XGGB / Gerdau S.A. - Preferred Stock | 0.03 | -50.74 | 0.09 | -48.88 | 0.0269 | -0.0258 | |||
| 9999 / NetEase, Inc. | 0.00 | 0.09 | 0.0268 | 0.0268 | |||||
| 600887 / Inner Mongolia Yili Industrial Group Co., Ltd. | 0.02 | -2.52 | 0.09 | -2.17 | 0.0265 | -0.0007 | |||
| US31410LDU35 / Fannie Mae Pool | 0.09 | -3.23 | 0.0265 | -0.0012 | |||||
| NOMD / Nomad Foods Limited | 0.01 | -2.53 | 0.09 | -15.24 | 0.0262 | -0.0050 | |||
| US31419GP240 / Fannie Mae Pool | 0.09 | -1.12 | 0.0260 | -0.0002 | |||||
| US59562VBD82 / Berkshire Hathaway Energy Co | 0.09 | -1.15 | 0.0254 | -0.0004 | |||||
| US08163CBE84 / Benchmark 2021-B24 Mortgage Trust | 0.09 | -4.49 | 0.0250 | -0.0013 | |||||
| US3137H3EZ17 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.09 | -3.41 | 0.0250 | -0.0010 | |||||
| US 2YR NOTE (CBT) SEP25 / DIR (000000000) | 0.08 | 0.0244 | 0.0244 | ||||||
| TNRSF / Tenaris S.A. | 0.00 | 0.08 | 0.0243 | 0.0243 | |||||
| US161175CP73 / CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.65% 02-01-34 | 0.08 | 0.0242 | 0.0242 | ||||||
| US04316JAF66 / Arthur J Gallagher & Co | 0.08 | 1.23 | 0.0242 | 0.0002 | |||||
| EOG / EOG Resources, Inc. | 0.00 | -2.44 | 0.08 | -8.99 | 0.0239 | -0.0025 | |||
| XEL / Xcel Energy Inc. | 0.00 | -2.47 | 0.08 | -5.88 | 0.0237 | -0.0016 | |||
| US57636QAQ73 / Mastercard Inc | 0.08 | 0.00 | 0.0236 | -0.0002 | |||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 0.08 | 0.00 | 0.0235 | 0.0001 | |||||
| US437076CQ35 / Home Depot Inc/The | 0.08 | -1.25 | 0.0233 | -0.0003 | |||||
| US22003BAN64 / Corporate Office Properties LP | 0.08 | -67.76 | 0.0233 | -0.0491 | |||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.08 | 0.0231 | 0.0231 | ||||||
| US3133BQTE61 / Freddie Mac Pool | 0.08 | 0.00 | 0.0230 | -0.0002 | |||||
| FLO / Flowers Foods, Inc. | 0.08 | -48.34 | 0.0230 | -0.0215 | |||||
| US3140F5DA88 / Fannie Mae Pool | 0.08 | -1.27 | 0.0230 | -0.0005 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0.08 | -42.11 | 0.0226 | -0.0167 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.08 | -2.56 | 0.0224 | -0.0006 | |||||
| US65342QAM42 / NEXTERA ENERGY OPERATING REGD 144A P/P 7.25000000 | 0.07 | 4.23 | 0.0220 | 0.0008 | |||||
| US3137H2NA81 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.07 | -3.90 | 0.0219 | -0.0009 | |||||
| US36168QAQ73 / GFL Environmental Inc | 0.07 | 1.39 | 0.0215 | 0.0002 | |||||
| US694308KM84 / Pacific Gas and Electric Co. | 0.07 | -39.50 | 0.0212 | -0.0139 | |||||
| DGZ / DB Gold Short ETN | 0.07 | 0.0208 | 0.0208 | ||||||
| US694308KL02 / Pacific Gas and Electric Co | 0.07 | 0.00 | 0.0207 | -0.0000 | |||||
| S+P/TSX 60 IX FUT SEP25 / DE (000000000) | 0.07 | 0.0204 | 0.0204 | ||||||
| S+P/TSX 60 IX FUT SEP25 / DE (000000000) | 0.07 | 0.0204 | 0.0204 | ||||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 0.07 | -8.11 | 0.0200 | -0.0018 | |||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 0.07 | -8.11 | 0.0200 | -0.0018 | |||||
| BRO / Brown & Brown, Inc. | 0.07 | 0.0200 | 0.0200 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.07 | 0.0197 | 0.0197 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.07 | 0.0197 | 0.0197 | ||||||
| CVE / Cenovus Energy Inc. | 0.00 | -2.51 | 0.07 | -4.35 | 0.0196 | -0.0010 | |||
| Enterprise Fleet Financing 2025-1 LLC / ABS-O (US29390HAB50) | 0.07 | 0.00 | 0.0194 | -0.0000 | |||||
| US31403DBY40 / Fannie Mae Pool | 0.07 | -2.99 | 0.0192 | -0.0006 | |||||
| US3140XEAU87 / Fannie Mae Pool | 0.07 | -1.52 | 0.0192 | -0.0004 | |||||
| US3128M6VZ87 / FGOLD 30YR GIANT | 0.06 | -3.03 | 0.0190 | -0.0005 | |||||
| US31410KJU97 / UMBS | 0.06 | -5.97 | 0.0188 | -0.0011 | |||||
