Basic Stats
| Portfolio Value | $ 302,173,536 |
| Current Positions | 745 |
Latest Holdings, Performance, AUM (from 13F, 13D)
PIMCO FUNDS - PIMCO All Authority: Multi-RAE PLUS Fund has disclosed 745 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 302,173,536 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). PIMCO FUNDS - PIMCO All Authority: Multi-RAE PLUS Fund’s top holdings are Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0506844) , UMBS TBA (US:US01F0426811) , and Uniform Mortgage-Backed Security, TBA (US:US01F0526800) . PIMCO FUNDS - PIMCO All Authority: Multi-RAE PLUS Fund’s new positions include Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0506844) , UMBS TBA (US:US01F0426811) , and Uniform Mortgage-Backed Security, TBA (US:US01F0526800) .
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$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 41.20 | 21.8641 | 21.8641 | ||
| 41.20 | 21.8641 | 21.8641 | ||
| 33.93 | 18.0081 | 17.4639 | ||
| 16.68 | 8.8526 | 3.8864 | ||
| 8.03 | 4.2624 | 3.4372 | ||
| 6.97 | 3.6992 | 2.9972 | ||
| 4.15 | 2.2046 | 2.2046 | ||
| 3.88 | 2.0575 | 2.0575 | ||
| 3.38 | 1.7914 | 1.7914 | ||
| 3.30 | 1.7509 | 1.7509 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| -8.64 | -4.5873 | -7.4547 | ||
| -0.71 | -0.3785 | -0.3785 | ||
| -0.71 | -0.3785 | -0.3785 | ||
| -0.71 | -0.3785 | -0.3785 | ||
| 0.50 | 0.2638 | -0.3760 | ||
| 0.78 | 0.4157 | -0.3109 | ||
| 4.20 | 2.2271 | -0.3058 | ||
| 4.84 | 2.5695 | -0.2444 | ||
| 3.67 | 1.9474 | -0.2348 | ||
| 1.11 | 0.5894 | -0.2329 |
13F and Fund Filings
This form was filed on 2025-08-28 for the reporting period 2025-06-30. This investor has not disclosed securities that are counted in shares, so the shares-related columns in the table below are omitted. 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 | ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|
| REPO BANK AMERICA REPO / RA (000000000) | 41.20 | 21.8641 | 21.8641 | |||
| REPO BANK AMERICA REPO / RA (000000000) | 41.20 | 21.8641 | 21.8641 | |||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 33.93 | 1,650.93 | 18.0081 | 17.4639 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 16.68 | 42.23 | 8.8526 | 3.8864 | ||
| US01F0506844 / UMBS TBA | 8.03 | 173.16 | 4.2624 | 3.4372 | ||
| US01F0426811 / UMBS TBA | 6.97 | 178.69 | 3.6992 | 2.9972 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 6.30 | 25.35 | 3.3456 | 1.2160 | ||
| EW / Edwards Lifesciences Corporation | 5.40 | -1.92 | 2.8673 | 0.5346 | ||
| US04965JAC71 / Atrium Hotel Portfolio Trust 2017-ATRM | 4.84 | -1.00 | 2.5695 | -0.2444 | ||
| US268432AA90 / Ellington Financial Mortgage Trust 2022-4 | 4.20 | -4.68 | 2.2271 | -0.3058 | ||
| US01F0306781 / UMBS TBA | 4.15 | 2.2046 | 2.2046 | |||
| US01F0406854 / UMBS TBA | 3.88 | 2.0575 | 2.0575 | |||
| US55285PAA21 / MFA 2023-NQM1 Trust | 3.67 | -3.24 | 1.9474 | -0.2348 | ||
| US21H0406734 / Ginnie Mae | 3.38 | 1.7914 | 1.7914 | |||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 3.30 | 6.76 | 1.7510 | -0.0270 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 3.30 | 1.7509 | 1.7509 | |||
| US05610FAA57 / BX Commercial Mortgage Trust 2022-AHP | 3.00 | 0.94 | 1.5917 | -0.1183 | ||
| XS2290520639 / EURO GALAXY CLO BV EGLXY 2016 5A ARRR 144A | 2.94 | 8.91 | 1.5580 | 0.0070 | ||
| US12564NAG79 / CLNY Trust 2019-IKPR | 2.82 | 0.68 | 1.4989 | -0.1155 | ||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 2.65 | -2.25 | 1.4056 | -0.1534 | ||
| XS2372951298 / CONTEGO CLO DAC CONTE 8A AR 144A | 2.62 | 8.84 | 1.3924 | 0.0058 | ||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 2.53 | 1.3436 | 1.3436 | |||
| US647622AA79 / New Orleans Hotel Trust 2019-HNLA | 2.28 | 0.40 | 1.2118 | -0.0967 | ||
| US21H0426799 / Ginnie Mae | 2.09 | 1.1076 | 1.1076 | |||
| US21H0506723 / Ginnie Mae | 1.96 | 1.0428 | 1.0428 | |||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) | 1.83 | 0.82 | 0.9734 | -0.0734 | ||
| US78445QAE17 / SLM Private Education Loan Trust 2010-C | 1.82 | -3.96 | 0.9657 | -0.1241 | ||
| US78485KAA34 / STWD 2022-FL3 Ltd | 1.67 | -10.53 | 0.8884 | -0.1884 | ||
| US670855AA38 / OBX Trust | 1.61 | -3.24 | 0.8555 | -0.1034 | ||
| US26243EAB74 / DRYDEN 53 CLO LTD | 1.60 | -0.12 | 0.8481 | -0.0725 | ||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 1.59 | -7.97 | 0.8460 | -0.1509 | ||
| US576339DJ15 / MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A | 1.40 | -0.21 | 0.7427 | -0.0640 | ||
| US89177BAA35 / Towd Point Mortgage Trust 2019-1 | 1.28 | -3.26 | 0.6768 | -0.0820 | ||
| US78448YAB74 / SMB PRIVATE EDUCATION LOAN TRUST | 1.22 | -3.79 | 0.6468 | -0.0820 | ||
| US63939KAC36 / Navient Private Education Loan Trust, Series 2015-BA, Class A3 | 1.16 | -11.63 | 0.6170 | -0.1400 | ||
| US17330VAA44 / CMLTI_22-A | 1.15 | -2.20 | 0.6128 | -0.0665 | ||
| US08860DAB91 / BHG Securitization Trust 2022-C | 1.11 | -22.32 | 0.5894 | -0.2329 | ||
| XS1718482968 / ST PAULS CLO SPAUL 8A AN 144A | 1.09 | -7.24 | 0.5783 | -0.0977 | ||
| US92839CAA53 / Visio 2023-2 Trust | 1.09 | -5.65 | 0.5760 | -0.0861 | ||
| US83189DAD21 / SMB 2017 B B 144A | 1.07 | 0.28 | 0.5682 | -0.0461 | ||
| US06738ECG89 / Barclays PLC | 1.06 | 1.82 | 0.5634 | -0.0362 | ||
| ALBACORE EURO CLO ALBAC 1A AR 144A / ABS-CBDO (XS2368816109) | 1.06 | 8.85 | 0.5616 | 0.0018 | ||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) | 1.02 | 0.20 | 0.5394 | -0.0442 | ||
| ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) | 1.00 | 0.20 | 0.5324 | -0.0438 | ||
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (US25255UAA07) | 1.00 | 0.20 | 0.5323 | -0.0439 | ||
| US78448YAH45 / SMB Private Education Loan Trust 2021-A | 1.00 | -4.32 | 0.5286 | -0.0704 | ||
| US89180YAA82 / Towd Point Mortgage Trust 2022-4 | 0.97 | -2.71 | 0.5147 | -0.0588 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 0.97 | 0.5142 | 0.5142 | |||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.97 | 0.5129 | 0.5129 | |||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 0.96 | 0.5079 | 0.5079 | |||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | 0.95 | 0.5041 | 0.5041 | |||
