基本统计
| 投资组合价值 | $ 2,719,777,710 |
| 当前头寸 | 1,191 |
最新持仓、表现、资产管理规模（来源：13F、13D）
PSPTX - PIMCO StocksPLUS 绝对回报基金机构 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 1,191。 最新的投资组合价值计算为$2,719,777,710美元。实际管理资产（AUM）是指该价值加上现金（未披露）。 PSPTX - PIMCO StocksPLUS Absolute Return Fund Institutional的最主要持仓是 Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , and Uniform Mortgage-Backed Security, TBA (US:US01F0526800) . PSPTX - PIMCO StocksPLUS Absolute Return Fund Institutional的新头寸包括 Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , and Uniform Mortgage-Backed Security, TBA (US:US01F0526800) .
本季度最大增持
我们使用投资组合配置中的变化，因为这是最有意义的指标。变化可能是由于交易或股价的变化。
| 证券 | 股票 (百万) |
价值 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| 262.26 | 16.1278 | 12.4870 | ||
| 147.30 | 9.0582 | 9.0582 | ||
| 147.30 | 9.0582 | 9.0582 | ||
| 223.04 | 13.7159 | 7.1405 | ||
| 80.89 | 4.9743 | 5.7862 | ||
| 157.83 | 9.7057 | 4.8428 | ||
| 34.60 | 2.1275 | 2.1275 | ||
| 46.05 | 2.8316 | 1.8924 | ||
| 34.07 | 2.0952 | 1.7935 | ||
| 28.56 | 1.7562 | 1.7562 |
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 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| -72.37 | -4.4506 | -7.4849 | ||
| 2.39 | 0.1470 | -3.5961 | ||
| 16.51 | 1.0153 | -1.2866 | ||
| 49.96 | 3.0720 | -0.7878 | ||
| -3.07 | -0.1889 | -0.1889 | ||
| 0.45 | 0.0279 | -0.1595 | ||
| 0.45 | 0.0279 | -0.1595 | ||
| 3.72 | 0.2287 | -0.1499 | ||
| 1.11 | 0.0682 | -0.1164 | ||
| -0.84 | -0.0519 | -0.0851 |
13F和基金备案
此表格于 2025-08-28 提交，报告期为 2025-06-30。 该投资者未披露计入股份的证券，因此省略了下表中与股份相关的列。 点击链接图标 查看完整的交易历史记录。
升级以解锁高级数据并导出到Excel
。
022-07-28：重要提示-我们更改了此表中Δ 投资组合 % 列的处理方式。此前，我们将其报告为投资组合配置中的百分比变化 。我们现在将其报告为投资组合配置的原始变化（仍以百分比报告）。就公式而言，我们之前将其报告为100*（当前配置-前期配置）/前期配置。我们现在将其报告为（当前配置-前期配置）。
| 证券 | 类型 | Δ股票 (%) |
价值 ($百万) |
投资组合 (%) |
Δ投资组合 (%) |
|
|---|---|---|---|---|---|---|
| US01F0626899 / 统一抵押贷款支持证券，待定 | 262.26 | 270.96 | 16.1278 | 12.4870 | ||
| US72201W1541 / PIMCO PRV 短期 FLT III 共同基金 | 223.04 | 114.22 | 13.7159 | 7.1405 | ||
| US01F0606834 / 统一抵押贷款支持证券，待定 | 157.83 | 67.14 | 9.7057 | 4.8428 | ||
| CITIGROUP REPO REPO 5807 / RA (000000000) | 147.30 | 9.0582 | 9.0582 | |||
| CITIGROUP REPO REPO 5807 / RA (000000000) | 147.30 | 9.0582 | 9.0582 | |||
| US01F0406854 / UMBS 待定 | 80.89 | -579.85 | 4.9743 | 5.7862 | ||
| US01F0526800 / 统一抵押贷款支持证券，待定 | 49.96 | -33.35 | 3.0720 | -0.7878 | ||
| US01F0426811 / UMBS 待定 | 47.52 | 10.27 | 2.9224 | 0.5352 | ||
| US01F0506844 / UMBS 待定 | 46.05 | 171.58 | 2.8316 | 1.8924 | ||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 37.06 | 0.16 | 2.2788 | -0.0576 | ||
| US01F0306781 / UMBS 待定 | 34.60 | 2.1275 | 2.1275 | |||
| US21H0506723 / 吉利美 | 34.07 | 454.00 | 2.0952 | 1.7935 | ||
| US21H0406734 / 吉利美 | 28.56 | 1.7562 | 1.7562 | |||
| SPTR TRS EQUITY FEDL01+71 *BULLET* TOR / DE (000000000) | 26.70 | 1.6418 | 1.6418 | |||
| SPTR TRS EQUITY FEDL01+71 *BULLET* TOR / DE (000000000) | 26.70 | 1.6418 | 1.6418 | |||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 22.16 | 0.73 | 1.3625 | -0.0266 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 20.44 | 1.2569 | 1.2569 | |||
| RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME / DIR (EZHQZBNCKDQ2) | 19.86 | -2.37 | 1.2214 | -0.0634 | ||
| RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME / DIR (EZHQZBNCKDQ2) | 19.86 | -2.37 | 1.2214 | -0.0634 | ||
| US715638CE05 / 秘鲁共和国 SR 无担保法规 02/29 5.94 | 18.95 | 1.1652 | 1.1652 | |||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) | 16.61 | 0.82 | 1.0215 | -0.0190 | ||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) | 16.61 | 0.82 | 1.0215 | -0.0190 | ||
| BRSTNCNTF1P8 / 巴西国家足球甲级联赛注意事项 | 16.51 | -54.71 | 1.0153 | -1.2866 | ||
| US21H0426799 / 吉利美 | 16.30 | 1.0026 | 1.0026 | |||
| RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME / DIR (EZ31ZKH6CSJ5) | 13.79 | 3.53 | 0.8480 | 0.0068 | ||
| BRSTNCNTF1P8 / 巴西国家足球甲级联赛注意事项 | 13.50 | 0.8299 | 0.8299 | |||
| US78485KAE55 / STWD 2022-FL3 有限公司 | 13.13 | -0.03 | 0.8072 | -0.0220 | ||
| US32113JCH68 / 第一 NLC 信托 FNLC 2005 4 M1 | 13.10 | 0.73 | 0.8054 | -0.0157 | ||
| XS2404260213 / Aurium CLO IV DAC | 12.73 | 4.90 | 0.7829 | 0.0165 | ||
| US95000U3E14 / 富国银行 | 11.88 | 0.52 | 0.7303 | -0.0158 | ||
| MX0SGO000023 / 墨西哥乌迪博诺 | 11.78 | 9.73 | 0.7241 | 0.0464 | ||
| US40430KAH41 / HASC 2006-OPT4 M1 | 11.77 | -2.85 | 0.7237 | -0.0413 | ||
| MX0SGO000015 / 墨西哥乌迪博诺 | 11.33 | 11.22 | 0.6969 | 0.0535 | ||
| US01F0526727 / 统一抵押贷款支持证券，待定 | 11.06 | 0.6801 | 0.6801 | |||
| XS2405128823 / 雕塑家欧洲 CLO V DAC | 10.53 | -4.78 | 0.6475 | -0.0508 | ||
| S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000) | 10.29 | 0.6329 | 0.6329 | |||
| US75405WAG78 / 住宅资产证券 C RASC 2005 KS10 M3 | 10.25 | -6.00 | 0.6306 | -0.0583 | ||
| C1CI34 / Crown Castle Inc. - 存托凭证（普通股） | 9.70 | 0.5965 | 0.5965 | |||
| C1CI34 / Crown Castle Inc. - 存托凭证（普通股） | 9.70 | 0.5965 | 0.5965 | |||
| US07386RAD17 / 贝尔斯登资产支持 SECU BSABS 2007 HE4 1A4 | 9.64 | 0.78 | 0.5931 | -0.0112 | ||
| US76110W7F72 / 住宅资产证券 C RASC 2005 KS11 M3 | 9.03 | -3.26 | 0.5550 | -0.0341 | ||
| 4020 / 沙特房地产公司 | 8.98 | 1.48 | 0.5520 | -0.0066 | ||
| US78473JAG76 / 新加坡房地产信托信托 2021 IND B 144A | 8.96 | 0.54 | 0.5513 | -0.0118 | ||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (US87166PAN15) | 8.94 | 0.18 | 0.5495 | -0.0138 | ||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (US87166PAN15) | 8.94 | 0.18 | 0.5495 | -0.0138 | ||
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A / ABS-MBS (US161571HW79) | 8.87 | 0.81 | 0.5452 | -0.0102 | ||
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A / ABS-MBS (US161571HW79) | 8.87 | 0.81 | 0.5452 | -0.0102 | ||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) | 8.84 | 1.01 | 0.5434 | -0.0091 | ||
| XS2404665460 / BNPP AM EURO CLO 2019 BV SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 0.82000000 | 8.80 | 8.70 | 0.5411 | 0.0299 | ||
| US05377RFV15 / AESOP_22-5A | 8.77 | -0.40 | 0.5393 | -0.0167 | ||
| US55284JAC36 / MF1 2022-FL8 有限公司 | 8.68 | -0.60 | 0.5340 | -0.0177 | ||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) | 8.64 | 0.22 | 0.5313 | -0.0132 | ||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) | 8.64 | 0.22 | 0.5313 | -0.0132 | ||
| FREDDIE MAC FHR 5484 FD / ABS-MBS (US3137HHKV29) | 8.38 | -8.75 | 0.5151 | -0.0646 | ||
| FREDDIE MAC FHR 5484 FD / ABS-MBS (US3137HHKV29) | 8.38 | -8.75 | 0.5151 | -0.0646 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 8.29 | 0.5098 | 0.5098 | |||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 8.29 | 0.5098 | 0.5098 | |||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) | 8.26 | 0.67 | 0.5078 | -0.0103 | ||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) | 8.26 | 0.67 | 0.5078 | -0.0103 | ||
| ZAG000125980 / 南非共和国政府债券 | 8.09 | 8.30 | 0.4977 | 0.0257 | ||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 8.08 | -3.68 | 0.4969 | -0.0329 | ||
| USP78024AG45 / 秘鲁政府国际债券 | 8.02 | 7.60 | 0.4930 | 0.0225 | ||
| US902613AP31 / 瑞银集团 | 7.95 | 0.54 | 0.4888 | -0.0104 | ||
| CNQ / 加拿大自然资源有限公司 | 7.93 | 0.4877 | 0.4877 | |||
| CBRE SVCS INC / DBT (US12610BUA87) | 7.90 | 0.4858 | 0.4858 | |||
| US17181KAA88 / CIM 信托 2023-R2 | 7.90 | -2.87 | 0.4855 | -0.0278 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) | 7.85 | 0.4829 | 0.4829 | |||
| US17330VAA44 / CMLTI_22-A | 7.85 | -2.19 | 0.4829 | -0.0241 | ||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) | 7.81 | 0.4805 | 0.4805 | |||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) | 7.81 | 0.4805 | 0.4805 | |||
| SPTR TRS EQUITY FEDL01+74 *BULLET* FAR / DE (000000000) | 7.81 | 0.4804 | 0.4804 | |||
| XS2083963236 / 梯瓦制药金融荷兰 II BV | 7.60 | 0.4675 | 0.4675 | |||
| US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA | 7.40 | -2.12 | 0.4548 | -0.0224 | ||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (XS2844411921) | 7.35 | 5.25 | 0.4523 | 0.0110 | ||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (XS2844411921) | 7.35 | 5.25 | 0.4523 | 0.0110 | ||
| US78450FAA57 / 中小企业私人教育贷款信托 2022-A | 7.00 | -4.17 | 0.4307 | -0.0309 | ||
| XS2683120211 / 雅芳金融第四号 | 6.87 | 0.94 | 0.4224 | -0.0074 | ||
| BNSB34 / 新斯科舍银行 - 存托凭证（普通股） | 6.86 | 1.08 | 0.4216 | -0.0067 | ||
| 5831 / 静冈金融集团 | 6.70 | 0.4119 | 0.4119 | |||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 6.59 | -5.16 | 0.4054 | -0.0336 | ||
| US87229WAS08 / TCI 交响乐 CLO TSYMP 2016 1A BR2 144A | 6.37 | 0.47 | 0.3917 | -0.0087 | ||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8A11) | 6.35 | 0.19 | 0.3907 | -0.0098 | ||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) | 6.16 | 1.02 | 0.3788 | -0.0063 | ||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) | 6.16 | 1.02 | 0.3788 | -0.0063 | ||
| XS2391578239 / Ares 欧洲 CLO XII DAC | 6.08 | 6.72 | 0.3740 | 0.0141 | ||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) | 5.97 | -13.32 | 0.3669 | -0.0678 | ||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) | 5.97 | -13.32 | 0.3669 | -0.0678 | ||
| US43709XAE13 / 房屋股权抵押贷款资产支持信托系列 INABS 2006-E | 5.78 | -2.25 | 0.3554 | -0.0179 | ||
| US12564NAA00 / CLNY 信托 2019-IKPR | 5.76 | -11.41 | 0.3543 | -0.0564 | ||
| D1OM34 / Dominion Energy, Inc.-存托凭证（普通股） | 5.69 | 0.3497 | 0.3497 | |||
| US83206NAC11 / SMB 私立教育贷款 TRU SMB 2022 BB 144A | 5.52 | -3.90 | 0.3397 | -0.0233 | ||
| US59020U4L65 / 美林抵押贷款投资 MLMI 2006 WMC1 A1A | 5.31 | -9.08 | 0.3264 | -0.0423 | ||
| US81378EAA10 / 证券化资产支持的 RECEI SABR 2007 BR4 A2A | 5.25 | -2.09 | 0.3229 | -0.0157 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 5.24 | 0.3225 | 0.3225 | |||
| US48251JAN37 / KKR 金融 CLO 有限公司 KKR 18 BR 144A | 5.22 | 0.13 | 0.3208 | -0.0082 | ||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 5.20 | 0.06 | 0.3200 | -0.0085 | ||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 5.20 | 0.06 | 0.3200 | -0.0085 | ||
| US52607MAA71 / LENDMARK 资金信托 21-1A A 1.9% 11/20/2031 144A | 5.18 | 0.60 | 0.3185 | -0.0066 | ||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 5.10 | -0.51 | 0.3137 | -0.0101 | ||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | 5.10 | 0.3136 | 0.3136 | |||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) | 4.99 | 0.30 | 0.3069 | -0.0073 | ||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) | 4.99 | 0.30 | 0.3069 | -0.0073 | ||
| XS2373706519 / 凯雷欧元 CLO 2019-2 DAC | 4.97 | 8.40 | 0.3055 | 0.0161 | ||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 4.97 | 0.30 | 0.3055 | -0.0073 | ||
| US86364GAD51 / 结构性资产证券 CO SASC 2007 TC1 M2 144A | 4.86 | 0.37 | 0.2989 | -0.0069 | ||
| 01626P148 / 营养食品公司 Couche-Tard | 4.83 | 0.2973 | 0.2973 | |||
| 01626P148 / 营养食品公司 Couche-Tard | 4.83 | 0.2973 | 0.2973 | |||
| US05522RDG02 / BA信用卡信托 | 4.72 | -0.02 | 0.2903 | -0.0079 | ||
| XS2310127027 / CORDATUS CLO PLC 线 11A AR 144A | 4.67 | -7.00 | 0.2869 | -0.0299 | ||
| US14686JAD28 / Carvana 汽车应收账款信托 2022-P2 | 4.65 | -0.15 | 0.2860 | -0.0081 | ||
| US02582JJZ49 / 美国运通信用账户主信托 2023-1 | 4.52 | -0.04 | 0.2782 | -0.0076 | ||