| Macquarie Airfinance Holdings Ltd / DBT (US55609NAE85) | 0.06 | 0.00 | 0.0188 | 0.0002 | |||||
| US084659BF75 / Berkshire Hathaway Energy Co | 0.06 | 0.00 | 0.0186 | -0.0000 | |||||
| US LONG BOND(CBT) SEP25 / DIR (000000000) | 0.06 | 0.0184 | 0.0184 | ||||||
| US LONG BOND(CBT) SEP25 / DIR (000000000) | 0.06 | 0.0184 | 0.0184 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.06 | 0.0184 | 0.0184 | ||||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.06 | 0.0183 | 0.0183 | ||||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.06 | 0.0183 | 0.0183 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.06 | 0.0171 | 0.0171 | ||||||
| US77340RAM97 / Rockies Express Pipeline LLC | 0.06 | 3.57 | 0.0171 | 0.0004 | |||||
| US31292K2A44 / FHLMC | 0.06 | -1.75 | 0.0166 | -0.0003 | |||||
| US31418EE308 / Fannie Mae Pool | 0.06 | -1.79 | 0.0163 | -0.0004 | |||||
| US3140X54P53 / Fannie Mae Pool | 0.05 | -3.57 | 0.0161 | -0.0005 | |||||
| BRO / Brown & Brown, Inc. | 0.05 | 0.0153 | 0.0153 | ||||||
| BRO / Brown & Brown, Inc. | 0.05 | 0.0153 | 0.0153 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.05 | 0.0152 | 0.0152 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.05 | 0.0149 | 0.0149 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.05 | 0.0148 | 0.0148 | ||||||
| US3140QMZC14 / Fannie Mae Pool | 0.05 | -2.04 | 0.0142 | -0.0004 | |||||
| US3137F62R74 / FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM | 0.05 | -4.00 | 0.0141 | -0.0007 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.05 | 0.0139 | 0.0139 | ||||||
| US3140XDYN06 / Fannie Mae Pool | 0.05 | -4.17 | 0.0138 | -0.0004 | |||||
| US05492VAG05 / BBCMS Mortgage Trust 2020-C7 | 0.05 | -4.17 | 0.0136 | -0.0007 | |||||
| US3137H4SM31 / FHLMC REMIC TRUST | 0.05 | -2.13 | 0.0135 | -0.0006 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.05 | 0.0135 | 0.0135 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.05 | 0.0134 | 0.0134 | ||||||
| US36179WLP13 / Ginnie Mae II Pool | 0.04 | -2.22 | 0.0130 | -0.0004 | |||||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | 0.04 | 0.0130 | 0.0130 | ||||||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | 0.04 | 0.0130 | 0.0130 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.04 | 0.0128 | 0.0128 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.04 | 0.0127 | 0.0127 | ||||||
| US36179XX509 / GNMA | 0.04 | -2.38 | 0.0122 | -0.0004 | |||||
| US36179W2V97 / Ginnie Mae II Pool | 0.04 | -2.44 | 0.0119 | -0.0004 | |||||
| US77340RAR84 / Rockies Express Pipeline LLC | 0.04 | 2.56 | 0.0118 | 0.0003 | |||||
| US3140QEAV44 / UMBS | 0.04 | -2.50 | 0.0116 | -0.0004 | |||||
| US06542BBN64 / BANK 2021-BNK32 | 0.04 | -5.00 | 0.0113 | -0.0006 | |||||
| DAX INDEX FUTURE SEP25 / DE (000000000) | 0.04 | 0.0111 | 0.0111 | ||||||
| NEXT34 / NextEra Energy, Inc. - Depositary Receipt (Common Stock) | 0.04 | 8.82 | 0.0110 | 0.0010 | |||||
| NEXT34 / NextEra Energy, Inc. - Depositary Receipt (Common Stock) | 0.04 | 8.82 | 0.0110 | 0.0010 | |||||
| US3140MGEZ06 / FANNIE MAE POOL FN BV2851 | 0.04 | 0.00 | 0.0110 | -0.0002 | |||||
| US3133KPF528 / Freddie Mac Pool | 0.04 | -2.63 | 0.0109 | -0.0004 | |||||
| US31417VPC18 / Fannie Mae Pool | 0.04 | -2.63 | 0.0109 | -0.0005 | |||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.04 | 0.0106 | 0.0106 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.04 | 0.0106 | 0.0106 | ||||||
| US3140QM3U66 / FANNIE MAE POOL UMBS P#CB2610 2.00000000 | 0.04 | -2.78 | 0.0104 | -0.0003 | |||||
| US3133BAFE65 / UMBS | 0.03 | -5.56 | 0.0103 | -0.0003 | |||||
