基本统计
| 投资组合价值 | $ 5,986,095,082 |
| 当前头寸 | 1,584 |
最新持仓、表现、资产管理规模（来源：13F、13D）
VPVTRDV - PIMCO 总回报投资组合管理 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 1,584。 最新的投资组合价值计算为$5,986,095,082美元。实际管理资产（AUM）是指该价值加上现金（未披露）。 VPVTRDV - PIMCO Total Return Portfolio Administrative的最主要持仓是 UMBS TBA (US:US01F0426811) , UMBS TBA (US:US01F0406854) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , UMBS TBA (US:US01F0306781) , and FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) . VPVTRDV - PIMCO Total Return Portfolio Administrative的新头寸包括 UMBS TBA (US:US01F0426811) , UMBS TBA (US:US01F0406854) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , UMBS TBA (US:US01F0306781) , and FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) .
本季度最大增持
我们使用投资组合配置中的变化，因为这是最有意义的指标。变化可能是由于交易或股价的变化。
| 证券 | 股票 (百万) |
价值 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| 159.46 | 3.6158 | 2.9766 | ||
| 221.19 | 5.0154 | 2.1209 | ||
| 312.58 | 7.0876 | 1.4207 | ||
| 61.70 | 1.3990 | 1.3990 | ||
| 0.17 | 0.0038 | 1.1019 | ||
| 44.87 | 1.0174 | 1.0174 | ||
| 37.28 | 0.8454 | 0.8454 | ||
| 24.10 | 0.5465 | 0.5465 | ||
| 23.66 | 0.5365 | 0.4849 | ||
| 15.91 | 0.3608 | 0.3608 |
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 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| 203.52 | 4.6147 | -4.2876 | ||
| 180.83 | 4.1003 | -4.0479 | ||
| -40.58 | -0.9201 | -1.5147 | ||
| 38.68 | 0.8770 | -1.0521 | ||
| 11.83 | 0.2682 | -0.8354 | ||
| 26.22 | 0.5946 | -0.6732 | ||
| -48.22 | -1.0935 | -0.6458 | ||
| 181.62 | 4.1182 | -0.5340 | ||
| 156.86 | 3.5568 | -0.3282 | ||
| 1.74 | 0.0394 | -0.1753 |
13F和基金备案
此表格于 2025-08-29 提交，报告期为 2025-06-30。 点击链接图标 查看完整的交易历史记录。
升级以解锁高级数据并导出到Excel
。
022-07-28：重要提示-我们更改了此表中Δ 投资组合 % 列的处理方式。此前，我们将其报告为投资组合配置中的百分比变化 。我们现在将其报告为投资组合配置的原始变化（仍以百分比报告）。就公式而言，我们之前将其报告为100*（当前配置-前期配置）/前期配置。我们现在将其报告为（当前配置-前期配置）。
| 证券 | 类型 | 平均股价 | 股票 (百万) |
Δ股票 (%) |
Δ股票 (%) |
价值 ($百万) |
投资组合 (%) |
Δ投资组合 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0426811 / UMBS 待定 | 312.58 | 23.67 | 7.0876 | 1.4207 | |||||
| US01F0406854 / UMBS 待定 | 221.19 | 71.34 | 5.0154 | 2.1209 | |||||
| US01F0526800 / 统一抵押贷款支持证券，待定 | 203.52 | -48.74 | 4.6147 | -4.2876 | |||||
| US01F0306781 / UMBS 待定 | 181.62 | -24.00 | 4.1182 | -0.5340 | |||||
| US01F0306864 / FNMA 30YR TBA 3.0% 20 年 8 月即将公布 3.00000000 | 180.83 | -50.24 | 4.1003 | -4.0479 | |||||
| US72202G3801 / PIMCO ST 浮动导航四号港共同基金 | 164.27 | 1.31 | 3.7248 | 0.1130 | |||||
| US01F0506844 / UMBS 待定 | 159.46 | 459.37 | 3.6158 | 2.9766 | |||||
| US01F0606834 / 统一抵押贷款支持证券，待定 | 156.86 | -9.47 | 3.5568 | -0.3282 | |||||
| US912810RJ97 / 美国国债 Bds 债券 | 119.64 | -2.26 | 2.7127 | -0.0138 | |||||
| US91282CGW55 / 美国国债通胀指数债券 | 88.08 | 0.77 | 1.9971 | 0.0503 | |||||
| GB00BMV7TC88 / 英国金边 | 61.70 | 1.3990 | 1.3990 | ||||||
| US912810ST60 / 国债 | 61.51 | -10.94 | 1.3947 | -0.1437 | |||||
| US912810SW99 / 美国国库券/债券 | 47.48 | -14.38 | 1.0766 | -0.1587 | |||||
| US21H0506806 / GNMA | 44.87 | 1.0174 | 1.0174 | ||||||
| US21H0426799 / 吉利美 | 38.68 | -69.01 | 0.8770 | -1.0521 | |||||
| US21H0406817 / 吉利美 | 37.28 | 0.8454 | 0.8454 | ||||||
| US912810SH23 / 美国国债 Bds 债券 | 37.06 | 16.61 | 0.8403 | 0.1324 | |||||
| US912810RH32 / 美国国债 Bds 债券 | 28.16 | -2.24 | 0.6385 | -0.0031 | |||||
| US3140QNPG11 / FNMA 泳池 CB3122 FN 03/52 固定 3 | 27.46 | -3.07 | 0.6226 | -0.0083 | |||||
| US912810SV17 / 美国国债通胀指数债券 | 27.21 | -4.36 | 0.6169 | -0.0167 | |||||
| RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (EZ000VCFPMC7) | 26.58 | 6.32 | 0.6027 | 0.0458 | |||||
| EW / 爱德华兹生命科学公司 | 26.22 | -53.62 | 0.5946 | -0.6732 | |||||
| US912810QS06 / 美国国债 Bds 债券 | 24.83 | -1.71 | 0.5629 | 0.0003 | |||||
| CITIGROUP REPO REPO 5807 / RA (000000000) | 24.10 | 0.5465 | 0.5465 | ||||||
| US91282CDX65 / 美国国债通胀指数债券 | 23.82 | 1.14 | 0.5401 | 0.0155 | |||||
| US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) | 23.66 | 922.12 | 0.5365 | 0.4849 | |||||
| Q / 格查尔铜业公司 | 22.18 | -16.03 | 0.5030 | -0.0855 | |||||
| IT0005246134 / 意大利 博尼·波利纳利·德尔·特索罗 | 22.14 | 9.98 | 0.5021 | 0.0536 | |||||
| ZAG000016320 / 南非共和国政府债券 | 21.83 | -25.12 | 0.4950 | -0.1544 | |||||
| EUROPEAN UNION SR UNSECURED REGS 10/29 2.875 / DBT (EU000A3L1CN4) | 21.39 | 9.82 | 0.4851 | 0.0512 | |||||
| US912810SJ88 / 美国国债 Bds 债券 | 21.34 | 32.80 | 0.4839 | 0.1259 | |||||
| US912810RM27 / 美国国债 Bds 债券 | 21.15 | -2.34 | 0.4796 | -0.0028 | |||||
| US01F0226831 / 联邦国民抵押贷款协会 30 年 待定 8 月 | 20.74 | 0.65 | 0.4702 | 0.0083 | |||||
| US912810RL44 / 美国国债通胀指数债券 | 19.91 | -2.85 | 0.4514 | -0.0050 | |||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H28 BF / ABS-MBS (US38383KLM26) | 19.28 | -1.14 | 0.4372 | 0.0028 | |||||
| US TREASURY N/B 05/54 4.625 / DBT (US912810UA42) | 19.04 | -3.19 | 0.4318 | -0.0063 | |||||
| US225401AV01 / 瑞士信贷集团 | 18.60 | 0.17 | 0.4218 | 0.0081 | |||||
| BRSTNCNTF1P8 / 巴西国家足球甲级联赛注意事项 | 18.22 | 8.57 | 0.4130 | 0.0393 | |||||
| PEP01000C5I0 / 特索雷里亚奖金 | 18.20 | 23.20 | 0.4128 | 0.0836 | |||||
| GB00BMV7TC88 / 英国金边 | 18.20 | 6.43 | 0.4126 | 0.0318 | |||||
| US23345LAA70 / DOLP 信托 2021 年-纽约市 | 17.92 | 1.27 | 0.4063 | 0.0122 | |||||
| US3133B77K80 / UMBS | 17.59 | -1.75 | 0.3987 | 0.0001 | |||||
| US91282CCM10 / 美国国债通胀指数债券 | 17.19 | 1.21 | 0.3897 | 0.0115 | |||||
| US65339KBR05 / NextEra能源资本控股公司 | 17.12 | 1.81 | 0.3882 | 0.0136 | |||||
| US68249DAA72 / 纽约广场一号信托 2020-1NYP | 16.83 | 1.40 | 0.3816 | 0.0119 | |||||
| US912810QT88 / 美国国债 Bds 债券 | 16.82 | -1.90 | 0.3814 | -0.0005 | |||||
| US46647PCB04 / 摩根大通公司 | 16.61 | 0.73 | 0.3766 | 0.0093 | |||||
| US55375KAS50 / MSSG 信托，2017-237P 系列，A 类 | 16.38 | 0.59 | 0.3715 | 0.0087 | |||||
| FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5 / ABS-MBS (US3132DWNK52) | 16.23 | -2.32 | 0.3681 | -0.0021 | |||||
| US65480CAC91 / 日产汽车验收 SR 无安全 144A 09/26 1.85 | 16.22 | 0.47 | 0.3679 | 0.0082 | |||||
| US928668AU66 / 大众汽车集团美国财务有限责任公司 | 16.04 | 0.75 | 0.3637 | 0.0091 | |||||
| US3133KRB291 / 房地美·普尔 | 15.98 | -2.17 | 0.3624 | -0.0015 | |||||
| US3132DNBC65 / FED HM LN PC POOL SD0935 FR 04/52 固定 3 | 15.98 | -1.82 | 0.3623 | -0.0002 | |||||
| US21H0606895 / 吉利美 | 15.91 | 0.3608 | 0.3608 | ||||||
| US446413AZ96 / 亨廷顿英格尔斯工业公司 | 15.83 | 1.94 | 0.3590 | 0.0131 | |||||
| US80622GAD60 / Scentre 集团信托 1 / Scentre 集团信托 2 | 15.81 | 0.26 | 0.3584 | 0.0072 | |||||
| US86562MCG33 / 三井住友金融集团 | 15.79 | 1.46 | 0.3579 | 0.0114 | |||||
| XS2178857954 / 罗马尼亚政府国际债券 | 15.69 | 10.88 | 0.3557 | 0.0406 | |||||
| US37940XAE22 / 全球支付公司 | 15.63 | 0.83 | 0.3543 | 0.0091 | |||||
| US46647PBR64 / 摩根大通公司 | 15.38 | 1.01 | 0.3488 | 0.0096 | |||||
| US097023DA04 / 波音公司 | 15.33 | 0.64 | 0.3475 | 0.0083 | |||||
| US654744AD34 / 日产汽车有限公司 | 15.24 | -3.40 | 0.3456 | -0.0059 | |||||
| US09659W2P81 / 法国巴黎银行 | 15.24 | 1.91 | 0.3455 | 0.0125 | |||||
| USU5615XAA82 / 曼哈顿西区 | 15.23 | 1.45 | 0.3454 | 0.0109 | |||||
| US866677AH07 / Sun 社区运营 LP | 15.17 | 0.95 | 0.3439 | 0.0093 | |||||
| US3140XGR355 / 房利美泳池 | 15.11 | -2.98 | 0.3427 | -0.0043 | |||||
| US29278GAP37 / 意大利国家电力公司金融国际公司 | 14.92 | 2.17 | 0.3383 | 0.0130 | |||||
| US61774AAD54 / 摩根士丹利直接贷款基金 | 14.91 | 0.43 | 0.3381 | 0.0074 | |||||
| US00206RCP55 / 美国电话电报公司 | 14.82 | 1.38 | 0.3361 | 0.0104 | |||||
| XS1843433639 / 智利政府国际债券 | 14.67 | 11.82 | 0.3327 | 0.0404 | |||||
| US05369AAD37 / 航空资本集团有限责任公司 | 14.59 | 0.25 | 0.3308 | 0.0067 | |||||
| US11135FBF71 / 博通公司 | 14.46 | 1.50 | 0.3279 | 0.0105 | |||||
| US69121QAD34 / 自有抵押贷款资产 归还自有 2006 4 A2C | 14.35 | 0.06 | 0.3253 | 0.0059 | |||||
| US3140XGFP95 / 房利美泳池 | 14.32 | -2.66 | 0.3246 | -0.0030 | |||||
| US36143L2D64 / GA 全球资金信托 | 14.23 | 1.38 | 0.3226 | 0.0100 | |||||
| US912810SE91 / 美国国债 Bds 债券 | 14.01 | 69.15 | 0.3176 | 0.1331 | |||||
| US23636ABC45 / 丹麦银行 | 13.95 | 0.37 | 0.3164 | 0.0068 | |||||
| US912810SY55 / 美国国库券/债券 | 13.80 | -2.02 | 0.3130 | -0.0008 | |||||
| US38239PAA57 / 古德曼美国金融五有限责任公司 | 13.75 | 0.87 | 0.3117 | 0.0081 | |||||
| US08163PBG46 / BMARK 22-B33 A5 3.3503% 01-15-32 | 13.73 | 0.92 | 0.3114 | 0.0083 | |||||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) | 13.67 | 0.3099 | 0.3099 | ||||||
| US78432WAA18 / SFO 商业抵押信托 2021-555 | 13.63 | 0.99 | 0.3090 | 0.0084 | |||||
| US3140MHSL47 / 房利美泳池 | 13.45 | -4.14 | 0.3050 | -0.0076 | |||||
| US26442TAF49 / 杜克大学 2.682000% 10/01/2044 | 13.43 | -1.62 | 0.3046 | 0.0005 | |||||
| 5831 / 静冈金融集团 | 13.41 | 1.77 | 0.3042 | 0.0106 | |||||
| US29364WBH07 / Entergy 路易斯安那有限责任公司 | 13.40 | 2.70 | 0.3039 | 0.0132 | |||||
| US05551UAA34 / BIG 商业抵押信托 2022-BIG SER 2022-BIG CL AV/R REGD 144A P/P 0.00000000 | 13.40 | -1.59 | 0.3039 | 0.0005 | |||||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 13.21 | -3.68 | 0.2995 | -0.0059 | |||||
| US44891ACA34 / 现代资本美国公司 | 13.11 | 1.42 | 0.2972 | 0.0094 | |||||
| US03027XAX84 / AMERICAN TOWER CORP SR 无抵押 01/27 2.75 | 13.09 | 0.84 | 0.2967 | 0.0077 | |||||
| US38937LAB71 / 灰橡树管道有限责任公司 | 13.02 | 1.47 | 0.2952 | 0.0094 | |||||
| FNMA POOL MA5420 FN 07/54 FIXED 5.5 / ABS-MBS (US31418FAW77) | 12.61 | -2.78 | 0.2860 | -0.0030 | |||||
| US21H0206753 / GINNIE MAE II POOL 30 年待定（7 月） | 12.46 | -3.15 | 0.2826 | -0.0059 | |||||
| US26835PAH38 / EDP 金融公司 | 12.45 | 1.30 | 0.2822 | 0.0086 | |||||
| US05551JAA88 / 美银美林商业抵押证券信托 2020-BOC | 12.28 | -2.06 | 0.2783 | -0.0008 | |||||
| US43289VAA17 / 希尔顿美国信托 2016-SFP | 12.25 | 2.55 | 0.2777 | 0.0117 | |||||
| US465972AA56 / 摩根大通商业抵押证券信托，2022-DATA 系列，A 类 | 12.22 | 1.79 | 0.2770 | 0.0097 | |||||
| ING / ING Groep NV - 存托凭证（普通股） | 12.21 | 1.34 | 0.2768 | 0.0085 | |||||
| US TREASURY N/B 08/54 4.25 / DBT (US912810UC08) | 12.15 | -3.26 | 0.2755 | -0.0042 | |||||
| US89178BAA26 / TOWD 点抵押贷款信托 TPMT 2019 4 A1 144A | 12.09 | -4.19 | 0.2741 | -0.0069 | |||||
| US62954HAZ10 / NXP BV / NXP Funding LLC / NXP USA Inc | 12.03 | 0.31 | 0.2728 | 0.0056 | |||||
| US72201W1541 / PIMCO PRV 短期 FLT III 共同基金 | 11.83 | -76.13 | 0.2682 | -0.8354 | |||||
| US3140QNYG10 / FNMA 30 年 3% 03/01/2052#CB3410 | 11.77 | -2.42 | 0.2670 | -0.0018 | |||||
| US95000U3G61 / 富国银行 | 11.63 | 0.50 | 0.2637 | 0.0060 | |||||
| US48275EAA47 / KREF 2022-FL3 有限公司 | 11.54 | -13.57 | 0.2617 | -0.0357 | |||||
| US11135FBP53 / SR 无担保 144A 11/35 3.137 | 11.53 | 1.77 | 0.2614 | 0.0091 | |||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41) | 11.53 | 0.15 | 0.2613 | 0.0050 | |||||
| R2035 / 南非 - 公司债券/票据 | 11.43 | 48.35 | 0.2592 | 0.0876 | |||||
| US29157TAD81 / 埃默里大学 | 11.42 | 1.78 | 0.2589 | 0.0090 | |||||
| XS1110731806 / 地标抵押贷款证券 P LMS 3 A REGS | 11.37 | 0.13 | 0.2577 | 0.0049 | |||||
| US65540UAN37 / 野村再证券化信托 NMRR 2015 2R 3A2 144A | 11.31 | 1.09 | 0.2564 | 0.0072 | |||||
| 5831 / 静冈金融集团 | 11.29 | 0.2560 | 0.2560 | ||||||
| US912810SL35 / 美国国库券/债券 | 11.22 | -2.94 | 0.2545 | -0.0031 | |||||
| US606822BZ65 / 三菱UFJ金融集团公司 | 11.20 | 0.90 | 0.2540 | 0.0067 | |||||
| US00217VAA89 / AREIT 2022-CRE7 有限责任公司 | 11.15 | -10.76 | 0.2528 | -0.0255 | |||||
| US842434CW01 / 南加州天然气公司 | 11.07 | 0.91 | 0.2511 | 0.0067 | |||||
| US46655LAE48 / 摩根大通抵押贷款信托 | 11.06 | -1.35 | 0.2507 | 0.0011 | |||||
| US30212PAR64 / Expedia 集团公司 | 11.04 | 1.20 | 0.2504 | 0.0073 | |||||
| US681936BM17 / 欧米茄医疗保健投资者公司 | 10.99 | 1.45 | 0.2491 | 0.0079 | |||||
| US38239JAA97 / 古德曼美国金融三号有限责任公司 | 10.98 | 0.88 | 0.2490 | 0.0065 | |||||
| US55284JAA79 / MF1 2022-FL8 有限公司 | 10.93 | -12.57 | 0.2479 | -0.0306 | |||||
| US694308KB20 / 太平洋天然气电力公司 | 10.74 | 0.88 | 0.2435 | 0.0064 | |||||
| US67114WAA99 / 昂斯洛湾金融有限责任公司 OBX 2022 INV2 A1 144A | 10.71 | -2.02 | 0.2429 | -0.0006 | |||||
| US36262RAB33 / GS 抵押贷款支持证券信托 2021-HP1 | 10.70 | -2.24 | 0.2427 | -0.0012 | |||||
| US26442UAL89 / 杜克能源进步有限责任公司 | 10.43 | 1.90 | 0.2364 | 0.0085 | |||||
| US21H0606713 / 吉利美 | 10.35 | 0.2347 | 0.2347 | ||||||
| XS0767581407 / 劳埃德银行 | 10.31 | 3.77 | 0.2337 | 0.0125 | |||||
| US90351DAF42 / 瑞银集团 | 10.27 | 0.11 | 0.2329 | 0.0044 | |||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (US05684NAL55) | 10.26 | 0.2326 | 0.2326 | ||||||
| US64831DAB82 / 新住宅抵押贷款 NRZT 2022 INV1 A2 144A | 10.24 | -2.10 | 0.2322 | -0.0008 | |||||
| US55285BAA35 / MF1 2022-FL10 LLC MF1 2022-FL10 A | 10.21 | -5.66 | 0.2314 | -0.0095 | |||||
| US86944BAH69 / 萨特健康无保障 08/40 3.161 | 10.15 | 1.14 | 0.2301 | 0.0066 | |||||
| US912810SF66 / 美国国债 | 10.02 | -2.56 | 0.2273 | -0.0018 | |||||
| US918307AC33 / SER 2021-INV4 CL A3 V/R REGD 144A P/P 2.50000000 | 10.00 | -2.07 | 0.2268 | -0.0007 | |||||
| US29003JAC80 / 埃尔姆伍德 CLO 15 有限公司 | 10.00 | 0.00 | 0.2267 | 0.0040 | |||||
| US06051GLS65 / 美国银行 | 9.90 | 0.52 | 0.2244 | 0.0051 | |||||
| US01166VAA70 / 阿拉斯加航空 2020-1 A 级传递信托 | 9.89 | 0.42 | 0.2243 | 0.0049 | |||||
| US80413TBC27 / 沙特政府国际债券 | 9.78 | 0.27 | 0.2218 | 0.0045 | |||||
| US0158578734 / 阿冈昆电力与公用事业公司 | 9.75 | -0.05 | 0.2212 | 0.0038 | |||||
| 5831 / 静冈金融集团 | 9.74 | -2.73 | 0.2208 | -0.0022 | |||||
| US3133B3L540 / 房地美·普尔 | 9.68 | -1.97 | 0.2196 | -0.0005 | |||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 9.67 | -0.51 | 0.2193 | 0.0028 | |||||
| US54251MAD65 / 长滩抵押贷款信托 | 9.67 | -1.44 | 0.2192 | 0.0007 | |||||
| US38382YY644 / 政府国民抵押贷款协会 | 9.63 | -0.07 | 0.2183 | 0.0037 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) | 9.61 | 0.91 | 0.2179 | 0.0058 | |||||
| MFG / 瑞穗金融集团 - 存托凭证（普通股） | 9.57 | 0.80 | 0.2170 | 0.0055 | |||||
| US928668BB76 / 大众汽车集团美国财务有限责任公司 | 9.53 | 0.65 | 0.2161 | 0.0052 | |||||
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 10/27 4.3 / DBT (US57629W3T56) | 9.53 | 0.53 | 0.2161 | 0.0049 | |||||
| COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA / DBT (US74977RDT86) | 9.49 | 0.72 | 0.2152 | 0.0053 | |||||
| US3132DWJL81 / 房地美·普尔 | 9.47 | -2.42 | 0.2148 | -0.0014 | |||||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 9.47 | 5.81 | 0.2146 | 0.0154 | |||||
| US61747YFF79 / 摩根士丹利 | 9.46 | 0.55 | 0.2146 | 0.0050 | |||||
| US46647PDU75 / 摩根大通公司 | 9.45 | 0.62 | 0.2142 | 0.0051 | |||||
| 69511JD28 / 太平洋公司 | 9.44 | 0.61 | 0.2140 | 0.0051 | |||||
| BK / 纽约梅隆银行公司 - 存托凭证（普通股） | 9.42 | 0.94 | 0.2136 | 0.0057 | |||||
| US38382Y3J05 / 政府国民抵押贷款协会 | 9.36 | -0.64 | 0.2123 | 0.0024 | |||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U7Z70) | 9.36 | -0.17 | 0.2122 | 0.0034 | |||||
| VIRGINIA POWER FUEL SEC SR SECURED 05/33 4.877 / DBT (US92808VAB80) | 9.36 | 0.57 | 0.2122 | 0.0049 | |||||
| E1IX34 / 爱迪生国际 - 存托凭证（普通股） | 9.30 | 0.23 | 0.2109 | 0.0042 | |||||
| SCE.PRK / SCE Trust V - 首选安全 | 9.30 | 0.38 | 0.2108 | 0.0045 | |||||
| 4020 / 沙特房地产公司 | 9.30 | 1.01 | 0.2108 | 0.0058 | |||||
| T MOBILE US TRUST TMUST 2024 1A A 144A / ABS-O (US87267RAA32) | 9.28 | -0.06 | 0.2103 | 0.0036 | |||||
| US904678AU32 / 联合信贷银行 | 9.25 | 0.59 | 0.2098 | 0.0049 | |||||
| MSBR34 / 摩根士丹利 - 存托凭证（普通股） | 9.22 | 1.00 | 0.2090 | 0.0057 | |||||
| US37046US851 / 通用汽车金融公司 | 9.19 | -0.53 | 0.2084 | 0.0026 | |||||
| US94988J6G76 / 北美富国银行 | 9.17 | -0.26 | 0.2080 | 0.0032 | |||||