| US367910AV88 / GE-WMC 资产支持直通证书系列 2005-2 | 4.52 | -6.00 | 0.2777 | -0.0257 | ||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) | 4.43 | 42.12 | 0.2723 | 0.0755 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 4.41 | 0.2712 | 0.2712 | |||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 4.40 | 0.2708 | 0.2708 | |||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 4.40 | 0.2708 | 0.2708 | |||
| XS2310758011 / 收获 CLO 收获 20A AR 144A | 4.39 | -0.95 | 0.2698 | -0.0100 | ||
| US46630XAG34 / 摩根大通抵押贷款收购 JPMAC 2007 CH3 M1 | 4.38 | 0.41 | 0.2694 | -0.0061 | ||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (EZ2TNCR649W7) | 4.37 | -2.24 | 0.2690 | -0.0136 | ||
| US69363JAA25 / 反对 2022-RN1 LLC | 4.36 | -2.55 | 0.2679 | -0.0144 | ||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) | 4.24 | -0.07 | 0.2605 | -0.0073 | ||
| US40431JAD54 / 恒指资产证券化公司 HASC 2007 OPT1 2A3 | 4.21 | -2.89 | 0.2587 | -0.0148 | ||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A2R5 144A / ABS-CBDO (US69689ABY55) | 4.20 | -0.07 | 0.2582 | -0.0071 | ||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A2R5 144A / ABS-CBDO (US69689ABY55) | 4.20 | -0.07 | 0.2582 | -0.0071 | ||
| US74143JAA97 / PRET 2021-RN3 有限责任公司 | 4.13 | -4.08 | 0.2542 | -0.0180 | ||
| XS2347648961 / 阿瑞斯欧洲 CLO 阿瑞斯 10A AR 144A | 4.13 | -3.71 | 0.2541 | -0.0169 | ||
| US89175JAE01 / TOWD 点抵押贷款信托 TPMT 2017 6 B1 144A | 4.10 | 0.39 | 0.2520 | -0.0058 | ||
| US576455AB55 / MASTR 资产支持证券 MABS 2006 HE5 A2 | 4.03 | -0.74 | 0.2478 | -0.0086 | ||
| US05377RHL15 / Avis Budget 租车融资 AESOP LLC | 4.01 | 0.17 | 0.2466 | -0.0062 | ||
| US040104PT27 / 白银证券有限公司ARSI 2005 W4 A2D | 4.01 | -1.11 | 0.2466 | -0.0095 | ||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) | 4.00 | 0.25 | 0.2460 | -0.0060 | ||
| US38141GZS64 / GOLDMAN SACHS GROUP INC SR 无抵押 03/28 VAR | 3.87 | -0.18 | 0.2382 | -0.0069 | ||
| US36361UAQ31 / 加拉丁贷款管理有限责任公司 GALL 2017 1A B1R 144A | 3.86 | -0.05 | 0.2373 | -0.0065 | ||
| US44963BAD01 / IHO 管理有限公司 | 3.81 | 3.57 | 0.2340 | 0.0020 | ||
| SPTR TRS EQUITY FEDL01+72 CIB / DE (000000000) | 3.78 | 0.2327 | 0.2327 | |||
| US55379AAC80 / M360 2021-CRE3 Ltd | 3.74 | -0.05 | 0.2298 | -0.0063 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (US448973AD90) | 3.73 | -0.03 | 0.2297 | -0.0062 | ||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (US80287LAC37) | 3.72 | -0.46 | 0.2287 | -0.0073 | ||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 3.72 | -37.96 | 0.2287 | -0.1499 | ||
| US67113DBA19 / 奥兹LM有限公司 奥兹LM 2019 24A A1CR 144A | 3.71 | 0.03 | 0.2279 | -0.0061 | ||
| PEP01000C5I0 / 特索雷里亚奖金 | 3.67 | 7.13 | 0.2254 | 0.0094 | ||
| US93364FAG63 / WaMu 抵押贷款传递证书系列 2007-HY7 信托 | 3.61 | -0.85 | 0.2221 | -0.0080 | ||
| US12669VAE83 / 全国资产支持 CERTI CWL 2007 7 2A4 | 3.55 | 0.34 | 0.2184 | -0.0051 | ||
| FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5 / ABS-MBS (US3133BH3J35) | 3.55 | -1.50 | 0.2181 | -0.0093 | ||
| US780097BG51 / 国民西敏寺集团有限公司 | 3.54 | 0.80 | 0.2174 | -0.0041 | ||
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A / ABS-CBDO (XS3065225669) | 3.53 | 0.2173 | 0.2173 | |||
| US12598JAC53 / 华润上华 2021-RPL7 信托 | 3.53 | -3.45 | 0.2169 | -0.0138 | ||
| EFXD / Equifax Inc. - 存托凭证（普通股） | 3.49 | 0.2148 | 0.2148 | |||
| XS2390844780 / 黑钻 CLO 2019-1 DAC | 3.49 | -1.19 | 0.2144 | -0.0084 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) | 3.47 | -3.07 | 0.2134 | -0.0127 | ||
| US939346AA00 / 华盛顿互助抵押贷款传递证书 WMALT 系列 2006-AR9 信托 | 3.38 | -3.79 | 0.2078 | -0.0140 | ||
| OXYD / 西方石油公司 - 存托凭证（普通股） | 3.34 | 0.42 | 0.2053 | -0.0046 | ||
| XS2357554679 / 塞戈维亚欧洲 CLO 6 2019 塞戈维亚 2019 6A AR 144A | 3.32 | 8.93 | 0.2040 | 0.0117 | ||
| SPTR TRS EQUITY SOFR+43 CIB / DE (000000000) | 3.32 | 0.2039 | 0.2039 | |||
| US61753KAA43 / 摩根士丹利资本公司 MSAC 2007 HE5 A1 | 3.30 | 0.12 | 0.2031 | -0.0052 | ||
| 01626P148 / 营养食品公司 Couche-Tard | 3.30 | 0.2029 | 0.2029 | |||
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| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (US83206EAA55) | 3.29 | -3.09 | 0.2024 | -0.0121 | ||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A / ABS-MBS (US92243PAA66) | 3.23 | -8.47 | 0.1988 | -0.0243 | ||
| XS2353412633 / 2017 年 DRYDEN 欧洲锁 52A ON 144A | 3.22 | 4.38 | 0.1980 | 0.0032 | ||
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (US78436RAE09) | 3.22 | -0.28 | 0.1980 | -0.0059 | ||
| MSBR34 / 摩根士丹利 - 存托凭证（普通股） | 3.21 | 0.98 | 0.1972 | -0.0033 | ||
| MSBR34 / 摩根士丹利 - 存托凭证（普通股） | 3.21 | 0.98 | 0.1972 | -0.0033 | ||
| US52474XAA37 / 遗留抵押资产信托 SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000 | 3.20 | -2.74 | 0.1966 | -0.0110 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A / ABS-MBS (US161931AP54) | 3.14 | -15.07 | 0.1934 | -0.0404 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A / ABS-MBS (US161931AP54) | 3.14 | -15.07 | 0.1934 | -0.0404 | ||
| US61747YEC57 / 摩根士丹利 | 3.10 | 0.91 | 0.1909 | -0.0034 | ||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) | 3.07 | -9.49 | 0.1888 | -0.0254 | ||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) | 3.07 | -9.49 | 0.1888 | -0.0254 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU776) | 3.05 | 0.1874 | 0.1874 | |||
| US12489WQX55 / 基于信用的资产服务 CBASS 2006 CB3 AV4 | 3.02 | -3.94 | 0.1859 | -0.0128 | ||
| US12559QAF90 / CIT 抵押贷款信托 2007 年 1 月 | 2.96 | -6.06 | 0.1822 | -0.0170 | ||
| US15135BAT89 / 公司债券 | 2.92 | 1.50 | 0.1796 | -0.0021 | ||
| US12667GN580 / 全国替代贷款 T CWALT 2005 27 2A3 | 2.92 | -4.52 | 0.1793 | -0.0136 | ||
| US76112BRR32 / 住宅资产抵押贷款 PRO RAMP 2005 EFC1 M6 | 2.91 | -0.65 | 0.1791 | -0.0060 | ||
| BACARDI MARTINI BV SR UNSECURED 144A 02/30 5.55 / DBT (US05634WAA09) | 2.87 | 0.98 | 0.1768 | -0.0030 | ||
| XS2350015942 / 凯雷全球市场策略 CGMSE 2017 3A A1R 144A | 2.83 | -11.53 | 0.1740 | -0.0280 | ||
| SCE.PRK / SCE Trust V - 首选安全 | 2.83 | 0.35 | 0.1740 | -0.0040 | ||
| SCE.PRK / SCE Trust V - 首选安全 | 2.83 | 0.35 | 0.1740 | -0.0040 | ||
| XS2305240843 / 欧洲银河 CLO DAC EGLXY 2013 3A ARRR 144A | 2.81 | 8.78 | 0.1729 | 0.0097 | ||
| US55275NAE13 / 三月 2006-0A2 2A1 | 2.80 | 7.33 | 0.1720 | 0.0074 | ||
| US52475WAA45 / 遗留抵押资产信托 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 1.65000000 | 2.79 | -4.09 | 0.1715 | -0.0122 | ||
| ZAG000077470 / 南非共和国政府债券 | 2.78 | 7.29 | 0.1710 | 0.0073 | ||
| US61753VAE20 / 摩根士丹利资本公司 MSAC 2007 HE4 A2D | 2.78 | -1.35 | 0.1708 | -0.0070 | ||
| XS1725823469 / 麦迪逊公园欧元资助 CADOG 10A A1 144A | 2.73 | 6.57 | 0.1676 | 0.0061 | ||
| US12658XAC11 / 瑞士信贷抵押资本证书 | 2.72 | -3.86 | 0.1672 | -0.0114 | ||
| SAGB / 南非共和国政府债券 | 2.72 | 6.26 | 0.1670 | 0.0056 | ||
| US925650AB99 / VICI 地产有限公司 | 2.72 | 0.52 | 0.1670 | -0.0036 | ||
| US04541GJT04 / 资产支持证券公司 H ABHE 2004 HE3 M1 | 2.70 | -0.19 | 0.1659 | -0.0047 | ||
| US17309TAC27 / 花旗集团抵押贷款信托 CMLTI 2006 NC2 A2B | 2.67 | -0.45 | 0.1645 | -0.0052 | ||
| US06738ECE32 / 巴克莱银行 | 2.61 | 1.67 | 0.1606 | -0.0016 | ||
| US95000U2S19 / 富国银行 | 2.60 | 0.97 | 0.1600 | -0.0027 | ||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) | 2.53 | 4.08 | 0.1554 | 0.0020 | ||
| US539439AT62 / 劳埃德银行集团 | 2.51 | 0.68 | 0.1543 | -0.0030 | ||
| US03512TAF84 / 盎格鲁阿散蒂黄金控股有限公司 | 2.48 | 1.18 | 0.1527 | -0.0023 | ||
| US92925CCC47 / 通过 CER 的抵押贷款总额 2006 AR1 1A1A | 2.46 | -0.20 | 0.1514 | -0.0044 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 2.46 | 50.24 | 0.1514 | 0.0479 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 2.46 | 50.24 | 0.1514 | 0.0479 | ||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) | 2.45 | 0.33 | 0.1506 | -0.0036 | ||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) | 2.45 | 0.33 | 0.1506 | -0.0036 | ||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) | 2.44 | 0.66 | 0.1500 | -0.0031 | ||
| AXP / 美国运通公司 - 存托凭证（普通股） | 2.43 | 1.29 | 0.1495 | -0.0021 | ||
| US073870AA51 / 贝尔斯登 ALT A 信托巴尔塔 2007 2 1A1 | 2.43 | -0.29 | 0.1494 | -0.0045 | ||
| US89180LAA61 / TPMT_21-SJ2 | 2.43 | -10.71 | 0.1491 | -0.0224 | ||
| EW / 爱德华兹生命科学公司 | 2.39 | -96.71 | 0.1470 | -3.5961 | ||
| US12667AAD81 / 全国资产支持 CERTI CWL 2006 12 2A3 | 2.38 | -3.88 | 0.1462 | -0.0100 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) | 2.35 | 0.1445 | 0.1445 | |||
| US36267KAD90 / 通用汽车金融消费汽车应收账款信托，2023-3 系列，A3 级 | 2.35 | -10.38 | 0.1445 | -0.0211 | ||
| US55275NAA90 / MASTR 可调利率抵押贷款信托 2006-OA2 | 2.34 | 0.17 | 0.1441 | -0.0036 | ||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (US96042YAB92) | 2.33 | -31.98 | 0.1434 | -0.0731 | ||
| FNMA POOL AL6924 FN 01/45 FIXED VAR / ABS-MBS (US3138EPVS07) | 2.27 | 0.1397 | 0.1397 | |||
| US67113DBC74 / 奥兹LM有限公司 奥兹LM 2019 24A A2AR 144A | 2.26 | 0.18 | 0.1389 | -0.0035 | ||
| US89532WAA71 / TRESTLES CLO Ltd.，2021-4A 系列，A 级 | 2.25 | 0.13 | 0.1387 | -0.0035 | ||
| US02007WAC29 / Ally 汽车应收账款信托，2023-1 系列，A3 级 | 2.23 | -14.73 | 0.1374 | -0.0281 | ||
| US44933XAD93 / 现代汽车应收账款信托，2023-B 系列，A3 级 | 2.18 | -13.53 | 0.1340 | -0.0251 | ||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (US78436RAC43) | 2.15 | -31.72 | 0.1321 | -0.0666 | ||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (US78436RAC43) | 2.15 | -31.72 | 0.1321 | -0.0666 | ||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (US69828QAD97) | 2.13 | 0.90 | 0.1313 | -0.0023 | ||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (US69828QAD97) | 2.13 | 0.90 | 0.1313 | -0.0023 | ||
| 92780JUU3 / 弗吉尼亚电力与压水反应堆 | 2.12 | 0.1305 | 0.1305 | |||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (US31568AAB26) | 2.12 | -14.92 | 0.1305 | -0.0270 | ||
| US83611MKZ04 / SOUNDVIEW 房屋净值贷款 TRU SVHE 2006 1 A5 | 2.11 | -5.21 | 0.1299 | -0.0108 | ||
| US00442EAC93 / 宏达证券 ACE 2006 NC3 A1A | 2.10 | -0.28 | 0.1294 | -0.0038 | ||
| MFG / 瑞穗金融集团 - 存托凭证（普通股） | 2.06 | 0.54 | 0.1266 | -0.0027 | ||
| XS2350603374 / 凯恩克洛 BV CRNCL 2018 10A AR 144A | 2.06 | -6.16 | 0.1264 | -0.0120 | ||
| US83611MGJ18 / Soundview 住房贷款信托 | 2.05 | -4.34 | 0.1262 | -0.0092 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) | 2.03 | 0.1247 | 0.1247 | |||
| FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (US3140LLCK58) | 2.03 | 0.70 | 0.1246 | -0.0025 | ||
| US80287DAC11 / SDART 23-6 A3 5.93% 07-17-28/07-15-26 | 2.00 | -9.62 | 0.1232 | -0.0167 | ||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86) | 2.00 | 0.20 | 0.1231 | -0.0031 | ||
| US542514NE09 / 长滩抵押贷款信托 LBMLT 2005 WL2 M4 | 1.99 | -1.38 | 0.1226 | -0.0051 | ||
| US694308KK29 / 太平洋天然气电力公司 | 1.91 | -3.64 | 0.1173 | -0.0077 | ||
| US05592XAD21 / BMW 车主信托，2023-A 系列，A3 级 | 1.89 | -20.34 | 0.1164 | -0.0337 | ||
| US126694A329 / 全国替代贷款 T CWALT 2006 OA1 2A1 | 1.84 | 4.25 | 0.1133 | 0.0017 | ||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (XS2728570248) | 1.84 | 0.22 | 0.1129 | -0.0028 | ||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (XS2728570248) | 1.84 | 0.22 | 0.1129 | -0.0028 | ||
| US52476DAA54 / LMAT_21-GS2 | 1.83 | -3.88 | 0.1127 | -0.0077 | ||
| SCE.PRK / SCE Trust V - 首选安全 | 1.81 | 0.22 | 0.1114 | -0.0027 | ||
