| Market Value | 492,230,372 |
| Total Holdings | 383 |
| File Date | 2025-08-29 |
| Original Filing | (Click here) |
All hedge funds or institutions that manage over $100M are required by the SEC to file quarterly reports on their holdings. These reports are called 13F reports. However, the filings are required the following quarter from the reporting period, which means that by the time the filing is made (and we see them), the information could be five months old.
For funds with long term positions that make few trades, the holdings might closely resemble their current holdings, even after several months. However, for funds that have high turnover, the holdings data we see might differ significantly from their current holdings. Institutions are required to report CALL and PUT options, and those positions are identified in the table. However, they are not required to report short positions.
Click the link icon to see the full transaction history.
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| Security | Imputed Share Price |
Prev Shares |
Current Shares |
Change (Percent) |
Prev Value (USD x1000) |
Current Value (USD x1000) |
Change (Percent) |
|---|---|---|---|---|---|---|---|
| US912833Z526 / STRIPS 08/37 0.00000 | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| US912810SE91 / United States Treas Bds Bond | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US38375LUQ12 / GOVERNMENT NATIONAL MORTGAGE A GNR 2007 57 Z | |||||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (000000000) | |||||||
| REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS MXN TIIE1/7.75000 04/07/25-5Y* CME / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| US912810SD19 / United States Treas Bds Bond | |||||||
| US912803FE87 / United States Treasury Strip Principal | |||||||
| R2035 / South Africa - Corporate Bond/Note | |||||||
| US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A | |||||||
| US80317LAJ26 / Saranac Clo VI Ltd | |||||||
| US912810SA79 / United States Treas Bds Bond | |||||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | |||||||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | |||||||
| MX0SGO0000F0 / Mexican Udibonos | |||||||
| US17025RAA32 / COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 | |||||||
| US912833Y461 / United States Treasury Strip Coupon | |||||||
| US21H0426799 / Ginnie Mae | |||||||
| XS2390844780 / Black Diamond CLO 2019-1 DAC | |||||||
| US933638AB41 / WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust | |||||||
| US92332LAU35 / VENTURE CDO LTD VENTR 2019 36A A1AR 144A | |||||||
| US912803FG36 / United States Treasury Strip Principal | |||||||
| US912803EH28 / United States Treasury Strip Principal | |||||||
| US912803DT74 / United States Treasury Strip Principal | |||||||
| MX0SGO0000K0 / Mexican Udibonos | |||||||
| US57643LFN10 / MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 | |||||||
| US912810RY64 / United States Treas Bds Bond | |||||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | |||||||
| US31393D6J59 / Fannie Mae REMICS | |||||||
| US682439AL84 / 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A D 144A | |||||||
| US912803EN95 / United States Treasury Strip Principal | |||||||
| US912810TD00 / United States Treasury Note/Bond | |||||||
| DK0004619467 / Realkredit Danmark A/S | |||||||
| US912834LR79 / United States Treasury Strip Coupon | |||||||
| US912803EL30 / United States Treasury Strip Principal | |||||||
| US912803FD05 / United States Treasury Strip Principal | |||||||
| R2032 / South Africa - Corporate Bond/Note | |||||||
| US193938AA57 / College Ave Student Loans 2023-A LLC | |||||||
| US912803DX86 / United States Treasury Strip Principal | |||||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | |||||||
| US05377RHM97 / Avis Budget Rental Car Funding AESOP LLC | |||||||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | |||||||
| US01F0406854 / UMBS TBA | |||||||
| US912803FR90 / TSTRIP 0 8/15/2050 | |||||||
| US912810SJ88 / United States Treas Bds Bond | |||||||
| US3137FT2J58 / FREDDIE MAC FHR 4973 PO | |||||||
| US912803EU39 / United States Treasury Strip Principal | |||||||
| US912833Y206 / United States Treasury Strip Coupon | |||||||
| US912803FL21 / United States Treasury Strip Principal | |||||||
| US912803DV21 / United States Treasury Strip Principal | |||||||
| US3136BBAR38 / Fannie Mae-Aces | |||||||
| US26828HAA59 / ECMC Group Student Loan Trust 2018-1 | |||||||
| US92331AAU88 / Venture XXVIII CLO Ltd | |||||||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | |||||||
| US682439AS38 / 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A G 144A | |||||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | |||||||
| US863579YR37 / STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER SARM 2005-19XS 1A1 | |||||||
| US50203JAA60 / LFT CRE 2021-FL1 Ltd | |||||||
| US31393AE459 / Fannie Mae REMICS | |||||||
| US31393JAZ12 / Freddie Mac REMICS | |||||||
| R2037 / South Africa - Sovereign or Government Agency Debt | |||||||
| US912834KH07 / United States Treasury Strip Coupon | |||||||
| US46651BAL45 / JP Morgan Mortgage Trust | |||||||
| US912810RJ97 / United States Treas Bds Bond | |||||||
| US912803EJ83 / United States Treasury Strip Principal | |||||||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | |||||||
| US715638BE14 / Peruvian Government International Bond | |||||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | |||||||
| MX0SGO0000M6 / Mexican Udibonos | |||||||
| US912834KV90 / United States Treasury Strip Coupon | |||||||
| US91087BAX82 / Mexico Government International Bond | |||||||