| BRSTNCNTF1P8 / 巴西国家足球甲级联赛注意事项 | 9.13 | 1.84 | 0.2071 | 0.0073 | |||||
| US06051GGF00 / 美国银行 | 9.12 | 0.40 | 0.2069 | 0.0045 | |||||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 / DBT (US58769JAZ03) | 9.11 | 0.2065 | 0.2065 | ||||||
| AXP / 美国运通公司 - 存托凭证（普通股） | 9.08 | -0.21 | 0.2060 | 0.0032 | |||||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A3S83) | 9.06 | -0.32 | 0.2055 | 0.0030 | |||||
| AVGO / Broadcom Inc. - 存托凭证（普通股） | 9.03 | 0.19 | 0.2048 | 0.0040 | |||||
| US63861VAJ61 / 全国建房协会 | 9.02 | -0.19 | 0.2046 | 0.0032 | |||||
| US05571AAQ85 / BPCE SA | 9.01 | -0.33 | 0.2043 | 0.0029 | |||||
| US90932LAJ61 / 联合航空 2023-1 A 级传递信托 | 8.90 | 0.62 | 0.2018 | 0.0048 | |||||
| US36267EAD31 / GS 抵押贷款证券公司信托 202 SER 2022-PJ2 CL A4 V/R REGD 144A P/P 2.50000000 | 8.89 | -3.38 | 0.2017 | -0.0034 | |||||
| US36179W2U15 / 吉利美 II 池 | 8.86 | -2.93 | 0.2009 | -0.0024 | |||||
| N1WG34 / NatWest Group plc - 存托凭证（普通股） | 8.83 | 1.78 | 0.2002 | 0.0070 | |||||
| US83613FAA93 / Soundview 住房贷款信托，2007-OPT5 系列，1A1 级 | 8.78 | -0.72 | 0.1991 | 0.0021 | |||||
| ENEL FINANCE INTL NV ENEL FINANCE INTL NV / DBT (US29278GBD97) | 8.76 | 0.78 | 0.1987 | 0.0050 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 8.74 | 0.1982 | 0.1982 | ||||||
| US03880XAA46 / Arbor Realty 抵押贷款义务有限公司，2022-FL1 系列，A 类 | 8.67 | -10.98 | 0.1967 | -0.0204 | |||||
| BNP / 法国巴黎银行 | 8.63 | 0.89 | 0.1956 | 0.0052 | |||||
| US38382YQ301 / 政府国民抵押贷款协会 | 8.59 | -0.77 | 0.1947 | 0.0019 | |||||
| US65535HAS85 / 野村控股公司 | 8.53 | 1.75 | 0.1934 | 0.0067 | |||||
| US35729PMF44 / 弗里蒙特住房贷款信托 2005-D | 8.51 | -2.58 | 0.1929 | -0.0016 | |||||
| US694308JM04 / 太平洋天然气和电力公司 4.55% 07/01/2030 | 8.50 | 0.84 | 0.1926 | 0.0050 | |||||
| FANNIE MAE FNR 2025 18 FM / ABS-MBS (US3136BVKH00) | 8.49 | -4.88 | 0.1925 | -0.0063 | |||||
| US02005NBU37 / 盟友金融公司 | 8.45 | 1.09 | 0.1916 | 0.0054 | |||||
| US3138ERM720 / FNMA POOL AL9381 FN 06/30 固定 VAR | 8.44 | -8.35 | 0.1914 | -0.0138 | |||||
| US3133KN4P50 / FED HM LN PC POOL RA7130 FR 04/52 固定 3 | 8.39 | -1.20 | 0.1903 | 0.0011 | |||||
| US46647PDW32 / 摩根大通公司 | 8.38 | -0.18 | 0.1900 | 0.0030 | |||||
| SAN / 桑坦德银行，SA - 存托凭证（普通股） | 8.33 | 0.02 | 0.1890 | 0.0034 | |||||
| FREDDIE MAC FHR 5468 QF / ABS-MBS (US3137HHBP51) | 8.32 | -4.71 | 0.1887 | -0.0058 | |||||
| US912810RG58 / 美国国债 Bds 债券 | 8.31 | -2.22 | 0.1884 | -0.0009 | |||||
| RFR USD SOFR/3.50000 06/20/24-30Y LCH / DIR (EZV8ZC6L7CY8) | 8.23 | 13.08 | 0.1866 | 0.0245 | |||||
| HASI / HA 可持续基础设施资本有限公司 | 8.20 | 0.1860 | 0.1860 | ||||||
| CUMULUS STATIC CLO CMLST 2024 1A A 144A / ABS-CBDO (XS2797421414) | 8.18 | 1.96 | 0.1856 | 0.0068 | |||||
| US225401AZ15 / 瑞士信贷集团 | 8.16 | 1.52 | 0.1850 | 0.0060 | |||||
| US361841AK54 / GLP Capital LP / GLP Financing II Inc | 8.10 | 0.70 | 0.1837 | 0.0045 | |||||
| CBOM / 莫斯科信贷银行（公共股份公司） | 8.07 | 0.60 | 0.1830 | 0.0043 | |||||
| US57629WDL19 / 万通互惠理财全球融资 II | 8.06 | 0.21 | 0.1828 | 0.0036 | |||||
| US912810SM18 / 美国 TII .25 02/15/2050 (TIPS) | 7.98 | -3.94 | 0.1809 | -0.0041 | |||||
| 5831 / 静冈金融集团 | 7.97 | 0.1807 | 0.1807 | ||||||
| CHARTER COMM OPT LLC/CAP CHARTER COMM OPT LLC/CAP / DBT (US161175CQ56) | 7.96 | 1.38 | 0.1805 | 0.0056 | |||||
| T MOBILE USA INC T MOBILE USA INC / DBT (US87264ADL61) | 7.95 | 1.12 | 0.1802 | 0.0052 | |||||
| US04002VAA98 / AREIT Trust，2022-CRE6 系列，A 类 | 7.94 | -0.26 | 0.1800 | 0.0027 | |||||
| US36257CAA53 / GS Mortgage Securities Corp 信托 2017-GPTX | 7.93 | 0.55 | 0.1799 | 0.0041 | |||||
| US21H0406734 / 吉利美 | 7.90 | 0.1792 | 0.1792 | ||||||
| E1OG34 / EOG Resources, Inc. - 存托凭证（普通股） | 7.85 | 0.1779 | 0.1779 | ||||||
| US74977RDK77 / 合作银行 UA | 7.83 | 0.93 | 0.1774 | 0.0047 | |||||
| US89114TZT23 / 多伦多道明银行/ | 7.82 | 0.77 | 0.1772 | 0.0045 | |||||
| US3132DQRQ19 / FED HM LN PC POOL SD3195 FR 06/53 固定 5 | 7.78 | -4.24 | 0.1765 | -0.0046 | |||||
| GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR / DBT (US38151LAE02) | 7.72 | 0.05 | 0.1751 | 0.0032 | |||||
| US3140MGNT45 / 房利美泳池 | 7.71 | -2.57 | 0.1747 | -0.0014 | |||||
| US125509BN86 / Cigna Corp 4.375% 优先票据 12/15/20 | 7.67 | 0.91 | 0.1739 | 0.0046 | |||||
| FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (US3132DVM362) | 7.67 | 0.1739 | 0.1739 | ||||||
| US38382YN902 / 政府国民抵押贷款协会 | 7.67 | -0.35 | 0.1739 | 0.0025 | |||||
| US404280DR76 / 汇丰控股有限公司 | 7.65 | -0.08 | 0.1734 | 0.0029 | |||||
| US22966RAH93 / CUBESMART LP REGD 2.25000000 | 7.64 | 1.69 | 0.1733 | 0.0059 | |||||
| XS1697686928 / 华威金融住宅 MO WARW 3A A 144A | 7.60 | -5.45 | 0.1724 | -0.0067 | |||||
| AMERICAN MEDICAL SYST EU COMPANY GUAR 03/29 3.375 / DBT (XS2772266420) | 7.59 | 9.99 | 0.1721 | 0.0184 | |||||
| US031162DQ06 / 安进公司 | 7.52 | 0.74 | 0.1706 | 0.0042 | |||||
| US14040HCU77 / 第一资本金融公司 | 7.50 | -0.04 | 0.1701 | 0.0029 | |||||
| US3140XKZU72 / 房利美泳池 | 7.45 | -3.61 | 0.1689 | -0.0032 | |||||
| US912810SA79 / 美国国债 Bds 债券 | 7.36 | 271.24 | 0.1669 | 0.1227 | |||||
| US3140QNW249 / FNMA 泳池 CB3364 FN 04/52 固定 3 | 7.36 | -2.18 | 0.1669 | -0.0007 | |||||
| NEW YORK LIFE GLOBAL FDG SECURED 144A 01/26 VAR / DBT (US64953BBK35) | 7.31 | -0.07 | 0.1659 | 0.0028 | |||||
| RY.PRM / 加拿大皇家银行 - 优先股 | 7.27 | 0.07 | 0.1649 | 0.0030 | |||||
| NMR / 野村控股有限公司 - 存托凭证（普通股） | 7.25 | -0.18 | 0.1644 | 0.0026 | |||||
| CABK / 南非储蓄银行 | 7.24 | 0.82 | 0.1642 | 0.0042 | |||||
| US465981AA63 / 摩根大通商业抵押证券 SER 2023-CCDC CL A REGD 144A P/P 7.23547000 | 7.24 | 0.65 | 0.1641 | 0.0039 | |||||
| BLUE OWL FINANCE LLC COMPANY GUAR 06/31 3.125 / DBT (US09581JAR77) | 7.20 | 1.11 | 0.1632 | 0.0046 | |||||
| US95000U3A91 / 富国银行 | 7.16 | 0.53 | 0.1624 | 0.0037 | |||||
| US912810SP49 / 美国国库券/债券 | 7.15 | -3.25 | 0.1622 | -0.0025 | |||||
| US54627RAS94 / 路易斯安那州地方政府环境设施和社区发展授权 | 7.06 | 0.63 | 0.1601 | 0.0038 | |||||
| XS2313672177 / 曼 GLG 欧洲 CLO GLGE 5A A1R 144A | 7.05 | -23.15 | 0.1598 | -0.0445 | |||||
| US63906EB929 / 国民西敏寺银行 | 7.01 | 0.92 | 0.1590 | 0.0042 | |||||
| CITIBANK NA CITIBANK NA / DBT (US17325FBE79) | 7.01 | -0.26 | 0.1589 | 0.0024 | |||||
| US48255PAA30 / KKR CLO 41 有限公司 | 7.01 | 0.27 | 0.1589 | 0.0032 | |||||
| US30040WAW82 / EVERSOURCE 能源 SR UNSEC 5.95% 02-01-29 | 7.00 | 0.56 | 0.1587 | 0.0037 | |||||
| US64352VFQ95 / 新世纪房屋净值贷款信托2004年1月 | 6.98 | -1.66 | 0.1583 | 0.0002 | |||||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 6.96 | -2.26 | 0.1579 | -0.0008 | |||||
| US12597DAD75 / CSAIL 2019-C18 商业抵押信托 | 6.92 | 1.51 | 0.1570 | 0.0051 | |||||
| US00500RAA32 / ACREC 2021-FL1 有限公司 | 6.92 | -4.05 | 0.1569 | -0.0037 | |||||
| ACI1G4C61 / 象牙海岸 SR 无抵押 144A 10/31 5.875 | 6.92 | 9.88 | 0.1569 | 0.0166 | |||||
| US912810RK60 / 美国国债 Bds 债券 | 6.90 | -2.35 | 0.1565 | -0.0009 | |||||
| TAQA / 阿布扎比国家能源公司 PJSC | 6.90 | 0.67 | 0.1564 | 0.0038 | |||||
| US55336VAR15 / 多普勒克斯LP | 6.83 | 0.86 | 0.1550 | 0.0040 | |||||
| US715638BE14 / 秘鲁政府国际债券 | 6.83 | -15.63 | 0.1548 | -0.0254 | |||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A / ABS-MBS (US161927AC22) | 6.80 | -2.12 | 0.1542 | -0.0006 | |||||
| US12666UAE38 / 全国资产支持 CERTI CWL 2006 15 A5A | 6.80 | 0.47 | 0.1541 | 0.0034 | |||||
| US55284AAA60 / MF1 2021-FL7 有限公司 | 6.77 | -36.22 | 0.1535 | -0.0829 | |||||
| S1MF34 / 三井住友金融集团有限公司 - 存托凭证（普通股） | 6.77 | 0.06 | 0.1535 | 0.0028 | |||||
| 937CJTII1 / CASTRELAKE LP 第一留置权定期贷款 | 6.72 | -3.53 | 0.1523 | -0.0028 | |||||
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 10/31 4.375 / DBT (US00402D2C80) | 6.71 | 1.07 | 0.1521 | 0.0043 | |||||
| US65106AAS24 / 纽卡斯尔抵押证券信托 2006 年 1 月 | 6.69 | -0.30 | 0.1516 | 0.0022 | |||||
| US95040QAJ31 / 韦尔塔公司 | 6.63 | 1.94 | 0.1504 | 0.0055 | |||||
| US3133B53T71 / 房地美·普尔 | 6.63 | -3.54 | 0.1503 | -0.0028 | |||||
| US126650DW70 / CVS 健康公司 | 6.60 | 1.04 | 0.1497 | 0.0042 | |||||
| US30767EAD13 / 德克萨斯州 BK 农场信贷 JR Subordina 144A 12/99 VAR | 6.60 | 0.00 | 6.60 | 0.27 | 0.1496 | 0.0031 | |||
| US912834LK27 / 美国国库券优惠券 | 6.56 | -1.97 | 0.1488 | -0.0003 | |||||
| US345397B280 / 福特港铁 CR CO LLC 3.375% 2025 年 11 月 13 日 | 6.56 | 0.54 | 0.1487 | 0.0034 | |||||
| US75513ECT64 / RTX CORP SR UNSEC 5.75% 11-08-26 | 6.52 | 0.02 | 0.1478 | 0.0026 | |||||
| MARS INC SR UNSECURED 144A 03/30 4.8 / DBT (US571676AY11) | 6.49 | 0.75 | 0.1471 | 0.0037 | |||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A / ABS-O (US29375RAB24) | 6.47 | -20.69 | 0.1467 | -0.0350 | |||||
| SANTANDER UK GROUP HLDGS SANTANDER UK GROUP HLDGS / DBT (US80281LAU98) | 6.37 | 0.82 | 0.1444 | 0.0037 | |||||
| US88880LAP85 / 烟草结算 FIN AUTH WV TOBGEN 06/32 固定 3.151 | 6.32 | 1.62 | 0.1433 | 0.0048 | |||||
| US00774MAV72 / AerCap 爱尔兰资本 DAC / AerCap 全球航空信托 | 6.29 | 0.83 | 0.1425 | 0.0037 | |||||
| US02342TAE91 / 安多克斯有限公司 | 6.25 | 1.86 | 0.1418 | 0.0050 | |||||
| US88258MAA36 / 德克萨斯州天然气证券公司 FIN 公司收入 | 6.23 | -3.90 | 0.1413 | -0.0031 | |||||
| US61747YFA82 / 摩根士丹利 | 6.21 | 0.37 | 0.1408 | 0.0030 | |||||
| US07274EAJ29 / 拜耳美国金融有限责任公司 144A LIFE SR UNSEC 6.25% 01-21-29 | 6.19 | 1.28 | 0.1405 | 0.0042 | |||||
| US83368RBQ48 / 法国兴业银行 | 6.16 | -0.32 | 0.1396 | 0.0020 | |||||
| BANK OF AMERICA CORP SR UNSECURED 01/31 VAR / DBT (US06051GML04) | 6.15 | 1.10 | 0.1395 | 0.0040 | |||||
| US38382YJ207 / 政府国民抵押贷款协会 | 6.14 | -0.13 | 0.1393 | 0.0023 | |||||
| US00130HCC79 / AES 公司 3.95% 2030 年 7 月 15 日 144A | 6.09 | 1.40 | 0.1380 | 0.0043 | |||||
| US84751NAE40 / 专业承保和住宅金融信托，2006-BC5 系列，A2D 级 | 6.01 | -0.36 | 0.1362 | 0.0019 | |||||
| US64831HAM51 / 新住宅抵押贷款信托 2023-NQM1 | 6.00 | -7.44 | 0.1360 | -0.0083 | |||||
| US68389FJJ49 / 选择一抵押贷款信托 OOMLT 2005 4 M2 | 5.97 | -5.55 | 0.1353 | -0.0054 | |||||
| US85208NAE04 / Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | 5.93 | -7.91 | 0.1344 | -0.0090 | |||||
| AVOCA CLO AVOCA 25A A 144A / ABS-CBDO (XS2400440991) | 5.88 | 8.98 | 0.1334 | 0.0132 | |||||
| XS2167007918 / 富国银行和 CO 新 1.741%/VAR 05/04/2030 REGS | 5.87 | 10.65 | 0.1331 | 0.0149 | |||||
| US31418EPC83 / FNMA 30 年 5% 02/01/2053#MA4918 | 5.84 | -2.51 | 0.1324 | -0.0010 | |||||
| US61690U7W40 / 摩根士丹利银行北美 | 5.82 | -0.10 | 0.1320 | 0.0022 | |||||
| US38141GWL49 / GOLDMAN SACHS GROUP INC SR 无抵押 06/28 VAR | 5.82 | 0.52 | 0.1319 | 0.0030 | |||||
| US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) | 5.82 | -3.28 | 0.1319 | -0.0021 | |||||
| XS2229875989 / 福特汽车信贷有限公司 | 5.78 | 8.89 | 0.1311 | 0.0128 | |||||
| BMY / 百时美施贵宝公司 - 存托凭证（普通股） | 5.78 | 0.05 | 0.1309 | 0.0024 | |||||
| US12515HAZ82 / CD 2017-CD5 抵押信托 | 5.77 | 1.18 | 0.1308 | 0.0038 | |||||
| US3140XK4Z03 / FNMA 泳池 FS4439 FN 04/53 固定 VAR | 5.76 | -3.61 | 0.1306 | -0.0025 | |||||
| US3140MGM995 / 房利美泳池 | 5.75 | -1.71 | 0.1305 | 0.0001 | |||||
| US80000XAC39 / SANDERS RE III LTD 无抵押 144A 04/29 VAR | 5.75 | -42.20 | 0.1304 | -0.0912 | |||||
| US03072SYB59 / Ameriquest Mortgage Securities Inc 资产支持传递 Ctfs Ser 2005-R1 | 5.73 | -4.25 | 0.1298 | -0.0034 | |||||
| US3132DPYV48 / 房地美·普尔 | 5.71 | -1.72 | 0.1295 | 0.0000 | |||||
| ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (US449249AS08) | 5.70 | 0.30 | 0.1293 | 0.0026 | |||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 5.70 | 0.1292 | 0.1292 | ||||||
| US715638BY77 / 秘鲁共和国 SR 无担保 144A 08/32 6.15 | 5.69 | 6.79 | 0.1291 | 0.0103 | |||||
| US61755CAC64 / 摩根士丹利 ABS Capital I 信托公司 | 5.69 | -1.71 | 0.1290 | 0.0001 | |||||
| US12667F2Y00 / 全国替代贷款 T CWALT 2005 1CB 3A1 | 5.68 | -3.07 | 0.1289 | -0.0017 | |||||
| US46634BBN10 / 摩根大通复利 JPMRR 2009 12 3A2 144A | 5.68 | -0.72 | 0.1288 | 0.0014 | |||||
| US38376RYV22 / 政府国民抵押贷款协会 | 5.64 | -14.34 | 0.1279 | -0.0188 | |||||
| US06051GJK67 / 美国银行 | 5.64 | 0.86 | 0.1279 | 0.0033 | |||||
| US3140QSPN58 / 联邦国民抵押贷款协会 | 5.59 | -2.17 | 0.1269 | -0.0005 | |||||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACU97) | 5.59 | 0.65 | 0.1268 | 0.0030 | |||||
| XS0301721832 / 阿尔巴 2007-1 PLC | 5.58 | 3.09 | 0.1265 | 0.0060 | |||||
| US28504DAC74 / 法国电力公司 | 5.58 | 1.29 | 0.1264 | 0.0038 | |||||
| T MOBILE USA INC COMPANY GUAR 01/29 4.85 / DBT (US87264ADE29) | 5.55 | 0.82 | 0.1259 | 0.0032 | |||||
| ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8 / DBT (CA68333ZBG15) | 5.51 | 0.1248 | 0.1248 | ||||||
| US3132DWGG24 / FHLG 30年 5% 02/01/2053# | 5.45 | -2.45 | 0.1236 | -0.0009 | |||||
| US088929AC82 / BGC集团公司 | 5.35 | 0.19 | 0.1213 | 0.0024 | |||||
| US22822VAW19 / 冠堡国际公司 | 5.32 | 2.03 | 0.1207 | 0.0045 | |||||
| US06051GKP36 / 美国银行 | 5.25 | 0.40 | 0.1191 | 0.0026 | |||||
| US50203JAA60 / LFT CRE 2021-FL1 有限公司 | 5.22 | -22.53 | 0.1184 | -0.0317 | |||||
| US06738ECE32 / 巴克莱银行 | 5.11 | 1.67 | 0.1158 | 0.0039 | |||||
| US39541EAC75 / 格林赛夫管道 Bidco Sarl | 5.08 | -0.80 | 0.1152 | 0.0011 | |||||
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR / DBT (US61690U8C76) | 5.02 | -0.08 | 0.1137 | 0.0019 | |||||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) | 4.98 | 4.06 | 0.1129 | 0.0063 | |||||
| US3622EEAC63 / GSAA 房屋净值信托，2007-9 系列，A2A 级 | 4.98 | -0.84 | 0.1129 | 0.0011 | |||||
| CA125491AG54 / CI金融公司 | 4.96 | 0.63 | 0.1125 | 0.0027 | |||||
| 5831 / 静冈金融集团 | 4.95 | -5.79 | 0.1122 | -0.0048 | |||||
| US68389XCN30 / 甲骨文公司 | 4.95 | 1.17 | 0.1122 | 0.0033 | |||||
| US68389XCM56 / 甲骨文公司 | 4.93 | 0.59 | 0.1118 | 0.0026 | |||||
| US404280DV88 / 汇丰控股有限公司 | 4.92 | 1.21 | 0.1116 | 0.0033 | |||||
| US3140QSC901 / FNMA 30 年 5% 02/01/2053#CB6395 | 4.92 | -2.52 | 0.1115 | -0.0009 | |||||
| NEW YORK LIFE GLOBAL FDG SR SECURED 144A 06/27 VAR / DBT (US64953BBY39) | 4.91 | 0.1114 | 0.1114 | ||||||
| US61749NAE76 / 摩根士丹利 ABS Capital I, Inc. 信托，2006-HE5 系列，A2D 类 | 4.91 | -0.89 | 0.1113 | 0.0010 | |||||
| US92332YAD31 / 风险投资全球液化天然气公司 | 4.86 | 1.67 | 0.1103 | 0.0037 | |||||
| US02147DAB73 / 另类贷款信托 2006-OA11 | 4.86 | -2.17 | 0.1102 | -0.0005 | |||||
| US30326MAA36 / 里亚托广场 | 4.80 | -2.02 | 0.1088 | -0.0003 | |||||
| US12667LAE20 / 全国资产支持证书，2006-21 系列，2A4 级 | 4.72 | -2.40 | 0.1071 | -0.0007 | |||||
| US14314DAA19 / 凯雷金融子公司有限责任公司 | 4.70 | 0.95 | 0.1066 | 0.0029 | |||||
| US89231WAA18 / 丰田汽车贷款延期票据信托 2023 年 1 月 | 4.70 | 0.41 | 0.1065 | 0.0023 | |||||
| D1TE34 / DTE 能源公司-存托凭证（普通股） | 4.69 | 0.64 | 0.1064 | 0.0025 | |||||
| US07274NAJ28 / 拜耳美国财务 II 有限责任公司 | 4.69 | 0.17 | 0.1063 | 0.0021 | |||||
| US251526CD98 / 德意志银行/纽约纽约 | 4.68 | 1.72 | 0.1061 | 0.0036 | |||||
| US31418CUB89 / 房利美泳池 | 4.67 | -1.64 | 0.1058 | 0.0001 | |||||
| US023771R919 / 美国航空 2016-3 AA 级通过信任 | 4.65 | -3.81 | 0.1054 | -0.0022 | |||||
| CBOM / 莫斯科信贷银行（公共股份公司） | 4.63 | 0.76 | 0.1051 | 0.0026 | |||||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (US731011AY80) | 4.63 | 1.40 | 0.1049 | 0.0033 | |||||
| US723787AV90 / 先锋自然资源公司 | 4.62 | -0.19 | 0.1048 | 0.0017 | |||||
| US01882YAE68 / 联合能源金融有限公司 | 4.62 | 1.32 | 0.1048 | 0.0032 | |||||
| US79467BDE20 / 销售税证券化公司 | 4.62 | 1.52 | 0.1047 | 0.0034 | |||||
| US05523RAF47 / BAE系统公司 | 4.61 | 2.08 | 0.1045 | 0.0040 | |||||
| MSBR34 / 摩根士丹利 - 存托凭证（普通股） | 4.60 | 0.77 | 0.1042 | 0.0026 | |||||