| US3133A67D74 / Freddie Mac Pool | 0.03 | -2.94 | 0.0099 | -0.0002 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.03 | 0.0098 | 0.0098 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.03 | 0.0098 | 0.0098 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.03 | 0.0098 | 0.0098 | ||||||
| Long: SM11689 IRS CNY R F 1.64450 SM11689_FIX CCPVANILLA / Short: SM11689 IRS CNY P V 03MCNRR SM11689_FLO CCPVANILLA / DIR (000000000) | 0.03 | 0.0097 | 0.0097 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.03 | 0.0097 | 0.0097 | ||||||
| US3140KG3Z41 / UMBS | 0.03 | -3.03 | 0.0096 | -0.0001 | |||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.03 | 0.0096 | 0.0096 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.03 | 0.0094 | 0.0094 | ||||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.03 | 0.0093 | 0.0093 | ||||||
| MEX BOLSA IDX FUT SEP25 / DE (000000000) | 0.03 | 0.0093 | 0.0093 | ||||||
| US3133KMZB44 / Freddie Mac Pool | 0.03 | -3.12 | 0.0093 | -0.0003 | |||||
| US3132DWDY66 / FHLG 30YR 2.5% 06/01/2052# | 0.03 | 0.00 | 0.0089 | -0.0002 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.03 | 0.0086 | 0.0086 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.03 | -3.45 | 0.0084 | -0.0003 | |||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.03 | 0.0083 | 0.0083 | ||||||
| US31417YRW92 / Fannie Mae Pool | 0.03 | -3.57 | 0.0082 | -0.0003 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.03 | 0.0081 | 0.0081 | ||||||
| US3140XGK400 / Fannie Mae Pool | 0.03 | -3.57 | 0.0081 | -0.0002 | |||||
| US3140KHW319 / UMBS | 0.03 | 0.00 | 0.0077 | -0.0002 | |||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.03 | 0.0075 | 0.0075 | ||||||
| US3128M73V69 / FHLMC | 0.02 | -4.00 | 0.0073 | -0.0002 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.02 | 0.0071 | 0.0071 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.02 | 0.0071 | 0.0071 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.02 | 0.0070 | 0.0070 | ||||||
| PURCHASED COP / SOLD USD / DFE (000000000) | 0.02 | 0.0070 | 0.0070 | ||||||
| PURCHASED COP / SOLD USD / DFE (000000000) | 0.02 | 0.0070 | 0.0070 | ||||||
| US31410KGB44 / UMBS, 30 Year | 0.02 | 0.00 | 0.0068 | -0.0002 | |||||
| US3620AXZK75 / GNMA | 0.02 | 0.00 | 0.0068 | -0.0001 | |||||
| BNP / BNP Paribas SA | 0.02 | 0.0067 | 0.0067 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.02 | 0.0064 | 0.0064 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0063 | 0.0063 | ||||||
| US3140MNAT33 / FNMA POOL BV8117 FN 04/52 FIXED 3 | 0.02 | 0.00 | 0.0063 | -0.0001 | |||||
| US3140KFYV17 / UMBS | 0.02 | -4.76 | 0.0061 | -0.0001 | |||||
| US36179XVS25 / Government National Mortgage Association (GNMA) | 0.02 | -4.76 | 0.0060 | -0.0002 | |||||
| US3140KE2N74 / UMBS | 0.02 | 0.00 | 0.0060 | -0.0001 | |||||
| US3140KG4A80 / UMBS | 0.02 | 0.00 | 0.0060 | -0.0001 | |||||
| US862121AD28 / STORE Capital Corp. | 0.02 | 0.00 | 0.0057 | -0.0000 | |||||
| US31411UZX26 / Fannie Mae Pool | 0.02 | 0.00 | 0.0057 | -0.0001 | |||||
| Ginnie Mae II Pool / ABS-MBS (US36179Y2N36) | 0.02 | -24.00 | 0.0057 | -0.0019 | |||||
| S+P 500 INDEX / DE (000000000) | 0.02 | 0.0055 | 0.0055 | ||||||
| S+P 500 INDEX / DE (000000000) | 0.02 | 0.0055 | 0.0055 | ||||||
| US31418ECQ17 / Fannie Mae Pool | 0.02 | -5.26 | 0.0055 | -0.0001 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0055 | 0.0055 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.02 | 0.0054 | 0.0054 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.02 | 0.0054 | 0.0054 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.02 | 0.0053 | 0.0053 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0053 | 0.0053 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.02 | 0.0052 | 0.0052 | ||||||
