| Market Value | 23,284,771,712 |
| Total Holdings | 3151 |
| 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) |
|---|---|---|---|---|---|---|---|
| RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/2.69000 07/11/22-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000) | |||||||
| COLOMBIA LA SP JPM / DCR (000000000) | |||||||
| IRS ZAR 8.40000 08/07/23-5Y CME / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250701 / DFE (000000000) | |||||||
| RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| US01F0206874 / UMBS TBA 30YR 2% AUG 20 TO BE ANNOUNCED 2.00000000 | |||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (000000000) | |||||||
| RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | |||||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.16509 04/01/24-01/04/27 CME / DIR (000000000) | |||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP MYC / DCR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| COLOMBIA LA SP MYC / DCR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (000000000) | |||||||
| IRS ZAR 8.42600 08/01/23-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| CMBX.NA.AAA.15 SP MYC / DCR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| US2620512044 / Drillco Holdings Luxembourg SA | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| IRS ZAR 8.06250 01/08/25-6Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (000000000) | |||||||
| COLOMBIA LA SP BPS / DCR (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.46382 09/03/24-25Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 7/13/23-28Y* CME / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| IRS ZAR 8.46000 08/02/23-5Y CME / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| IRS ZAR 8.41500 08/04/23-5Y CME / DIR (000000000) | |||||||
| IRS ZAR 8.03000 01/07/25-6Y CME / DIR (000000000) | |||||||
| XS1795409082 / Gazprom PJSC Via Gaz Capital SA | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US31418ET595 / FNCL UMBS 5.0 MA5071 07-01-53 | |||||||
| US3140XFDV09 / FNMA POOL FS0115 FN 07/36 FIXED VAR | |||||||
| US94353WAA36 / WAVE 2017-1 Trust | |||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (000000000) | |||||||
| US31418CUA07 / Fannie Mae Pool | |||||||
| US52520RAA05 / LEHMAN MORTGAGE TRUST LMT 2006 4 1A1 | |||||||
| US55317BAA52 / MOFT 2020 ABC A 144A | |||||||
| US31329PHT30 / FED HM LN PC POOL ZA5642 FR 09/48 FIXED 4 | |||||||
| US87165BAM54 / Synchrony Financial | |||||||
| US92564RAE53 / VICI PROPERTIES / NOTE 4.125% 08/15/2030 144A | |||||||
| US05826BAA44 / Baldwin Re 2021-1 Class A | |||||||
| US3140MNN361 / Federal National Mortgage Association, Inc. | |||||||
| US3133BASY82 / Federal Home Loan Mortgage Corporation | |||||||
| US3133BANT43 / Federal Home Loan Mortgage Corporation | |||||||
| US3132A5J632 / Freddie Mac Pool | |||||||
| US3140XKBL30 / Fannie Mae Pool | |||||||
| US36228FN288 / GSAMP TRUST GSAMP 2004 FM2 M1 | |||||||
| US3133C7S990 / FED HM LN PC POOL QG6844 FR 07/53 FIXED 5 | |||||||
| US124670AA88 / C BASS LTD CBCL 15A A 144A | |||||||
| US3132DWH303 / Freddie Mac Pool | |||||||
| US78307ADH32 / RUSSIAN FEDN 5.875% 09/16/2043 144A | |||||||
| US3133BWGJ63 / FED HM LN PC POOL QF8301 FR 03/53 FIXED 5.5 | |||||||
| US31418EXT27 / UMBS | |||||||
| US3132DP5P93 / FED HM LN PC POOL SD2654 FR 04/53 FIXED 5 | |||||||
| EZ89MT0WHJP2 / MEXICO LA SP MYC | |||||||
| US3140NEEH41 / UMBS | |||||||
| US41282JV408 / HARLEY-DAVIDSON FDG CORP COMMERCIAL PAPER (ISITC) | |||||||
| EZ0D1S8SW570 / CDX HY35 5Y ICE | |||||||
| EZQ5L44FQ7Q3 / FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | |||||||
| US3140J6GR20 / Federal National Mortgage Association | |||||||
| EZT4KMN1Y986 / MEXICO LA SP MYC | |||||||
| US3140NGF963 / Fannie Mae Pool | |||||||
| 953PAVII5 / FINASTRA USA INC 2023 TERM LOAN | |||||||
| XAN5200EAB73 / Lealand Finance Company BV, Term Loan | |||||||
| US31418EM236 / Fannie Mae Pool | |||||||
| US3132A5GX78 / Freddie Mac Pool | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.37000 03/01/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (000000000) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250708 / DFE (000000000) | |||||||
| IRS ZAR 8.42760 07/31/23-5Y CME / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| ZCS BRL 10.13796 07/28/23-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | |||||||
| REPO BANK AMERICA REPO / RA (000000000) | |||||||
| US3140JLLW24 / Fannie Mae Pool | |||||||
| EZG1MXP5KL27 / CDX IG41 5Y ICE | |||||||
| US52521YAA47 / LMT 2007-8 1A1 | |||||||
| US14688GAD60 / CRVNA_23-P3 | |||||||
| US31418ECR99 / Fannie Mae Pool | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| MEXICO LA SP GST / DCR (000000000) | |||||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP00442S4) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250701 / DFE (000000000) | |||||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| ZCS BRL 9.89906 08/03/23-01/02/26 CME / DIR (000000000) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (000000000) | |||||||
| US03072SV368 / Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Ctfs Ser 2005-R11 | |||||||
| US320986AA08 / FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A | |||||||
| US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 | |||||||
| US31418EWA45 / UMBS, 30 Year | |||||||
| US65536QAA67 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1 | |||||||
| US74836YAB65 / QUEST TRUST QUEST 2006 X2 A2 144A | |||||||
| US75405MAK09 / RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX3 M5 | |||||||
| US69121UAD46 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 7 A2C | |||||||
| US71654QDF63 / Petroleos Mexicanos | |||||||
| US61744CNU61 / MORGAN STANLEY ABS CAPITAL I__ 2005-WMC2 M4 V/R REGD 2.94838000 | |||||||
| US40431KAA88 / HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 | |||||||
| US55317BAE74 / MOFT 2020 ABC B 144A | |||||||
| US3137FMUK66 / Freddie Mac Multifamily Structured Pass Through Certificates | |||||||
| US01F0126767 / Uniform Mortgage-Backed Security, TBA | |||||||
| US07274EAH62 / Bayer US Finance LLC | |||||||
| US42806MBA62 / Hertz Vehicle Financing LLC | |||||||
| EZ6ZWC9MVX60 / MEXICO LA SP JPM | |||||||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | |||||||
| US12430YAJ91 / BWAY MORTGAGE TRUST BWAY 2021 1450 C 144A | |||||||
| US30321L2C55 / F&G Global Funding | |||||||
| US89054XAC92 / Topaz Solar Farms LLC | |||||||
| US912828S505 / United States Treasury Inflation Indexed Bonds | |||||||
| US23332QAS21 / DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 2AB3 | |||||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | |||||||
| US46647PDW32 / JPMorgan Chase & Co | |||||||
| US80557BAA26 / Saxon Asset Securities Trust 2007-3 | |||||||
| US02149MAX74 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A9 | |||||||
| US023761AA74 / American Airlines Pass Through Trust, Series 2017-1, Class AA | |||||||
| US21H0406734 / Ginnie Mae | |||||||
| 952YSX903 / WINDSTREAM UNITS EQUITY | |||||||
| US3140NCFZ73 / FNMA 30YR 5% 02/01/2053#BX7383 | |||||||
| US46626LAJ98 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT1 M5 | |||||||
| US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 | |||||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | |||||||
| US30227FAY60 / EXTENDED STAY AMERICA TRUST ESA 2021 ESH XCP 144A | |||||||
| US94986DAA00 / Wells Fargo Mortgage Backed Securities 2007-AR5 Trust | |||||||
| US36179UKZ48 / Ginnie Mae II Pool | |||||||
| US31418EYP95 / FNMA 30YR 6.5% 12/01/2053#MA5217 | |||||||
| US023765AA88 / American Airlines 2016-2 Class AA Pass Through Trust | |||||||
| XS2099272846 / CIFI Holdings Group Co Ltd | |||||||
| XS2053846262 / Altice France SA/France | |||||||
| US194204AA11 / College Avenue Student Loans LLC | |||||||
| US12564NAN21 / CLNY TRUST 2019-IKPR SER 2019-IKPR CL E V/R REGD 144A P/P 0.00000000 | |||||||
| US026930AA57 / American Home Mortgage Assets Trust 2007-2 | |||||||
| US36179XHW92 / Ginnie Mae II Pool | |||||||
| US92922FB647 / WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust | |||||||
| US02660YAU64 / AMERICAN HOME MORTGAGE INVESTMENT TRUST | |||||||
| US694308KF34 / Pacific Gas and Electric Co | |||||||
| US345397C437 / Ford Motor Credit Co LLC | |||||||
| US3131Y1CW87 / FED HM LN PC POOL ZM6385 FR 05/48 FIXED 4 | |||||||
| US007036MX18 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 | |||||||
| US74928XBB64 / RBSSP RESECURITIZATION TRUST RBSSP 2009 6 3A2 144A | |||||||
| US466247VH36 / JP MORGAN MORTGAGE TRUST 2005-S2 JPMMT 2005-S2 2A15 | |||||||
| US91681EAA29 / UPSTART PASS THROUGH TRUST UPSPT 2022 ST3 A 144A | |||||||
| US059469AC06 / BANC OF AMERICA ALTERNATIVE LO BOAA 2006 7 A3 | |||||||
| US55285BAA35 / MF1 2022-FL10 LLC MF1 2022-FL10 A | |||||||
| US36179WVV70 / GINNIE MAE II POOL G2 MA7828 | |||||||
| US3131Y1W553 / Freddie Mac Pool | |||||||
| US14687TAD90 / Carvana Auto Receivables Trust FRN, due 01/10/27 | |||||||
| US3140K3AY85 / FNMA POOL BO7222 FN 01/50 FIXED 4 | |||||||
| US14688EAC30 / CRVNA_23-P1 | |||||||
| US3133BWUQ41 / FED HM LN PC POOL QF8691 FR 02/53 FIXED 5.5 | |||||||
| US3132DWHZ95 / Freddie Mac Pool | |||||||
| US519440AD36 / LAVENDER TRUST LTS 2010 RR2A A4 144A | |||||||
| US23246BAK70 / Countrywide Asset-Backed Certificates | |||||||
| US345397D260 / Ford Motor Credit Co LLC | |||||||
| US55348UAN81 / MRCD 2019-MARK Mortgage Trust | |||||||
| US14454EAC57 / Carrington Mortgage Loan Trust Series 2007-HE1 | |||||||
| US694308HS91 / Pacific Gal Elec Bond | |||||||
| US3133C5VS70 / Freddie Mac Pool | |||||||
| US3133KGQP62 / FED HM LN PC POOL RA1362 FR 09/49 FIXED 4 | |||||||
| US251526CS67 / Deutsche Bank AG/New York NY | |||||||
| US07389KAG67 / BEAR STEARNS ALT A TRUST II BSAAT 2007 1 3A1 | |||||||
| US437084UT14 / Home Equity Asset Trust 2006-3 | |||||||
| US2254W0MM42 / Adjustable Rate Mortgage Trust 2005-12 | |||||||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | |||||||
| XS2689949555 / Romanian Government International Bond | |||||||
| US3133C2JD19 / FED HM LN PC POOL QG2060 FR 05/53 FIXED 5 | |||||||
| US30333LAB45 / FHF Issuer Trust 2023-2 | |||||||
| US53944YAD58 / Lloyds Banking Group PLC | |||||||
| US3140MXNY62 / FNMA POOL BW5806 FN 08/52 FIXED 5 | |||||||
| US16162WRA98 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A4 | |||||||
| US69359QAA22 / PRET 2021-RN4 LLC | |||||||
| XS1859337419 / Altice France SA/France | |||||||
| 900123CY / Turkey Government International Bond | |||||||
| US3133BWMK62 / FNCL UMBS 5.5 QF8462 03-01-53 | |||||||
| US3140HK2M94 / FNMA POOL BK6179 FN 11/48 FIXED 4 | |||||||
| US3132A5G331 / UMBS Pool | |||||||
| US3140X6S931 / FANNIE MAE POOL UMBS P#FM3243 3.50000000 | |||||||
| US12668BJX29 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J1 1A1 | |||||||
| XS2240971742 / Country Garden Holdings Co Ltd | |||||||
| EZ4YGY9ZBMF1 / CMBX.NA.AAA.12 SP SAL | |||||||
| US89054XAD75 / Topaz Solar Farms LLC | |||||||
| US21H0506806 / GNMA | |||||||
| US81375WCS35 / SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M1 | |||||||
| US78432WAJ27 / SFO_21-555 | |||||||
| US3133KPUP16 / FR RA7790 | |||||||
| US36266BAS79 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL4 PT 144A | |||||||
| US3132A5KB03 / Freddie Mac Pool | |||||||
| US31418EHF07 / Fannie Mae Pool | |||||||
| US55275TAB44 / Mastr Asset Backed Securities Trust 2007-WMC1 | |||||||
| US61747YET82 / Morgan Stanley | |||||||
| US02156LAA98 / Altice France SA/France | |||||||
| US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 | |||||||
| US152314GR52 / CENTEX HOME EQUITY CXHE 2003 A M1 | |||||||
| US59020UQV07 / Merrill Lynch Mortgage Capital Inc. | |||||||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | |||||||
| US04012XAA37 / Argent Securities Trust 2006-W5 | |||||||
| US92922FBX50 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A | |||||||
| US251526CD98 / Deutsche Bank AG/New York NY | |||||||
| US3140NLWV75 / FNMA POOL BY4259 FN 06/53 FIXED 5.5 | |||||||
| US78447EAC03 / SLM Student Loan Trust 2012-5 | |||||||
| US3140X6S774 / FANNIE MAE POOL UMBS P#FM3241 3.00000000 | |||||||
| US3140X3B801 / UMBS | |||||||
| US12569DAA72 / CIM Trust | |||||||
| US251513BD86 / Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 | |||||||
| US63874EAJ91 / NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B C 144A | |||||||
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| US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp | |||||||
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| US91683TAB52 / UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A | |||||||
| US25470XBE40 / DISH DBS Corp | |||||||
| US92332YAC57 / Venture Global LNG Inc | |||||||
| US36269EAB56 / GLS Auto Select Receivables Trust 2023-2 | |||||||
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| US3140X7CA56 / FNMA POOL FM3664 FN 03/49 FIXED VAR | |||||||
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| US41162BAA17 / HARBORVIEW MORTGAGE LOAN TRUST SER 2006-SB1 CL A1A V/R REGD 3.17644500 | |||||||
| US70069FMT11 / Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2 | |||||||
| US3132DWJ614 / FNCL UMBS 6.5 SD8385 12-01-53 | |||||||
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| US38141GA468 / Goldman Sachs Group Inc/The | |||||||
| US803169AN15 / Saranac CLO III Ltd | |||||||
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| US17307GP856 / Citigroup Mortgage Loan Trust Inc | |||||||
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| US225401AY40 / Credit Suisse Group AG | |||||||
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| US345397B777 / Ford Motor Credit Co LLC | |||||||
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| US748956AA71 / RCKT Mortgage Trust 2023-CES2 | |||||||
| US040114HT09 / Argentine Republic Government International Bond | |||||||
| US040114HV54 / Argentine Republic Government International Bond | |||||||