| US912803ED14 / United States Treasury Strip Principal | |||||||
| US00500RAA32 / ACREC 2021-FL1 Ltd | |||||||
| US35563CAS70 / Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | |||||||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | |||||||
| DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | |||||||
| US46630GAV77 / JP Morgan Mortgage Trust, Series 2007-A1, Class 5A5 | |||||||
| US3137BERC08 / Freddie Mac REMICS | |||||||
| US64828XAA19 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | |||||||
| US3137BD4R42 / FREDDIE MAC FHR 4380 ZG | |||||||
| US76116EHL74 / Resol Fnd Ser B 2030 Bonds Int Comp 10/15/28 | |||||||
| US3136AKKF97 / FANNIE MAE FNR 2014 43 PZ | |||||||
| US31394EN468 / FANNIE MAE FNR 2005 69 EZ | |||||||
| DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | |||||||
| US31395V3Y35 / FREDDIE MAC FHR 2990 NZ | |||||||
| US31418CZH05 / Fannie Mae Pool | |||||||
| US36251PAZ71 / GS Mortgage Securities Trust 2016-GS3 | |||||||
| US9128335A44 / United States Treasury Strip Coupon | |||||||
| US880591EJ70 / Tenn Valley Authority 4.625% Senior Notes 09/15/60 | |||||||
| US31394BLK88 / FANNIE MAE FNR 2004 94 ZA | |||||||
| US9128334Y39 / U.S. Treasury STRIPS Bonds | |||||||
| US912810RZ30 / United States Treas Bds Bond | |||||||
| US912803EK56 / United States Treasury Strip Principal | |||||||
| US83162CRL99 / United States Small Business Administration | |||||||
| US682439AQ71 / 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A F 144A | |||||||
| US9128337V62 / U.S. Treasury STRIPS Bonds | |||||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | |||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90000 06/03/24-4Y* LCH / DIR (000000000) | |||||||
| US21H0406734 / Ginnie Mae | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (67109KBG8) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (000000000) | |||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BENCHMARK MORTGAGE TRUST BMARK 2025 V14 A4 / ABS-MBS (08164BAD2) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| OIS USD SOFR/1.75000 10/23/23-30Y CME / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| US912833Y388 / STRIPS 11/36 0.00000 | |||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250731 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (89856JAA4) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| US01F0506844 / UMBS TBA | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS AUD 4.75000 12/20/28-5Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A / ABS-MBS (749420AA3) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A / ABS-O (69291YAA6) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| OIS MXN TIIE1/7.77500 04/07/25-5Y* CME / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS MXN TIIE1/8.10000 04/07/25-10Y* CME / DIR (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US TREASURY N/B 05/55 4.75 / DBT (912810UK2) | |||||||
| US TREASURY N/B 08/54 4.25 / DBT (912810UC0) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A / ABS-CBDO (64134AAJ1) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS MXN TIIE1/7.58240 04/08/25-5Y* CME / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250718 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SLAM LLC SLAM 2025 1A A 144A / ABS-O (78450TAA5) | |||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (3137HLY30) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| GB00BMV7TC88 / United Kingdom Gilt | |||||||
| OIS USD SOFR/1.75000 12/15/21-30Y CME / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BMO MORTGAGE TRUST BMO 2025 5C11 A2 / ABS-MBS (096941AB5) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS MXN TIIE1/7.91000 04/07/25-7Y* CME / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (883932AN5) | |||||||
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| US TREASURY N/B 02/54 4.25 / DBT (912810TX6) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| US TREASURY N/B 11/54 4.5 / DBT (912810UE6) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| DELL EQUIPMENT FINANCE TRUST DEFT 2025 1 A2 144A / ABS-O (24703UAC7) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797PG6) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (12593CAY7) | |||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (67115PAW5) | |||||||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| US TREASURY N/B 02/55 4.625 / DBT (912810UG1) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (000000000) | |||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250804 / DFE (000000000) | |||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8) | |||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US912810TN81 / United States Treasury Note/Bond | |||||||
| US912834LX48 / United States Treasury Strip Coupon | |||||||
| US004421JX21 / ACE SECURITIES CORP. ACE 2004 RM2 M2 | |||||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | |||||||
| US682439AU83 / 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A H 144A | |||||||
| US912834KP23 / United States Treasury Strip Coupon | |||||||
| US912803FF52 / United States Treasury Strip Principal | |||||||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | |||||||
| US912803EF61 / United States Treasury Strip Principal | |||||||
| US912810TL26 / TREASURY BOND | |||||||
| US9128337W46 / United States Treasury Strip Coupon | |||||||
| US912803FK48 / United States Treasury Strip Principal | |||||||
| US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust | |||||||
| US912803EC31 / United States Treasury Strip Principal | |||||||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E |
