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| US04541GQD78 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3
|
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| US05535YAJ73 / BCAP LLC TRUST BCAP 2011 RR6 7A1 144A
|
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| US41162KAA16 / HarborView Mortgage Loan Trust 2006-13
|
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| US17305CAH25 / CITIUS FUNDING LTD CTIUS 2006 1A LT 144A
|
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| US00206RGQ92 / AT&T Inc
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| US61753NAD21 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B
|
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| US02146XAH17 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A9
|
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| US31402RHT95 / Fannie Mae Pool
|
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| US07384MK278 / BEAR STEARNS ARM TRUST 2004-1 BSARM 2004-1 21A1
|
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| US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust
|
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| US64828XAA19 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000
|
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| US00404AAP49 / Acadia Healthcare Co., Inc.
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| NBS / Nationwide Building Society
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| US93364FAD33 / WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust
|
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| US31418B2L90 / Fannie Mae Pool
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| US150190AE64 / Cedar Fair LP
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| US00404AAN90 / Acadia Healthcare Co Inc
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| US00653VAC54 / AdaptHealth LLC
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| US683720AC08 / Open Text Holdings Inc
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| US058498AY23 / Ball Corp
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| XS2397447025 / BCP V Modular Services Finance II PLC
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| US05368VAA44 / Avient Corp
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| US880779BA01 / Terex Corp
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| XS2079105891 / Zimmer Biomet Holdings Inc
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| BOUGHT CAD SOLD USD 20250805
/ DFE (000000000) |
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| US02377LAA26 / American Airlines Pass Through Trust, Series 2019-1, Class AA
|
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| NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock)
|
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| FED HM LN PC POOL SD7578 FR 04/55 FIXED 6
/ ABS-MBS (3132DVM36) |
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| 317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103
/ DIR (000000000) |
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| GENERATE CLO 8 LTD. GNRT 8A A1R2 144A
/ ABS-CBDO (37148EAN4) |
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| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP
/ DBT (48002AUG7) |
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| BOUGHT TRY SOLD USD 20250708
/ DFE (000000000) |
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| URSA RE LTD UNSECURED 144A 02/28 VAR
/ DBT (90323WAR1) |
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| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F
|
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| EURO-BOBL FUTURE SEP25 XEUR 20250908
/ DIR (000000000) |
|
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| IRS EUR 2.25000 09/17/25-5Y LCH
/ DIR (000000000) |
|
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| SOLD PEN BOUGHT USD 20250821
/ DFE (000000000) |
|
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| US3137FHJ205 / FREDDIE MAC REMICS FHR 4820 JI
|
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| RFR USD SOFR/3.25000 06/18/25-30Y CME
/ DIR (000000000) |
|
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|
| RFRF USD SF+26.161/1.50 06/21/17-10Y LCH
/ DIR (000000000) |
|
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| POLESTAR RE LTD UNSECURED 144A 01/28 VAR
/ DBT (73110JAC6) |
|
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|
|
| REVERSE REPO MORGAN STANLEY
/ RA (000000000) |
|
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| SOLD PEN BOUGHT USD 20250711
/ DFE (000000000) |
|
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| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025
/ DIR (000000000) |
|
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| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV
|
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| 4020 / Saudi Real Estate Company
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| US05533XAD49 / BCAP LLC 2011-RR4-I Trust
|
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|
| RVPO BANK OF NOVA SCOTIA
/ RA (000000000) |
|
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| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95
/ DBT (928668CN0) |
|
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| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000
/ DBT (69828QAD9) |
|
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|
| ZCS BRL 11.5661 06/18/24-01/04/27 CME
/ DIR (000000000) |
|
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|
|
|
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|
| US 10YR ULTRA FUT SEP25 XCBT 20250919
/ DIR (000000000) |
|
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|
|
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A
/ ABS-CBDO (262487AJ0) |
|
|
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|
|
|
| FCT / Fincantieri S.p.A.
|
|
|
|
|
|
|
|
| 317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630
/ DIR (000000000) |
|
|
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|
|
|
|
| LONG GILT FUTURE SEP25 IFLL 20250926
/ DIR (000000000) |
|
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|
| 317U6LHA0 PIMCO FPPSWAPTION 3.8 PUT USD
/ DIR (000000000) |
|
|
|
|
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|
| HI / Hillenbrand, Inc.
|
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|
|
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock)
|
|
|
|
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|
| XS2066744231 / Carnival PLC
|
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|
| LGIH / LGI Homes, Inc.
|
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| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP
/ DBT (40412BVF7) |
|
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|
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| RFR USD SOFR/1.99850 07/03/23-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250714
/ DFE (000000000) |
|
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|
| SOLD PEN BOUGHT USD 20250709
/ DFE (000000000) |
|
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|
|
|
| NATURE COAST RE LTD UNSECURED 144A 04/33 VAR
/ DBT (63901CAE1) |
|
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|
|
|
| 3 MONTH SOFR FUT SEP25 XCME 20251216
/ DIR (000000000) |
|
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|
|
| 3 MONTH SOFR FUT JUN26 XCME 20260915
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080
/ DIR (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 09/25 0.00000
/ DBT (912797QU4) |
|
|
|
|
|
|
|
| REPO BANK OF MONTREAL ZCP
/ RA (000000000) |
|
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|
|
|
| BOUGHT ILS SOLD USD 20250702
/ DFE (000000000) |
|
|
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|
|
|
|
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| US20846QFQ64 / CONSECO FINANCE SECURITIZATION CNF 2000 6 A5
|
|
|
|
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|
|
| SOLD CNY BOUGHT USD 20250703
/ DFE (000000000) |
|
|
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|
|
| XHR LP COMPANY GUAR 144A 05/30 6.625
/ DBT (98372MAE5) |
|
|
|
|
|
|
|
| IRS EUR 1.00000 05/18/22-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A
/ ABS-CBDO (64134MAJ5) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/2.25 06/20/18-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock)
|
|
|
|
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|
|
|
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FREDDIE MAC FHR 4959 IO
/ ABS-MBS (3137FRNT4) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.88400 03/25/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.77000 04/29/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV
|
|
|
|
|
|
|
|
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FANNIE MAE FNR 2021 78 HI
/ ABS-MBS (3136BJZL2) |
|
|
|
|
|
|
|
| SOLD KWD BOUGHT USD 20300514
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.30000 09/25/24-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| TSY INFL IX N/B 01/34 1.75
/ DBT (91282CJY8) |
|
|
|
|
|
|
|
| BLUE OWL FINANCE LLC COMPANY GUAR 06/31 3.125
/ DBT (09581JAR7) |
|
|
|
|
|
|
|
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703
/ DIR (000000000) |
|
|
|
|
|
|
|
| VERAISON RE LTD UNSECURED 144A 03/33 VAR
/ DBT (92335TAE9) |
|
|
|
|
|
|
|
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 4.875
/ DBT (44891ADU8) |
|
|
|
|
|
|
|
| CORP0HRG0 HRDFDG 5.33 06/09/35
/ DBT (957HXRII3) |
|
|
|
|
|
|
|
| FREDDIE MAC FHR 5163 KI
/ ABS-MBS (3137H43Z1) |
|
|
|
|
|
|
|
| THAMES SSNM 144A UNFUNDED COMM
/ DBT (955RVLII8) |
|
|
|
|
|
|
|
| BACARDI MARTINI B V
/ DBT (05634EUA8) |
|
|
|
|
|
|
|
| BOUGHT CNY SOLD USD 20250703
/ DFE (000000000) |
|
|
|
|
|
|
|
| T / TELUS Corporation
|
|
|
|
|
|
|
|
| EFXD / Equifax Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| 317U9HKA2 PIMCO FPPSWAPTION 4.47 CALL USD
/ DIR (000000000) |
|
|
|
|
|
|
|
| 3 MONTH SOFR FUT DEC25 XCME 20260317
/ DIR (000000000) |
|
|
|
|
|
|
|
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD KWD BOUGHT USD 20300516
/ DFE (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 10/25 0.00000
/ DBT (912797RD1) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250711
/ DFE (000000000) |
|
|
|
|
|
|
|
| AVIATION CAPITAL GROUP AVIATION CAPITAL GROUP
/ DBT (05369AAQ4) |
|
|
|
|
|
|
|
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7
/ DBT (224939AB4) |
|
|
|
|
|
|
|
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| TRGP / Targa Resources Corp.