| US694308JG36 / Pacific Gas and Electric Co | |||||||
| US65536HBX52 / NOMURA HOME EQUITY LOAN INC HOME EQUITY LOAN TRUST SERIES 2006-FM1 | |||||||
| US682696AA77 / OneMain Financial Issuance Trust 2020-2 | |||||||
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| US84751PKX68 / SURF 2006-AB1 M1 | |||||||
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| US05377RHC16 / AESOP 23-5 A 144A 5.78% 04-20-28/27 | |||||||
| XAF6628DAN49 / Numericable U.S. LLC, Term Loan B14 | |||||||
| US12669GRM59 / COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1 | |||||||
| US3140XH5X18 / UMBS, 30 Year | |||||||
| US058933AN29 / Banc of America Funding 2006-D Trust | |||||||
| US46647PDA12 / JPMorgan Chase & Co. | |||||||
| US46629FAF71 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M2 | |||||||
| US86359DWH69 / STRUCTURED ASSET SECURITIES CO SASC 2005 RF6 A 144A | |||||||
| US43710XAD03 / Home Equity Loan Trust | |||||||
| US654744AB77 / Nissan Motor Co Ltd | |||||||
| US45669EAC03 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 2A1 | |||||||
| US43710BAC00 / Home Equity Mortgage Loan Asset-Backed Trust, Series 2007-A, Class 2A2 | |||||||
| US86361GAA40 / STRUCTURED ASSET SECURITIES CO SASC 2006 BC2 A1 | |||||||
| US61910AAA60 / Mortgage Equity Conversion Asset Trust | |||||||
| US05493LAL09 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX D 144A | |||||||
| US715638AV48 / REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | |||||||
| US61750FAF71 / Morgan Stanley ABS Capital I Incorporated Trust 2006-HE6 | |||||||
| UNIT / Unity Group LLC | |||||||
| RU000A0JXU22 / Russian Foreign Bond - Eurobond | |||||||
| RUSSIA / Russian Foreign Bond - Eurobond | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| US92918XAA37 / Voyager Aviation Holdings LLC | |||||||
| RFRF USD SF+26.161/1.10 8/01/23-6Y* CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250701 / DFE (000000000) | |||||||
| FED HM LN PC POOL SD8439 FR 06/54 FIXED 6 / ABS-MBS (3132DWLU5) | |||||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| IRS EUR 3.45000 10/20/23-5Y LCH / DIR (000000000) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAJ1) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A / ABS-O (78435VAD4) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (69547DAB2) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250930 / DFE (000000000) | |||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000) | |||||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | |||||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797MH7) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 6 A1 144A / ABS-MBS (74390PAA5) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A / ABS-MBS (69380XAA0) | |||||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | |||||||
| CMBX.NA.AAA.12 SP MEI / DCR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| IRS EUR 3.37000 10/09/23-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.72136 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FNMA POOL BY6544 FN 05/54 FIXED 5 / ABS-MBS (3140NPHW3) | |||||||
| EQUITABLE AMERICA GLOBAL SECURED 144A 06/28 4.65 / DBT (29446Q2A0) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR / DBT (05565ECV5) | |||||||
| SOLD CAD BOUGHT USD 20250710 / DFE (000000000) | |||||||
| RFR USD SOFR/3.78300 02/07/24-10Y LCH / DIR (000000000) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A / ABS-O (072926AB4) | |||||||
| US TREASURY N/B 05/54 4.625 / DBT (912810UA4) | |||||||
| JOHN DEERE OWNER TRUST JDOT 2024 C A2A / ABS-O (477911AB7) | |||||||
| CASCADE FUNDING MORTGAGE TRUST CFMT 2024 RM5 A 144A / ABS-MBS (147275AA9) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| COLOMBIA LA SP MYC / DCR (000000000) | |||||||
| ZCS BRL 10.3275 04/05/24-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| PROJECT HUDSON II FIXED TERM LOAN / ABS-MBS (BA0004RR0) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A / ABS-O (29375QAB4) | |||||||
| PROJECT PANAMA SPV LLC CR LKD NTSER 2024 1 144A / ABS-O (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| INF SWAP GB NI 4.055 09/15/21-10Y LCH / DIR (000000000) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 C A3 144A / ABS-O (78398DAC1) | |||||||
| RFRF USD SF+26.161/1.50 7/05/23-8Y* CME / DIR (000000000) | |||||||
| ARMOR RE II LTD UNSECURED 144A 01/32 VAR / DBT (04227FAF2) | |||||||
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR / DBT (27332EAA9) | |||||||
| RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RCF3 A1 144A / ABS-MBS (69392PAA3) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797PG6) | |||||||
| SOLD CAD BOUGHT USD 20250708 / DFE (000000000) | |||||||
| FED HM LN PC POOL QH1066 FR 09/53 FIXED 5 / ABS-MBS (3133CDFF6) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP BOA / DCR (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 07/15/23-8Y CME / DIR (000000000) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 2A A 144A / ABS-O (00833BAG3) | |||||||
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A / ABS-O (881943AE4) | |||||||
| RFR USD SOFR/4.25000 03/20/24-7Y CME / DIR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.00000 01/03/25-6Y CME / DIR (000000000) | |||||||
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 5.3 / DBT (65480CAG0) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (80287LAC3) | |||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PN1) | |||||||
| RFR USD SOFR/4.03000 10/04/23-10Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL QI7370 FR 05/54 FIXED 5 / ABS-MBS (3133WEFK1) | |||||||
| FNMA POOL MA5294 FN 03/54 FIXED 5 / ABS-MBS (31418E3C2) | |||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (000000000) | |||||||
| NAVIENT REFINANCE LOAN TRUST NAVRL 2025 A A 144A / ABS-O (63943FAA2) | |||||||
| 31750R6D4 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| GCAT GCAT 2023 NQM4 A1 144A / ABS-MBS (36171FAA1) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR JPY MUTK/0.17625 04/27/22-5Y LCH / DIR (000000000) | |||||||
| J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) | |||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.8 / ABS-O (000000000) | |||||||
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN / LON (BA000HYC6) | |||||||
| LINEAGE OP LP COMPANY GUAR 144A 07/30 5.25 / DBT (53567YAA7) | |||||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | |||||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | |||||||
| AQFIT 2025 1 A 144A / ABS-MBS (955WCLII8) | |||||||
| VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE / DBT (959DHQII0) | |||||||
| RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (000000000) | |||||||
| JP MORGAN SEASONED MORTGAGE TR JPSMT 2025 1 A4 144A / ABS-MBS (46659PAG6) | |||||||
| CDX HY44 5Y ICE / DCR (000000000) | |||||||
| RFRF USD SF+26.161/1.7* 8/12/23-28Y CME / DIR (000000000) | |||||||
| FED HM LN PC POOL ZJ5251 FR 03/31 FIXED 7 / ABS-MBS (3131WVZQ2) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8) | |||||||
| RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.36000 08/07/23-5Y CME / DIR (000000000) | |||||||
| 3175MR9F2 PIMCO CAP USD 0.0255 USD SOFR COMPOU / DIR (000000000) | |||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR / DBT (13947LAF9) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL 524579 FN 10/28 FIXED 6.5 / ABS-MBS (31384HXG3) | |||||||
| US63906EB929 / NatWest Markets PLC | |||||||
| RFR USD SOFR/2.50800 07/25/23-30Y LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR JPY MUTK/0.711* 04/27/22-20Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/1.00000 06/15/22-7Y CME / DIR (000000000) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A / ABS-O (78437KAC8) | |||||||
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (090975AA1) | |||||||
| RFR USD SOFR/1.00000 06/15/22-5Y LCH / DIR (000000000) | |||||||
| XS2066744231 / Carnival PLC | |||||||
| COLOMBIA LA SP BRC / DCR (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| BOUGHT TRY SOLD USD 20250721 / DFE (000000000) | |||||||
| FNMA POOL MA5355 FN 05/54 FIXED 6.5 / ABS-MBS (31418E5R7) | |||||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000) | |||||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (13947LAG7) | |||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | |||||||
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| CROSSROADS ASSET TRUST XROAD 2025 A A2 144A / ABS-O (22767VAB4) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| NXP BV NXP FDG NXP USA DISC CO / DBT (67122RU26) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (83207QAB5) | |||||||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (903724CG5) | |||||||
| SBA TOWER TRUST ASSET BACKED 144A 10/29 4.831 / DBT (78403DBD1) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A / ABS-MBS (92540HAA4) | |||||||
| RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A2 144A / ABS-MBS (12654PAB4) | |||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A / ABS-O (805922AG6) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL DA4870 FN 01/54 FIXED 6.5 / ABS-MBS (3140A5MU9) | |||||||
| 3175AC950 PIMCO CAP USD 0.026175 USD SOFR COMP / DIR (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (000000000) | |||||||
| REPO BANK AMERICA REPO / RA (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A / ABS-O (78450XAA6) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (61690U8D5) | |||||||
| IRS EUR 2.75000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (000000000) | |||||||
| ARCANO EURO CLO ARCAN 2A A / ABS-CBDO (ACI2YDJX3) | |||||||
| FORD MOTOR COMPANY SNR S* ICE / DCR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.97000 02/27/24-5Y LCH / DIR (000000000) | |||||||
| DLLMT LLC DLLMT 2024 1A A2 144A / ABS-O (23347AAC5) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250703 / DFE (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 / ABS-O (30165AAB1) | |||||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (000000000) | |||||||
| FED HM LN PC POOL QI2023 FR 03/54 FIXED 5 / ABS-MBS (3133W8G80) | |||||||
| FNMA POOL BO9411 FN 06/53 FIXED 5.5 / ABS-MBS (3140K5N52) | |||||||
| COLOMBIA LA SP GST / DCR (000000000) | |||||||
| VERAISON RE LTD UNSECURED 144A 03/33 VAR / DBT (92335TAE9) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2B / ABS-O (023947AC8) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAP9) | |||||||
| FNMA POOL BY4139 FN 06/53 FIXED 5.5 / ABS-MBS (3140NLS59) | |||||||
| RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (000000000) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3 / ABS-O (98164NAD7) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| 31750PJ77 PIMCO FXVAN CALL USD TRY 56.90000000 / DFE (000000000) | |||||||
| FNMA POOL DB4387 FN 05/54 FIXED 5 / ABS-MBS (3140AD2V2) | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | |||||||
| FNMA POOL CB7761 FN 01/54 FIXED 5 / ABS-MBS (3140QTTT6) | |||||||
| RFR USD SOFR/2.85000 08/30/22-5Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | |||||||
| RFR USD SOFR/3.66500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL BY6514 FN 02/54 FIXED 5 / ABS-MBS (3140NPGY0) | |||||||
| RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (83206EAA5) | |||||||
| AMERICAN AIRLINES INC 2025 TERM LOAN / LON (02376CBS3) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| ZCS BRL 9.99764 08/04/23-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (000000000) | |||||||
| INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (ACI2Q9953) | |||||||
| WINSTON RE LTD UNSECURED 144A 02/31 VAR / DBT (975660AB7) | |||||||
| RFR USD SOFR/3.90000 04/15/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-30Y CME / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (30336CAC9) | |||||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) | |||||||
| NXP BV NXP FDG NXP USA DISC CO / DBT (67122RU18) | |||||||
| IQVIA INC SR SECURED 02/29 6.25 / DBT (46266TAF5) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260617 / DFE (000000000) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 C A2 144A / ABS-O (78398DAB3) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFR USD SOFR/3.52500 03/02/23-7Y LCH / DIR (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| RFR USD SOFR/3.87000 10/17/23-30Y LCH / DIR (000000000) | |||||||
| FNMA POOL DA5111 FN 12/53 FIXED 6.5 / ABS-MBS (3140A5VD7) | |||||||
| EQUITABLE FINANCIAL LIFE SECURED 144A 11/27 4.875 / DBT (29449WAR8) | |||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (000000000) | |||||||
| 31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A / ABS-O (70687FAB5) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.183133 04/04/24-01/04/27 CME / DIR (000000000) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAC5) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797QU4) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A / ABS-CBDO (05682GAQ1) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | |||||||
| PALM RE LTD UNSECURED 144A 06/32 VAR / DBT (69664FAB4) | |||||||
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL RJ1875 FR 03/54 FIXED 5 / ABS-MBS (3142GSCM8) | |||||||
| RFR USD SOFR/2.00000 12/21/22-7Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (000000000) | |||||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAA6) | |||||||
| RFR USD SOFR/3.59507 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| ACHV ABS TRUST ACHV 2025 1PL B 144A / ABS-O (00112MAB2) | |||||||
| FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.5 / ABS-MBS (3132DWLL5) | |||||||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (000000000) | |||||||