| DANSKE / 丹麦银行 | 4.58 | 0.07 | 0.1038 | 0.0019 | |||||
| US3140QSMW84 / 联邦国民抵押贷款协会 | 4.57 | -1.80 | 0.1037 | -0.0001 | |||||
| US07274EAK91 / 拜耳美国金融有限责任公司 144A LIFE SR UNSEC 6.375% 11-21-30 | 4.57 | 1.49 | 0.1036 | 0.0033 | |||||
| US02378MAA99 / 美国航空 2019-1 A 级通过 TRUS 3.500000% 02/15/2032 | 4.55 | 0.64 | 0.1032 | 0.0025 | |||||
| US65535HBH12 / 野村控股公司 | 4.54 | 0.40 | 0.1029 | 0.0022 | |||||
| US05964HAX35 / 桑坦德银行 | 4.52 | -0.31 | 0.1024 | 0.0015 | |||||
| US23243HAA95 / 全国资产支持 CERTI CWL 2006 24 1A | 4.51 | -5.93 | 0.1022 | -0.0045 | |||||
| US29273VAR15 / 能量转移LP | 4.49 | -0.07 | 0.1019 | 0.0017 | |||||
| US015271AG44 / 亚历山大房地产股票公司 | 4.49 | 1.19 | 0.1019 | 0.0030 | |||||
| AMEREN MISSOURI SEC FU I SR SECURED 10/41 4.85 / DBT (US023940AA78) | 4.47 | -0.38 | 0.1013 | 0.0014 | |||||
| US3132DWH220 / FHLG 30年 5.5% 01/08/2053#SD8349 | 4.45 | -2.22 | 0.1010 | -0.0005 | |||||
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A / ABS-MBS (US22757BAA26) | 4.42 | -9.26 | 0.1002 | -0.0083 | |||||
| US67448GAA13 / OBX 23-NQM4 A1 144A 6.113% 03-25-63/05-25-27 | 4.39 | -6.80 | 0.0995 | -0.0054 | |||||
| US38376RXT84 / GNMA，2016-H17 系列，FC 级 | 4.36 | -17.98 | 0.0988 | -0.0195 | |||||
| SCE.PRK / SCE Trust V - 首选安全 | 4.35 | 0.46 | 0.0985 | 0.0022 | |||||
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (US26244RAF82) | 4.32 | -26.53 | 0.0979 | -0.0330 | |||||
| US43710XAD03 / 房屋净值贷款信托 | 4.30 | -6.22 | 0.0974 | -0.0046 | |||||
| US98162JAA43 / 全球广场信托 2017-WWP | 4.27 | 2.82 | 0.0967 | 0.0043 | |||||
| MMC / Marsh & McLennan Companies, Inc. - 存托凭证（普通股） | 4.25 | 0.95 | 0.0964 | 0.0026 | |||||
| US68403HAA05 / 选项一抵押贷款信托，系列 2007-5，1A1 级 | 4.24 | -1.83 | 0.0963 | -0.0000 | |||||
| US14318DAC39 / CarMax 汽车所有者信托 | 4.24 | -22.09 | 0.0962 | -0.0251 | |||||
| US92939UAD81 / WEC能源集团公司 | 4.24 | 1.34 | 0.0962 | 0.0029 | |||||
| US3133BUZL43 / FED HM LN PC POOL QF7047 FR 02/53 固定 5 | 4.23 | -0.33 | 0.0959 | 0.0014 | |||||
| ADNOC MURBAN RSC LTD ADNOC MURBAN RSC LTD / DBT (US00723L2A68) | 4.18 | 1.36 | 0.0949 | 0.0029 | |||||
| US902613AU26 / 瑞银集团 | 4.13 | -0.17 | 0.0935 | 0.0015 | |||||
| US756109BE34 / 房地产收入公司 | 4.10 | 0.00 | 0.0930 | 0.0017 | |||||
| US26884UAF66 / 乙丙橡胶性能 | 4.10 | 1.56 | 0.0929 | 0.0030 | |||||
| US04012MAQ24 / Argent 证券信托，2006-M1 系列，A2C 级 | 4.08 | -0.54 | 0.0926 | 0.0012 | |||||
| US694308KM84 / 太平洋天然气和电力公司 | 4.08 | 0.00 | 0.0925 | 0.0017 | |||||
| ORCL / 甲骨文公司 - 存托凭证（普通股） | 4.07 | 0.82 | 0.0922 | 0.0024 | |||||
| GPJA / 佐治亚电力公司 - 首选安全 | 4.06 | 0.17 | 0.0920 | 0.0018 | |||||
| US75575RAA59 / Ready Capital 抵押融资 2023-FL11 LLC | 4.06 | -28.12 | 0.0920 | -0.0337 | |||||
| US38375UZZ64 / 政府国民抵押贷款协会 | 4.04 | -6.54 | 0.0917 | -0.0047 | |||||
| US46632GAA13 / 摩根大通抵押贷款信托系列 2008-R1 | 4.04 | -9.14 | 0.0915 | -0.0074 | |||||
| US92277GAJ67 / 文塔斯房地产公司 | 4.04 | 0.40 | 0.0915 | 0.0020 | |||||
| US92331LBC37 / 风险投资 CDO 有限公司 VENTR 2017 27A AR 144A | 4.02 | -42.31 | 0.0911 | -0.0640 | |||||
| US48128B5497 / 摩根大通和 CO 4.625% PERP PFD | 4.00 | 0.0907 | 0.0907 | ||||||
| US48128B5497 / 摩根大通和 CO 4.625% PERP PFD | 4.00 | 0.0907 | 0.0907 | ||||||
| US48128B5497 / 摩根大通和 CO 4.625% PERP PFD | 4.00 | 0.0907 | 0.0907 | ||||||
| FNMA POOL CB4820 FN 10/52 FIXED 4.5 / ABS-MBS (US3140QQLA18) | 3.97 | -2.34 | 0.0901 | -0.0005 | |||||
| US92977YAY77 / 美联银行抵押贷款信托基金，WMLT 2005 WMC1 M2 | 3.94 | -3.67 | 0.0893 | -0.0017 | |||||
| US3140QPSU26 / 联邦国民抵押贷款协会 | 3.91 | -2.20 | 0.0886 | -0.0004 | |||||
| US06051GKW86 / 美国银行 | 3.89 | 0.36 | 0.0883 | 0.0019 | |||||
| US949746TD35 / 富国银行 | 3.90 | 0.00 | 3.87 | 2.00 | 0.0877 | 0.0032 | |||
| US92922FH842 / WaMu 抵押贷款传递证书信托，2005-AR6 系列，1A1A 级 | 3.86 | -6.22 | 0.0876 | -0.0042 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (US69547XAA00) | 3.86 | -16.50 | 0.0875 | -0.0154 | |||||
| S1NP34 / Synopsys, Inc.-存托凭证（普通股） | 3.85 | 0.73 | 0.0874 | 0.0022 | |||||
| US75970HAE09 / 文艺复兴房屋净值贷款信托 | 3.84 | 0.23 | 0.0872 | 0.0018 | |||||
| US912810TS78 / 美国国库券/债券 | 3.84 | -2.14 | 0.0871 | -0.0003 | |||||
| US3137F5BX63 / 房地美·雷米斯 | 3.84 | -3.40 | 0.0870 | -0.0015 | |||||
| US69121TAE55 / 自有抵押贷款资产 归还自有 2006 6 A2D | 3.78 | -1.84 | 0.0858 | -0.0001 | |||||
| US36962GW752 / 通用电气公司浮动利率债券将于 2026 年 5 月 5 日到期 | 3.77 | -0.32 | 0.0855 | 0.0012 | |||||
| US539439AY57 / 劳埃德银行集团 PLC 5.985000% 08/07/2027 | 3.76 | -0.13 | 0.0852 | 0.0014 | |||||
| US36298GAA76 / GSPA 货币化信任传递 CE 144A 10/29 6.422 | 3.75 | -3.89 | 0.0851 | -0.0019 | |||||
| DAIMLER TRUCK FINAN NA DAIMLER TRUCK FINAN NA / DBT (US233853AV24) | 3.74 | 0.30 | 0.0847 | 0.0017 | |||||
| BCS / 巴克莱银行 - 存托凭证（普通股） | 3.73 | -0.56 | 0.0846 | 0.0010 | |||||
| US45685NAA46 / 荷兰国际集团 | 3.70 | -0.11 | 0.0839 | 0.0014 | |||||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 3.70 | 0.0838 | 0.0838 | ||||||
| US636274AE20 / 国家电网公司 | 3.68 | 1.97 | 0.0835 | 0.0031 | |||||
| US16411QAN16 / 公司债券 | 3.68 | 1.86 | 0.0834 | 0.0030 | |||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8B93) | 3.68 | 0.30 | 0.0834 | 0.0017 | |||||
| US912810RW09 / 美国国债通胀指数债券 | 3.66 | -3.33 | 0.0830 | -0.0013 | |||||
| RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (EZVR6JLJ0ZB5) | 3.66 | 0.0829 | 0.0829 | ||||||
| NWIDE / 全国建房协会 | 3.61 | 1.46 | 0.0819 | 0.0026 | |||||
| AU3FN0029609 / 亚洲人工智能有限公司 | 3.60 | 1.09 | 0.0817 | 0.0023 | |||||
| R2037 / 南非 - 主权或政府机构债务 | 3.57 | 8.38 | 0.0809 | 0.0076 | |||||
| US172967MS77 / 花旗集团 | 3.54 | 1.84 | 0.0803 | 0.0028 | |||||
| US431282AQ55 / 海伍德地产有限公司 | 3.53 | 1.03 | 0.0800 | 0.0022 | |||||
| US3140XJNP43 / 房利美泳池 | 3.50 | -3.48 | 0.0793 | -0.0014 | |||||
| BMY / 百时美施贵宝公司 - 存托凭证（普通股） | 3.48 | 0.66 | 0.0790 | 0.0019 | |||||
| AVIATION CAPITAL GROUP AVIATION CAPITAL GROUP / DBT (US05369AAQ40) | 3.46 | 1.05 | 0.0786 | 0.0022 | |||||
| US636274AD47 / 国家电网公司 | 3.42 | 0.97 | 0.0775 | 0.0021 | |||||
| US55283TAA60 / MF1 多户住房抵押贷款信托 | 3.40 | -30.13 | 0.0771 | -0.0313 | |||||
| US38376REZ55 / 政府国民抵押贷款协会 | 3.38 | -10.42 | 0.0766 | -0.0074 | |||||
| FNMA POOL FS8865 FN 02/35 FIXED VAR / ABS-MBS (US3140XQZ753) | 3.35 | -6.50 | 0.0761 | -0.0038 | |||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A / ABS-CBDO (US05682GAQ10) | 3.35 | 0.0760 | 0.0760 | ||||||
| US74923XAA46 / RALI Trust，2007-QA3 系列，A1 级 | 3.33 | -1.51 | 0.0756 | 0.0002 | |||||
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A / ABS-MBS (US92540MAA36) | 3.30 | -12.76 | 0.0747 | -0.0094 | |||||
| US19828TAA43 / 公司备注 | 3.27 | 1.61 | 0.0742 | 0.0025 | |||||
| 4020 / 沙特房地产公司 | 3.25 | 0.43 | 0.0738 | 0.0016 | |||||
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (US67592CAL00) | 3.25 | -25.45 | 0.0737 | -0.0234 | |||||
| FR00140063V5 / 法国电力 RT SCRIP 12/31/49 | 3.22 | 0.22 | 0.0731 | 0.0014 | |||||
| US86562MCT53 / 三井住友金融集团 | 3.22 | -0.22 | 0.0729 | 0.0011 | |||||
| US694308KF34 / 太平洋天然气电力公司 | 3.14 | 0.16 | 0.0711 | 0.0014 | |||||
| XS2301385832 / 景顺欧元 CLO I DAC | 3.14 | -0.51 | 0.0711 | 0.0009 | |||||
| XS1697693627 / 华威金融住宅 MO WARW 3A B 144A | 3.12 | 6.63 | 0.0708 | 0.0056 | |||||
| US3136A3VW81 / 房利美 FNR 2012 7 QF | 3.11 | -3.23 | 0.0706 | -0.0011 | |||||
| US694308JH19 / 太平洋天然气电力公司 | 3.08 | -2.72 | 0.0698 | -0.0007 | |||||
| TSY INFL IX N/B 02/55 2.375 / DBT (US912810UH94) | 3.05 | 0.0691 | 0.0691 | ||||||
| US912810SD19 / 美国国债 Bds 债券 | 3.03 | 900.99 | 0.0688 | 0.0620 | |||||
| US694308HS91 / 太平洋高尔电子债券 | 3.03 | 0.53 | 0.0687 | 0.0016 | |||||
| US68402YAA47 / 选择一抵押贷款信托 2007-CP1 SER 2007-CP1 CL 1A1 V/R REGD 1.84800000 | 3.02 | -0.95 | 0.0684 | 0.0006 | |||||
| US30227FAC41 / 美国长住信托 ESA 2021 ESH A1 144A | 3.01 | -0.86 | 0.0682 | 0.0006 | |||||
| US78081BAH69 / 皇家制药公司 | 2.98 | 0.91 | 0.0676 | 0.0018 | |||||
| US836205AY00 / 南非共和国政府国际债券 | 2.98 | 2.34 | 0.0676 | 0.0027 | |||||
| US912810TE82 / 美国国债通胀指数债券 | 2.96 | -4.80 | 0.0670 | -0.0021 | |||||
| US29250NBW48 / 安桥公司 5.9% 2026 年 11 月 15 日 | 2.95 | -0.24 | 0.0669 | 0.0010 | |||||
| US912834LR79 / 美国国库券优惠券 | 2.91 | -1.99 | 0.0661 | -0.0001 | |||||
| US055979AC23 / BMW 车辆租赁信托 2023 年 2 月 | 2.89 | -47.87 | 0.0656 | -0.0580 | |||||
| US05968KAM62 / 美国银行融资公司 BAFC 2014 R2 3A2 144A | 2.84 | -3.44 | 0.0643 | -0.0011 | |||||
| US38380V2S96 / 政府国民抵押贷款协会 | 2.82 | -4.21 | 0.0640 | -0.0016 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 2.80 | -27.71 | 0.0636 | -0.0228 | |||||
| US59523UAR86 / 中美洲公寓 LP | 2.80 | 2.26 | 0.0635 | 0.0025 | |||||
| US92925GAD51 / WaMu 抵押贷款传递证书系列 2006-AR16 信托 | 2.78 | -0.71 | 0.0630 | 0.0007 | |||||
| US912810RF75 / 美国国债通胀指数债券 | 2.78 | -2.63 | 0.0629 | -0.0005 | |||||
| US912810RY64 / 美国国债 Bds 债券 | 2.71 | -2.48 | 0.0615 | -0.0005 | |||||
| US45661EGE86 / IndyMac INDX 抵押贷款信托，2006-AR9 系列，2A1 级 | 2.70 | -1.06 | 0.0612 | 0.0004 | |||||
| US040104RV54 / 银色证券有限公司ARSI 2006 W2 A2B | 2.69 | -0.92 | 0.0611 | 0.0005 | |||||
| US64032PAB85 / Nelnet 学生贷款信托 2023-A | 2.68 | -8.11 | 0.0607 | -0.0042 | |||||
| FCT / 芬坎蒂尼公司 | 2.67 | 2.18 | 0.0606 | 0.0023 | |||||
| US912810SC36 / 美国国债 Bds 债券 | 2.66 | -2.53 | 0.0602 | -0.0005 | |||||
| US07274EAH62 / 拜耳美国财务有限责任公司 | 2.64 | -0.23 | 0.0599 | 0.0009 | |||||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (US69828QAD97) | 2.63 | 0.92 | 0.0597 | 0.0016 | |||||
| US02151NBH44 / 另类贷款信托，2007-18CB 系列，2A25 级 | 2.63 | -0.79 | 0.0596 | 0.0006 | |||||
| US2620512044 / Drillco 控股卢森堡公司 | 0.13 | 0.00 | 2.63 | -18.60 | 0.0595 | -0.0123 | |||
| US07389MAB37 / 贝尔斯登资产支持证券 I Trust，系列 2006-HE9，1A2 类 | 2.62 | -1.91 | 0.0594 | -0.0001 | |||||
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| US00253XAA90 / 美国航空/AAdvantage Loyalty IP Ltd | 2.60 | -19.98 | 0.0589 | -0.0134 | |||||
| US3137FUKP89 / 房地美·雷米斯 | 2.59 | -5.44 | 0.0587 | -0.0023 | |||||
| US39541EAA10 / 格林赛夫管道 Bidco Sarl | 2.58 | 0.35 | 0.0585 | 0.0012 | |||||
| US36251PBD50 / GS 抵押证券信托 2016-GS3 | 2.56 | 3.94 | 0.0580 | 0.0032 | |||||
| US38376RC950 / GNMA，2016-H22 系列，FA 级 | 2.55 | -25.56 | 0.0577 | -0.0185 | |||||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) | 2.54 | 0.0577 | 0.0577 | ||||||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) | 2.54 | 0.0577 | 0.0577 | ||||||
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| US44891ACR68 / 现代资本美国公司 | 2.53 | 0.52 | 0.0574 | 0.0013 | |||||
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| US38376RGB69 / 政府国民抵押贷款协会 | 2.51 | -17.55 | 0.0570 | -0.0109 | |||||
| US02401LAA26 / 美国资产信托有限合伙人 | 2.51 | 1.50 | 0.0569 | 0.0018 | |||||
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| US912810RE01 / 美国国债 Bds 债券 | 2.48 | -2.17 | 0.0563 | -0.0002 | |||||
| US64032PAA03 / Nelnet 学生贷款信托，2023-AA 系列，AFL 级 | 2.47 | -8.31 | 0.0561 | -0.0040 | |||||
| US42704RAA95 / HERA 商业抵押贷款有限公司 HERA 2021 FL1 A 144A | 2.47 | 0.28 | 0.0561 | 0.0011 | |||||
| US863579C630 / 结构性可调利率 MOR SARM 2005 21 7A1 | 2.46 | -2.18 | 0.0559 | -0.0002 | |||||
| US58003UAA60 / MF1 多户住房抵押贷款信托 | 2.46 | -35.57 | 0.0557 | -0.0293 | |||||
| US92330YAN31 / 创业 CDO 有限公司 VENTR 2018 33A A1LR 144A | 2.44 | -28.67 | 0.0553 | -0.0209 | |||||
| US694308JG36 / 太平洋天然气电力公司 | 2.42 | 1.00 | 0.0549 | 0.0015 | |||||
| US694308JP35 / 太平洋燃气 + 电力第一抵押贷款 01/26 3.15 | 2.38 | 0.34 | 0.0539 | 0.0011 | |||||
| HCA INC COMPANY GUAR 04/31 5.45 / DBT (US404119CT49) | 2.37 | 1.54 | 0.0538 | 0.0017 | |||||
| US3137FUKQ62 / 房地美·雷米斯 | 2.37 | -6.70 | 0.0537 | -0.0028 | |||||
| US023771S255 / 美国航空 2016 年 3 月 A 级通行信托 | 2.36 | -3.68 | 0.0534 | -0.0010 | |||||
| BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 / DBT (CA110709AK82) | 2.35 | 4.36 | 0.0532 | 0.0031 | |||||
| PROJECT HUDSON II FIXED TERM LOAN / ABS-MBS (BA0004RR0) | 2.33 | 0.09 | 0.0529 | 0.0010 | |||||
| US912810SG40 / 美国国债通胀指数债券 | 2.31 | -3.70 | 0.0525 | -0.0011 | |||||
| E1IX34 / 爱迪生国际 - 存托凭证（普通股） | 2.29 | -33.64 | 0.0518 | -0.0249 | |||||
| US86363MAC55 / 结构性资产证券公司抵押贷款信托 2007-GEL2 | 2.28 | -7.05 | 0.0517 | -0.0029 | |||||
| US3140QR4E07 / 房利美泳池 | 2.25 | -2.18 | 0.0510 | -0.0002 | |||||
| US2350366T26 / 达拉斯沃斯堡 德克萨斯国际机场 DALAPT 11/31 固定 2.246 | 2.21 | 0.91 | 0.0501 | 0.0013 | |||||
| US02149JCB08 / 另类贷款信托，2006-45T1 系列，1A16 级 | 2.16 | -0.14 | 0.0489 | 0.0008 | |||||
| US3140QR5B58 / 房利美泳池 | 2.14 | -1.38 | 0.0486 | 0.0002 | |||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A / ABS-MBS (US693989AA39) | 2.14 | -3.48 | 0.0485 | -0.0009 | |||||
| US80556AAC18 / 撒克逊资产证券信托 2006 年 3 月 | 2.13 | -14.96 | 0.0483 | -0.0075 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 2.12 | 0.0481 | 0.0481 | ||||||
| US00442CAE93 / 安达证券 ACE 2006 FM2 A2D | 2.12 | -2.44 | 0.0481 | -0.0003 | |||||
| US59524QAA31 / 中大西洋州际传输有限责任公司 | 2.09 | 0.53 | 0.0473 | 0.0011 | |||||
| US75406AAD19 / RASC Trust，2006-EMX2 系列，M1 级 | 2.08 | -7.01 | 0.0473 | -0.0026 | |||||
| XS1697546247 / 华威金融住宅 MO WARW 3A PRC 144A | 2.07 | 11.59 | 0.0469 | 0.0056 | |||||
| US61749KAE38 / 摩根士丹利 ABS Capital I, Inc. 信托，2006-WMC2 系列，A2C 级 | 2.06 | -0.96 | 0.0467 | 0.0004 | |||||
| AXP / 美国运通公司 - 存托凭证（普通股） | 2.02 | -0.05 | 0.0459 | 0.0008 | |||||
| US362334NB60 / GSAA信托 | 2.00 | -2.78 | 0.0452 | -0.0005 | |||||
| US49427RAP73 / 基尔罗伊房地产有限公司 | 1.99 | 1.69 | 0.0452 | 0.0015 | |||||
| US694308JC22 / 太平洋天然气电力公司 | 1.99 | 0.56 | 0.0451 | 0.0010 | |||||
| US25151UAA51 / 德国 Alt-A 证券抵押贷款信托系列 2007-AR2 | 1.96 | -1.16 | 0.0445 | 0.0003 | |||||
| US83612NAC92 / Soundview 住房贷款信托 2007-WMC1 | 1.96 | -0.61 | 0.0445 | 0.0005 | |||||
| DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) | 1.96 | 0.26 | 0.0445 | 0.0009 | |||||
| US912810QW18 / 美国国债 Bds 债券 | 1.92 | -1.94 | 0.0435 | -0.0001 | |||||
| US57643GAE70 / MASTR 资产支持证券信托，2006-FRE2 系列，A5 类 | 1.91 | -2.45 | 0.0434 | -0.0003 | |||||
| KOREA DEVELOPMENT BANK SR UNSECURED 10/26 VAR / DBT (US500630DY12) | 1.91 | -0.10 | 0.0433 | 0.0007 | |||||
| US606822BS23 / 三菱UFJ金融集团公司 | 1.90 | 0.80 | 0.0430 | 0.0011 | |||||
| US36179TXW07 / 吉利美 II 池 | 1.89 | -2.03 | 0.0428 | -0.0001 | |||||
| PCG.PRD / 太平洋天然气电力公司 - 优先股 | 1.88 | -0.95 | 0.0427 | 0.0004 | |||||
| US694308HP52 / 太平洋天然气 + 电力 SR 无担保 03/26 2.95 | 1.88 | 0.48 | 0.0425 | 0.0009 | |||||
| US3138ENEW53 / 房利美泳池 | 1.83 | -5.05 | 0.0414 | -0.0014 | |||||
| CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE B / DBT (955SEVII3) | 1.82 | 0.0413 | 0.0413 | ||||||
| US12532BAB36 / CFCRE 商业抵押信托，2016-C7 系列，ASB 级 | 1.82 | -15.48 | 0.0412 | -0.0067 | |||||
| US44107HAF91 / 纽约破裂和残废救济协会维持医院特殊外科，系列 2020 | 1.80 | -4.52 | 0.0407 | -0.0012 | |||||
| US31418EXU99 / 房利美泳池 | 1.79 | -2.19 | 0.0406 | -0.0002 | |||||
| US79467BDG77 / 销售税证券化公司 | 1.79 | 1.42 | 0.0405 | 0.0013 | |||||
| US912834JB55 / 美国国库券优惠券 | 1.78 | -1.33 | 0.0403 | 0.0002 | |||||
| US61748BAC81 / 摩根士丹利资本公司 MSAC 2006 HE4 A3 | 1.74 | -2.35 | 0.0395 | -0.0002 | |||||
| US912810TH14 / 美国国库券/债券 | 1.74 | -81.98 | 0.0394 | -0.1753 | |||||
| US92926SAD80 / WaMu 资产支持证书 WaMu 系列 | 1.73 | -0.34 | 0.0393 | 0.0006 | |||||
| US93364FAM32 / WaMu 抵押贷款传递证书系列 2007-HY7 信托 | 1.72 | -2.17 | 0.0389 | -0.0002 | |||||