| SCE.PRK / SCE Trust V - 首选安全 | 1.81 | 0.22 | 0.1114 | -0.0027 | ||
| R2037 / 南非 - 主权或政府机构债务 | 1.80 | 8.41 | 0.1110 | 0.0058 | ||
| MFG / 瑞穗金融集团 - 存托凭证（普通股） | 1.80 | 0.1107 | 0.1107 | |||
| US68403KAB17 / 选择一抵押贷款信托 OOMLT 2007 6 2A2 | 1.74 | 0.46 | 0.1072 | -0.0024 | ||
| US805564TK70 / 撒克逊资产证券信托 SAST 2005 4 M2 | 1.74 | -7.69 | 0.1070 | -0.0121 | ||
| US93364BAA89 / WaMu 抵押贷款传递证书信托，2007-OA5 系列，1A 级 | 1.73 | -1.03 | 0.1067 | -0.0040 | ||
| TRT061124T11 / 土耳其政府债券 | 1.70 | -2.30 | 0.1044 | -0.0053 | ||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | 1.66 | 9.45 | 0.1019 | 0.0063 | ||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | 1.66 | 9.45 | 0.1019 | 0.0063 | ||
| US12667FWU55 / 另类贷款信托 2004-27CB CWALT 2004-27CB A1 | 1.66 | -3.78 | 0.1018 | -0.0068 | ||
| US320277AF35 / 第一富兰克林抵押贷款信托 2006-FF7 | 1.65 | 1.17 | 0.1012 | -0.0016 | ||
| MX0MGO0001F1 / 墨西哥奖金 | 1.63 | -10.62 | 0.1005 | -0.0149 | ||
| US83406TAB89 / SoFi 专业贷款计划 2020-ATrust | 1.61 | -7.24 | 0.0993 | -0.0107 | ||
| US64830NAA90 / 新住宅抵押贷款信托 2019-RPL3 | 1.61 | -5.34 | 0.0992 | -0.0084 | ||
| US71429MAC91 / 佩里戈金融无限公司 | 1.57 | 2.94 | 0.0968 | 0.0002 | ||
| US52475XAA28 / 遗留抵押资产信托 2021-GS5 | 1.57 | -2.97 | 0.0963 | -0.0056 | ||
| US32028PAE51 / 第一富兰克林抵押贷款信托 2006-FF11 | 1.57 | -2.86 | 0.0963 | -0.0055 | ||
| US61744CSY39 / 摩根士丹利资本公司 MSAC 2005 WMC6 M4 | 1.56 | -14.72 | 0.0962 | -0.0196 | ||
| US12666CAA18 / 全国资产支持 CERTI CWL 2006 23 1A | 1.55 | -2.27 | 0.0953 | -0.0049 | ||
| US04012XAE58 / 银色证券有限公司 ARSI 2006 W5 A2D | 1.55 | -0.32 | 0.0952 | -0.0029 | ||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (US37989EAC03) | 1.54 | -13.45 | 0.0946 | -0.0176 | ||
| MX0MGO000102 / 墨西哥奖金 | 1.54 | -26.87 | 0.0946 | -0.0383 | ||
| FNMA POOL BZ0976 FN 05/29 FIXED 4.85 / ABS-MBS (US3140NVCN51) | 1.53 | 0.26 | 0.0944 | -0.0023 | ||
| FNMA POOL BZ0976 FN 05/29 FIXED 4.85 / ABS-MBS (US3140NVCN51) | 1.53 | 0.26 | 0.0944 | -0.0023 | ||
| DE000DL19VP0 / 德意志银行 AG SR 无抵押 REGS 09/26 VAR | 1.53 | 9.46 | 0.0940 | 0.0058 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A / ABS-O (US14687VAC63) | 1.51 | -0.40 | 0.0929 | -0.0029 | ||
| R2032 / 南非 - 公司债券/票据 | 1.51 | 7.55 | 0.0929 | 0.0042 | ||
| GS / 高盛集团 - 存托凭证（普通股） | 1.48 | 1.58 | 0.0912 | -0.0010 | ||
| GS / 高盛集团 - 存托凭证（普通股） | 1.48 | 1.58 | 0.0912 | -0.0010 | ||
| US694308JM04 / 太平洋天然气和电力公司 4.55% 07/01/2030 | 1.46 | 0.83 | 0.0901 | -0.0016 | ||
| BCS / 巴克莱银行 - 存托凭证（普通股） | 1.45 | 0.91 | 0.0891 | -0.0016 | ||
| US55336VBQ23 / 多普勒克斯LP | 1.45 | 1.61 | 0.0891 | -0.0009 | ||
| US87264ABV61 / T-Mobile 美国公司 | 1.44 | 1.26 | 0.0888 | -0.0012 | ||
| US06738EBD67 / 巴克莱银行 | 1.41 | 0.71 | 0.0870 | -0.0017 | ||
| XS2304366656 / 收获 CLO 收获 16A ARR 144A | 1.41 | -6.80 | 0.0868 | -0.0089 | ||
| CZECH / 捷克共和国政府债券 | 1.39 | 9.89 | 0.0855 | 0.0056 | ||
| FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) | 1.38 | 0.0852 | 0.0852 | |||
| FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) | 1.38 | 0.0852 | 0.0852 | |||
| SPTR TRS EQUITY FEDL01+82 *BULLET* RBC / DE (000000000) | 1.38 | 0.0848 | 0.0848 | |||
| SPTR TRS EQUITY FEDL01+82 *BULLET* RBC / DE (000000000) | 1.38 | 0.0848 | 0.0848 | |||
| CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (EZ2BLZ4YH9B3) | 1.37 | 0.0841 | 0.0841 | |||
| US225401AU28 / 瑞士信贷集团 | 1.36 | 2.02 | 0.0838 | -0.0006 | ||
| INTC / 英特尔公司 - 存托凭证（普通股） | 1.35 | 0.0830 | 0.0830 | |||
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (CA05570XCL88) | 1.34 | -9.20 | 0.0826 | -0.0108 | ||
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (CA05570XCL88) | 1.34 | -9.20 | 0.0826 | -0.0108 | ||
| US00075WAA71 / 资产支持融资证书 ABFC 2006 HE1 A1 | 1.30 | -0.91 | 0.0800 | -0.0029 | ||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) | 1.30 | 0.78 | 0.0800 | -0.0016 | ||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) | 1.30 | 0.78 | 0.0800 | -0.0016 | ||
| US74143FAA75 / PRET_21-RN2 | 1.30 | -8.27 | 0.0798 | -0.0096 | ||
| US040104TH43 / 白银证券有限公司ARSI 2006 W4 A2D | 1.29 | -0.77 | 0.0794 | -0.0028 | ||
| XS1794675931 / 费尔法克斯金融控股有限公司 | 1.29 | 10.08 | 0.0793 | 0.0053 | ||
| US61753NAA81 / 摩根士丹利资本公司 MSAC 2007 NC2 A1 144A | 1.29 | -0.31 | 0.0791 | -0.0024 | ||
| US3140X6JR36 / 房利美泳池 | 1.26 | 0.0777 | 0.0777 | |||
| US16412XAJ46 / 切尼尔科珀斯克里斯蒂控股有限责任公司 | 1.25 | 1.05 | 0.0771 | -0.0013 | ||
| US35104AAB44 / 四视资本汽车应收账款信托 202 FCRT 2023-2 A2 | 1.25 | -26.60 | 0.0769 | -0.0307 | ||
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| US05493LAG14 / 美国银行 Re-Remic 信托 | 1.23 | 0.99 | 0.0757 | -0.0012 | ||
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| RFRF USD SF+26.161/2.50 7/31/23-5Y* CME / DIR (EZ4FMC49GW86) | 1.20 | -35.92 | 0.0738 | -0.0444 | ||
| US054561AJ49 / AXA Equitable Holdings I SR 无抵押 04/28 4.35 | 1.20 | 0.67 | 0.0737 | -0.0015 | ||
| HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95 / DBT (US40440VAK17) | 1.19 | 0.0735 | 0.0735 | |||
| US126670TW86 / 全国资产支持 CERTI CWL 2006 1 MV1 | 1.19 | -4.27 | 0.0732 | -0.0053 | ||
| US74965LAA98 / RLJ 住宿信托有限公司 | 1.19 | 1.19 | 0.0731 | -0.0010 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 1.19 | 0.0729 | 0.0729 | |||
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| US813765AC80 / 证券资产支持的 RECEI SABR 2006 FR3 A3 | 1.18 | -1.83 | 0.0725 | -0.0033 | ||
| US00774MAX39 / AerCap 爱尔兰资本 DAC / AerCap 全球航空信托 | 1.18 | 2.26 | 0.0725 | -0.0003 | ||
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| US004421DK63 / 宏达证券 ACE 2004 FM1 M1 | 1.16 | -8.88 | 0.0713 | -0.0090 | ||
| FCT / 芬坎蒂尼公司 | 1.15 | 1.86 | 0.0707 | -0.0005 | ||
| FCT / 芬坎蒂尼公司 | 1.15 | 1.86 | 0.0707 | -0.0005 | ||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 1.13 | 100.18 | 0.0696 | 0.0339 | ||
| US78449HAB33 / 中小企业私立教育贷款信托 2023-B SER 2023-B CL A1B V/R REGD 144A P/P 0.00000000 | 1.12 | -4.91 | 0.0692 | -0.0055 | ||
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| US3140JANZ71 / FNMA 泳池 BM5807 FN 04/48 固定 VAR | 1.11 | -1.86 | 0.0682 | -0.0032 | ||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) | 1.11 | 1.10 | 0.0680 | -0.0011 | ||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) | 1.11 | 1.10 | 0.0680 | -0.0011 | ||
| FNMA POOL BS9220 FN 08/30 FIXED 4.72 / ABS-MBS (US3140LLG627) | 1.10 | 0.09 | 0.0675 | -0.0017 | ||
| FNMA POOL BS9220 FN 08/30 FIXED 4.72 / ABS-MBS (US3140LLG627) | 1.10 | 0.09 | 0.0675 | -0.0017 | ||
| US694308JQ18 / 太平洋燃气 + 电力 第一抵押贷款 07/40 4.5 | 1.08 | -1.90 | 0.0667 | -0.0031 | ||
| US12668AZ650 / 另类贷款信托 2005-65CB | 1.07 | -3.95 | 0.0658 | -0.0046 | ||
| US70052LAC72 / Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance 联合发行人 | 1.07 | 3.80 | 0.0656 | 0.0007 | ||
| US694308JW85 / 太平洋天然气电力公司 | 1.04 | 0.97 | 0.0643 | -0.0011 | ||
| US07387VAC37 / 贝尔斯登资产支持 SECU BSABS 2007 HE7 2A1 | 1.04 | -2.54 | 0.0638 | -0.0034 | ||
| US12667AAA43 / 全国资产支持 CERTI CWL 2006 12 1A | 1.03 | -0.86 | 0.0635 | -0.0023 | ||
| US46629BAT61 / 摩根大通抵押贷款收购 JPMAC 2006 CW2 MV1 | 1.03 | -0.39 | 0.0634 | -0.0019 | ||
| BOUGHT PEN SOLD USD 20251103 / DFE (000000000) | 1.03 | 0.0632 | 0.0632 | |||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (US758983AA85) | 1.02 | 0.29 | 0.0629 | -0.0015 | ||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (US758983AA85) | 1.02 | 0.29 | 0.0629 | -0.0015 | ||
| US933635AA29 / WaMu 抵押贷款传递证书系列 2007-OA2 信托 | 1.01 | -4.38 | 0.0619 | -0.0045 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) | 1.01 | -0.20 | 0.0618 | -0.0018 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) | 1.01 | -0.20 | 0.0618 | -0.0018 | ||
| US42806MBS70 / 赫兹汽车融资 III 有限责任公司 | 1.01 | -0.10 | 0.0618 | -0.0017 | ||
| US73316MAE75 / 热门 ABS 抵押贷款 PASS THRO POPLR 2006 C M1 | 1.01 | -2.14 | 0.0618 | -0.0031 | ||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 1.00 | 0.0615 | 0.0615 | |||
| SPTR TRS EQUITY SOFR+35 TOR / DE (000000000) | 0.99 | 0.0606 | 0.0606 | |||
| SPTR TRS EQUITY SOFR+53 BRC / DE (000000000) | 0.98 | 0.0604 | 0.0604 | |||
| US68402CAA27 / 选择一抵押贷款信托 OOMLT 2006 2 1A1 | 0.98 | -1.81 | 0.0600 | -0.0028 | ||
| US842400FZ13 / 南加州爱迪生公司债券 4.65% 到期日 2043 年 10 月 1 日 | 0.97 | -3.38 | 0.0597 | -0.0038 | ||
| US004424AE79 / ACE Securities Corp 房屋净值贷款信托系列 2007-WM1 | 0.96 | -0.83 | 0.0589 | -0.0021 | ||
| XS2303818954 / 金牛座 CMBS 金牛座 2021 UK1A A 144A | 0.95 | 6.37 | 0.0586 | 0.0020 | ||
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A / ABS-O (US16144BAB45) | 0.95 | -54.65 | 0.0581 | -0.0735 | ||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72) | 0.94 | -25.91 | 0.0579 | -0.0223 | ||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72) | 0.94 | -25.91 | 0.0579 | -0.0223 | ||
| US3623413V99 / GSMPS 抵押贷款信托 GSMPS 2006 RP1 1AF2 144A | 0.93 | -2.93 | 0.0570 | -0.0033 | ||
| CDX HY44 5Y ICE / DCR (000000000) | 0.91 | 0.0562 | 0.0562 | |||
| SPTR TRS EQUITY FEDL01+81 RBC / DE (000000000) | 0.91 | 0.0557 | 0.0557 | |||
| SPTR TRS EQUITY FEDL01+81 RBC / DE (000000000) | 0.91 | 0.0557 | 0.0557 | |||
| US93363XAA19 / WaMu 资产支持证书 WaMu 系列 | 0.90 | -0.22 | 0.0556 | -0.0016 | ||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (US072926AC22) | 0.90 | -0.33 | 0.0556 | -0.0017 | ||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (US072926AC22) | 0.90 | -0.33 | 0.0556 | -0.0017 | ||
| US715638BE14 / 秘鲁政府国际债券 | 0.88 | -15.57 | 0.0544 | -0.0118 | ||
| US23371DAG97 / DAE 资助有限责任公司 | 0.87 | 0.93 | 0.0533 | -0.0009 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (US03332DAA28) | 0.86 | -0.23 | 0.0531 | -0.0016 | ||
| US92922FYJ10 / WAMU 抵押贷款通过 CER WAMU 2004 RP1 1F 144A | 0.86 | -2.83 | 0.0529 | -0.0030 | ||
| US74924EAA55 / RALI 系列 2007-QH8 信任 | 0.84 | -3.10 | 0.0518 | -0.0031 | ||
| PCG.PRD / 太平洋天然气电力公司 - 优先股 | 0.84 | -4.65 | 0.0517 | -0.0040 | ||
| RFR USD SOFR/1.75000 06/15/22-5Y CME / DIR (EZG3K81HS5Q1) | 0.84 | -48.72 | 0.0516 | -0.0518 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.83 | 0.0510 | 0.0510 | |||
| US021466AA50 / 另类贷款信托 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 1.82800000 | 0.82 | -1.08 | 0.0506 | -0.0019 | ||
| US05401AAR23 / 阿沃隆控股融资有限公司 | 0.82 | 1.48 | 0.0505 | -0.0006 | ||
| SPTR TRS EQUITY SOFR+50 TOR / DE (000000000) | 0.82 | 0.0503 | 0.0503 | |||
| SPTR TRS EQUITY SOFR+55 RBC / DE (000000000) | 0.82 | 0.0502 | 0.0502 | |||
| SPTR TRS EQUITY SOFR+55 RBC / DE (000000000) | 0.82 | 0.0502 | 0.0502 | |||
| US17313QAL23 / 花旗集团抵押贷款信托 CMLTI 2007 10 22AA | 0.81 | -3.82 | 0.0496 | -0.0034 | ||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (US55416AAA79) | 0.80 | 0.25 | 0.0494 | -0.0012 | ||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (US55416AAA79) | 0.80 | 0.25 | 0.0494 | -0.0012 | ||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) | 0.80 | 0.0492 | 0.0492 | |||
| US83611MEV63 / SOUNDVIEW 房屋净值贷款 TRU SVHE 2005 2 M6 | 0.78 | -24.37 | 0.0478 | -0.0171 | ||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (US35105AAB35) | 0.77 | -21.88 | 0.0474 | -0.0150 | ||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (US35105AAB35) | 0.77 | -21.88 | 0.0474 | -0.0150 | ||