| USP78024AG45 / Peruvian Government International Bond | 0.94 | 7.59 | 0.4963 | -0.0038 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) | 0.93 | 0.4952 | 0.4952 | |||
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) | 0.93 | 0.4935 | 0.4935 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 0.93 | 0.4929 | 0.4929 | |||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) | 0.93 | 0.4925 | 0.4925 | |||
| 92780JUU3 / VIRGINIA ELECT.& PWR | 0.93 | 0.4918 | 0.4918 | |||
| CNQ / Canadian Natural Resources Limited | 0.93 | 0.4911 | 0.4911 | |||
| ZAG000125980 / Republic of South Africa Government Bond | 0.92 | 8.33 | 0.4899 | -0.0006 | ||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) | 0.90 | 1.01 | 0.4796 | -0.0352 | ||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) | 0.90 | -0.11 | 0.4794 | -0.0407 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 0.90 | 0.4762 | 0.4762 | |||
| FCT / Fincantieri S.p.A. | 0.89 | 9.94 | 0.4697 | 0.0062 | ||
| US12481QAC96 / CBAM 2018-5 Ltd | 0.87 | -24.50 | 0.4599 | -0.2001 | ||
| US46656NAA72 / J.P. Morgan Mortgage Trust 2023-DSC1 | 0.86 | -2.73 | 0.4543 | -0.0522 | ||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) | 0.84 | 0.72 | 0.4437 | -0.0342 | ||
| JPMCC / J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-ASH8 | 0.83 | -0.72 | 0.4423 | -0.0408 | ||
| US64035GAA76 / Nelnet Student Loan Trust 2021-C | 0.83 | -7.24 | 0.4422 | -0.0747 | ||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 0.83 | 1.09 | 0.4410 | -0.0320 | ||
| US693984AA42 / PRKCM Trust, Series 2023-AFC3, Class A1 | 0.81 | -6.02 | 0.4310 | -0.0665 | ||
| RADMFENT TRS EQUITY SOFR+55 JPM / DE (000000000) | 0.79 | 0.4196 | 0.4196 | |||
| US38141GZR81 / Goldman Sachs Group Inc/The | 0.79 | 0.51 | 0.4188 | -0.0332 | ||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 0.78 | -37.96 | 0.4157 | -0.3109 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 0.75 | -5.16 | 0.3999 | -0.0573 | ||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 0.74 | -0.54 | 0.3948 | -0.0354 | ||
| US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 | 0.74 | -6.09 | 0.3927 | -0.0611 | ||
| E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) | 0.74 | 1.10 | 0.3910 | -0.0279 | ||
| US46657BAA26 / J.P. Morgan Mortgage Trust 2023-DSC2 | 0.71 | -4.07 | 0.3758 | -0.0488 | ||
| ERAEMLT TRS EQUITY SOFR+120 MEI / DE (000000000) | 0.71 | 0.3758 | 0.3758 | |||
| US78449DAC02 / SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2B | 0.70 | -7.06 | 0.3708 | -0.0616 | ||
| US55275TAB44 / Mastr Asset Backed Securities Trust 2007-WMC1 | 0.69 | -0.86 | 0.3658 | -0.0345 | ||
| US17311XAB10 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B | 0.65 | -0.30 | 0.3472 | -0.0306 | ||
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A / ABS-CBDO (US66860CAL72) | 0.64 | -10.24 | 0.3399 | -0.0707 | ||
| CORDATUS CLO PLC CORDA 24A A 144A / ABS-CBDO (XS2511416906) | 0.63 | 4.65 | 0.3347 | -0.0120 | ||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) | 0.61 | 0.33 | 0.3248 | -0.0263 | ||
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (PL0000116760) | 0.61 | 9.53 | 0.3237 | 0.0033 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 0.61 | 0.3236 | 0.3236 | |||
| US89175MAA18 / Towd Point Mortgage Trust 2018-3 | 0.61 | -5.60 | 0.3224 | -0.0478 | ||
| US36267FAE88 / GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A | 0.61 | -0.49 | 0.3214 | -0.0285 | ||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) | 0.61 | 1.00 | 0.3213 | -0.0235 | ||
| US35729QAD07 / FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 | 0.57 | -1.20 | 0.3051 | -0.0297 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 0.56 | 0.2988 | 0.2988 | |||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) | 0.55 | 0.73 | 0.2942 | -0.0228 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A / ABS-MBS (US161927AC22) | 0.55 | -2.12 | 0.2937 | -0.0317 | ||
| COL17CT02914 / Colombian TES | 0.55 | 3.61 | 0.2896 | -0.0135 | ||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) | 0.54 | 42.11 | 0.2866 | 0.0680 | ||
| RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) | 0.54 | 0.94 | 0.2853 | -0.0213 | ||
| US78450QAA13 / SMB Private Education Loan Trust 2023-A | 0.52 | -3.69 | 0.2772 | -0.0350 | ||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) | 0.51 | 0.39 | 0.2703 | -0.0218 | ||
| CL0002454248 / Bonos de la Tesoreria de la Republica en pesos | 0.51 | 4.98 | 0.2690 | -0.0088 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (US448973AD90) | 0.50 | 0.00 | 0.2678 | -0.0226 | ||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) | 0.50 | 0.00 | 0.2676 | -0.0228 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A / ABS-O (US14687VAC63) | 0.50 | -0.40 | 0.2672 | -0.0237 | ||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (US80287LAC37) | 0.50 | -0.40 | 0.2667 | -0.0238 | ||
| US694308KK29 / Pacific Gas and Electric Co | 0.50 | -3.65 | 0.2664 | -0.0333 | ||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 0.50 | 0.2655 | 0.2655 | |||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 0.50 | -55.27 | 0.2638 | -0.3760 | ||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 0.49 | 0.41 | 0.2605 | -0.0207 | ||
| US63939XAD30 / Navient Private Education Loan Trust 2017-A | 0.47 | -16.79 | 0.2474 | -0.0751 | ||
| FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 / ABS-MBS (US3142GQBT84) | 0.46 | -1.94 | 0.2421 | -0.0258 | ||
| US617526AA61 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A1 | 0.45 | -2.37 | 0.2409 | -0.0263 | ||
| XS1713075973 / BLACK DIAMOND CLO BLACK 2017 2A A1 144A | 0.45 | -39.11 | 0.2391 | -0.1865 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) | 0.44 | -3.27 | 0.2361 | -0.0280 | ||
| MX0SGO0000M6 / Mexican Udibonos | 0.44 | 11.87 | 0.2355 | 0.0076 | ||
| US576457AC94 / Mastr Asset-Backed Securities Trust, Series 2007-HE1, Class A3 | 0.44 | -3.96 | 0.2322 | -0.0300 | ||
| RADMFENT TRS EQUITY FEDL01+62 JPM / DE (000000000) | 0.43 | 0.2278 | 0.2278 | |||
| GNMA II POOL MB0146 G2 01/55 FIXED 5 / ABS-MBS (US3618N5EU90) | 0.42 | -0.95 | 0.2221 | -0.0209 | ||