| US31413RFX98 / UMBS | 0.02 | 0.00 | 0.0052 | -0.0001 | |||||
| US31418EBS81 / FNMA UMBS, 30 Year | 0.02 | -5.56 | 0.0052 | -0.0001 | |||||
| US31418D6B37 / Fannie Mae Pool | 0.02 | 0.00 | 0.0052 | -0.0001 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.02 | 0.0052 | 0.0052 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.02 | 0.0052 | 0.0052 | ||||||
| US3137FTFW23 / FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM | 0.02 | -10.53 | 0.0050 | -0.0008 | |||||
| PURCHASED DKK / SOLD USD / DFE (000000000) | 0.02 | 0.0050 | 0.0050 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0049 | 0.0049 | ||||||
| PURCHASED USD / SOLD NOK / DFE (000000000) | 0.02 | 0.0046 | 0.0046 | ||||||
| PURCHASED USD / SOLD NOK / DFE (000000000) | 0.02 | 0.0046 | 0.0046 | ||||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | 0.01 | 0.0044 | 0.0044 | ||||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | 0.01 | 0.0044 | 0.0044 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0043 | 0.0043 | ||||||
| US3140QKQL57 / Fannie Mae Pool | 0.01 | 0.00 | 0.0043 | -0.0001 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0041 | 0.0041 | ||||||
| US39154TCB26 / GreatAmerica Leasing Receivables | 0.01 | -63.89 | 0.0039 | -0.0068 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0039 | 0.0039 | ||||||
| CS100179 MFS / DCR (000000000) | 0.01 | 0.0039 | 0.0039 | ||||||
| CS100179 MFS / DCR (000000000) | 0.01 | 0.0039 | 0.0039 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0037 | 0.0037 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0036 | 0.0036 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0035 | 0.0035 | ||||||
| US31410KQ645 / Fannie Mae Pool | 0.01 | -8.33 | 0.0035 | -0.0001 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0034 | 0.0034 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0033 | 0.0033 | ||||||
| PURCHASED HUF / SOLD USD / DFE (000000000) | 0.01 | 0.0030 | 0.0030 | ||||||
| PURCHASED HUF / SOLD USD / DFE (000000000) | 0.01 | 0.0030 | 0.0030 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0029 | 0.0029 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0029 | 0.0029 | ||||||
| Long: BM11759 IRS USD R V 12MUSCPI SM11759_FLO CCPINFLATIONZERO / Short: BM11759 IRS USD P F 2.46300 SM11759_FIX CCPINFLATIONZERO / DIR (000000000) | 0.01 | 0.0028 | 0.0028 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0027 | 0.0027 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0027 | 0.0027 | ||||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | 0.01 | 0.0025 | 0.0025 | ||||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | 0.01 | 0.0024 | 0.0024 | ||||||
| Long: BM11834 IRS EUR R V 12MCPTEE SM11834 CCPINFLATIONZERO / Short: BM11834 IRS EUR P F 1.83120 SM11834 CCPINFLATIONZERO / DIR (000000000) | 0.01 | 0.0023 | 0.0023 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0022 | 0.0022 | ||||||
| US31297CWY29 / FHLMC | 0.01 | 0.00 | 0.0022 | -0.0001 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0022 | 0.0022 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0022 | 0.0022 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0022 | 0.0022 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0022 | 0.0022 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.01 | 0.0021 | 0.0021 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.01 | 0.0021 | 0.0021 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0021 | 0.0021 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0021 | 0.0021 | ||||||
| DGZ / DB Gold Short ETN | 0.01 | 0.0021 | 0.0021 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| EURO-BUXL 30Y BND SEP25 / DIR (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| EURO-BUXL 30Y BND SEP25 / DIR (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | ||||||
