基本统计
| 投资组合价值 | $ 254,112,528 |
| 当前头寸 | 820 |
最新持仓、表现、资产管理规模（来源：13F、13D）
PCFIX - PIMCO RAE PLUS 小基金机构类别 在其向美国证券交易委员会（SEC）提交的最新备案中披露的所持股票总数为 820。 最新的投资组合价值计算为$254,112,528美元。实际管理资产（AUM）是指该价值加上现金（未披露）。 PCFIX - PIMCO RAE PLUS Small Fund Institutional Class的最主要持仓是 Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0506844) , and PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) . PCFIX - PIMCO RAE PLUS Small Fund Institutional Class的新头寸包括 Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0506844) , and PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) .
本季度最大增持
我们使用投资组合配置中的变化，因为这是最有意义的指标。变化可能是由于交易或股价的变化。
| 证券 | 股票 (百万) |
价值 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| 32.60 | 18.1769 | 18.1769 | ||
| 27.35 | 15.2469 | 10.8527 | ||
| 7.02 | 3.9140 | 6.8361 | ||
| 21.99 | 12.2619 | 6.2573 | ||
| 5.30 | 2.9551 | 2.9551 | ||
| 4.00 | 2.2287 | 2.2287 | ||
| 3.28 | 1.8303 | 1.8303 | ||
| 3.20 | 1.7854 | 1.7854 | ||
| 2.72 | 1.5161 | 1.5161 | ||
| 2.55 | 1.4234 | 1.4234 |
本季度最大增持
我们使用投资组合配置中的变化，因为这是最有意义的指标。变化可能是由于交易或股价的变化。
| 证券 | 股票 (百万) |
价值 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| 6.79 | 3.7835 | -5.2118 | ||
| -6.66 | -3.7141 | -4.8572 | ||
| 6.45 | 3.5987 | -1.8541 | ||
| 0.15 | 0.0821 | -0.8241 | ||
| -1.28 | -0.7141 | -0.7141 | ||
| 1.59 | 0.8849 | -0.2598 | ||
| -0.37 | -0.2054 | -0.2173 | ||
| 0.19 | 0.1039 | -0.1439 | ||
| 0.80 | 0.4464 | -0.1364 | ||
| -0.21 | -0.1198 | -0.1198 |
13F和基金备案
此表格于 2025-08-28 提交，报告期为 2025-06-30。 该投资者未披露计入股份的证券，因此省略了下表中与股份相关的列。 点击链接图标 查看完整的交易历史记录。
升级以解锁高级数据并导出到Excel
。
022-07-28：重要提示-我们更改了此表中Δ 投资组合 % 列的处理方式。此前，我们将其报告为投资组合配置中的百分比变化 。我们现在将其报告为投资组合配置的原始变化（仍以百分比报告）。就公式而言，我们之前将其报告为100*（当前配置-前期配置）/前期配置。我们现在将其报告为（当前配置-前期配置）。
| 证券 | 类型 | Δ股票 (%) |
价值 ($百万) |
投资组合 (%) |
Δ投资组合 (%) |
|
|---|---|---|---|---|---|---|
| REPO BANK AMERICA REPO / RA (000000000) | 32.60 | 18.1769 | 18.1769 | |||
| US01F0626899 / 统一抵押贷款支持证券，待定 | 27.35 | 258.43 | 15.2469 | 10.8527 | ||
| US01F0606834 / 统一抵押贷款支持证券，待定 | 21.99 | 110.94 | 12.2619 | 6.2573 | ||
| US01F0406854 / UMBS 待定 | 7.02 | -141.12 | 3.9140 | 6.8361 | ||
| US01F0506844 / UMBS 待定 | 6.91 | 40.12 | 3.8504 | 1.0117 | ||
| US72202G3801 / PIMCO ST 浮动导航四号港共同基金 | 6.79 | -59.31 | 3.7835 | -5.2118 | ||
| US01F0526800 / 统一抵押贷款支持证券，待定 | 6.45 | -31.83 | 3.5987 | -1.8541 | ||
| REPO BANK AMERICA REPO / RA (000000000) | 5.30 | 2.9551 | 2.9551 | |||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 4.00 | 2.2287 | 2.2287 | |||
| EW / 爱德华兹生命科学公司 | 3.63 | 212.86 | 2.0222 | 1.3542 | ||
| US21H0406734 / 吉利美 | 3.28 | 1.8303 | 1.8303 | |||
| US01F0306781 / UMBS 待定 | 3.20 | 1.7854 | 1.7854 | |||
| US715638BY77 / 秘鲁共和国 SR 无担保 144A 08/32 6.15 | 3.10 | 6.80 | 1.7258 | 0.1619 | ||
| US01F0426811 / UMBS 待定 | 3.03 | 28.60 | 1.6901 | 0.3322 | ||
| BRSTNCNTF1P8 / 巴西国家足球甲级联赛注意事项 | 2.72 | 1.5161 | 1.5161 | |||
| US21H0506806 / GNMA | 2.55 | 1.4234 | 1.4234 | |||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 2.06 | -2.23 | 1.1486 | 0.0117 | ||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) | 1.94 | 0.83 | 1.0796 | 0.0436 | ||
| ERAUSST TRS EQUITY SOFR+35 JPM / DE (000000000) | 1.61 | 0.8956 | 0.8956 | |||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) | 1.59 | -25.18 | 0.8849 | -0.2598 | ||
| FNMA POOL DC9749 FN 01/55 FIXED 5.5 / ABS-MBS (US3140AXZP55) | 1.35 | 0.37 | 0.7514 | 0.0272 | ||
| ALBACORE EURO CLO ALBAC 4A AR 144A / ABS-CBDO (XS2861758642) | 1.18 | 9.17 | 0.6577 | 0.0747 | ||
| US21H0426799 / 吉利美 | 1.16 | 0.6459 | 0.6459 | |||
| US93363RAA41 / WAMU 抵押贷款通过 CER WAMU 2006 AR13 1A | 1.13 | -3.59 | 0.6289 | -0.0020 | ||
| ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (US449249AS08) | 1.10 | 0.27 | 0.6138 | 0.0216 | ||
| US17311XAB10 / 花旗集团抵押贷款信托 CMLTI 2007 AMC2 A3B | 1.03 | -0.39 | 0.5748 | 0.0166 | ||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (US379924AC72) | 1.02 | -14.86 | 0.5690 | -0.0776 | ||
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 C A3 / ABS-O (US89237QAD25) | 1.01 | 0.10 | 0.5631 | 0.0189 | ||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) | 1.00 | 1.01 | 0.5599 | 0.0236 | ||
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A / ABS-CBDO (US09075JAU34) | 1.00 | 0.40 | 0.5598 | 0.0199 | ||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 4 A3 / ABS-O (US38014AAD37) | 1.00 | 0.20 | 0.5595 | 0.0190 | ||
| ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) | 1.00 | 0.20 | 0.5594 | 0.0191 | ||
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (US25255UAA07) | 1.00 | 0.20 | 0.5593 | 0.0190 | ||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) | 1.00 | 0.20 | 0.5582 | 0.0188 | ||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86) | 1.00 | 0.20 | 0.5580 | 0.0191 | ||
| US05610FAC14 / BX 商业抵押信托 2022-AHP | 1.00 | 1.01 | 0.5562 | 0.0233 | ||
| USP78024AG45 / 秘鲁政府国际债券 | 0.99 | 7.63 | 0.5513 | 0.0556 | ||
| US617526AA61 / 摩根士丹利资本公司 MSAC 2007 HE1 A1 | 0.97 | -2.21 | 0.5422 | 0.0055 | ||
| FCT / 芬坎蒂尼公司 | 0.97 | 9.91 | 0.5382 | 0.0643 | ||
| FNMA POOL CB9627 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVVV30) | 0.94 | -1.26 | 0.5259 | 0.0106 | ||
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2024 3 A / ABS-MBS (US02589BAE02) | 0.91 | 0.33 | 0.5080 | 0.0181 | ||
| NISSAN AUTO LEASE TRUST NALT 2024 B A3 / ABS-O (US65481DAD49) | 0.91 | 0.22 | 0.5074 | 0.0176 | ||
| 01626P148 / 营养食品公司 Couche-Tard | 0.91 | 0.5073 | 0.5073 | |||
| C1CI34 / Crown Castle Inc. - 存托凭证（普通股） | 0.91 | 0.5057 | 0.5057 | |||
| CVS / CVS Health Corporation - 存托凭证（普通股） | 0.90 | 0.5009 | 0.5009 | |||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 0.90 | 0.5004 | 0.5004 | |||
| XS2083963236 / 梯瓦制药金融荷兰 II BV | 0.90 | 0.5003 | 0.5003 | |||
| TOWD POINT MORTGAGE TRUST TPMT 2024 4 A1A 144A / ABS-MBS (US89183GAA40) | 0.90 | -4.38 | 0.4996 | -0.0060 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) | 0.89 | 0.4982 | 0.4982 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 0.89 | 0.4957 | 0.4957 | |||
| RTX / RTX Corporation - 存托凭证（普通股） | 0.89 | 0.4953 | 0.4953 | |||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) | 0.89 | 0.4952 | 0.4952 | |||
| US83613FAA93 / Soundview 住房贷款信托，2007-OPT5 系列，1A1 级 | 0.88 | -0.79 | 0.4893 | 0.0124 | ||
| US44328BAD01 / 恒指资产证券化公司 HASC 2006 HE2 2A2 | 0.87 | -1.58 | 0.4863 | 0.0078 | ||
| US17330VAA44 / CMLTI_22-A | 0.85 | -2.20 | 0.4722 | 0.0051 | ||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) | 0.84 | 0.72 | 0.4662 | 0.0181 | ||
| ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (XS2900383915) | 0.82 | 8.71 | 0.4599 | 0.0508 | ||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) | 0.81 | 0.25 | 0.4534 | 0.0156 | ||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (US87166PAN15) | 0.81 | 0.25 | 0.4529 | 0.0155 | ||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72) | 0.80 | -25.93 | 0.4464 | -0.1364 | ||
