| Buy Protection on MARKIT CDX.NA June 2030
/ DCR (000000N/A) |
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| VCXAU / Vicinity Centres Trust
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| US36170JAB26 / GGAM Finance Ltd
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| US87724RAB87 / Taylor Morrison Communities, Inc.
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| US47077WAA62 / Jane Street Group / JSG Finance, Inc.
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| US366651AG25 / Gartner Inc
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| US20754EAA38 / Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1
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| US780153BJ00 / Royal Caribbean Cruises Ltd
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| US09951LAA17 / Booz Allen Hamilton Inc
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| US35564KMA42 / Freddie Mac Structured Agency Credit Risk Debt Notes
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| US045054AN37 / Ashtead Capital Inc
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| US097023DG73 / Boeing Co/The
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| AU3FN0061065 / Macquarie Bank Ltd.
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| XS2587351706 / GENERAL MTRS FINL CO INC 5.15% 08/15/2026 REGS
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| US55354GAH39 / MSCI Inc
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| US16411RAK59 / Cheniere Energy Inc
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| US77313LAA17 / Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
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| US0158578734 / Algonquin Power & Utilities Corp
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| GLENLN 4.907 04/01/28 144A
/ DBT (378272BY3) |
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| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock)
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| ANZ / ANZ Group Holdings Limited
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| US233046AQ45 / DB Master Finance LLC
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| ASX 3 Year Treasury Bond Futures
/ DIR (000000N/A) |
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| US20754RAB24 / Connecticut Avenue Securities Trust 2021-R01
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| FGBS Sep 2025
/ DIR (000000N/A) |
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| US670001AG19 / Novelis Corp
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| US896522AJ82 / Trinity Industries Inc
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| US131347CM64 / Calpine Corp
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| Sell GBP / Buy USD
/ DFE (000000N/A) |
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| Sell USD / Buy AUD
/ DFE (000000N/A) |
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| US538034AV10 / Live Nation Entertainment Inc
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| US05369AAL52 / Aviation Capital Group LLC
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| US366651AC11 / Gartner Inc
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| US T-NOTE 5YR
/ DIR (000000N/A) |
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| NOW 2025-1 A
/ ABS-O (Q744H5AA3) |
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| Sell AUD / Buy USD
/ DFE (000000N/A) |
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| Buy Protection on MARKIT CDX.NA June 2030
/ DCR (000000N/A) |
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| US T-NOTE 2YR
/ DIR (000000N/A) |
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| DOWAU / Downer Group Finance Pty Ltd
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| US37046US851 / General Motors Financial Co Inc
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| US20754KAB70 / Fannie Mae Connecticut Avenue Securities
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| US131347CN48 / Calpine Corp
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| CITSEC 5.5 06/18/30
/ DBT (17289RAA4) |
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| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
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| ABCLN 2024-B C
/ ABS-O (02007G4D2) |
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| ABCLN 2024-A B
/ ABS-O (02007GZ55) |
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| DAL / Delta Air Lines, Inc. - Depositary Receipt (Common Stock)
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| ESAB / ESAB Corporation
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| FMCC / Federal Home Loan Mortgage Corporation
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| Sell AUD / Buy USD
/ DFE (000000N/A) |
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| US12516WAA99 / CENT Trust 2023-CITY
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| NOW 2024-1 A
/ ABS-O (Q744FVAA8) |
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| NEWCAP F 01/21/30 MTN
/ DBT (Q66348AA3) |
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| XS2641927574 / Permanent TSB Group Holdings PLC
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| US019736AE70 / ALLISON TRANSMISSION INC 4.75% 10/01/2027 144A
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| US682691AB63 / OneMain Finance Corp
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| US20754DAA54 / CAS_22-R05
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| US36170JAA43 / GGAM Finance Ltd.
