Grunnleggende statistikk
| Porteføljeverdi | $ 143 208 045 |
| Nåværende posisjoner | 335 |
Siste beholdninger, prestasjoner, forvaltet kapital (fra 13F, 13D)
TILUX - Inflation-Linked Fixed Income Fund har oppgitt 335 totale beholdninger i sine siste SEC-arkiveringer. Siste porteføljeverdi er beregnet til 143 208 045 USD. Faktisk forvaltet kapital (AUM) er denne verdien pluss kontanter (som ikke er oppgitt). TILUX - Inflation-Linked Fixed Income Funds største beholdninger er U.S. Treasury Inflation Linked Notes (US:US91282CGK18) , U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , United States Treasury Inflation Indexed Bonds (US:US91282CCM10) , and United States Treasury Inflation Indexed Bonds (US:US91282CFR79) . TILUX - Inflation-Linked Fixed Income Funds nye posisjoner inkluderer Uniform Mortgage-Backed Security, TBA (US:US01F0426654) , Uniform Mortgage-Backed Security, TBA (US:US01F0626717) , .
De største økningene dette kvartalet
Vi bruker endringen i porteføljeallokeringen fordi dette er det mest meningsfulle målet. Endringer kan skyldes handler eller endringer i aksjekursene.
| Verdipapirer | Aksjer (MM) |
Verdi (MM$) |
Portefølje % | ΔPortefølje % |
|---|---|---|---|---|
| 29,83 | 21,3334 | 21,3334 | ||
| 8,67 | 6,1969 | 6,1969 | ||
| 4,34 | 3,1011 | 3,1011 | ||
| 3,55 | 2,5401 | 2,5401 | ||
| 2,75 | 1,9674 | 1,9674 | ||
| 2,27 | 1,6246 | 1,6246 | ||
| 2,05 | 1,4668 | 1,4668 | ||
| 3,18 | 2,2731 | 1,1581 | ||
| 1,62 | 1,1575 | 1,1575 | ||
| 3,57 | 2,5510 | 1,0012 |
De største reduksjonene dette kvartalet
Vi bruker endringen i porteføljeallokeringen fordi dette er det mest meningsfulle målet. Endringer kan skyldes handler eller endringer i aksjekurser.
| Verdipapirer | Aksjer (MM) |
Verdi (MM$) |
Portefølje % | ΔPortefølje % |
|---|---|---|---|---|
| −29,82 | −21,3214 | −21,3214 | ||
| −26,06 | −18,6351 | −18,6351 | ||
| −19,50 | −13,9432 | −13,9432 | ||
| −12,96 | −9,2657 | −9,2657 | ||
| −4,14 | −2,9610 | −2,9610 | ||
| 5,18 | 3,7015 | −1,9576 | ||
| 2,22 | 1,5906 | −1,4729 | ||
| −1,66 | −1,1846 | −1,1846 | ||
| −1,58 | −1,1331 | −1,1331 | ||
| −1,16 | −0,8299 | −0,8299 |
13F- og Fondsarkiveringer
Dette skjemaet ble sendt inn den 2025-07-28 for rapporteringsperioden 2025-05-31. Denne investoren har ikke oppgitt verdipapirer som regnes i aksjer, så de aksjerelaterte kolonnene i tabellen nedenfor er utelatt. Klikk på lenkeikonet for å se hele transaksjonshistorikken.
Oppgradere for å låse opp premiedata og eksportere til Excel
.
2022-07-28: Viktig merknad - Vi har endret behandlingen av Δ portefølje % kolonnen i denne tabellen. Tidligere rapporterte vi den som prosentvis endring i porteføljeallokeringen. Nå rapporterer vi den som den rå endringen i porteføljeallokeringen (fortsatt rapportert i prosent). I formelform rapporterte vi det tidligere som 100 * (nåværende allokering - tidligere allokering) / tidligere allokering. Nå rapporterer vi det som (nåværende allokering - tidligere allokering).
| Verdipapirer | Type | ΔAksjer (%) |
Verdi ($MM) |
Portefølje (%) |
ΔPortefølje (%) |
|
|---|---|---|---|---|---|---|
| FUTURE CONTRACT ON 3MO EURO EURIBOR SEP26 /EUR/ 0.00000000 / DIR (N/A) | 29,83 | 21,3334 | 21,3334 | |||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 10,26 | 0,63 | 7,3399 | 0,3217 | ||
| FUTURE CONTRACT ON US 10YR ULTRA FUT SEP25 0.00000000 / DIR (N/A) | 8,67 | 6,1969 | 6,1969 | |||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 8,65 | 1,00 | 6,1833 | 0,2928 | ||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 6,78 | 0,37 | 4,8500 | 0,2008 | ||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 6,76 | 1,39 | 4,8355 | 0,2471 | ||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | 6,55 | 1,19 | 4,6852 | 0,2298 | ||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 6,06 | 1,09 | 4,3304 | 0,2093 | ||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 5,18 | −37,07 | 3,7015 | −1,9576 | ||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 5,13 | 1,28 | 3,6693 | 0,1839 | ||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 4,98 | 1,49 | 3,5623 | 0,1856 | ||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | 4,95 | 1,60 | 3,5365 | 0,1878 | ||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 4,81 | 1,35 | 3,4387 | 0,1742 | ||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 4,53 | 1,46 | 3,2399 | 0,1680 | ||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 4,50 | 1,56 | 3,2178 | 0,1696 | ||
