| Market Value | 302,173,536 |
| Total Holdings | 745 |
| File Date | 2025-08-28 |
| Original Filing | (Click here) |
All hedge funds or institutions that manage over $100M are required by the SEC to file quarterly reports on their holdings. These reports are called 13F reports. However, the filings are required the following quarter from the reporting period, which means that by the time the filing is made (and we see them), the information could be five months old.
For funds with long term positions that make few trades, the holdings might closely resemble their current holdings, even after several months. However, for funds that have high turnover, the holdings data we see might differ significantly from their current holdings. Institutions are required to report CALL and PUT options, and those positions are identified in the table. However, they are not required to report short positions.
Click the link icon to see the full transaction history.
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| Security | Imputed Share Price |
Prev Shares |
Current Shares |
Change (Percent) |
Prev Value (USD x1000) |
Current Value (USD x1000) |
Change (Percent) |
|---|---|---|---|---|---|---|---|
| SOLD PEN BOUGHT USD 20251114 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000) | |||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250918 / DFE (000000000) | |||||||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (000000000) | |||||||
| MORGAN STANLEY SNR S* ICE / DCR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20251031 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251212 / DFE (000000000) | |||||||
| INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AU93) | |||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (3140NVEB9) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| US59020UH324 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 | |||||||
| US31396WLX29 / Fannie Mae REMICS | |||||||
| US91282CAU53 / United States Treasury Note/Bond | |||||||
| US46628BBC37 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 | |||||||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (46849LUZ2) | |||||||
| RFR JPY MUTK/2.00000 06/18/25-30Y LCH / DIR (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 | |||||||
| US21H0426799 / Ginnie Mae | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US16163CAN20 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 | |||||||
| MX0SGO0000K0 / Mexican Udibonos | |||||||
| US31396WTU08 / Fannie Mae REMICS | |||||||
| US35729QAD07 / FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 | |||||||
| E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| US01F0406854 / UMBS TBA | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD COP BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| US41161PMG53 / HARBORVIEW MORTGAGE LOAN TRUST 2005-3 SER 2005-3 CL 2A1A V/R REGD 2.21325000 | |||||||
| US542514UL68 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A4 | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US31397SVH48 / FANNIE MAE FNR 2011 35 PE | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| US01F0306781 / UMBS TBA | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US83613FAA93 / Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1 | |||||||
| US46628GAL32 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US07386HWZ09 / CORP CMO | |||||||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| R2032 / South Africa - Corporate Bond/Note | |||||||
| US45661KAD28 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1 | |||||||
| US89175MAA18 / Towd Point Mortgage Trust 2018-3 | |||||||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | |||||||
| US74923GAC78 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | |||||||
| US63939XAD30 / Navient Private Education Loan Trust 2017-A | |||||||
| US64034AAB98 / NELNET STUDENT LOAN TRUST 2018-3 NSLT 2018-3A A2 | |||||||
| US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | |||||||
| US41161QAD34 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A | |||||||
| US647622AA79 / New Orleans Hotel Trust 2019-HNLA | |||||||
| US07384M2E17 / Bear Stearns ARM Trust 2004-1 | |||||||
| US21H0506723 / Ginnie Mae | |||||||
| SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP00442S4) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 92780JUU3 / VIRGINIA ELECT.& PWR | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| US74922PAC86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 | |||||||
| US3622MGAB47 / GSAMP TRUST GSAMP 2007 NC1 A2A | |||||||
| US576457AC94 / Mastr Asset-Backed Securities Trust, Series 2007-HE1, Class A3 | |||||||
| US86359SAD62 / Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC5, Class A4 | |||||||
| US59024FAF18 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | |||||||