|
|
|
|
|
|
|
|
| TELECOM SERBIA EUR TERM LOAN A
/ LON (BA0005336) |
|
|
|
|
|
|
|
| UNIGEL NETHERLANDS HOLD UNSECURED 144A 12/44 15
/ DBT (90475UAA8) |
|
|
|
|
|
|
|
| ROGERS COMMUNICATIONS IN SUBORDINATED 04/55 VAR
/ DBT (775109DH1) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| CNQ / Canadian Natural Resources Limited
|
|
|
|
|
|
|
|
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94
|
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250708
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD DKK BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| E / Eni S.p.A. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FANNIE MAE FNR 2024 6 IO
/ ABS-MBS (3136BQ2Z1) |
|
|
|
|
|
|
|
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25
|
|
|
|
|
|
|
|
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR
/ DBT (30014LAP9) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 12/18/24-10Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| WESCO DISTRIBUTION INC WESCO DISTRIBUTION INC
/ DBT (95081QAR5) |
|
|
|
|
|
|
|
| DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 10.75
/ DBT (25714PFA1) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250731
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250703
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080
/ DIR (000000000) |
|
|
|
|
|
|
|
| HRI / Herc Holdings Inc.
|
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250813
/ DFE (000000000) |
|
|
|
|
|
|
|
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
|
|
|
|
|
|
|
|
| IRS EUR 2.61000 03/24/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CBRE SVCS INC 07/25 ZCP
/ DBT (12610BUQ3) |
|
|
|
|
|
|
|
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 4A A1R 144A
/ ABS-CBDO (05685BAQ9) |
|
|
|
|
|
|
|
| VENTURE GLOBAL PLAQUE SR SECURED 144A 05/33 7.5
/ DBT (922966AA4) |
|
|
|
|
|
|
|
| UNIGEL LUXEMBOURG SA SR SECURED 144A 12/27 VAR
/ DBT (904752AC6) |
|
|
|
|
|
|
|
| ASHTEAD CAPITAL INC ASHTEAD CAPITAL INC
/ DBT (045054AS2) |
|
|
|
|
|
|
|
| S56431109 / Northam Platinum Holdings Ltd
|
|
|
|
|
|
|
|
| FANNIE MAE FNR 2023 66 AI
/ ABS-MBS (3136BQA25) |
|
|
|
|
|
|
|
| FREDDIEMAC STRIP FHS 408 C46
/ ABS-MBS (3142G6F35) |
|
|
|
|
|
|
|
| US05401AAB70 / Avolon Holdings Funding Ltd
|
|
|
|
|
|
|
|
| BAYOU RE LTD UNSECURED 144A 04/31 VAR
/ DBT (07304LAC5) |
|
|
|
|
|
|
|
| ADLER FINANCING SARL SR SECURED 12/28 8.25
/ DBT (ACI2TFLX1) |
|
|
|
|
|
|
|
| SOLD NOK BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250717
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250707
/ DFE (000000000) |
|
|
|
|
|
|
|
| TWITTER INC 2025 FIXED TERM LOAN
/ LON (90184NAK4) |
|
|
|
|
|
|
|
| 317U6QAA6 PIMCO FPPSWAPTION 3.808 PUT USD
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT KWD SOLD USD 20260630
/ DFE (000000000) |
|
|
|
|
|
|
|
| US31392HGU14 / FANNIE MAE FNR 2002 95 DB
|
|
|
|
|
|
|
|
| FANNIEMAE STRIP FNS 438 C28
/ ABS-MBS (31424UWK8) |
|
|
|
|
|
|
|
| SELECT MEDICAL CORP COMPANY GUAR 144A 12/32 6.25
/ DBT (816196AV1) |
|
|
|
|
|
|
|
| IRS EUR 2.76000 03/04/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U9HJA4 PIMCO FPPSWAPTION 4.47 PUT USD
/ DIR (000000000) |
|
|
|
|
|
|
|
| 5831 / Shizuoka Financial Group,Inc.