| US01F0426654 / Uniform Mortgage-Backed Security, TBA | 4,34 | 3,1011 | 3,1011 | |||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 4,28 | 1,30 | 3,0603 | 0,1537 | ||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.87500000 / DBT (US91282CLE92) | 4,14 | −0,19 | 2,9616 | 0,1069 | ||
| FREDDIE MAC POOL UMBS P#SD8409 6.00000000 / ABS-MBS (US3132DWKW28) | 4,07 | −4,93 | 2,9074 | −0,0349 | ||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 3,94 | 1,31 | 2,8153 | 0,1414 | ||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 3,88 | 1,47 | 2,7735 | 0,1439 | ||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 3,69 | 1,60 | 2,6389 | 0,1397 | ||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 / DBT (US91282CML27) | 3,57 | 58,39 | 2,5510 | 1,0012 | ||
| GINNIE MAE II POOL P#MB0143 3.50000000 / ABS-MBS (US3618N5ER61) | 3,55 | 2,5401 | 2,5401 | |||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000 / DBT (US91282CLV18) | 3,18 | 96,17 | 2,2731 | 1,1581 | ||
| US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 | 3,13 | 0,77 | 2,2415 | 0,1011 | ||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 3,09 | 1,48 | 2,2120 | 0,1146 | ||
| US01F0406698 / UMBS TBA | 2,93 | 61,67 | 2,0961 | 0,6398 | ||
| US91282CCA71 / United States Treasury Inflation Indexed Bonds | 2,78 | 1,28 | 1,9844 | 0,0993 | ||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | 2,77 | 1,47 | 1,9811 | 0,1028 | ||
| FUTURE CONTRACT ON EURO-BTP FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | 2,75 | 1,9674 | 1,9674 | |||
| US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 | 2,65 | 0,80 | 1,8917 | 0,0860 | ||
| US38383KCS96 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 6.20000000 | 2,58 | −1,11 | 1,8435 | 0,0497 | ||
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP25 0.00000000 / DIR (N/A) | 2,27 | 1,6246 | 1,6246 | |||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000 / DBT (US91282CJY84) | 2,25 | 0,09 | 1,6069 | 0,0620 | ||
| US912828N712 / United States Treasury Inflation Indexed Bonds | 2,22 | −50,04 | 1,5906 | −1,4729 | ||
| US912810PV44 / United States Treasury Inflation Indexed Bonds | 2,16 | 1,17 | 1,5422 | 0,0760 | ||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | 2,05 | 1,4668 | 1,4668 | |||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 1,90 | −35,35 | 1,3579 | −0,6625 | ||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 1,88 | −17,81 | 1,3432 | −0,2291 | ||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 / DBT (US912810TY47) | 1,87 | −6,40 | 1,3399 | −0,0374 | ||
| FANNIE MAE POOL UMBS P#MA5353 5.50000000 / ABS-MBS (US31418E5P14) | 1,75 | −3,80 | 1,2504 | −0,0003 | ||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | 1,69 | 1,08 | 1,2072 | 0,0578 | ||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 1,67 | −6,74 | 1,1970 | −0,0374 | ||
| FUTURE CONTRACT ON AUST 10Y BOND FUT JUN25 /AUD/ 0.00000000 / DIR (N/A) | 1,62 | 1,1575 | 1,1575 | |||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 1,51 | −4,06 | 1,0831 | −0,0032 | ||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 1,50 | −32,37 | 1,0744 | −0,4541 | ||
| US912810FS25 / United States Treasury Inflation Indexed Bonds | 1,33 | −45,54 | 0,9519 | −0,7300 | ||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 1,31 | −5,74 | 0,9397 | −0,0201 | ||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 1,31 | −4,23 | 0,9392 | −0,0047 | ||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 / DBT (US91282CKL45) | 1,17 | 1,22 | 0,8331 | 0,0408 | ||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000 / DBT (US91282CNB36) | 1,11 | 0,7923 | 0,7923 | |||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 1,09 | −6,20 | 0,7788 | −0,0206 | ||
| JP1120241K56 / Japanese Government CPI Linked Bond | 1,07 | 4,88 | 0,7681 | 0,0631 | ||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 1,06 | 1,34 | 0,7595 | 0,0384 | ||
| US912810QP66 / United States Treasury Inflation Indexed Bonds | 0,92 | −3,48 | 0,6549 | 0,0023 | ||
| US912810QF84 / United States Treasury Inflation Indexed Bonds | 0,84 | −2,45 | 0,5988 | 0,0079 | ||
| FR0013519253 / French Republic Government Bond OAT | 0,82 | 10,04 | 0,5882 | 0,0741 | ||
| DUNEDIN PARK CLO DAC SER 1A CL AR V/R REGD 144A P/P /EUR/ 3.08100000 / ABS-CBDO (XS2401572685) | 0,79 | 9,53 | 0,5671 | 0,0685 | ||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 0,79 | −7,85 | 0,5623 | −0,0251 | ||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000 / DBT (US912810UH94) | 0,77 | −6,45 | 0,5502 | −0,0154 | ||