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| Two-Year Government of Canada Bond Futures,Sep-2025,Composite
/ DIR (000000N/A) |
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| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25
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| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25
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| BPR 2024-PMDW D
/ ABS-O (05592VAJ3) |
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| WEF 2024-1A D
/ ABS-O (97415AAE2) |
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| ATWALD 6.05 01/15/28
/ DBT (049463AD4) |
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| ATWALD 6.25 01/15/30
/ DBT (049463AE2) |
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| FMCC / Federal Home Loan Mortgage Corporation
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| FMCC / Federal Home Loan Mortgage Corporation
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| BX 2025-ROIC D
/ ABS-O (05593VAL7) |
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| BVCLN 2024-CAR1 C
/ ABS-O (07336QAC6) |
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| R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock)
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| RKT 6.125 08/01/30 144A
/ DBT (77311WAA9) |
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| FMCC / Federal Home Loan Mortgage Corporation
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| BA / The Boeing Company - Depositary Receipt (Common Stock)
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| BX 2024-AIRC C
/ ABS-O (12433CAE5) |
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| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
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| CNHI 5.4 05/17/27 MTN
/ DBT (Q2575EAD4) |
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| WBCPM / Westpac Banking Corporation - Preferred Stock
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| PLENG 2025-1 D
/ ABS-O (Q744HAAJ3) |
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| HY9H / SK hynix Inc. - Depositary Receipt (Common Stock)
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| CNHI 4.7 06/20/28 MTN
/ DBT (Q2575EAG7) |
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| WBCPM / Westpac Banking Corporation - Preferred Stock
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| CRDABL 2024-1 A
/ ABS-O (Q0288FAA9) |
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| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
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| GM / General Motors Company - Depositary Receipt (Common Stock)
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| US37046US851 / General Motors Financial Co Inc
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| HESM 5.875 03/01/28 144A
/ DBT (428102AH0) |
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| CRDABL 2024-1 C
/ ABS-O (Q0288FAF8) |
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| AMRZ 4.6 04/07/27 144A
/ DBT (43475RAA4) |
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| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
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| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
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| AMRZ 4.7 04/07/28 144A
/ DBT (43475RAB2) |
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| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
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| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
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| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
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| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
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| FMCC / Federal Home Loan Mortgage Corporation
|
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| FMCC / Federal Home Loan Mortgage Corporation
|
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| HACLN 2025-1 C
/ ABS-O (446438SZ7) |
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| HACLN 2024-1 B1
/ ABS-O (44644NAA7) |
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| LPLA 5.7 05/20/27
/ DBT (50212YAJ3) |
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| LPLA 4.9 04/03/28
/ DBT (50212YAN4) |
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| LEX 2024-BBG A
/ ABS-O (52885AAA6) |
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| AQNCN 5.577 01/31/29 144A
/ DBT (531542AA6) |
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| LBRFI F 03/16/28 MTN
/ DBT (Q5S40CAS5) |
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| US55608PBS20 / Macquarie Bank Ltd.
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| Swap/13/07/2025/P:NZD/BBR/3M /R:NZD 5.61500
/ DIR (000000N/A) |
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| Swap/19/07/2025/P:NZD/BBR/3M /R:NZD 5.37750
/ DIR (000000N/A) |
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| Swap/27/07/2025/P:NZD/BBR/3M /R:NZD 5.44000
/ DIR (000000N/A) |
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| FMCC / Federal Home Loan Mortgage Corporation
|
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| Swap/16/08/2025/P:NZD/BBR/3M /R:NZD 5.51000
/ DIR (000000N/A) |
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| Swap/22/04/2026/P:NZD/BBR/3M /R:NZD 5.12000
/ DIR (000000N/A) |
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| Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000
/ DIR (000000N/A) |
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| Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000
/ DIR (000000N/A) |
|
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|
| HACLN 2024-2 C
/ ABS-O (44644NAJ8) |
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| SOLV / Solventum Corporation
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| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock)
|
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| LBRTY 2024-1A A
/ ABS-O (Q5S468AB5) |
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| US20755DAA46 / Fannie Mae Connecticut Avenue Securities
|
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| US55609NAB47 / Macquarie Airfinance Holdings Ltd
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| AU3FN0051587 / National Australia Bank Ltd
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| SUBWAY 2024-1A A2I
/ ABS-O (864300AA6) |
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| SUBWAY 2024-3A A2I
/ ABS-O (864300AG3) |
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| VICI 4.75 04/01/28
/ DBT (925650AJ2) |
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| US69120VAU52 / BLUE OWL CREDIT 7.75 1/29
|
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| AVAFIN F 09/14/28 MTN
/ DBT (Q12030AD6) |
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| TEACHM F 06/21/27 MTN
/ DBT (Q8T663UT3) |
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| US50212YAC84 / LPL Holdings, Inc.