| TSY INFL IX N/B 01/35 2.125 / DBT (US91282CML27) | 0.41 | 0.2194 | 0.2194 | |||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.41 | 0.49 | 0.2186 | -0.0171 | ||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) | 0.41 | 0.24 | 0.2178 | -0.0177 | ||
| US83613FAA93 / Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1 | 0.41 | -0.73 | 0.2175 | -0.0201 | ||
| US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | 0.41 | -0.25 | 0.2164 | -0.0186 | ||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 0.41 | 0.75 | 0.2153 | -0.0166 | ||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 0.41 | 1.50 | 0.2150 | -0.0151 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.40 | 0.50 | 0.2145 | -0.0172 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.40 | 0.50 | 0.2140 | -0.0172 | ||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A3 / ABS-O (US36268GAD79) | 0.40 | 0.00 | 0.2134 | -0.0181 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A / ABS-MBS (US161931AP54) | 0.40 | -15.04 | 0.2130 | -0.0589 | ||
| NDDUEAFE TRS EQUITY SOFR-5 JPM / DE (000000000) | 0.40 | 0.2112 | 0.2112 | |||
| US78449CAB46 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A | 0.40 | -5.50 | 0.2099 | -0.0308 | ||
| SAGB / Republic of South Africa Government Bond | 0.39 | 6.20 | 0.2093 | -0.0042 | ||
| US17311BAS25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A | 0.39 | -1.01 | 0.2089 | -0.0197 | ||
| US31397SVH48 / FANNIE MAE FNR 2011 35 PE | 0.39 | -3.99 | 0.2047 | -0.0264 | ||
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (US30336NAC56) | 0.37 | -15.31 | 0.1939 | -0.0542 | ||
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (US67592CAL00) | 0.35 | -25.37 | 0.1874 | -0.0852 | ||
| US93976AAH59 / Washington State Convention Center Public Facilities District, Lodging Tax Bonds, Taxable Build Amer | 0.35 | -1.68 | 0.1872 | -0.0188 | ||
| ZAG000077470 / Republic of South Africa Government Bond | 0.34 | 7.21 | 0.1820 | -0.0019 | ||
| RADMFENT TRS EQUITY SOFR+52 BPS / DE (000000000) | 0.33 | 0.1776 | 0.1776 | |||
| ERAEMLT TRS EQUITY SOFR+120.5 MEI / DE (000000000) | 0.32 | 0.1703 | 0.1703 | |||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (US14687RAC51) | 0.30 | -0.33 | 0.1605 | -0.0142 | ||
| US46625HRY89 / JPMorgan Chase & Co. | 0.30 | 0.34 | 0.1579 | -0.0125 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 0.29 | 1.03 | 0.1564 | -0.0112 | ||
| US033295AA45 / Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A | 0.28 | -0.36 | 0.1484 | -0.0130 | ||
| US91282CAU53 / United States Treasury Note/Bond | 0.28 | 1.09 | 0.1479 | -0.0105 | ||
| PEP01000C5I0 / BONOS DE TESORERIA | 0.28 | 7.36 | 0.1471 | -0.0017 | ||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 0.28 | -1.78 | 0.1467 | -0.0152 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.27 | 0.1445 | 0.1445 | |||
| US04410RAA41 / Ashford Hospitality Trust 2018-ASHF | 0.27 | -0.37 | 0.1442 | -0.0123 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.27 | 50.28 | 0.1430 | 0.0398 | ||
| US61753NAA81 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | 0.27 | -0.37 | 0.1424 | -0.0125 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) | 0.26 | 0.1361 | 0.1361 | |||
| TRT061124T11 / Turkey Government Bond | 0.25 | -2.32 | 0.1345 | -0.0147 | ||
| RADMFENT TRS EQUITY SOFR+67 BPS / DE (000000000) | 0.25 | 0.1304 | 0.1304 | |||
| US75971EAF34 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3 | 0.24 | -1.63 | 0.1285 | -0.0136 | ||
| RADMFXNT TRS EQUITY FEDL01+38 JPM / DE (000000000) | 0.24 | 0.1280 | 0.1280 | |||
| US61753VAA08 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A1 144A | 0.24 | -1.65 | 0.1266 | -0.0129 | ||
| US74922QAA04 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A1 | 0.23 | -1.71 | 0.1225 | -0.0122 | ||
| NDDUEAFE TRS EQUITY SOFR+29 MYI / DE (000000000) | 0.23 | 0.1208 | 0.1208 | |||
| R2037 / South Africa - Sovereign or Government Agency Debt | 0.22 | 8.54 | 0.1148 | -0.0000 | ||
| ERADXULT TRS EQUITY SOFR+95 MYI / DE (000000000) | 0.22 | 0.1147 | 0.1147 | |||
| US251510LD38 / Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2006-AR1 | 0.22 | -1.83 | 0.1143 | -0.0122 | ||
| US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 | 0.21 | 1.90 | 0.1138 | -0.0071 | ||
| US225401BE76 / UBS Group AG | 0.21 | 0.48 | 0.1115 | -0.0088 | ||
| US345397C353 / Ford Motor Credit Co LLC | 0.21 | 0.00 | 0.1103 | -0.0090 | ||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 0.21 | 0.49 | 0.1099 | -0.0083 | ||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.21 | 0.49 | 0.1096 | -0.0085 | ||
| MX0SGO0000K0 / Mexican Udibonos | 0.20 | 11.48 | 0.1087 | 0.0031 | ||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | 0.20 | -0.49 | 0.1077 | -0.0092 | ||
| FCT / Fincantieri S.p.A. | 0.20 | 0.1075 | 0.1075 | |||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.20 | 0.00 | 0.1072 | -0.0089 | ||
| ERAEMLT TRS EQUITY FEDL01+124 MEI / DE (000000000) | 0.20 | 0.1071 | 0.1071 | |||
| US80281LAS43 / SANTANDER UK GROUP HOLDINGS PLC | 0.20 | -0.50 | 0.1070 | -0.0095 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.20 | 0.50 | 0.1068 | -0.0087 | ||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) | 0.20 | 1.01 | 0.1062 | -0.0081 | ||
| US64032PAB85 / Nelnet Student Loan Trust 2023-A | 0.20 | -7.87 | 0.1057 | -0.0190 | ||
| US542514UL68 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A4 | 0.20 | -1.99 | 0.1047 | -0.0111 | ||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 0.20 | -8.41 | 0.1044 | -0.0191 | ||
| US38141GYA65 / Goldman Sachs Group Inc/The | 0.20 | 1.04 | 0.1039 | -0.0078 | ||
| MX0MGO0001F1 / Mexican Bonos | 0.19 | -55.06 | 0.1017 | -0.1431 | ||
| US41162DAD12 / HarborView Mortgage Loan Trust 2006-12 | 0.19 | -2.06 | 0.1012 | -0.0106 | ||
| US61751QAB14 / Morgan Stanley Home Equity Loan Trust 2007-1 | 0.19 | -0.52 | 0.1009 | -0.0095 | ||
| US81375WFJ09 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 | 0.19 | -3.57 | 0.1007 | -0.0122 | ||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 0.18 | 101.10 | 0.0975 | 0.0447 | ||
| ERADXULT TRS EQUITY SOFR+95.5 MYI / DE (000000000) | 0.18 | 0.0957 | 0.0957 | |||