| PCG.PRD / 太平洋天然气电力公司 - 优先股 | 0.80 | 0.00 | 0.4461 | 0.0144 | ||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A B / ABS-O (US30165BAE39) | 0.80 | 0.13 | 0.4457 | 0.0151 | ||
| US08860DAB91 / BHG 证券化信托 2022-C | 0.78 | -22.32 | 0.4371 | -0.1071 | ||
| 5831 / 静冈金融集团 | 0.77 | 0.4269 | 0.4269 | |||
| US61749NAD93 / 摩根士丹利资本公司 MSAC 2006 HE5 A2C | 0.76 | -1.04 | 0.4265 | 0.0100 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 0.75 | -5.16 | 0.4201 | -0.0085 | ||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (US89289EBL74) | 0.73 | -17.20 | 0.4057 | -0.0680 | ||
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A / ABS-MBS (US161571HW79) | 0.71 | 0.85 | 0.3977 | 0.0160 | ||
| US05522RDH84 / BA信用卡信托 | 0.71 | 0.00 | 0.3946 | 0.0128 | ||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) | 0.71 | 1.00 | 0.3943 | 0.0167 | ||
| US12668AHE82 / 另类贷款信托 2005-56 | 0.71 | 1.15 | 0.3941 | 0.0173 | ||
| FREDDIE MAC FHR 5473 FA / ABS-MBS (US3137HHFU01) | 0.70 | -3.96 | 0.3929 | -0.0030 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (US69544QAA85) | 0.70 | -16.09 | 0.3927 | -0.0603 | ||
| O1KE34 / ONEOK, Inc. - 存托凭证（普通股） | 0.68 | 0.74 | 0.3800 | 0.0153 | ||
| NISSAN AUTO LEASE TRUST NALT 2024 B A2A / ABS-O (US65481DAB82) | 0.68 | -13.81 | 0.3795 | -0.0461 | ||
| NISSAN AUTO LEASE TRUST NALT 2024 B A2B / ABS-O (US65481DAC65) | 0.68 | -13.63 | 0.3786 | -0.0454 | ||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) | 0.68 | -13.43 | 0.3780 | -0.0440 | ||
| ZAG000125980 / 南非共和国政府债券 | 0.67 | 8.43 | 0.3731 | 0.0398 | ||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.66 | 0.3699 | 0.3699 | |||
| US41161PLR28 / HARBORVIEW 抵押贷款信托 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.66 | -4.79 | 0.3660 | -0.0059 | ||
| FED HM LN PC POOL QJ0947 FR 07/54 FIXED 5.5 / ABS-MBS (US3133CRBQ57) | 0.65 | -0.46 | 0.3606 | 0.0102 | ||
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A / ABS-CBDO (US66860CAL72) | 0.64 | -10.24 | 0.3571 | -0.0278 | ||
| US52474JAA43 / 遗留抵押资产信托 2021-GS1 | 0.64 | -1.09 | 0.3560 | 0.0075 | ||
| ERAUSST TRS EQUITY FEDL01+36 MYI / DE (000000000) | 0.63 | 0.3524 | 0.3524 | |||
| BNSB34 / 新斯科舍银行 - 存托凭证（普通股） | 0.62 | 1.14 | 0.3475 | 0.0149 | ||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) | 0.61 | 0.33 | 0.3413 | 0.0121 | ||
| PRP ADVISORS, LLC PRPM 2024 NQM3 A1 144A / ABS-MBS (US69381FAA84) | 0.61 | -6.43 | 0.3410 | -0.0118 | ||
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (PL0000116760) | 0.61 | 9.53 | 0.3401 | 0.0397 | ||
| CARMAX AUTO OWNER TRUST CARMX 2024 3 A3 / ABS-O (US14319GAD34) | 0.61 | 0.00 | 0.3382 | 0.0111 | ||
| US682685AA05 / OneMain 直接汽车应收账款信托 2023-1 | 0.61 | -0.17 | 0.3378 | 0.0104 | ||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A C / ABS-O (US30165BAF04) | 0.60 | 0.17 | 0.3351 | 0.0115 | ||
| US89621ABT51 / Trillium 信用卡信托 II SER 2023-3A CL AV/R REGD 144A P/P 6.16523200 | 0.60 | -0.17 | 0.3348 | 0.0105 | ||
| ARES EURO CLO ARESE 14A BR 144A / ABS-CBDO (XS2920478513) | 0.59 | 9.24 | 0.3296 | 0.0375 | ||
| US225458W877 / 瑞士信贷第一波士顿 MOR CSFB 2005 8 1A1 | 0.59 | -2.33 | 0.3284 | 0.0032 | ||
| HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (XS2874094274) | 0.59 | 8.69 | 0.3281 | 0.0361 | ||
| ALBACORE EURO CLO ALBAC 1A AR 144A / ABS-CBDO (XS2368816109) | 0.59 | 8.70 | 0.3278 | 0.0362 | ||
| BRSTNCNTF1P8 / 巴西国家足球甲级联赛注意事项 | 0.59 | 8.53 | 0.3267 | 0.0355 | ||
| US3622MAAD33 / GSAMP 信托 2007-FM1 | 0.58 | -0.68 | 0.3260 | 0.0085 | ||
| XS2683120211 / 雅芳金融第四号 | 0.58 | 0.87 | 0.3236 | 0.0134 | ||
| CBRE SVCS INC / DBT (US12610BUA87) | 0.58 | 0.3230 | 0.3230 | |||
| COL17CT02914 / 哥伦比亚 TES | 0.56 | 3.52 | 0.3120 | 0.0206 | ||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) | 0.55 | 0.73 | 0.3091 | 0.0119 | ||
| US17312TAJ25 / 花旗集团抵押贷款信托 CMLTI 2007 AHL2 A3B | 0.55 | 0.00 | 0.3062 | 0.0098 | ||
| US25151KAC36 / 德国 Alt-A 证券抵押贷款信托，2007-3 系列，2A1 类 | 0.54 | -3.60 | 0.2989 | -0.0012 | ||
| US55275RAD44 / MASTR 资产支持证券 MABS 2006 NC3 A4 | 0.54 | -0.74 | 0.2984 | 0.0073 | ||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 0.53 | -0.56 | 0.2963 | 0.0082 | ||
| CL0002454248 / 共和国财政部债券（以比索计） | 0.53 | 4.97 | 0.2944 | 0.0231 | ||
| CORDATUS CLO PLC CORDA 24A A 144A / ABS-CBDO (XS2511416906) | 0.53 | 4.58 | 0.2931 | 0.0221 | ||
| US75971EAF34 / 文艺复兴房屋净值贷款 T RAMC 2006 3 AF3 | 0.52 | -1.89 | 0.2890 | 0.0038 | ||
| ARES EURO CLO ARESE 14A AR 144A / ABS-CBDO (XS2920478356) | 0.51 | -13.18 | 0.2867 | -0.0327 | ||
| US61753VAA08 / 摩根士丹利资本公司 MSAC 2007 HE4 A1 144A | 0.51 | -1.54 | 0.2850 | 0.0048 | ||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) | 0.51 | 0.39 | 0.2840 | 0.0101 | ||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A C 144A / ABS-O (US37989AAJ34) | 0.51 | 0.60 | 0.2819 | 0.0106 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (US448973AD90) | 0.50 | 0.00 | 0.2814 | 0.0091 | ||
| US939355AB98 / 华盛顿互助抵押贷款传递证书 WMALT 系列 2007-OA3 信托 | 0.50 | -2.34 | 0.2794 | 0.0025 | ||
| OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85) | 0.50 | -24.32 | 0.2794 | -0.0778 | ||
| JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (US47047RAN61) | 0.50 | 0.00 | 0.2792 | 0.0094 | ||
| MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35) | 0.50 | 0.00 | 0.2792 | 0.0092 | ||
| US87241EAQ89 / TCW CLO 2019-1 AMR 有限公司 | 0.50 | 0.20 | 0.2792 | 0.0097 | ||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40) | 0.50 | 0.20 | 0.2791 | 0.0094 | ||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38) | 0.50 | 0.20 | 0.2791 | 0.0098 | ||
| PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (US72132WAN92) | 0.50 | 0.20 | 0.2790 | 0.0098 | ||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 0.50 | 0.2790 | 0.2790 | |||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 0.50 | 0.00 | 0.2790 | 0.0092 | ||
| US576339DJ15 / 主 CR 卡 TR II 23-2A A SOFR30A+85 01/21/2027 144A | 0.50 | -0.20 | 0.2787 | 0.0085 | ||
| XS0194143532 / SLM 学生贷款信托，2004-5X 系列，A6 级 | 0.50 | 5.30 | 0.2776 | 0.0224 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 0.47 | 0.2616 | 0.2616 | |||
| US17311BAB99 / 花旗集团抵押贷款信托 CMLTI 2007 AMC1 A2B | 0.46 | -1.70 | 0.2584 | 0.0040 | ||
| US251510LD38 / Deutsche Alt-A Securities Inc 抵押贷款信托系列 2006-AR1 | 0.46 | -1.91 | 0.2571 | 0.0031 | ||
| SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A / ABS-O (US78414SAE46) | 0.46 | -23.63 | 0.2560 | -0.0686 | ||
| US80287DAC11 / SDART 23-6 A3 5.93% 07-17-28/07-15-26 | 0.46 | -9.54 | 0.2538 | -0.0178 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) | 0.44 | -3.27 | 0.2481 | 0.0005 | ||
| CARMAX AUTO OWNER TRUST CARMX 2024 3 A2A / ABS-O (US14319GAB77) | 0.44 | -26.92 | 0.2438 | -0.0790 | ||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) | 0.43 | 42.19 | 0.2391 | 0.0763 | ||
| US06738ECG89 / 巴克莱银行 | 0.42 | 1.92 | 0.2368 | 0.0119 | ||
| US04002VAA98 / AREIT Trust，2022-CRE6 系列，A 类 | 0.42 | -0.24 | 0.2360 | 0.0071 | ||