| FED HM LN PC POOL SD4069 FR 09/53 FIXED 5 / ABS-MBS (3132E0QW5) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A3 144A / ABS-O (29375QAC2) | |||||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/2.24250 08/07/24-2Y LCH / DIR (000000000) | |||||||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (06675DCL4) | |||||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A B 144A / ABS-O (68377TAB4) | |||||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| FNMA POOL DB1377 FN 04/54 FIXED 6.5 / ABS-MBS (3140AAQ75) | |||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | |||||||
| AMSURG EQUITY EQTYAS910 / EC (902RDL901) | |||||||
| RFR USD SOFR/3.05000 09/07/22-5Y LCH / DIR (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3 / ABS-O (80288AAC6) | |||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000) | |||||||
| ZCS BRL 9.93932 08/07/23-01/02/26 CME / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL1 A1 144A / ABS-MBS (69392FAA5) | |||||||
| 31750PIY9 PIMCO FXVAN CALL USD TRY 51.75000000 / DFE (000000000) | |||||||
| BOEING CO/THE SNR S* ICE / DCR (000000000) | |||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 / ABS-O (21050QAB3) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A / ABS-MBS (22757GAC7) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAF3) | |||||||
| RFR USD SOFR/4.39250 10/25/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | |||||||
| FNMA POOL 535032 FN 12/29 FIXED VAR / ABS-MBS (31384VLM2) | |||||||
| NMLT TRUST NLT 2023 1 A1 144A / ABS-MBS (62917MAA1) | |||||||
| CMBX.NA.AAA.13 SP GST / DCR (000000000) | |||||||
| 317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD / DIR (000000000) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVF7) | |||||||
| RFRF USD SF+26.161/1.70 8/01/23-29Y* CME / DIR (000000000) | |||||||
| FED HM LN PC POOL QH7841 FR 01/54 FIXED 6.5 / ABS-MBS (3133CLWA0) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| RFR USD SOFR/3.74901 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL SD8430 FR 05/54 FIXED 5 / ABS-MBS (3132DWLK7) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| IRS ZAR 8.55000 08/03/23-5Y CME / DIR (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (161917AB5) | |||||||
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (14319FAC7) | |||||||
| GOODLEAP HOME IMPROVEMENT SOLU GDLP 2025 2A A 144A / ABS-O (38238FAA8) | |||||||
| IRS EUR 0.83000 12/09/42-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (09709AAC6) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A / ABS-O (91682PAA6) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A / ABS-O (16144YAB4) | |||||||
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (04227FAE5) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| HARDWOOD FUNDING LLC CORP0HRD7 / DBT (955NUHII7) | |||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | |||||||
| RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.80000 08/22/23-7Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR / DBT (73110JAB8) | |||||||
| BONANZA RE LTD UNSECURED 144A 01/26 VAR / DBT (09785EAN1) | |||||||
| A3KMYN / Air Lease Corporation - Preferred Stock | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A / ABS-O (83407HAA5) | |||||||
| HARDWOOD FUNDING LLC CORP0HRE5 / DBT (955NUFII1) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A3 / ABS-O (802919AC4) | |||||||
| ACA / Crédit Agricole S.A. | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| BOUGHT KWD SOLD USD 20260504 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| FED HM LN PC POOL QH9251 FR 02/54 FIXED 6 / ABS-MBS (3133CNH47) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| FED HM LN PC POOL SD8437 FR 06/54 FIXED 5 / ABS-MBS (3132DWLS0) | |||||||
| BRO / Brown & Brown, Inc. | |||||||
| SOLD PEN BOUGHT USD 20250709 / DFE (000000000) | |||||||
| FNMA POOL 335339 FN 02/26 FIXED 6.5 / ABS-MBS (31375HPY4) | |||||||
| RFR USD SOFR/3.76000 08/23/23-10Y LCH / DIR (000000000) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A / ABS-O (14688XAB3) | |||||||
| H / Hyatt Hotels Corporation | |||||||
| BOUGHT PEN SOLD USD 20250701 / DFE (000000000) | |||||||
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 / ABS-MBS (3132DWKQ5) | |||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (758983AA8) | |||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000) | |||||||
| ZCS BRL 9.87397 08/03/23-01/02/26 CME / DIR (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (14319FAB9) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A / ABS-MBS (ACI2M6698) | |||||||
| RFR JPY MUTK/1.25000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A / ABS-O (16144CAC0) | |||||||
| MEXICO LA SP MYC / DCR (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS MXN TIIE1/9.02000 12/23/24-5Y* CME / DIR (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR / DBT (903724CD2) | |||||||
| RFR USD SOFR/3.99400 07/02/24-10Y LCH / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL2 A1 144A / ABS-MBS (69392CAA2) | |||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (31568AAB2) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A D / ABS-O (21050QAE7) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A / ABS-O (81885BAC9) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | |||||||
| 317U0TJA7 PIMCO FPPSWAPTION 2.17 CALL USD / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A / ABS-MBS (74390BAA6) | |||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | |||||||
| RFR USD SOFR/3.30000 12/02/24-29Y* CME / DIR (000000000) | |||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| FED HM LN PC POOL QI0981 FR 02/54 FIXED 6.5 / ABS-MBS (3133W7CS2) | |||||||
| 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797PW1) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (891944AA8) | |||||||
| US04965JAE38 / Atrium Hotel Portfolio Trust 2017-ATRM | |||||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | |||||||
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B / LON (953RGXII1) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A / ABS-O (14687VAC6) | |||||||
| PRKCM TRUST PRKCM 2024 HOME1 A1 144A / ABS-MBS (69391XAA7) | |||||||
| US89180YAA82 / Towd Point Mortgage Trust 2022-4 | |||||||
| US92332YAD31 / Venture Global LNG Inc | |||||||
| ZCS BRL 11.26 03/25/22-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A / ABS-O (69548BAC3) | |||||||
| BOUGHT KWD SOLD USD 20260528 / DFE (000000000) | |||||||
| IRS EUR 2.54700 03/09/23-10Y LCH / DIR (000000000) | |||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000) | |||||||
| 934FUQII0 / KAF KAERTNER AUS (EUR) HETACAPP2 (EUR) | |||||||
| US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 | |||||||
| US80282KBF21 / Santander Holdings USA, Inc. | |||||||
| RFR USD SOFR/2.68000 07/11/22-10Y LCH / DIR (000000000) | |||||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM1 A1 / ABS-MBS (80262BAA8) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| RFRF USD SF+26.161/1.3* 8/01/23-9Y* CME / DIR (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (69547XAA0) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (78397XAB0) | |||||||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (50201QAL8) | |||||||
| RFR USD SOFR/3.10000 09/09/22-7Y LCH / DIR (000000000) | |||||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 / ABS-O (412922AB2) | |||||||
| FED HM LN PC POOL QG3352 FR 04/53 FIXED 5 / ABS-MBS (3133C3WM4) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A / ABS-MBS (69391YAA5) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A / ABS-MBS (67119DAA6) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (805922AE1) | |||||||
| IRS EUR 2.95000 06/12/24-5Y LCH / DIR (000000000) | |||||||
| FNMA POOL MA5421 FN 07/54 FIXED 6 / ABS-MBS (31418FAX5) | |||||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | |||||||
| US80282KBF21 / Santander Holdings USA, Inc. | |||||||
| FNMA POOL DA4922 FN 10/53 FIXED 6.5 / ABS-MBS (3140A5PG7) | |||||||
| PRP ADVISORS, LLC PRPM 2025 NQM1 A1 144A / ABS-MBS (74391EAA9) | |||||||
| DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) | |||||||
| LU2445094365 / INTELSAT EMERGENCE SA | |||||||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH / DIR (000000000) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2025 A A2 144A / ABS-O (78437KAB0) | |||||||
| ZCS BRL 10.05205 08/02/23-01/02/26 CME / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| FED HM LN PC POOL QH9192 FR 01/54 FIXED 6.5 / ABS-MBS (3133CNF98) | |||||||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | |||||||
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A / ABS-O (63942TAC9) | |||||||
| RGA GLOBAL FUNDING SECURED 144A 01/31 5.5 / DBT (76209PAD5) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A3 / ABS-O (10805NAC9) | |||||||
| RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (000000000) | |||||||
| ALAMO RE LTD UNSECURED 144A 06/26 VAR / DBT (011395AQ3) | |||||||
| FNMA POOL FS7252 FN 11/53 FIXED VAR / ABS-MBS (3140XPBW8) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (14687RAC5) | |||||||
| SABINE RE LTD UNSECURED 144A 04/31 VAR / DBT (785628AA6) | |||||||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (000000000) | |||||||
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR / DBT (89141WAH5) | |||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000) | |||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A / ABS-MBS (67448LAA0) | |||||||
| IRS ZAR 8.20250 01/10/25-6Y CME / DIR (000000000) | |||||||
| FED HM LN PC POOL QI8825 FR 07/54 FIXED 5 / ABS-MBS (3133WFYW1) | |||||||
| RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A / ABS-O (21050UAD0) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AUG7) | |||||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL SD8447 FR 07/54 FIXED 6 / ABS-MBS (3132DWL43) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (92540DAA3) | |||||||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| CDX HY39 5Y ICE / DCR (000000000) | |||||||
| FED HM LN PC POOL QI3285 FR 04/54 FIXED 5 / ABS-MBS (3133W9UJ8) | |||||||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (000000000) | |||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.60089 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAL5) | |||||||
| FED HM LN PC POOL SD8445 FR 07/54 FIXED 5 / ABS-MBS (3132DWL27) | |||||||
| ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (000000000) | |||||||
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) | |||||||
| RFR USD SOFR/3.60240 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR / DBT (54307MAA6) | |||||||
| RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (000000000) | |||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (ACI2T3G55) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (45870GAE6) | |||||||
| ZCS BRL 10.25622 04/03/24-01/04/27 CME / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| FNMA POOL DA5067 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5TZ1) | |||||||
| BRAZIL LA SP MYC / DCR (000000000) | |||||||
| CMBX.NA.AAA.13 SP MYC / DCR (000000000) | |||||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (83407UAE8) | |||||||
| 31750PMB4 PIMCO FXVAN CALL USD TRY 52.72500000 / DFE (000000000) | |||||||
| US3133KYYA18 / Federal Home Loan Mortgage Corporation | |||||||
| US46631JAL26 / JP Morgan Mortgage Trust, Series 2007-A4, Class 3A1 | |||||||
| EZV2HPK2D0S5 / EQUINIX INC SNR S* SP GST | |||||||
| 31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| PEP01000C5I0 / BONOS DE TESORERIA | |||||||
| EZJP54HQYM45 / CDX EM37 ICE | |||||||
| US3140Q75V59 / Fannie Mae Pool | |||||||
| 952NPGII8 / CREDIT SUISSE GP AG COCO JRSUB 144A RVC | |||||||
| US3133C3ZL34 / FED HM LN PC POOL QG3447 FR 05/53 FIXED 5 | |||||||
| XS2434895632 / Romanian Government International Bond | |||||||
| US63942TAB17 / Navient Student Loan Trust | |||||||
| US92564RAD70 / VICI PROPERTIES / NOTE 3.75% 02/15/2027 144A | |||||||
| US83613AAQ58 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 2A2 | |||||||
| USL26915AA33 / FORESEA Holding SA | |||||||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (76090QAA1) | |||||||
| US43708AAW27 / INDYMAC RESIDENTIAL ASSET BACK INABS 2005 A M6 | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (73110JAC6) | |||||||
| BNP / BNP Paribas SA | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797QK6) | |||||||
| FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 / ABS-MBS (3132DWKJ1) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAD3) | |||||||
| IRS ZAR 8.54300 08/04/23-5Y CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH / DIR (000000000) | |||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| US89364MCA09 / TRANSDIGM INC | |||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (000000000) | |||||||
| A3KMYN / Air Lease Corporation - Preferred Stock | |||||||
| TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9) | |||||||
| RFR USD SOFR/2.64500 07/24/24-2Y LCH / DIR (000000000) | |||||||
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) | |||||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (05565ECW3) | |||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (505712AB5) | |||||||
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (ACI2PNX49) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A3 144A / ABS-O (73328AAD1) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | |||||||
| RFR USD SOFR/3.60243 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (14688NAD1) | |||||||
| COLOMBIA LA SP BPS / DCR (000000000) | |||||||
| 317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD / DIR (000000000) | |||||||
| RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (000000000) | |||||||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | |||||||
| SOFI CONSUMER LOAN PROGR 06/34 0 / ABS-O (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (83407UAB4) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (16144LAB2) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A1 144A / ABS-O (36272GAA7) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A / ABS-O (21050UAE8) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.70000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAM3) | |||||||