| US716973AE24 / 辉瑞投资企业私人有限公司 | 1.70 | 0.77 | 0.0384 | 0.0010 | |||||
| US552754AA14 / MFA 2020-NQM1 信任 SER 2020-NQM1 CL A1 V/R REGD 144A P/P 0.00000000 | 1.69 | -9.36 | 0.0382 | -0.0032 | |||||
| US88522XAE13 / Thornburg 抵押证券信托，2007-3 系列，3A1 级 | 1.66 | -2.23 | 0.0377 | -0.0002 | |||||
| US708696BY48 / 宾夕法尼亚电力公司 | 1.65 | 0.73 | 0.0374 | 0.0009 | |||||
| US3131XVXG54 / FED HM LN PC POOL ZM2479 FR 01/47 固定 4 | 1.63 | -7.24 | 0.0369 | -0.0022 | |||||
| US76110W7R11 / 住宅资产证券 C RASC 2005 EMX5 A3 | 1.62 | -0.37 | 0.0368 | 0.0005 | |||||
| XS2576550672 / 泰晤士水务金融公司 | 1.62 | -3.69 | 0.0367 | -0.0007 | |||||
| XS1697698188 / 华威金融住宅 MO WARW 3A C 144A | 1.62 | 6.60 | 0.0367 | 0.0029 | |||||
| US15135BAW19 / Centene公司 | 1.61 | 2.09 | 0.0365 | 0.0014 | |||||
| US02660YAU64 / 美国家庭抵押贷款投资信托 | 1.60 | -2.32 | 0.0363 | -0.0002 | |||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (US465970AA90) | 1.60 | -4.94 | 0.0362 | -0.0012 | |||||
| US694308HH37 / 太平洋天然气 + 电力 SR 无担保 02/44 4.75 | 1.55 | -2.21 | 0.0351 | -0.0002 | |||||
| US71951QAA04 / 医生地产 LP | 1.55 | 0.26 | 0.0351 | 0.0007 | |||||
| US404119CP27 / HCA公司 | 1.53 | 0.92 | 0.0348 | 0.0009 | |||||
| US60687YBH18 / 瑞穗金融集团公司 | 1.51 | 1.88 | 0.0343 | 0.0012 | |||||
| FNMA POOL BZ2346 FN 11/29 FIXED 4.3 / ABS-MBS (US3140NWTC96) | 1.51 | 0.80 | 0.0342 | 0.0009 | |||||
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN / LON (BA000HYC6) | 1.50 | 0.0340 | 0.0340 | ||||||
| 952NPKII9 / 瑞士信贷集团 COCO JR SUB 144A | 1.48 | 0.00 | 0.0335 | 0.0006 | |||||
| US362463AC59 / GSAMP 信托 2006-NC2 | 1.44 | -1.03 | 0.0327 | 0.0003 | |||||
| US751151AA94 / RALI Trust，2006-QS12 系列，1A1 级 | 1.39 | -3.27 | 0.0315 | -0.0005 | |||||
| US00441XAD66 / 安达证券 ACE 2006 NC2 A2C | 1.37 | 0.00 | 0.0311 | 0.0006 | |||||
| US46629KAD19 / 摩根大通抵押贷款收购信托 2006-WMC3 | 1.36 | -0.80 | 0.0309 | 0.0003 | |||||
| US12660WAA36 / 瑞士信贷抵押资本证书 | 1.35 | -0.15 | 0.0307 | 0.0005 | |||||
| US845437BR25 / 西南电力公司 | 1.35 | 0.82 | 0.0306 | 0.0008 | |||||
| US912810RA88 / 美国国债通胀指数债券 | 1.35 | -2.39 | 0.0306 | -0.0002 | |||||
| RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (EZ4089K4KC85) | 1.34 | 39.75 | 0.0305 | 0.0090 | |||||
| US12666XAB38 / 全国资产支持 CERTI CWL 2006 QH1 A1B 144A | 1.33 | -2.35 | 0.0302 | -0.0002 | |||||
| S1NP34 / Synopsys, Inc.-存托凭证（普通股） | 1.31 | 0.46 | 0.0298 | 0.0007 | |||||
| US34540TF236 / 福特汽车信贷有限责任公司，6.800%，2025 年 8 月 20 日 | 1.31 | 0.54 | 0.0298 | 0.0007 | |||||
| US3132XXNS42 / 房地美黄金池 | 1.30 | -2.92 | 0.0294 | -0.0003 | |||||
| US92990GAC78 / WAMU 抵押贷款通过 CER WAMU 2007 HY5 2A1 | 1.27 | -3.42 | 0.0288 | -0.0005 | |||||
| US912834JP42 / 美国国库券优惠券 | 1.26 | -1.25 | 0.0287 | 0.0001 | |||||
| US38376RPV23 / 政府国民抵押贷款协会 | 1.26 | -13.75 | 0.0285 | -0.0040 | |||||
| US70069FGE16 / PARK PLACE SECURITIES INC 资产支持传递 PPSI 2005-WHQ1 M5 | 1.23 | -11.11 | 0.0279 | -0.0029 | |||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) | 1.22 | 0.74 | 0.0277 | 0.0007 | |||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | 1.22 | 0.74 | 0.0277 | 0.0007 | |||||
| US03072SQ327 / AMERIQUEST MORTGAGE SECURITIES INC 资产支持传递 CTFS SER 2005-R9 | 1.22 | -8.14 | 0.0276 | -0.0019 | |||||
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| US459506AP65 / 国际香精香料公司 1.832% 2027年10月15日 144A | 1.20 | -73.65 | 0.0273 | -0.0743 | |||||
| US46626LCC28 / JP Morgan Mortgage Acquisition Corp.，2005-FRE1 系列，M1 级 | 1.20 | -12.67 | 0.0272 | -0.0034 | |||||
| US3140XHNG87 / 房利美泳池 | 1.20 | -2.92 | 0.0272 | -0.0003 | |||||
| US912810TP30 / 美国财政部 I/L 1.5% 02-15-53 | 1.20 | -3.86 | 0.0272 | -0.0006 | |||||
| US12667GC849 / 另类贷款信托 2005-43 | 1.17 | -0.68 | 0.0265 | 0.0003 | |||||
| US124857AX11 / 维亚康姆哥伦比亚广播公司 | 1.17 | 0.78 | 0.0264 | 0.0007 | |||||
| US05530NAA54 / BCAP LLC 信托 2007-AA2 | 1.15 | -3.20 | 0.0260 | -0.0004 | |||||
| XS2384704800 / 尼日利亚政府国际债券中期票据 8.250000% 09/28/2051 | 1.14 | 0.0260 | 0.0260 | ||||||
| XS2384704800 / 尼日利亚政府国际债券中期票据 8.250000% 09/28/2051 | 1.14 | 0.0259 | 0.0259 | ||||||
| SAN / 桑坦德银行，SA - 存托凭证（普通股） | 1.14 | 1.15 | 0.0259 | 0.0007 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 1.14 | 0.0259 | 0.0259 | ||||||
| US17309BAL18 / 花旗集团抵押贷款信托，2006-WF2 系列，A1 级 | 1.14 | -2.65 | 0.0258 | -0.0002 | |||||
| US06051GLG28 / 美国银行 | 1.12 | 0.63 | 0.0255 | 0.0006 | |||||
| US694308HN05 / 太平洋天然气电力公司 | 1.12 | -4.20 | 0.0254 | -0.0006 | |||||
| US38376RVV58 / 政府国民抵押贷款协会 | 1.12 | -20.11 | 0.0253 | -0.0058 | |||||
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) | 1.11 | 9.01 | 0.0252 | 0.0025 | |||||
| US933631AD53 / WaMu 资产支持证书 WaMu 系列 2007-HE1 信托 | 1.09 | 0.28 | 0.0248 | 0.0005 | |||||
| US31329PC356 / 联邦住房贷款抵押公司 | 1.07 | -0.19 | 0.0243 | 0.0004 | |||||
| STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN / LON (BA000BVC2) | 1.07 | -1.66 | 0.0243 | 0.0000 | |||||
| US462613AP51 / 公司备注 | 1.06 | 0.86 | 0.0240 | 0.0006 | |||||
| US59022QAE26 / 美林抵押贷款投资 MLMI 2006 HE5 A2D | 1.03 | -1.34 | 0.0234 | 0.0001 | |||||
| COREBRIDGE GLOB FUNDING COREBRIDGE GLOB FUNDING / DBT (US00138CBB37) | 1.01 | 0.40 | 0.0228 | 0.0005 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 1.01 | 0.0228 | 0.0228 | ||||||
| ING27 / 荷兰国际集团 | 1.00 | 0.71 | 0.0226 | 0.0006 | |||||
| US23243AAB26 / 另类贷款信托 2006-OA12 | 0.98 | -5.50 | 0.0222 | -0.0009 | |||||
| US81879MAW91 / SG 抵押证券信托，2006-FRE1 系列，A2C 级 | 0.97 | 0.31 | 0.0221 | 0.0005 | |||||
| US45667SAA50 / IndyMac INDX 抵押贷款信托，2006-AR35 系列，2A1A 级 | 0.97 | -1.62 | 0.0220 | 0.0000 | |||||
| DUKB34 / 杜克能源公司 - 存托凭证（普通股） | 0.96 | 10.51 | 0.0217 | 0.0024 | |||||
| US00443PAB58 / 安达证券 ACE 2007 HE2 A2A | 0.94 | -1.16 | 0.0212 | 0.0001 | |||||
| US3140NJXM12 / 房利美泳池 | 0.93 | -0.32 | 0.0211 | 0.0003 | |||||
| XS1697701826 / 华威金融住宅 MO WARW 3A D 144A | 0.92 | 6.60 | 0.0209 | 0.0016 | |||||
| US05951GAQ55 / 美国银行 2007 年 2 月资助信托 | 0.92 | -0.22 | 0.0208 | 0.0003 | |||||
| XS1697706890 / 华威金融住宅 MO WARW 3A E 144A | 0.91 | 6.67 | 0.0207 | 0.0016 | |||||
| USL269151217 / 钻探控股 LUX SA | 0.04 | 0.00 | 0.89 | -18.65 | 0.0202 | -0.0042 | |||
| XS2384704800 / 尼日利亚政府国际债券中期票据 8.250000% 09/28/2051 | 0.89 | 0.0201 | 0.0201 | ||||||
| US59023AAC09 / 美林抵押贷款投资 MLMI 2006 MLN1 A2B | 0.88 | -11.52 | 0.0200 | -0.0022 | |||||
| US31418EW300 / 房利美泳池 | 0.88 | -2.67 | 0.0199 | -0.0002 | |||||
| US3136BBAR38 / 房利美-Aces | 0.87 | -7.17 | 0.0197 | -0.0012 | |||||
| US756109AW41 / 房地产收入公司 | 0.86 | 1.41 | 0.0196 | 0.0006 | |||||
| US17315MAK18 / 花旗集团抵押贷款信托 CMLTI 2009 7 5A2 144A | 0.86 | -0.69 | 0.0195 | 0.0002 | |||||
| US41161PVK64 / HarborView 抵押贷款信托，2005-12 系列，2A12 级 | 0.85 | -4.62 | 0.0192 | -0.0006 | |||||
| US500945AB61 / 久保田信用所有者信托 2023-2 | 0.84 | -57.92 | 0.0191 | -0.0254 | |||||
| US762009AL27 / 住宅资金 MTG SEC I RFMSI 2007 S6 1A11 | 0.84 | 0.72 | 0.0190 | 0.0005 | |||||
| USP78024AF61 / 秘鲁共和国 SR 无担保法规 08/32 6.15 | 0.79 | 6.78 | 0.0179 | 0.0014 | |||||
| US59020U6K64 / 美林抵押投资者信托系列 2006-WMC2 | 0.79 | -2.35 | 0.0179 | -0.0001 | |||||
| US69121TAC99 / 自有抵押贷款资产 归还自有 2006 6 A2B | 0.77 | -1.91 | 0.0175 | -0.0000 | |||||
| US3617YD2W16 / GNMA 泳池 CL6189 GN 03/52 固定 4 | 0.77 | -4.01 | 0.0174 | -0.0004 | |||||
| US00774MAW55 / AerCap 爱尔兰资本 DAC / AerCap 全球航空信托 | 0.76 | 1.46 | 0.0173 | 0.0005 | |||||
| US3617VSWM08 / GNMA 泳池 CE4252 GN 10/51 固定 4 | 0.75 | 0.0170 | 0.0170 | ||||||
| US46628BAG59 / 摩根抵押信托 JPMMT 2006 A6 1A4L | 0.74 | -2.49 | 0.0169 | -0.0001 | |||||
| US31402C4G48 / 房利美泳池 | 0.74 | -4.67 | 0.0167 | -0.0005 | |||||
| US61745M4R15 / 摩根士丹利抵押贷款 T MSM 2005 3AR 3A | 0.72 | -4.54 | 0.0162 | -0.0005 | |||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 0.71 | 100.28 | 0.0160 | 0.0081 | |||||
| US3140NJQL12 / UMBS | 0.70 | -0.42 | 0.0160 | 0.0002 | |||||
| US66988YAE23 / NovaStar 抵押融资信托，2006-5 系列，A2D 级 | 0.70 | -0.28 | 0.0160 | 0.0002 | |||||
| US46629KAF66 / 摩根大通抵押收购信托 | 0.70 | -0.71 | 0.0159 | 0.0002 | |||||
| US842400GK35 / 南加州爱迪生公司 | 0.69 | 0.0156 | 0.0156 | ||||||
| US31418CR973 / 联邦国民抵押贷款协会 | 0.68 | -1.74 | 0.0154 | 0.0000 | |||||
| XS2384704800 / 尼日利亚政府国际债券中期票据 8.250000% 09/28/2051 | 0.67 | 0.0153 | 0.0153 | ||||||
| US41161PWV11 / HarborView 抵押贷款信托 2005-14 | 0.67 | 0.30 | 0.0152 | 0.0003 | |||||
| US36179TV774 / 吉利美 II 池 | 0.66 | -2.64 | 0.0151 | -0.0001 | |||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) | 0.66 | -72.33 | 0.0150 | -0.0382 | |||||
| US46626LFN55 / 摩根抵押收购公司 2006-FRE1 SER 2006-FRE1 CL M1 V/R REGD 2.09800000 | 0.66 | -15.90 | 0.0149 | -0.0025 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.66 | 0.0149 | 0.0149 | ||||||
| US3136APAH50 / 房利美 REMICS | 0.65 | -6.20 | 0.0148 | -0.0007 | |||||
| US00437NAD49 / 认可抵押贷款信托 2006 年 2 月 | 0.65 | -13.96 | 0.0147 | -0.0021 | |||||
| GNMA POOL CL6201 GN 03/52 FIXED 4 / ABS-MBS (US3617YD3J95) | 0.65 | 38.92 | 0.0147 | 0.0043 | |||||
| US912810SK51 / 美国国库券/债券 | 0.64 | -2.72 | 0.0146 | -0.0002 | |||||
| CMLTI / 花旗集团抵押贷款信托 CMLTI 2003 HE3 A | 0.62 | -15.56 | 0.0142 | -0.0023 | |||||
| DGZ / DB黄金空头ETN | 0.61 | 0.16 | 0.0138 | 0.0003 | |||||
| GB00BMBL1D50 / 英国金边 | 0.61 | 0.83 | 0.0138 | 0.0003 | |||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (EZLG541MMLX8) | 0.60 | 115.36 | 0.0137 | 0.0074 | |||||
| US3128KKPB94 / 联邦HLMC | 0.60 | -1.32 | 0.0136 | 0.0001 | |||||
| US32051GQA66 / First Horizon 另类抵押证券信托 2005-AA6 | 0.59 | -0.50 | 0.0134 | 0.0002 | |||||
| US11135FBQ37 / 博通公司 | 0.58 | 1.05 | 0.0132 | 0.0004 | |||||
| US90931LAA61 / 美国联合航空 2016 年 1 月 AA 级通过信托 | 0.58 | 0.70 | 0.0131 | 0.0003 | |||||
| US16162WQM46 / 大通抵押贷款金融信托，2005-A2 系列，3A5 级 | 0.56 | -2.76 | 0.0128 | -0.0001 | |||||
| US59020UVM43 / 美林抵押投资者信托，2005-1 系列，2A5 级 | 0.56 | -1.25 | 0.0126 | 0.0001 | |||||
| US31415VQA60 / 房利美泳池 | 0.54 | -1.27 | 0.0123 | 0.0001 | |||||
| US3133KYS267 / FED HM LN PC POOL RB5037 FR 03/40 固定 2.5 | 0.54 | -0.74 | 0.0122 | 0.0001 | |||||
| US07274EAM57 / 拜耳美国金融有限责任公司 144A LIFE SR UNSEC 6.875% 11-21-53 | 0.53 | 2.71 | 0.0120 | 0.0005 | |||||
| US07386HQ874 / 贝尔斯登 ALT-A 信托，2006-3 系列，35A1 级 | 0.53 | -0.19 | 0.0119 | 0.0002 | |||||
| US3140NLQZ53 / 联邦国民抵押贷款协会 | 0.52 | -0.58 | 0.0117 | 0.0001 | |||||
| US3617A8MD89 / GNMA | 0.51 | -9.35 | 0.0117 | -0.0010 | |||||
| FCT / 芬坎蒂尼公司 | 0.51 | 9.78 | 0.0115 | 0.0012 | |||||
| US3140QRAF07 / FNCL UMBS 4.5 CB5405 10-01-52 | 0.50 | -2.33 | 0.0114 | -0.0001 | |||||
| US86363GAA22 / 结构性可调利率抵押贷款信托，2007-3 系列，1A1 级 | 0.49 | -0.41 | 0.0111 | 0.0001 | |||||
| US12668BB444 / 另类贷款信托，2006-OA3 系列，1A1 级 | 0.48 | -1.43 | 0.0110 | 0.0000 | |||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.48 | 0.0108 | 0.0108 | ||||||
| US36179W2T42 / 吉尼美 II 泳池 G2 MA7986 | 0.47 | -2.67 | 0.0108 | -0.0001 | |||||
| USL26915AA33 / 远海控股有限公司 | 0.47 | -1.67 | 0.0107 | 0.0000 | |||||
| US65535HAY53 / 野村控股公司 | 0.47 | 1.08 | 0.0106 | 0.0003 | |||||
| US31416TL800 / 房利美泳池 | 0.47 | -9.71 | 0.0106 | -0.0009 | |||||
| US3128M8Q807 / 联邦HLMC | 0.46 | -1.69 | 0.0105 | 0.0000 | |||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) | 0.46 | 0.0105 | 0.0105 | ||||||
| US45660LZW26 / 住宅资产证券化信托，2005-A11 系列，1A1 级 | 0.46 | -2.12 | 0.0105 | -0.0000 | |||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | 0.46 | 0.0103 | 0.0103 | ||||||
| US81379EAA01 / 证券化资产支持应收账款有限责任公司信托 2007-BR5 | 0.46 | -1.30 | 0.0103 | 0.0000 | |||||
| US31414LB985 / 房利美泳池 | 0.45 | -8.30 | 0.0103 | -0.0007 | |||||
| US31418ET678 / 房利美泳池 | 0.44 | -2.65 | 0.0100 | -0.0001 | |||||
| US61915RAV87 / MortgageIT 信托，2005-5 系列，A2 级 | 0.44 | -6.20 | 0.0100 | -0.0005 | |||||
| US78473NAC74 / SUNTRUST 可调利率抵押贷款明星 2007 1 2A1 | 0.43 | -4.19 | 0.0098 | -0.0002 | |||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | 0.43 | 0.23 | 0.0098 | 0.0002 | |||||
| US46630XAF50 / JPMAC_07-CH3 | 0.43 | -8.28 | 0.0098 | -0.0007 | |||||
| US3140FBAE09 / FNMA 泳池 BD3604 FN 05/48 固定 4 | 0.43 | -0.47 | 0.0097 | 0.0001 | |||||
| US3617MFXZ81 / GNMA 泳池 BS5196 GN 01/50 固定 4 | 0.43 | -1.16 | 0.0097 | 0.0001 | |||||
| US32051GTX33 / 第一地平线抵押贷款信托 | 0.42 | -5.61 | 0.0096 | -0.0004 | |||||
| US30331GAC50 / FHF 信托 2023 年 1 月 | 0.42 | -23.30 | 0.0095 | -0.0027 | |||||
| US38382YPL10 / 政府国民抵押贷款协会 | 0.41 | -11.61 | 0.0093 | -0.0010 | |||||
| US912810RR14 / 美国国债通胀指数债券 | 0.41 | -3.07 | 0.0093 | -0.0001 | |||||
| US912834KP23 / 美国国库券优惠券 | 0.41 | -1.45 | 0.0093 | 0.0000 | |||||
| US3140J6GM33 / 房利美 4% 10/01/2047 FNL | 0.39 | -2.00 | 0.0089 | -0.0000 | |||||
| US36179UWB42 / G2SF 5.0 MA6042 07-20-49 | 0.39 | -3.27 | 0.0087 | -0.0001 | |||||
| US3140QKGH55 / UMBS | 0.38 | -2.56 | 0.0087 | -0.0001 | |||||
| US07388HAP47 / 贝尔斯登资产支持证券 I Trust，2006-HE7 系列，2A2 类 | 0.38 | -3.32 | 0.0086 | -0.0001 | |||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.37 | 0.0084 | 0.0084 | ||||||
| XS0107289323 / 泰晤士水务公司 | 0.37 | -4.65 | 0.0084 | -0.0003 | |||||
| GNMA II POOL MB0088 G2 12/54 FIXED 3.5 / ABS-MBS (US3618N5C239) | 0.36 | 0.0083 | 0.0083 | ||||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PN17) | 0.36 | 0.0082 | 0.0082 | ||||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) | 0.36 | 107.51 | 0.0082 | 0.0043 | |||||
| US07402FAA30 / 贝尔斯登结构化产品 BSSP 2007 R6 1A1 | 0.36 | -2.45 | 0.0082 | -0.0000 | |||||
| US362341RX95 / GSR 抵押贷款信托，2005-AR6 系列，2A1 级 | 0.35 | -3.28 | 0.0080 | -0.0001 | |||||
| US31402C4J86 / 房利美泳池 | 0.35 | -4.13 | 0.0079 | -0.0002 | |||||
| US3138EGSJ46 / FNMA 5.50% #AL0520 6/41 | 0.35 | -1.98 | 0.0079 | -0.0000 | |||||
| US07384M2E17 / 贝尔斯登 ARM 信托 2004 年 1 月 | 0.35 | -1.70 | 0.0079 | -0.0000 | |||||
| US07402FAC95 / 贝尔斯登结构化产品 BSSP 2007 R6 2A1 | 0.35 | 1.17 | 0.0078 | 0.0002 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.34 | 0.0078 | 0.0078 | ||||||
| US41161PMX86 / 港景抵押贷款信托 HVMLT 2005 4 3A1 | 0.34 | -3.16 | 0.0077 | -0.0001 | |||||
| CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | 0.33 | 0.0075 | 0.0075 | ||||||
| IRS NZD 3.75000 06/15/22-5Y LCH / DIR (EZ329Y2MS4V2) | 0.33 | -32.15 | 0.0074 | -0.0033 | |||||
| US912834KH07 / 美国国库券优惠券 | 0.32 | -1.22 | 0.0073 | 0.0000 | |||||
| US3140X6NR89 / FNMA UMBS，15 年 | 0.31 | -30.68 | 0.0071 | -0.0030 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 0.31 | 0.0070 | 0.0070 | ||||||
| US92925CCE03 / WAMU 抵押贷款通过证书系列 200 WAMU 2006-AR1 2A1A | 0.31 | -1.91 | 0.0070 | -0.0000 | |||||
| US3140NGFU90 / FNMA 池 BY0178 FN 05/53 固定 5 | 0.31 | -0.65 | 0.0069 | 0.0001 | |||||
| US88522EAC75 / 桑堡抵押贷款证券信托 2007-1 TMST 2007-1 A2B | 0.30 | -0.67 | 0.0067 | 0.0001 | |||||
| US3140QPK892 / 房利美泳池 | 0.29 | -2.01 | 0.0066 | -0.0000 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) | 0.29 | 0.0066 | 0.0066 | ||||||
| US2620511053 / Drillco 控股卢森堡公司 | 0.01 | 0.00 | 0.29 | -18.72 | 0.0066 | -0.0014 | |||
| US75115DAK19 / RALI Trust，2006-QS13 系列，1A10 级 | 0.29 | -7.05 | 0.0066 | -0.0004 | |||||
| US46628KAT79 / 摩根大通抵押贷款信托，2006-A3 系列，6A1 级 | 0.29 | -1.38 | 0.0065 | 0.0000 | |||||
| US31410LV585 / FNMA 泳池 890836 FN 11/27 固定 VAR | 0.29 | -28.50 | 0.0065 | -0.0024 | |||||