|
|
|
|
|
|
|
|
| CMPR / Cimpress plc
|
|
|
|
|
|
|
|
| US50218KAB44 / Life Time Inc
|
|
|
|
|
|
|
|
| ADIENT GLOBAL HOLDINGS COMPANY GUAR 144A 02/33 7.5
/ DBT (00687YAD7) |
|
|
|
|
|
|
|
| HOLCIM FIN US LLC 07/25 ZCP
/ DBT (43475FUG5) |
|
|
|
|
|
|
|
| ALAMO RE LTD UNSECURED 144A 06/26 VAR
/ DBT (011395AQ3) |
|
|
|
|
|
|
|
| ZCS BRL 11.49576 06/14/24-01/04/27 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR
/ DBT (54307MAA6) |
|
|
|
|
|
|
|
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR
/ DBT (30014LAM6) |
|
|
|
|
|
|
|
| FANNIE MAE FNR 2021 96 GI
/ ABS-MBS (3136BKYL0) |
|
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|
| IRS AUD 4.50000 06/18/25-10Y LCH
/ DIR (000000000) |
|
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|
|
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912
/ DIR (000000000) |
|
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|
|
|
| M1GM34 / MGM Resorts International - Depositary Receipt (Common Stock)
|
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|
|
| CA CARBON ALLOW 25DEC25 IFED 20251224
/ DCO (000000000) |
|
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| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025
/ DIR (000000000) |
|
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|
| ZCS BRL 14.0275 05/21/25-01/04/27 CME
/ DIR (000000000) |
|
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|
|
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock)
|
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|
|
| IRS EUR 0.65000 05/11/22-5Y LCH
/ DIR (000000000) |
|
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|
| BOUGHT TRY SOLD USD 20250804
/ DFE (000000000) |
|
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| FREDDIE MAC FHR 5411 IB
/ ABS-MBS (3137HCRW4) |
|
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| SOLD TWD BOUGHT USD 20250703
/ DFE (000000000) |
|
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| IRS EUR 2.45000 05/05/25-10Y LCH
/ DIR (000000000) |
|
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|
|
| BOUGHT KRW SOLD USD 20250707
/ DFE (000000000) |
|
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| BOUGHT ILS SOLD USD 20250709
/ DFE (000000000) |
|
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|
| SOLD DOP BOUGHT USD 20250711
/ DFE (000000000) |
|
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| FREDDIEMAC STRIP FHS 401 C15
/ ABS-MBS (3142G47L9) |
|
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|
|
|
| FREDDIEMAC STRIP FHS 408 C51
/ ABS-MBS (3142G6F92) |
|
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|
|
|
| TREASURY BILL 08/25 0.00000
/ DBT (912797MG9) |
|
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|
|
| INEOS FINANCE PLC SR SECURED 144A 08/30 5.625
/ DBT (ACI2TKLW2) |
|
|
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|
|
|
| VENTURE GLOBAL PLAQUE SR SECURED 144A 05/35 7.75
/ DBT (922966AB2) |
|
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|
|
|
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A
/ ABS-CBDO (04942FAL3) |
|
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|
| BAMLL COML MTG SECS TR 2024 04/42 1
/ ABS-MBS (000000000) |
|
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|
|
| ORGANON + CO/ORGANON 05/34 7.875
/ DBT (68622FAB7) |
|
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|
|
|
|
|
| IRB HOLDING CORP 2024 1ST LIEN TERM LOAN B
/ LON (44988LAL1) |
|
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|
| SOLD DOP BOUGHT USD 20250905
/ DFE (000000000) |
|
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| SOLD PEN BOUGHT USD 20251103
/ DFE (000000000) |
|
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| SOLD IDR BOUGHT USD 20250708
/ DFE (000000000) |
|
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|
|
| HARDWOOD FUNDING LLC CORP0HRD7
/ DBT (955NUHII7) |
|
|
|
|
|
|
|
| US ULTRA BOND CBT SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
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|
|
| CBRE SVCS INC
/ DBT (12610BUA8) |
|
|
|
|
|
|
|
| 317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| FREDDIE MAC FHR 5392 GI
/ ABS-MBS (3137HBX25) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250929
/ DFE (000000000) |
|
|
|
|
|
|
|
| KBCZ26C45 DEC26 45 CALL FSO
/ DCO (000000000) |
|
|
|
|
|
|
|
| US38869AAA51 / Graphic Packaging International LLC
|
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250707
/ DFE (000000000) |
|
|
|
|
|
|
|
| 53219LAH2 / LifePoint Health, Inc. Bond
|
|
|
|
|
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|
|
| SOLD INR BOUGHT USD 20250820
/ DFE (000000000) |
|
|
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|
| HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5
/ DBT (44107TBC9) |
|
|
|
|
|
|
|
| TREASURY BILL 07/25 0.00000
/ DBT (912797NX1) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.87400 03/05/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875
/ DBT (ACI2PNX49) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.80000 07/14/34-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SIGNAL PEAK CLO, LLC SPEAK 2020 8A A1R 144A
/ ABS-CBDO (826937AA2) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20251205
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20251027
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOFTBANK GROUP CORP SNR JP SP GST
/ DCR (000000000) |
|
|
|
|
|
|
|
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| MORGAN STANLEY SNR S* ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 08/25 0.00000
/ DBT (912797PP6) |
|
|
|
|
|
|
|
| HRI / Herc Holdings Inc.
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 12/18/24-5Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR
/ DBT (89141WAH5) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.75000 12/21/22-30Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| ACHC / Acadia Healthcare Company, Inc.
|
|
|
|
|
|
|
|
| STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B
/ LON (BA000BNR8) |
|
|
|
|
|
|
|
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| CAN 10YR BOND FUT SEP25 XMOD 20250918
/ DIR (000000000) |
|
|
|
|
|
|
|
| BP CAPITAL MARKETS B.V. 09/31 3.36
/ DBT (ACI2R4D66) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250825
/ DFE (000000000) |
|
|
|
|
|
|
|
| SALLY HOLDINGS/SALLY CAP COMPANY GUAR 03/32 6.75
/ DBT (79546VAQ9) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| ARES CLO LTD ARES 2016 39A AR3 144A
/ ABS-CBDO (04015WBL7) |
|
|
|
|
|
|
|
| IRS EUR 2.40000 02/12/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250709
/ DFE (000000000) |
|
|
|
|
|
|
|
| FREDDIEMAC STRIP FHS 399 C37
/ ABS-MBS (3142G4V81) |
|
|
|
|
|
|
|
| IRS EUR 2.25000 09/17/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US TREASURY N/B 11/34 4.25
/ DBT (91282CLW9) |
|
|
|
|
|
|
|
| TKO / Taseko Mines Limited
|
|
|
|
|
|
|
|
| MAGNETITE CLO LTD MAGNE 2024 42A A1 144A
/ ABS-CBDO (55955XAA4) |
|
|
|
|
|
|
|
| DVAI34 / DaVita Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| US71880K1016 / Phinia Inc
|
|
|
|
|
|
|
|
| TSY INFL IX N/B 07/34 1.875
/ DBT (91282CLE9) |
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250729
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD DKK BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD KWD BOUGHT USD 20300513
/ DFE (000000000) |
|
|
|
|
|
|
|
| FREDDIEMAC STRIP FHS 382 C1
/ ABS-MBS (3142FSZ93) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250730
/ DFE (000000000) |
|
|
|
|
|
|
|
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250710
/ DFE (000000000) |
|
|
|
|
|
|
|
| 01626P148 / Alimentation Couche-Tard Inc
|
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250707
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250930
/ DFE (000000000) |
|
|
|
|
|
|
|
| OLN / Olin Corporation
|
|
|
|
|
|
|
|
| BOUGHT DKK SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR
/ DBT (39526JAA9) |
|
|
|
|
|
|
|
| HOLCIM FIN US LLC 07/25 ZCP
/ DBT (43475FUF7) |
|
|
|
|
|
|
|
| SOLD KWD BOUGHT USD 20300515
/ DFE (000000000) |
|
|
|
|
|
|
|
| QUIKRETE HOLDINGS INC 2025 TERM LOAN B
/ LON (74839XAL3) |
|
|
|
|
|
|
|
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U6QBA5 PIMCO FPPSWAPTION 3.808 CALL USD
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNY SOLD USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.42000 03/07/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| EURO-BUND FUTURE SEP25 XEUR 20250908
/ DIR (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.10 SP UAG
/ DCR (000000000) |
|
|
|
|
|
|
|
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.53000 04/23/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 5831 / Shizuoka Financial Group,Inc.