| RFR USD SOFR/3.75000 12/13/22-5Y LCH / DIR (000000000) | |||||||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP0043Z50) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| CMBX.NA.AAA.15 SP GST / DCR (000000000) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | |||||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| REPO BANK AMERICA REPO / RA (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250710 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (83406YAA9) | |||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| FORD CREDIT CANADA CO/CA COMPANY GUAR REGS 09/25 6.777 / DBT (34527ACK4) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| FED HM LN PC POOL QI8192 FR 06/54 FIXED 5 / ABS-MBS (3133WFC54) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A2A 144A / ABS-O (73328AAB5) | |||||||
| FNMA POOL FS7304 FN 10/53 FIXED VAR / ABS-MBS (3140XPDJ5) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (03332AAA8) | |||||||
| ENB.PRN / Enbridge Inc. - Preferred Security | |||||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (90323WAQ3) | |||||||
| RFR USD SOFR/2.59000 07/23/24-2Y LCH / DIR (000000000) | |||||||
| FNMA POOL MA5248 FN 01/54 FIXED 6.5 / ABS-MBS (31418EZN3) | |||||||
| RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251113 / DFE (000000000) | |||||||
| WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (98164LAD1) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL CB8271 FN 04/54 FIXED 5 / ABS-MBS (3140QUFM3) | |||||||
| RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | |||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) | |||||||
| FED HM LN PC POOL QH4279 FR 11/53 FIXED 6.5 / ABS-MBS (3133CGXG7) | |||||||
| CDX EM34 ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.12 SP MYC / DCR (000000000) | |||||||
| IRS ZAR 8.00100 01/06/25-6Y CME / DIR (000000000) | |||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME / DIR (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A / ABS-O (345214BJ8) | |||||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A1 144A / ABS-O (41284LAG9) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| CNQ / Canadian Natural Resources Limited | |||||||
| AIRBUS FINANCE BV SNR SE ICE / DCR (000000000) | |||||||
| IRS AUD 4.00000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (000000000) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (000000000) | |||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (379924AC7) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (000000000) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (30166UAB6) | |||||||
| FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5 / ABS-MBS (3132DWMM2) | |||||||
| RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL FS7325 FN 01/54 FIXED VAR / ABS-MBS (3140XPD71) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| FED HM LN PC POOL SD8382 FR 12/53 FIXED 5 / ABS-MBS (3132DWJ38) | |||||||
| IRS EUR 0.50000 06/17/20-30Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (000000000) | |||||||
| AT&T INC SNR S* ICE / DCR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (39571MAC2) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A / ABS-MBS (28225GAA2) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000) | |||||||
| ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3 / ABS-O (44934QAD3) | |||||||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | |||||||
| M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A / ABS-O (55376YAB1) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250703 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (00833BAA6) | |||||||
| USB AUTO OWNER TRUST USCAR 2025 1A A2 144A / ABS-O (90367VAB5) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (000000000) | |||||||
| 317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 31750PIZ6 PIMCO FXVAN PUT USD TRY 39.75000000 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | |||||||
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000) | |||||||
| PROTECTIVE LIFE GLOBAL SECURED 144A 06/30 4.803 / DBT (74368CCC6) | |||||||
| RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (21050UAB4) | |||||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (ACI2NQX93) | |||||||
| FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | |||||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A / ABS-O (023947AB0) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250814 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (78437VAE0) | |||||||
| RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| 317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (000000000) | |||||||
| IRS EUR 0.25000 03/18/20-30Y LCH / DIR (000000000) | |||||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/29 5.25 / DBT (928668CG5) | |||||||
| RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL SD4997 FR 10/53 FIXED 5 / ABS-MBS (3132DSRS3) | |||||||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 3.27000 08/21/23-10Y LCH / DIR (000000000) | |||||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (38013KAD2) | |||||||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.25830 03/31/23-7Y* CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| ZCS BRL 10.20325 04/02/24-01/04/27 CME / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.3 / ABS-O (000000000) | |||||||
| FNMA POOL MA5297 FN 03/54 FIXED 6.5 / ABS-MBS (31418E3F5) | |||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | |||||||
| RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 7/22/23-28Y* CME / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A2 / ABS-O (14688YAB1) | |||||||
| ACE SECURITIES CORP 11/34 1 / ABS-MBS (004421HV8) | |||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (000000000) | |||||||
| COLOMBIA LA SP JPM / DCR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A C 144A / ABS-O (68377TAC2) | |||||||
| PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (74639NAC7) | |||||||
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (000000000) | |||||||
| 3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| IRS ZAR 8.46000 08/01/23-5Y CME / DIR (000000000) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (69381LAA5) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (072926AC2) | |||||||
| ACA / Crédit Agricole S.A. | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | |||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000) | |||||||
| FED HM LN PC POOL QG3144 FR 05/53 FIXED 5 / ABS-MBS (3133C3P59) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (78435VAC6) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A / ABS-O (21050UAF5) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVE0) | |||||||
| GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (40172PAL6) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2 / ABS-O (41284PAB1) | |||||||
| FNMA POOL BU4708 FN 07/54 FIXED 5 / ABS-MBS (3140M6GS6) | |||||||
| IRS ZAR 8.41500 07/31/23-5Y CME / DIR (000000000) | |||||||
| COLOMBIA LA SP MYC / DCR (000000000) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAK8) | |||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250818 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.54666 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (36272GAC3) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (14688XAC1) | |||||||
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (62432UAN1) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS ZAR 8.42600 08/01/23-5Y CME / DIR (000000000) | |||||||
| O2HI34 / Omega Healthcare Investors, Inc. - Depositary Receipt (Common Stock) | |||||||
| OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000) | |||||||
| CDX EM43 ICE / DCR (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| PRIME PROPERTY 5YR / DBT (954VLXII5) | |||||||
| RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (01F070682) | |||||||
| IRS ZAR 8.08000 01/08/25-6Y CME / DIR (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAC2) | |||||||
| H / Hyatt Hotels Corporation | |||||||
| 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD / DIR (000000000) | |||||||
| ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL 562567 FN 02/31 FIXED 6.5 / ABS-MBS (31386F6C4) | |||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | |||||||
| SUBCALIDORA 2 2024 EUR TERM LOAN / LON (BA0007DG2) | |||||||
| RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST SERIE 07/55 9 / ABS-MBS (000000000) | |||||||
| IRS ZAR 8.42100 08/04/23-5Y CME / DIR (000000000) | |||||||
| 31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (06675DCM2) | |||||||
| FED HM LN PC POOL SD4977 FR 11/53 FIXED 5 / ABS-MBS (3132DSQ62) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| CMBX.NA.AAA.15 SP MYC / DCR (000000000) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (29390HAB5) | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL BX5038 FN 01/53 FIXED 5 / ABS-MBS (3140N9S49) | |||||||
| LPL HOLDINGS INC COMPANY GUAR 03/30 5.2 / DBT (50212YAL8) | |||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (78437VAC4) | |||||||
| IHRT / iHeartMedia, Inc. | |||||||
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 B / ABS-O (802919AD2) | |||||||
| FNMA POOL DA9924 FN 02/54 FIXED 6.5 / ABS-MBS (3140YYA25) | |||||||
| RFR USD SOFR/3.55500 03/05/24-30Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.46400 08/02/23-5Y CME / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A / ABS-O (21050UAC2) | |||||||
| RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL RJ2974 FR 09/54 FIXED 6.5 / ABS-MBS (3142GTJU1) | |||||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| AQFIT 2025 1 B 144A AQFIT 2025 1 B 144A / ABS-MBS (955WAKII2) | |||||||
| FNMA POOL DB3354 FN 06/54 FIXED 5 / ABS-MBS (3140ACWQ2) | |||||||
| FED HM LN PC POOL QG5959 FR 07/53 FIXED 5 / ABS-MBS (3133C6TQ2) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (68377TAA6) | |||||||
| SOLD PEN BOUGHT USD 20250821 / DFE (000000000) | |||||||
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FED HM LN PC POOL SD8394 FR 01/54 FIXED 5 / ABS-MBS (3132DWKF9) | |||||||
| RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (39571MAB4) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| FED HM LN PC POOL QH9765 FR 02/54 FIXED 5 / ABS-MBS (3133CNZ62) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3 / ABS-O (41284PAC9) | |||||||
| 3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO / DIR (000000000) | |||||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 / ABS-O (80287LAB5) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (74448LAA6) | |||||||
| IRS EUR 2.77000 04/16/24-5Y LCH / DIR (000000000) | |||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (BP7M6FII1) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAD4) | |||||||
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (83407UAA6) | |||||||
| CDX EM42 ICE / DCR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.05 / ABS-O (000000000) | |||||||
| RFR USD SOFR/4.00000 03/21/24-8Y LCH / DIR (000000000) | |||||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | |||||||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (14688NAB5) | |||||||
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | |||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.47000 02/22/23-7Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL QH6120 FR 12/53 FIXED 5 / ABS-MBS (3133CJYR6) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (000000000) | |||||||
| CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR / DBT (159873AA6) | |||||||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043WK0) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A / ABS-O (55286TAC9) | |||||||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (000000000) | |||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CF7) | |||||||
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 2A A 144A / ABS-O (05377RJG0) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/2.46750 07/27/23-5Y LCH / DIR (000000000) | |||||||
| ACHV ABS TRUST ACHV 2025 1PL A 144A / ABS-O (00112MAA4) | |||||||
| IRS ZAR 8.05250 01/07/25-6Y CME / DIR (000000000) | |||||||
| DANSKE / Danske Bank A/S | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (96043RAD9) | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A / ABS-O (525938AC0) | |||||||
| ENBRIDGE (US) INC / DBT (29251UUM8) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A / ABS-O (55287XAC9) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (21050QAD9) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4 / ABS-O (146919AD7) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (000000000) | |||||||
| NORTHWESTERN MUTUAL GLBL SECURED 144A 05/31 5.16 / DBT (66815L2S7) | |||||||
| MORGAN STANLEY CAPITAL INC 07/37 1 / ABS-MBS (61756YAA1) | |||||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U0TIA8 PIMCO FPPSWAPTION 2.17 PUT USD / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (14687QAB9) | |||||||
| RFR USD SOFR/3.6062* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL / LON (BA0008CR7) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (69392MAA0) | |||||||
| IRS ZAR 8.06250 01/08/25-6Y CME / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (14687VAB8) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (000000000) | |||||||
| TARANIS REINSURANCE DAC TARANIS REINSURANCE DAC / DBT (ACI2LHCP2) | |||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000) | |||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A / ABS-MBS (67448LAA0) | |||||||
| IRS ZAR 8.20250 01/10/25-6Y CME / DIR (000000000) | |||||||
| FED HM LN PC POOL QI8825 FR 07/54 FIXED 5 / ABS-MBS (3133WFYW1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A / ABS-O (21050UAD0) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AUG7) | |||||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | |||||||
| RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250711 / DFE (000000000) | |||||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR / DBT (05565ECX1) | |||||||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (35105AAB3) | |||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PP6) | |||||||
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) | |||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (83407UAC2) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (83407UAD0) | |||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL SD8447 FR 07/54 FIXED 6 / ABS-MBS (3132DWL43) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2 / ABS-O (10805NAB1) | |||||||
| RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (000000000) | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 B 144A / ABS-O (14051LAB8) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (92540DAA3) | |||||||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| CDX HY39 5Y ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.80000 08/30/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | |||||||
| FED HM LN PC POOL QI3285 FR 04/54 FIXED 5 / ABS-MBS (3133W9UJ8) | |||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAL5) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL SD8445 FR 07/54 FIXED 5 / ABS-MBS (3132DWL27) | |||||||
| ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (000000000) | |||||||
| FED HM LN PC POOL QH4857 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHME2) | |||||||
| COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (19688VAA8) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AUE2) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) | |||||||
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) | |||||||
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR / DBT (54307MAA6) | |||||||
| RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (000000000) | |||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (000000000) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | |||||||
| H / Hyatt Hotels Corporation | |||||||
| RFR USD SOFR/4.45000 10/31/23-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| ZCS BRL 10.09012 07/31/23-01/04/27 CME / DIR (000000000) | |||||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (01F070690) | |||||||
| RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (ACI2T3G55) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAC6) | |||||||
| RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.21 04/03/24-01/04/27 CME / DIR (000000000) | |||||||
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (45870GAE6) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| XS2262961076 / ZF Finance GmbH | |||||||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (OP0043WJ3) | |||||||
| RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (000000000) | |||||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (39526JAA9) | |||||||
| RFRF USD SF+26.161/1.5* 7/13/23-28Y* CME / DIR (000000000) | |||||||
| FNMA POOL DA5067 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5TZ1) | |||||||
| BRAZIL LA SP MYC / DCR (000000000) | |||||||
| CMBX.NA.AAA.13 SP MYC / DCR (000000000) | |||||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000) | |||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (83407UAE8) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A / ABS-O (78398HAB4) | |||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | |||||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/4.30000 03/21/24-3Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL QI5944 FR 05/54 FIXED 5 / ABS-MBS (3133WCS96) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (000000000) | |||||||
| 31750PMB4 PIMCO FXVAN CALL USD TRY 52.72500000 / DFE (000000000) | |||||||
| ZCS BRL 11.26 03/25/22-01/04/27 CME / DIR (000000000) | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (76090QAA1) | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (73110JAC6) | |||||||
| BNP / BNP Paribas SA | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797QK6) | |||||||
| FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 / ABS-MBS (3132DWKJ1) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAD3) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (693987AA7) | |||||||
| RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (000000000) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A / ABS-O (98164HAB4) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH / DIR (000000000) | |||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (000000000) | |||||||
| PROTECTIVE LIFE GLOBAL SECURED 144A 12/29 4.772 / DBT (74368CCA0) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (14687RAD3) | |||||||
| FNMA POOL 941139 FN 09/37 FIXED 7 / ABS-MBS (31413CBG3) | |||||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000) | |||||||
| A3KMYN / Air Lease Corporation - Preferred Stock | |||||||
| TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9) | |||||||
| RFR USD SOFR/2.64500 07/24/24-2Y LCH / DIR (000000000) | |||||||
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (223920AA7) | |||||||
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (000000000) | |||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (ACI2NJ0V6) | |||||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (05565ECW3) | |||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (505712AB5) | |||||||
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (ACI2PNX49) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A3 144A / ABS-O (73328AAD1) | |||||||
| OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (000000000) | |||||||
| ZCS BRL 11.7 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | |||||||
| RFR USD SOFR/3.73000 08/03/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ISRAEL GOVT EM SP BRC / DCR (000000000) | |||||||
| COLOMBIA LA SP BPS / DCR (000000000) | |||||||
| RFR USD SOFR/3.05000 09/06/22-10Y LCH / DIR (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A3 / ABS-O (30166UAC4) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (694961AA1) | |||||||
| RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME / DIR (000000000) | |||||||
| HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (ACI2QFVZ8) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (14688NAD1) | |||||||
| 317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD / DIR (000000000) | |||||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000) | |||||||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | |||||||
| SOFI CONSUMER LOAN PROGR 06/34 0 / ABS-O (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (83407UAB4) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (000000000) | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (14051LAA0) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (16144LAB2) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A1 144A / ABS-O (36272GAA7) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A / ABS-O (21050UAE8) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.70000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (39573AAB8) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAM3) | |||||||
| RFR USD SOFR/3.75000 12/13/22-5Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| CMBX.NA.AAA.15 SP GST / DCR (000000000) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| BARCLAYS REV REPO EUR / RA (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (67449CAA9) | |||||||
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (000000000) | |||||||
| ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250710 / DFE (000000000) | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (09709AAB8) | |||||||
| ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (000000000) | |||||||
| NATURE COAST RE LTD UNSECURED 144A 12/30 VAR / DBT (63901CAA9) | |||||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (83406YAA9) | |||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.05000 09/08/22-7Y LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| ISRAEL GOVT EM SP MYC / DCR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (69547DAA4) | |||||||
| IRS EUR 2.76000 03/04/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | |||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (36169HAA1) | |||||||
| FORD CREDIT CANADA CO/CA COMPANY GUAR REGS 09/25 6.777 / DBT (34527ACK4) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| FED HM LN PC POOL QI8192 FR 06/54 FIXED 5 / ABS-MBS (3133WFC54) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A2A 144A / ABS-O (73328AAB5) | |||||||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | |||||||
| INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (14689MAB6) | |||||||
| IRS AUD 2.75000 06/17/16-10Y CME / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (96043RAB3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (146919AC9) | |||||||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| XS1040508167 / Imperial Brands Finance plc | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| FNMA POOL FS7304 FN 10/53 FIXED VAR / ABS-MBS (3140XPDJ5) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (03332AAA8) | |||||||
| ENB.PRN / Enbridge Inc. - Preferred Security | |||||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (90323WAQ3) | |||||||
| RFR USD SOFR/2.59000 07/23/24-2Y LCH / DIR (000000000) | |||||||
| FNMA POOL MA5248 FN 01/54 FIXED 6.5 / ABS-MBS (31418EZN3) | |||||||
| RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251113 / DFE (000000000) | |||||||
| RFR USD SOFR/3.46382 09/03/24-25Y* CME / DIR (000000000) | |||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS ZAR 8.42000 07/31/23-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (98164LAD1) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL CB8271 FN 04/54 FIXED 5 / ABS-MBS (3140QUFM3) | |||||||
| RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CB6) | |||||||
| ROLLS-ROYCE PLC SNR SE ICE / DCR (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (89182JAA9) | |||||||
| RFR USD SOFR/3.30000 03/06/23-10Y LCH / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 4.95 / ABS-O (000000000) | |||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) | |||||||
| FED HM LN PC POOL QH4279 FR 11/53 FIXED 6.5 / ABS-MBS (3133CGXG7) | |||||||
| CDX EM34 ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797NX1) | |||||||
| IRS ZAR 8.38000 08/04/23-5Y CME / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (67551WAU5) | |||||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.12 SP MYC / DCR (000000000) | |||||||
| IRS ZAR 8.00100 01/06/25-6Y CME / DIR (000000000) | |||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 7/13/23-28Y* CME / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FED HM LN PC POOL QG3091 FR 05/53 FIXED 5 / ABS-MBS (3133C3NG7) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (000000000) | |||||||
| ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (00092BAA2) | |||||||
| RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (88631YAL1) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A / ABS-O (345214BJ8) | |||||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A1 144A / ABS-O (41284LAG9) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| CNQ / Canadian Natural Resources Limited | |||||||
| AIRBUS FINANCE BV SNR SE ICE / DCR (000000000) | |||||||
| IRS AUD 4.00000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (000000000) | |||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (000000000) | |||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (379924AC7) | |||||||
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (67119CAA8) | |||||||
| FED HM LN PC POOL QH4303 FR 11/53 FIXED 5 / ABS-MBS (3133CGX85) | |||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (000000000) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (30166UAB6) | |||||||
| FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5 / ABS-MBS (3132DWMM2) | |||||||
| RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL FS7325 FN 01/54 FIXED VAR / ABS-MBS (3140XPD71) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (92540JAA0) | |||||||
| SOLD PEN BOUGHT USD 20251001 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (000000000) | |||||||
| ALAMO RE LTD UNSECURED 144A 06/27 VAR / DBT (011395AP5) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (30336CAE5) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| FED HM LN PC POOL SD8382 FR 12/53 FIXED 5 / ABS-MBS (3132DWJ38) | |||||||
| IRS EUR 0.50000 06/17/20-30Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| REPUBLIC OF POLAND BONDS 02/30 4.875 / DBT (857524AF9) | |||||||
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (000000000) | |||||||
| REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (75525PAA0) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| AT&T INC SNR S* ICE / DCR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (39571MAC2) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (740936AA7) | |||||||
| FED HM LN PC POOL SD8452 FR 08/54 FIXED 5 / ABS-MBS (3132DWL92) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A / ABS-MBS (28225GAA2) | |||||||
| FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (3140NMHK6) | |||||||
| CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5 / DBT (17289RAA4) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000) | |||||||
| ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (000000000) | |||||||
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (30014LAN4) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (000000000) | |||||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3 / ABS-O (44934QAD3) | |||||||
| F+G GLOBAL FUNDING F+G GLOBAL FUNDING / DBT (30321L2G6) | |||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | |||||||
| NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (63943EAA5) | |||||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A2 144A / ABS-O (41284LAH7) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A / ABS-O (69548KAA7) | |||||||
| RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (000000000) | |||||||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (46849LVA6) | |||||||
| M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A / ABS-O (55376YAB1) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A / ABS-O (96043RAC1) | |||||||
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (67118PAA0) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250703 / DFE (000000000) | |||||||
| RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.16509 04/01/24-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.34000 02/23/23-7Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290503 / DFE (000000000) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (00833BAA6) | |||||||
| USB AUTO OWNER TRUST USCAR 2025 1A A2 144A / ABS-O (90367VAB5) | |||||||
| FNMA POOL 625537 FN 01/32 FIXED 6.5 / ABS-MBS (31389G4W7) | |||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (000000000) | |||||||
| 317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) | |||||||
| 31750PIZ6 PIMCO FXVAN PUT USD TRY 39.75000000 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | |||||||
| TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) | |||||||
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000) | |||||||
| PROTECTIVE LIFE GLOBAL SECURED 144A 06/30 4.803 / DBT (74368CCC6) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.42000 05/24/23-10Y LCH / DIR (000000000) | |||||||
| ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN / LON (BA000JN59) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (21050UAB4) | |||||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (ACI2NQX93) | |||||||
| FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| IRS ZAR 8.05750 01/07/25-6Y CME / DIR (000000000) | |||||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (ACI2VX3Q4) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (034942AA0) | |||||||
| IRS ZAR 8.46000 08/02/23-5Y CME / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | |||||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A / ABS-O (023947AB0) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250814 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (78437VAE0) | |||||||
| RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (000000000) | |||||||
| 317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (000000000) | |||||||
| IRS EUR 0.25000 03/18/20-30Y LCH / DIR (000000000) | |||||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/29 5.25 / DBT (928668CG5) | |||||||
| RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL SD4997 FR 10/53 FIXED 5 / ABS-MBS (3132DSRS3) | |||||||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) | |||||||
| 31750PMA6 PIMCO FXVAN PUT USD TRY 40.57500000 / DFE (000000000) | |||||||
| 3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | |||||||
| DGZ / DB Gold Short ETN | |||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | |||||||
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 / ABS-MBS (31418E2F6) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 3.27000 08/21/23-10Y LCH / DIR (000000000) | |||||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (38013KAD2) | |||||||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (362963AA8) | |||||||
| RFR USD SOFR/2.67500 07/24/23-5Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.25830 03/31/23-7Y* CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.3 / ABS-O (000000000) | |||||||
| FNMA POOL MA5297 FN 03/54 FIXED 6.5 / ABS-MBS (31418E3F5) | |||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (77587BAA2) | |||||||
| US63906EB929 / NatWest Markets PLC | |||||||
| RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (000000000) | |||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 7/22/23-28Y* CME / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A2 / ABS-O (14688YAB1) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (03331KAJ8) | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| ACE SECURITIES CORP 11/34 1 / ABS-MBS (004421HV8) | |||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (000000000) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A C 144A / ABS-O (68377TAC2) | |||||||
| PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (74639NAC7) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (14319UAB6) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (000000000) | |||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (000000000) | |||||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | |||||||
| 3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL DB3399 FN 05/54 FIXED 5 / ABS-MBS (3140ACX57) | |||||||
| ORANGE CAPITAL RE DAC 01/27 1 / DBT (ACI2L70B8) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (14319UAG5) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (16144LAC0) | |||||||
| 3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO / DIR (000000000) | |||||||
| RFR USD SOFR/2.55000 07/21/23-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL SD8422 FR 04/54 FIXED 6.5 / ABS-MBS (3132DWLB7) | |||||||
| FED HM LN PC POOL QI5343 FR 05/54 FIXED 5 / ABS-MBS (3133WB5C6) | |||||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | |||||||
| IRS ZAR 8.46000 08/01/23-5Y CME / DIR (000000000) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (69381LAA5) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (072926AC2) | |||||||
| ACA / Crédit Agricole S.A. | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (57108UAA2) | |||||||
| RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.03000 01/07/25-6Y CME / DIR (000000000) | |||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH / DIR (000000000) | |||||||
| ONCOR ELECTRIC DELIVERY SR SECURED 144A 03/27 4.5 / DBT (68233JCY8) | |||||||
| IRS AUD 3.00000 03/21/17-10Y CME / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL BY6131 FN 09/53 FIXED 6.5 / ABS-MBS (3140NNY58) | |||||||
| RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| CDX EM41 ICE / DCR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | |||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000) | |||||||
| FED HM LN PC POOL QG3144 FR 05/53 FIXED 5 / ABS-MBS (3133C3P59) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | |||||||
| RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A / ABS-MBS (16159MAA4) | |||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (000000000) | |||||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (000000000) | |||||||
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (ACI2Q34M4) | |||||||
| FNMA POOL DA1048 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1EW3) | |||||||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260602 / DFE (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (78435VAC6) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65 / DBT (05565ECU7) | |||||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (90323WAP5) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A / ABS-O (21050UAF5) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVE0) | |||||||
| GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (40172PAL6) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2 / ABS-O (41284PAB1) | |||||||
| FNMA POOL BU4708 FN 07/54 FIXED 5 / ABS-MBS (3140M6GS6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A1 144A / ABS-O (21050UAA6) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (37964VAB3) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797MG9) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/33 7.125 / DBT (ACI2ML877) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAK8) | |||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) | |||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (ACI2VXTH6) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A / ABS-O (92887QAB3) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (21050QAG2) | |||||||
| IRS ZAR 8.41500 08/04/23-5Y CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250818 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250812 / DFE (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (78436RAC4) | |||||||
| SOLD PEN BOUGHT USD 20251029 / DFE (000000000) | |||||||
| ZCS BRL 10.04072 08/02/23-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (000000000) | |||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (36272GAC3) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (14688XAC1) | |||||||
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (62432UAN1) | |||||||
| O2HI34 / Omega Healthcare Investors, Inc. - Depositary Receipt (Common Stock) | |||||||
| OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (000000000) | |||||||
| CDX EM43 ICE / DCR (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| PRIME PROPERTY 5YR / DBT (954VLXII5) | |||||||
| RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (01F070682) | |||||||
| RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CA8) | |||||||
| IRS ZAR 8.08000 01/08/25-6Y CME / DIR (000000000) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAC2) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (673921AA0) | |||||||
| IRS ZAR 8.40000 08/07/23-5Y CME / DIR (000000000) | |||||||
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (15487CAA1) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| SAMMONS FINANCIAL GLOBAL SECURED 144A 01/28 5.05 / DBT (79587J2B8) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (49835JAB2) | |||||||
| H / Hyatt Hotels Corporation | |||||||
| 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD / DIR (000000000) | |||||||
| ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/2.53700 07/24/23-30Y LCH / DIR (000000000) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (55286TAB1) | |||||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (14016CAN6) | |||||||
| SOLD CAD BOUGHT USD 20250703 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (29390HAC3) | |||||||
| RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL 562567 FN 02/31 FIXED 6.5 / ABS-MBS (31386F6C4) | |||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | |||||||
| SUBCALIDORA 2 2024 EUR TERM LOAN / LON (BA0007DG2) | |||||||
| RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (000000000) | |||||||
| HEXAGON IV RE LTD HEXAGON IV RE LTD / DBT (ACI2L2QX3) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CE0) | |||||||
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL / LON (949ABEII2) | |||||||
| FNMA POOL BY2651 FN 05/53 FIXED 5.5 / ABS-MBS (3140NJ5M2) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST SERIE 07/55 9 / ABS-MBS (000000000) | |||||||
| 31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (06675DCM2) | |||||||
| FED HM LN PC POOL SD4977 FR 11/53 FIXED 5 / ABS-MBS (3132DSQ62) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (29390HAB5) | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL BX5038 FN 01/53 FIXED 5 / ABS-MBS (3140N9S49) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL DB5507 FN 06/54 FIXED 5 / ABS-MBS (3140AFDM5) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (693581AA8) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.37000 03/01/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (000000000) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (30340RAB2) | |||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (000000000) | |||||||
| RFR USD SOFR/2.62000 07/24/24-1Y LCH / DIR (000000000) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A / ABS-O (805922AC5) | |||||||
| LPL HOLDINGS INC COMPANY GUAR 03/30 5.2 / DBT (50212YAL8) | |||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAM6) | |||||||
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (26846VAA2) | |||||||
| IRS EUR 2.77000 04/29/24-10Y LCH / DIR (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A2 / ABS-O (80287NAB1) | |||||||
| RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL2 A1 144A / ABS-MBS (69392LAA2) | |||||||
| PACIFIC LIFE GF II SECURED 144A 02/30 4.85 / DBT (6944PL3F4) | |||||||
| 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD / DIR (000000000) | |||||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A E / ABS-O (21050QAF4) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (78437VAC4) | |||||||
| IHRT / iHeartMedia, Inc. | |||||||
| PRP ADVISORS, LLC PRPM 2025 RCF2 A1 144A / ABS-MBS (74448VAA4) | |||||||
| IRS ZAR 8.42760 07/31/23-5Y CME / DIR (000000000) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (30336CAG0) | |||||||
| SOLD PEN BOUGHT USD 20250915 / DFE (000000000) | |||||||
| FNMA POOL MA5327 FN 04/54 FIXED 5 / ABS-MBS (31418E4M9) | |||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A1 / ABS-O (21050QAA5) | |||||||
| ZCS BRL 11.245 03/25/22-01/04/27 CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A / ABS-O (21050UAG3) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 B / ABS-O (802919AD2) | |||||||
| FNMA POOL DA9924 FN 02/54 FIXED 6.5 / ABS-MBS (3140YYA25) | |||||||
| RFR USD SOFR/3.55500 03/05/24-30Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.46400 08/02/23-5Y CME / DIR (000000000) | |||||||
| ZCS BRL 10.13796 07/28/23-01/04/27 CME / DIR (000000000) | |||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A B / ABS-O (21050QAC1) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| FED HM LN PC POOL QH2482 FR 10/53 FIXED 5.5 / ABS-MBS (3133CEXK3) | |||||||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (000000000) | |||||||
| FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5 / ABS-MBS (3132DWKV4) | |||||||
| FNMA POOL BY4990 FN 06/53 FIXED 5 / ABS-MBS (3140NMRL3) | |||||||
| OIS MXN TIIE1/9.13500 01/02/25-5Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A / ABS-O (21050UAC2) | |||||||