| US23246BAK70 / 全国资产支持凭证 | 0.77 | -2.67 | 0.0471 | -0.0026 | ||
| US03072SC608 / 资产支持直通证书系列 2005-R4 | 0.76 | 0.40 | 0.0468 | -0.0011 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (US69547XAA00) | 0.76 | -16.56 | 0.0465 | -0.0107 | ||
| US03072SPL33 / AMERIQUEST 抵押贷款证券 AMSI 2004 R2 M4 | 0.76 | 0.40 | 0.0465 | -0.0011 | ||
| US89177HAA05 / Towd Point 抵押信托，2019-HY2 系列，A1 级 | 0.75 | -7.15 | 0.0463 | -0.0049 | ||
| US74923GAC78 / 住宅信用贷款，RALI 2007 QA1 A3 | 0.75 | -1.71 | 0.0460 | -0.0021 | ||
| US3132XVJ382 / FED HM LN PC POOL Q52981 FG 12/47 固定 4 | 0.75 | -0.40 | 0.0459 | -0.0014 | ||
| US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 | 0.75 | -5.93 | 0.0458 | -0.0042 | ||
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (US30336NAC56) | 0.73 | -15.31 | 0.0449 | -0.0095 | ||
| US46628TAA97 / 摩根大通抵押贷款收购 JPMAC 2006 WMC2 A1 | 0.72 | -1.50 | 0.0445 | -0.0019 | ||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) | 0.72 | 54.72 | 0.0444 | 0.0149 | ||
| US23243HAA95 / 全国资产支持 CERTI CWL 2006 24 1A | 0.71 | -5.84 | 0.0437 | -0.0040 | ||
| RY.PRM / 加拿大皇家银行 - 优先股 | 0.71 | 0.57 | 0.0437 | -0.0009 | ||
| FNMA POOL AX2488 FN 10/44 FIXED 4 / ABS-MBS (US3138Y3XS57) | 0.71 | 0.0436 | 0.0436 | |||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (US30336CAE57) | 0.71 | -0.14 | 0.0436 | -0.0013 | ||
| US87264ACQ67 / T-Mobile 美国公司 | 0.71 | 1.88 | 0.0434 | -0.0003 | ||
| SCE.PRK / SCE Trust V - 首选安全 | 0.70 | 0.00 | 0.0433 | -0.0011 | ||
| US34540TF236 / 福特汽车信贷有限责任公司，6.800%，2025 年 8 月 20 日 | 0.70 | 1.15 | 0.0432 | -0.0006 | ||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (US96043RAD98) | 0.70 | -0.14 | 0.0431 | -0.0012 | ||
| FANNIE MAE FNR 2025 54 FM / ABS-MBS (US3136BWNW23) | 0.70 | 0.0431 | 0.0431 | |||
| US41162DAA72 / HarborView 抵押贷款信托 2006-12 | 0.70 | -1.27 | 0.0429 | -0.0017 | ||
| US345397B280 / 福特港铁 CR CO LLC 3.375% 2025 年 11 月 13 日 | 0.70 | 0.58 | 0.0428 | -0.0009 | ||
| US36245DAD21 / GSAMP 信托 GSAMP 2006 FM2 A2C | 0.69 | -0.58 | 0.0424 | -0.0014 | ||
| US61751TAB52 / 摩根士丹利抵押贷款信托 2007-2AX | 0.69 | -3.23 | 0.0424 | -0.0026 | ||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0.68 | 0.0417 | 0.0417 | |||
| SPTR TRS EQUITY SOFR+53 RBC / DE (000000000) | 0.67 | 0.0411 | 0.0411 | |||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.67 | 0.0410 | 0.0410 | |||
| US61748BAC81 / 摩根士丹利资本公司 MSAC 2006 HE4 A3 | 0.66 | -2.37 | 0.0405 | -0.0021 | ||
| XS2083963236 / 梯瓦制药金融荷兰 II BV | 0.66 | 0.0404 | 0.0404 | |||
| CDX HY43 5Y ICE / DCR (EZ4J83TSRL27) | 0.64 | -40.86 | 0.0396 | -0.0292 | ||
| US07274EAK91 / 拜耳美国金融有限责任公司 144A LIFE SR UNSEC 6.375% 11-21-30 | 0.64 | 1.43 | 0.0392 | -0.0005 | ||
| US46651QAA58 / 摩根大通商业抵押证券信托 2019-FL12 | 0.63 | -1.87 | 0.0388 | -0.0018 | ||
| US288542AA12 / 艾灵顿贷款收购信托 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 | 0.63 | -5.83 | 0.0388 | -0.0035 | ||
| US76088LAA61 / RPM_21-2A | 0.62 | -13.33 | 0.0384 | -0.0071 | ||
| US76088TAA97 / 转速 22-3A 144A 5.38% 11-25-30 | 0.62 | -43.77 | 0.0383 | -0.0317 | ||
| US76089EAA10 / 研究驱动的 Pagaya 电机 A RPM 2022 1A A 144A | 0.62 | -12.04 | 0.0382 | -0.0064 | ||
| US43732VAT35 / 美国家庭合作伙伴 2021-2 信托 | 0.62 | -4.76 | 0.0382 | -0.0030 | ||
| US14687TAD90 / Carvana Auto Receivables Trust FRN，到期日：27 年 1 月 10 日 | 0.62 | -40.99 | 0.0381 | -0.0282 | ||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8B93) | 0.61 | 0.16 | 0.0377 | -0.0009 | ||
| US073871AC90 / 贝尔斯登 ALT A 信托 BALTA 2006 4 12A1 | 0.61 | -3.02 | 0.0375 | -0.0022 | ||
| FCT / 芬坎蒂尼公司 | 0.61 | 0.0375 | 0.0375 | |||
| US38122NB769 / 金圣烟草证券化 GLDGEN 06/46 固定 3 | 0.61 | -12.81 | 0.0373 | -0.0066 | ||
| US34540TF236 / 福特汽车信贷有限责任公司，6.800%，2025 年 8 月 20 日 | 0.60 | 0.33 | 0.0372 | -0.0009 | ||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) | 0.60 | 0.17 | 0.0370 | -0.0009 | ||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) | 0.60 | 0.17 | 0.0370 | -0.0009 | ||
| US12669HAA77 / 全国资产支持凭证 | 0.59 | -0.17 | 0.0365 | -0.0010 | ||
| US17312EAA47 / 花旗集团抵押贷款信托 CMLTI 2007 AMC3 A1 144A | 0.59 | -1.51 | 0.0363 | -0.0015 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 0.59 | 1.20 | 0.0362 | -0.0005 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 0.59 | 1.20 | 0.0362 | -0.0005 | ||
| US69359QAA22 / PRET 2021-RN4 有限责任公司 | 0.59 | -3.61 | 0.0362 | -0.0023 | ||
| US03329TAG94 / 安克雷奇信贷融资 4 有限公司 | 0.57 | 2.70 | 0.0351 | -0.0000 | ||
| SPTR TRS EQUITY FEDL01+76 CIB / DE (000000000) | 0.56 | 0.0346 | 0.0346 | |||
| US32029AAA51 / 第一枚富兰克林 MTG 贷款资产 FFML 2006 FF18 A1 | 0.56 | -4.27 | 0.0344 | -0.0025 | ||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.56 | 0.0342 | 0.0342 | |||
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A / ABS-O (US04362VAA35) | 0.55 | -6.52 | 0.0336 | -0.0033 | ||
| 44JQ / 洲际酒店集团 PLC - 公司债券/票据 | 0.53 | 7.46 | 0.0328 | 0.0014 | ||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 0.53 | 0.0327 | 0.0327 | |||
| SPTR TRS EQUITY SOFR+40 GST / DE (000000000) | 0.53 | 0.0324 | 0.0324 | |||
| SPTR TRS EQUITY SOFR+42 GST / DE (000000000) | 0.53 | 0.0323 | 0.0323 | |||
| SPTR TRS EQUITY SOFR+42 GST / DE (000000000) | 0.53 | 0.0323 | 0.0323 | |||
| SPTR TRS EQUITY SOFR+43 CBK / DE (000000000) | 0.53 | 0.0323 | 0.0323 | |||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) | 0.52 | -57.32 | 0.0320 | -0.0449 | ||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) | 0.52 | -57.32 | 0.0320 | -0.0449 | ||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.51 | 0.0315 | 0.0315 | |||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.51 | 0.0315 | 0.0315 | |||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (US30336CAG06) | 0.51 | 0.39 | 0.0315 | -0.0007 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (US14688NAB55) | 0.51 | -51.80 | 0.0313 | -0.0354 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (US14687RAC51) | 0.50 | -0.40 | 0.0310 | -0.0010 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (US78435VAC63) | 0.50 | 0.00 | 0.0309 | -0.0009 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (US78435VAC63) | 0.50 | 0.00 | 0.0309 | -0.0009 | ||
| XS0194143532 / SLM 学生贷款信托，2004-5X 系列，A6 级 | 0.50 | 5.30 | 0.0306 | 0.0007 | ||
| US345397A860 / 福特汽车信贷有限公司 | 0.49 | 1.04 | 0.0301 | -0.0004 | ||
| 01626P148 / 营养食品公司 Couche-Tard | 0.49 | 0.0300 | 0.0300 | |||
| US64032PAB85 / Nelnet 学生贷款信托 2023-A | 0.48 | -8.17 | 0.0298 | -0.0035 | ||
| US64032PAA03 / Nelnet 学生贷款信托，2023-AA 系列，AFL 级 | 0.48 | -8.27 | 0.0294 | -0.0035 | ||
| US12670FAE07 / 全国资产支持证书 SER 2007-9 CL 2A4 V/R REGD 1.95800000 | 0.47 | -2.30 | 0.0288 | -0.0015 | ||
| 952NPKII9 / 瑞士信贷集团 COCO JR SUB 144A | 0.47 | 0.00 | 0.0288 | -0.0008 | ||
| US251526CD98 / 德意志银行/纽约纽约 | 0.47 | 1.74 | 0.0288 | -0.0003 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (US14319FAC77) | 0.47 | -30.13 | 0.0287 | -0.0135 | ||
| US033295AA45 / Anchorage Credit Funding 14 Ltd.，2021-14A 系列，A 类 | 0.47 | -0.43 | 0.0287 | -0.0009 | ||
| US040104LB54 / 银色证券有限公司ARSI 2004 W9 M1 | 0.46 | -6.85 | 0.0284 | -0.0029 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (US03330LAA61) | 0.45 | -6.78 | 0.0280 | -0.0028 | ||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0.45 | -84.73 | 0.0279 | -0.1595 | ||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0.45 | -84.73 | 0.0279 | -0.1595 | ||
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A2 144A / ABS-O (US74113QAC50) | 0.45 | -63.14 | 0.0279 | -0.0498 | ||
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A2 144A / ABS-O (US74113QAC50) | 0.45 | -63.14 | 0.0279 | -0.0498 | ||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 0.44 | 5.73 | 0.0273 | 0.0008 | ||
| US31418CS476 / 房利美泳池 | 0.44 | -1.78 | 0.0272 | -0.0012 | ||
| US61753VAC63 / 摩根士丹利资本公司 MSAC 2007 HE4 A2B | 0.44 | -1.35 | 0.0270 | -0.0011 | ||
| US41161PLR28 / HARBORVIEW 抵押贷款信托 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.44 | -4.79 | 0.0269 | -0.0021 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) | 0.43 | -18.34 | 0.0266 | -0.0068 | ||
| TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) | 0.43 | 0.0265 | 0.0265 | |||
| US715638CE05 / 秘鲁共和国 SR 无担保法规 02/29 5.94 | 0.42 | 6.85 | 0.0259 | 0.0010 | ||
| US48251JAL70 / KKR CLO 18 有限公司 | 0.42 | -32.64 | 0.0259 | -0.0136 | ||
| FCT / 芬坎蒂尼公司 | 0.41 | 0.98 | 0.0255 | -0.0004 | ||
| FCT / 芬坎蒂尼公司 | 0.41 | 0.98 | 0.0255 | -0.0004 | ||
| S1MF34 / 三井住友金融集团有限公司 - 存托凭证（普通股） | 0.41 | 0.73 | 0.0254 | -0.0005 | ||
| S1MF34 / 三井住友金融集团有限公司 - 存托凭证（普通股） | 0.41 | 0.73 | 0.0254 | -0.0005 | ||
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 / DBT (US30321L2J09) | 0.41 | 0.98 | 0.0253 | -0.0004 | ||
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 / DBT (US30321L2J09) | 0.41 | 0.98 | 0.0253 | -0.0004 | ||
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 / DBT (US36143L2T17) | 0.41 | 0.74 | 0.0250 | -0.0004 | ||
| US404280DZ92 / 汇丰控股有限公司 REGD V/R 5.88700000 | 0.41 | -0.25 | 0.0250 | -0.0007 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (US14319FAD50) | 0.40 | 0.00 | 0.0249 | -0.0007 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (US14319FAD50) | 0.40 | 0.00 | 0.0249 | -0.0007 | ||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) | 0.40 | -43.38 | 0.0248 | -0.0201 | ||
| GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (US361841AT63) | 0.40 | 1.27 | 0.0245 | -0.0003 | ||
| US36179QUQ27 / GNMA II POOL MA2391 G2 11/44 浮动VAR | 0.40 | -0.50 | 0.0244 | -0.0008 | ||
| US45262BAB99 / 帝国品牌 FIN PLC REGD 144A P/P 3.50000000 | 0.40 | 0.25 | 0.0243 | -0.0006 | ||
| US3128MJ2X72 / 房地美黄金池 | 0.39 | -2.24 | 0.0242 | -0.0012 | ||
| US14686RAA05 / Carvana 汽车应收账款信托 2023-N3 | 0.38 | -52.42 | 0.0236 | -0.0273 | ||
| US03330EAJ38 / 安克雷奇信贷融资 3 有限公司 | 0.38 | 0.80 | 0.0233 | -0.0004 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A / ABS-CBDO (US033296AS36) | 0.38 | -0.79 | 0.0233 | -0.0008 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (US033296AG97) | 0.38 | -0.79 | 0.0233 | -0.0008 | ||
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A / ABS-CBDO (US77588JAA43) | 0.38 | 1.08 | 0.0231 | -0.0004 | ||
| US03290AAA88 / 安克雷奇信贷融资有限公司 | 0.38 | 1.08 | 0.0231 | -0.0003 | ||
| US36245YAC84 / GSAMP 信托 2007 年上半年 | 0.37 | -1.84 | 0.0230 | -0.0011 | ||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17) | 0.37 | -36.52 | 0.0229 | -0.0141 | ||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17) | 0.37 | -36.52 | 0.0229 | -0.0141 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.36 | 0.0221 | 0.0221 | |||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PQ48) | 0.35 | 0.0218 | 0.0218 | |||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PQ48) | 0.35 | 0.0218 | 0.0218 | |||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) | 0.35 | 0.0218 | 0.0218 | |||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) | 0.35 | 0.0218 | 0.0218 | |||
| US91680YAY77 / 新贵结构化通过 USPTT 2022 2A A 144A | 0.35 | -18.41 | 0.0216 | -0.0055 | ||