|
|
|
|
|
|
|
|
| 01626P148 / Alimentation Couche-Tard Inc
|
|
|
|
|
|
|
|
| CNQ / Canadian Natural Resources Limited
|
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250922
/ DFE (000000000) |
|
|
|
|
|
|
|
| DEUTSCHE BANK REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| TRT061124T11 / Turkey Government Bond
|
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD KWD BOUGHT USD 20300509
/ DFE (000000000) |
|
|
|
|
|
|
|
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A
/ ABS-CBDO (55822AAW7) |
|
|
|
|
|
|
|
| ROGERS COMMUNICATIONS IN SUBORDINATED 04/55 VAR
/ DBT (775109DG3) |
|
|
|
|
|
|
|
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR
/ DBT (92849FAC2) |
|
|
|
|
|
|
|
| N1CL34 / Norwegian Cruise Line Holdings Ltd. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR
/ DBT (13947LAF9) |
|
|
|
|
|
|
|
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721
/ DIR (000000000) |
|
|
|
|
|
|
|
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
|
|
|
|
|
|
|
|
| EXCELERATE ENERGY LP COMPANY GUAR 144A 05/30 8
/ DBT (30069UAA6) |
|
|
|
|
|
|
|
| SINCLAIR TELEVISION GROU SR SECURED 144A 02/33 8.125
/ DBT (829259BH2) |
|
|
|
|
|
|
|
| BACARDI MARTINI B V
/ DBT (05634EU34) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250707
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250707
/ DFE (000000000) |
|
|
|
|
|
|
|
| FREDDIE MAC FHR 5122 BI
/ ABS-MBS (3137H1AT3) |
|
|
|
|
|
|
|
| SOLD NZD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RESIDEO FUNDING INC RESIDEO FUNDING INC
/ DBT (76119LAD3) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.50000 06/20/24-30Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT CAD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| ZCS BRL 13.3537 05/12/25-01/02/29 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250708
/ DFE (000000000) |
|
|
|
|
|
|
|
| CDX HY44 5Y ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.41000 11/05/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD ILS BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| 317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250710
/ DFE (000000000) |
|
|
|
|
|
|
|
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000
/ DBT (ACI2VX3Q4) |
|
|
|
|
|
|
|
| BBD.A / Bombardier Inc.
|
|
|
|
|
|
|
|
| WINSTON RE LTD UNSECURED 144A 02/28 VAR
/ DBT (975660AC5) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250724
/ DFE (000000000) |
|
|
|
|
|
|
|
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP
/ DBT (48002AU77) |
|
|
|
|
|
|
|
| SOLD GBP BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD INR BOUGHT USD 20250707
/ DFE (000000000) |
|
|
|
|
|
|
|
| 01626P148 / Alimentation Couche-Tard Inc
|
|
|
|
|
|
|
|
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250709
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| US55354GAQ38 / MSCI Inc
|
|
|
|
|
|
|
|
| BOUGHT SEK SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD DOP BOUGHT USD 20250728
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS AUD 4.50000 09/18/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.46000 03/13/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250730
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.57600 07/09/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT MXN SOLD USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| FCT / Fincantieri S.p.A.
|
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072
/ DIR (000000000) |
|
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|
|
| PALM RE LTD UNSECURED 144A 06/32 VAR
/ DBT (69664FAB4) |
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| SOLD SEK BOUGHT USD 20250702
/ DFE (000000000) |
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|
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR
/ DBT (92849FAA6) |
|
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|
|
| IRS EUR 2.22000 01/08/25-10Y LCH
/ DIR (000000000) |
|
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|
|
| RFR USD SOFR/3.97500 03/21/25-10Y LCH
/ DIR (000000000) |
|
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|
|
|
|
| FREDDIE MAC FHR 5123 IN
/ ABS-MBS (3137H15W2) |
|
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| SOLD PEN BOUGHT USD 20251219
/ DFE (000000000) |
|
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| RFR EUR ESTRON/2.41500 07/09/25-10Y LCH
/ DIR (000000000) |
|
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| BOUGHT IDR SOLD USD 20250708
/ DFE (000000000) |
|
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| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP
/ DBT (48002AUE2) |
|
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|
| BOUGHT TRY SOLD USD 20250811
/ DFE (000000000) |
|
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|
| SOLD BRL BOUGHT USD 20250702
/ DFE (000000000) |
|
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|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
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|
|
|
| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RTX / RTX Corporation - Depositary Receipt (Common Stock)
|
|
|
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|
|
|
|
| IRS EUR 2.28000 03/04/25-5Y LCH
/ DIR (000000000) |
|
|
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|
|
|
|
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock)
|
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|
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|
|
| IRS EUR 2.52000 04/09/25-10Y LCH
/ DIR (000000000) |
|
|
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|
|
|
|
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV
|
|
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|
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|
|
|
| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
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|
|
| RFR USD SOFR/3.90500 03/12/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR
/ DBT (73110JAB8) |
|
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|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
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|
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| BAMLL COML MTG SECS TR 2024 04/42 1
/ ABS-MBS (000000000) |
|
|
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|
|
|
|
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CAON34 / Capital One Financial Corporation - Depositary Receipt (Common Stock)
|
|
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|
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|
|
| SOLD PEN BOUGHT USD 20251128
/ DFE (000000000) |
|
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|
|
| TREASURY BILL 08/25 0.00000
/ DBT (912797PN1) |
|
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|
|
|
|
|
| BOUGHT PEN SOLD USD 20250930