| US542514UL68 / 长滩抵押贷款信托 LBMLT 2006 3 2A4 | 0.42 | -2.09 | 0.2358 | 0.0031 | ||
| RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) | 0.42 | 0.72 | 0.2353 | 0.0096 | ||
| E1SE34 / Eversource Energy - 存托凭证（普通股） | 0.42 | 1.20 | 0.2348 | 0.0103 | ||
| US61753EAC49 / 摩根士丹利资本公司 MSAC 2007 HE2 A2C | 0.42 | 0.00 | 0.2325 | 0.0080 | ||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 0.41 | 0.24 | 0.2308 | 0.0082 | ||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) | 0.41 | 0.24 | 0.2288 | 0.0080 | ||
| US41162DAD12 / HarborView 抵押贷款信托 2006-12 | 0.41 | -1.92 | 0.2276 | 0.0032 | ||
| US81375WFJ09 / 证券资产支持的 RECEI SABR 2005 FR4 M2 | 0.41 | -3.33 | 0.2266 | -0.0001 | ||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) | 0.40 | 0.00 | 0.2250 | 0.0071 | ||
| US02582JJZ49 / 美国运通信用账户主信托 2023-1 | 0.40 | 0.00 | 0.2242 | 0.0072 | ||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48) | 0.40 | -12.99 | 0.2242 | -0.0253 | ||
| US05522RDG02 / BA信用卡信托 | 0.40 | 0.00 | 0.2240 | 0.0072 | ||
| PEP01000C5I0 / 特索雷里亚奖金 | 0.40 | 7.24 | 0.2233 | 0.0217 | ||
| US59024FAE43 / 美林另类票据 MANA 2007 A2 A3B | 0.40 | -1.49 | 0.2219 | 0.0043 | ||
| OXYD / 西方石油公司 - 存托凭证（普通股） | 0.39 | 0.26 | 0.2190 | 0.0080 | ||
| US69337BAA26 / PHH 另类抵押贷款信托系列 2007-1 | 0.39 | -0.77 | 0.2158 | 0.0050 | ||
| US40430TAC62 / 恒指资产证券化公司 HASC 2007 NC1 A3 | 0.38 | -1.54 | 0.2137 | 0.0037 | ||
| CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A / ABS-CBDO (US22846MAJ27) | 0.38 | -32.03 | 0.2130 | -0.0904 | ||
| US66988WAD83 / NovaStar 抵押融资信托，系列 2006-3 | 0.38 | 1.87 | 0.2126 | 0.0107 | ||
| US61753EAD22 / 摩根士丹利资本公司 MSAC 2007 HE2 A2D | 0.38 | 0.26 | 0.2123 | 0.0074 | ||
| US3623417Z67 / 金沙江抵押贷款信托 GSR 2006 1F 5A1 | 0.38 | -4.55 | 0.2108 | -0.0029 | ||
| US45661KAD28 / INDYMAC INDX 抵押贷款 TRU INDX 2006 AR11 2A1 | 0.38 | -1.06 | 0.2092 | 0.0046 | ||
| FNMA POOL CB9448 FN 11/54 FIXED 4.5 / ABS-MBS (US3140QVQA57) | 0.37 | -1.06 | 0.2090 | 0.0047 | ||
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (US67592CAL00) | 0.35 | -25.37 | 0.1969 | -0.0587 | ||
| US751152AB50 / 拉力 2006 QA7 2A1 | 0.35 | -3.63 | 0.1929 | -0.0007 | ||
| US03880XAA46 / Arbor Realty 抵押贷款义务有限公司，2022-FL1 系列，A 类 | 0.34 | -11.11 | 0.1922 | -0.0167 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A / ABS-MBS (US161931AP54) | 0.33 | -15.01 | 0.1865 | -0.0259 | ||
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (US66858CAN74) | 0.33 | -13.70 | 0.1864 | -0.0227 | ||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) | 0.33 | -9.56 | 0.1851 | -0.0128 | ||
| US38380LFE83 / 政府国民抵押贷款 A GNR 2018 H09 FA | 0.32 | -0.62 | 0.1794 | 0.0048 | ||
| MX0SGO0000M6 / 墨西哥乌迪博诺 | 0.31 | 11.91 | 0.1732 | 0.0236 | ||
| US05377RHL15 / Avis Budget 租车融资 AESOP LLC | 0.31 | 0.33 | 0.1720 | 0.0059 | ||
| SCE.PRK / SCE Trust V - 首选安全 | 0.30 | 0.33 | 0.1690 | 0.0061 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (US14687RAC51) | 0.30 | -0.33 | 0.1686 | 0.0048 | ||
| US42806MBS70 / 赫兹汽车融资 III 有限责任公司 | 0.30 | -0.33 | 0.1682 | 0.0053 | ||
| US81377GAA76 / 证券化资产支持应收账款有限责任公司信托 2006-FR4 | 0.30 | -0.33 | 0.1682 | 0.0049 | ||
| US842400HQ95 / 南加州爱迪生 REGD SER D 4.70000000 | 0.30 | 0.67 | 0.1679 | 0.0062 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.30 | 50.51 | 0.1666 | 0.0593 | ||
| GS / 高盛集团 - 存托凭证（普通股） | 0.30 | 1.72 | 0.1653 | 0.0079 | ||
| US38141GYA65 / 高盛集团公司/ | 0.29 | 1.03 | 0.1637 | 0.0067 | ||
| SAGB / 南非共和国政府债券 | 0.29 | 6.27 | 0.1610 | 0.0144 | ||
| XS2318315921 / 亚洲基础设施投资银行/ | 0.29 | -1.71 | 0.1608 | 0.0024 | ||
| US007036TD80 / 可调整利率抵押贷款信托手臂 2005 10 2A1 | 0.28 | -1.04 | 0.1589 | 0.0034 | ||
| US75115BAB53 / 住宅信用贷款，RALI 2006 QA5 1A2 | 0.28 | -3.41 | 0.1580 | -0.0004 | ||
| US94985GAH92 / 富国银行替代贷款 2007-PA3 信托 | 0.28 | -0.71 | 0.1558 | 0.0041 | ||
| US3622MGAB47 / GSAMP 信托 GSAMP 2007 NC1 A2A | 0.28 | 2.95 | 0.1557 | 0.0093 | ||
| US91282CBJ99 / 美国国库券/债券 | 0.28 | 1.09 | 0.1552 | 0.0068 | ||
| US3128MMWV14 / 房地美黄金池 | 0.26 | -5.09 | 0.1458 | -0.0028 | ||
| FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 / ABS-MBS (US3142GQEJ75) | 0.26 | -0.38 | 0.1456 | 0.0041 | ||
| US02146TAG22 / 全国替代贷款 T CWALT 2006 24CB A7 | 0.26 | -1.89 | 0.1446 | 0.0018 | ||
| US3137A8VQ82 / 房地美·雷米斯 | 0.25 | 1.23 | 0.1378 | 0.0057 | ||
| US45660KAA97 / IndyMac INDX 抵押贷款信托 2006-AR39 | 0.25 | -2.39 | 0.1370 | 0.0011 | ||
| ZAG000077470 / 南非共和国政府债券 | 0.24 | 7.49 | 0.1362 | 0.0134 | ||
| US126670KK30 / 全国资产支持证书，2005-AB4 系列，2A1 级 | 0.24 | -0.82 | 0.1357 | 0.0032 | ||
| US76089RAA23 / 研究驱动的帕加亚汽车资产信托 2023-3 | 0.24 | -16.96 | 0.1313 | -0.0214 | ||
| US715638BE14 / 秘鲁政府国际债券 | 0.22 | -15.33 | 0.1232 | -0.0181 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (EZ2BLZ4YH9B3) | 0.21 | 0.1191 | 0.1191 | |||
| MX0SGO0000K0 / 墨西哥乌迪博诺 | 0.21 | 11.58 | 0.1187 | 0.0158 | ||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 0.21 | -37.87 | 0.1171 | -0.0656 | ||
| MSBR34 / 摩根士丹利 - 存托凭证（普通股） | 0.21 | 0.49 | 0.1159 | 0.0046 | ||
| MFG / 瑞穗金融集团 - 存托凭证（普通股） | 0.21 | 0.49 | 0.1148 | 0.0043 | ||
| US404280DZ92 / 汇丰控股有限公司 REGD V/R 5.88700000 | 0.20 | -0.49 | 0.1131 | 0.0035 | ||
| FCT / 芬坎蒂尼公司 | 0.20 | 0.1130 | 0.1130 | |||
| AXP / 美国运通公司 - 存托凭证（普通股） | 0.20 | 1.51 | 0.1129 | 0.0051 | ||
| MSBR34 / 摩根士丹利 - 存托凭证（普通股） | 0.20 | 1.00 | 0.1129 | 0.0050 | ||
| US34540TF236 / 福特汽车信贷有限责任公司，6.800%，2025 年 8 月 20 日 | 0.20 | 0.50 | 0.1124 | 0.0040 | ||
| BCS / 巴克莱银行 - 存托凭证（普通股） | 0.20 | 0.50 | 0.1124 | 0.0044 | ||
| US34540TF236 / 福特汽车信贷有限责任公司，6.800%，2025 年 8 月 20 日 | 0.20 | 1.01 | 0.1118 | 0.0049 | ||
| MSBR34 / 摩根士丹利 - 存托凭证（普通股） | 0.20 | 1.01 | 0.1117 | 0.0047 | ||
| US928668BY79 / 大众汽车集团美国财务有限责任公司 | 0.20 | 0.00 | 0.1116 | 0.0035 | ||
| MFG / 瑞穗金融集团 - 存托凭证（普通股） | 0.20 | 0.1115 | 0.1115 | |||
| TRT061124T11 / 土耳其政府债券 | 0.20 | -1.99 | 0.1100 | 0.0011 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.20 | 0.1089 | 0.1089 | |||
| TRT061124T11 / 土耳其政府债券 | 0.19 | -2.56 | 0.1062 | 0.0006 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A / ABS-O (US448973AB35) | 0.19 | -35.64 | 0.1040 | -0.0524 | ||
| MX0MGO0001F1 / 墨西哥奖金 | 0.19 | -59.48 | 0.1039 | -0.1439 | ||
| US91282CAY75 / UST 票据 0.625% 11/30/2027 | 0.19 | 1.09 | 0.1037 | 0.0046 | ||
| US74922PAC86 / 住宅信用贷款，RALI 2007 QA2 A3 | 0.18 | -4.19 | 0.1022 | -0.0009 | ||
| US81377AAE29 / 证券化资产支持的 RECEI SABR 2006 HE2 A2D | 0.17 | -0.58 | 0.0962 | 0.0026 | ||
| US02147DAB73 / 另类贷款信托 2006-OA11 | 0.17 | -2.30 | 0.0950 | 0.0010 | ||
| US07386HXZ99 / 贝尔斯登 ALT A 信托 BALTA 2005 9 21A1 | 0.17 | -0.59 | 0.0946 | 0.0024 | ||
| US12669HAA77 / 全国资产支持凭证 | 0.17 | 0.00 | 0.0924 | 0.0029 | ||
| US52524VAG41 / 雷曼 XS 信托，2007-15N 系列 | 0.16 | -5.26 | 0.0907 | -0.0016 | ||
| US842400FZ13 / 南加州爱迪生公司债券 4.65% 到期日 2043 年 10 月 1 日 | 0.16 | -3.59 | 0.0903 | -0.0002 | ||
| US52525BAD47 / 雷曼 XS 信托 LXS 2007 16N 2A2 | 0.16 | -3.09 | 0.0879 | 0.0002 | ||
| R2037 / 南非 - 主权或政府机构债务 | 0.16 | 8.28 | 0.0877 | 0.0094 | ||