| US04542BHM72 / 资产支持融资证书 ABFC 2004 FF1 M1 | 0.35 | -3.06 | 0.0214 | -0.0013 | ||
| US31418CUA07 / 房利美泳池 | 0.34 | -1.74 | 0.0209 | -0.0009 | ||
| 952NPG006 / 瑞士信贷集团 JR SUB 144A | 0.34 | 0.00 | 0.0207 | -0.0006 | ||
| US31418CXM18 / 房利美泳池 | 0.32 | -1.83 | 0.0198 | -0.0009 | ||
| US3132XWE647 / 房地美黄金池 | 0.32 | -0.93 | 0.0197 | -0.0007 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (US03331FAA84) | 0.32 | -14.25 | 0.0197 | -0.0038 | ||
| US61755CAB81 / 摩根士丹利资本公司 MSAC 2007 HE6 A2 | 0.31 | -1.87 | 0.0194 | -0.0009 | ||
| US07325QAA31 / BFAT 2007-SR1A V/R 03/25/37 2.92663000 | 0.31 | -0.96 | 0.0191 | -0.0007 | ||
| US30212PBK03 / Expedia 集团公司 | 0.30 | 0.67 | 0.0185 | -0.0004 | ||
| US61750MAF23 / 摩根士丹利资本公司 MSAC 2006 HE7 A2D | 0.30 | -2.91 | 0.0185 | -0.0010 | ||
| PCG.PRD / 太平洋天然气电力公司 - 优先股 | 0.30 | -1.00 | 0.0183 | -0.0007 | ||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (US15186PAA66) | 0.29 | 1.41 | 0.0178 | -0.0002 | ||
| US3140H37E09 / 房利美泳池 | 0.28 | -2.07 | 0.0175 | -0.0008 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (US03331XAA90) | 0.28 | 1.07 | 0.0175 | -0.0003 | ||
| SPTR TRS EQUITY FEDL01+72 RBC / DE (000000000) | 0.28 | 0.0172 | 0.0172 | |||
| SPTR TRS EQUITY FEDL01+72 RBC / DE (000000000) | 0.28 | 0.0172 | 0.0172 | |||
| US404280CH04 / 汇丰控股有限公司 | 0.27 | 1.86 | 0.0169 | -0.0002 | ||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A / ABS-O (US37988XAB10) | 0.27 | -15.74 | 0.0168 | -0.0036 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.27 | 0.0168 | 0.0168 | |||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.27 | 0.0167 | 0.0167 | |||
| AU3FN0029609 / 亚洲人工智能有限公司 | 0.25 | 0.00 | 0.0156 | -0.0004 | ||
| AU3FN0029609 / 亚洲人工智能有限公司 | 0.25 | 0.00 | 0.0156 | -0.0004 | ||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.25 | 0.0156 | 0.0156 | |||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.25 | 0.0156 | 0.0156 | |||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAA66) | 0.25 | 0.00 | 0.0154 | -0.0004 | ||
| US751152AB50 / 拉力 2006 QA7 2A1 | 0.24 | -3.56 | 0.0150 | -0.0010 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (US14687VAB80) | 0.24 | -38.66 | 0.0146 | -0.0099 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (US14687VAB80) | 0.24 | -38.66 | 0.0146 | -0.0099 | ||
| FCT / 芬坎蒂尼公司 | 0.24 | 10.28 | 0.0145 | 0.0009 | ||
| FCT / 芬坎蒂尼公司 | 0.24 | 10.28 | 0.0145 | 0.0009 | ||
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A / ABS-O (US072926AB49) | 0.23 | -59.93 | 0.0144 | -0.0225 | ||
| US362341ZE23 / GSAMP 信托 GSAMP 2005 HE5 M4 | 0.23 | -7.87 | 0.0144 | -0.0017 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) | 0.23 | -57.48 | 0.0144 | -0.0203 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) | 0.23 | -57.48 | 0.0144 | -0.0203 | ||
| US3140H1FD75 / FNMA 泳池 BJ0163 FN 12/47 固定 3.5 | 0.23 | -0.43 | 0.0142 | -0.0005 | ||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.23 | 0.0141 | 0.0141 | |||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.23 | 0.0141 | 0.0141 | |||
| US31418CYL26 / 联邦国民抵押贷款协会 | 0.22 | -2.19 | 0.0137 | -0.0007 | ||
| SPTR TRS EQUITY SOFR+62 RBC / DE (000000000) | 0.22 | 0.0136 | 0.0136 | |||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | 0.22 | 0.0136 | 0.0136 | |||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | 0.22 | 0.0136 | 0.0136 | |||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (US96043RAB33) | 0.22 | -66.51 | 0.0134 | -0.0277 | ||
| US16165AAD63 / CHASEFLEX 信托 CFLX 2007 3 2A1 | 0.22 | -0.46 | 0.0134 | -0.0004 | ||
| US00764SAC89 / AEGIS 资产支持证券 AABST 2006 1 A3 | 0.21 | -1.39 | 0.0131 | -0.0006 | ||
| US07274EAM57 / 拜耳美国金融有限责任公司 144A LIFE SR UNSEC 6.875% 11-21-53 | 0.21 | 2.91 | 0.0131 | 0.0000 | ||
| MSBR34 / 摩根士丹利 - 存托凭证（普通股） | 0.21 | 0.49 | 0.0128 | -0.0002 | ||
| US345397C353 / 福特汽车信贷有限公司 | 0.21 | 0.00 | 0.0128 | -0.0003 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (US14319FAB94) | 0.21 | -30.30 | 0.0128 | -0.0060 | ||
| 952NPL005 / 瑞士信贷集团 COCO JR SUB 144A | 0.20 | 0.00 | 0.0125 | -0.0003 | ||
| US07274EAH62 / 拜耳美国财务有限责任公司 | 0.20 | 0.00 | 0.0125 | -0.0004 | ||
| US345397D260 / 福特汽车信贷有限公司 | 0.20 | -0.49 | 0.0125 | -0.0004 | ||
| US345397C437 / 福特汽车信贷有限公司 | 0.20 | -0.50 | 0.0124 | -0.0004 | ||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ADA25) | 0.20 | 0.00 | 0.0124 | -0.0003 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.20 | 0.0122 | 0.0122 | |||
| US31418CZG22 / 联邦国民抵押贷款协会 | 0.20 | -1.51 | 0.0121 | -0.0005 | ||
| US345397B777 / 福特汽车信贷有限公司 | 0.19 | 1.04 | 0.0120 | -0.0002 | ||
| US694308HW04 / 太平洋天然气 + 电力 SR 无安全保障 12/27 3.3 | 0.19 | 1.05 | 0.0119 | -0.0002 | ||
| US345397B512 / 福特汽车信贷有限公司 | 0.19 | 1.08 | 0.0115 | -0.0002 | ||
| US452024GT30 / 伊利诺伊州市政电力局 | 0.18 | 2.22 | 0.0114 | -0.0001 | ||
| TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) | 0.18 | 0.0113 | 0.0113 | |||
| TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) | 0.18 | 0.0113 | 0.0113 | |||
| US31398GUJ65 / 房利美 FNR 2009 106 FA | 0.18 | -5.21 | 0.0112 | -0.0009 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.18 | 0.0112 | 0.0112 | |||
| US59020USJ50 / 美林抵押贷款投资者信托系列 MLMI MLMI 2005-A2 A2 | 0.18 | -3.74 | 0.0111 | -0.0007 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.17 | 0.0103 | 0.0103 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.17 | 0.0103 | 0.0103 | |||
| US36241KZ350 / 吉利梅 I 泳池 | 0.16 | -1.81 | 0.0101 | -0.0004 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) | 0.16 | -72.29 | 0.0096 | -0.0260 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) | 0.16 | -72.29 | 0.0096 | -0.0260 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.15 | 0.0092 | 0.0092 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.15 | 0.0092 | 0.0092 | |||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) | 0.15 | -34.80 | 0.0091 | -0.0052 | ||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0.14 | -82.33 | 0.0085 | -0.0409 | ||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0.14 | -82.33 | 0.0085 | -0.0409 | ||
| US45661VAA44 / IndyMac INDX 抵押贷款信托 2006-AR12 | 0.13 | -2.19 | 0.0082 | -0.0004 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.13 | 0.0082 | 0.0082 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.13 | 0.0082 | 0.0082 | |||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.13 | 0.0082 | 0.0082 | |||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.13 | 0.0079 | 0.0079 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.12 | 0.0076 | 0.0076 | |||
| US36295QK827 / 吉利梅 I 泳池 | 0.12 | -6.15 | 0.0075 | -0.0007 | ||
| US31418CWS96 / 房利美泳池 | 0.12 | -1.65 | 0.0074 | -0.0004 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.12 | 0.0071 | 0.0071 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.12 | 0.0071 | 0.0071 | |||
| SPTR TRS EQUITY FEDL01+70 RBC / DE (000000000) | 0.11 | 0.0069 | 0.0069 | |||
| US18085PMT83 / 克拉克 CNTY NV ARPT 收入 | 0.11 | -1.77 | 0.0069 | -0.0003 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.11 | 0.0068 | 0.0068 | |||
| US46630GAR65 / 摩根大通抵押贷款信托，2007-A1 系列，5A1 级 | 0.11 | -4.42 | 0.0067 | -0.0005 | ||
| 952NPH004 / 瑞士信贷集团 COCO JR SUB 144A | 0.11 | 0.00 | 0.0066 | -0.0002 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.11 | 0.0066 | 0.0066 | |||
| US13077CTM63 / 加州州立大学 | 0.11 | 0.96 | 0.0065 | -0.0001 | ||
| US694308KL02 / 太平洋天然气电力公司 | 0.10 | 0.00 | 0.0064 | -0.0002 | ||
| US48128B5497 / 摩根大通和 CO 4.625% PERP PFD | 0.10 | 0.00 | 0.0062 | -0.0002 | ||
| US126680AA57 / 另类贷款信托 2007-OA7 | 0.10 | -0.99 | 0.0062 | -0.0002 | ||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) | 0.10 | 0.00 | 0.0062 | -0.0002 | ||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) | 0.10 | 0.00 | 0.0062 | -0.0002 | ||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0.10 | 0.0061 | 0.0061 | |||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0.10 | 0.0061 | 0.0061 | |||
| US466247K513 / 摩根大通抵押贷款信托 2006-A2 | 0.10 | -2.02 | 0.0060 | -0.0003 | ||
| BOUGHT PEN SOLD USD 20250703 / DFE (000000000) | 0.10 | 0.0060 | 0.0060 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0057 | 0.0057 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0057 | 0.0057 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0057 | 0.0057 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.09 | 0.0056 | 0.0056 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0053 | 0.0053 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0053 | 0.0053 | |||
| US251510DG50 / 德意志 ALT A 证券公司 DBALT 2005 1 1A4 | 0.08 | -3.45 | 0.0052 | -0.0003 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (US14687QAB95) | 0.08 | -67.72 | 0.0051 | -0.0110 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (US14687QAB95) | 0.08 | -67.72 | 0.0051 | -0.0110 | ||
| US23292HAB78 / DLLAA 2023-1 有限责任公司 | 0.08 | -68.38 | 0.0050 | -0.0110 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.07 | 0.0046 | 0.0046 | |||
| US07389QAN88 / 贝尔斯登资产支持 SECU BSABS 2007 SD1 22A1 | 0.07 | 0.00 | 0.0046 | -0.0001 | ||
| US31396XNT71 / 房利美 FNR 2007 96 OF | 0.07 | -5.26 | 0.0045 | -0.0003 | ||
| US88522XAE13 / Thornburg 抵押证券信托，2007-3 系列，3A1 级 | 0.07 | -2.78 | 0.0043 | -0.0002 | ||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0043 | 0.0043 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0043 | 0.0043 | |||
| XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS | 0.07 | 9.52 | 0.0042 | 0.0002 | ||
| US31400YDJ29 / 房利美 4.841% 06/01/2033 远方 FNARM | 0.07 | -2.86 | 0.0042 | -0.0002 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0042 | 0.0042 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0041 | 0.0041 | |||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | 0.07 | 0.0040 | 0.0040 | |||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | 0.07 | 0.0040 | 0.0040 | |||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (EZ1P2MZR4KH2) | 0.06 | -50.81 | 0.0038 | -0.0041 | ||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (EZ1P2MZR4KH2) | 0.06 | -50.81 | 0.0038 | -0.0041 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0037 | 0.0037 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.06 | 0.0036 | 0.0036 | |||
| US86359LPF03 / 结构性资产抵押投资 II 信托，2005-AR5 系列，A3 类 | 0.06 | -13.64 | 0.0035 | -0.0007 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.06 | 0.0034 | 0.0034 | |||
| US36296JEM36 / GNMA 泳池 692340 GN 02/39 固定 5 | 0.05 | -10.00 | 0.0034 | -0.0005 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0033 | 0.0033 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.05 | 0.0032 | 0.0032 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.05 | 0.0032 | 0.0032 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.05 | 0.0032 | 0.0032 | |||
| US23245CAD20 / 全国资产支持 CERTI CWL 2007 1 2A3 | 0.05 | -63.31 | 0.0031 | -0.0056 | ||
| US86361KAC18 / 结构性资产投资 LO SAIL 2006 BNC3 A3 | 0.05 | -28.57 | 0.0031 | -0.0013 | ||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZJY8RTJK2L1) | 0.05 | -7.55 | 0.0030 | -0.0004 | ||