/ DFE (000000000) |
|
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|
|
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716
/ DCR (OP0043WK0) |
|
|
|
|
|
|
|
| BOUGHT MXN SOLD USD 20250818
/ DFE (000000000) |
|
|
|
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|
|
|
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250703
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080
/ DIR (000000000) |
|
|
|
|
|
|
|
| ZCS BRL 10.7684 04/19/24-01/04/27 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 12/18/24-7Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| ZCS BRL 13.175 06/24/25-01/02/29 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RAD CLO LTD RAD 2022 16A A1R 144A
/ ABS-CBDO (75009LAL0) |
|
|
|
|
|
|
|
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP
/ DBT (48002AU93) |
|
|
|
|
|
|
|
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| ENBRIDGE (US) INC
/ DBT (29251UUM8) |
|
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|
|
| J P MORGAN TERM REPO
/ RA (000000000) |
|
|
|
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|
|
| BOUGHT ILS SOLD USD 20250718
/ DFE (000000000) |
|
|
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|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD MXN BOUGHT USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| US LONG BOND(CBT) SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20260402
/ DFE (000000000) |
|
|
|
|
|
|
|
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.52000 03/27/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U6LIA9 PIMCO FPPSWAPTION 3.8 CALL USD
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250910
/ DFE (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.10 SP MYC
/ DCR (000000000) |
|
|
|
|
|
|
|
| NOMURA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT EUR SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.84200 03/04/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT GBP SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.10 SP GST
/ DCR (000000000) |
|
|
|
|
|
|
|
| WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/33 6.375
/ DBT (95081QAS3) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| HARDWOOD FUNDING LLC CORP0HRF2
/ DBT (955NUGII9) |
|
|
|
|
|
|
|
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75
/ DBT (ACI2VXTH6) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20251124
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CHF SOLD USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| ZCS BRL 13.9271 05/08/25-01/04/27 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| TORREY PINES RE LTD TORREY PINES RE LTD
/ DBT (89141WAJ1) |
|
|
|
|
|
|
|
| BOUGHT PLN SOLD USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| PARIBAS REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.55000 04/16/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.87400 09/19/23-30Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| CXW / CoreCivic, Inc.
|
|
|
|
|
|
|
|
| RBC CAPITAL MARKETS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/4.10000 02/10/25-1Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT NOK SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A
/ ABS-CBDO (05684AAY5) |
|
|
|
|
|
|
|
| SOLD AUD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT KWD SOLD USD 20260617
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630
/ DIR (000000000) |
|
|
|
|
|
|
|
| AMERICAN AIRLINES INC 2025 TERM LOAN
/ LON (02376CBS3) |
|
|
|
|
|
|
|
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD
|
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250703
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U6VXA0 PIMCO FPPSWAPTION 3.255 CALL USD
/ DIR (000000000) |
|
|
|
|
|
|
|
| FANNIE MAE FNR 2024 9 AI
/ ABS-MBS (3136BRGW1) |
|
|
|
|
|
|
|
| 317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT AUD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| US57638P1049 / MasterBrand, Inc.
|
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/4.00000 02/26/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CONSTELLATION OIL D SHS WARRNT WARRYU9O1
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.90750 03/04/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| LAZARD GROUP LLC 03/31 6
/ DBT (52107QAL9) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250707
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PLN BOUGHT USD 20250710
/ DFE (000000000) |
|
|
|
|
|
|
|
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR
/ DBT (30014LAN4) |
|
|
|
|
|
|
|
| FREDDIE MAC FHR 4015 BI
/ ABS-MBS (3137ANBJ3) |
|
|
|
|
|
|
|
| US15089QAW42 / Celanese US Holdings LLC
|
|
|
|
|
|
|
|
| SOLD ZAR BOUGHT USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT EUR SOLD USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.36000 10/07/24-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR
/ DBT (04227FAE5) |
|
|
|
|
|
|
|
| US36225CPL45 / Ginnie Mae II Pool
|
|
|
|
|
|
|
|
| US05571AAQ85 / BPCE SA
|
|
|
|
|
|
|
|
| US94990DAA46 / Wells Fargo Commercial Mortgage Trust 2018-1745
|
|
|
|
|
|
|
|
| US61753KAD81 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5
|
|
|
|
|
|
|
|
| US31423YJQ35 / Fannie Mae Interest Strip
|
|
|
|
|
|
|
|
| US88880LAS25 / TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/35 FIXED 3.501
|
|
|
|
|
|
|
|
| US36228F4R42 / GSR MORTGAGE LOAN TRUST GSR 2004 7 3A1
|
|
|
|
|
|
|
|
| US87264ABF12 / CORP. NOTE
|
|
|
|
|
|
|
|
| US46647PCU84 / JPMorgan Chase & Co
|
|
|
|
|
|
|
|
| US36210B4E28 / Ginnie Mae I Pool
|
|
|
|
|
|
|
|
| EZ4WVZ1M76W2 / BOEING CO/THE SNR S* ICE
|
|
|
|
|
|
|
|
| US07389QAE89 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 1A3A
|
|
|
|
|
|
|
|
| US31418CR890 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31395NWV53 / FANNIE MAE FNR 2006 56 CA
|
|
|
|
|
|
|
|
| US32051GH650 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA11 2A1
|
|
|
|
|
|
|
|
| US81375WAB28 / SECURITIZED ASSET BACKED RECEI SABR 2004 OP1 M1
|
|
|
|
|
|
|
|
| US01F0606834 / Uniform Mortgage-Backed Security, TBA
|
|
|
|
|
|
|
|
| US46628YBF60 / JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A4
|
|
|
|
|
|
|
|
| US07387ABR59 / Bear Stearns ARM Trust 2005-4
|
|
|
|
|
|
|
|
| US01F0626899 / Uniform Mortgage-Backed Security, TBA
|
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| US 10YR NOTE (CBT)SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250814
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT AUD SOLD USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| PERRIGO FINANCE UNLIMITE PERRIGO FINANCE UNLIMITE
/ DBT (71429MAD7) |
|
|
|
|
|
|
|
| CAESARS ENTERTAIN INC COMPANY GUAR 144A 10/32 6
/ DBT (12769GAD2) |
|
|
|
|
|
|
|
| GOLDMAN SACHS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F
|
|
|
|
|
|
|
|
| US536797AF03 / Lithia Motors Inc.