| US86359LPF03 / 结构性资产抵押投资 II 信托，2005-AR5 系列，A3 类 | 0.29 | -14.37 | 0.0065 | -0.0010 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) | 0.28 | 0.0064 | 0.0064 | ||||||
| US3617XUP662 / 吉利梅 I 泳池 | 0.28 | 0.0063 | 0.0063 | ||||||
| US07386HSY89 / 贝尔斯登 ALT-A 信托 2005 年 4 月 | 0.27 | -2.19 | 0.0061 | -0.0000 | |||||
| US36179XVP85 / 吉利美 II 池 | 0.27 | 0.0061 | 0.0061 | ||||||
| US3138EJJA76 / FNMA POOL AL2056 FN 08/26 固定VAR | 0.27 | -25.63 | 0.0061 | -0.0019 | |||||
| US31410MB254 / FNMA 泳池 891157 FN 05/36 固定 6 | 0.26 | -1.87 | 0.0060 | -0.0000 | |||||
| US12669F6Z19 / CWMBS 公司 | 0.26 | -3.00 | 0.0059 | -0.0001 | |||||
| FNMA POOL BX6086 FN 03/53 FIXED 5 / ABS-MBS (US3140NAXQ17) | 0.26 | -12.84 | 0.0059 | -0.0007 | |||||
| BOEING CO/THE SNR S* ICE / DCR (EZ8LJVJQFWV8) | 0.25 | 270.59 | 0.0057 | 0.0042 | |||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | 0.24 | 0.0055 | 0.0055 | ||||||
| US3617LR6Y66 / GNMA 泳池 BQ7187 GN 10/49 固定 4 | 0.23 | -0.85 | 0.0053 | 0.0000 | |||||
| US3138EJH503 / FNMA POOL AL2051 FN 06/26 固定VAR | 0.23 | -32.55 | 0.0052 | -0.0024 | |||||
| US3140HHH571 / FNMA 泳池 BK3851 FN 04/48 固定 4 | 0.23 | -0.44 | 0.0051 | 0.0001 | |||||
| US3128LXAV26 / 房地美黄金池 | 0.23 | -3.43 | 0.0051 | -0.0001 | |||||
| US74161QAA04 / PRIME 2006-CL1 A1 | 0.22 | -22.30 | 0.0051 | -0.0013 | |||||
| US3138ERDP26 / UMBS | 0.21 | -7.36 | 0.0049 | -0.0003 | |||||
| FNMA POOL MA5247 FN 01/54 FIXED 6 / ABS-MBS (US31418EZM55) | 0.21 | -4.48 | 0.0048 | -0.0001 | |||||
| US3617L7U982 / GNMA 泳池 BP1508 GN 09/49 固定 4 | 0.21 | -4.98 | 0.0048 | -0.0002 | |||||
| US3617A36W58 / GNMA | 0.21 | -0.95 | 0.0048 | 0.0000 | |||||
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN / LON (BA0004JK4) | 0.20 | 2.00 | 0.0046 | 0.0002 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.20 | 0.0046 | 0.0046 | ||||||
| US31410KXK59 / 房利美泳池 | 0.20 | -2.44 | 0.0045 | -0.0000 | |||||
| US52522HAC60 / 雷曼 XS 信托，2006-8 系列，2A1 级 | 0.20 | -10.86 | 0.0045 | -0.0005 | |||||
| US07386HVS74 / 贝尔斯登 ALT A 信托 BALTA 2005 7 22A1 | 0.19 | -3.98 | 0.0044 | -0.0001 | |||||
| US694308HW04 / 太平洋天然气 + 电力 SR 无安全保障 12/27 3.3 | 0.19 | 1.05 | 0.0044 | 0.0001 | |||||
| US3128M75R30 / 房地美黄金池 | 0.19 | -2.54 | 0.0044 | -0.0000 | |||||
| US31410G2H50 / 房利美泳池 | 0.19 | -0.52 | 0.0043 | 0.0000 | |||||
| US3133KYR764 / 美联储 HM LN PC POOL RB5010 FR 07/39 固定 2.5 | 0.19 | 0.00 | 0.0043 | 0.0001 | |||||
| US3132DWD260 / FHLG 30年 3.5% 06/52#SD8221 | 0.19 | -2.06 | 0.0043 | -0.0000 | |||||
| US31410FYT64 / 房利美泳池 | 0.19 | -2.60 | 0.0043 | -0.0000 | |||||
| US3136APU752 / 房利美 REMICS | 0.19 | -6.09 | 0.0042 | -0.0002 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.18 | 0.0041 | 0.0041 | ||||||
| US3138EHB435 / FNMA 泳池 AL0958 FN 10/26 固定 VAR | 0.18 | -36.88 | 0.0040 | -0.0022 | |||||
| US31410G6K44 / 房利美泳池 | 0.18 | -2.22 | 0.0040 | -0.0000 | |||||
| US31416XEM83 / 房利美泳池 | 0.18 | -46.83 | 0.0040 | -0.0034 | |||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.17 | 0.0040 | 0.0040 | ||||||
| US01F0226757 / 统一抵押贷款支持证券，待定 | 0.17 | -100.29 | 0.0038 | 1.1019 | |||||
| RFR USD SOFR/3.76473 12/17/24-30Y LCH / DIR (EZYDGJYHYRS1) | 0.17 | 275.00 | 0.0037 | 0.0027 | |||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.16 | 0.0037 | 0.0037 | ||||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.16 | 0.0037 | 0.0037 | ||||||
| US31416CLU89 / FNMA POOL 995939 FN 06/39 固定VAR | 0.16 | -1.81 | 0.0037 | 0.0000 | |||||
| US31397KE319 / FHLMC，3360 系列，FC 级 | 0.16 | -4.17 | 0.0037 | -0.0001 | |||||
| US842400FZ13 / 南加州爱迪生公司债券 4.65% 到期日 2043 年 10 月 1 日 | 0.16 | 0.0037 | 0.0037 | ||||||
| US38376R4Z67 / 政府国民抵押贷款 A GNR 2017 H14 FB | 0.16 | -19.60 | 0.0036 | -0.0008 | |||||
| US761118PE29 / RALI 系列 2005-QA13 信任 | 0.16 | -1.84 | 0.0036 | -0.0000 | |||||
| US3128P7LZ40 / 房地美金池 P#C91244 4.50000000 | 0.16 | -10.29 | 0.0036 | -0.0003 | |||||
| US863579HD34 / 结构性可调利率抵押贷款信托系列 2004-20 | 0.16 | -1.27 | 0.0036 | 0.0000 | |||||
| THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) | 0.16 | 0.0035 | 0.0035 | ||||||
| US31402QYY15 / 房利美泳池 | 0.14 | -4.05 | 0.0032 | -0.0001 | |||||
| US07384MQ705 / 贝尔斯登 ARM 信托 2004 年 3 月 | 0.14 | -1.41 | 0.0032 | 0.0000 | |||||
| US07384MG979 / 贝尔斯登 ARM 信托 2004 年 1 月 | 0.14 | -1.43 | 0.0032 | 0.0000 | |||||
| US31402LPB26 / 房利美 2.757% 06/01/2043 远方 FNARM | 0.14 | -4.17 | 0.0031 | -0.0001 | |||||
| US466247ZP16 / 摩根大通抵押贷款信托 2005-A1 | 0.13 | -1.47 | 0.0030 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.13 | 0.0030 | 0.0030 | ||||||
| US31396V4Q81 / 房利美 REMICS | 0.13 | -1.49 | 0.0030 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.13 | 0.0029 | 0.0029 | ||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | 0.13 | 0.0029 | 0.0029 | ||||||
| US12465MAA27 / C-BASS 2006-CB9 信托 | 0.12 | 0.00 | 0.0027 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.12 | 0.0027 | 0.0027 | ||||||
| 317U88SA5 PIMCO SWAPTION 3.65 CALL USD 2025080 / DIR (EZN8G3KVRYT1) | 0.12 | -71.08 | 0.0027 | -0.0064 | |||||
| 317U88SA5 PIMCO SWAPTION 3.65 CALL USD 2025080 / DIR (EZN8G3KVRYT1) | 0.12 | -71.08 | 0.0027 | -0.0064 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) | 0.11 | 6.67 | 0.0026 | 0.0002 | |||||
| US92925GAJ22 / WaMu 抵押贷款传递证书信托，2006-AR16 系列，3A3 级 | 0.11 | -0.88 | 0.0025 | 0.0000 | |||||
| US31393APU50 / FNMA、REMIC、2003-25 系列、KP 级 | 0.11 | -7.76 | 0.0024 | -0.0001 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.11 | 0.0024 | 0.0024 | ||||||
| US41161PLR28 / HARBORVIEW 抵押贷款信托 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.11 | -4.50 | 0.0024 | -0.0001 | |||||
| US17307GRE07 / 花旗集团抵押贷款信托公司 | 0.11 | -1.87 | 0.0024 | -0.0000 | |||||
| US31393XGV38 / FNMA，2004-W2 系列，5AF 级 | 0.10 | -7.41 | 0.0023 | -0.0001 | |||||
| US36185G6X83 / GNMA | 0.10 | -1.00 | 0.0023 | 0.0000 | |||||
| US31412ENE22 / FNMA 泳池 922989 FN 12/36 固定 6 | 0.10 | -6.60 | 0.0023 | -0.0001 | |||||
| US31407E3M38 / FNMA 泳池 828904 FN 04/35 浮动VAR | 0.10 | -1.00 | 0.0022 | 0.0000 | |||||
| USL269151134 / 钻探控股 LUX SA | 0.00 | 0.00 | 0.10 | -19.01 | 0.0022 | -0.0005 | |||
| US3138ANAA16 / FNMA 泳池 AI8100 FN 08/41 固定 4.5 | 0.10 | 0.00 | 0.0022 | 0.0000 | |||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3017976054) | 0.10 | 0.0022 | 0.0022 | ||||||
| US31416BGM46 / 房利美泳池 | 0.10 | -1.04 | 0.0022 | 0.0000 | |||||
| US3128M6SU38 / 房地美黄金池 | 0.09 | -3.09 | 0.0021 | -0.0000 | |||||
| US31413LNE55 / FNMA 泳池 948689 FN 08/37 固定 6 | 0.09 | -1.05 | 0.0021 | 0.0000 | |||||
| US31404SFQ30 / FNMA 泳池 776975 FN 04/34 固定 5.5 | 0.09 | -2.08 | 0.0021 | -0.0000 | |||||
| US3138M9LF63 / FNMA 泳池 AP5725 FN 08/42 固定 5 | 0.09 | -1.06 | 0.0021 | 0.0000 | |||||
| US31417TMA33 / 联邦国民抵押贷款协会有限公司 | 0.09 | -1.08 | 0.0021 | 0.0000 | |||||
| US31407JZK14 / FNMA 泳池 832446 FN 08/35 浮动VAR | 0.09 | -2.17 | 0.0021 | -0.0000 | |||||
| US31394FHD06 / FNMA，2005-79 系列，NF 级 | 0.09 | -5.32 | 0.0020 | -0.0001 | |||||
| RFR USD SOFR/3.65471 04/07/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.09 | 0.0020 | 0.0020 | ||||||
| US3128P7LU52 / FG 03/29 固定 4.5 | 0.09 | -13.00 | 0.0020 | -0.0003 | |||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3060649830) | 0.09 | 0.0020 | 0.0020 | ||||||
| US05534AAN19 / BCAP LLC 2011-RR5-I 信托 | 0.09 | -13.13 | 0.0020 | -0.0002 | |||||
| XS1697546080 / 华威金融住宅 MO WARW 3A RRC 144A | 0.09 | 10.26 | 0.0020 | 0.0002 | |||||
| FED HM LN PC POOL SD8402 FR 02/54 FIXED 6 / ABS-MBS (US3132DWKP76) | 0.09 | -5.49 | 0.0020 | -0.0001 | |||||
| 31750R594 PIMCO FXVAN PUT EUR USD 1.09750000 / DFE (EZXSNMVYWSL9) | 0.08 | 0.0019 | 0.0019 | ||||||
| US39539FAK03 / GreenPoint 抵押融资信托系列 2006-AR4 | 0.08 | -1.19 | 0.0019 | -0.0000 | |||||
| US3617M44S19 / GNMA 泳池 BR6233 GN 12/49 固定 4 | 0.08 | -2.41 | 0.0019 | 0.0000 | |||||
| US31371NSV81 / FANNIE MAE 5.00% 03/01/2028 FNMA 30 | 0.08 | -14.74 | 0.0018 | -0.0003 | |||||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0.08 | -67.77 | 0.0018 | -0.0036 | |||||
| 317U8AEA5 PIMCO SWAPTION 3.6 CALL USD 20250805 / DIR (EZ5DF8SK6Z39) | 0.08 | -73.17 | 0.0018 | -0.0046 | |||||
| 31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000 / DFE (EZ0X1GXSRXF6) | 0.08 | 0.0017 | 0.0017 | ||||||
| US3617MYAZ28 / GNMA 泳池 BT9024 GN 03/50 固定 4 | 0.08 | -1.32 | 0.0017 | 0.0000 | |||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.07 | 0.0017 | 0.0017 | ||||||
| US06051GDM87 / 美国银行资助 2005-D 信托 | 0.07 | -6.41 | 0.0017 | -0.0001 | |||||
| US31417YSY40 / 房利美泳池 | 0.07 | -7.69 | 0.0017 | -0.0001 | |||||
| US07384MZS42 / 贝尔斯登 ARM 信托 2003-8 | 0.07 | -2.70 | 0.0016 | -0.0000 | |||||
| US31416WXP21 / FNMA 泳池 AB1585 FN 10/30 固定 4.5 | 0.07 | -4.00 | 0.0016 | -0.0000 | |||||
| US362341XG98 / 金沙江抵押贷款信托 2005-AR7 | 0.07 | -7.69 | 0.0016 | -0.0001 | |||||
| US31407MZ994 / FNMA 泳池 835168 FN 08/35 固定 5.5 | 0.07 | -1.37 | 0.0016 | 0.0000 | |||||
| US31574PAA30 / 艾灵顿金融抵押信托 2020 年 1 月 | 0.07 | -48.18 | 0.0016 | -0.0015 | |||||
| US92922F4M79 / WaMu 抵押贷款传递证书系列 2005-AR13 信托 | 0.07 | -4.11 | 0.0016 | -0.0000 | |||||
| US3128M6N790 / FED HM LN PC POOL G04614 FG 02/34 固定 6 | 0.07 | -2.78 | 0.0016 | -0.0000 | |||||
| US251510CV37 / Deutsche Alt-A Securities, Inc. 抵押贷款信托，系列 2005-1，1A1 类 | 0.07 | -2.82 | 0.0016 | -0.0000 | |||||
| 31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (EZ6LHMHGSW79) | 0.07 | 0.0016 | 0.0016 | ||||||
| US3140X6WD92 / FNMA POOL FM3343 FN 02/30 固定无功功率 | 0.07 | -10.39 | 0.0016 | -0.0002 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.07 | 0.0016 | 0.0016 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.07 | 0.0015 | 0.0015 | ||||||
| US3617LKDJ63 / GNMA 泳池 BQ1005 GN 10/49 固定 4 | 0.06 | -1.54 | 0.0015 | 0.0000 | |||||
| US07384M4J85 / 贝尔斯登 ARM 信托 2004-10 | 0.06 | 3.23 | 0.0015 | 0.0001 | |||||
| US31371LVC08 / FNMA 泳池 255411 FN 10/34 固定 5.5 | 0.06 | -3.08 | 0.0014 | -0.0000 | |||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0014 | 0.0014 | ||||||
| US31413LKP30 / FNMA 泳池 948602 FN 08/37 固定 6 | 0.06 | -1.59 | 0.0014 | -0.0000 | |||||
| US92977TAC62 / 美联银行抵押贷款信托有限责任公司 | 0.06 | -13.89 | 0.0014 | -0.0002 | |||||
| US31416MX412 / 房利美 (FANNIE MAE) 泳池 UMBS P#AA4298 4.50000000 | 0.06 | -7.69 | 0.0014 | -0.0001 | |||||
| US31417J3B47 / FNMA 泳池 AC0793 FN 10/39 固定 4.5 | 0.06 | 0.00 | 0.0014 | 0.0000 | |||||
| US31413BGY11 / FNMA 泳池 940415 FN 06/37 固定 6 | 0.06 | -1.67 | 0.0014 | 0.0000 | |||||
| 317U8D2A2 PIMCO SWAPTION 3.7 CALL USD 20250813 / DIR (EZKZHY60KQL7) | 0.06 | -59.03 | 0.0013 | -0.0019 | |||||
| US31411BFP31 / 房利美泳池 | 0.06 | 0.00 | 0.0013 | 0.0000 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.06 | 0.0013 | 0.0013 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.06 | 0.0013 | 0.0013 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0013 | 0.0013 | ||||||
| US31416ACZ12 / FNMA 泳池 993888 FN 12/38 固定 6 | 0.06 | -1.72 | 0.0013 | 0.0000 | |||||
| IRS NZD 4.25000 12/21/22-5Y LCH / DIR (EZZCJ1HFCKX1) | 0.06 | -18.84 | 0.0013 | -0.0003 | |||||
| BOEING CO/THE SNR S* ICE / DCR (EZQMMTKX5F48) | 0.06 | 21.74 | 0.0013 | 0.0002 | |||||
| US31410GNL31 / FNCL UMBS 5.5 888795 11-01-36 | 0.06 | -1.75 | 0.0013 | -0.0000 | |||||
| US3138E5A995 / FNMA 泳池 AK0931 FN 01/42 固定 5 | 0.05 | -1.82 | 0.0012 | 0.0000 | |||||
| US31371MEQ69 / UMBS | 0.05 | -3.57 | 0.0012 | -0.0000 | |||||
| US31416AWL06 / 房利美泳池 | 0.05 | 0.00 | 0.0012 | 0.0000 | |||||
| US31404GPA30 / FNMA 泳池 768217 FN 04/34 固定 5.5 | 0.05 | -3.64 | 0.0012 | -0.0000 | |||||
| US31371LJS97 / UMBS | 0.05 | -1.92 | 0.0012 | -0.0000 | |||||
| US12669GHG91 / 全国住房贷款 CWHL 2004 HYB9 1A1 | 0.05 | -1.92 | 0.0012 | -0.0000 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.05 | 0.0012 | 0.0012 | ||||||
| US3128P7PU17 / 房地美黄金池 | 0.05 | -7.41 | 0.0011 | -0.0001 | |||||
| US31416W4E97 / FNMA 泳池 AB1720 FN 11/30 固定 4.5 | 0.05 | -3.85 | 0.0011 | -0.0000 | |||||
| US31418NAR17 / FNMA 泳池 AD0915 FN 12/38 固定 VAR | 0.05 | -3.92 | 0.0011 | -0.0000 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.05 | 0.0011 | 0.0011 | ||||||
| US31396L4R81 / FNMA、REMIC、系列 2006-118、A1 级 | 0.05 | 0.00 | 0.0011 | 0.0000 | |||||
| EZZVSNMRWDZ0 / 通用电气公司 SNR S* ICE | 0.05 | -20.00 | 0.0011 | -0.0003 | |||||
| 952NPH004 / 瑞士信贷集团 COCO JR SUB 144A | 0.05 | 0.00 | 0.0011 | 0.0000 | |||||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) | 0.05 | 0.0011 | 0.0011 | ||||||
| 31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000 / DFE (EZR5HRN9R6R0) | 0.05 | 0.0011 | 0.0011 | ||||||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.05 | -17.54 | 0.0011 | -0.0002 | |||||
| US268668AA87 / EMC 抵押贷款信托 2001-A | 0.05 | -4.17 | 0.0011 | -0.0000 | |||||
| US3138ARKX13 / FNMA 泳池 AJ0309 FN 08/41 固定 4.5 | 0.05 | 0.00 | 0.0011 | 0.0000 | |||||
| US31403DGZ69 / 房利美泳池 | 0.05 | -4.26 | 0.0010 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | 0.05 | 0.0010 | 0.0010 | ||||||
| US3138WAXY85 / 房利美泳池 | 0.05 | -2.17 | 0.0010 | 0.0000 | |||||
| US3128P7MW00 / FED HM LN PC POOL C91273 FG 10/29 固定 4 | 0.05 | -6.25 | 0.0010 | -0.0001 | |||||
| US31402QYV75 / 房利美泳池 | 0.04 | -4.35 | 0.0010 | -0.0000 | |||||
| US31395M2F53 / Freddie Mac 结构化传递证书 | 0.04 | -4.35 | 0.0010 | -0.0000 | |||||
| US3617K7KJ85 / 吉利梅 I 泳池 | 0.04 | -13.73 | 0.0010 | -0.0001 | |||||
| US31409GKP09 / 房利美泳池 | 0.04 | 0.00 | 0.0010 | 0.0000 | |||||
| US31416HWP62 / 房利美泳池 | 0.04 | -4.55 | 0.0010 | -0.0000 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.04 | 0.0010 | 0.0010 | ||||||
| RFR USD SOFR/3.80662 04/02/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.04 | 0.0010 | 0.0010 | ||||||
| RFR USD SOFR/3.80662 04/02/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.04 | 0.0010 | 0.0010 | ||||||
| US31416QYU39 / FNMA 泳池 AA7022 FN 06/39 固定 4.5 | 0.04 | 0.00 | 0.0010 | 0.0000 | |||||
| US31404DT324 / FNMA 泳池 765670 FN 01/34 固定 5.5 | 0.04 | -2.38 | 0.0009 | -0.0000 | |||||
| US31404EE365 / FNMA 泳池 766154 FN 02/34 固定 5.5 | 0.04 | -2.38 | 0.0009 | -0.0000 | |||||
| US126670JY52 / 全国住房贷款 CWHL 2005 HYB9 3A2A | 0.04 | -2.50 | 0.0009 | 0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0009 | 0.0009 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0009 | 0.0009 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0009 | 0.0009 | ||||||
| US31414CJF68 / 房利美泳池 | 0.04 | -2.50 | 0.0009 | 0.0000 | |||||
| US31404G3J84 / FNMA 泳池 768601 FN 02/34 固定 5.5 | 0.04 | -2.50 | 0.0009 | -0.0000 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0009 | 0.0009 | ||||||
| US31371MY920 / 联邦国民抵押贷款协会有限公司 | 0.04 | 0.00 | 0.0009 | 0.0000 | |||||
| US31371MDT18 / 房利美泳池 | 0.04 | -2.56 | 0.0009 | -0.0000 | |||||
| US07384M4K58 / Bear Stearns ARM Trust，2004-10 系列，23A1 级 | 0.04 | -2.63 | 0.0009 | 0.0000 | |||||
| US31371MLB18 / FNMA 泳池 256022 FN 12/35 固定 5.5 | 0.04 | -2.63 | 0.0009 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0009 | 0.0009 | ||||||