| US61753EAD22 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2D | 0.18 | 0.00 | 0.0943 | -0.0077 | ||
| US3623417Z67 / GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 | 0.18 | -4.35 | 0.0937 | -0.0127 | ||
| XS1794675931 / Fairfax Financial Holdings Ltd | 0.18 | 10.06 | 0.0933 | 0.0014 | ||
| US45661KAD28 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1 | 0.18 | -1.13 | 0.0930 | -0.0089 | ||
| R2032 / South Africa - Corporate Bond/Note | 0.17 | 7.50 | 0.0916 | -0.0008 | ||
| US78420MAB54 / SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A2 | 0.17 | -0.58 | 0.0913 | -0.0087 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (EZ2BLZ4YH9B3) | 0.17 | 0.0907 | 0.0907 | |||
| RADMFXNT TRS EQUITY SOFR+16 JPM / DE (000000000) | 0.17 | 0.0889 | 0.0889 | |||
| US751152AB50 / RALI 2006 QA7 2A1 | 0.16 | -3.59 | 0.0857 | -0.0107 | ||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0.16 | 375.76 | 0.0834 | 0.0644 | ||
| US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 0.15 | -12.50 | 0.0785 | -0.0183 | ||
| CZECH / Czech Republic Government Bond | 0.15 | 9.85 | 0.0772 | 0.0010 | ||
| RADMFENT TRS EQUITY FEDL01+74 BPS / DE (000000000) | 0.14 | 0.0767 | 0.0767 | |||
| US74143FAA75 / PRET_21-RN2 | 0.14 | -8.28 | 0.0766 | -0.0140 | ||
| US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 | 0.14 | -26.42 | 0.0754 | -0.0359 | ||
| US74923GAC78 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | 0.14 | -1.44 | 0.0728 | -0.0075 | ||
| US75115BAB53 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 | 0.13 | -3.65 | 0.0702 | -0.0087 | ||
| US3622MGAB47 / GSAMP TRUST GSAMP 2007 NC1 A2A | 0.13 | 3.17 | 0.0692 | -0.0037 | ||
| US715638BE14 / Peruvian Government International Bond | 0.12 | -15.17 | 0.0653 | -0.0184 | ||
| ERAEMLT TRS EQUITY SOFR+101 MEI / DE (000000000) | 0.12 | 0.0645 | 0.0645 | |||
| MX0SGO0000F0 / Mexican Udibonos | 0.12 | 11.21 | 0.0636 | 0.0017 | ||
| US81377GAA76 / Securitized Asset Backed Receivables LLC Trust 2006-FR4 | 0.11 | -0.87 | 0.0609 | -0.0054 | ||
| US45660KAA97 / IndyMac INDX Mortgage Loan Trust 2006-AR39 | 0.11 | -2.56 | 0.0609 | -0.0068 | ||
| US126670KK30 / Countrywide Asset-Backed Certificates, Series 2005-AB4, Class 2A1 | 0.11 | -0.88 | 0.0603 | -0.0057 | ||
| RADMFENT TRS EQUITY SOFR+59 BPS / DE (000000000) | 0.11 | 0.0579 | 0.0579 | |||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) | 0.11 | 0.0567 | 0.0567 | |||
| ERADXULT TRS EQUITY FEDL01+90*BULLET*JPM / DE (000000000) | 0.11 | 0.0557 | 0.0557 | |||
| US882925AA84 / Theorem Funding Trust 2022-3 | 0.10 | -56.54 | 0.0547 | -0.0817 | ||
| US694308KF34 / Pacific Gas and Electric Co | 0.10 | 0.00 | 0.0537 | -0.0044 | ||
| US925650AB99 / VICI Properties LP | 0.10 | 0.00 | 0.0534 | -0.0042 | ||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) | 0.10 | 1.01 | 0.0534 | -0.0039 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) | 0.10 | 0.00 | 0.0534 | -0.0046 | ||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) | 0.10 | 0.00 | 0.0533 | -0.0044 | ||
| GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (US361841AT63) | 0.10 | 1.02 | 0.0529 | -0.0037 | ||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) | 0.10 | 54.69 | 0.0528 | 0.0158 | ||
| US36267FAC23 / GLS Auto Select Receivables Trust 2023-1 | 0.10 | -63.53 | 0.0517 | -0.1017 | ||
| US95000U2S19 / Wells Fargo & Co | 0.10 | 1.05 | 0.0511 | -0.0038 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0.09 | -4.12 | 0.0496 | -0.0068 | ||
| US29444UBL98 / Equinix, Inc. | 0.09 | 2.20 | 0.0495 | -0.0033 | ||
| US91282CBB63 / United States Treasury Note/Bond | 0.09 | 1.10 | 0.0492 | -0.0035 | ||
| NDDUEAFE TRS EQUITY SOFR+28 MYI / DE (000000000) | 0.09 | 0.0492 | 0.0492 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0487 | 0.0487 | |||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) | 0.09 | -43.51 | 0.0465 | -0.0424 | ||
| US74922PAC86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 | 0.09 | -4.49 | 0.0454 | -0.0059 | ||
| US694308JQ18 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 | 0.08 | -2.35 | 0.0443 | -0.0046 | ||
| US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 | 0.08 | -3.61 | 0.0429 | -0.0053 | ||
| US02147DAB73 / Alternative Loan Trust 2006-OA11 | 0.08 | -2.47 | 0.0422 | -0.0046 | ||
| US59023EAE86 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE4 A2D | 0.08 | -3.70 | 0.0416 | -0.0051 | ||
| US12667HAA95 / Countrywide Asset-Backed Certificates | 0.07 | -2.63 | 0.0397 | -0.0042 | ||
| US81377AAE29 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | 0.07 | -1.35 | 0.0392 | -0.0035 | ||
| US362669BJ12 / GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8 | 0.07 | -5.33 | 0.0380 | -0.0056 | ||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.07 | 0.0375 | 0.0375 | |||
| CDX HY44 5Y ICE / DCR (000000000) | 0.07 | 0.0367 | 0.0367 | |||
| RADMFENT TRS EQUITY FEDL01+69 GST / DE (000000000) | 0.07 | 0.0352 | 0.0352 | |||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | 0.06 | 0.0341 | 0.0341 | |||
| US31397KC909 / Freddie Mac REMICS | 0.06 | -3.12 | 0.0333 | -0.0040 | ||
| US46628GAL32 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 | 0.06 | -1.61 | 0.0329 | -0.0033 | ||
| US64034AAB98 / NELNET STUDENT LOAN TRUST 2018-3 NSLT 2018-3A A2 | 0.06 | -41.90 | 0.0325 | -0.0280 | ||
| US61911GAA22 / Mortgage Equity Conversion Asset Trust 2007-FF3 | 0.06 | -20.27 | 0.0314 | -0.0112 | ||
| US41161QAD34 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A | 0.06 | 1.75 | 0.0309 | -0.0024 | ||
| US07386HWZ09 / CORP CMO | 0.06 | -3.33 | 0.0308 | -0.0037 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.06 | 0.0306 | 0.0306 | |||
| US41161PMG53 / HARBORVIEW MORTGAGE LOAN TRUST 2005-3 SER 2005-3 CL 2A1A V/R REGD 2.21325000 | 0.06 | -5.08 | 0.0302 | -0.0038 | ||
| US52521YAA47 / LMT 2007-8 1A1 | 0.05 | -1.82 | 0.0290 | -0.0028 | ||
| US54251MAA27 / Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A | 0.05 | -1.96 | 0.0270 | -0.0028 | ||
| US126650BQ21 / CVS Pass-Through Trust | 0.05 | -4.00 | 0.0259 | -0.0033 | ||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.05 | 0.00 | 0.0255 | -0.0021 | ||