| US362669BJ12 / 金沙江抵押贷款信托 GSR 2007 4F 3A8 | 0.15 | -5.56 | 0.0856 | -0.0020 | ||
| CZECH / 捷克共和国政府债券 | 0.15 | 10.29 | 0.0838 | 0.0100 | ||
| US76089EAA10 / 研究驱动的 Pagaya 电机 A RPM 2022 1A A 144A | 0.15 | -12.50 | 0.0825 | -0.0083 | ||
| US64830TAD00 / NRZT 2020-1A A1B | 0.15 | -3.92 | 0.0823 | -0.0005 | ||
| BRSTNCLTN7Z6 / 巴西 LTN BRL 0.0% 07-01-25 | 0.15 | -91.24 | 0.0821 | -0.8241 | ||
| US35729PNC04 / 弗里蒙特住房贷款信托 2005-E | 0.15 | -8.75 | 0.0815 | -0.0049 | ||
| US83612NAE58 / SOUNDVIEW 房屋净值贷款 TRU SVHE 2007 WMC1 3A3 | 0.14 | -0.70 | 0.0796 | 0.0022 | ||
| US16165AAD63 / CHASEFLEX 信托 CFLX 2007 3 2A1 | 0.14 | -0.70 | 0.0794 | 0.0023 | ||
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A / ABS-O (US14318WAB37) | 0.14 | -44.75 | 0.0793 | -0.0595 | ||
| US12668AWH49 / 全国替代贷款 T CWALT 2005 58 A1 | 0.14 | -4.76 | 0.0783 | -0.0013 | ||
| R2032 / 南非 - 公司债券/票据 | 0.14 | 7.69 | 0.0782 | 0.0078 | ||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0.14 | 0.0762 | 0.0762 | |||
| US65535AAD63 / 野村房屋股权贷款有限公司 NHELI 2006 AF1 A4 | 0.14 | 0.00 | 0.0761 | 0.0024 | ||
| US83612TAB89 / Soundview 住房贷款信托，2007-OPT1 系列，2A1 级 | 0.14 | -0.74 | 0.0753 | 0.0019 | ||
| US31397KC909 / 房地美·雷米斯 | 0.13 | -3.60 | 0.0750 | -0.0000 | ||
| US46628GAL32 / 摩根大通替代贷款 T JPALT 2006 A2 3A1 | 0.13 | -1.49 | 0.0740 | 0.0013 | ||
| US86359LSM27 / 结构性资产抵押投资 II 信托，2006-AR2 系列，A1 类 | 0.13 | -7.86 | 0.0720 | -0.0036 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) | 0.13 | 0.0715 | 0.0715 | |||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) | 0.13 | 0.0715 | 0.0715 | |||
| US61911GAA22 / 抵押股权转换资产信托 2007-FF3 | 0.13 | -20.25 | 0.0706 | -0.0149 | ||
| US17313QAL23 / 花旗集团抵押贷款信托 CMLTI 2007 10 22AA | 0.13 | -4.58 | 0.0702 | -0.0005 | ||
| US41161QAD34 / 港景抵押贷款信托 HVMLT 2006 3 3A | 0.12 | 0.00 | 0.0696 | 0.0027 | ||
| US07386HWZ09 / 公司首席营销官 | 0.12 | -3.12 | 0.0694 | 0.0000 | ||
| US863579C309 / 结构性可调利率 MOR SARM 2005 21 6A3 | 0.12 | -2.36 | 0.0694 | 0.0007 | ||
| US41161PMG53 / HARBORVIEW 抵押贷款信托 2005-3 SER 2005-3 CL 2A1A V/R REGD 2.21325000 | 0.12 | -3.17 | 0.0681 | -0.0002 | ||
| US576433EU63 / MASTR 可调利率抵押贷款 MARM 2003 4 B1 | 0.12 | -4.07 | 0.0661 | -0.0004 | ||
| US46628TAD37 / 摩根大通抵押贷款收购 JPMAC 2006 WMC2 A4 | 0.11 | 6.73 | 0.0621 | 0.0059 | ||
| US46651QAA58 / 摩根大通商业抵押证券信托 2019-FL12 | 0.11 | -1.80 | 0.0612 | 0.0009 | ||
| US54251MAA27 / 长滩抵押贷款信托，2006-4 系列，1A 级 | 0.11 | -1.82 | 0.0607 | 0.0010 | ||
| US88522XAE13 / Thornburg 抵押证券信托，2007-3 系列，3A1 级 | 0.11 | -1.85 | 0.0593 | 0.0006 | ||
| US67571BAA17 / 辛烷应收账款信托 2023 年 1 月 | 0.11 | -36.36 | 0.0588 | -0.0306 | ||
| US126650BQ21 / CVS 传递信任 | 0.10 | -4.59 | 0.0584 | -0.0005 | ||
| JPM / 摩根大通公司-存托凭证（普通股） | 0.10 | 0.00 | 0.0579 | 0.0023 | ||
| US07384MTD47 / Bear Stearns ARM Trust，2003-2 系列，A5 级 | 0.10 | -1.90 | 0.0578 | 0.0011 | ||
| US542514KV50 / 长滩抵押贷款信托 LBMLT 2005 2 M5 | 0.10 | -25.55 | 0.0572 | -0.0170 | ||
| WFC / 富国银行 - 存托凭证（普通股） | 0.10 | 0.00 | 0.0570 | 0.0019 | ||
| US86361BAF40 / 结构化可调利率 MOR SARM 2006 7 3AF | 0.10 | 0.00 | 0.0569 | 0.0015 | ||
| RYBD34 / 加拿大皇家银行-存托凭证（普通股） | 0.10 | 1.00 | 0.0566 | 0.0022 | ||
| JPM / 摩根大通公司-存托凭证（普通股） | 0.10 | 0.00 | 0.0563 | 0.0019 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) | 0.10 | 0.00 | 0.0561 | 0.0017 | ||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) | 0.10 | 0.00 | 0.0560 | 0.0019 | ||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) | 0.10 | 0.00 | 0.0560 | 0.0016 | ||
| VICI PROPERTIES LP SR UNSECURED 11/31 5.125 / DBT (US925650AH69) | 0.10 | 2.04 | 0.0559 | 0.0026 | ||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) | 0.10 | 1.01 | 0.0558 | 0.0022 | ||
| DEUTSCHE BANK REPO REPO / RA (000000000) | 0.10 | 0.0558 | 0.0558 | |||
| JPM / 摩根大通公司-存托凭证（普通股） | 0.10 | 1.03 | 0.0552 | 0.0024 | ||
| US96041AAC09 / 西湖汽车应收账款信托 2023-4 SER 2023-4A CL A2 REGD 144A P/P 6.23000000 | 0.10 | -62.16 | 0.0550 | -0.0852 | ||
| US097023DG73 / 波音公司 | 0.10 | 1.03 | 0.0549 | 0.0021 | ||
| US87264ABF12 / 公司备注 | 0.10 | 2.11 | 0.0542 | 0.0024 | ||
| US92927BAA08 / WAMU 抵押贷款通过 CER WAMU 2007 OA6 1A | 0.10 | -2.04 | 0.0540 | 0.0011 | ||
| US95000U2S19 / 富国银行 | 0.10 | 1.05 | 0.0537 | 0.0022 | ||
| US04013BAB80 / 银色证券公司 ARSI 2006 M2 A2B | 0.10 | -1.04 | 0.0531 | 0.0011 | ||
| US69121PBU66 / 自有抵押贷款资产 2005 年归还自有 5 M1 | 0.09 | -3.12 | 0.0521 | -0.0002 | ||
| US91282CAL54 / 美国国库券/债券 | 0.09 | 1.10 | 0.0518 | 0.0023 | ||
| US57643GAE70 / MASTR 资产支持证券信托，2006-FRE2 系列，A5 类 | 0.09 | -3.16 | 0.0517 | 0.0004 | ||
| US55379AAA25 / M360 2021-CRE3 Ltd | 0.09 | -60.34 | 0.0516 | -0.0737 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0511 | 0.0511 | |||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 0.09 | 100.00 | 0.0505 | 0.0261 | ||
| US550279AM51 / Luminent 抵押贷款信托，2006-1 系列，A1 级 | 0.09 | 0.00 | 0.0503 | 0.0014 | ||
| US31396XNT71 / 房利美 FNR 2007 96 OF | 0.09 | -4.35 | 0.0492 | -0.0007 | ||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.09 | 0.0490 | 0.0490 | |||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) | 0.09 | -43.51 | 0.0488 | -0.0345 | ||
| US59024FAF18 / 美林另类票据 MANA 2007 A2 A3C | 0.08 | -1.23 | 0.0450 | 0.0009 | ||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) | 0.08 | 54.00 | 0.0434 | 0.0163 | ||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (US30166UAB61) | 0.08 | -71.26 | 0.0422 | -0.0986 | ||
| US61759FAU57 / 公司首席营销官 | 0.08 | -1.32 | 0.0420 | 0.0006 | ||
| US31397KL827 / 房地美·雷米斯 | 0.07 | -7.50 | 0.0418 | -0.0015 | ||
| US46628BAG59 / 摩根抵押信托 JPMMT 2006 A6 1A4L | 0.07 | -2.63 | 0.0417 | 0.0003 | ||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.07 | 0.0409 | 0.0409 | |||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A2A / ABS-O (US36268GAB14) | 0.07 | -52.60 | 0.0407 | -0.0424 | ||
| US03065UAB52 / 美国信贷汽车应收账款信托 2023 年 2 月 | 0.07 | -58.62 | 0.0405 | -0.0535 | ||
| US59020UH324 / 美林抵押贷款投资 MLMI 2005 A7 2A1 | 0.07 | -1.41 | 0.0396 | 0.0008 | ||
| US31397KE319 / FHLMC，3360 系列，FC 级 | 0.07 | -4.11 | 0.0395 | -0.0003 | ||
| US43709XAF87 / 房屋抵押贷款资产支持信托系列INABS | 0.07 | -1.41 | 0.0391 | 0.0004 | ||
| US02660CAF77 / 美国住房抵押贷款投资 AHM 2007 2 13A1 | 0.07 | -1.45 | 0.0380 | 0.0006 | ||
| US31394TYD17 / 房地美·雷米斯 | 0.07 | -2.99 | 0.0368 | 0.0001 | ||
| US76088TAA97 / 转速 22-3A 144A 5.38% 11-25-30 | 0.06 | -43.64 | 0.0348 | -0.0250 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0342 | 0.0342 | |||
| US46630GAC96 / 摩根大通抵押贷款信托 | 0.06 | 0.00 | 0.0336 | 0.0008 | ||
| US12668BBN29 / 全国替代贷款 T CWALT 2005 81 A1 | 0.06 | -3.23 | 0.0335 | -0.0001 | ||
| US949789AA94 / 富国银行抵押贷款支持证券 2006-AR19 信托 | 0.06 | -3.33 | 0.0328 | 0.0004 | ||
| US31397FNM04 / 房地美 FHR 3289 FG | 0.05 | -11.86 | 0.0295 | -0.0027 | ||
| US92925VAK61 / WAMU 抵押贷款通过 CER WAMU 2007 HY1 3A3 | 0.05 | 0.00 | 0.0288 | 0.0009 | ||
| US3137A9D525 / 房地美·雷米斯 | 0.05 | -1.92 | 0.0286 | 0.0003 | ||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) | 0.05 | -57.76 | 0.0277 | -0.0350 | ||