| US31412MAJ71 / UMBS | 0.01 | 0.00 | 0.0019 | -0.0000 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0018 | 0.0018 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.01 | 0.0018 | 0.0018 | ||||||
| PURCHASED CLP / SOLD USD / DFE (000000000) | 0.01 | 0.0018 | 0.0018 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.01 | 0.0018 | 0.0018 | ||||||
| Long: BM11734 IRS USD R V 12MUSCPI SM11734_FLO CCPINFLATIONZERO / Short: BM11734 IRS USD P F 2.52300 SM11734_FIX CCPINFLATIONZERO / DIR (000000000) | 0.01 | 0.0018 | 0.0018 | ||||||
| Long: BM11734 IRS USD R V 12MUSCPI SM11734_FLO CCPINFLATIONZERO / Short: BM11734 IRS USD P F 2.52300 SM11734_FIX CCPINFLATIONZERO / DIR (000000000) | 0.01 | 0.0018 | 0.0018 | ||||||
| EURO-BUND FUTURE SEP25 / DIR (000000000) | 0.01 | 0.0017 | 0.0017 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0017 | 0.0017 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0017 | 0.0017 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0017 | 0.0017 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.01 | 0.0017 | 0.0017 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0017 | 0.0017 | ||||||
| MINI BOVESPA FUT JUN25 / DE (000000000) | 0.01 | 0.0016 | 0.0016 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0015 | 0.0015 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0015 | 0.0015 | ||||||
| SPI 200 FUTURES SEP25 / DE (000000000) | 0.01 | 0.0015 | 0.0015 | ||||||
| SPI 200 FUTURES SEP25 / DE (000000000) | 0.01 | 0.0015 | 0.0015 | ||||||
| FTSE/MIB IDX FUT SEP25 / DE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | ||||||
| US3128M4V426 / FHLMC | 0.00 | 0.00 | 0.0013 | -0.0001 | |||||
| US83162CRA35 / Small Business Administration Participation Certs | 0.00 | -20.00 | 0.0013 | -0.0004 | |||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0013 | 0.0013 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0010 | 0.0010 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0009 | 0.0009 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.00 | 0.0006 | 0.0006 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| Long: SM11716 IRS CNY R F 1.49000 SM11716_FIX CCPVANILLA / Short: SM11716 IRS CNY P V 03MCNRR SM11716_FLO CCPVANILLA / DIR (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| Long: SM11716 IRS CNY R F 1.49000 SM11716_FIX CCPVANILLA / Short: SM11716 IRS CNY P V 03MCNRR SM11716_FLO CCPVANILLA / DIR (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| EURO-SCHATZ FUT SEP25 / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED USD / SOLD CNY / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128PR3E70 / FHLMC | 0.00 | 0.0000 | -0.0002 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128PR3G29 / FHLMC | 0.00 | 0.0000 | -0.0001 | ||||||
| TXRH / Texas Roadhouse, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0431 | ||||
| SBER / Sberbank of Russia | 0.14 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0001 | -0.0001 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0001 | -0.0001 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0001 | -0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0002 | -0.0002 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| Long: BM11815 IRS USD R V 12MUSCPI SM11815_FLO CCPINFLATIONZERO / Short: BM11815 IRS USD P F 2.74500 SM11815_FIX CCPINFLATIONZERO / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| Long: BM11815 IRS USD R V 12MUSCPI SM11815_FLO CCPINFLATIONZERO / Short: BM11815 IRS USD P F 2.74500 SM11815_FIX CCPINFLATIONZERO / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0004 | -0.0004 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0009 | -0.0009 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | ||||||