| US31417YYS08 / FNMA 泳池 MA0720 FN 04/31 固定 5 | 0.04 | -5.13 | 0.0008 | -0.0000 | |||||
| US3128KUS737 / FED HM LN PC POOL A64142 FG 08/37 固定 6 | 0.04 | 0.00 | 0.0008 | 0.0000 | |||||
| US3138X7BJ11 / FNMA 泳池 AU7240 FN 10/28 固定 3 | 0.04 | -7.69 | 0.0008 | -0.0000 | |||||
| US3128M6JY50 / FED HM LN PC POOL G04479 FG 01/38 固定 6 | 0.04 | 0.00 | 0.0008 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0008 | 0.0008 | ||||||
| 317U8RKA1 PIMCO SWAPTION 3.5 CALL USD 20250721 / DIR (EZ3SGXHDXKD4) | 0.04 | -88.99 | 0.0008 | -0.0063 | |||||
| US31414QAF46 / 房利美泳池 | 0.04 | 0.00 | 0.0008 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0008 | 0.0008 | ||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | 0.03 | 0.0008 | 0.0008 | ||||||
| OIS CAD CAONREPO/2.7404 03/10/25-9Y* LCH / DIR (EZFX115HKHQ4) | 0.03 | -358.33 | 0.0007 | 0.0010 | |||||
| US17307GW795 / 花旗集团抵押贷款信托 2005-11 | 0.03 | -3.23 | 0.0007 | 0.0000 | |||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0007 | 0.0007 | ||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZSQ5BJRJBN9) | 0.03 | 11.11 | 0.0007 | 0.0001 | |||||
| US31412YBH45 / 房利美泳池 | 0.03 | 0.00 | 0.0007 | 0.0000 | |||||
| US31402RHL69 / FNMA POOL 735635 FN 06/35 固定VAR | 0.03 | 0.00 | 0.0007 | 0.0000 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PE18) | 0.03 | 0.0007 | 0.0007 | ||||||
| US31406CVF21 / FNMA 泳池 806214 FN 01/35 固定 5.5 | 0.03 | -3.33 | 0.0007 | 0.0000 | |||||
| US31371KRN36 / FNMA 泳池 254393 FN 06/32 固定 7 | 0.03 | 0.00 | 0.0007 | -0.0000 | |||||
| US31402VPY01 / FNMA 泳池 739439 FN 09/33 固定 5.5 | 0.03 | -44.00 | 0.0006 | -0.0005 | |||||
| US3138APLD83 / FNMA 泳池 AI9323 FN 08/41 固定 5 | 0.03 | -3.57 | 0.0006 | 0.0000 | |||||
| BOUGHT MXN SOLD USD 20251217 / DFE (000000000) | 0.03 | 0.0006 | 0.0006 | ||||||
| US31405PRS10 / 房利美泳池 | 0.03 | -3.70 | 0.0006 | -0.0000 | |||||
| US31377CRC90 / FNMA 泳池 373183 FN 10/32 浮动VAR | 0.03 | -7.14 | 0.0006 | -0.0000 | |||||
| US3128LAFR65 / FED HM LN PC POOL A76476 FG 04/38 固定 6 | 0.03 | -3.85 | 0.0006 | 0.0000 | |||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | 0.03 | 0.0006 | 0.0006 | ||||||
| US31412LA429 / 房利美泳池 | 0.03 | 0.00 | 0.0006 | 0.0000 | |||||
| US35729NAB10 / 弗里蒙特住房贷款信托，2006-E 系列，2A1 级 | 0.02 | -4.00 | 0.0006 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0006 | 0.0006 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0006 | 0.0006 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0006 | 0.0006 | ||||||
| US36225CUC80 / 吉利美 II 池 | 0.02 | -14.29 | 0.0006 | -0.0001 | |||||
| US31413SCS14 / FNMA 泳池 953781 FN 11/37 固定 6 | 0.02 | -4.00 | 0.0006 | 0.0000 | |||||
| US31406UJK51 / FNMA 泳池 820266 FN 07/35 固定 5.5 | 0.02 | 0.00 | 0.0005 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | 0.02 | 0.0005 | 0.0005 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0005 | 0.0005 | ||||||
| US3138A2VH95 / UMBS | 0.02 | -4.17 | 0.0005 | -0.0000 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0005 | 0.0005 | ||||||
| US3140GQ6E16 / FNMA 泳池 BH2668 FN 09/47 固定 3.5 | 0.02 | -4.35 | 0.0005 | 0.0000 | |||||
| US3617L7K736 / 吉利梅 I 泳池 | 0.02 | -12.00 | 0.0005 | -0.0001 | |||||
| US31403DV223 / FNMA 泳池 745933 FN 09/36 固定 VAR | 0.02 | 0.00 | 0.0005 | 0.0000 | |||||
| US3617KGY207 / GNMA 泳池 BO1629 GN 07/49 固定 4 | 0.02 | -8.33 | 0.0005 | -0.0000 | |||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.02 | 0.0005 | 0.0005 | ||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | 0.02 | 0.0005 | 0.0005 | ||||||
| US3128L07K23 / FED HM LN PC POOL A68998 FG 11/37 固定 6 | 0.02 | 0.00 | 0.0005 | 0.0000 | |||||
| US3138XXGE09 / 内科医学学士，15 年 | 0.02 | -31.03 | 0.0005 | -0.0002 | |||||
| EZNLRC3852L0 / 南非 SP BOA | 0.02 | -600.00 | 0.0005 | 0.0006 | |||||
| US07386HSZ54 / 贝尔斯登 ALT-A 信托 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 | 0.02 | 0.00 | 0.0005 | -0.0000 | |||||
| US3128M5NP15 / 房地美黄金池 | 0.02 | 0.00 | 0.0005 | -0.0000 | |||||
| US3140E9JL13 / 联邦国民抵押贷款协会有限公司 | 0.02 | -9.52 | 0.0004 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0004 | 0.0004 | ||||||
| US31413FC425 / FNMA 泳池 943891 FN 07/37 固定 6 | 0.02 | 0.00 | 0.0004 | 0.0000 | |||||
| US31408DK944 / FNMA 泳池 848220 FN 11/35 固定 5.5 | 0.02 | 0.00 | 0.0004 | 0.0000 | |||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (XS3002255787) | 0.02 | 5.88 | 0.0004 | 0.0000 | |||||
| US312927YP51 / FED HM LN PC POOL A81618 FG 09/38 固定 6 | 0.02 | -5.26 | 0.0004 | 0.0000 | |||||
| US31394VL730 / 房利美 REMICS | 0.02 | -5.26 | 0.0004 | -0.0000 | |||||
| US466247QA48 / 摩根大通抵押贷款信托 2005-A3 | 0.02 | -5.26 | 0.0004 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0004 | 0.0004 | ||||||
| US3128KX5N76 / FED HM LN PC POOL A67153 FG 10/37 固定 6 | 0.02 | 0.00 | 0.0004 | 0.0000 | |||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.02 | 0.0004 | 0.0004 | ||||||
| 317U8R0A3 PIMCO SWAPTION 3.45 CALL USD 2025071 / DIR (000000000) | 0.02 | 0.0004 | 0.0004 | ||||||
| US31407FKU39 / FNMA 泳池 829307 FN 09/35 固定 6 | 0.02 | -5.56 | 0.0004 | 0.0000 | |||||
| US3138APQW10 / FNMA 泳池 AI9468 FN 08/31 固定 4 | 0.02 | -10.53 | 0.0004 | -0.0000 | |||||
| US31411KYV96 / FNMA 泳池 910724 FN 03/37 固定 6 | 0.02 | 0.00 | 0.0004 | 0.0000 | |||||
| US31407FMV93 / FNMA 泳池 829372 FN 06/35 固定 6 | 0.02 | 0.00 | 0.0004 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0004 | 0.0004 | ||||||
| US31410XA717 / 房利美泳池 | 0.02 | 0.00 | 0.0004 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0004 | 0.0004 | ||||||
| US3132A9PB79 / FED HM LN PC POOL ZS8518 FR 02/29 固定 3.5 | 0.02 | -11.11 | 0.0004 | -0.0000 | |||||
| US31368HMQ38 / 房利美泳池 | 0.02 | -5.88 | 0.0004 | -0.0000 | |||||
| US31417YDC84 / 房利美泳池 | 0.02 | -5.88 | 0.0004 | -0.0000 | |||||
| US31405LB579 / FNMA 泳池 792160 FN 07/37 固定 6 | 0.02 | -6.25 | 0.0004 | 0.0000 | |||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.02 | 0.0004 | 0.0004 | ||||||
| US31408F5H87 / FNMA 泳池 850548 FN 09/36 固定 6 | 0.02 | -40.00 | 0.0004 | -0.0002 | |||||
| US3128M7TX41 / 房地美黄金池 | 0.02 | 0.00 | 0.0003 | 0.0000 | |||||
| US3128M6NP97 / FED HM LN PC POOL G04598 FG 10/34 固定 5.5 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US3128M5L325 / 房地美黄金池 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| US31371MMG95 / UMBS | 0.01 | -7.14 | 0.0003 | -0.0000 | |||||
| 317U8COA0 PIMCO SWAPTION 3.65 CALL USD 2025081 / DIR (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| US31412UY958 / FNMA 泳池 935536 FN 08/39 固定 4.5 | 0.01 | 0.00 | 0.0003 | 0.0000 | |||||
| US3132D54S88 / 房地美·普尔 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US31408JB833 / FNMA 泳池 852463 FN 12/35 固定 6 | 0.01 | 0.00 | 0.0003 | 0.0000 | |||||
| US3140XC2F48 / 房利美 (FANNIE MAE) 泳池 UMBS P#FM8873 3.50000000 | 0.01 | -7.14 | 0.0003 | -0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| US3140J5LM94 / 房利美泳池 | 0.01 | -7.14 | 0.0003 | -0.0000 | |||||
| US31418QPN78 / UMBS | 0.01 | -7.69 | 0.0003 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| US31416X7G90 / FNMA 泳池 AB2694 FN 04/41 固定 4.5 | 0.01 | -7.69 | 0.0003 | -0.0000 | |||||
| US31407FZ949 / FNMA 泳池 829768 FN 08/35 固定 6 | 0.01 | -7.69 | 0.0003 | -0.0000 | |||||
| US31417YY769 / FNMA 泳池 MA0733 FN 05/26 固定 3.5 | 0.01 | -33.33 | 0.0003 | -0.0001 | |||||
| US31416CLT17 / 房利美泳池 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| 31750R5N3 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (EZ7LNGTTZ444) | 0.01 | 0.0003 | 0.0003 | ||||||
| OIS MXN TIIE1/7.75000 04/07/25-5Y* CME / DIR (EZYVT7M6F4C6) | 0.01 | 0.0003 | 0.0003 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| US31412WGN02 / FNMA 泳池 936805 FN 06/37 固定 6 | 0.01 | -8.33 | 0.0003 | 0.0000 | |||||
| US31292HQE70 / 联邦住房贷款抵押公司 | 0.01 | -8.33 | 0.0003 | -0.0000 | |||||
| US31385HJE36 / 房利美泳池 P#544861 4.18600000 | 0.01 | -8.33 | 0.0003 | -0.0000 | |||||
| US07384MTN29 / 贝尔斯登 ARM 信托 2003 年 1 月 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| US74160MDL37 / 优质抵押贷款信托 2004-CL1 | 0.01 | -8.33 | 0.0003 | -0.0000 | |||||
| US31417YZA80 / FNMA 泳池 MA0736 FN 05/41 固定 5 | 0.01 | 0.00 | 0.0003 | 0.0000 | |||||
| US31418CHT45 / 房利美泳池 | 0.01 | -8.33 | 0.0003 | -0.0000 | |||||
| US31371MER43 / FNMA 6.00% 9/35 #255844 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US31407DX345 / FNMA 泳池 827898 FN 07/35 固定 6 | 0.01 | 0.00 | 0.0003 | 0.0000 | |||||
| US31417Y4C85 / 房利美泳池 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US31410KLN27 / 房利美泳池 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US31404QQ363 / FNMA 泳池 775474 FN 05/34 固定 5.5 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| US07387AGZ21 / 贝尔斯登可调利率抵押贷款信托，2006-1 系列，A1 级 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| US31411DDD84 / FNMA 泳池 904700 FN 11/36 固定 6 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US31404EGE05 / 房利美泳池 | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US3138W0R436 / FNMA 泳池 AR3206 FN 03/28 固定 3 | 0.01 | -9.09 | 0.0002 | -0.0000 | |||||
| US3128P7PY39 / FED HM LN PC POOL C91339 FG 10/30 固定 4 | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| US38376RXJ03 / GNMA，2016-H17 系列，FM 级 | 0.01 | -10.00 | 0.0002 | -0.0000 | |||||
| US31407ME767 / 房利美泳池 | 0.01 | -10.00 | 0.0002 | 0.0000 | |||||
| US312926ND67 / FED HM LN PC POOL A80388 FG 12/36 固定 6 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| US31417YE605 / FNMA 泳池 MA0156 FN 08/29 固定 5 | 0.01 | -10.00 | 0.0002 | -0.0000 | |||||
| US31406X5D05 / FNMA 泳池 823544 FN 07/35 固定 6 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| US3138XMJT85 / 统一抵押贷款支持证券 | 0.01 | -10.00 | 0.0002 | -0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US31412BSK97 / FNMA 泳池 920422 FN 11/36 固定 6 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| US31417FRX86 / FNMA 泳池 AB8601 FN 03/28 固定 3 | 0.01 | -35.71 | 0.0002 | -0.0001 | |||||
| US3128M6SC30 / 房地美黄金池 | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| US31404SZW87 / 房利美泳池 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| US31396VN533 / FNMA，2007-42 系列，AF 级 | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| US31385HJD52 / 房利美泳池 | 0.01 | -20.00 | 0.0002 | -0.0000 | |||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US31418CZ497 / 房利美泳池 | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| US31376KS982 / 房利美泳池 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US31410MJ760 / 房利美泳池 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| US3128P7ML45 / FED HM LN PC POOL C91263 FG 08/29 固定 4 | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOEING CO/THE SNR S* ICE / DCR (EZHP2BRFHR54) | 0.01 | -78.79 | 0.0002 | -0.0006 | |||||
| EZW8XKN63668 / 通用电气公司 SNR S* ICE | 0.01 | -22.22 | 0.0002 | -0.0000 | |||||
| US31401PFP45 / 房利美泳池 | 0.01 | -12.50 | 0.0002 | -0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US31405TPC08 / FNMA 泳池 798819 FN 12/34 固定 5.5 | 0.01 | -12.50 | 0.0002 | -0.0000 | |||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US31402RK731 / FNMA POOL 735718 FN 07/35 固定VAR | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US31403DDX49 / 房利美泳池 | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| US3128LB3R78 / FED HM LN PC POOL A78008 FG 06/38 固定 6 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| US31419H2E11 / FNMA 泳池 AE7072 FN 12/40 固定 5 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| US31371MGH43 / FNMA 6.00% 10/35 #255900 | 0.01 | -14.29 | 0.0002 | -0.0000 | |||||
| US31418CMG68 / 房利美泳池 | 0.01 | -14.29 | 0.0002 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US31415LQY64 / 房利美泳池 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| US31406PBS74 / FNMA 泳池 815549 FN 03/35 固定 5.5 | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | ||||||
| US31407HL614 / FNMA 泳池 831149 FN 12/35 固定 6 | 0.01 | 0.00 | 0.0002 | 0.0000 | |||||
| US31403DSK62 / FNMA 泳池 745822 FN 09/36 固定 VAR | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US31413QZJ02 / FNMA 泳池 952645 FN 07/37 固定 6 | 0.01 | 0.00 | 0.0001 | 0.0000 | |||||
| US31407HPR11 / FNMA 泳池 831232 FN 01/36 固定 5.5 | 0.01 | 0.00 | 0.0001 | 0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US3140XDAM88 / FNMA POOL FM9011 FN 09/32 固定VAR | 0.01 | -14.29 | 0.0001 | -0.0000 | |||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US31401PFQ28 / FNMA 泳池 713975 FN 07/33 固定 5.5 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US3128M6PE23 / 房地美黄金池 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US31384VWA69 / 房利美 3.516% 09/01/2039 远方 FNARM | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US31417YP502 / 房利美泳池 | 0.01 | -16.67 | 0.0001 | -0.0000 | |||||
| US3140X6WA53 / 房利美泳池 | 0.01 | -16.67 | 0.0001 | -0.0000 | |||||
| US31409T2T44 / FNMA 泳池 878386 FN 02/36 固定 6 | 0.01 | 0.00 | 0.0001 | 0.0000 | |||||
| US31417JJN19 / FNMA 泳池 AC0268 FN 10/36 固定 5.5 | 0.01 | 0.00 | 0.0001 | 0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US3617KGWX44 / GNMA 泳池 BO1562 GN 07/49 固定 4 | 0.01 | -16.67 | 0.0001 | -0.0000 | |||||
| US31418CVP66 / 房利美泳池 | 0.01 | -16.67 | 0.0001 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US3138X9G942 / FNMA 泳池 AU9223 FN 09/28 固定 3 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US31404EU536 / FNMA 泳池 766604 FN 03/34 固定 5.5 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US31406YFG08 / FNMA 泳池 823767 FN 05/35 固定 6 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US31376KP426 / FNMA 6.00% 7/35 #357843 | 0.01 | 0.00 | 0.0001 | 0.0000 | |||||
| US3128M6PH53 / FED HM LN PC POOL G04624 FG 02/33 固定 6 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US3131X6U326 / FED HM LN PC POOL ZK3302 FR 06/26 固定 3.5 | 0.01 | -16.67 | 0.0001 | -0.0000 | |||||
| US31406CS828 / FNMA 泳池 806143 FN 12/34 固定 5.5 | 0.00 | -20.00 | 0.0001 | -0.0000 | |||||
| US31412LRK88 / FNMA 泳池 928490 FN 06/37 固定 6 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| US3131X6DM93 / FED HM LN PC POOL ZK2808 FR 12/25 固定 3.5 | 0.00 | -50.00 | 0.0001 | -0.0001 | |||||
| US31404EMP87 / FNMA 泳池 766366 FN 02/34 固定 5.5 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US3128L04W97 / 房地美黄金池 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| US31407JDQ22 / 房利美泳池 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31407VTF21 / 房利美泳池 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31405UYB96 / FNMA 泳池 800006 FN 11/34 固定 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36225CL202 / 吉利美 II 池 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3128M84Z47 / FED HM LN PC POOL G06840 FG 05/40 固定 6 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36225CLK08 / GNMA II POOL 080329 G2 10/29 浮动VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31419DVU26 / FNMA 泳池 AE3326 FN 10/30 固定 4 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138EHDT65 / FNMA POOL AL1013 FN 01/37 固定 VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US3138A1DF58 / FNMA 泳池 AH0101 FN 11/30 固定 4 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31403KTQ66 / 房利美泳池 | 0.00 | -25.00 | 0.0001 | -0.0000 | |||||