| IRS EUR 2.99000 12/08/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| RADMFENT TRS EQUITY FEDL01+74 BPS / DE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250728 / DFE (000000000) | |||||||
| SPTR TRS EQUITY SOFR+61 JPM / DE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US80281LAS43 / SANTANDER UK GROUP HOLDINGS PLC | |||||||
| US31407H2U99 / FNMA 6.50% 7/26 #831587 | |||||||
| US31397KZG92 / FREDDIE MAC FHR 3376 FD | |||||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (ACI2NQX93) | |||||||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RADMFENT TRS EQUITY FEDL01+69 GST / DE (000000000) | |||||||
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (67592CAL0) | |||||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| ERADXULT TRS EQUITY SOFR+95.5 MYI / DE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| ERADXULT TRS EQUITY SOFR+70 MEI / DE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A / ABS-MBS (161931AP5) | |||||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A3 / ABS-O (36268GAD7) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US46656NAA72 / J.P. Morgan Mortgage Trust 2023-DSC1 | |||||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | |||||||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | |||||||
| US95000U2S19 / Wells Fargo & Co | |||||||
| US126650BQ21 / CVS Pass-Through Trust | |||||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000) | |||||||
| IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) | |||||||
| US694308JQ18 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 | |||||||
| US61753VAA08 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A1 144A | |||||||
| ALBACORE EURO CLO ALBAC 1A AR 144A / ABS-CBDO (ACI2MJBJ2) | |||||||
| US00442BAB71 / ACE SECURITIES CORP. ACE 2006 HE4 A2A | |||||||
| US17311BAS25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A | |||||||
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A / ABS-CBDO (66860CAL7) | |||||||
| US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 | |||||||
| US751152AB50 / RALI 2006 QA7 2A1 | |||||||
| US59023EAE86 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE4 A2D | |||||||
| US17330VAA44 / CMLTI_22-A | |||||||
| US46657BAA26 / J.P. Morgan Mortgage Trust 2023-DSC2 | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US033295AA45 / Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A | |||||||
| US21H0406734 / Ginnie Mae | |||||||
| US345397C353 / Ford Motor Credit Co LLC | |||||||
| US01F0506844 / UMBS TBA | |||||||
| US81375WFJ09 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 | |||||||
| US61753EAD22 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2D | |||||||
| US04410RAA41 / Ashford Hospitality Trust 2018-ASHF | |||||||
| US576433C539 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 | |||||||
| US75115BAB53 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 | |||||||
| MX0SGO0000M6 / Mexican Udibonos | |||||||
| US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | |||||||
| US75971EAF34 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3 | |||||||
| US36267FAE88 / GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A | |||||||
| US617526AA61 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A1 | |||||||
| US92925VAK61 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A3 | |||||||
| US81377GAA76 / Securitized Asset Backed Receivables LLC Trust 2006-FR4 | |||||||
| US949789AA94 / Wells Fargo Mortgage Backed Securities 2006-AR19 Trust | |||||||
| US589929R265 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 | |||||||
| US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | |||||||
| US12667GTQ63 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A4 | |||||||
| US126670KK30 / Countrywide Asset-Backed Certificates, Series 2005-AB4, Class 2A1 | |||||||
| US63939KAC36 / Navient Private Education Loan Trust, Series 2015-BA, Class A3 | |||||||
| US31394FHD06 / FNMA, Series 2005-79, Class NF | |||||||
| US251510LD38 / Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2006-AR1 | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| REPO BANK AMERICA REPO / RA (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (17331QAD8) | |||||||
| CDX HY44 5Y ICE / DCR (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000) | |||||||
| OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (000000000) | |||||||