| RADMFENT TRS EQUITY FEDL01+68 BPS / DE (000000000) | 0.05 | 0.0251 | 0.0251 | |||
| RFR USD SOFR/3.84199 12/02/24-4Y* LCH / DIR (EZSGM4VHBMV4) | 0.05 | 109.09 | 0.0245 | 0.0114 | ||
| RADMFXNT TRS EQUITY FEDL01+53 BPS / DE (000000000) | 0.04 | 0.0237 | 0.0237 | |||
| ERADXULT TRS EQUITY SOFR+70 MEI / DE (000000000) | 0.04 | 0.0233 | 0.0233 | |||
| RADMFXNT TRS EQUITY SOFR+29 JPM / DE (000000000) | 0.04 | 0.0219 | 0.0219 | |||
| US31396XNT71 / FANNIE MAE FNR 2007 96 AF | 0.04 | -4.65 | 0.0219 | -0.0030 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0205 | 0.0205 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0201 | 0.0201 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0201 | 0.0201 | |||
| NDDUEAFE TRS EQUITY FEDL01+33 CBK / DE (000000000) | 0.04 | 0.0200 | 0.0200 | |||
| US59024FAF18 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C | 0.04 | -2.63 | 0.0200 | -0.0020 | ||
| US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 0.04 | -2.78 | 0.0190 | -0.0021 | ||
| RADMFXNT TRS EQUITY FEDL01+48 BPS / DE (000000000) | 0.04 | 0.0189 | 0.0189 | |||
| US31397KL827 / Freddie Mac REMICS | 0.04 | -5.41 | 0.0186 | -0.0030 | ||
| US46628BAG59 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L | 0.03 | -2.86 | 0.0185 | -0.0021 | ||
| US59020UH324 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 | 0.03 | 0.00 | 0.0176 | -0.0017 | ||
| US31397KE319 / FHLMC, Series 3360, Class FC | 0.03 | -2.94 | 0.0176 | -0.0022 | ||
| ERAUSST TRS EQUITY SOFR+35 JPM / DE (000000000) | 0.03 | 0.0175 | 0.0175 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0164 | 0.0164 | |||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0.03 | -83.61 | 0.0162 | -0.0894 | ||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.03 | 0.0157 | 0.0157 | |||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.03 | 0.0157 | 0.0157 | |||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) | 0.03 | -35.56 | 0.0156 | -0.0103 | ||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 0.03 | 0.0155 | 0.0155 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0153 | 0.0153 | |||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.03 | 0.0149 | 0.0149 | |||
| US949789AA94 / Wells Fargo Mortgage Backed Securities 2006-AR19 Trust | 0.03 | -3.57 | 0.0146 | -0.0015 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0145 | 0.0145 | |||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0.03 | -3.70 | 0.0143 | -0.0018 | ||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.03 | 0.0139 | 0.0139 | |||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | 0.03 | 0.0137 | 0.0137 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0134 | 0.0134 | |||
| US12668BBN29 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 | 0.03 | -3.85 | 0.0134 | -0.0017 | ||
| US31397FNM04 / FREDDIE MAC FHR 3289 FG | 0.02 | -11.11 | 0.0131 | -0.0029 | ||
| US92925VAK61 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A3 | 0.02 | 0.00 | 0.0128 | -0.0011 | ||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0124 | 0.0124 | |||
| US362341XE41 / GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 | 0.02 | 0.00 | 0.0109 | -0.0010 | ||
| US31394FHD06 / FNMA, Series 2005-79, Class NF | 0.02 | -4.76 | 0.0108 | -0.0015 | ||
| RADMFXNT TRS EQUITY FEDL01+34 BPS / DE (000000000) | 0.02 | 0.0104 | 0.0104 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0102 | 0.0102 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0102 | 0.0102 | |||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) | 0.02 | -79.55 | 0.0099 | -0.0408 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0092 | 0.0092 | |||
| NDDUEAFE TRS EQUITY FEDL01+26 BPS / DE (000000000) | 0.02 | 0.0086 | 0.0086 | |||
| US12669F6Z19 / CWMBS, Inc. | 0.02 | 0.00 | 0.0085 | -0.0010 | ||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.01 | 0.0079 | 0.0079 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0077 | 0.0077 | |||
| OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (EZK9X312V5L2) | 0.01 | -7.14 | 0.0072 | -0.0014 | ||
| US576433C539 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 | 0.01 | 0.00 | 0.0072 | -0.0007 | ||
| US05949CCA27 / BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2 | 0.01 | 0.00 | 0.0070 | -0.0007 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0070 | 0.0070 | |||
| US16163CAN20 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 | 0.01 | -7.69 | 0.0066 | -0.0010 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0064 | 0.0064 | |||
| US32027EAE14 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | 0.01 | -8.33 | 0.0062 | -0.0010 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0062 | 0.0062 | |||
| ERADXULT TRS EQUITY FEDL01+109 MBC / DE (000000000) | 0.01 | 0.0061 | 0.0061 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0061 | 0.0061 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0.01 | 0.0060 | 0.0060 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0057 | 0.0057 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0057 | 0.0057 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0057 | 0.0057 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0057 | 0.0057 | |||
| US31397KZG92 / FREDDIE MAC FHR 3376 FD | 0.01 | 0.00 | 0.0049 | -0.0006 | ||
| US31394FAF27 / FANNIE MAE FNR 2005 75 AF | 0.01 | 0.00 | 0.0049 | -0.0008 | ||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | 0.01 | 0.00 | 0.0049 | -0.0007 | ||
| US16162YAE59 / Chase Mortgage Finance Trust, Series 2006-S4, Class A5 | 0.01 | 0.00 | 0.0048 | -0.0007 | ||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.01 | 0.0047 | 0.0047 | |||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.01 | 0.0047 | 0.0047 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.01 | 0.0045 | 0.0045 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.01 | 0.0045 | 0.0045 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.01 | 0.0045 | 0.0045 | |||
| US41162GAA04 / HarborView Mortgage Loan Trust 2006-11 | 0.01 | 0.00 | 0.0045 | -0.0004 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0044 | 0.0044 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0044 | 0.0044 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.01 | 0.0038 | 0.0038 | |||