| IRS RER6MP00.19 11/08/52 WFSLUS33XXX FLOAT / DIR (N/A) | 0,76 | 0,5421 | 0,5421 | |||
| CASH COLLATERAL LCH FOB WFS 0.00000000 / STIV (N/A) | 0,75 | 0,5392 | 0,5392 | |||
| FANNIE MAE REMICS SER 2025-47 CL FJ V/R 5.33000000 / ABS-CBDO (US3136BWNH55) | 0,70 | 0,5010 | 0,5010 | |||
| XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A | 0,70 | −12,12 | 0,4982 | −0,0471 | ||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 0,68 | −7,11 | 0,4859 | −0,0174 | ||
| FUTURE CONTRACT ON EURO-BOBL FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | 0,68 | 0,4837 | 0,4837 | |||
| US55067LAA52 / LUX 2023-LION | 0,61 | −0,16 | 0,4334 | 0,0154 | ||
| TRINITAS CLO XIV LTD SER 2020-14A CL A1R V/R REGD 144A P/P 5.62177000 / ABS-CBDO (US89641QAN07) | 0,60 | −0,17 | 0,4292 | 0,0154 | ||
| XS2298464939 / Dryden 44 Euro CLO 2015 BV | 0,57 | 9,67 | 0,4055 | 0,0491 | ||
| CASH COLLATERAL CME WFS /CCWFSXUS7 4.23000000 / STIV (N/A) | 0,56 | 0,4040 | 0,4040 | |||
| FUTURE CONTRACT ON US LONG BOND(CBT) SEP25 0.00000000 / DIR (N/A) | 0,56 | 0,4032 | 0,4032 | |||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 0,54 | −8,15 | 0,3873 | −0,0180 | ||
| PALMER SQUARE EUROPEAN LOAN FUNDING SER 2023-3A CL AR V/R REGD 144A P/P /EUR/ 3.11300000 / ABS-CBDO (XS2934650610) | 0,53 | −1,85 | 0,3797 | 0,0071 | ||
| XS2400757501 / St Paul's CLO IV DAC | 0,52 | 8,75 | 0,3738 | 0,0431 | ||
| TRALEE CLO VI LTD SER 2019-6A CL A1RR V/R REGD 144A P/P 5.50177000 / ABS-CBDO (US89289EBL74) | 0,51 | −17,53 | 0,3639 | −0,0600 | ||
| TRINITAS CLO VI LTD SER 2017-6A CL ARRR V/R REGD 144A P/P 5.61177000 / ABS-CBDO (US89640YBN31) | 0,50 | −0,20 | 0,3576 | 0,0126 | ||
| US38382Y5C34 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.10000000 | 0,50 | −1,39 | 0,3559 | 0,0085 | ||
| CANYON CLO 2020-1 LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 5.33610000 / ABS-CBDO (US13876LAW72) | 0,50 | −0,60 | 0,3552 | 0,0112 | ||
| JGBI / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 0,48 | 4,85 | 0,3407 | 0,0283 | ||
| TIAA CLO IV LTD SER 2018-1A CL A1AR V/R REGD 144A P/P 5.40947000 / ABS-CBDO (US88631YAL11) | 0,45 | −7,04 | 0,3215 | −0,0108 | ||
| CA135087VS05 / Canadian Government Real Return Bond | 0,43 | 5,93 | 0,3069 | 0,0282 | ||
| US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 | 0,42 | −4,93 | 0,3038 | −0,0033 | ||
| IRS PSOFRR03.25 03/19/55 WFSLUS33XXX FLOAT / DIR (N/A) | 0,42 | 0,3033 | 0,3033 | |||
| US1248RHAC14 / CREDIT-BASED ASSET SERVICING & SECURITIZATIO SER 2007-CB6 CL A3 V/R REGD 144A P/P 2.04275000 | 0,41 | −2,39 | 0,2930 | 0,0045 | ||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | 0,41 | 10,90 | 0,2916 | 0,0391 | ||
| AIMCO CLO SERIES 2015-A SER 2015-AA CL AR3 V/R REGD 144A P/P 5.52979000 / ABS-CBDO (US00900LAY02) | 0,40 | 0,00 | 0,2864 | 0,0107 | ||
| US126694BH04 / CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB6 SER 2005-HYB6 CL 2A1 V/R REGD 3.79668100 | 0,37 | −1,58 | 0,2674 | 0,0064 | ||
| US3133CESQ61 / FREDDIE MAC POOL UMBS P#QH2327 6.50000000 | 0,37 | −0,82 | 0,2616 | 0,0079 | ||
| ARBOUR CLO VI DAC SER 6A CL AR V/R REGD 144A P/P /EUR/ 3.29300000 / ABS-CBDO (XS2900383915) | 0,34 | 8,97 | 0,2435 | 0,0284 | ||
| FREDDIE MAC POOL UMBS P#QI9438 5.00000000 / ABS-MBS (US3133WGPX77) | 0,29 | −1,71 | 0,2052 | 0,0040 | ||
| US021482AA27 / ALTERNATIVE LOAN TRUST RESECURITIZATION 2008-2R SER 2008-2R CL 1A1 V/R REGD 6.00000000 | 0,29 | −3,39 | 0,2045 | 0,0015 | ||
| IRS RSOFRP02.23 11/21/53 WFSLUS33XXX FLOAT / DIR (N/A) | 0,29 | 0,2042 | 0,2042 | |||
| IRS RSOFRP02.86 02/13/54 WFSLUS33XXX FLOAT / DIR (N/A) | 0,29 | 0,2042 | 0,2042 | |||
| INF SWAP US IT 2.31125 02/24/21-10Y LCH /FIXED/ / DIR (N/A) | 0,29 | 0,2041 | 0,2041 | |||
| FR0014001N38 / French Republic | 0,26 | 10,46 | 0,1888 | 0,0239 | ||
| US36179XLE49 / GNMA | 0,25 | −5,30 | 0,1793 | −0,0026 | ||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | 0,25 | −5,73 | 0,1772 | −0,0036 | ||
| US12669WAA45 / Countrywide Asset-Backed Certificates | 0,22 | −3,03 | 0,1605 | 0,0009 | ||
| US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | 0,21 | −1,40 | 0,1519 | 0,0036 | ||
| US38380LJY02 / Government National Mortgage Association | 0,21 | −0,96 | 0,1483 | 0,0041 | ||
| US23245CAA80 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-1 CL 1A V/R REGD 1.84800000 | 0,21 | −1,90 | 0,1474 | 0,0026 | ||