| IRS EUR 3.28000 11/22/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797NX1) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (000000000) | |||||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (3137HLY30) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (000000000) | |||||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RADMFENT TRS EQUITY SOFR+67 BPS / DE (000000000) | |||||||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (3140LLW72) | |||||||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| NDDUEAFE TRS EQUITY SOFR+28 MYI / DE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | |||||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (000000000) | |||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+70 BOA / DE (000000000) | |||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | |||||||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (42806MCK3) | |||||||
| RADMFUNT TRS EQUITY SOFR-14 JPM / DE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| ERAEMLT TRS EQUITY FEDL01+124 MEI / DE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (3140JCM50) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| CMBX.NA.AAA.16 SP SAL / DCR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | |||||||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (000000000) | |||||||
| ERAEMLT TRS EQUITY SOFR+101 MEI / DE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| NDDUEAFE TRS EQUITY FEDL01+33 CBK / DE (000000000) | |||||||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (89616LAA0) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (448973AD9) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (000000000) | |||||||
| US TREASURY N/B 05/44 4.625 / DBT (912810UB2) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (03329LAS0) | |||||||
| BNP PARIBAS SNR SE ICE / DCR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251219 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000) | |||||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RADMFXNT TRS EQUITY FEDL01+53 BPS / DE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| NDDUEAFE TRS EQUITY SOFR+29 MYI / DE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | |||||||
| FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 / ABS-MBS (3142GQBT8) | |||||||
| SOLD CLP BOUGHT USD 20250723 / DFE (000000000) | |||||||
| RADMFXNT TRS EQUITY FEDL01+34 BPS / DE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (3140NW2Q7) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+82 FAR / DE (000000000) | |||||||
| ERADXULT TRS EQUITY FEDL01+109 MBC / DE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (14687RAC5) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000) | |||||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (14016CAN6) | |||||||
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE / DCR (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | |||||||
| ERADXULT TRS EQUITY FEDL01+90*BULLET*JPM / DE (000000000) | |||||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP00442S4) | |||||||
| IRS EUR 2.71000 08/06/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (000000000) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (30336NAC5) | |||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RADMFXNT TRS EQUITY FEDL01+38 JPM / DE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| INF SWAP US IT 2.52 03/27/25-5Y LCH / DIR (000000000) | |||||||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (000000000) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| ERAEMLT TRS EQUITY FEDL01+111 MEI / DE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (000000000) | |||||||
| CNQ / Canadian Natural Resources Limited | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| US01F0426811 / UMBS TBA | |||||||
| MX0MGO0001F1 / Mexican Bonos | |||||||
| US38141GZR81 / Goldman Sachs Group Inc/The | |||||||
| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | |||||||
| US12669F6Z19 / CWMBS, Inc. | |||||||
| US93976AAH59 / Washington State Convention Center Public Facilities District, Lodging Tax Bonds, Taxable Build Amer | |||||||
| US92839CAA53 / Visio 2023-2 Trust | |||||||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | |||||||
| US31397FNM04 / FREDDIE MAC FHR 3289 FG | |||||||
| R2037 / South Africa - Sovereign or Government Agency Debt | |||||||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | |||||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US3132A94D64 / FED HM LN PC POOL ZS8920 FR 09/26 FIXED 6.5 | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| US64035GAA76 / Nelnet Student Loan Trust 2021-C | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000) | |||||||
| US17311XAB10 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B | |||||||
| US78448YAB74 / SMB PRIVATE EDUCATION LOAN TRUST | |||||||
| US31397KL827 / Freddie Mac REMICS | |||||||
| EZRG1QWTVHG4 / BRITISH TELECOMMUNICATIONS PL SNR SE ICE | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| US32027EAE14 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | |||||||
| XS1794675931 / Fairfax Financial Holdings Ltd | |||||||
| US31394FAF27 / FANNIE MAE FNR 2005 75 AF | |||||||
| CL0002454248 / Bonos de la Tesoreria de la Republica en pesos | |||||||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | |||||||