| ERAEMLT TRS EQUITY FEDL01+111 MEI / DE (000000000) | 0.01 | 0.0037 | 0.0037 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0036 | 0.0036 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0036 | 0.0036 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0033 | 0.0033 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0032 | 0.0032 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0030 | 0.0030 | |||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0028 | 0.0028 | |||
| US31396WLX29 / Fannie Mae REMICS | 0.01 | 0.00 | 0.0028 | -0.0003 | ||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| MORGAN STANLEY SNR S* ICE / DCR (EZDBN83SBDY5) | 0.00 | 0.0026 | 0.0026 | |||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZJY8RTJK2L1) | 0.00 | -20.00 | 0.0025 | -0.0004 | ||
| US83162CSN47 / United States Small Business Administration | 0.00 | -20.00 | 0.0024 | -0.0009 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0024 | 0.0024 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0023 | 0.0023 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0023 | 0.0023 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0023 | 0.0023 | |||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) | 0.00 | 200.00 | 0.0021 | 0.0011 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0021 | 0.0021 | |||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0.00 | 50.00 | 0.0021 | 0.0006 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0021 | 0.0021 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0021 | 0.0021 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0020 | 0.0020 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0019 | 0.0019 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0019 | 0.0019 | |||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0019 | 0.0019 | |||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) | 0.00 | 50.00 | 0.0018 | 0.0002 | ||
| US46628BBC37 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 | 0.00 | 0.00 | 0.0018 | -0.0002 | ||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0.00 | 50.00 | 0.0018 | 0.0002 | ||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.00 | 50.00 | 0.0017 | 0.0002 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) | 0.00 | 200.00 | 0.0016 | 0.0006 | ||
| BOUGHT PEN SOLD USD 20251031 / DFE (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| RADMFUNT TRS EQUITY SOFR-14 JPM / DE (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| US16162WPB99 / Chase Mortgage Finance Trust | 0.00 | 0.00 | 0.0015 | -0.0002 | ||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.00 | 0.00 | 0.0014 | -0.0000 | ||
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE / DCR (EZ7728G77FY7) | 0.00 | 0.0014 | 0.0014 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | |||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.00 | 100.00 | 0.0014 | 0.0006 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | |||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | |||
| TRT061124T11 / Turkey Government Bond | 0.00 | 0.00 | 0.0013 | -0.0002 | ||
| US86359SAD62 / Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC5, Class A4 | 0.00 | -60.00 | 0.0013 | -0.0019 | ||
| EZRG1QWTVHG4 / BRITISH TELECOMMUNICATIONS PL SNR SE ICE | 0.00 | 0.00 | 0.0013 | 0.0000 | ||
| US31396WTU08 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0013 | -0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| US65535VLL08 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | 0.00 | 0.00 | 0.0011 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZHYVHXCW214) | 0.00 | -50.00 | 0.0010 | -0.0006 | ||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.00 | -50.00 | 0.0010 | -0.0003 | ||
| US31393BX754 / Fannie Mae Trust 2003-W6 | 0.00 | 0.00 | 0.0010 | -0.0001 | ||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0009 | 0.0006 | |||
| US07384M2E17 / Bear Stearns ARM Trust 2004-1 | 0.00 | 0.00 | 0.0009 | -0.0001 | ||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0008 | 0.0005 | |||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0008 | 0.0005 | |||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0008 | 0.0005 | |||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) | 0.00 | 0.0008 | 0.0008 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | 0.00 | 0.00 | 0.0008 | -0.0001 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (EZZQZ45304B1) | 0.00 | 0.0007 | 0.0003 | |||
| RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.00 | 0.0007 | 0.0003 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0006 | 0.0003 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.00 | 0.0005 | -0.0001 | |||
| US589929R265 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 | 0.00 | 0.0004 | -0.0001 | |||
| US31371M6G75 / FNMA 6.50% 12/26 #256571 | 0.00 | -100.00 | 0.0004 | -0.0002 | ||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| US31371M2L07 / FNMA 20YR 6.50% 10/26 #256479 | 0.00 | 0.0004 | -0.0001 | |||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.00 | 0.0004 | 0.0000 | |||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0004 | 0.0004 | |||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0004 | 0.0004 | |||
| SOLD COP BOUGHT USD 20250917 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (EZ1P2MZR4KH2) | 0.00 | -100.00 | 0.0003 | -0.0004 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 0.00 | 0.0003 | -0.0000 | |||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0.00 | 0.0003 | 0.0003 | |||
| BNP PARIBAS SNR SE ICE / DCR (EZ7F30D5N508) | 0.00 | 0.0003 | -0.0001 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US31407H2U99 / FNMA 6.50% 7/26 #831587 | 0.00 | 0.0002 | -0.0001 | |||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (EZ3PH80XK7T0) | 0.00 | -100.00 | 0.0002 | -0.0004 | ||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0.00 | -100.00 | 0.0002 | -0.0013 | ||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0.00 | 0.0002 | -0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US00442BAB71 / ACE SECURITIES CORP. ACE 2006 HE4 A2A | 0.00 | 0.0002 | -0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | 0.00 | 0.0002 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | 0.00 | 0.0001 | -0.0000 | |||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0.00 | 0.0001 | 0.0003 | |||