| US31397KC909 / 房地美·雷米斯 | 0.05 | -3.92 | 0.0030 | -0.0002 | ||
| US07386HSY89 / 贝尔斯登 ALT-A 信托 2005 年 4 月 | 0.05 | -2.00 | 0.0030 | -0.0001 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.05 | 0.0028 | 0.0028 | |||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.05 | 0.0028 | 0.0028 | |||
| US126694S412 / 全国另类贷款信托 | 0.04 | 0.00 | 0.0027 | -0.0001 | ||
| US31394FHD06 / FNMA，2005-79 系列，NF 级 | 0.04 | -4.44 | 0.0027 | -0.0002 | ||
| EZY2QJ3Z39M5 / CDX IG40 5Y ICE | 0.04 | 10.26 | 0.0027 | 0.0002 | ||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0.04 | 23.53 | 0.0026 | 0.0005 | ||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0.04 | 23.53 | 0.0026 | 0.0005 | ||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) | 0.04 | 0.0026 | 0.0026 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0025 | 0.0025 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0024 | 0.0024 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.04 | 0.0023 | 0.0023 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.04 | 0.0023 | 0.0023 | |||
| US92925CDA71 / WaMu 抵押贷款传递证书系列 2006-AR3 信托 | 0.04 | -2.63 | 0.0023 | -0.0001 | ||
| US055682AC21 / BNC 抵押贷款信托 BNCMT 2006 1 A3 | 0.04 | -66.02 | 0.0022 | -0.0044 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0021 | 0.0021 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0021 | 0.0021 | |||
| EZ6MPW8FKYP3 / CDX EM36 ICE | 0.03 | 750.00 | 0.0021 | 0.0018 | ||
| EZG1MXP5KL27 / CDX IG41 5Y ICE | 0.03 | 13.79 | 0.0020 | 0.0002 | ||
| INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) | 0.03 | 0.0019 | 0.0019 | |||
| US362341XE41 / 金沙江抵押贷款信托 GSR 2005 AR7 5A1 | 0.03 | 0.00 | 0.0019 | -0.0001 | ||
| US36241KYZ55 / 吉利梅 I 泳池 | 0.03 | 0.00 | 0.0018 | -0.0001 | ||
| US31397KL827 / 房地美·雷米斯 | 0.03 | -6.45 | 0.0018 | -0.0002 | ||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) | 0.03 | 28.57 | 0.0017 | 0.0003 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0017 | 0.0017 | |||
| US3137ADX446 / 房地美 FHR 3898 OF | 0.03 | -7.14 | 0.0016 | -0.0001 | ||
| US36296JFP57 / GNMA 泳池 692374 GN 02/39 固定 5 | 0.03 | 0.00 | 0.0016 | -0.0001 | ||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.03 | 31.58 | 0.0015 | 0.0003 | ||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.03 | 31.58 | 0.0015 | 0.0003 | ||
| US31397KE319 / FHLMC，3360 系列，FC 级 | 0.02 | -4.00 | 0.0015 | -0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | |||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) | 0.02 | 84.62 | 0.0015 | 0.0006 | ||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.02 | -11.54 | 0.0015 | -0.0002 | ||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) | 0.02 | 130.00 | 0.0015 | 0.0008 | ||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) | 0.02 | 130.00 | 0.0015 | 0.0008 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | |||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0.02 | 53.33 | 0.0014 | 0.0004 | ||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0.02 | 53.33 | 0.0014 | 0.0004 | ||
| US3620A3S884 / 吉利梅 I 泳池 | 0.02 | 0.00 | 0.0014 | -0.0001 | ||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.02 | 120.00 | 0.0014 | 0.0008 | ||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.02 | 120.00 | 0.0014 | 0.0008 | ||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.02 | 120.00 | 0.0014 | 0.0008 | ||
| US466247YH09 / 摩根大通抵押贷款信托 2005-A8 | 0.02 | -4.35 | 0.0014 | -0.0001 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0013 | 0.0013 | |||
| EZZVSNMRWDZ0 / 通用电气公司 SNR S* ICE | 0.02 | -22.22 | 0.0013 | -0.0004 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0013 | 0.0013 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0013 | 0.0013 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0013 | 0.0013 | |||
| US31407CFW29 / FNMA 泳池 826481 FN 07/35 固定 5.5 | 0.02 | 0.00 | 0.0012 | -0.0001 | ||
| TRT061124T11 / 土耳其政府债券 | 0.02 | -4.76 | 0.0012 | -0.0001 | ||
| RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.02 | 90.00 | 0.0012 | 0.0006 | ||
| US05951EAM93 / 美国银行融资公司 BAFC 2006 J 4A1 | 0.02 | -5.00 | 0.0012 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0012 | 0.0012 | |||
| US31394FAF27 / 房利美 FNR 2005 75 OF | 0.02 | -5.00 | 0.0012 | -0.0001 | ||
| US31368HMV23 / 房利美泳池 | 0.02 | 0.00 | 0.0012 | -0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0012 | 0.0012 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0011 | 0.0011 | |||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.02 | 157.14 | 0.0011 | 0.0006 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0011 | 0.0011 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0010 | 0.0010 | |||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | 0.02 | 0.0010 | 0.0010 | |||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | 0.02 | 0.0010 | 0.0010 | |||
| US31414UZ928 / 房利美泳池 | 0.02 | 0.00 | 0.0010 | -0.0000 | ||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.02 | 0.0010 | 0.0010 | |||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.02 | 0.0010 | 0.0010 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0009 | 0.0009 | |||
| US31393XGV38 / FNMA，2004-W2 系列，5AF 级 | 0.02 | -6.25 | 0.0009 | -0.0001 | ||
| US59020UZ656 / 美林抵押贷款投资者信托 FRN 02/25/36 2005-A10 A | 0.01 | 0.00 | 0.0009 | -0.0000 | ||
| US863579VM76 / 结构性可调利率抵押贷款信托系列 2005-17 | 0.01 | -6.67 | 0.0009 | -0.0001 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | |||
| US31349SNM16 / FED HM LN PC POOL 781296 FH 03/34 浮动VAR | 0.01 | -6.67 | 0.0009 | -0.0001 | ||
| CDX EM34 ICE / DCR (EZS59H4VYXZ5) | 0.01 | 366.67 | 0.0009 | 0.0007 | ||
| CDX EM34 ICE / DCR (EZS59H4VYXZ5) | 0.01 | 366.67 | 0.0009 | 0.0007 | ||
| OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (EZCJCJ68DC78) | 0.01 | 0.0009 | 0.0009 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | |||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.01 | -31.58 | 0.0008 | -0.0004 | ||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | |||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | |||
| SPTR TRS EQUITY SOFR+47 CIB / DE (000000000) | 0.01 | 0.0008 | 0.0008 | |||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.01 | -18.75 | 0.0008 | -0.0002 | ||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.01 | -18.75 | 0.0008 | -0.0002 | ||
| US36228F4P85 / 金沙江抵押贷款信托 2004 年 7 月 | 0.01 | 0.00 | 0.0008 | -0.0000 | ||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.01 | 71.43 | 0.0008 | 0.0003 | ||
| TRT061124T11 / 土耳其政府债券 | 0.01 | 0.00 | 0.0008 | -0.0000 | ||
| US07386HVS74 / 贝尔斯登 ALT A 信托 BALTA 2005 7 22A1 | 0.01 | 0.00 | 0.0008 | -0.0001 | ||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | |||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.01 | 57.14 | 0.0007 | 0.0002 | ||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.01 | 57.14 | 0.0007 | 0.0002 | ||
| SPTR TRS EQUITY FEDL01+64 TOR / DE (000000000) | 0.01 | 0.0007 | 0.0007 | |||
| SPTR TRS EQUITY FEDL01+64 TOR / DE (000000000) | 0.01 | 0.0007 | 0.0007 | |||
| SPTR TRS EQUITY FEDL01+68 CIB / DE (000000000) | 0.01 | 0.0007 | 0.0007 | |||
| RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.01 | -21.43 | 0.0007 | -0.0002 | ||
| US31396WLX29 / 房利美 REMICS | 0.01 | 0.00 | 0.0007 | -0.0000 | ||
| US32051GQL22 / 第一地平线抵押贷款传递信托 2005-AR3 | 0.01 | -9.09 | 0.0007 | -0.0000 | ||
| US542514HN71 / 长滩抵押贷款信托 2004-4 | 0.01 | -9.09 | 0.0007 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | |||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) | 0.01 | 42.86 | 0.0007 | 0.0001 | ||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) | 0.01 | 42.86 | 0.0007 | 0.0001 | ||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0.01 | 0.0006 | 0.0006 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.01 | 800.00 | 0.0006 | 0.0005 | ||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.01 | 800.00 | 0.0006 | 0.0005 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| US3128M75R30 / 房地美黄金池 | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| US466247ZP16 / 摩根大通抵押贷款信托 2005-A1 | 0.01 | -11.11 | 0.0005 | -0.0000 | ||
| US07384MZV70 / 贝尔斯登ARM 信托 2003-8 BSARM 2003-8 4A1 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.01 | 0.0005 | 0.0005 | |||
| US36296A6T61 / GNMA 泳池 685882 GN 05/38 固定 5 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| US06051GDM87 / 美国银行资助 2005-D 信托 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US31397KZG92 / 房地美 FHR 3376 FD | 0.01 | -12.50 | 0.0005 | -0.0000 | ||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | |||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) | 0.01 | -41.67 | 0.0004 | -0.0003 | ||
| US362341XG98 / 金沙江抵押贷款信托 2005-AR7 | 0.01 | -14.29 | 0.0004 | -0.0000 | ||
| EZGB6C4Y7HX0 / CDX HY40 5Y ICE | 0.01 | 20.00 | 0.0004 | 0.0001 | ||
| US362636AT94 / 金沙江抵押贷款信托 | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.01 | 0.0004 | 0.0004 | |||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.01 | 0.0004 | 0.0004 | |||
| US31406LHL53 / FNMA 泳池 813035 FN 04/35 固定 5.5 | 0.01 | -14.29 | 0.0004 | -0.0001 | ||
| BOUGHT PEN SOLD USD 20251105 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | |||
| US92922F4M79 / WaMu 抵押贷款传递证书系列 2005-AR13 信托 | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | |||
| US31403DAH26 / FNMA 泳池 745308 FN 01/36 浮动VAR | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US36292LCY83 / GNMA 泳池 651787 GN 04/36 固定 5 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.01 | -16.67 | 0.0003 | -0.0001 | ||
| US929227LE40 / WAMU 抵押贷款传递证书系列 2002-AR2 SER 2002-AR2 CL AV/R REGD 2.37700000 | 0.01 | -16.67 | 0.0003 | -0.0000 | ||
| US12669GHG91 / 全国住房贷款 CWHL 2004 HYB9 1A1 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US12669E4A13 / 全国替代贷款 T CWALT 2003 J2 A1 | 0.01 | -16.67 | 0.0003 | -0.0001 | ||
| US3128P7LU52 / FG 03/29 固定 4.5 | 0.01 | -16.67 | 0.0003 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | |||
| US31396WTU08 / 房利美 REMICS | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | |||
| US59020UL789 / 美林抵押贷款资本公司 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | |||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| US31396L4R81 / FNMA、REMIC、系列 2006-118、A1 级 | 0.00 | 0.00 | 0.0003 | -0.0000 | ||
| US126670JY52 / 全国住房贷款 CWHL 2005 HYB9 3A2A | 0.00 | 0.00 | 0.0003 | -0.0000 | ||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0003 | 0.0003 | |||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0003 | 0.0003 | |||
| US31395M2F53 / Freddie Mac 结构化传递证书 | 0.00 | 0.00 | 0.0003 | -0.0000 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT KRW SOLD USD 20250716 / 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 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| EZW8XKN63668 / 通用电气公司 SNR S* ICE | 0.00 | -25.00 | 0.0002 | -0.0001 | ||