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| US35564KX799 / Freddie Mac STACR REMIC Trust 2023-HQA1
|
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| US88167AAE10 / Teva Pharmaceutical Fin Neth 10/01/2026 3.150 Bond
|
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| AU3FN0067906 / SUNCORP GROUP LTD AUD SUB (H) FRN 06-01-37
|
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| Sell EUR / Buy USD
/ DFE (000000N/A) |
|
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| Sell USD / Buy AUD
/ DFE (000000N/A) |
|
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| US20754LAA70 / Fannie Mae Connecticut Avenue Securities
|
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| US50187TAH95 / LGI Homes, Inc.
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| US35564K3G29 / Freddie Mac Stacr Remic Trust 2023-Hqa3
|
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| US00253XAA90 / American Airlines Inc/AAdvantage Loyalty IP Ltd
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| US29277EU100 / ENERGY TRANSFER PARTNERS
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| US35564KE393 / Freddie Mac STACR REMIC Trust 2022-HQA3
|
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| US35564KH362 / Freddie Mac STACR REMIC Trust 2022-DNA6
|
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| UKLOG 2024-1A B
/ ABS-O (BCC3FL0F8) |
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| JUDOCA F 10/23/34 MTN
/ DBT (Q5135RGX1) |
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| METR 2024-1 A
/ ABS-O (Q744G8AA8) |
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| GGAMFI 5.875 03/15/30 144A
/ DBT (36170JAE6) |
|
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| MCAIRH 5.15 03/17/30 144A
/ DBT (55609NAE8) |
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|
| MCAIRH 5.2 03/27/28 144A
/ DBT (55609NAF5) |
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| MRX / Marex Group plc
|
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| MSINTM 6.25 05/31/30 144A
/ DBT (55354LAA7) |
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|
|
| NRTH 2024-PARK A
/ ABS-O (67021HAA4) |
|
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| Sell AUD / Buy USD
/ DFE (000000N/A) |
|
|
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|
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|
|
| US913903AZ35 / Universal Health Services Inc
|
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|
| Sell USD / Buy AUD
/ DFE (000000N/A) |
|
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|
|
| XS2687917018 / Volkswagen Financial Services NV
|
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|
|
| Sell NZD / Buy USD
/ DFE (000000N/A) |
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|
| US00774MAN56 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust
|
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| US87342RAC88 / Taco Bell Funding LLC
|
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| US35564KT581 / FHLMC Structured Agency Credit Risk Debt Notes, Series 2023-DNA2, Class M1A
|
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|
| US830867AB33 / Delta Air Lines Inc / SkyMiles IP Ltd
|
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|
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|
| US09261HAK32 / Blackstone Private Credit Fund
|
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|
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|
|
|
|
| Sell USD / Buy AUD
/ DFE (000000N/A) |
|
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|
|
|
|
|
| HESM 6.5 06/01/29 144A
/ DBT (428102AG2) |
|
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|
| AU3FN0062915 / Australian Central Credit Union Ltd.
|
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| US88167AAK79 / Teva Pharmaceutical Finance Netherlands III BV
|
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| US48666KAX72 / KB Home
|
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| US14040HBK05 / Capital One Financial Corp
|
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| US35564K2F54 / FHLMC Structured Agency Credit Risk Debt Notes, Series 2023-HQA2, Class M1A
|
|
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|
| US233046AN14 / DB Master Finance LLC
|
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| US428104AA14 / Hess Midstream Operations LP
|
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| AU3FN0075644 / SUNCORP GROUP LTD AUD SUB (H) FRN 12-01-38
|
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| US19828AAA51 / Columbia Pipelines Holding Co LLC
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| US345397C353 / Ford Motor Credit Co LLC
|
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| US92564RAH84 / VICI PROPERTIES LP/VICI NOTE CO
|
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| US87342RAE45 / TACO BELL FUNDING, LLC BELL 2018 1A A2II 144A
|
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|
| US870836AC77 / Swiss Bank Corp Sub Debentures 7.5% 07/15/2025
|
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|
| US20754QAA67 / Fannie Mae Connecticut Avenue Securities
|
|
|
|
|
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|
|
| US85172FAN96 / Springleaf Finance Corp Bond
|
|
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|
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|
|
| US87342RAH75 / TACO BELL FUNDING LLC BELL 2021-1A A2II
|
|
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|
| US674599CH65 / Occidental Petroleum Corp
|
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| AU3FN0062600 / COM BK AUSTRALIA
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| US629377CP59 / NRG Energy Inc
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.