| US61746WWR77 / 摩根士丹利添惠资本 I Inc 信托 2002-AM3 | 0.05 | -11.11 | 0.0269 | -0.0023 | ||
| US362382AE30 / GSAA 家庭股权信托 GSAA 2006 9 A2 | 0.05 | -2.08 | 0.0263 | 0.0003 | ||
| US92925DAD21 / WAMU 抵押贷款通过 CER WAMU 2006 AR17 2A | 0.05 | 0.00 | 0.0258 | 0.0008 | ||
| US31397QZU56 / 房利美 FNR 2011 17 KS | 0.05 | -2.17 | 0.0254 | 0.0006 | ||
| US16162XAA54 / 大通抵押贷款金融公司大通 2006 S3 1A1 | 0.04 | -2.22 | 0.0250 | 0.0006 | ||
| US91683TAB52 / 新贵证券化信托 UPST 2022 3 A 144A | 0.04 | -58.88 | 0.0246 | -0.0333 | ||
| US31394FHD06 / FNMA，2005-79 系列，NF 级 | 0.04 | -4.44 | 0.0244 | -0.0004 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.04 | 0.0239 | 0.0239 | |||
| FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (US3138E0LC13) | 0.04 | -18.00 | 0.0230 | -0.0044 | ||
| US23292HAB78 / DLLAA 2023-1 有限责任公司 | 0.04 | -68.25 | 0.0225 | -0.0459 | ||
| US12668BDC46 / 另类贷款信托 2005-76 | 0.04 | -5.00 | 0.0214 | -0.0003 | ||
| US61760JAA88 / 摩根士丹利复发信托 MSRR 2011 R2 1A 144A | 0.04 | -2.56 | 0.0214 | 0.0004 | ||
| US75115AAA97 / RALI 系列 2006-QS8 信任 | 0.04 | -5.26 | 0.0206 | -0.0001 | ||
| FNMA POOL DB8491 FN 07/54 FIXED 5.5 / ABS-MBS (US3140AJNH73) | 0.04 | 0.00 | 0.0201 | 0.0003 | ||
| US61754HAD44 / 摩根士丹利抵押贷款 T MSM 2007 7AX 2A3 | 0.04 | -2.78 | 0.0197 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0194 | 0.0194 | |||
| US12669F6Z19 / CWMBS 公司 | 0.03 | -2.86 | 0.0192 | 0.0000 | ||
| US617487AC74 / 摩根士丹利抵押贷款信托 2006-16AX | 0.03 | -2.86 | 0.0190 | -0.0004 | ||
| INF SWAP US IT 2.487 12/07/21-30Y LCH / DIR (000000000) | 0.03 | 0.0181 | 0.0181 | |||
| US126384BX33 / 瑞士信贷抵押信托 华润上华 2007 2 1A13 | 0.03 | -6.06 | 0.0175 | -0.0004 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0173 | 0.0173 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0173 | 0.0173 | |||
| CDX HY44 5Y ICE / DCR (000000000) | 0.03 | 0.0171 | 0.0171 | |||
| US91680YAY77 / 新贵结构化通过 USPTT 2022 2A A 144A | 0.03 | -17.14 | 0.0163 | -0.0030 | ||
| US576433C539 / MASTR 可调整利率抵押贷款 MARM 2005 6 5A2 | 0.03 | -3.45 | 0.0161 | 0.0003 | ||
| US14686RAA05 / Carvana 汽车应收账款信托 2023-N3 | 0.03 | -53.33 | 0.0160 | -0.0166 | ||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.03 | 0.0155 | 0.0155 | |||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.03 | 0.0155 | 0.0155 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0153 | 0.0153 | |||
| US3136BBAR38 / 房利美-Aces | 0.03 | -10.34 | 0.0150 | -0.0006 | ||
| MX0SGO0000F0 / 墨西哥乌迪博诺 | 0.03 | 13.04 | 0.0149 | 0.0020 | ||
| US16163CAN20 / 大通抵押贷款金融公司大通 2006 A1 4A1 | 0.03 | -7.14 | 0.0148 | -0.0003 | ||
| US31396URJ15 / 房地美 FHR 3181 PS | 0.03 | 0.00 | 0.0148 | 0.0002 | ||
| US88522XAC56 / 桑伯格抵押证券信托 2007 年 3 月 | 0.03 | -10.34 | 0.0147 | -0.0011 | ||
| US12669FL509 / 全国住房贷款 CWHL 2004 15 4A | 0.03 | -3.85 | 0.0140 | -0.0001 | ||
| US02152AAB52 / 全国替代贷款 T CWALT 2007 16CB 1A2 | 0.02 | -4.00 | 0.0139 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | 0.02 | 0.0135 | 0.0135 | |||
| 952NPH004 / 瑞士信贷集团 COCO JR SUB 144A | 0.02 | 0.00 | 0.0134 | 0.0004 | ||
| US16162YAE59 / 大通抵押融资信托，2006-S4 系列，A5 级 | 0.02 | -8.00 | 0.0133 | -0.0003 | ||
| US92927XAE40 / WAMU 抵押贷款通过 CER WAMU 2007 HY6 2A3 | 0.02 | -4.17 | 0.0133 | 0.0002 | ||
| FED HM LN PC POOL QI7629 FR 06/54 FIXED 5.5 / ABS-MBS (US3133WEPN48) | 0.02 | 0.00 | 0.0123 | 0.0004 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0121 | 0.0121 | |||
| US3622MPAN83 / GSR 抵押贷款信托 2007-1F GSR 2007-1F 2A4 | 0.02 | -4.55 | 0.0119 | -0.0002 | ||
| US72201W1541 / PIMCO PRV 短期 FLT III 共同基金 | 0.02 | 0.00 | 0.0117 | 0.0005 | ||
| XS0290416527 / EUROHOME 英国抵押贷款 PLC EHMU 2007 1 A REGS | 0.02 | -16.67 | 0.0114 | -0.0017 | ||
| US31397KZG92 / 房地美 FHR 3376 FD | 0.02 | -5.00 | 0.0111 | -0.0001 | ||
| US31394FAF27 / 房利美 FNR 2005 75 OF | 0.02 | -9.52 | 0.0110 | -0.0004 | ||
| US57563NAA63 / 马萨诸塞州教育财政局 SER 2008-1 CL A1 V/R 2.88963000 | 0.02 | -5.00 | 0.0110 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0106 | 0.0106 | |||
| US12668AN276 / 另类贷款信托 2005-69 | 0.02 | -5.26 | 0.0106 | 0.0003 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0106 | 0.0106 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0105 | 0.0105 | |||
| US41162GAA04 / HarborView 抵押贷款信托 2006-11 | 0.02 | 0.00 | 0.0100 | 0.0002 | ||
| US07384MR877 / 贝尔斯登 ARM 信托 2004 年 3 月 | 0.02 | -5.56 | 0.0100 | 0.0001 | ||
| US88339FAA12 / 定理资助信托 2022 年 2 月 | 0.02 | -67.92 | 0.0096 | -0.0194 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0096 | 0.0096 | |||
| US23345WAA36 / DT 汽车业主信托 2023-3 | 0.02 | -83.33 | 0.0088 | -0.0402 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) | 0.02 | -58.33 | 0.0087 | -0.0110 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0087 | 0.0087 | |||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.02 | 0.0087 | 0.0087 | |||
| US07386HYW59 / 贝尔斯登 ALT A 信托 BALTA 2005 10 11A1 | 0.02 | -6.25 | 0.0086 | -0.0003 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.02 | 0.0084 | 0.0084 | |||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) | 0.01 | 7.69 | 0.0084 | 0.0013 | ||
| US93363RAB24 / WaMu 抵押贷款传递证书系列 2006-AR13 信托 | 0.01 | 0.00 | 0.0082 | 0.0003 | ||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0080 | 0.0080 | |||
| OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (EZK9X312V5L2) | 0.01 | -13.33 | 0.0077 | -0.0005 | ||
| US92922F5U86 / WaMu 抵押贷款传递证书系列 2005-AR15 信托 | 0.01 | -7.14 | 0.0076 | 0.0000 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0073 | 0.0073 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0073 | 0.0073 | |||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.01 | 0.0073 | 0.0073 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0067 | 0.0067 | |||
| US073875AA49 / 贝尔斯登 ALT A 信托巴尔塔 2006 7 1A1 | 0.01 | 0.00 | 0.0066 | 0.0002 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0065 | 0.0065 | |||
| US126694S412 / 全国另类贷款信托 | 0.01 | 0.00 | 0.0064 | 0.0001 | ||
| US12668ACP84 / 全国替代贷款 T CWALT 2005 51 2A1 | 0.01 | -8.33 | 0.0063 | -0.0005 | ||
| US31396WLX29 / 房利美 REMICS | 0.01 | 0.00 | 0.0062 | 0.0001 | ||
| US12669GJB86 / CHL 抵押贷款传递信托 2004-29 | 0.01 | -8.33 | 0.0062 | -0.0008 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0060 | 0.0060 | |||
| US46630PAE51 / 摩根抵押信托 JPMMT 2007 A2 2A1 | 0.01 | 0.00 | 0.0058 | 0.0000 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0057 | 0.0057 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0057 | 0.0057 | |||
| US589929R265 / 美林抵押投资者信托 MLMI 系列 2003-A3 | 0.01 | 0.00 | 0.0057 | 0.0000 | ||
| US45660LUD99 / IndyMac INDX 抵押贷款信托 2005-AR16IP | 0.01 | 0.00 | 0.0056 | 0.0001 | ||
| US31394V6K15 / 房利美 FNR 2006 16 SM | 0.01 | -10.00 | 0.0056 | 0.0000 | ||
| US94984UAE64 / 富国银行替代贷款 T WFALT 2007 PA4 2A1 | 0.01 | 0.00 | 0.0055 | 0.0001 | ||
| US12668AKQ75 / 全国替代贷款 T CWALT 2005 53T2 2A2 | 0.01 | -10.00 | 0.0055 | 0.0000 | ||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0054 | 0.0054 | |||