| SOLD PEN BOUGHT USD 20250812 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | |||||||
| HUNGARY SR UNSECURED 144A 09/30 5.375 / DBT (445545AV8) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (903724CC4) | |||||||
| IRS EUR -0.32900 03/09/21-5Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3 / ABS-O (98164HAD0) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/1.60000 01/16/24-2Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL RJ2974 FR 09/54 FIXED 6.5 / ABS-MBS (3142GTJU1) | |||||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000) | |||||||
| LPL HOLDINGS INC COMPANY GUAR 04/28 4.9 / DBT (50212YAN4) | |||||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (928668CP5) | |||||||
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/2.74750 07/25/23-5Y LCH / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (96042YAB9) | |||||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR / DBT (ACI2LHDD8) | |||||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | |||||||
| AQFIT 2025 1 B 144A AQFIT 2025 1 B 144A / ABS-MBS (955WAKII2) | |||||||
| FNMA POOL DB3354 FN 06/54 FIXED 5 / ABS-MBS (3140ACWQ2) | |||||||
| FED HM LN PC POOL QG5959 FR 07/53 FIXED 5 / ABS-MBS (3133C6TQ2) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (68377TAA6) | |||||||
| SOLD PEN BOUGHT USD 20250821 / DFE (000000000) | |||||||
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1 / ABS-MBS (61776YAA7) | |||||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP00442S4) | |||||||
| BRO / Brown & Brown, Inc. | |||||||
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A2A / ABS-O (98164LAB5) | |||||||
| FED HM LN PC POOL SD8394 FR 01/54 FIXED 5 / ABS-MBS (3132DWKF9) | |||||||
| RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP CBK / DCR (000000000) | |||||||
| GCAT GCAT 2024 NQM2 A1 144A / ABS-MBS (36831CAA0) | |||||||
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (000000000) | |||||||
| URSA RE LTD UNSECURED 144A 02/28 VAR / DBT (90323WAR1) | |||||||
| OIS MXN TIIE1/8.99000 12/24/24-5Y* CME / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (39571MAB4) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| FED HM LN PC POOL QH9765 FR 02/54 FIXED 5 / ABS-MBS (3133CNZ62) | |||||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3 / ABS-O (41284PAC9) | |||||||
| 3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO / DIR (000000000) | |||||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | |||||||
| COLT FUNDING LLC COLT 2024 INV1 A1 144A / ABS-MBS (12672RAA0) | |||||||
| RFR USD SOFR/2.70000 07/21/23-5Y LCH / DIR (000000000) | |||||||
| TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 / ABS-O (80287LAB5) | |||||||
| FNMA POOL MA5546 FN 11/54 FIXED 6.5 / ABS-MBS (31418FEU7) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (39571XAB0) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (000000000) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (74448LAA6) | |||||||
| IRS EUR 2.77000 04/16/24-5Y LCH / DIR (000000000) | |||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (BP7M6FII1) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAD4) | |||||||
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A2 / ABS-O (30168JAB9) | |||||||
| CDX EM40 ICE / DCR (000000000) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL3 A1 144A / ABS-MBS (92243QAA4) | |||||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A3 144A / ABS-O (70687FAC3) | |||||||
| 3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| SOLD CAD BOUGHT USD 20250707 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (83407UAA6) | |||||||
| CDX EM42 ICE / DCR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.05 / ABS-O (000000000) | |||||||
| RFR USD SOFR/4.00000 03/21/24-8Y LCH / DIR (000000000) | |||||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | |||||||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | |||||||
| US3133AE5B63 / FED HM LN PC POOL QB8042 FR 02/51 FIXED 2.5 | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (14688NAB5) | |||||||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | |||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| RFR USD SOFR/3.47000 02/22/23-7Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.3* 05/18/22-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260505 / DFE (000000000) | |||||||
| FED HM LN PC POOL QH6120 FR 12/53 FIXED 5 / ABS-MBS (3133CJYR6) | |||||||
| CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR / DBT (159873AA6) | |||||||
| RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (000000000) | |||||||
| EZY2QJ3Z39M5 / CDX IG40 5Y ICE | |||||||
| US14687NAD21 / Carvana Auto Receivables Trust 2023-P4 | |||||||
| XS2576550326 / Thames Water Utilities Finance PLC | |||||||
| US12666BAE56 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 2A4 | |||||||
| US01F0306781 / UMBS TBA | |||||||
| US68269HAE53 / OneMain Financial Issuance Trust, Series 2023-2A, Class A2 | |||||||
| US126650BS86 / CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 | |||||||
| US92332YAB74 / Venture Global LNG, Inc. | |||||||
| US25470XBF15 / DISH DBS Corp. | |||||||
| US95000U2V48 / WELLS FARGO & COMPANY REGD V/R MTN 3.52600000 | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A / ABS-O (55286TAC9) | |||||||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (000000000) | |||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | |||||||
| US59022QAC69 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B | |||||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | |||||||
| US3140QRAF07 / FNCL UMBS 4.5 CB5405 10-01-52 | |||||||
| US08763QAA04 / BTNY2_18-1A | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CF7) | |||||||
| US3140NJQL12 / UMBS | |||||||
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 2A A 144A / ABS-O (05377RJG0) | |||||||
| US3140NLVK20 / FNMA POOL BY4217 FN 06/53 FIXED 5 | |||||||
| US05377RGU23 / Avis Budget Rental Car Funding AESOP LLC | |||||||
| US054989AA67 / BAT CAPITAL CORP 6.343000% 08/02/2030 | |||||||
| US3140NCT823 / FNCL UMBS 5.5 BX7774 03-01-53 | |||||||
| US3132DQZG45 / Freddie Mac Pool | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| XS0800185174 / THAMES WATER UTC | |||||||
| US89172UAC27 / TOWD POINT MORTGAGE TRUST 2016-4 SER 2016-4 CL M1 V/R REGD 144A P/P 3.25000000 | |||||||
| ACHV ABS TRUST ACHV 2025 1PL A 144A / ABS-O (00112MAA4) | |||||||
| RFR USD SOFR/2.46750 07/27/23-5Y LCH / DIR (000000000) | |||||||
| US3140NMJE80 / FNMA 30YR 5.5% 07/01/2053#BY4760 | |||||||
| US63543VAE39 / NATIONAL COLLEGIATE STUDENT LO NCSLT 2006 3 A5 | |||||||
| US3132D9KK93 / Freddie Mac Pool | |||||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A / ABS-O (525938AC0) | |||||||
| EZF18JKBYSB9 / ROLLS-ROYCE PLC SNR SE ICE | |||||||
| US87168TAB70 / Syniverse Holdings, Inc. 2022 Term Loan | |||||||
| US31418EPC83 / FNMA 30YR 5% 02/01/2053#MA4918 | |||||||
| US61749KAA16 / MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A1 | |||||||
| US225401AU28 / Credit Suisse Group AG | |||||||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | |||||||
| US46626LBL36 / JP Morgan Mortgage Acquisition Corp 2005-WMC1 | |||||||
| US06738ECJ29 / Barclays PLC | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| US92328MAC73 / Venture Global Calcasieu Pass LLC | |||||||
| XS0767473852 / Russian Foreign Bond - Eurobond | |||||||
| DANSKE / Danske Bank A/S | |||||||
| US3140NHUX48 / FNCL UMBS 5.0 BY1497 05-01-53 | |||||||
| US3140QTAU30 / FNMA 30YR 5% 10/01/2053#CB7218 | |||||||
| US22550L2M24 / Credit Suisse AG/New York NY | |||||||
| US3133C0WK49 / FED HM LN PC POOL QG0650 FR 04/53 FIXED 5 | |||||||
| US04541GVM13 / Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1 | |||||||
| ZAG000125980 / Republic of South Africa Government Bond | |||||||
| US3140HNY897 / FNMA POOL BK8834 FN 08/48 FIXED 4 | |||||||
| US86359BNU16 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-4 | |||||||
| US31418ER938 / FNMA 30YR 6% 05/01/2053# | |||||||
| US345397C270 / Ford Motor Credit Co LLC | |||||||
| US3140NL3Q04 / FNMA POOL BY4406 FN 06/53 FIXED 5.5 | |||||||
| XS2280431763 / CIFI Holdings Group Co Ltd | |||||||
| US3133BUZL43 / FED HM LN PC POOL QF7047 FR 02/53 FIXED 5 | |||||||
| US3133KKV971 / FED HM LN PC POOL RA4240 FR 01/51 FIXED 2.5 | |||||||
| US379928AG90 / GLS Auto Receivables Issuer Trust, Series 2023-2A, Class C | |||||||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | |||||||
| US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond | |||||||
| US83206NAC11 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A | |||||||
| US80281LAR69 / Santander UK Group Holdings PLC | |||||||
| US05531RAB33 / BCAP LLC TRUST BCAP 2009 RR4 1A2 144A | |||||||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | |||||||
| 944YFGII6 / SOFTBANK VISION FUND II FIXED TERM LOAN | |||||||
| US023770AA81 / American Airlin Bond | |||||||
| US3140NBY882 / FNMA POOL BX7034 FN 05/53 FIXED 5.5 | |||||||
| US3140X8SZ17 / Fannie Mae Pool | |||||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | |||||||
| US3140XCGF90 / Fannie Mae Pool | |||||||
| US3131Y9GR82 / FED HM LN PC POOL ZN2908 FR 01/49 FIXED 4 | |||||||
| EZ87806BLJ43 / FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (96043RAD9) | |||||||
| US92328MAA18 / Venture Global Calcasieu Pass LLC | |||||||
| 43AB / Rolls-Royce plc - Corporate Bond/Note | |||||||
| US32113JAA34 / First NLC Trust | |||||||
| US3140QF4L03 / FANNIE MAE POOL UMBS P#CA8026 2.50000000 | |||||||
| US86358EKJ46 / Structured Asset Investment Loan Trust 2004-7 | |||||||
| US52522GAC87 / Lehman XS Trust Series | |||||||
| US3133KYXK09 / Freddie Mac Pool | |||||||
| US61747YEX94 / Morgan Stanley | |||||||
| 952NPK908 / CREDIT SUISSE GROUP AG COCO JRSUB 144A | |||||||
| US36263PAJ93 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B1 144A | |||||||
| US31418EVA53 / Fannie Mae Pool | |||||||
| US36179W5D62 / Ginnie Mae II Pool | |||||||
| US3140NCDR75 / FNMA POOL BX7311 FN 06/53 FIXED 5 | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4 / ABS-O (146919AD7) | |||||||
| US3133C3RU25 / FED HM LN PC POOL QG3199 FR 05/53 FIXED 5.5 | |||||||
| US3140NMJ401 / FNMA POOL BY4782 FN 07/53 FIXED 5 | |||||||
| US55903VBA08 / Warnermedia Holdings Inc | |||||||
| US320520AE98 / FIRST HORIZON MORTGAGE PASS TH FHASI 2007 2 1A5 | |||||||
| ENBRIDGE (US) INC / DBT (29251UUM8) | |||||||
| ZCS BRL 11.245 03/25/22-01/04/27 CME / DIR (000000000) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| US3140NLMZ99 / FNMA POOL BY3975 FN 06/53 FIXED 5 | |||||||
| US46628KAH32 / JP Morgan Mortgage Trust 2006-A3 | |||||||
| US3140NCUG28 / FNCL UMBS 5.5 BX7782 03-01-53 | |||||||
| XS0267229267 / MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR | |||||||
| US05544EAB74 / BCAP LLC TRUST BCAP 2014 RR3 1A2 144A | |||||||
| US02660UAE01 / American Home Mortgage Assets Trust, Series 2006-3, Class 2A11 | |||||||
| US83206NAA54 / SMB Private Education Loan Trust 2022-B | |||||||
| US23243AAC09 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C | |||||||
| R2037 / South Africa - Sovereign or Government Agency Debt | |||||||
| US3132DQS237 / FED HM LN PC POOL SD3237 FR 05/53 FIXED 5.5 | |||||||
| US3140KNMH84 / FNMA POOL BQ3059 FN 09/50 FIXED 2.5 | |||||||
| US007036QH22 / Adjustable Rate Mortgage Trust 2005-8 | |||||||
| US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA | |||||||
| US3132DWJE49 / Freddie Mac Pool | |||||||
| 952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | |||||||
| US07325NDW92 / BAYVIEW FINANCIAL ACQUISITION BAYV 2006 B M3 | |||||||
| US3140H1FD75 / FNMA POOL BJ0163 FN 12/47 FIXED 3.5 | |||||||
| US00442LAA70 / ACE SECURITIES CORP. ACE 2007 HE4 A1 | |||||||
| US63942HAB78 / Navient Student Loan Trust | |||||||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | |||||||
| US32051GJ896 / First Horizon Asset Securities Inc | |||||||
| US14311DBN57 / Carlyle Global Market Strategies CLO 2015-1 Ltd | |||||||
| US3133KKUC16 / FREDDIE MAC POOL UMBS P#RA4179 2.50000000 | |||||||
| US02156LAF85 / Altice France SA/France | |||||||
| US21H0506723 / Ginnie Mae | |||||||
| US31418EV724 / FN MA5137 | |||||||
| US63861VAB36 / Nationwide Building Society | |||||||
| US07386HXZ99 / BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 | |||||||
| US83611DAB47 / Soundview Home Loan Trust, Series 2006-NLC1, Class A2 | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A / ABS-O (55287XAC9) | |||||||
| USP87324BE10 / Peruvian Government International Bond | |||||||
| US67117XAA46 / CORP CMO | |||||||
| US94985FAG37 / Wells Fargo Alternative Loan 2007-PA2 Trust | |||||||
| US31418ENM83 / Federal National Mortgage Association (FNMA) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| US92330EAP25 / Venture XIX CLO Ltd | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (21050QAD9) | |||||||
| US3140NA2M44 / FNMA POOL BX6179 FN 02/53 FIXED 5 | |||||||
| US78436TAD81 / SBALT 2023-A A4 | |||||||
| US3132DWG982 / FNCL UMBS 5.5 SD8324 05-01-53 | |||||||
| US92540CAA53 / Verus Securitization Trust 2023-INV3 | |||||||
| US3133C6ZG79 / FED HM LN PC POOL QG6143 FR 07/53 FIXED 5 | |||||||
| US293601AG55 / Ent Auto Receivables Trust 2023-1 | |||||||
| US3140Q8Q732 / Fannie Mae Pool | |||||||
| US647622AA79 / New Orleans Hotel Trust 2019-HNLA | |||||||
| NORTHWESTERN MUTUAL GLBL SECURED 144A 05/31 5.16 / DBT (66815L2S7) | |||||||
| MORGAN STANLEY CAPITAL INC 07/37 1 / ABS-MBS (61756YAA1) | |||||||
| US3140X46Y79 / FNMA POOL FM1786 FN 08/49 FIXED VAR | |||||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U0TIA8 PIMCO FPPSWAPTION 2.17 PUT USD / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (14687QAB9) | |||||||
| TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL / LON (BA0008CR7) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (69392MAA0) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (14687VAB8) | |||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (000000000) | |||||||
