Market Value386,985,607
Total Holdings748
File Date2025-08-28
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.

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Security Imputed
Share Price		 Prev
Shares		 Current
Shares		 Change
(Percent)		 Prev Value
(USD x1000)		 Current Value
(USD x1000)		 Change
(Percent)
XS2024535036 / Marks & Spencer PLC
XS2288824969 / Banque Ouest Africaine de Developpement
XS2191362859 / DIGITAL DUTCH
SOLD AUD BOUGHT USD 20250702 / DFE (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
RFR USD SOFR/4.15000 04/22/24-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20260610 / DFE (000000000)
RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (000000000)
317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (000000000)
RFR USD SOFR/3.66500 01/24/24-10Y LCH / DIR (000000000)
317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000)
RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (000000000)
317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (000000000)
RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20270610 / DFE (000000000)
RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
ZCS BRL 9.815 03/13/24-01/04/27 CME / DIR (000000000)
RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.78300 02/07/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (000000000)
317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (000000000)
RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (000000000)
US62954HBB33 / NXP BV / NXP Funding LLC / NXP USA Inc
US22237JAG22 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC2 M2
US78432WAG87 / SFO_21-555
US29445FCU03 / EMLT 2005-1 M7
US45660LMF30 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 1A1
US362375AE70 / GSAA Home Equity Trust 2006-10
US01F0306781 / UMBS TBA
US86745XAA46 / SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000)
317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000)
RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (000000000)
RFR USD SOFR/3.46300 10/23/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000)
US44267DAF42 / HOWARD HUGHES CORP 4.375% 02/01/2031 144A
US3140QQDV47 / FNMA POOL CB4615 FN 07/52 FIXED 4.5
US26210YAJ55 / DROP 2021 FILE C 144A
XS2306564019 / Workspace Group PLC
US62582PAA84 / MUNICH RE
US12635WAE75 / COMM 2016-787S Mortgage Trust
US74922UAK97 / RALI Trust, Series 2007-QS8, Class A10
US36186CBY84 / Ally Financial Inc
US38237TAA97 / GoodLeap Sustainable Home Solutions Trust
US04012MAM10 / ARGENT SECURITIES INC. ARSI 2006 M1 A1
US00130HCG83 / CORP. NOTE
XS2100663579 / Digital Dutch Finco BV
RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (000000000)
317U9EGA4 PIMCO SWAPTION 4.135 PUT USD 2025063 / DIR (000000000)
US05492TBH23 / BBCMS_20-C6
XS2106589471 / CPI Property Group SA
US866677AH07 / Sun Communities Operating LP
US44107TBA34 / Host Hotels & Resorts LP
US797440CA05 / San Diego Gas & Electric Co.
US12666VAD38 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A3
US12669FFS74 / Reperforming Loan REMIC Trust 2003-R4
US92858RAB69 / Vmed O2 UK Financing I PLC
US008684AA04 / American Home Mortgage Assets Trust, Series 2006-6, Class A1A
US46115HBZ91 / Intesa Sanpaolo SpA
XS2463988795 / EQT
XS2190956941 / Legal & General Group PLC
US10112RBE36 / Boston Properties LP
US55316TAA79 / MFT 2020-B6 Mortgage Trust
XS2288825263 / Banque Ouest Africaine de Developpement
US949797AA29 / Wells Fargo Mortgage Backed Securities 2007-15 Trust
US3140QSDW85 / FNMA POOL CB6416 FN 05/53 FIXED 4
US11271LAH50 / Brookfield Finance Inc
XS2549050206 / BRIDGEGATE FUNDING PLC BRGTE 2023 1A D 144A
XS2258453369 / MARKS and SPENCER GROUP PLC 3.75% 05/19/2026 REGS
EW / Edwards Lifesciences Corporation
US78486DAG51 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS D 144A
US05492TBK51 / BBCMS Mortgage Trust 2020-C6
US59132VAB45 / Metalsa SA de CV
US3140FXLN09 / FNMDI4 3.0 BF0332 01-01-59
US456837BC65 / ING Groep NV
US59020U3F07 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE1 M2
US78486BAG95 / STWD 2021-FL2 Ltd
XS2689949555 / Romanian Government International Bond
US15118JAA34 / Cellnex Finance Co SA
RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (000000000)
IRS EUR 2.92000 12/13/23-5Y LCH / DIR (000000000)
RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (000000000)
IRS EUR 3.25500 11/22/23-5Y LCH / DIR (000000000)
RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (000000000)
IRS EUR 2.77000 04/29/24-10Y LCH / DIR (000000000)
RFR JPY MUTK/0.00000 06/16/21-7Y LCH / DIR (000000000)
3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000)
SOLD AUD BOUGHT USD 20250702 / DFE (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
US36179YAS37 / GINNIE MAE II POOL 5.50%
XS2232115423 / Digital Dutch Finco BV
XS2230399441 / AIB Group PLC
US91282CBF77 / United States Treasury Inflation Indexed Bonds
US55354GAK67 / MSCI Inc
US055742AL44 / BSST MORTGAGE TRUST BSST 2022 1700 D 144A
US01F0206874 / UMBS TBA 30YR 2% AUG 20 TO BE ANNOUNCED 2.00000000
US12513GBJ76 / CDW LLC / CDW Finance Corp
US07389MAD92 / Bear Stearns Asset Backed Securities I Trust 2006-HE9
US432833AL52 / HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A
RFRF USD SF+26.161/1.4* 8/10/23-8Y* CME / DIR (000000000)
N1TA34 / NetApp, Inc. - Depositary Receipt (Common Stock)
RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (000000000)
US59024FAB04 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A2A
US53523LAA89 / Lindblad Expeditions LLC
US3140QSSU64 / UMBS
US344593AF57 / Fondo MIVIVIENDA SA
US46647PCR55 / JPMORGAN CHASE & CO REGD V/R 2.54500000
US22160NAA72 / CoStar Group Inc
US152314LQ15 / Centex Home Equity Loan Trust 2004-D
US00084DAW02 / ABN AMRO Bank NV
US152314NE66 / CENTEX HOME EQUITY CXHE 2005 B M4
US456837AY94 / ING GROEP NV
US91282CFL00 / Treasury, United States Department of
US026935AA45 / AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 11A1
US3133KQQY51 / FED HM LN PC POOL RA8571 FR 06/53 FIXED 4
US86746AAA34 / SNVA_23-A
US682357AA69 / Senior Unsecured
US01F0606834 / Uniform Mortgage-Backed Security, TBA
US61692AAG76 / MORGAN STANLEY CAPITAL I TRUST
FED HM LN PC POOL RA9795 FR 09/53 FIXED 4 / ABS-MBS (3133KR3C6)
HUNGARY HUNGARY / DBT (ACI2MJTC8)
RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (000000000)
RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (000000000)
RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (000000000)
317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (000000000)
US65559CAD39 / Nordea Bank Abp
XS2363910436 / Mexico Government International Bond
US168863DX33 / Republic of Chile
US364760AP35 / Gap Inc/The
US88104LAE39 / TERRAFORM POWER OPERATIN
XS2331735253 / Romanian Government International Bond
US01F0526800 / Uniform Mortgage-Backed Security, TBA
US78442PGE07 / SLM Corp
US55316TAC36 / MFT 2020-B6 Mortgage Trust
US55903VBD47 / Warnermedia Holdings Inc
MNSH / MNSN Holdings Inc.
US3140QQKU80 / FNMA POOL CB4806 FN 07/52 FIXED 3
US38144GAG64 / Goldman Sachs Group Inc/The
US89400PAK93 / Transurban Finance Co Pty Ltd
US125438AB79 / CHL Mortgage Pass-Through Trust 2007-HYB2
US36251PBD50 / GS Mortgage Securities Trust 2016-GS3
US90117PAN50 / 1211 Avenue of the Americas Trust, Series 2015-1211, Class D
US80281LAG05 / Santander UK Group Holdings PLC
US01F0626899 / Uniform Mortgage-Backed Security, TBA
US853254CN89 / Standard Chartered PLC
US02005NBP42 / Ally Financial Inc
US30227FAJ93 / Extended Stay America Trust
US06738ECD58 / Barclays PLC
RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (000000000)
IRS EUR 2.36000 10/07/24-5Y LCH / DIR (000000000)
RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (000000000)
IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
IRS EUR 2.67000 04/03/24-10Y LCH / DIR (000000000)
IRS EUR 3.27000 08/21/23-10Y LCH / DIR (000000000)
317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (000000000)
317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (000000000)
BOUGHT KWD SOLD USD 20260504 / DFE (000000000)
IRS EUR 2.95000 12/29/23-5Y LCH / DIR (000000000)
RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (000000000)
N1TA34 / NetApp, Inc. - Depositary Receipt (Common Stock)
RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (000000000)
FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 / ABS-MBS (3133KR3D4)
RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (000000000)
IRS EUR 2.51000 04/09/25-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.4* 07/16/23-8Y CME / DIR (000000000)
IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000)
317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000)
317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (000000000)
317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (000000000)
SOLD PEN BOUGHT USD 20260209 / DFE (000000000)
RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (000000000)
317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000)
RFR USD SOFR/3.87000 10/17/23-30Y LCH / DIR (000000000)
RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (000000000)
IRS EUR 2.41000 11/05/24-10Y LCH / DIR (000000000)
3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000)
RFR USD SOFR/3.49500 10/30/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (000000000)
RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (000000000)
RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (000000000)
HOST HOTELS + RESORTS LP HOST HOTELS + RESORTS LP / DBT (44107TBB1)
AMERICAN HOMES 4 RENT AMERICAN HOMES 4 RENT / DBT (02666TAG2)
RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (000000000)
IRS EUR 2.81800 06/26/24-5Y LCH / DIR (000000000)
ST MARYS CEMENT INC ST MARYS CEMENT INC / DBT (78478EAC2)
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.3* 8/15/23-4Y* CME / DIR (000000000)
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000)
SOLD CAD BOUGHT USD 20250805 / DFE (000000000)
RFR USD SOFR/3.90000 04/15/24-10Y LCH / DIR (000000000)
NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A / ABS-CBDO (66860CAL7)
RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.61000 12/12/22-10Y LCH / DIR (000000000)
SRG / Snam S.p.A.
GREENKO WIND PROJECTS MU COMPANY GUAR 144A 09/28 7.25 / DBT (39531JAB0)
317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (000000000)
RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (000000000)
US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000)
ING / ING Groep N.V. - Depositary Receipt (Common Stock)
IRS EUR 2.86000 04/24/24-5Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F
IRS EUR 2.97000 12/15/23-10Y LCH / DIR (000000000)
317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
US TREASURY N/B 08/54 4.25 / DBT (912810UC0)
BOUGHT AUD SOLD USD 20250805 / DFE (000000000)
317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD / DIR (000000000)
IRS EUR 2.99000 12/08/23-10Y LCH / DIR (000000000)
IRS EUR 2.76000 03/04/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
IRS EUR 3.27000 11/08/23-5Y LCH / DIR (000000000)
317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD / DIR (000000000)
RFR USD SOFR/3.65500 01/24/24-10Y LCH / DIR (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (000000000)
US80282KBF21 / Santander Holdings USA, Inc.
RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250918 / DFE (000000000)
317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000)
RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (000000000)
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (88164AAB0)
FED HM LN PC POOL RJ0135 FR 11/53 FIXED 4 / ABS-MBS (3142GQEH1)
317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (000000000)
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000)
RFR USD SOFR/3.73500 01/23/24-10Y LCH / DIR (000000000)
FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4 / ABS-MBS (3142GQBQ4)
RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (000000000)
RFR USD SOFR/3.59900 08/28/24-10Y LCH / DIR (000000000)
317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000)
RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000)
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (000000000)
317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000)
FED HM LN PC POOL RJ1108 FR 03/54 FIXED 5 / ABS-MBS (3142GRGS3)
RFR USD SOFR/3.75000 12/13/22-5Y LCH / DIR (000000000)
317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000)
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000)
IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000)
FED HM LN PC POOL RJ1927 FR 07/54 FIXED 5 / ABS-MBS (3142GSD96)
EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000)
US TREASURY N/B 03/26 4.5 / DBT (91282CKH3)
RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20270610 / DFE (000000000)
FCT / Fincantieri S.p.A.