| XS1718482968 / ST PAULS CLO SPAUL 8A AN 144A | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| US08860DAB91 / BHG Securitization Trust 2022-C | |||||||
| US693984AA42 / PRKCM Trust, Series 2023-AFC3, Class A1 | |||||||
| XS1713075973 / BLACK DIAMOND CLO BLACK 2017 2A A1 144A | |||||||
| US36267FAC23 / GLS Auto Select Receivables Trust 2023-1 | |||||||
| US670855AA38 / OBX Trust | |||||||
| US61751QAB14 / Morgan Stanley Home Equity Loan Trust 2007-1 | |||||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | |||||||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | |||||||
| US268432AA90 / Ellington Financial Mortgage Trust 2022-4 | |||||||
| US694308KK29 / Pacific Gas and Electric Co | |||||||
| ZAG000125980 / Republic of South Africa Government Bond | |||||||
| US925650AB99 / VICI Properties LP | |||||||
| US31393BX754 / Fannie Mae Trust 2003-W6 | |||||||
| US74143FAA75 / PRET_21-RN2 | |||||||
| USP78024AG45 / Peruvian Government International Bond | |||||||
| US16162WPB99 / Chase Mortgage Finance Trust | |||||||
| US06738ECG89 / Barclays PLC | |||||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | |||||||
| US31397KE319 / FHLMC, Series 3360, Class FC | |||||||
| COL17CT02914 / Colombian TES | |||||||
| US78449CAB46 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A | |||||||
| US89180YAA82 / Towd Point Mortgage Trust 2022-4 | |||||||
| US29444UBL98 / Equinix, Inc. | |||||||
| US54251MAA27 / Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A | |||||||
| US362341XE41 / GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 | |||||||
| PEP01000C5I0 / BONOS DE TESORERIA | |||||||
| US31396XNT71 / FANNIE MAE FNR 2007 96 AF | |||||||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| ZAG000077470 / Republic of South Africa Government Bond | |||||||
| US05949CCA27 / BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2 | |||||||
| US05610FAA57 / BX Commercial Mortgage Trust 2022-AHP | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| MX0SGO0000F0 / Mexican Udibonos | |||||||
| SAGB / Republic of South Africa Government Bond | |||||||
| US81377AAE29 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | |||||||
| US715638BE14 / Peruvian Government International Bond | |||||||
| CZECH / Czech Republic Government Bond | |||||||
| US31397KC909 / Freddie Mac REMICS | |||||||
| US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | |||||||
| US83162CSN47 / United States Small Business Administration | |||||||
| US41162DAD12 / HarborView Mortgage Loan Trust 2006-12 | |||||||
| US3623417Z67 / GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 | |||||||
| US45660KAA97 / IndyMac INDX Mortgage Loan Trust 2006-AR39 | |||||||
| US07384M3D25 / BEAR STEARNS ARM TRUST 2004-9 BSARM 2004-9 22A1 | |||||||
| US576339DJ15 / MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A | |||||||
| US41162GAA04 / HarborView Mortgage Loan Trust 2006-11 | |||||||
| XS2372951298 / CONTEGO CLO DAC CONTE 8A AR 144A | |||||||
| US78420MAB54 / SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A2 | |||||||
| US55285PAA21 / MFA 2023-NQM1 Trust | |||||||
| US78448YAH45 / SMB Private Education Loan Trust 2021-A | |||||||
| US78445QAE17 / SLM Private Education Loan Trust 2010-C | |||||||
| US362669BJ12 / GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8 | |||||||
| US83189DAD21 / SMB 2017 B B 144A | |||||||
| US91282CBB63 / United States Treasury Note/Bond | |||||||
| US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | |||||||
| US78485KAA34 / STWD 2022-FL3 Ltd | |||||||
| US04965JAC71 / Atrium Hotel Portfolio Trust 2017-ATRM | |||||||
| US12667HAA95 / Countrywide Asset-Backed Certificates | |||||||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | |||||||
| US55275TAB44 / Mastr Asset Backed Securities Trust 2007-WMC1 | |||||||
| US65535VLL08 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | |||||||
| XS2290520639 / EURO GALAXY CLO BV EGLXY 2016 5A ARRR 144A | |||||||
| JPMCC / J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-ASH8 | |||||||
| US78450QAA13 / SMB Private Education Loan Trust 2023-A | |||||||
| US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 | |||||||
| US694308KF34 / Pacific Gas and Electric Co | |||||||
| US52521YAA47 / LMT 2007-8 1A1 | |||||||
| US31371M6G75 / FNMA 6.50% 12/26 #256571 | |||||||
| US61911GAA22 / Mortgage Equity Conversion Asset Trust 2007-FF3 | |||||||
| US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | |||||||
| US225401BE76 / UBS Group AG | |||||||
| US78449DAC02 / SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2B | |||||||
| US61753NAA81 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | |||||||
| US46625HRY89 / JPMorgan Chase & Co. | |||||||
| US12668BBN29 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 | |||||||