| US929227XB72 / WAMU 抵押贷款传递证书系列 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0.00 | -85.00 | 0.0002 | -0.0011 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US17307GW795 / 花旗集团抵押贷款信托 2005-11 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US31410QK678 / FNMA 泳池 894117 FN 10/36 固定 6.5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US35729NAB10 / 弗里蒙特住房贷款信托，2006-E 系列，2A1 级 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (EZZQZ45304B1) | 0.00 | 100.00 | 0.0002 | 0.0001 | ||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US31405PRS10 / 房利美泳池 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US9393357P40 / WAMU 02-AR9 1A V/R 8/25/42 3.72644500 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZHYVHXCW214) | 0.00 | -33.33 | 0.0001 | -0.0001 | ||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -33.33 | 0.0001 | -0.0001 | ||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) | 0.00 | 0.0001 | 0.0001 | |||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) | 0.00 | 0.0001 | 0.0001 | |||
| EZF7Y38CZFL5 / CDX EM38 ICE | 0.00 | -150.00 | 0.0001 | 0.0004 | ||
| US31402BTK07 / 房利美 3.693% 08/01/2033 FNMA ARM | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) | 0.00 | 0.0001 | 0.0001 | |||
| US22540A7A01 / 瑞士信贷第一波士顿 MOR CSFB 2001 HE17 A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0.00 | -150.00 | 0.0001 | 0.0003 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31394VL730 / 房利美 REMICS | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31376KDU79 / FNMA 泳池 357515 FN 03/34 固定 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US74160MDL37 / 优质抵押贷款信托 2004-CL1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31410FSS55 / 房利美泳池 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US36297BDL27 / GNMA 泳池 706707 GN 02/39 固定 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT 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 INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31393APU50 / FNMA、REMIC、2003-25 系列、KP 级 | 0.00 | 0.0000 | -0.0000 | |||
| US79549AXP91 / 所罗门兄弟抵押贷款 SECU SBM7 2003 UP2 A1 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / 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 | |||
| EZYP3FB7TK33 / CDX EM35 ICE | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31410VJH42 / FNMA 泳池 898564 FN 10/36 固定 6 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31385HJE36 / 房利美泳池 P#544861 4.18600000 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31385HJD52 / 房利美泳池 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US589929F377 / 美林抵押贷款投资者信托 MLMI，2003-A1 系列，3A 级 | 0.00 | 0.0000 | -0.0000 | |||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US07384MZQ85 / 贝尔斯登可调利率 M BSARM 2003 8 1A1 | 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 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 | |||
| US36228FNB84 / 金沙江抵押贷款信托 | 0.00 | 0.0000 | -0.0000 | |||
| US31385HU597 / 房利美 3.25% 05/01/2036 FNMA ARM | 0.00 | 0.0000 | -0.0000 | |||
| US36211YTF15 / GNMA 泳池 527150 GN 02/30 固定 8 | 0.00 | 0.0000 | -0.0000 | |||
| US36225CBY12 / GNMA II 泳池 080054 G2 03/27 浮动VAR | 0.00 | 0.0000 | -0.0000 | |||
| US07384MTN29 / 贝尔斯登 ARM 信托 2003 年 1 月 | 0.00 | 0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 317U7NKA1 PIMCO SWAPTION 5.85 PUT USD 20251121 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| EZ6N5RTF6TW5 / CDX EM39 ICE | 0.00 | 0.0000 | 0.0001 | |||
| 317U7NNA8 PIMCO SWAPTION 5.85 PUT USD 20251124 / DIR (EZZ8D3GWSG66) | 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 | |||
| NVDA / 英伟达公司 | 0.00 | -100.00 | -0.0223 | |||
| AAPL / 苹果公司。 | 0.00 | -100.00 | -0.0457 | |||
| WMT / 沃尔玛公司 | 0.00 | -100.00 | -0.0181 | |||
| HON / 霍尼韦尔国际公司 | 0.00 | -100.00 | -0.0436 | |||
| 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 TWD SOLD USD 20250703 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250717 / 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 TRY BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 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 | -100.00 | -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 NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 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 ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250728 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD 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 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| RFR USD SOFR/3.75000 06/20/24-4Y CME / DIR (EZNJSFN8FV73) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (EZDL1WQQ28Y4) | -0.00 | -133.33 | -0.0001 | -0.0003 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (EZDL1WQQ28Y4) | -0.00 | -133.33 | -0.0001 | -0.0003 | ||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.00 | 0.00 | -0.0001 | -0.0000 | ||
| 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 KRW BOUGHT USD 20250708 / 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 DKK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (EZQH3P2675Q7) | -0.00 | -120.00 | -0.0001 | -0.0005 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH / DIR (EZVMLNBFB1H7) | -0.00 | 0.00 | -0.0001 | -0.0000 | ||
| BOUGHT JPY SOLD USD 20250702 / 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 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| RFR USD SOFR/3.81000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) | -0.00 | -0.0002 | -0.0001 | |||
| SOLD TWD 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 | |||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0.00 | -0.0002 | -0.0002 | |||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0.00 | -0.0002 | -0.0002 | |||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) | -0.00 | -76.47 | -0.0003 | 0.0008 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| CDX EM41 ICE / DCR (EZKFGV9S8KR7) | -0.00 | -60.00 | -0.0003 | 0.0004 | ||
| CDX EM41 ICE / DCR (EZKFGV9S8KR7) | -0.00 | -60.00 | -0.0003 | 0.0004 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.00 | -50.00 | -0.0003 | 0.0002 | ||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.00 | -50.00 | -0.0003 | 0.0002 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | |||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | |||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | |||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | -0.01 | -75.00 | -0.0004 | 0.0009 | ||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | |||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.01 | -25.00 | -0.0004 | 0.0001 | ||
| IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (EZY2ZGSDJ3P8) | -0.01 | 40.00 | -0.0004 | -0.0001 | ||
| IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (EZY2ZGSDJ3P8) | -0.01 | 40.00 | -0.0004 | -0.0001 | ||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.01 | -41.67 | -0.0005 | 0.0003 | ||
| CDX EM40 ICE / DCR (EZXWTK5G6C61) | -0.01 | -72.00 | -0.0005 | 0.0011 | ||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.01 | -30.00 | -0.0005 | 0.0002 | ||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.01 | -30.00 | -0.0005 | 0.0002 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) | -0.01 | -20.00 | -0.0005 | 0.0002 | ||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.01 | -0.0005 | -0.0005 | |||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0.01 | 60.00 | -0.0005 | -0.0001 | ||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0.01 | 60.00 | -0.0005 | -0.0001 | ||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) | -0.01 | 125.00 | -0.0006 | -0.0003 | ||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) | -0.01 | 125.00 | -0.0006 | -0.0003 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.01 | 50.00 | -0.0006 | -0.0002 | ||
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.01 | -125.64 | -0.0006 | -0.0031 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | |||
| IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (EZ5F1PDPNS31) | -0.01 | 37.50 | -0.0007 | -0.0001 | ||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.01 | -26.67 | -0.0007 | 0.0003 | ||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) | -0.01 | -80.00 | -0.0008 | 0.0031 | ||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | |||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.01 | 33.33 | -0.0008 | -0.0002 | ||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.01 | 33.33 | -0.0008 | -0.0002 | ||
| ABX.HE.AAA.06-2 SP BOA / DCR (000000000) | -0.01 | -0.0008 | -0.0008 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | |||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | |||
| CDX EM43 ICE / DCR (000000000) | -0.01 | -0.0009 | -0.0009 | |||
| CDX EM42 ICE / DCR (EZ8N8SNTCSD6) | -0.01 | -48.15 | -0.0009 | 0.0008 | ||
| CDX EM42 ICE / DCR (EZ8N8SNTCSD6) | -0.01 | -48.15 | -0.0009 | 0.0008 | ||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0.02 | 66.67 | -0.0009 | -0.0004 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0010 | -0.0010 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0010 | -0.0010 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0010 | -0.0010 | |||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) | -0.02 | -1,800.00 | -0.0011 | -0.0012 | ||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.02 | 70.00 | -0.0011 | -0.0004 | ||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) | -0.02 | -1,800.00 | -0.0011 | -0.0012 | ||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.02 | 58.33 | -0.0012 | -0.0004 | ||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.02 | -0.0012 | -0.0012 | |||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | -0.02 | -0.0012 | -0.0012 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0012 | -0.0012 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0012 | -0.0012 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.02 | 53.85 | -0.0013 | -0.0004 | ||
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.02 | -151.28 | -0.0013 | -0.0038 | ||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0013 | -0.0013 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0013 | -0.0013 | |||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.02 | 66.67 | -0.0013 | -0.0005 | ||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0013 | -0.0013 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | |||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | |||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.02 | 53.33 | -0.0014 | -0.0005 | ||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.02 | 64.29 | -0.0015 | -0.0005 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0015 | -0.0015 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0016 | -0.0016 | |||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0.03 | -116.67 | -0.0016 | -0.0111 | ||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0.03 | -116.67 | -0.0016 | -0.0111 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0016 | -0.0016 | |||
| IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) | -0.03 | 52.94 | -0.0016 | -0.0005 | ||