| US31407EH486 / FNMA 泳池 828351 FN 07/35 固定 5.5 | 0.00 | -25.00 | 0.0001 | 0.0000 | |||||
| US31410KM925 / FNMA 池 889684 FN 08/37 固定 VAR | 0.00 | -25.00 | 0.0001 | -0.0000 | |||||
| US3133TKDP21 / 房地美·雷米斯 | 0.00 | -25.00 | 0.0001 | -0.0000 | |||||
| US31406FDS74 / FNMA 泳池 808413 FN 01/35 固定 5.5 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US36241LDB99 / 吉利梅 I 泳池 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31402QSK84 / FANNIE MAE 5.50% 12/01/2034 FNMA 30 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138LX7H61 / FNMA 泳池 AO7195 FN 09/27 固定 3 | 0.00 | -25.00 | 0.0001 | -0.0000 | |||||
| US31410XED49 / FNMA 泳池 900232 FN 08/36 固定 6 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31404L7J31 / FNMA 泳池 772297 FN 03/34 固定 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138M1TN89 / FNMA 泳池 AO9556 FN 07/42 固定 4 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31405TJU79 / FNMA 泳池 798675 FN 11/34 固定 5.5 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138XDAX89 / 房利美泳池 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31419ARE90 / 房利美泳池 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3131XAFK22 / FED HM LN PC POOL ZK6470 FR 02/29 固定 3.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138EGUC64 / 房利美泳池 | 0.00 | -25.00 | 0.0001 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US3131X6M315 / FED HM LN PC POOL ZK3078 FR 03/26 固定 3.5 | 0.00 | -25.00 | 0.0001 | -0.0000 | |||||
| US31375MSD64 / FNMA POOL 339016 FN 11/35 浮动VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31407R3E22 / FNMA 泳池 838797 FN 08/35 固定 6 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| US36296RJR93 / GNMA 泳池 698772 GN 12/38 固定 6 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| US31410PXS72 / FNMA 泳池 893589 FN 09/36 固定 6 | 0.00 | -33.33 | 0.0001 | -0.0000 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31418MT440 / FNMA 泳池 AD0570 FN 08/37 固定 VAR | 0.00 | -33.33 | 0.0001 | -0.0000 | |||||
| 317U8PVA3 PIMCO SWAPTION 3.36 CALL USD 2025071 / DIR (EZZX1QQCQTH4) | 0.00 | -98.15 | 0.0001 | -0.0024 | |||||
| US3131X7SF60 / FED HM LN PC POOL ZK4118 FR 05/27 固定 3.5 | 0.00 | -33.33 | 0.0001 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31371MPJ08 / FANNIE MAE 5.00% 01/01/2026 FNMA 30 | 0.00 | -66.67 | 0.0001 | -0.0001 | |||||
| US31416BN531 / 房利美泳池 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31410GRN50 / 房利美泳池 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3128M6NE41 / 房地美黄金池 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31403JZM16 / FNMA 泳池 750548 FN 02/34 固定 5.5 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) | 0.00 | -92.86 | 0.0001 | -0.0006 | |||||
| RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) | 0.00 | -92.86 | 0.0001 | -0.0006 | |||||
| US31414HKB23 / FNMA 泳池 966590 FN 01/38 固定 6 | 0.00 | -33.33 | 0.0001 | -0.0000 | |||||
| US31411VHL62 / FNMA 泳池 915635 FN 06/37 固定 6 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| US3131X6D801 / FED HM LN PC POOL ZK2827 FR 12/25 固定 3.5 | 0.00 | -50.00 | 0.0001 | -0.0000 | |||||
| US31413DJ409 / FNMA 泳池 942283 FN 08/37 固定 6 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31410C2A98 / 房利美泳池 FN 885569 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| US31371MZ596 / FNMA 泳池 256464 FN 09/26 固定 4.5 | 0.00 | -33.33 | 0.0001 | -0.0000 | |||||
| US31410VGA26 / 房利美泳池 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| US31413DT234 / FNMA 泳池 942569 FN 08/37 固定 6 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138X7L359 / FNMA 泳池 AU7545 FN 10/28 固定 3 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3131X6XG06 / FED HM LN PC POOL ZK3379 FR 06/26 固定 3.5 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31413CL563 / FNMA 泳池 941448 FN 07/37 固定 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31371MAF41 / FNMA 泳池 255706 FN 05/35 固定 5.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US86358HNX34 / 结构性资产抵押投资信托 2002-AR3 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3131X6J279 / FED HM LN PC POOL ZK2981 FR 02/26 固定 3.5 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31287NCG16 / 房地美黄金池 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138EG7L24 / FNMA POOL AL0898 FN 02/31 固定VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128M5K905 / 房地美黄金池 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31416ALF56 / FNMA 泳池 994126 FN 11/38 固定 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31371NV775 / 房利美泳池 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3138W6AY24 / FNMA 泳池 AR8122 FN 03/28 固定 3 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3131X6LB47 / FED HM LN PC POOL ZK3022 FR 02/26 固定 3.5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31409BXW26 / FNMA 泳池 866593 FN 01/36 固定 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31371NEX93 / FNMA 泳池 256750 FN 06/27 固定 5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31413C4C07 / FNMA 泳池 941919 FN 07/37 固定 5.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371NRW73 / FNMA 泳池 257101 FN 02/28 固定 5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371KHW45 / FNMA 泳池 254145 FN 01/32 固定 5.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128KWH553 / 房地美黄金池 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31371M2H94 / FNMA 泳池 256476 FN 11/36 固定 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417YTV91 / 房利美泳池 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31408AEN63 / 房利美泳池 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371NU454 / 房利美泳池 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31403DDR70 / 房利美泳池 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3131X53N08 / FED HM LN PC POOL ZK2605 FR 10/25 固定 3.5 | 0.00 | -66.67 | 0.0000 | -0.0000 | |||||
| US69547MAD83 / 付费_22-3 | 0.00 | -99.62 | 0.0000 | -0.0058 | |||||
| US31414F3S84 / FNMA 泳池 965309 FN 10/38 固定 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31418XRX83 / FNMA 泳池 AD9501 FN 07/40 固定 5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410BBQ68 / FNMA 泳池 883947 FN 06/36 固定 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128M5Q522 / 联邦住房贷款抵押公司 6.00% 01/01/2038 FHLMC G30 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31407XC586 / FNMA 泳池 843492 FN 10/35 固定 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31407D3N39 / FNMA 泳池 828005 FN 06/35 固定 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US312927YK64 / 房地美黄金池 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371MCG06 / 房利美泳池 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371LKY47 / 房利美泳池 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371MTJ61 / 房利美泳池 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31405TAM45 / FNMA 泳池 798412 FN 10/34 固定 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WQSM54 / 房利美泳池 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419ADV61 / 房利美泳池 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31329K2R45 / FED HM LN PC POOL ZA2584 FR 12/25 固定 3.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| IRS AUD 4.75000 12/20/28-5Y LCH / DIR (EZCW9TP7R7M9) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410FUK91 / FNMA 泳池 888086 FN 02/36 固定 VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31411ENM56 / FNMA 泳池 905896 FN 12/36 固定 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X62P47 / FED HM LN PC POOL ZK3482 FR 08/26 固定 3.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31416WUQ31 / FNMA 泳池 AB1490 FN 09/30 固定 4.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138EGNN03 / FNMA 泳池 AL0396 FN 12/35 固定 VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138X3HK16 / FNMA 泳池 AU3833 FN 08/43 固定 4.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31416KD962 / FNMA 池 AA1927 FN 01/39 固定 5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138AS5U28 / 房利美泳池 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31406YYV63 / 房利美泳池 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3131X5Y551 / FED HM LN PC POOL ZK2532 FR 09/25 固定 3.5 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31376KNN27 / 房利美泳池 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3133TPF875 / 房地美·雷米斯 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KZL24 / GNMA II 泳池 008847 G2 04/26 浮动VAR | 0.00 | -100.00 | 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 | ||||||
| US3132A64M28 / FED HM LN PC POOL ZS6228 FR 04/26 固定 3.5 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31402QVR90 / FNMA 泳池 735124 FN 11/34 固定 VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410UUH30 / FNMA 6.00% 7/36 #897984 | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138XFF752 / 房利美泳池 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31401V6Y20 / UMBS | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3140X6NQ07 / FNMA 15 年 3.5% 01/08/2030#FM3098 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31402RRP63 / FNMA 泳池 735894 FN 09/35 固定 VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31400WEJ53 / FNMA 泳池 699537 FN 07/33 固定 5.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31412RLV77 / FNMA 15年 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31411WCW55 / 房利美泳池 FN 916385 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31401A3Z83 / FNMA 泳池 702916 FN 05/33 固定 5.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US05948XBV29 / 美国银行抵押贷款信托，2003-D 系列，2A4 级 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410YED22 / FNMA 泳池 901132 FN 09/36 固定 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3131X5ZD73 / FED HM LN PC POOL ZK2540 FR 09/25 固定 3.5 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31403DBL29 / FNMA POOL 745343 FN 03/36 固定VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138AN7J63 / 房利美泳池 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31411KCZ49 / FNMA 泳池 910088 FN 03/37 固定 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410GFF54 / 房利美泳池 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128P7L278 / FED HM LN PC POOL C91245 FG 04/29 固定 4 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31411DS677 / 房利美泳池 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371LFY02 / FNMA 泳池 254983 FN 12/33 固定 5.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31405AXW88 / 房利美泳池 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3133TPV484 / FHLMC，2248 系列，FB 级 | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US312926M399 / FED HM LN PC POOL A80378 FG 12/36 固定 5.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31376KKS41 / 房利美泳池 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CPN01 / 吉利美 II 池 | 0.00 | 0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31400CEY66 / 房利美泳池 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3131X53C43 / FED HM LN PC POOL ZK2595 FR 10/25 固定 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3131X6AZ34 / FED HM LN PC POOL ZK2724 FR 11/25 固定 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138EPPG33 / 房利美泳池 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31412NU878 / FNMA 泳池 930407 FN 01/39 固定 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3132A7CP47 / FED HM LN PC POOL ZS6378 FR 01/26 固定 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371MJ574 / 房利美泳池 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31407BKU25 / FNMA 泳池 825707 FN 07/35 固定 5.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410KNH31 / 房利美泳池 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31413SA208 / FNMA 泳池 953725 FN 11/37 固定 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31406PGD50 / FNMA 泳池 815696 FN 03/35 固定 5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US45660UAT60 / IndyMac ARM Trust 2001-H2 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225CN281 / 政府国民抵押贷款协会 | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US22540A3S54 / 第一个全国性信托 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31403DUK35 / 房利美泳池 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31402EWL81 / FNMA 泳池 727051 FN 09/33 固定 5.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31385XAS62 / 房利美泳池 | 0.00 | 0.0000 | -0.0000 | ||||||
| US07384MAA09 / 贝尔斯登 ARM 信托 2000-2 | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US07384MSH69 / 贝尔斯登 ARM 信托 2002-11 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD 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 | ||||||
| US3138A36C60 / 联邦国民抵押贷款协会有限公司 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3131X52A95 / FED HM LN PC POOL ZK2569 FR 09/25 固定 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225CBP05 / 政府国民抵押贷款协会 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31295LBG68 / FED HM LN PC POOL 787239 FH 07/30 浮动VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | 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 INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31348S4G64 / 房地美非金池 P#786223 V/R 4.62600000 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3133TQFM42 / 房地美·雷米斯 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31348S2X16 / 联邦住房贷款抵押公司 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0004619467 / Realkredit 丹麦 A/S | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009403727 / JYSKE REALKREDIT A/S 涵盖 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009403644 / JYSKE REALKREDIT A/S 涵盖 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009522815 / NYKREDIT REALKREDIT 受监管 10/50 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0002050368 / Nordea Kredit Realkreditaktieselkab | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527616 / NYKREDIT REAL KREDIT 涵盖监管范围 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250728 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / 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 NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0004 | |||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0004 | |||||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0004 | |||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0004 | |||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) | -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 | ||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / 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 KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| COLOMBIA LA SP CBK / DCR (EZ05QB3PBRQ1) | -0.00 | -150.00 | -0.0000 | -0.0001 | |||||
| COLOMBIA LA SP JPM / DCR (EZXKWXGHTDT1) | -0.00 | 0.00 | -0.0000 | -0.0000 | |||||
| COLOMBIA LA SP JPM / DCR (EZXKWXGHTDT1) | -0.00 | 0.00 | -0.0000 | -0.0000 | |||||