| TARANIS REINSURANCE DAC TARANIS REINSURANCE DAC / DBT (ACI2LHCP2) | |||||||
| RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250711 / DFE (000000000) | |||||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR / DBT (05565ECX1) | |||||||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (35105AAB3) | |||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PP6) | |||||||
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) | |||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (83407UAC2) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (83407UAD0) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2 / ABS-O (10805NAB1) | |||||||
| RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (000000000) | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 B 144A / ABS-O (14051LAB8) | |||||||
| RFR USD SOFR/3.80000 08/30/23-10Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL QH4857 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHME2) | |||||||
| COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (19688VAA8) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AUE2) | |||||||
| THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| H / Hyatt Hotels Corporation | |||||||
| RFR USD SOFR/4.45000 10/31/23-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000) | |||||||
| US65535VUK24 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR2 2A2 | |||||||
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (67551WAU5) | |||||||
| ZCS BRL 10.09012 07/31/23-01/04/27 CME / DIR (000000000) | |||||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (01F070690) | |||||||
| RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAC6) | |||||||
| RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (000000000) | |||||||
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| XS2262961076 / ZF Finance GmbH | |||||||
| RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (000000000) | |||||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (39526JAA9) | |||||||
| RFRF USD SF+26.161/1.5* 7/13/23-28Y* CME / DIR (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A / ABS-O (78398HAB4) | |||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | |||||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/4.30000 03/21/24-3Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL QI5944 FR 05/54 FIXED 5 / ABS-MBS (3133WCS96) | |||||||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (693987AA7) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A / ABS-O (98164HAB4) | |||||||
| RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (000000000) | |||||||
| PROTECTIVE LIFE GLOBAL SECURED 144A 12/29 4.772 / DBT (74368CCA0) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (14687RAD3) | |||||||
| FNMA POOL 941139 FN 09/37 FIXED 7 / ABS-MBS (31413CBG3) | |||||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000) | |||||||
| CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (223920AA7) | |||||||
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (000000000) | |||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (ACI2NJ0V6) | |||||||
| OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (000000000) | |||||||
| ZCS BRL 11.7 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.73000 08/03/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.05000 09/06/22-10Y LCH / DIR (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A3 / ABS-O (30166UAC4) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (694961AA1) | |||||||
| RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME / DIR (000000000) | |||||||
| HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (ACI2QFVZ8) | |||||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000) | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (14051LAA0) | |||||||
| GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (39573AAB8) | |||||||
| BARCLAYS REV REPO EUR / RA (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (67449CAA9) | |||||||
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (000000000) | |||||||
| ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (000000000) | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (09709AAB8) | |||||||
| NATURE COAST RE LTD UNSECURED 144A 12/30 VAR / DBT (63901CAA9) | |||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.05000 09/08/22-7Y LCH / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (69547DAA4) | |||||||
| IRS EUR 2.76000 03/04/24-10Y LCH / DIR (000000000) | |||||||
| GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (36169HAA1) | |||||||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (14689MAB6) | |||||||
| IRS AUD 2.75000 06/17/16-10Y CME / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (96043RAB3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (146919AC9) | |||||||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (000000000) | |||||||
| XS1040508167 / Imperial Brands Finance plc | |||||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CB6) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (89182JAA9) | |||||||
| RFR USD SOFR/3.30000 03/06/23-10Y LCH / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 4.95 / ABS-O (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797NX1) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| FED HM LN PC POOL QG3091 FR 05/53 FIXED 5 / ABS-MBS (3133C3NG7) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (000000000) | |||||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (ACI2VX3Q4) | |||||||
| ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (00092BAA2) | |||||||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (88631YAL1) | |||||||
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (67119CAA8) | |||||||
| FED HM LN PC POOL QH4303 FR 11/53 FIXED 5 / ABS-MBS (3133CGX85) | |||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (92540JAA0) | |||||||
| SOLD PEN BOUGHT USD 20251001 / DFE (000000000) | |||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (000000000) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (30336CAE5) | |||||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000) | |||||||
| ALAMO RE LTD UNSECURED 144A 06/27 VAR / DBT (011395AP5) | |||||||
| REPUBLIC OF POLAND BONDS 02/30 4.875 / DBT (857524AF9) | |||||||
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (000000000) | |||||||
| REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (75525PAA0) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (740936AA7) | |||||||
| FED HM LN PC POOL SD8452 FR 08/54 FIXED 5 / ABS-MBS (3132DWL92) | |||||||
| FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (3140NMHK6) | |||||||
| CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5 / DBT (17289RAA4) | |||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (000000000) | |||||||
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (30014LAN4) | |||||||
| F+G GLOBAL FUNDING F+G GLOBAL FUNDING / DBT (30321L2G6) | |||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | |||||||
| NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (63943EAA5) | |||||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | |||||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A2 144A / ABS-O (41284LAH7) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A / ABS-O (69548KAA7) | |||||||
| RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (000000000) | |||||||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (46849LVA6) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A / ABS-O (96043RAC1) | |||||||
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (67118PAA0) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.34000 02/23/23-7Y LCH / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290503 / DFE (000000000) | |||||||
| FNMA POOL 625537 FN 01/32 FIXED 6.5 / ABS-MBS (31389G4W7) | |||||||
| TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) | |||||||
| RFR USD SOFR/3.42000 05/24/23-10Y LCH / DIR (000000000) | |||||||
| US3622MDAA33 / GSAMP TRUST GSAMP 2007 HE1 A1 | |||||||
| ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN / LON (BA000JN59) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| US31418EJF88 / FNMA 30YR 5% 09/01/2052#MA4761 | |||||||
| US3133C7VU82 / FED HM LN PC POOL QG6927 FR 06/53 FIXED 5 | |||||||
| US32028GAA31 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A1 | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (034942AA0) | |||||||
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 / ABS-MBS (31418E2F6) | |||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) | |||||||
| 952NPHII6 / CREDIT SUISSE GROUP AG COCO JR SUB REGS | |||||||
| 31750PMA6 PIMCO FXVAN PUT USD TRY 40.57500000 / DFE (000000000) | |||||||
| 3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | |||||||
| FNMA POOL DB3399 FN 05/54 FIXED 5 / ABS-MBS (3140ACX57) | |||||||
| DGZ / DB Gold Short ETN | |||||||
| RFR USD SOFR/2.67500 07/24/23-5Y LCH / DIR (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (362963AA8) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000) | |||||||
| US12669GUM13 / CHL MORTGAGE PASS-THROUGH TRUST 2005-11 SER 2005-11 CL 3A1 V/R REGD 2.91195200 | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (14319UAB6) | |||||||
| ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (77587BAA2) | |||||||
| US3140QGBH98 / FANNIE MAE POOL UMBS P#CA8139 2.50000000 | |||||||
| US63906EB929 / NatWest Markets PLC | |||||||
| RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (000000000) | |||||||
| ORANGE CAPITAL RE DAC 01/27 1 / DBT (ACI2L70B8) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (03331KAJ8) | |||||||
| RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (000000000) | |||||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (16144LAC0) | |||||||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (14319UAG5) | |||||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | |||||||
| RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/2.55000 07/21/23-30Y LCH / DIR (000000000) | |||||||
| 3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO / DIR (000000000) | |||||||
| FED HM LN PC POOL SD8422 FR 04/54 FIXED 6.5 / ABS-MBS (3132DWLB7) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| FED HM LN PC POOL QI5343 FR 05/54 FIXED 5 / ABS-MBS (3133WB5C6) | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260602 / DFE (000000000) | |||||||
| MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (57108UAA2) | |||||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (000000000) | |||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (000000000) | |||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (000000000) | |||||||
| IRS AUD 3.00000 03/21/17-10Y CME / DIR (000000000) | |||||||
| FNMA POOL BY6131 FN 09/53 FIXED 6.5 / ABS-MBS (3140NNY58) | |||||||
| CDX EM41 ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (000000000) | |||||||
| ONCOR ELECTRIC DELIVERY SR SECURED 144A 03/27 4.5 / DBT (68233JCY8) | |||||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (90323WAP5) | |||||||
| US05530PAP71 / BCAP LLC Trust 2007-AA1 | |||||||
| RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A / ABS-MBS (16159MAA4) | |||||||
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (ACI2Q34M4) | |||||||
| FNMA POOL DA1048 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1EW3) | |||||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (000000000) | |||||||
| US17309SAF74 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M2 | |||||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65 / DBT (05565ECU7) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A1 144A / ABS-O (21050UAA6) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/33 7.125 / DBT (ACI2ML877) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (37964VAB3) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797MG9) | |||||||
| US456674AE03 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR4 3A1 | |||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (ACI2VXTH6) | |||||||
| VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A / ABS-O (92887QAB3) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251029 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (21050QAG2) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (78436RAC4) | |||||||
| BOUGHT TRY SOLD USD 20250812 / DFE (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CA8) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (673921AA0) | |||||||
| SAMMONS FINANCIAL GLOBAL SECURED 144A 01/28 5.05 / DBT (79587J2B8) | |||||||
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (15487CAA1) | |||||||
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (49835JAB2) | |||||||
| RFR USD SOFR/2.53700 07/24/23-30Y LCH / DIR (000000000) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (55286TAB1) | |||||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (14016CAN6) | |||||||
| SOLD CAD BOUGHT USD 20250703 / DFE (000000000) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (29390HAC3) | |||||||
| HEXAGON IV RE LTD HEXAGON IV RE LTD / DBT (ACI2L2QX3) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CE0) | |||||||
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL / LON (949ABEII2) | |||||||
| FNMA POOL BY2651 FN 05/53 FIXED 5.5 / ABS-MBS (3140NJ5M2) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (000000000) | |||||||
| FNMA POOL DB5507 FN 06/54 FIXED 5 / ABS-MBS (3140AFDM5) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (693581AA8) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (30340RAB2) | |||||||
| RFR USD SOFR/2.62000 07/24/24-1Y LCH / DIR (000000000) | |||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A / ABS-O (805922AC5) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAM6) | |||||||
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (26846VAA2) | |||||||
| US01F0204895 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 08-01-35 |