| IRS RER6MP02.25 09/17/55 WFSLUS33XXX FLOAT / DIR (N/A) | 0,18 | 0,1303 | 0,1303 | |||
| MAGNETITE XII LTD SER 2015-12A CL AR4 V/R REGD 144A P/P 5.40610000 / ABS-CBDO (US55953HBD44) | 0,18 | −34,21 | 0,1257 | −0,0577 | ||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 0,17 | −10,47 | 0,1224 | −0,0092 | ||
| US52525AAA25 / LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 | 0,16 | −7,34 | 0,1178 | −0,0043 | ||
| US76113LAE74 / RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 | 0,15 | −7,23 | 0,1105 | −0,0040 | ||
| BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 5.52633000 / ABS-CBDO (US09628VAW46) | 0,14 | −16,37 | 0,1025 | −0,0156 | ||
| US021466AA50 / ALTERNATIVE LOAN TRUST 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 1.82800000 | 0,14 | −4,11 | 0,1005 | −0,0001 | ||
| US126673EG31 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5 | 0,13 | 0,76 | 0,0953 | 0,0042 | ||
| US12489WLH50 / Credit-Based Asset Servicing & Securitization LLC | 0,13 | −3,68 | 0,0941 | 0,0004 | ||
| XS0498768315 / HSBC HLDGS PLC | 0,13 | 3,25 | 0,0909 | 0,0062 | ||
| US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 | 0,12 | −0,81 | 0,0886 | 0,0028 | ||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 0,12 | −5,47 | 0,0868 | −0,0015 | ||
| INF SWAP US IT 1.89 08/27/20-7Y LCH /FIXED/ / DIR (N/A) | 0,12 | 0,0846 | 0,0846 | |||
| US3137F4CZ38 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2 | 0,12 | 0,87 | 0,0831 | 0,0033 | ||
| FR001400AQH0 / FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | 0,11 | 7,62 | 0,0814 | 0,0090 | ||
| IRS RSOFRP03.25 06/18/34 WFSLUS33XXX FLOAT / DIR (N/A) | 0,11 | 0,0767 | 0,0767 | |||
| INF SWAP US IT 1.7975 08/25/20-7Y LCH /FIXED/ / DIR (N/A) | 0,11 | 0,0755 | 0,0755 | |||
| US04018LAJ44 / ARES CLO LTD ARES 2018 50A AR 144A | 0,10 | −30,56 | 0,0717 | −0,0276 | ||
| US07384YSY31 / BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-1 SER 2004-1 CL M1 V/R REGD 2.68300000 | 0,09 | −4,12 | 0,0666 | −0,0002 | ||
| US46627MCS44 / JP MORGAN ALTERNATIVE LOAN TRUST SER 2006-A1 CL 1A1 V/R REGD 2.16800000 | 0,09 | −3,23 | 0,0650 | 0,0006 | ||
| US17311WAA53 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A | 0,09 | −1,15 | 0,0620 | 0,0020 | ||
| US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 | 0,08 | −34,92 | 0,0590 | −0,0278 | ||
| US31418EJ687 / Federal National Mortgage Association (FNMA) | 0,08 | −4,94 | 0,0556 | −0,0002 | ||
| US76113ABL44 / RASC Series 2006-KS3 Trust | 0,07 | −13,95 | 0,0535 | −0,0060 | ||
| IRS RSOFRP03.50 06/20/54 WFSLUS33XXX FLOAT / DIR (N/A) | 0,07 | 0,0529 | 0,0529 | |||
| US3132DWD674 / Freddie Mac Pool | 0,07 | −3,95 | 0,0527 | −0,0000 | ||
| US3140MKFU12 / FNMA 30YR 3% 05/01/2052#BV5578 | 0,07 | −4,00 | 0,0520 | 0,0000 | ||
| US31418EDD94 / Federal National Mortgage Association | 0,07 | −4,05 | 0,0511 | −0,0001 | ||
| CASH COLLATERAL WFS USD 4.23000000 / STIV (N/A) | 0,07 | 0,0486 | 0,0486 | |||
| IRS RSOFRP03.68 11/15/52 WFSLUS33XXX FLOAT / DIR (N/A) | 0,06 | 0,0433 | 0,0433 | |||
| BRL/USD FWD 20250603 000015298 USD / DFE (N/A) | 0,06 | 0,0431 | 0,0431 | |||
| US54251TAC36 / Long Beach Mortgage Loan Trust 2006-7 | 0,06 | 1,75 | 0,0420 | 0,0022 | ||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0,06 | 1,82 | 0,0407 | 0,0026 | ||
| US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 | 0,05 | −1,92 | 0,0370 | 0,0006 | ||
| INF SWAP US IT 2.703 05/25/21-5Y LCH /FIXED/ / DIR (N/A) | 0,05 | 0,0366 | 0,0366 | |||
| US68400DAA28 / OPTION ONE MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1A1 V/R REGD 1.84800000 | 0,05 | 0,00 | 0,0365 | 0,0011 | ||
| INF SWAP US IT 2.7675 05/13/21-5Y LCH /FIXED/ / DIR (N/A) | 0,05 | 0,0351 | 0,0351 | |||
| US68401TAA60 / OPTION ONE MORTGAGE LOAN TRUST 2007-2 SER 2007-2 CL 1A1 V/R REGD 1.84800000 | 0,05 | −2,04 | 0,0349 | 0,0006 | ||
| US912810FQ68 / United States Treas Bds Treas Bond | 0,05 | 0,00 | 0,0342 | 0,0016 | ||
| US12649WAW10 / CSMC SERIES 2015-3R SER 2015-3R CL 5A2 V/R REGD 144A P/P 1.85800000 | 0,05 | −35,62 | 0,0341 | −0,0165 | ||
| US12669LAA89 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-6 CL 1A V/R REGD 1.90800000 | 0,04 | −4,55 | 0,0301 | −0,0003 | ||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | 0,04 | −25,45 | 0,0298 | −0,0084 | ||
| US81743XAA72 / Sequoia Mortgage Trust 6 | 0,04 | −12,77 | 0,0297 | −0,0027 | ||
| US126694K641 / CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000 | 0,04 | 0,00 | 0,0273 | 0,0008 | ||