| JPN 10Y BOND(OSE) SEP25 / DIR (000000000) | -0.01 | -0.0015 | -0.0015 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0015 | -0.0015 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0017 | -0.0017 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| AUST 10Y BOND FUT SEP25 / DIR (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| CS100178 MFS / DCR (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| CS100178 MFS / DCR (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0019 | -0.0019 | ||||||
| CAN 10YR BOND FUT SEP25 / DIR (000000000) | -0.01 | -0.0019 | -0.0019 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.01 | -0.0021 | -0.0021 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0021 | -0.0021 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.01 | -0.0021 | -0.0021 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0021 | -0.0021 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0021 | -0.0021 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0023 | -0.0023 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0024 | -0.0024 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0025 | -0.0025 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0025 | -0.0025 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0025 | -0.0025 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0025 | -0.0025 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0026 | -0.0026 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0026 | -0.0026 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0026 | -0.0026 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0027 | -0.0027 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | ||||||
| DGZ / DB Gold Short ETN | -0.01 | -0.0028 | -0.0028 | ||||||
| PURCHASED USD / SOLD HUF / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.01 | -0.0029 | -0.0029 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0029 | -0.0029 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.01 | -0.0029 | -0.0029 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0030 | -0.0030 | ||||||
| PURCHASED USD / SOLD COP / DFE (000000000) | -0.01 | -0.0030 | -0.0030 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.01 | -0.0031 | -0.0031 | ||||||
| FTSE 100 IDX FUT SEP25 / DE (000000000) | -0.01 | -0.0031 | -0.0031 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0031 | -0.0031 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0031 | -0.0031 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0032 | -0.0032 | ||||||
| DGZ / DB Gold Short ETN | -0.01 | -0.0033 | -0.0033 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0034 | -0.0034 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0034 | -0.0034 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0034 | -0.0034 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0035 | -0.0035 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0035 | -0.0035 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0037 | -0.0037 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0038 | -0.0038 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0039 | -0.0039 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.01 | -0.0040 | -0.0040 | ||||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | -0.01 | -0.0042 | -0.0042 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0042 | -0.0042 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0042 | -0.0042 | ||||||