ZCS BRL 10.25622 04/03/24-01/04/27 CME / DIR (000000000)
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000)
TRINITY SQUARE TRINI 2021 1A BR / ABS-MBS (ACI2NNG16)
BOUGHT KWD SOLD USD 20260610 / DFE (000000000)
317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000)
317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD / DIR (000000000)
RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (000000000)
317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (000000000)
US23242GAE44 / Alternative Loan Trust 2006-OA16
US168863DV76 / Chile Government International Bond
US31418ER771 / UMBS
XS2356076625 / SIRIUS REAL ESTATE LTD 1.125% 06/22/2026 REGS
BOUGHT KWD SOLD USD 20260615 / DFE (000000000)
IRS EUR 2.77000 04/16/24-5Y LCH / DIR (000000000)
IRS EUR 2.71000 08/06/24-10Y LCH / DIR (000000000)
FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 / ABS-MBS (3142GQEK4)
ZF NA CAPITAL COMPANY GUAR 144A 04/30 6.75 / DBT (98877DAF2)
A1ES34 / The AES Corporation - Depositary Receipt (Common Stock)
RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000)
US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000)
FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5 / ABS-MBS (3142GQEL2)
RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (000000000)
FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 / ABS-MBS (3132DWKQ5)
317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (000000000)
RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (000000000)
317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000)
US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
BOUGHT MXN SOLD USD 20250917 / DFE (000000000)
FNMA POOL MB0298 FN 01/55 FIXED 6 / ABS-MBS (3138MTKL0)
RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20260505 / DFE (000000000)
IRS EUR 2.89000 12/22/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.61100 08/28/24-10Y LCH / DIR (000000000)
3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
IRS EUR 2.82700 05/06/24-5Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
IRS EUR 2.88000 12/19/23-5Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME / DIR (000000000)
317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
FNMA POOL CB8465 FN 05/54 FIXED 4.5 / ABS-MBS (3140QUMP8)
RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (000000000)
317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (000000000)
317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (000000000)
RFRF USD SF+26.161/1.00 9/16/23-4Y* CME / DIR (000000000)
RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (000000000)
EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20260528 / DFE (000000000)
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000)
317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (000000000)
317U9EHA3 PIMCO SWAPTION 3.735 CALL USD 202506 / DIR (000000000)
BOUGHT BRL SOLD USD 20251002 / DFE (000000000)
US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028
REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (75888TAL9)
RFRF USD SF+26.161/1.4* 8/24/23-4Y* CME / DIR (000000000)
317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707 / DIR (000000000)
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000)
AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000)
IRS EUR 2.68000 08/07/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (000000000)
FNMA POOL CB8271 FN 04/54 FIXED 5 / ABS-MBS (3140QUFM3)
RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.37000 07/12/23-30Y LCH / DIR (000000000)
INT DISTRIBUTION SERV COMPANY GUAR REGS 09/30 7.375 / DBT (ACI2JQ0Q6)
BOUGHT KWD SOLD USD 20260602 / DFE (000000000)
SOLD GBP BOUGHT USD 20250702 / DFE (000000000)
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000)
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000)
IRS EUR 3.30500 11/27/23-10Y LCH / DIR (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
IRS EUR 2.78000 05/02/24-5Y LCH / DIR (000000000)
FCT / Fincantieri S.p.A.
RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (000000000)
SPA HOLDINGS 3 OY 2025 USD TERM LOAN B / LON (BA000KGC9)
RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (000000000)
317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (000000000)
IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME / DIR (000000000)
IRS EUR 3.17900 11/29/23-5Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME / DIR (000000000)
REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000)
IRS EUR 3.45000 10/20/23-5Y LCH / DIR (000000000)
IRS EUR 3.30000 10/03/23-10Y LCH / DIR (000000000)
FNMA POOL CB8464 FN 05/54 FIXED 4 / ABS-MBS (3140QUMN3)
RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (000000000)
RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000)
RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (000000000)
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (000000000)
RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20260521 / DFE (000000000)
ZCS BRL 9.83243 03/13/24-01/04/27 CME / DIR (000000000)
RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (000000000)
RFR USD SOFR/3.55500 03/05/24-30Y LCH / DIR (000000000)
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000)
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000)
RFRF USD SF+26.161/1.50 7/12/23-6Y* CME / DIR (000000000)
US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000)
BOUGHT KWD SOLD USD 20260518 / DFE (000000000)
RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.99400 07/02/24-10Y LCH / DIR (000000000)
AES ANDES SA AES ANDES SA / DBT (00111VAA5)
RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (000000000)
RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (000000000)
317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000)
SOLD CAD BOUGHT USD 20250702 / DFE (000000000)
RFRF USD SF+26.161/1.7* 8/12/23-28Y CME / DIR (000000000)
NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094 / DBT (656029AN5)
FNMA POOL BW7921 FN 08/52 FIXED 5 / ABS-MBS (3140N0YT6)
IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (000000000)
FNMA POOL MB0297 FN 01/55 FIXED 5.5 / ABS-MBS (3138MTKK2)
317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000)
IRS EUR 3.14800 11/20/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.35000 12/14/22-10Y LCH / DIR (000000000)
FNMA POOL DA3487 FN 10/53 FIXED 6 / ABS-MBS (3140A32V4)
LJQQ3 / Lojas Quero-Quero S.A.