| US92915UAG94 / VOYA CLO LTD VOYA 2017 2A A1R 144A | 0,04 | 0,00 | 0,0272 | 0,0009 | ||
| US83613DAD84 / SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 1.88800000 | 0,04 | −2,63 | 0,0271 | 0,0009 | ||
| CA135087G997 / Canadian Government Real Return Bond | 0,04 | 0,00 | 0,0253 | 0,0009 | ||
| USD/ZAR FWD 20250623 000004334 USD / DFE (N/A) | 0,04 | 0,0252 | 0,0252 | |||
| US126670JV14 / CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB9 SER 2005-HYB9 CL 2A1 V/R REGD 3.93850000 | 0,03 | 0,00 | 0,0248 | 0,0008 | ||
| US81377AAD46 / Securitized Asset Backed Receivables LLC Trust 2006-HE2 | 0,03 | 0,00 | 0,0246 | 0,0008 | ||
| INF SWAP EM NI 2.7 04/15/23- 30Y LCH /FLOAT/ / DIR (N/A) | 0,03 | 0,0245 | 0,0245 | |||
| US3140HFRU53 / FANNIE MAE POOL UMBS P#BK2298 4.00000000 | 0,03 | 0,00 | 0,0215 | 0,0002 | ||
| US45660LUD99 / IndyMac INDX Mortgage Loan Trust 2005-AR16IP | 0,03 | 3,57 | 0,0208 | 0,0009 | ||
| INF SWAP US IT 2.813 05/14/21-5Y LCH /FIXED/ / DIR (N/A) | 0,03 | 0,0205 | 0,0205 | |||
| US64830KAA51 / New Residential Mortgage Loan Trust 2018-3 | 0,03 | −3,85 | 0,0185 | −0,0000 | ||
| PLN/USD FWD 20250606 000004066 USD / DFE (N/A) | 0,02 | 0,0175 | 0,0175 | |||
| DK0004619467 / Realkredit Danmark A/S | 0,02 | 10,53 | 0,0151 | 0,0015 | ||
| US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 | 0,02 | −4,76 | 0,0149 | −0,0001 | ||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH /FLOAT/ / DIR (N/A) | 0,02 | 0,0140 | 0,0140 | |||
| US16678RBL06 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-A | 0,02 | 0,00 | 0,0138 | 0,0003 | ||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH /FLOAT/ / DIR (N/A) | 0,02 | 0,0133 | 0,0133 | |||
| IRS RMUTKP00.50 12/15/31 WFSLUS33XXX FLOAT / DIR (N/A) | 0,02 | 0,0120 | 0,0120 | |||
| INF SWAP GB NI 3.5 08/15/24-10Y LCH /FLOAT/ / DIR (N/A) | 0,02 | 0,0120 | 0,0120 | |||
| KRW/USD FWD 20250612 000000902 USD / DFE (N/A) | 0,02 | 0,0116 | 0,0116 | |||
| MEXICAN UDIBONOS /MXN/ REGD SER S 4.00000000 / DBT (MX0SGO0000P9) | 0,01 | −87,50 | 0,0104 | −0,0670 | ||
| INF SWAP EM NI 2.59 12/15/22 30Y LCH /FLOAT/ / DIR (N/A) | 0,01 | 0,0088 | 0,0088 | |||
| US17307GGX07 / CITIGROUP MORTGAGE LOAN TRUST INC SER 2004-NCM2 CL 1CB1 REGD 5.50000000 | 0,01 | −8,33 | 0,0086 | 0,0003 | ||
| DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0,01 | 0,00 | 0,0085 | 0,0009 | ||
| INF SWAP EM NI 2.59 03/15/22-30Y LCH /FLOAT/ / DIR (N/A) | 0,01 | 0,0082 | 0,0082 | |||
| US07384MUR14 / BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A2 V/R REGD 4.99636100 | 0,01 | 0,00 | 0,0082 | 0,0003 | ||
| DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | 0,01 | 11,11 | 0,0076 | 0,0008 | ||
| US362334ND27 / GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 | 0,01 | 0,00 | 0,0066 | 0,0000 | ||
| BRL/USD FWD 20250603 000004066 USD / DFE (N/A) | 0,01 | 0,0064 | 0,0064 | |||
| KRW/USD FWD 20250618 000005286 USD / DFE (N/A) | 0,01 | 0,0062 | 0,0062 | |||
| PLN/USD FWD 20250613 000000902 USD / DFE (N/A) | 0,01 | 0,0058 | 0,0058 | |||
| INF SWAP US IT 2.573 08/26/21-7Y LCH /FIXED/ / DIR (N/A) | 0,01 | 0,0058 | 0,0058 | |||
| INF SWAP US IT 2.645 09/10/21-7Y LCH /FIXED/ / DIR (N/A) | 0,01 | 0,0052 | 0,0052 | |||
| INF SWAP GB NI 3.466 09/15/24 -10Y LCH /FLOAT/ / DIR (N/A) | 0,01 | 0,0050 | 0,0050 | |||
| IRS RSOFRP04.25 12/20/25 WFSLUS33XXX FLOAT / DIR (N/A) | 0,01 | 0,0049 | 0,0049 | |||
| EUR/USD FWD 20250603 000005198 USD / DFE (N/A) | 0,01 | 0,0047 | 0,0047 | |||
| IRS RER6MP01.89 10/08/27 WFSLUS33XXX FLOAT / DIR (N/A) | 0,01 | 0,0045 | 0,0045 | |||
| IDR/USD FWD 20250618 000015298 USD / DFE (N/A) | 0,01 | 0,0044 | 0,0044 | |||
| JPY/USD FWD 20250603 000004066 USD / DFE (N/A) | 0,01 | 0,0037 | 0,0037 | |||
| IRS RMUTKP00.55 09/14/28 WFSLUS33XXX FLOAT / DIR (N/A) | 0,00 | 0,0034 | 0,0034 | |||
| MXN/USD FWD 20250618 000005198 USD / DFE (N/A) | 0,00 | 0,0030 | 0,0030 | |||
| DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | 0,00 | 33,33 | 0,0029 | 0,0003 | ||
| CAD/USD FWD 20250603 000009049 USD / DFE (N/A) | 0,00 | 0,0027 | 0,0027 | |||
| EUR/USD FWD 20250603 000009049 USD / DFE (N/A) | 0,00 | 0,0027 | 0,0027 | |||
| US929227LE40 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR2 SER 2002-AR2 CL A V/R REGD 2.37700000 | 0,00 | −25,00 | 0,0026 | −0,0002 | ||
| JPY/USD FWD 20250603 000009049 USD / DFE (N/A) | 0,00 | 0,0025 | 0,0025 | |||