| OMXS30 IND FUTURE JUL25 / DE (000000000) | -0.01 | -0.0043 | -0.0043 | ||||||
| OMXS30 IND FUTURE JUL25 / DE (000000000) | -0.01 | -0.0043 | -0.0043 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.01 | -0.0043 | -0.0043 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0043 | -0.0043 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0044 | -0.0044 | ||||||
| US ULTRA BOND CBT SEP25 / DIR (000000000) | -0.01 | -0.0044 | -0.0044 | ||||||
| US ULTRA BOND CBT SEP25 / DIR (000000000) | -0.01 | -0.0044 | -0.0044 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.02 | -0.0045 | -0.0045 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.02 | -0.0045 | -0.0045 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.02 | -0.0045 | -0.0045 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0047 | -0.0047 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.02 | -0.0048 | -0.0048 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.02 | -0.0048 | -0.0048 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.02 | -0.0048 | -0.0048 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0048 | -0.0048 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.02 | -0.0050 | -0.0050 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0050 | -0.0050 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.02 | -0.0051 | -0.0051 | ||||||
| PURCHASED USD / SOLD CNY / DFE (000000000) | -0.02 | -0.0053 | -0.0053 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.02 | -0.0053 | -0.0053 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0054 | -0.0054 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.02 | -0.0055 | -0.0055 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.02 | -0.0055 | -0.0055 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.02 | -0.0055 | -0.0055 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.02 | -0.0055 | -0.0055 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0057 | -0.0057 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.02 | -0.0057 | -0.0057 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0057 | -0.0057 | ||||||
| MINI BOVESPA FUT AUG25 / DE (000000000) | -0.02 | -0.0058 | -0.0058 | ||||||
| MINI BOVESPA FUT AUG25 / DE (000000000) | -0.02 | -0.0058 | -0.0058 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0063 | -0.0063 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0063 | -0.0063 | ||||||
| IBEX 35 INDX FUTR JUL25 / DE (000000000) | -0.02 | -0.0064 | -0.0064 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.02 | -0.0064 | -0.0064 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.02 | -0.0064 | -0.0064 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0064 | -0.0064 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.02 | -0.0064 | -0.0064 | ||||||
| ENX / Euronext N.V. | -0.02 | -0.0065 | -0.0065 | ||||||
| EURO-BOBL FUTURE SEP25 / DIR (000000000) | -0.02 | -0.0065 | -0.0065 | ||||||
| PURCHASED USD / SOLD PLN / DFE (000000000) | -0.02 | -0.0066 | -0.0066 | ||||||
| PURCHASED USD / SOLD PLN / DFE (000000000) | -0.02 | -0.0066 | -0.0066 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0067 | -0.0067 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.02 | -0.0068 | -0.0068 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.02 | -0.0069 | -0.0069 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.02 | -0.0069 | -0.0069 | ||||||
| PURCHASED USD / SOLD DKK / DFE (000000000) | -0.03 | -0.0074 | -0.0074 | ||||||
| PURCHASED USD / SOLD DKK / DFE (000000000) | -0.03 | -0.0074 | -0.0074 | ||||||