|
|
|
|
|
|
|
|
| US12668BDC46 / Alternative Loan Trust 2005-76
|
|
|
|
|
|
|
|
| US74924DAA72 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS10 A1
|
|
|
|
|
|
|
|
| XS2356076625 / SIRIUS REAL ESTATE LTD 1.125% 06/22/2026 REGS
|
|
|
|
|
|
|
|
| US05964HAQ83 / Banco Santander SA
|
|
|
|
|
|
|
|
| US303075AA30 / FactSet Research Systems Inc
|
|
|
|
|
|
|
|
| US70069FCY16 / Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-MHQ
|
|
|
|
|
|
|
|
| US14453FAD15 / ASSET BACKED SECURITY
|
|
|
|
|
|
|
|
| US382550BG56 / Goodyear Tire & Rubber Co/The
|
|
|
|
|
|
|
|
| XS1697698188 / WARWICK FINANCE RESIDENTIAL MO WARW 3A C 144A
|
|
|
|
|
|
|
|
| US07384MN322 / BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 22A V/R REGD 4.79772900
|
|
|
|
|
|
|
|
| US38145GAM24 / Goldman Sachs Group Inc/The
|
|
|
|
|
|
|
|
| US12652FAA03 / CSMC Trust 2017-CALI
|
|
|
|
|
|
|
|
| XS2364199674 / Romanian Government International Bond
|
|
|
|
|
|
|
|
| US64352VCS88 / NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M2
|
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| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A A 144A
/ ABS-CBDO (ACI2X1Q61) |
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| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
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| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
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/ DIR (000000000) |
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| CNK / Cinemark Holdings, Inc.
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| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
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| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
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| BOUGHT PEN SOLD USD 20250707
/ DFE (000000000) |
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| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
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| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
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| REPO BANK AMERICA REPO
/ RA (000000000) |
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| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
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| REPO BANK AMERICA REPO
/ RA (000000000) |
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| REPO BANK AMERICA REPO
/ RA (000000000) |
|
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| SOLD PEN BOUGHT USD 20250929
/ DFE (000000000) |
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| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
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| SOLD NOK BOUGHT USD 20250702
/ DFE (000000000) |
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| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
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| BOUGHT IDR SOLD USD 20250707
/ DFE (000000000) |
|
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|
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| REPO BANK AMERICA REPO
/ RA (000000000) |
|
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|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
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|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
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|
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| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
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| SOLD ZAR BOUGHT USD 20250723
/ DFE (000000000) |
|
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| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
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| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506
/ DIR (000000000) |
|
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| BOUGHT AUD SOLD USD 20250702
/ DFE (000000000) |
|
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| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716
/ DCR (OP0043WJ3) |
|
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|
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| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
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| RFR USD SOFR/3.62330 03/01/24-7Y* LCH
/ DIR (000000000) |
|
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| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
|
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| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
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| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
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| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
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| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
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| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
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| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
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| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
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| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
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|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
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| SOLD SEK BOUGHT USD 20250804
/ DFE (000000000) |
|
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| BOUGHT CAD SOLD USD 20250702
/ DFE (000000000) |
|
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| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
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| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| GOLDMAN SACHS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072
/ DIR (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| J P MORGAN TERM REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| US 5YR NOTE (CBT) SEP25 XCBT 20250930
/ DIR (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| GOLDMAN SACHS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| PURPLE RE LTD UNSECURED 144A 06/27 VAR
/ DBT (74639NAC7) |
|
|
|
|
|
|
|
| ZCS BRL 14.0087 05/12/25-01/04/27 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT CAD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT PLN SOLD USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| GOLDMAN SACHS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630
/ DIR (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RBC CAPITAL MARKETS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250708
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506
/ DIR (000000000) |
|
|
|
|
|
|
|
| US3139216U70 / FANNIE MAE
|
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 01626P148 / Alimentation Couche-Tard Inc
|
|
|
|
|
|
|
|
| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.52000 04/09/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| OIS COP IBR/8.75000 06/25/25-5Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD ZAR BOUGHT USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD CHF BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RBC CAPITAL MARKETS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| J P MORGAN TERM REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| ZAG000077470 / Republic of South Africa Government Bond
|
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250701
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| NOMURA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT EUR SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT GBP SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20251128
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| A3KMYN / Air Lease Corporation - Preferred Stock
|
|
|
|
|
|
|
|
| AIRCASTLE / IRELAND DAC AIRCASTLE / IRELAND DAC
/ DBT (00929JAA4) |
|
|
|
|
|
|
|
| 01626P148 / Alimentation Couche-Tard Inc
|
|
|
|
|
|
|
|
| PARIBAS REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716
/ DCR (OP0043Z50) |
|
|
|
|
|
|
|
| BOUGHT PLN SOLD USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063
/ DIR (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250707
/ DFE (000000000) |
|
|
|
|
|
|
|
| GOLDMAN SACHS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| RBC CAPITAL MARKETS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250724
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD AUD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250729
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U6VWA1 PIMCO FPPSWAPTION 3.255 PUT USD
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT AUD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| OIS COP IBR/8.50000 06/25/25-3Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 09/25 0.00000
/ DBT (912797PW1) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.89000 03/03/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| AMENTUM ESCROW CORP AMENTUM ESCROW CORP
/ DBT (02352BAA3) |
|
|
|
|
|
|
|
| GOLDMAN SACHS GROUP INC SNR S* ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| FREDDIE MAC FHR 5426 AI
/ ABS-MBS (3137HCXV9) |
|
|
|
|
|
|
|
| REPUBLIC OF PANAMA EUR TERM LOAN
/ LON (BA000GRH5) |
|
|
|
|
|
|
|
| ZCS BRL 13.5454 05/21/25-01/02/29 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR
/ DBT (ACI2MZXR4) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| TEX / Terex Corporation
|
|
|
|
|
|
|
|
| IRS EUR 2.40000 04/09/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| FREDDIE MAC FHR 5096 NI
/ ABS-MBS (3137FYS72) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.89900 03/11/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| CDX IG44 5Y ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD PLN BOUGHT USD 20250710
/ DFE (000000000) |
|
|
|
|
|
|
|
| US48125LRU88 / JPMorgan Chase Bank NA
|
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2
/ LON (55336CAK8) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250903
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD ZAR BOUGHT USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD NZD BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD GBP BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