| KRW/USD FWD 20250609 000004066 USD / DFE (N/A) | 0,00 | 0,0024 | 0,0024 | |||
| IDR/USD FWD 20250610 000011553 USD / DFE (N/A) | 0,00 | 0,0019 | 0,0019 | |||
| INF SWAP EM NI 3.0 5/15/22-5Y LCH /FIXED/ / DIR (N/A) | 0,00 | 0,0019 | 0,0019 | |||
| KRW/USD FWD 20250618 000000902 USD / DFE (N/A) | 0,00 | 0,0019 | 0,0019 | |||
| US585525ED64 / MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1 | 0,00 | 0,00 | 0,0019 | −0,0000 | ||
| USD/ZAR FWD 20250623 000005198 USD / DFE (N/A) | 0,00 | 0,0018 | 0,0018 | |||
| US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 | 0,00 | 0,00 | 0,0018 | 0,0000 | ||
| US17307GEC87 / CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700 | 0,00 | 0,00 | 0,0018 | 0,0001 | ||
| CHF/USD FWD 20250603 000004066 USD / DFE (N/A) | 0,00 | 0,0017 | 0,0017 | |||
| DK0004616281 / REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53 | 0,00 | 100,00 | 0,0015 | 0,0001 | ||
| SGD/USD FWD 20250702 000009049 USD / DFE (N/A) | 0,00 | 0,0015 | 0,0015 | |||
| US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | 0,00 | 0,00 | 0,0013 | 0,0000 | ||
| AUD/USD FWD 20250603 000011553 USD / DFE (N/A) | 0,00 | 0,0011 | 0,0011 | |||
| PLN/USD FWD 20250620 000000902 USD / DFE (N/A) | 0,00 | 0,0011 | 0,0011 | |||
| GBP/USD FWD 20250603 000011553 USD / DFE (N/A) | 0,00 | 0,0011 | 0,0011 | |||
| PLN/USD FWD 20250620 000001394 USD / DFE (N/A) | 0,00 | 0,0010 | 0,0010 | |||
| INR/USD FWD 20250630 000000902 USD / DFE (N/A) | 0,00 | 0,0010 | 0,0010 | |||
| PLN/USD FWD 20250620 000004066 USD / DFE (N/A) | 0,00 | 0,0010 | 0,0010 | |||
| EUR/USD FWD 20250603 000011553 USD / DFE (N/A) | 0,00 | 0,0010 | 0,0010 | |||
| INF SWAP US IT 3.323 04/23/25-1Y LCH /FLOAT/ / DIR (N/A) | 0,00 | 0,0009 | 0,0009 | |||
| CHF/USD FWD 20250603 000009049 USD / DFE (N/A) | 0,00 | 0,0007 | 0,0007 | |||
| CNH/USD FWD 20250820 000004066 USD / DFE (N/A) | 0,00 | 0,0006 | 0,0006 | |||
| KRW/USD FWD 20250716 000005286 USD / DFE (N/A) | 0,00 | 0,0005 | 0,0005 | |||
| PLN/USD FWD 20250606 000011553 USD / DFE (N/A) | 0,00 | 0,0005 | 0,0005 | |||
| SGD/USD FWD 20250702 000004334 USD / DFE (N/A) | 0,00 | 0,0004 | 0,0004 | |||
| INR/USD FWD 20250630 000003534 USD / DFE (N/A) | 0,00 | 0,0004 | 0,0004 | |||
| IRS PMUTKR00.30 09/20/27 WFSLUS33XXX FLOAT / DIR (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH /FLOAT/ / DIR (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| JPY/USD FWD 20250603 000011553 USD / DFE (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| INR/USD FWD 20250630 000015298 USD / DFE (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| NZD/USD FWD 20250603 000004334 USD / DFE (N/A) | 0,00 | 0,0002 | 0,0002 | |||
| CHF/USD FWD 20250603 000005198 USD / DFE (N/A) | 0,00 | 0,0002 | 0,0002 | |||
| DKK/USD FWD 20250603 000005198 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| GBP/USD FWD 20250702 000004334 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| AUD/USD FWD 20250603 000005198 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| BRL/USD FWD 20250603 000001394 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| USD/ZAR FWD 20250623 000011553 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| IDR/USD FWD 20250610 000004066 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| DK0002050368 / Nordea Kredit Realkreditaktieselskab | 0,00 | 0,0000 | 0,0000 | |||
| DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 0,00 | 0,0000 | 0,0000 | |||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | 0,00 | 0,0000 | 0,0000 | |||
| DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0,00 | 0,0000 | 0,0000 | |||
| DK0009527293 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 | 0,00 | 0,0000 | 0,0000 | |||
| DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 | 0,00 | 0,0000 | 0,0000 | |||
| DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0,00 | 0,0000 | 0,0000 | |||
| DK0002044551 / NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | 0,00 | 0,0000 | 0,0000 | |||
| DK0004616018 / Realkredit Danmark A/S | 0,00 | 0,0000 | 0,0000 | |||
| SGD/USD FWD 20250702 000003534 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| ILS/USD FWD 20250611 000004334 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| TWD/USD FWD 20250623 000011553 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| CHF/USD FWD 20250603 000011553 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| IDR/USD FWD 20250716 000004066 USD / DFE (N/A) | −0,00 | −0,0000 | −0,0000 | |||