| COLOMBIA LA SP JPM / DCR (EZXKWXGHTDT1) | -0.00 | 0.00 | -0.0000 | -0.0000 | |||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD BRL BOUGHT USD 20251002 / 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 BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) | -0.00 | -0.0000 | -0.0000 | ||||||
| COLOMBIA LA SP BRC / DCR (EZ05QB3PBRQ1) | -0.00 | -150.00 | -0.0000 | -0.0001 | |||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0001 | -0.0001 | ||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) | -0.00 | -0.0001 | -0.0001 | ||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| COLOMBIA LA SP BPS / DCR (EZQJJC4KSPK3) | -0.00 | -25.00 | -0.0001 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0001 | -0.0001 | ||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -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 EUR BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.01 | -0.0001 | -0.0001 | ||||||
| IRS EUR 2.41000 11/05/24-10Y LCH / DIR (EZXB852VHRN9) | -0.01 | -91.94 | -0.0001 | 0.0013 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.01 | -0.0001 | -0.0001 | ||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (EZJFGPMJB918) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| COLOMBIA LA SP BPS / DCR (EZXKWXGHTDT1) | -0.01 | 500.00 | -0.0002 | -0.0001 | |||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD IDR BOUGHT USD 20250708 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| 317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.01 | -0.0002 | -0.0002 | ||||||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.01 | -73.53 | -0.0002 | 0.0006 | |||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.01 | -0.0002 | -0.0002 | ||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.01 | 25.00 | -0.0002 | -0.0000 | |||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.01 | -0.0003 | -0.0003 | ||||||
| RFR USD SOFR/3.7165* 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | -0.01 | -107.59 | -0.0003 | -0.0035 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.01 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| COLOMBIA LA SP GST / DCR (EZQJJC4KSPK3) | -0.01 | 200.00 | -0.0003 | -0.0002 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.01 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0004 | -0.0004 | ||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.02 | -0.0004 | -0.0004 | ||||||
| 317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0.02 | -0.0004 | -0.0004 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0004 | -0.0004 | ||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.02 | -0.0004 | -0.0004 | ||||||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0.02 | -0.0004 | -0.0004 | ||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.02 | -0.0004 | -0.0004 | ||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.02 | -0.0004 | -0.0004 | ||||||
| OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH / DIR (EZGTN9JZ4G83) | -0.02 | -69.09 | -0.0004 | 0.0008 | |||||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (EZT5FL9WGCP1) | -0.02 | -0.0004 | -0.0004 | ||||||
| 317U8PWA2 PIMCO SWAPTION 3.519 CALL USD 202507 / DIR (EZ1KS55XM884) | -0.02 | -86.58 | -0.0005 | 0.0029 | |||||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.02 | -47.37 | -0.0005 | 0.0004 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0005 | -0.0005 | ||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.02 | -0.0005 | -0.0005 | ||||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | -0.02 | -0.0005 | -0.0005 | ||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.02 | -0.0005 | -0.0005 | ||||||
| OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH / DIR (EZGTN9JZ4G83) | -0.02 | -58.18 | -0.0005 | 0.0007 | |||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.02 | -0.0006 | -0.0006 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0006 | -0.0006 | ||||||
| 317U8CPA9 PIMCO SWAPTION 3.739 CALL USD 202508 / DIR (EZ02MS39Q829) | -0.03 | -34.21 | -0.0006 | 0.0003 | |||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0006 | -0.0006 | ||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.03 | -0.0006 | -0.0006 | ||||||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.03 | 2,600.00 | -0.0006 | -0.0006 | |||||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) | -0.03 | -0.0006 | -0.0006 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0006 | -0.0006 | ||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.03 | -0.0007 | -0.0007 | ||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.03 | -0.0007 | -0.0007 | ||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.03 | -0.0007 | -0.0007 | ||||||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.03 | -0.0007 | -0.0007 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0007 | -0.0007 | ||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.03 | -0.0007 | -0.0007 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0007 | -0.0007 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0008 | -0.0008 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0009 | -0.0009 | ||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0009 | -0.0009 | ||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0009 | -0.0009 | ||||||
| OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC / DIR (EZKVS9DRRQP2) | -0.04 | -54.74 | -0.0010 | 0.0011 | |||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.05 | -0.0011 | -0.0011 | ||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.05 | -0.0011 | -0.0011 | ||||||
| 317U8R1A2 PIMCO SWAPTION 3.515 CALL USD 202507 / DIR (EZHRPWJDVDW8) | -0.05 | -81.41 | -0.0012 | 0.0048 | |||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.05 | -0.0012 | -0.0012 | ||||||
| IRS AUD 4.00000 03/19/25-10Y LCH / DIR (EZMSCTBHCX60) | -0.06 | -76.39 | -0.0013 | 0.0039 | |||||
| 317U8RLA0 PIMCO SWAPTION 3.489 CALL USD 202507 / DIR (EZ2BH915DBT1) | -0.06 | -80.21 | -0.0013 | 0.0051 | |||||
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.06 | 5,700.00 | -0.0013 | -0.0013 | |||||
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.06 | 5,700.00 | -0.0013 | -0.0013 | |||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.06 | -0.0013 | -0.0013 | ||||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.06 | 56.41 | -0.0014 | -0.0005 | |||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.06 | -0.0014 | -0.0014 | ||||||
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.07 | 6,500.00 | -0.0015 | -0.0015 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.07 | -0.0015 | -0.0015 | ||||||
| SOLD PEN BOUGHT USD 20250915 / DFE (000000000) | -0.07 | -0.0017 | -0.0017 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.08 | -0.0018 | -0.0018 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.08 | -0.0019 | -0.0019 | ||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.08 | -0.0019 | -0.0019 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.09 | -0.0020 | -0.0020 | ||||||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.09 | 8,900.00 | -0.0021 | -0.0020 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.10 | -0.0022 | -0.0022 | ||||||
| SOLD PEN BOUGHT USD 20251204 / DFE (000000000) | -0.10 | -0.0022 | -0.0022 | ||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.10 | 35.21 | -0.0022 | -0.0006 | |||||
| 317U8D3A1 PIMCO SWAPTION 3.7565 CALL USD 20250 / DIR (EZF2KQT490F7) | -0.10 | -31.21 | -0.0022 | 0.0009 | |||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.10 | -0.0023 | -0.0023 | ||||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.10 | 104.00 | -0.0023 | -0.0012 | |||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -0.10 | -0.0024 | -0.0024 | ||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.11 | -0.0024 | -0.0024 | ||||||
| OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH / DIR (EZM5CNHNBF74) | -0.11 | -76.68 | -0.0025 | 0.0081 | |||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.11 | -0.0026 | -0.0026 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.11 | -0.0026 | -0.0026 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.11 | -0.0026 | -0.0026 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.12 | -0.0027 | -0.0027 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.12 | -0.0027 | -0.0027 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.12 | -0.0027 | -0.0027 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.13 | -0.0029 | -0.0029 | ||||||
| 317U8AFA4 PIMCO SWAPTION 3.6283 CALL USD 20250 / DIR (EZ4TR78BWB85) | -0.13 | -51.09 | -0.0030 | 0.0031 | |||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.14 | 44.68 | -0.0031 | -0.0010 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.15 | -0.0033 | -0.0033 | ||||||
| 317U88WA0 PIMCO SWAPTION 3.7075 CALL USD 20250 / DIR (EZ10PVR5LK98) | -0.15 | -41.96 | -0.0034 | 0.0023 | |||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | -0.15 | -0.0034 | -0.0034 | ||||||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.15 | 15,000.00 | -0.0034 | -0.0034 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.16 | -0.0035 | -0.0035 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.16 | -0.0035 | -0.0035 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.16 | -0.0035 | -0.0035 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.17 | -0.0039 | -0.0039 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.17 | -0.0039 | -0.0039 | ||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | -0.18 | -0.0040 | -0.0040 | ||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | -0.18 | -0.0040 | -0.0040 | ||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.19 | -0.0044 | -0.0044 | ||||||
| RFR USD SOFR/3.83600 05/02/25-10Y LCH / DIR (EZ9FQ1FHSFC5) | -0.20 | -0.0044 | -0.0044 | ||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.20 | -58.49 | -0.0045 | 0.0061 | |||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.20 | -0.0046 | -0.0046 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.20 | -0.0046 | -0.0046 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.20 | -0.0046 | -0.0046 | ||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | -0.21 | -0.0047 | -0.0047 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.21 | -0.0049 | -0.0049 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.24 | -0.0054 | -0.0054 | ||||||
| 317U88TA4 PIMCO SWAPTION 3.7 CALL USD 20250804 / DIR (EZ10PVR5LK98) | -0.24 | -6.67 | -0.0054 | 0.0003 | |||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.25 | -0.0057 | -0.0057 | ||||||
| IRS EUR 1.00000 05/18/22-5Y LCH / DIR (EZG2JQ07KZT4) | -0.25 | -18.33 | -0.0058 | 0.0011 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.26 | -0.0059 | -0.0059 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.27 | -0.0061 | -0.0061 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.27 | -0.0061 | -0.0061 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.27 | -0.0062 | -0.0062 | ||||||
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.28 | -154.56 | -0.0063 | -0.0175 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.30 | -0.0068 | -0.0068 | ||||||
| RFR USD SOFR/3.65517 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.31 | -160.52 | -0.0069 | -0.0182 | |||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.32 | -0.0072 | -0.0072 | ||||||
| REVERSE REPO JPM CHASE / RA (000000000) | -0.34 | -0.0077 | -0.0077 | ||||||
| ZCS BRL 11.49576 06/14/24-01/04/27 CME / DIR (EZZZ1VBHTZM4) | -0.34 | -16.26 | -0.0077 | 0.0013 | |||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.35 | -0.0079 | -0.0079 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.35 | -0.0079 | -0.0079 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.35 | -0.0079 | -0.0079 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.37 | -0.0084 | -0.0084 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.37 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.37 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.37 | -0.0085 | -0.0085 | ||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | -0.37 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.38 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.38 | -0.0087 | -0.0087 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.39 | -0.0088 | -0.0088 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.40 | -0.0091 | -0.0091 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.41 | -0.0092 | -0.0092 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.41 | -0.0093 | -0.0093 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.41 | -0.0094 | -0.0094 | ||||||
| REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) | -0.44 | -0.0099 | -0.0099 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.46 | -0.0104 | -0.0104 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.48 | -0.0108 | -0.0108 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.48 | -0.0108 | -0.0108 | ||||||
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH / DIR (EZ1777XRV3N1) | -0.63 | -19.85 | -0.0142 | 0.0032 | |||||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.63 | 62,900.00 | -0.0143 | -0.0143 | |||||
| IRS EUR 1.00000 05/13/22-5Y LCH / DIR (EZV2M518D339) | -0.63 | -19.97 | -0.0144 | 0.0033 | |||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.66 | -0.0149 | -0.0149 | ||||||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) | -0.76 | 326.40 | -0.0172 | -0.0132 | |||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.83 | -52.47 | -0.0187 | 0.0200 | |||||
| IRS EUR 0.65000 04/12/22-5Y LCH / DIR (EZW03QFBH1W4) | -1.01 | -24.02 | -0.0228 | 0.0067 | |||||
| RFR JPY MUTK/1.25000 06/18/25-7Y LCH / DIR (EZ9MYT9FCQB5) | -1.03 | -0.0233 | -0.0233 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -1.13 | -0.0257 | -0.0257 | ||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -1.14 | -0.0259 | -0.0259 | ||||||
| ZCS BRL 11.54841 06/13/24-01/04/27 CME / DIR (EZBGTQ4W27C2) | -1.32 | -16.88 | -0.0299 | 0.0055 | |||||
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH / DIR (EZ6CFT2N3TR9) | -1.63 | -20.93 | -0.0369 | 0.0089 | |||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -1.77 | -0.0401 | -0.0401 | ||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -1.92 | -0.0436 | -0.0436 | ||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -2.12 | -0.0480 | -0.0480 | ||||||
| REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) | -3.04 | -0.0689 | -0.0689 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -4.94 | -0.1119 | -0.1119 | ||||||
| EW / 爱德华兹生命科学公司 | -40.58 | -254.73 | -0.9201 | -1.5147 | |||||
| US01F0206791 / UMBS，30 岁，单亲家庭 | -48.22 | 136.47 | -1.0935 | -0.6458 |