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.03 | -166.67 | -0.0017 | -0.0042 | ||
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.03 | -166.67 | -0.0017 | -0.0042 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0017 | -0.0017 | |||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | -0.03 | -0.0017 | -0.0017 | |||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | -0.03 | -0.0017 | -0.0017 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.03 | -0.0017 | -0.0017 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0018 | -0.0018 | |||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) | -0.03 | -6.25 | -0.0019 | 0.0002 | ||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0019 | -0.0019 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.03 | -0.0019 | -0.0019 | |||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) | -0.04 | 50.00 | -0.0022 | -0.0007 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0022 | -0.0022 | |||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) | -0.04 | 56.52 | -0.0023 | -0.0008 | ||
| INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) | -0.04 | -126.81 | -0.0023 | -0.0110 | ||
| INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) | -0.04 | -126.81 | -0.0023 | -0.0110 | ||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0024 | -0.0024 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0024 | -0.0024 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.04 | -0.0024 | -0.0024 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.04 | -0.0024 | -0.0024 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0024 | -0.0024 | |||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.04 | 37.93 | -0.0025 | -0.0006 | ||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.04 | 110.53 | -0.0025 | -0.0012 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0025 | -0.0025 | |||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) | -0.04 | 95.24 | -0.0026 | -0.0012 | ||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.04 | 46.43 | -0.0026 | -0.0007 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0027 | -0.0027 | |||
| SOLD PEN BOUGHT USD 20260209 / DFE (000000000) | -0.04 | -0.0027 | -0.0027 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.05 | -0.0028 | -0.0028 | |||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | -0.05 | -0.0029 | -0.0029 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.05 | -0.0029 | -0.0029 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.05 | -0.0030 | -0.0030 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.05 | -0.0030 | -0.0030 | |||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | -0.05 | -0.0030 | -0.0030 | |||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | -0.05 | -0.0030 | -0.0030 | |||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.05 | -0.0030 | -0.0030 | |||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.05 | -0.0030 | -0.0030 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.05 | -0.0030 | -0.0030 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.05 | -0.0030 | -0.0030 | |||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.05 | -0.0032 | -0.0032 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.05 | -0.0032 | -0.0032 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.05 | -0.0034 | -0.0034 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0035 | -0.0035 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0035 | -0.0035 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0035 | -0.0035 | |||
| SOLD PEN BOUGHT USD 20250717 / DFE (000000000) | -0.06 | -0.0037 | -0.0037 | |||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) | -0.06 | 66.67 | -0.0037 | -0.0014 | ||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.07 | -0.0040 | -0.0040 | |||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.07 | -0.0040 | -0.0040 | |||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) | -0.07 | -0.0040 | -0.0040 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.07 | -0.0041 | -0.0041 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0041 | -0.0041 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.07 | -0.0042 | -0.0042 | |||
| SOLD PEN BOUGHT USD 20251117 / DFE (000000000) | -0.07 | -0.0043 | -0.0043 | |||
| SOLD PEN BOUGHT USD 20251117 / DFE (000000000) | -0.07 | -0.0043 | -0.0043 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0044 | -0.0044 | |||
| IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) | -0.07 | 57.45 | -0.0046 | -0.0016 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) | -0.07 | 57.45 | -0.0046 | -0.0016 | ||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.08 | -0.0047 | -0.0047 | |||
| IRS EUR 3.25000 11/06/23-10Y LCH / DIR (EZMRVVG7GGF9) | -0.08 | 52.00 | -0.0047 | -0.0015 | ||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.08 | -0.0051 | -0.0051 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.09 | -0.0053 | -0.0053 | |||
| INF SWAP US IT 2.5225 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) | -0.09 | -161.87 | -0.0053 | -0.0141 | ||
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (EZB94V5ZTJT3) | -0.09 | 55.36 | -0.0054 | -0.0018 | ||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) | -0.09 | 45.00 | -0.0054 | -0.0015 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.09 | -0.0056 | -0.0056 | |||
| SOLD PEN BOUGHT USD 20251229 / DFE (000000000) | -0.09 | -0.0056 | -0.0056 | |||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | -0.10 | -0.0062 | -0.0062 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.10 | -0.0063 | -0.0063 | |||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.11 | -0.0066 | -0.0066 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.11 | -0.0066 | -0.0066 | |||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.11 | -0.0070 | -0.0070 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.12 | -0.0071 | -0.0071 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.12 | -0.0072 | -0.0072 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.12 | -0.0072 | -0.0072 | |||
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (EZV4JXT1DTW8) | -0.12 | 52.56 | -0.0074 | -0.0024 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.12 | -0.0076 | -0.0076 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.13 | -0.0078 | -0.0078 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.13 | -0.0078 | -0.0078 | |||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.13 | -0.0079 | -0.0079 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.13 | -0.0082 | -0.0082 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.13 | -0.0083 | -0.0083 | |||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.14 | -0.0088 | -0.0088 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.15 | -0.0090 | -0.0090 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.16 | -0.0098 | -0.0098 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.18 | -0.0108 | -0.0108 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.18 | -0.0113 | -0.0113 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.18 | -0.0113 | -0.0113 | |||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | -0.19 | -0.0119 | -0.0119 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.19 | -0.0119 | -0.0119 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.20 | -0.0124 | -0.0124 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.20 | -0.0124 | -0.0124 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.21 | -0.0127 | -0.0127 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.21 | -0.0127 | -0.0127 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.21 | -0.0127 | -0.0127 | |||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) | -0.21 | -194.98 | -0.0128 | -0.0267 | ||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) | -0.21 | -194.98 | -0.0128 | -0.0267 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.21 | -0.0131 | -0.0131 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.21 | -0.0132 | -0.0132 | |||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) | -0.23 | -187.31 | -0.0140 | -0.0304 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.23 | -0.0140 | -0.0140 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.23 | -0.0140 | -0.0140 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.23 | -0.0142 | -0.0142 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.23 | -0.0143 | -0.0143 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.24 | -0.0146 | -0.0146 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.24 | -0.0148 | -0.0148 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.25 | -0.0151 | -0.0151 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.25 | -0.0154 | -0.0154 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.25 | -0.0154 | -0.0154 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.25 | -0.0155 | -0.0155 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.26 | -0.0157 | -0.0157 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.26 | -0.0158 | -0.0158 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.26 | -0.0159 | -0.0159 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.26 | -0.0159 | -0.0159 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.26 | -0.0161 | -0.0161 | |||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.27 | -0.0165 | -0.0165 | |||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.27 | -0.0165 | -0.0165 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.27 | -0.0165 | -0.0165 | |||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -0.28 | 513.33 | -0.0170 | -0.0141 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.29 | -0.0176 | -0.0176 | |||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.30 | -0.0187 | -0.0187 | |||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.31 | -0.0193 | -0.0193 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.44 | -0.0273 | -0.0273 | |||
| SOLD PEN BOUGHT USD 20250703 / DFE (000000000) | -0.46 | -0.0285 | -0.0285 | |||
| SOLD PEN BOUGHT USD 20250703 / DFE (000000000) | -0.46 | -0.0285 | -0.0285 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.69 | -0.0423 | -0.0423 | |||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | -0.84 | -260.57 | -0.0519 | -0.0851 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -1.12 | -0.0689 | -0.0689 | |||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -1.18 | -0.0728 | -0.0728 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -1.68 | -44.23 | -0.1032 | 0.0868 | ||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -1.68 | -44.23 | -0.1032 | 0.0868 | ||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -1.87 | -4.50 | -0.1148 | 0.0086 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -3.07 | -0.1889 | -0.1889 | |||
| US01F0326821 / 房利美或房地美 | -72.37 | -214.87 | -4.4506 | -7.4849 |