| KRW/USD FWD 20250613 000000902 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| TRY/USD FWD 20250707 000011553 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| GBP/USD FWD 20250603 000004334 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| INR/USD FWD 20250630 000004066 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| TWD/USD FWD 20250609 000000902 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| KRW/USD FWD 20250623 000015298 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| TWD/USD FWD 20250820 000005286 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| CNH/USD FWD 20250716 000001394 USD / DFE (N/A) | −0,00 | −0,0001 | −0,0001 | |||
| CNH/USD FWD 20250820 000011553 USD / DFE (N/A) | −0,00 | −0,0002 | −0,0002 | |||
| NZD/USD FWD 20250603 000011553 USD / DFE (N/A) | −0,00 | −0,0002 | −0,0002 | |||
| NZD/USD FWD 20250702 000004334 USD / DFE (N/A) | −0,00 | −0,0002 | −0,0002 | |||
| CNH/USD FWD 20250716 000000902 USD / DFE (N/A) | −0,00 | −0,0003 | −0,0003 | |||
| DKK/USD FWD 20250702 000004334 USD / DFE (N/A) | −0,00 | −0,0003 | −0,0003 | |||
| SGD/USD FWD 20250603 000003534 USD / DFE (N/A) | −0,00 | −0,0003 | −0,0003 | |||
| CNH/USD FWD 20250820 000001394 USD / DFE (N/A) | −0,00 | −0,0003 | −0,0003 | |||
| AUD/USD FWD 20250702 000011553 USD / DFE (N/A) | −0,00 | −0,0004 | −0,0004 | |||
| MXN/USD FWD 20250618 000004334 USD / DFE (N/A) | −0,00 | −0,0004 | −0,0004 | |||
| SGD/USD FWD 20250603 000005198 USD / DFE (N/A) | −0,00 | −0,0005 | −0,0005 | |||
| CNH/USD FWD 20250618 000001394 USD / DFE (N/A) | −0,00 | −0,0005 | −0,0005 | |||
| BRL/USD FWD 20250603 000011553 USD / DFE (N/A) | −0,00 | −0,0005 | −0,0005 | |||
| KRW/USD FWD 20250605 000005286 USD / DFE (N/A) | −0,00 | −0,0005 | −0,0005 | |||
| THB/USD FWD 20250716 000004066 USD / DFE (N/A) | −0,00 | −0,0006 | −0,0006 | |||
| INF SWAP US IT 3.0425 02/21/25-1Y LCH /FLOAT/ / DIR (N/A) | −0,00 | −0,0006 | −0,0006 | |||
| IRS RSOFRP03.86 11/15/34 WFSL FLOAT / DIR (N/A) | −0,00 | −0,0006 | −0,0006 | |||
| CHF/USD FWD 20250702 000009049 USD / DFE (N/A) | −0,00 | −0,0007 | −0,0007 | |||
| PLN/USD FWD 20250606 000005286 USD / DFE (N/A) | −0,00 | −0,0007 | −0,0007 | |||
| INF SWAP US IT R 2.70 01/14/25-1Y LCH /FLOAT/ / DIR (N/A) | −0,00 | −0,0008 | −0,0008 | |||
| THB/USD FWD 20250716 000001394 USD / DFE (N/A) | −0,00 | −0,0008 | −0,0008 | |||
| CNH/USD FWD 20250820 000000902 USD / DFE (N/A) | −0,00 | −0,0008 | −0,0008 | |||
| IRS RSOFRP03.83 11/15/34 WFSL FLOAT / DIR (N/A) | −0,00 | −0,0009 | −0,0009 | |||
| INR/USD FWD 20250630 000001394 USD / DFE (N/A) | −0,00 | −0,0010 | −0,0010 | |||
| THB/USD FWD 20250716 000000902 USD / DFE (N/A) | −0,00 | −0,0011 | −0,0011 | |||
| SGD/USD FWD 20250603 000011553 USD / DFE (N/A) | −0,00 | −0,0013 | −0,0013 | |||
| INF SWAP EM NI 2.0 02/15/25-2YLCH /FIXED/ / DIR (N/A) | −0,00 | −0,0013 | −0,0013 | |||
| JPY/USD FWD 20250702 000009049 USD / DFE (N/A) | −0,00 | −0,0016 | −0,0016 | |||
| KRW/USD FWD 20250612 000003534 USD / DFE (N/A) | −0,00 | −0,0016 | −0,0016 | |||
| EUR/USD FWD 20250702 000005198 USD / DFE (N/A) | −0,00 | −0,0019 | −0,0019 | |||
| IRS RSOFRP03.89 11/15/34 WFSL FLOAT / DIR (N/A) | −0,00 | −0,0019 | −0,0019 | |||
| KRW/USD FWD 20250605 000003534 USD / DFE (N/A) | −0,00 | −0,0020 | −0,0020 | |||
| INR/USD FWD 20250630 000005286 USD / DFE (N/A) | −0,00 | −0,0021 | −0,0021 | |||
| PLN/USD FWD 20250606 000003534 USD / DFE (N/A) | −0,00 | −0,0022 | −0,0022 | |||
| INF SWAP US IT 2.82 02/05/25-1Y LCH /FLOAT/ / DIR (N/A) | −0,00 | −0,0022 | −0,0022 | |||
| CNH/USD FWD 20250618 000005286 USD / DFE (N/A) | −0,00 | −0,0023 | −0,0023 | |||
| INF SWAP US IT 2.842 02/13/25-1Y LCH /FLOAT/ / DIR (N/A) | −0,00 | −0,0024 | −0,0024 | |||
| ILS/USD FWD 20250604 000004334 USD / DFE (N/A) | −0,00 | −0,0026 | −0,0026 | |||
| CAD/USD FWD 20250702 000009049 USD / DFE (N/A) | −0,00 | −0,0027 | −0,0027 | |||
| TWD/USD FWD 20250716 000004066 USD / DFE (N/A) | −0,00 | −0,0027 | −0,0027 | |||
| CNH/USD FWD 20250618 000000902 USD / DFE (N/A) | −0,00 | −0,0028 | −0,0028 | |||
| SGD/USD FWD 20250603 000004334 USD / DFE (N/A) | −0,00 | −0,0030 | −0,0030 | |||
| AUD/USD FWD 20250603 000004334 USD / DFE (N/A) | −0,00 | −0,0032 | −0,0032 | |||
| INF SWAP US IT 2.38 10/15/24-1Y LCH /FLOAT/ / DIR (N/A) | −0,01 | −0,0040 | −0,0040 | |||
| SGD/USD FWD 20250603 000009049 USD / DFE (N/A) | −0,01 | −0,0041 | −0,0041 | |||