| US83162CSN47 / 美国小企业管理局 | 0.01 | -25.00 | 0.0053 | -0.0013 | ||
| US05952EAA47 / 美国银行融资公司 BAFC 2007 B A1 | 0.01 | 0.00 | 0.0053 | 0.0000 | ||
| US05949AZE36 / 美国银行抵押贷款担保银行 2004 L 2A1 | 0.01 | 0.00 | 0.0049 | 0.0001 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0048 | 0.0048 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 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 | |||
| US12667GL840 / 另类贷款信托 2005-43 | 0.01 | 0.00 | 0.0045 | 0.0001 | ||
| US07384MXB35 / 贝尔斯登可调利率 M BSARM 2003 6 2A1 | 0.01 | -12.50 | 0.0044 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0043 | 0.0043 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0042 | 0.0042 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0042 | 0.0042 | |||
| US05948XT270 / 美国银行抵押贷款信托，2004-A 系列，2A2 级 | 0.01 | 0.00 | 0.0042 | 0.0001 | ||
| BOUGHT PEN SOLD USD 20251031 / DFE (000000000) | 0.01 | 0.0042 | 0.0042 | |||
| US31396LT267 / FNMA、REMIC、系列 2006-115、ES 级 | 0.01 | 0.00 | 0.0042 | -0.0001 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0042 | 0.0042 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0041 | 0.0041 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0041 | 0.0041 | |||
| US46628BBC37 / 摩根抵押信托 JPMMT 2006 A6 3A1 | 0.01 | 0.00 | 0.0040 | 0.0001 | ||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0.01 | 20.00 | 0.0037 | 0.0008 | ||
| US86359LEV71 / 结构性资产抵押投资 II 信托 2004-AR6 | 0.01 | 0.00 | 0.0036 | -0.0001 | ||
| INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) | 0.01 | 0.0035 | 0.0035 | |||
| US16162WPB99 / 大通抵押融资信托 | 0.01 | -16.67 | 0.0033 | -0.0001 | ||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0.01 | -83.87 | 0.0031 | -0.0140 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0031 | 0.0031 | |||
| US86359SAD62 / 结构性资产证券公司抵押贷款信托，2006-BC5 系列，A4 类 | 0.01 | -54.55 | 0.0030 | -0.0035 | ||
| US07387AGZ21 / 贝尔斯登可调利率抵押贷款信托，2006-1 系列，A1 级 | 0.01 | 0.00 | 0.0030 | 0.0001 | ||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.01 | 0.0029 | 0.0029 | |||
| US31396WTU08 / 房利美 REMICS | 0.01 | 0.00 | 0.0029 | 0.0000 | ||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | 0.01 | 0.0028 | 0.0028 | |||
| US362341WZ88 / 金沙江抵押贷款信托 | 0.00 | -20.00 | 0.0028 | 0.0001 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0027 | 0.0027 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0027 | 0.0027 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0026 | 0.0026 | |||
| US65535VLL08 / 野村资产承兑公司 NAA 2005 AP2 A5 | 0.00 | 0.00 | 0.0025 | 0.0000 | ||
| US61749LAP67 / 摩根士丹利抵押贷款信托 2006-8AR | 0.00 | 0.00 | 0.0025 | -0.0001 | ||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0024 | 0.0024 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0024 | 0.0024 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0024 | 0.0024 | |||
| RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.00 | 0.00 | 0.0023 | -0.0002 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0023 | 0.0023 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0022 | 0.0022 | |||
| US31393BX754 / 房利美信托基金 2003-W6 | 0.00 | -25.00 | 0.0022 | -0.0000 | ||
| US466247ZP16 / 摩根大通抵押贷款信托 2005-A1 | 0.00 | 0.00 | 0.0021 | 0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0021 | 0.0021 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0021 | 0.0021 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0021 | 0.0021 | |||
| US07384MTM46 / 贝尔斯登 ARM 信托 2003 年 1 月 | 0.00 | 0.00 | 0.0020 | -0.0000 | ||
| US07384M2E17 / 贝尔斯登 ARM 信托 2004 年 1 月 | 0.00 | 0.00 | 0.0019 | 0.0000 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0019 | 0.0019 | |||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) | 0.00 | 50.00 | 0.0019 | 0.0004 | ||
| US863579JG47 / 结构性可调利率抵押贷款信托 | 0.00 | 0.00 | 0.0019 | 0.0000 | ||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 200.00 | 0.0018 | 0.0013 | ||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0018 | 0.0018 | |||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.00 | 50.00 | 0.0017 | 0.0004 | ||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) | 0.00 | 200.00 | 0.0017 | 0.0007 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.00 | -33.33 | 0.0015 | -0.0002 | ||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) | 0.00 | 100.00 | 0.0015 | 0.0004 | ||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.00 | 0.00 | 0.0015 | 0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| 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 | 0.0007 | ||
| TRT061124T11 / 土耳其政府债券 | 0.00 | 0.00 | 0.0014 | -0.0000 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | |||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.00 | 0.00 | 0.0013 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| US31396NH417 / 房地美 FHR 3136 NS | 0.00 | 0.00 | 0.0012 | -0.0000 | ||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.00 | 0.00 | 0.0012 | -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 CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0.00 | 0.00 | 0.0011 | 0.0004 | ||
| US585525EN47 / MRFC 抵押传递信托系列 2000-TBC3 | 0.00 | -50.00 | 0.0011 | -0.0000 | ||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.00 | -50.00 | 0.0011 | -0.0002 | ||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) | 0.00 | 0.0010 | 0.0010 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| US362669AK93 / 金沙江抵押贷款信托 2007-4F | 0.00 | 0.00 | 0.0010 | -0.0000 | ||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.00 | 0.0009 | 0.0004 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.00 | 0.0009 | 0.0003 | ||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.00 | 0.0009 | 0.0003 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| US86359LRW18 / 结构性资产抵押投资 SAMI 2005 AR8 A1A | 0.00 | 0.00 | 0.0008 | 0.0000 | ||
| US17307GWE42 / 花旗集团抵押贷款信托公司 | 0.00 | 0.00 | 0.0008 | -0.0001 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.00 | 0.0008 | 0.0008 | |||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.00 | 0.0008 | 0.0007 | |||
| RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (EZZQZ45304B1) | 0.00 | 0.0007 | 0.0004 | |||
| RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.00 | 0.00 | 0.0007 | 0.0001 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.00 | 0.0007 | 0.0001 | ||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.00 | 0.0007 | 0.0006 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| US86359BGG05 / 结构性可调利率抵押贷款信托，2004-1 系列，4A2 级 | 0.00 | 0.00 | 0.0006 | -0.0000 | ||
| US06051GAX79 / 美国银行资助 2004-A 信托 | 0.00 | 0.00 | 0.0006 | 0.0000 | ||
| BOUGHT CNH 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 TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZJY8RTJK2L1) | 0.00 | -100.00 | 0.0005 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.00 | -100.00 | 0.0005 | -0.0001 | ||
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE / DCR (EZ7728G77FY7) | 0.00 | 0.0005 | 0.0005 | |||