| US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 | |||||||
| US882925AA84 / Theorem Funding Trust 2022-3 | |||||||
| US64032PAB85 / Nelnet Student Loan Trust 2023-A | |||||||
| US31371M2L07 / FNMA 20YR 6.50% 10/26 #256479 | |||||||
| US12564NAG79 / CLNY Trust 2019-IKPR | |||||||
| US46628BAG59 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L | |||||||
| US12481QAC96 / CBAM 2018-5 Ltd | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| US38141GYA65 / Goldman Sachs Group Inc/The | |||||||
| US26243EAB74 / DRYDEN 53 CLO LTD | |||||||
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (ACI2NGJ67) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000) | |||||||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (43475FUG5) | |||||||
| ERADXULT TRS EQUITY SOFR+95 MYI / DE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| INF SWAP US IT 2.487 04/03/25-10Y LCH / DIR (000000000) | |||||||
| ERAEMLT TRS EQUITY SOFR+120 MEI / DE (000000000) | |||||||
| GNMA II POOL MB0146 G2 01/55 FIXED 5 / ABS-MBS (3618N5EU9) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| ERAEMLT TRS EQUITY SOFR+120.5 MEI / DE (000000000) | |||||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (80287LAC3) | |||||||
| CORDATUS CLO PLC CORDA 24A A 144A / ABS-CBDO (ACI2N2L65) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (25255UAA0) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A / ABS-MBS (161927AC2) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A / ABS-O (14687VAC6) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVN0) | |||||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (04020EAL1) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797QU4) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250717 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (361841AT6) | |||||||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000) | |||||||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (000000000) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| RADMFENT TRS EQUITY SOFR+59 BPS / DE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (04015GAX7) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000) | |||||||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | |||||||
| RADMFENT TRS EQUITY SOFR+52 BPS / DE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (83207QAB5) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | |||||||
| TSY INFL IX N/B 01/35 2.125 / DBT (91282CML2) | |||||||
| IRS EUR 2.67000 04/03/24-10Y LCH / DIR (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| RADMFXNT TRS EQUITY SOFR+29 JPM / DE (000000000) | |||||||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| RADMFXNT TRS EQUITY FEDL01+48 BPS / DE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP0043Z50) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | |||||||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (000000000) | |||||||
| RADMFENT TRS EQUITY SOFR+55 JPM / DE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (000000000) | |||||||
| RADMFXNT TRS EQUITY SOFR+16 JPM / DE (000000000) | |||||||
| RADMFENT TRS EQUITY FEDL01+62 JPM / DE (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (74340XCN9) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RADMFENT TRS EQUITY FEDL01+68 BPS / DE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.65000 01/08/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.84199 12/02/24-4Y* LCH / DIR (000000000) | |||||||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (30225VAU1) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| ERAUSST TRS EQUITY SOFR+35 JPM / DE (000000000) | |||||||
| NDDUEAFE TRS EQUITY SOFR-5 JPM / DE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250709 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (3140JCM76) | |||||||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (3140LLVF5) | |||||||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (90932WAA1) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (ACI2NNG08) | |||||||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (3140LL6D8) | |||||||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| US02147DAB73 / Alternative Loan Trust 2006-OA11 | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000) | |||||||
| INF SWAP US IT 2.544 04/07/25-5Y LCH / DIR (000000000) | |||||||
| REPO BANK AMERICA REPO / RA (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| US89177BAA35 / Towd Point Mortgage Trust 2019-1 | |||||||
| NDDUEAFE TRS EQUITY FEDL01+26 BPS / DE (000000000) | |||||||
| US16162YAE59 / Chase Mortgage Finance Trust, Series 2006-S4, Class A5 | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| US74922QAA04 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A1 | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) |