| IRS R00.70PER6M 04/11/27 WFSLUS33XXX FIXED / DIR (N/A) | −0,01 | −0,0041 | −0,0041 | |||
| KRW/USD FWD 20250618 000011553 USD / DFE (N/A) | −0,01 | −0,0042 | −0,0042 | |||
| IRS RSOFRP03.88 11/15/34 WFSL FLOAT / DIR (N/A) | −0,01 | −0,0044 | −0,0044 | |||
| INF SWAP US IT 2.208 10/07/24-1Y LCH /FLOAT/ / DIR (N/A) | −0,01 | −0,0047 | −0,0047 | |||
| KRW/USD FWD 20250618 000001394 USD / DFE (N/A) | −0,01 | −0,0049 | −0,0049 | |||
| INF SWAP EM NI 2.034 09/15/24 -10Y LCH /FIXED/ / DIR (N/A) | −0,01 | −0,0053 | −0,0053 | |||
| CNH/USD FWD 20250618 000004066 USD / DFE (N/A) | −0,01 | −0,0054 | −0,0054 | |||
| USD/ZAR FWD 20250623 000009049 USD / DFE (N/A) | −0,01 | −0,0061 | −0,0061 | |||
| IRS R00.65PER6M 05/11/27 WFSLUS33XXX FIXED / DIR (N/A) | −0,01 | −0,0063 | −0,0063 | |||
| IRS R00.65PER6M 04/12/27 WFSLUS33XXX FIXED / DIR (N/A) | −0,01 | −0,0064 | −0,0064 | |||
| IRO FWD EUR 10Y P 2.74000 L 09/08/25 BRC 0.00000000 / DIR (N/A) | −0,01 | −0,0066 | −0,0066 | |||
| KRW/USD FWD 20250609 000000902 USD / DFE (N/A) | −0,01 | −0,0077 | −0,0077 | |||
| USD/ZAR FWD 20250623 000004066 USD / DFE (N/A) | −0,01 | −0,0078 | −0,0078 | |||
| TWD/USD FWD 20250820 000015298 USD / DFE (N/A) | −0,01 | −0,0079 | −0,0079 | |||
| BRL/USD FWD 20250702 000004066 USD / DFE (N/A) | −0,01 | −0,0083 | −0,0083 | |||
| TWD/USD FWD 20250716 000001394 USD / DFE (N/A) | −0,01 | −0,0095 | −0,0095 | |||
| CAD/USD FWD 20250603 000004066 USD / DFE (N/A) | −0,01 | −0,0102 | −0,0102 | |||
| KRW/USD FWD 20250612 000004066 USD / DFE (N/A) | −0,02 | −0,0110 | −0,0110 | |||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH /FIXED/ / DIR (N/A) | −0,02 | −0,0144 | −0,0144 | |||
| TWD/USD FWD 20250716 000000902 USD / DFE (N/A) | −0,02 | −0,0156 | −0,0156 | |||
| TWD/USD FWD 20250820 000001394 USD / DFE (N/A) | −0,03 | −0,0181 | −0,0181 | |||
| TWD/USD FWD 20250820 000004066 USD / DFE (N/A) | −0,03 | −0,0247 | −0,0247 | |||
| KRW/USD FWD 20250618 000003534 USD / DFE (N/A) | −0,03 | −0,0249 | −0,0249 | |||
| INF SWAP US IT 2.3525 05/09/18-10Y LCH /FLOAT/ / DIR (N/A) | −0,04 | −0,0285 | −0,0285 | |||
| IRO EUR 2Y P 2.44000 L 01/25/27 BRC 0.00000000 / DIR (N/A) | −0,04 | −0,0289 | −0,0289 | |||
| IRO FWD EUR 10Y C 2.74000 L 09/08/25 BRC 0.00000000 / DIR (N/A) | −0,04 | −0,0305 | −0,0305 | |||
| INF SWAP US IT 2.36 05/09/18-10Y LCH /FLOAT/ / DIR (N/A) | −0,06 | −0,0424 | −0,0424 | |||
| INF SWAP US IT 2.364 05/10/18-10Y LCH /FLOAT/ / DIR (N/A) | −0,06 | −0,0431 | −0,0431 | |||
| TWD/USD FWD 20250820 000000902 USD / DFE (N/A) | −0,06 | −0,0438 | −0,0438 | |||
| IRO EUR 2Y C 2.44000 L 01/25/27 BRC 0.00000000 / DIR (N/A) | −0,08 | −0,0554 | −0,0554 | |||
| IRS R03.08PSOFR 02/13/34 WFSLUS33XXX FIXED / DIR (N/A) | −0,08 | −0,0595 | −0,0595 | |||
| INF SWAP US IT 2.335 02/05/18-10Y LCH /FLOAT/ / DIR (N/A) | −0,11 | −0,0795 | −0,0795 | |||
| IRS R03.50PSO/N 03/19/30 WFSLUS33XXX FIXED / DIR (N/A) | −0,14 | −0,0998 | −0,0998 | |||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH /FLOAT/ / DIR (N/A) | −0,15 | −0,1055 | −0,1055 | |||
| INF SWAP US IT 1.28 05/19/20-10Y LCH /FLOAT/ / DIR (N/A) | −0,18 | −0,1274 | −0,1274 | |||
| IRS R02.34PSOFR 11/21/28 WFSLUS33XXX FIXED / DIR (N/A) | −0,21 | −0,1475 | −0,1475 | |||
| INF SWAP US IT 1.76 11/04/19-10Y LCH /FLOAT/ / DIR (N/A) | −0,21 | −0,1510 | −0,1510 | |||
| INF SWAP US IT 1.8825 11/20/19-10Y LCH /FLOAT/ / DIR (N/A) | −0,25 | −0,1757 | −0,1757 | |||
| FUTURE CONTRACT ON EURO-BUND FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | −0,30 | −0,2131 | −0,2131 | |||
| IRS R02.25PER6M 09/17/35 WFSLUS33XXX FIXED / DIR (N/A) | −0,34 | −0,2444 | −0,2444 | |||
| FUTURE CONTRACT ON US ULTRA BOND CBT SEP25 0.00000000 / DIR (N/A) | −1,16 | −0,8299 | −0,8299 | |||
| FUTURE CONTRACT ON EURO-SCHATZ FUT JUN25 /EUR/ 0.00000000 / DIR (N/A) | −1,58 | −1,1331 | −1,1331 | |||
| FUTURE CONTRACT ON EURO-BUXL 30Y BND JUN25 /EUR/ 0.00000000 / DIR (N/A) | −1,66 | −1,1846 | −1,1846 | |||
| FUTURE CONTRACT ON EURO-OAT FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | −4,14 | −2,9610 | −2,9610 | |||
| FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP25 0.00000000 / DIR (N/A) | −12,96 | −9,2657 | −9,2657 | |||
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP25 0.00000000 / DIR (N/A) | −19,50 | −13,9432 | −13,9432 | |||
| RC R/P BARCLA 4.470% 06/05/25 4.47000000 / RA (N/A) | −26,06 | −18,6351 | −18,6351 | |||
| FUTURE CONTRACT ON 3MO EURO EURIBOR SEP25 /EUR/ 0.00000000 / DIR (N/A) | −29,82 | −21,3214 | −21,3214 |