| US00442BAB71 / 安达证券 ACE 2006 HE4 A2A | 0.00 | 0.0005 | 0.0000 | |||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0004 | 0.0004 | |||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0004 | 0.0004 | |||
| US07384M4E98 / 贝尔斯登可调利率抵押贷款信托 2004 | 0.00 | 0.0004 | -0.0001 | |||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.00 | 0.0004 | 0.0004 | |||
| SOLD COP BOUGHT USD 20250917 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0.00 | 0.0003 | 0.0003 | |||
| US12669GHG91 / 全国住房贷款 CWHL 2004 HYB9 1A1 | 0.00 | 0.0003 | 0.0000 | |||
| US12667GTQ63 / 全国替代贷款 T CWALT 2005 26CB A4 | 0.00 | 0.0003 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| US07384M3D25 / 贝尔斯登 ARM 信托 2004-9 BSARM 2004-9 22A1 | 0.00 | 0.0003 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0.00 | -100.00 | 0.0002 | -0.0012 | ||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| 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 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0.00 | 0.0001 | 0.0003 | |||
| 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 TRY SOLD USD 20250701 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US466247LZ44 / 摩根抵押信托 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 | 0.00 | 0.0001 | -0.0000 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US36228FNB84 / 金沙江抵押贷款信托 | 0.00 | 0.0001 | 0.0000 | |||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US939336PL10 / Washington Mutual MSC 抵押贷款传递证书系列 2003-AR1 信托 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US07384MSH69 / 贝尔斯登 ARM 信托 2002-11 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT NOK 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 JPY 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 THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT JPY SOLD USD 20250804 / 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 | |||
| US05948XBV29 / 美国银行抵押贷款信托，2003-D 系列，2A4 级 | 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 | |||
| 317U7NNA8 PIMCO SWAPTION 5.85 PUT USD 20251124 / DIR (EZZ8D3GWSG66) | 0.00 | 0.0000 | -0.0000 | |||
| 317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| MSFT / 微软公司 | 0.00 | -100.00 | -0.0626 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | -0.0000 | -0.0000 | |||
| UNH / 联合健康集团公司 | 0.00 | -100.00 | -0.0873 | |||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 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 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| 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 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 | |||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250702 / 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 SGD BOUGHT USD 20250805 / 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 CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| 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 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.00 | -0.0002 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) | -0.00 | -100.00 | -0.0003 | 0.0010 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| 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 | 0.0010 | ||
| SOLD NZD BOUGHT USD 20250702 / 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 | -0.0005 | -0.0005 | |||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | -0.00 | -0.0007 | -0.0007 | |||
| IRS EUR 2.65000 01/08/24-10Y LCH / DIR (EZGRMVPMTWZ4) | -0.00 | -0.0007 | -0.0005 | |||
| 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 | -0.0002 | |||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.00 | 0.00 | -0.0007 | 0.0002 | ||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.00 | 0.00 | -0.0007 | 0.0002 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.00 | 0.00 | -0.0009 | -0.0004 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.00 | -50.00 | -0.0009 | 0.0002 | ||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0.00 | 0.00 | -0.0009 | -0.0004 | ||
| SOLD COP BOUGHT USD 20250811 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.00 | 0.00 | -0.0010 | -0.0004 | ||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.00 | 0.00 | -0.0010 | -0.0004 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | |||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) | -0.00 | -120.00 | -0.0015 | -0.0071 | ||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | |||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | 100.00 | -0.0017 | -0.0007 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0018 | -0.0018 | |||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.00 | 200.00 | -0.0018 | -0.0007 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0018 | -0.0018 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0018 | -0.0018 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0018 | -0.0018 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.00 | 50.00 | -0.0019 | -0.0007 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0020 | -0.0020 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0020 | -0.0020 | |||
| SOLD ZAR 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 | -0.0022 | -0.0007 | ||
| SOLD CLP BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0022 | -0.0022 | |||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.00 | -0.0024 | -0.0024 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0024 | -0.0024 | |||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -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 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0025 | -0.0025 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0026 | -0.0026 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.00 | -0.0026 | -0.0026 | |||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.00 | 33.33 | -0.0026 | -0.0008 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0027 | -0.0027 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0027 | -0.0027 | |||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | -0.00 | -0.0027 | -0.0027 | |||
| IRS EUR 2.89000 12/22/23-10Y LCH / DIR (EZ9WG6DNS963) | -0.01 | 150.00 | -0.0028 | -0.0014 | ||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.01 | 150.00 | -0.0028 | -0.0015 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0029 | -0.0029 | |||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) | -0.01 | 150.00 | -0.0029 | -0.0014 | ||
| CMBX.NA.AAA.16 SP SAL / DCR (EZJ2X064YKF7) | -0.01 | -44.44 | -0.0029 | 0.0020 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0030 | -0.0030 | |||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | -0.01 | -0.0030 | -0.0030 | |||
| SOLD PEN BOUGHT USD 20251219 / DFE (000000000) | -0.01 | -0.0031 | -0.0031 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0032 | -0.0032 | |||