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| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
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|
|
| UNIGEL LUXEMBOURG SA SECURED 144A 12/28 11
/ DBT (904752AD4) |
|
|
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|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
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|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| US466309AC56 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 2A1 144A
|
|
|
|
|
|
|
|
| TREASURY BILL 08/25 0.00000
/ DBT (912797QK6) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
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|
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|
|
|
| SOLD PEN BOUGHT USD 20250730
/ DFE (000000000) |
|
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|
|
|
|
| SOLD PEN BOUGHT USD 20250730
/ DFE (000000000) |
|
|
|
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|
|
|
| VOYA CLO LTD VOYA 2017 3A A1RR 144A
/ ABS-CBDO (92915QBG7) |
|
|
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|
|
|
|
| SOLD EUR BOUGHT USD 20250702
/ DFE (000000000) |
|
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|
|
|
|
| BOUGHT AUD SOLD USD 20250702
/ DFE (000000000) |
|
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|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
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|
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|
| BOUGHT TRY SOLD USD 20250807
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250818
/ DFE (000000000) |
|
|
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|
|
|
|
| ZCS BRL 11.691 06/27/24-01/04/27 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| GOLDMAN SACHS REPO REPO
/ RA (000000000) |
|
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|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
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|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
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|
|
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
|
|
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|
|
|
|
|
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock)
|
|
|
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|
|
|
|
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| 53219LAH2 / LifePoint Health, Inc. Bond
|
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250929
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| DEUTSCHE BANK REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| US 2YR NOTE (CBT) SEP25 XCBT 20250930
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RBC CAPITAL MARKETS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD HKD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD DOP BOUGHT USD 20250721
/ DFE (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT NZD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| DEUTSCHE BANK REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| RBC CAPITAL MARKETS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR
/ DBT (13947LAG7) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 01626P148 / Alimentation Couche-Tard Inc
|
|
|
|
|
|
|
|
| J P MORGAN TERM REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.46000 04/01/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| RBC CAPITAL MARKETS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071
/ DIR (000000000) |
|
|
|
|
|
|
|
| DEUTSCHE BANK REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT CHF SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| RFRF USD SOFR/2.06000 10/27/23-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CAD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 3 MONTH SOFR FUT MAR26 XCME 20260616
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT AUD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| J P MORGAN TERM REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.25000 09/17/25-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75
/ DBT (BP7M6FII1) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RBC CAPITAL MARKETS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| INTC / Intel Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CAD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| US05401AAB70 / Avolon Holdings Funding Ltd
|
|
|
|
|
|
|
|
| RBC CAPITAL MARKETS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| ZCS BRL 13.2914 05/08/25-01/02/29 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| EURO-SCHATZ FUT SEP25 XEUR 20250908
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT CAD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD ZAR BOUGHT USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072
/ DIR (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT GBP SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| DOMINICAN REPUBLIC SR UNSECURED REGS 03/37 10.5
/ DBT (P3579ECY1) |
|
|
|
|
|
|
|
| BARCLAYS CAPITAL REPO REPO
/ RA (000000000) |
|
|
|
|
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|
|
|
|
|
|
|
|
| US432833AJ07 / HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A
|
|
|
|
|
|
|
|
| US589929M704 / MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERI SER 2003-A2 CL 1A1 V/R REGD 4.35915200
|
|
|
|
|
|
|
|
| US18453HAD89 / CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A
|
|
|
|
|
|
|
|
| US12668BLY73 / COUNTRYWIDE ALTERNATIVE LOAN TRUST
|
|
|
|
|
|
|
|
| EW / Edwards Lifesciences Corporation
|
|
|
|
|
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|
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| US03027XBW92 / American Tower Corp
|
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| US02156LAH42 / Altice France SA/France
|
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| US931427AQ19 / Walgreens Boots Alliance Inc
|
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| US35908MAD20 / FRONTIER COMMUNICATIONS HOLDINGS
|
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|
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| US040104FW65 / Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-W3, Class A3
|
|
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|
|
|
|
| XS2405128823 / Sculptor European CLO V DAC
|
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|
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| US31325XWE65 / FREDDIEMAC STRIP FHS 365 C55
|
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|
| CA008911BJ76 / Air Canada
|
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| US3140GQJ984 / FNCL UMBS 4.0 BH2087 05-01-47
|
|
|
|
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|
|
|
| US05951VAJ89 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 5A1
|
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|
|
| US83162CPU17 / United States Small Business Administration, Series 2005-20I, Class 1
|
|
|
|
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|
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|
| SOLD NOK BOUGHT USD 20250804
/ DFE (000000000) |
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| BOUGHT ILS SOLD USD 20250702
/ DFE (000000000) |
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| US20338HAB96 / Commscope Technologies Llc 5.00% 03/15/2027 144a Bond
|
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| US513272AE49 / Lamb Weston Holdings Inc
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| US28414HAG83 / Elanco Animal Health Inc
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| US963320AV88 / Whirlpool Corp.
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| US18064PAD15 / Clarivate Science Holdings Corp
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| US01F0206791 / UMBS, 30 Year, Single Family
|
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| SOLD DKK BOUGHT USD 20250702
/ DFE (000000000) |
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| US01F0526727 / Uniform Mortgage-Backed Security, TBA
|
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|
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/ DFE (000000000) |
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|
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|
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| NOMURA REPO
/ RA (000000000) |
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| SOLD PEN BOUGHT USD 20251205
/ DFE (000000000) |
|
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| BOUGHT KRW SOLD USD 20250707
/ DFE (000000000) |
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| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507
/ DIR (000000000) |
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|
|
|
|
|
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|
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| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070
/ DIR (000000000) |
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|
|
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| SOLD EUR BOUGHT USD 20250702
/ DFE (000000000) |
|
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| US44409MAC01 / Hudson Pacific Properties LP
|
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|
| US59151KAM09 / Methanex Corp
|
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| US045054AR41 / Ashtead Capital, Inc.
|
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|
|
|
|
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/ DFE (000000000) |
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| BOUGHT PEN SOLD USD 20250917
/ DFE (000000000) |
|
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| STICHTING ADMINISTRATIEKAN DEPOSITORY RECEIPT NPV
/ EC (000000000) |
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| SOLD PEN BOUGHT USD 20250709
/ DFE (000000000) |
|
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| DEUTSCHE BANK REPO REPO
/ RA (000000000) |
|
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|
| BOUGHT AUD SOLD USD 20250805
/ DFE (000000000) |
|
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| SOLD PEN BOUGHT USD 20250730
/ DFE (000000000) |
|
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| US097751CA78 / Bombardier, Inc.