| US07384M3D25 / BEAR STEARNS ARM TRUST 2004-9 BSARM 2004-9 22A1 | 0.00 | 0.0001 | -0.0000 | |||
| US12667GTQ63 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A4 | 0.00 | 0.0001 | -0.0000 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | 0.00 | 0.0001 | -0.0000 | |||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | 0.00 | 0.0000 | -0.0000 | |||
| US3132A94D64 / FED HM LN PC POOL ZS8920 FR 09/26 FIXED 6.5 | 0.00 | 0.0000 | -0.0000 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250728 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (EZQH3P2675Q7) | -0.00 | -0.0001 | -0.0004 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.00 | -0.0002 | -0.0000 | |||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD PEN BOUGHT USD 20250717 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) | -0.00 | -100.00 | -0.0003 | 0.0011 | ||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.00 | -100.00 | -0.0004 | 0.0003 | ||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | -0.00 | -100.00 | -0.0004 | 0.0011 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.00 | -0.0004 | -0.0004 | |||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.00 | -0.0004 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| IRS EUR 2.65000 01/08/24-10Y LCH / DIR (EZGRMVPMTWZ4) | -0.00 | -0.0006 | -0.0004 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.00 | -0.0007 | -0.0001 | |||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.00 | 0.00 | -0.0007 | 0.0003 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) | -0.00 | 0.00 | -0.0007 | 0.0003 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | -0.0008 | -0.0003 | |||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | -0.0008 | -0.0003 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.00 | -0.0008 | -0.0003 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.00 | 0.00 | -0.0009 | -0.0003 | ||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.00 | 0.00 | -0.0009 | -0.0003 | ||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.00 | 0.00 | -0.0009 | -0.0003 | ||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) | -0.00 | -0.0010 | -0.0011 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | |||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | |||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | |||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | |||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0.00 | 100.00 | -0.0015 | -0.0003 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | |||
| IRS EUR 2.71000 08/06/24-10Y LCH / DIR (EZVBYTCCB5R1) | -0.00 | 50.00 | -0.0016 | -0.0003 | ||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0.00 | 50.00 | -0.0018 | -0.0006 | ||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0018 | -0.0018 | |||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.00 | 50.00 | -0.0019 | -0.0006 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0019 | -0.0019 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0019 | -0.0019 | |||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) | -0.00 | -25.00 | -0.0020 | 0.0003 | ||
| SOLD CLP BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0020 | -0.0020 | |||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.00 | 50.00 | -0.0021 | -0.0005 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0024 | -0.0024 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0024 | -0.0024 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0024 | -0.0024 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0025 | -0.0025 | |||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0025 | -0.0025 | |||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.00 | 33.33 | -0.0025 | -0.0005 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0025 | -0.0025 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0025 | -0.0025 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0025 | -0.0025 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0026 | -0.0026 | |||
| INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) | -0.00 | -123.53 | -0.0026 | -0.0129 | ||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | -0.00 | -0.0026 | -0.0026 | |||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.01 | 150.00 | -0.0027 | -0.0013 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) | -0.01 | 150.00 | -0.0028 | -0.0012 | ||
| CMBX.NA.AAA.16 SP SAL / DCR (EZJ2X064YKF7) | -0.01 | -44.44 | -0.0028 | 0.0025 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0029 | -0.0029 | |||
| SOLD PEN BOUGHT USD 20251212 / DFE (000000000) | -0.01 | -0.0030 | -0.0030 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0031 | -0.0031 | |||
| IRS EUR 2.99000 12/08/23-10Y LCH / DIR (EZVMLNBFB1H7) | -0.01 | 100.00 | -0.0032 | -0.0012 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0032 | -0.0032 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0032 | -0.0032 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0035 | -0.0035 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0035 | -0.0035 | |||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) | -0.01 | 50.00 | -0.0036 | -0.0012 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) | -0.01 | 75.00 | -0.0039 | -0.0012 | ||
| INF SWAP US IT 2.52 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) | -0.01 | -158.33 | -0.0039 | -0.0113 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0043 | -0.0043 | |||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) | -0.01 | -0.0044 | -0.0044 | |||
| IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000) | -0.01 | -0.0044 | -0.0044 | |||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0.01 | -116.33 | -0.0044 | -0.0326 | ||
| SOLD PEN BOUGHT USD 20251114 / DFE (000000000) | -0.01 | -0.0044 | -0.0044 | |||
| INF SWAP US IT 2.544 04/07/25-5Y LCH / DIR (EZR4YTXQY4X7) | -0.01 | -0.0047 | -0.0047 | |||
| IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) | -0.01 | 60.00 | -0.0047 | -0.0013 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) | -0.01 | 50.00 | -0.0048 | -0.0012 | ||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0049 | -0.0049 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0051 | -0.0051 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0052 | -0.0052 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0057 | -0.0057 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0057 | -0.0057 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0057 | -0.0057 | |||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.01 | -0.0064 | -0.0064 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0069 | -0.0069 | |||
| INF SWAP US IT 2.487 04/03/25-10Y LCH / DIR (EZ1XYJNK8X20) | -0.01 | -0.0070 | -0.0070 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0072 | -0.0072 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0076 | -0.0076 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0076 | -0.0076 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0076 | -0.0076 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0078 | -0.0078 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0081 | -0.0081 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.02 | -0.0082 | -0.0082 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0083 | -0.0083 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0086 | -0.0086 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0087 | -0.0087 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0089 | -0.0089 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0091 | -0.0091 | |||
| SOLD PEN BOUGHT USD 20251219 / DFE (000000000) | -0.02 | -0.0092 | -0.0092 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0093 | -0.0093 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0099 | -0.0099 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0108 | -0.0108 | |||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) | -0.02 | 42.86 | -0.0108 | -0.0027 | ||
| IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) | -0.02 | -0.0108 | -0.0108 | |||
| SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) | -0.02 | -0.0116 | -0.0116 | |||
| SOLD PEN BOUGHT USD 20250709 / DFE (000000000) | -0.02 | -0.0117 | -0.0117 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0118 | -0.0118 | |||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | -0.02 | -0.0121 | -0.0121 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0124 | -0.0124 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0125 | -0.0125 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0132 | -0.0132 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0133 | -0.0133 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0134 | -0.0134 | |||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) | -0.03 | -192.59 | -0.0137 | -0.0293 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0137 | -0.0137 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0145 | -0.0145 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0145 | -0.0145 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0147 | -0.0147 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0147 | -0.0147 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0147 | -0.0147 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0147 | -0.0147 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0148 | -0.0148 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0148 | -0.0148 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0148 | -0.0148 | |||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.03 | -0.0150 | -0.0150 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0151 | -0.0151 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0153 | -0.0153 | |||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -0.03 | 540.00 | -0.0175 | -0.0144 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0177 | -0.0177 | |||
| RFR JPY MUTK/2.00000 06/18/25-30Y LCH / DIR (EZGXYMX8TZ55) | -0.04 | -0.0191 | -0.0191 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.04 | -0.0201 | -0.0201 | |||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.04 | -0.0207 | -0.0207 | |||
| SPTR TRS EQUITY FEDL01+70 BOA / DE (000000000) | -0.04 | -0.0218 | -0.0218 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.04 | -0.0228 | -0.0228 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0236 | -0.0236 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.05 | -0.0245 | -0.0245 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.05 | -0.0252 | -0.0252 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.05 | -0.0275 | -0.0275 | |||
| SOLD PEN BOUGHT USD 20250918 / DFE (000000000) | -0.05 | -0.0278 | -0.0278 | |||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.06 | -0.0301 | -0.0301 | |||
| SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) | -0.08 | -0.0419 | -0.0419 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.08 | -0.0439 | -0.0439 | |||
| SPTR TRS EQUITY SOFR+61 JPM / DE (000000000) | -0.10 | -0.0520 | -0.0520 | |||
| SPTR TRS EQUITY FEDL01+82 FAR / DE (000000000) | -0.11 | -0.0559 | -0.0559 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.12 | -0.0627 | -0.0627 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.12 | -0.0627 | -0.0627 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.12 | -0.0627 | -0.0627 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.16 | -0.0866 | -0.0866 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.16 | -0.0866 | -0.0866 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.20 | -35.65 | -0.1084 | 0.0740 | ||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.21 | -4.21 | -0.1089 | 0.0147 | ||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.32 | -0.1702 | -0.1702 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.71 | -0.3785 | -0.3785 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.71 | -0.3785 | -0.3785 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.71 | -0.3785 | -0.3785 | |||
| EW / Edwards Lifesciences Corporation | -8.64 | -259.99 | -4.5873 | -7.4547 |