| US63906EB929 / NatWest Markets PLC | -0.03 | -0.0075 | -0.0075 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.03 | -0.0076 | -0.0076 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.03 | -0.0076 | -0.0076 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.03 | -0.0079 | -0.0079 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.03 | -0.0087 | -0.0087 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.03 | -0.0092 | -0.0092 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.03 | -0.0092 | -0.0092 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.03 | -0.0095 | -0.0095 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.03 | -0.0096 | -0.0096 | ||||||
| DGZ / DB Gold Short ETN | -0.04 | -0.0109 | -0.0109 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.04 | -0.0111 | -0.0111 | ||||||
| FTSE/JSE TOP 40 SEP25 / DE (000000000) | -0.04 | -0.0113 | -0.0113 | ||||||
| FTSE/JSE TOP 40 SEP25 / DE (000000000) | -0.04 | -0.0113 | -0.0113 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.04 | -0.0117 | -0.0117 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.05 | -0.0148 | -0.0148 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.05 | -0.0157 | -0.0157 | ||||||
| DGZ / DB Gold Short ETN | -0.06 | -0.0167 | -0.0167 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.06 | -0.0178 | -0.0178 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.07 | -0.0215 | -0.0215 | ||||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | -0.09 | -0.0269 | -0.0269 | ||||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | -0.09 | -0.0269 | -0.0269 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.10 | -0.0283 | -0.0283 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.11 | -0.0310 | -0.0310 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.11 | -0.0317 | -0.0317 | ||||||
| FTSE TAIWAN INDEX JUL25 / DE (000000000) | -0.11 | -0.0333 | -0.0333 | ||||||
| FTSE TAIWAN INDEX JUL25 / DE (000000000) | -0.11 | -0.0333 | -0.0333 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.12 | -0.0360 | -0.0360 | ||||||
| S+P500 EMINI FUT SEP25 / DE (000000000) | -0.14 | -0.0402 | -0.0402 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.15 | -0.0440 | -0.0440 | ||||||
| IFSC NIFTY 50 FUT JUL25 / DE (000000000) | -0.15 | -0.0441 | -0.0441 | ||||||
| E-MINI RUSS 2000 SEP25 / DE (000000000) | -0.18 | -0.0531 | -0.0531 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.21 | -0.0610 | -0.0610 | ||||||
| KOSPI2 INX FUT SEP25 / DE (000000000) | -0.23 | -0.0679 | -0.0679 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.25 | -0.0735 | -0.0735 | ||||||
| Long: BM11829 IRS USD R V 12MSOFR SM11829_FLO CCPOIS / Short: BM11829 IRS USD P F 4.03100 SM11829_FIX CCPOIS / DIR (000000000) | -0.26 | -0.0751 | -0.0751 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.30 | -0.0890 | -0.0890 | ||||||
| TOPIX INDX FUTR SEP25 / DE (000000000) | -0.31 | -0.0911 | -0.0911 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.32 | -0.0940 | -0.0940 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.32 | -0.0940 | -0.0940 | ||||||
| Long: BM11828 IRS USD R V 12MSOFR SM11828_FLO CCPOIS / Short: BM11828 IRS USD P F 3.87200 SM11828_FIX CCPOIS / DIR (000000000) | -0.39 | -0.1142 | -0.1142 | ||||||
| Long: BM11828 IRS USD R V 12MSOFR SM11828_FLO CCPOIS / Short: BM11828 IRS USD P F 3.87200 SM11828_FIX CCPOIS / DIR (000000000) | -0.39 | -0.1142 | -0.1142 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.42 | -0.1222 | -0.1222 | ||||||
| US 10YR NOTE (CBT)SEP25 / DIR (000000000) | -0.42 | -0.1241 | -0.1241 | ||||||
| US 10YR NOTE (CBT)SEP25 / DIR (000000000) | -0.42 | -0.1241 | -0.1241 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.90 | -0.2630 | -0.2630 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -1.19 | -0.3503 | -0.3503 |