|
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|
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/ DFE (000000000) |
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| 317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707
/ DIR (000000000) |
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|
|
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/ DFE (000000000) |
|
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/ DFE (000000000) |
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| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507
/ DIR (000000000) |
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|
|
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| SOLD DKK BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| US89469AAD63 / TreeHouse Foods Inc
|
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250707
/ DFE (000000000) |
|
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| SOLD GBP BOUGHT USD 20250702
/ DFE (000000000) |
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| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709
/ DIR (000000000) |
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|
|
|
|
|
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|
|
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|
|
|
|
|
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070
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|
|
|
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|
|
|
|
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|
| 45856WU23 / Intercontinental Exchange Inc
|
|
|
|
|
|
|
|
| BOUGHT CAD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
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| BOUGHT IDR SOLD USD 20250708
/ DFE (000000000) |
|
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|
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| SOLD BRL BOUGHT USD 20250702
/ DFE (000000000) |
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| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
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| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
|
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| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
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/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CHF BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| J P MORGAN TERM REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD MXN BOUGHT USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| US810186AW67 / CORPORATE BONDS
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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/ DFE (000000000) |
|
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/ DFE (000000000) |
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|
|
|
|
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/ DIR (000000000) |
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|
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|
|
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| BOUGHT EUR SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
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| BOUGHT GBP SOLD USD 20250702
/ DFE (000000000) |
|
|
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| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
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|
|
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/ DFE (000000000) |
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|
|
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|
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/ DIR (000000000) |
|
|
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|
|
|
|
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/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.87400 09/19/23-30Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| GOLDMAN SACHS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| RBC CAPITAL MARKETS REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
|
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/ DIR (000000000) |
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|
|
|
|
|
|
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|
|
|
|
|
|
|
|
| BOUGHT NOK SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| US552953CD18 / Mgm Resorts Bond
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
| USP78024AG45 / Peruvian Government International Bond
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
| US12465MAC82 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A3
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
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|
|
|
|
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|
| SOLD PEN BOUGHT USD 20251128
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT ILS SOLD USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
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|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| THE BANK OF NOVA SCOTIA REPO REPO
/ RA (000000000) |
|
|
|
|
|
|
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| PARIBAS REPO
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|
|
|
|
|
|
| SOLD AUD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD NOK BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
| US05401AAR23 / Avolon Holdings Funding Ltd
|
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PLN BOUGHT USD 20250710
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95
|
|
|
|
|
|
|
|
| US863579YR37 / STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER SARM 2005-19XS 1A1
|
|
|
|
|
|
|
|
| US59022QAD43 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C
|
|
|
|
|
|
|
|
| US86360UAA43 / Structured Asset Mortgage Investments II Trust 2006-AR6
|
|
|
|
|
|
|
|
| US02660KAA07 / American Home Mortgage Assets Trust 2006-5
|
|
|
|
|
|
|
|
| US303901BF83 / Fairfax Financial Holdings Ltd
|
|
|
|
|
|
|
|
| US694308JT56 / Pacific Gas and Electric Co
|
|
|
|
|
|
|
|
| US31394PPS64 / FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A3
|
|
|
|
|
|
|
|
| US552953CH22 / MGM Resorts International
|
|
|
|
|
|
|
|
| US41161PTN32 / HarborView Mortgage Loan Trust 2005-10
|
|
|
|
|
|
|
|
| US31409GLM68 / FNMA POOL 870732 FN 09/36 FIXED 6.5
|
|
|
|
|
|
|
|
| US06738EBD67 / Barclays PLC
|
|
|
|
|
|
|
|
| LU2445093128 / INTELSAT EMERGENCE SA
|
|
|
|
|
|
|
|
| XS2716891440 / EPH Financing International AS
|
|
|
|
|
|
|
|
| US45660L4G12 / RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1
|
|
|
|
|
|
|
|
| US21036PBL13 / CONSTELLATION BRANDS INC
|
|
|
|
|
|
|
|
| US25151AAB70 / DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR3 A2
|
|
|
|
|
|
|
|
| US362334PK42 / GSAMP TRUST GSAMP 2006 FM1 A2D
|
|
|
|
|
|
|
|
| US3133TR7B55 / FHLMC STRUCTURED PASS THROUGH FSPC T 31 A6
|
|
|
|
|
|
|
|
| US22541SAN80 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 1 3A1
|
|
|
|
|
|
|
|
| US31410GGD97 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US36225CDZ68 / GNMA II POOL 080119 G2 10/27 FLOATING VAR
|
|
|
|
|
|
|
|
| US780099CK11 / Royal Bank of Scotland Group Plc Bond
|
|
|
|
|
|
|
|
| US93934FHZ80 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 11 A5
|
|
|
|
|
|
|
|
| US44106MAY84 / Service Properties Trust
|
|
|
|
|
|
|
|
| US12668AAL98 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 47CB A11
|
|
|
|
|
|
|
|
| US761118TN81 / RALI Series 2006-QA2 Trust
|
|
|
|
|
|
|
|
| US45660LV977 / IndyMac INDX Mortgage Loan Trust 2005-AR31
|
|
|
|
|
|
|
|
| US983130AX35 / Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
|
|
|
|
|
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|
|
| US842434CW01 / Southern California Gas Co.
|
|
|
|
|
|
|
|
| US46628SAF02 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A3B
|
|
|
|
|
|
|
|
| US93934FFK30 / Washington Mutual Alternative Mortgage Pass-Through Certificates
|
|
|
|
|
|
|
|
| US31395BVE00 / FANNIE MAE FNR 2006 15 FC
|
|
|
|
|
|
|
|
| US86360JAA97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1
|
|
|
|
|
|
|
|
| US02377AAA60 / American Airlines Pass Through Trust, Series 2014-1, Class A
|
|
|
|
|
|
|
|
| US64031QBX88 / NELNET STUDENT LOAN TRUST 2005-2 NSLT 2005-2 A5
|
|
|
|
|
|
|
|
| US02406PBB58 / AMERICAN AXLE & MFG INC REGD 5.00000000
|
|
|
|
|
|
|
|
| US36296QRY79 / Ginnie Mae I Pool
|
|
|
|
|
|
|
|
| US23246KAA97 / Alternative Loan Trust 2007-1T1
|
|
|
|
|
|
|
|
| US86359AMR13 / STRUCTURED ASSET SECURITIES CO SASC 2003 6A 2A1
|
|
|
|
|
|
|
|
| US3138WFX849 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US76113FBC32 / Residential Asset Securitization Trust, Series 2006-A6, Class 2A13
|
|
|
|
|
|
|
|
| US31395UEG22 / Freddie Mac REMICS
|
|
|
|
|
|
|
|
| US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5
|
|
|
|
|
|
|
|
| SOLD ZAR BOUGHT USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716
/ DCR (OP0043WK0) |
|
|
|
|
|
|
|
| BOUGHT MXN SOLD USD 20250818
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630
/ DIR (000000000) |
|
|
|
|
|
|
|
| US17309TAC27 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B
|
|
|
|
|
|
|
|
| US45661KAD28 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1
|
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