317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (000000000)
317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000)
TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9)
IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000)
US TREASURY N/B 11/54 4.5 / DBT (912810UE6)
IRS EUR 3.37000 10/09/23-5Y LCH / DIR (000000000)
FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (30336NAC5)
SOLD KWD BOUGHT USD 20290702 / DFE (000000000)
EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000)
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000)
PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (74340XCP4)
CVC CORDATUS OPPORTUNITY LOAN COLFR 1A BR 144A / ABS-CBDO (ACI2VPZ11)
RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000)
IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000)
RFR USD SOFR/4.00000 06/20/24-2Y LCH / DIR (000000000)
3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000)
RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (000000000)
FNMA POOL CB7589 FN 11/53 FIXED 5.5 / ABS-MBS (3140QTNF2)
SOLD KWD BOUGHT USD 20300509 / DFE (000000000)
317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000)
IRS NZD 4.75000 06/19/24-5Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A BR 144A / ABS-CBDO (ACI2QL8W8)
317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (000000000)
RFR USD SOFR/2.53700 07/24/23-30Y LCH / DIR (000000000)
RFR USD SOFR/2.62000 07/24/24-1Y LCH / DIR (000000000)
RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (000000000)
RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (000000000)
IRS EUR 2.65000 01/08/24-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20260617 / DFE (000000000)
RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (000000000)
RFR USD SOFR/2.45000 10/04/22-5Y LCH / DIR (000000000)
RFR USD SOFR/3.88000 07/10/24-10Y LCH / DIR (000000000)
BOUGHT GBP SOLD USD 20250702 / DFE (000000000)
IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000)
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000)
FED HM LN PC POOL RJ1504 FR 05/54 FIXED 6.5 / ABS-MBS (3142GRU65)
TREASURY BILL 09/25 0.00000 / DBT (912797PW1)
RFR JPY MUTK/0.00000 12/15/21-5Y LCH / DIR (000000000)
US TREASURY N/B 04/27 4.5 / DBT (91282CKJ9)
RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (000000000)
RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (000000000)
WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35 / DBT (94877DAA2)
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000)
IRS AUD 4.50000 03/20/24-10Y LCH / DIR (000000000)
IRS EUR 2.95000 06/12/24-5Y LCH / DIR (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (000000000)
RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (000000000)
IRS EUR 2.30000 09/25/24-5Y LCH / DIR (000000000)
BOUGHT AUD SOLD USD 20250702 / DFE (000000000)
IRS EUR 2.54700 03/09/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (000000000)
IRS EUR 2.65000 08/14/24-5Y LCH / DIR (000000000)
SOLD EUR BOUGHT USD 20250702 / DFE (000000000)
IRS EUR 2.75000 03/05/24-10Y LCH / DIR (000000000)
IRS EUR 3.28000 11/22/23-10Y LCH / DIR (000000000)
BOUGHT CAD SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.25000 03/19/25-10Y CME / DIR (000000000)
IRS EUR 1.00000 05/13/22-5Y LCH / DIR (000000000)
RFR USD SOFR/2.43000 09/30/22-5Y LCH / DIR (000000000)
US70932MAC10 / PennyMac Financial Services Inc
CHOBANI LLC/FINANCE CORP CHOBANI LLC/FINANCE CORP / DBT (17027NAC6)
EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000)
IRS EUR 3.06300 12/06/23-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME / DIR (000000000)
FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (31568AAB2)
RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20260630 / DFE (000000000)
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000)
317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (000000000)
IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000)
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RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (000000000)
317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000)
RFR JPY MUTKCALM/0.00000 12/15/21-7Y LCH / DIR (000000000)
TREASURY BILL 08/25 0.00000 / DBT (912797PQ4)
RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (000000000)
IRS EUR 2.55000 04/16/25-10Y LCH / DIR (000000000)
RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (000000000)
FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (30340RAB2)
RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME / DIR (000000000)
317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000)
MNSH / MNSN Holdings Inc.
RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (000000000)
IRS EUR 3.25000 11/06/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000)
IRS EUR 1.00000 05/18/22-5Y LCH / DIR (000000000)
XS1953916290 / Republic of Uzbekistan Bond
RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME / DIR (000000000)
RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (000000000)
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (000000000)
TREASURY BILL 08/25 0.00000 / DBT (912797PP6)
RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (000000000)
US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000)
RFR USD SOFR/4.00000 12/20/23-3Y LCH / DIR (000000000)
IRS EUR 2.38000 12/31/24-10Y LCH / DIR (000000000)
IRS EUR 2.91000 12/29/23-10Y LCH / DIR (000000000)
RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (000000000)
RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (000000000)
RFR USD SOFR/2.00000 12/21/22-7Y CME / DIR (000000000)
FNMA POOL CB8752 FN 06/54 FIXED 5 / ABS-MBS (3140QUWN2)
317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000)
IRS EUR 2.76000 01/03/24-5Y LCH / DIR (000000000)
3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000)
RFR USD SOFR/3.97000 02/27/24-5Y LCH / DIR (000000000)
RFR USD SOFR/3.25000 03/19/25-7Y CME / DIR (000000000)
ASIAN DEVELOPMENT BANK SR UNSECURED 02/28 6.72 / DBT (ACI2MPXZ8)
ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (ACI2RC930)
RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000)
SOLD KWD BOUGHT USD 20290502 / DFE (000000000)
RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (000000000)
RFR USD SOFR/1.60000 01/16/24-2Y LCH / DIR (000000000)
RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (000000000)
CMBX.NA.AAA.14 SP MYC / DCR (000000000)
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000)
37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (88429PAU6)
SOLD GBP BOUGHT USD 20250804 / DFE (000000000)
RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (000000000)
IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000)
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000)
317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (000000000)
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (000000000)
US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000)
US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000)
E1IX34 / Edison International - Depositary Receipt (Common Stock)
IRS EUR 3.12800 12/04/23-10Y LCH / DIR (000000000)
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XS1909057645 / Logicor Financing Sarl
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XS2203802462 / NE Property BV
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FR0014006ND8 / ACCOR SA 2.375% 11/29/2028 REGS
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XS2338570331 / EQT AB SR UNSECURED REGS 05/31 0.875
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XS2254262285 / Travis Perkins PLC
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DE000A3MQS64 / Vonovia SE
EZMYR3DM3292 / BRITISH TELECOMMUNICATIONS PL SNR SE ICE
EZRG1QWTVHG4 / BRITISH TELECOMMUNICATIONS PL SNR SE ICE
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XS2351301499 / ACEF HOLDING SCA /EUR/ REGD REG S 0.75000000
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XS2258827034 / Natwest Group PLC
XS2332589972 / Nexi SpA
XS2080766475 / Standard Industries Inc/NJ
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317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (000000000)
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US466330AJ60 / JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC
XS2388561677 / Serbia International Bond
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USY7279WAA90 / ReNew Power Pvt Ltd
EZNLRC3852L0 / SOUTH AFRICA EM SP BOA
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XS2407027031 / VIA OUTLETS 1.75% 11/15/2028 REGS
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FR0014007YA9 / CNP Assurances
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US90117PAL94 / 1211 Avenue of the Americas Trust 2015-1211
US362334FV17 / First Frankin Mortgage Loan Trust 2006-FF4
US161630BK37 / CHASE 2007 A1 11A4
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US05973KAB35 / Banco Mercantil del Norte SA/Grand Cayman
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ES0840609020 / CaixaBank SA
US53944YAS28 / Lloyds Banking Group PLC
FR0014005RZ4 / Credit Agricole Assurances SA
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XS2549050461 / BRIDGEGATE FUNDING PLC BRGTE 2023 1A E 144A
EW / Edwards Lifesciences Corporation
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US3133BUWC70 / FHLG 30YR 5% 02/01/2053#QF6943
US404280CY37 / HSBC HOLDINGS PLC
US26442CBH60 / Duke Energy Carolinas LLC
US05971BAG41 / Banco BTG Pactual SA/Cayman Islands
XS2397447025 / BCP V Modular Services Finance II PLC
US058498AX40 / Ball Corp
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FR0014002KP7 / VILMORIN ET COMP SR UNSECURED REGS 03/28 1.375
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ZAG000016320 / Republic of South Africa Government Bond
UU / UNITED UTILITIES GROUP PLC
US82460EAN04 / Shinhan Bank Co Ltd
XS2689949043 / Romania Government International Bonds
US30227FAG54 / Extended Stay America Trust
US3140QTAW95 / Fannie Mae Pool
US539439AQ24 / Lloyds Banking Group PLC
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XS2122174415 / ING GROEP NV JR SUBORDINA REGS 12/99 VAR
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