| IRS EUR 2.97000 12/15/23-10Y LCH / DIR (EZ47DRZSK7H4) | -0.01 | 66.67 | -0.0032 | -0.0015 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH / DIR (EZVMLNBFB1H7) | -0.01 | 100.00 | -0.0033 | -0.0015 | ||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.01 | -0.0035 | -0.0035 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | |||
| INF SWAP US IT 2.541 04/04/25-5Y LCH / DIR (EZFWFKQRGLV9) | -0.01 | -0.0037 | -0.0037 | |||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) | -0.01 | 50.00 | -0.0037 | -0.0015 | ||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0040 | -0.0040 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0040 | -0.0040 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0040 | -0.0040 | |||
| E-MINI RUSS 2000 SEP25 XCME 20250919 / DE (000000000) | -0.01 | -0.0041 | -0.0041 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | |||
| IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) | -0.01 | 75.00 | -0.0042 | -0.0016 | ||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0042 | -0.0042 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.01 | -0.0043 | -0.0043 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0044 | -0.0044 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.01 | -0.0046 | -0.0046 | |||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) | -0.01 | -0.0046 | -0.0046 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0046 | -0.0046 | |||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) | -0.01 | -188.89 | -0.0046 | -0.0097 | ||
| IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000) | -0.01 | -0.0049 | -0.0049 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0050 | -0.0050 | |||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0.01 | -116.98 | -0.0050 | -0.0337 | ||
| INF SWAP US IT 2.52 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) | -0.01 | -156.25 | -0.0053 | -0.0143 | ||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0054 | -0.0054 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0054 | -0.0054 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0057 | -0.0057 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0057 | -0.0057 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0058 | -0.0058 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0059 | -0.0059 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0061 | -0.0061 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0062 | -0.0062 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0062 | -0.0062 | |||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0065 | -0.0065 | |||
| INF SWAP US IT 2.487 04/03/25-10Y LCH / DIR (EZ1XYJNK8X20) | -0.01 | -0.0065 | -0.0065 | |||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.01 | -0.0070 | -0.0070 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0072 | -0.0072 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0073 | -0.0073 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0073 | -0.0073 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0081 | -0.0081 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0081 | -0.0081 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0088 | -0.0088 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0095 | -0.0095 | |||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | -0.02 | -0.0095 | -0.0095 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.02 | -0.0097 | -0.0097 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.02 | -0.0103 | -0.0103 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0103 | -0.0103 | |||
| SOLD PEN BOUGHT USD 20251114 / DFE (000000000) | -0.02 | -0.0111 | -0.0111 | |||
| IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) | -0.02 | -0.0114 | -0.0114 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0122 | -0.0122 | |||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) | -0.02 | 46.67 | -0.0123 | -0.0040 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0124 | -0.0124 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0127 | -0.0127 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0129 | -0.0129 | |||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -0.02 | 700.00 | -0.0135 | -0.0113 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0136 | -0.0136 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0146 | -0.0146 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0147 | -0.0147 | |||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) | -0.03 | -192.86 | -0.0149 | -0.0300 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0149 | -0.0149 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0149 | -0.0149 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0151 | -0.0151 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0151 | -0.0151 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0152 | -0.0152 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0155 | -0.0155 | |||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.03 | -0.0164 | -0.0164 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0164 | -0.0164 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0170 | -0.0170 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0174 | -0.0174 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0175 | -0.0175 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0175 | -0.0175 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0178 | -0.0178 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0187 | -0.0187 | |||
| RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) | -0.04 | -364.29 | -0.0211 | -0.0289 | ||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.04 | -0.0218 | -0.0218 | |||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.04 | -0.0239 | -0.0239 | |||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | -0.04 | -0.0251 | -0.0251 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.05 | -0.0302 | -0.0302 | |||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) | -0.06 | 330.77 | -0.0313 | -0.0241 | ||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.06 | -0.0339 | -0.0339 | |||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.06 | -0.0342 | -0.0342 | |||
| ABX.HE.AAA.06-2 SP BOA / DCR (000000000) | -0.13 | -0.0703 | -0.0703 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.14 | -0.0757 | -0.0757 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.14 | -0.0761 | -0.0761 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.19 | -36.79 | -0.1056 | 0.0559 | ||
| S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000) | -0.21 | -0.1198 | -0.1198 | |||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.23 | -4.20 | -0.1272 | 0.0016 | ||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | -0.37 | -1,772.73 | -0.2054 | -0.2173 | ||
| ERAUSST TRS EQUITY FEDL01+40*BULLET* MYI / DE (000000000) | -1.28 | -0.7141 | -0.7141 | |||
| US01F0326821 / 房利美或房地美 | -6.66 | -199.78 | -3.7141 | -4.8572 |
