| Market Value | 621,559,689 |
| Total Holdings | 892 |
| File Date | 2025-08-28 |
| Original Filing | (Click here) |
All hedge funds or institutions that manage over $100M are required by the SEC to file quarterly reports on their holdings. These reports are called 13F reports. However, the filings are required the following quarter from the reporting period, which means that by the time the filing is made (and we see them), the information could be five months old.
For funds with long term positions that make few trades, the holdings might closely resemble their current holdings, even after several months. However, for funds that have high turnover, the holdings data we see might differ significantly from their current holdings. Institutions are required to report CALL and PUT options, and those positions are identified in the table. However, they are not required to report short positions.
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| Security | Imputed Share Price |
Prev Shares |
Current Shares |
Change (Percent) |
Prev Value (USD x1000) |
Current Value (USD x1000) |
Change (Percent) |
|---|---|---|---|---|---|---|---|
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | |||||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000) | |||||||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (92538XAA3) | |||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | |||||||
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (000000000) | |||||||
| CITIGROUP REPO REPO 5807 / RA (000000000) | |||||||
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (3140NW2Q7) | |||||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | |||||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | |||||||
| BNP PARIBAS SNR SE ICE / DCR (000000000) | |||||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (3137HLY30) | |||||||
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (09630AAN6) | |||||||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (04020EAL1) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 3.28000 11/22/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 / ABS-MBS (3142GQEJ7) | |||||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | |||||||
| SOLD PEN BOUGHT USD 20251219 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251114 / DFE (000000000) | |||||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (ACI2NNG08) | |||||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (74340XCN9) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (69544QAA8) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000) | |||||||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (3140JCM50) | |||||||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (000000000) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AU93) | |||||||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (12593CAY7) | |||||||
| SPTR TRS EQUITY FEDL01+76 *BULLET* BPS / DE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5484 FD / ABS-MBS (3137HHKV2) | |||||||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (000000000) | |||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (3137HHUD1) | |||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) | |||||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A / ABS-O (69381EAA1) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (361841AT6) | |||||||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (3140LLW72) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (39526JAA9) | |||||||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (000000000) | |||||||
| CPS AUTO TRUST CPS 2024 A A 144A / ABS-O (22411CAA8) | |||||||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (39571MAC2) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| CDX HY44 5Y ICE / DCR (000000000) | |||||||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (3140LL6D8) | |||||||
| ABX.HE.AAA.06-2 SP BOA / DCR (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | |||||||
| IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| CDX EM40 ICE / DCR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | |||||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (ACI2NQX93) | |||||||
| SPTR TRS EQUITY FEDL01+70 FAR / DE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+70 BOA / DE (000000000) | |||||||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| SOLD COP BOUGHT USD 20250917 / DFE (000000000) | |||||||
| FNMA POOL BZ2331 FN 08/30 FIXED 4.86 / ABS-MBS (3140NWSV8) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (805922AE1) | |||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 06/18/25-7Y CME / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251203 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250703 / DFE (000000000) | |||||||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | |||||||
| SPTR TRS EQUITY SOFR+61 JPM / DE (000000000) | |||||||
| OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (17331QAB2) | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (ACI2MKRM5) | |||||||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (74340XCP4) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | |||||||
| SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) | |||||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVN0) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| CITIBANK NA CITIBANK NA / DBT (17325FBK3) | |||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043SX7) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| US TREASURY N/B 05/44 4.625 / DBT (912810UB2) | |||||||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (000000000) | |||||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | |||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | |||||||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (000000000) | |||||||
| SPTR TRS EQUITY SOFR+70 BOA / DE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20251031 / DFE (000000000) | |||||||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | |||||||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | |||||||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+71 JPM / DE (000000000) | |||||||
| FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (3140LLCK5) | |||||||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | |||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | |||||||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | |||||||
| FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5 / ABS-MBS (3142GQBS0) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ERAUSLT TRS EQUITY SOFR+18 JPM / DE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250703 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2B 144A / ABS-O (96043CAC4) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (000000000) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) | |||||||
| FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (3138E0LC1) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797LW5) | |||||||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVE0) | |||||||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (3140LLVF5) | |||||||
| 317U7NKA1 PIMCO SWAPTION 5.85 PUT USD 20251121 / DIR (000000000) | |||||||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | |||||||
| ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (ACI2S2CF0) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000) | |||||||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043SX7) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BACARDI MARTINI B V / DBT (05634EU34) | |||||||
| IRS EUR 3.25000 11/06/23-10Y LCH / DIR (000000000) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAC6) | |||||||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | |||||||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (3140JCM76) | |||||||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| INF SWAP US IT 2.46625 06/17/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.64960 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000) | |||||||
| IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797NX1) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A / ABS-O (14318WAB3) | |||||||
| ERAUSLT TRS EQUITY FEDL01+70 JPM / DE (000000000) | |||||||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (42806MCK3) | |||||||
| IRS EUR 2.65000 01/08/24-10Y LCH / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
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| US61753KAA43 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 | |||||||
| US3140GUMA21 / Federal National Mortgage Association | |||||||
| US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 | |||||||
| US3622M8AE61 / GSAMP TRUST GSAMP 2006 HE8 A2D | |||||||
| US939355AB98 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | |||||||
| US06051GJS93 / Bank of America Corp | |||||||
| US32027NWP22 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 | |||||||
| US3140H5MJ76 / FNMA POOL BJ3960 FN 01/48 FIXED 3.5 | |||||||
| US3140HE7E68 / FNMA POOL BK1792 FN 03/48 FIXED 3.5 | |||||||
| US23345WAA36 / DT Auto Owner Trust 2023-3 | |||||||
| US12482NAN12 / CBAM 2019-10 Ltd | |||||||
| US3140H5N645 / FNMA POOL BJ4012 FN 02/48 FIXED 3.5 | |||||||
| US00764MFT99 / Aegis Asset Backed Securities Trust 2005-3 | |||||||
| US68389FGK49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 | |||||||
| US78448YAB74 / SMB PRIVATE EDUCATION LOAN TRUST | |||||||
| US17309BAL18 / Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 | |||||||
| US01F0326821 / Fannie Mae or Freddie Mac | |||||||
| US31418CUA07 / Fannie Mae Pool | |||||||
| US126673ML34 / CPT 2004 EC1 M1 | |||||||
| US02146TAG22 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 | |||||||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | |||||||
| US3140GTX708 / FNMA POOL BH5201 FN 09/47 FIXED 3.5 | |||||||
| US64035GAA76 / Nelnet Student Loan Trust 2021-C | |||||||
| US65535VLL08 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | |||||||
| US17309LAH87 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M3 | |||||||
| US23371DAG97 / DAE Funding LLC | |||||||
| US92539XAA28 / Verus Securitization Trust 2023-6 | |||||||
| US31418CKG86 / Fannie Mae Pool | |||||||
| US31410VVX53 / FNMA POOL 898930 FN 08/36 FIXED 6 | |||||||
| US36361UAQ31 / GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A | |||||||
| XS2307740642 / JUBILEE CDO BV JUBIL 2016 17A A2RR 144A | |||||||
| US05401AAR23 / Avolon Holdings Funding Ltd | |||||||
| US12481QAC96 / CBAM 2018-5 Ltd | |||||||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | |||||||
| US35729VAA52 / Fremont Home Loan Trust, Series 2006-D, Class 1A1 | |||||||
| US3128M7V601 / FED HM LN PC POOL G05737 FG 05/35 FIXED 6.5 | |||||||
| US12543XAG16 / COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7 | |||||||
| US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | |||||||
| US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 | |||||||
| US863579VV75 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 5A1 | |||||||
| US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 | |||||||
| US3140H5MP37 / Fannie Mae Pool | |||||||
| US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | |||||||
| US35729TAD46 / FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 | |||||||
| US251510DG50 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 | |||||||
| US694308JG36 / Pacific Gas and Electric Co | |||||||
| US12661GAA76 / CSMC 2021-RPL3 Trust | |||||||
| US83613FAD33 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A3 | |||||||
| US14686TAD00 / Carvana Auto Receivables Trust, Series 2023-P2, Class A4 | |||||||
| US31418CYL26 / Federal National Mortgage Association | |||||||
| INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A | |||||||
| US12667GHG10 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J5 1A7 | |||||||
| US68389FKR46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 | |||||||
| US31404RUM77 / FANNIE MAE 3.478% 03/01/2034 FNMA ARM | |||||||
| US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||||||
| US17309QAF19 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M2 | |||||||
| US94984GAD97 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A1 | |||||||
| US3140GYGZ67 / Federal National Mortgage Association | |||||||
| US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 | |||||||
| US31411GP718 / FNMA POOL 907746 FN 01/37 FIXED 6 | |||||||
| US02660LAA89 / American Home Mortgage Assets Trust | |||||||
| US92922F3L06 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 | |||||||
| US126673J373 / ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M3 | |||||||
| US71429MAC91 / Perrigo Finance Unlimited Co | |||||||
| US36298GAA76 / GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | |||||||
| US17312TAA16 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A | |||||||
| US3140GRAN41 / FNMA POOL BH2712 FN 04/47 FIXED 3.5 | |||||||
| US31411G3F75 / FNMA POOL 908098 FN 12/36 FIXED 6 | |||||||
| US83611MKZ04 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 | |||||||
| US31418CZG22 / Federal National Mortgage Association | |||||||
| US38380LFE83 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA | |||||||
| US46647PBR64 / JPMorgan Chase & Co | |||||||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (ACI2T3G55) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 / ABS-MBS (3133KR3D4) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250728 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (46849LUZ2) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| ERAUSLT TRS EQUITY SOFR+25 JPM / DE (000000000) | |||||||
| ERAUSLT TRS EQUITY FEDL01+95*BULLET* JPM / DE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000) | |||||||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (30225VAU1) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (89616LAA0) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (03330LAA6) | |||||||
| IRS EUR 2.67000 04/03/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (17331QAD8) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (OP0043WJ3) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (673921AA0) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (3140NVEB9) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CDX EM42 ICE / DCR (000000000) | |||||||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (78435VAB8) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP00442S4) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (45870GAE6) | |||||||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (000000000) | |||||||
| REPO BANK AMERICA REPO / RA (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (90932WAA1) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+70 BOA / DE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+96 *BULLET* BOA / DE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043WK0) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.71000 08/06/24-10Y LCH / DIR (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (3137HLZ21) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| CDX EM43 ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| ENBRIDGE (US) INC / DBT (29251UUB2) | |||||||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| INF SWAP US IT 2.165 04/16/19-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (22411JAA3) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | |||||||
| SOLD CLP BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SPTR TRS EQUITY SOFR+53 JPM / DE (000000000) | |||||||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (3136BTRF2) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (83207QAB5) | |||||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | |||||||
| US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 | |||||||
| US91680UAA79 / Upstart Pass-Through Trust Series | |||||||
| US03290AAA88 / Anchorage Credit Funding Ltd. | |||||||
| US31418CV272 / FANNIE MAE 3.50% 04/01/2048 FNL FNCL | |||||||
| US3140H5NN79 / FNMA POOL BJ3996 FN 02/48 FIXED 3.5 | |||||||
| US63939CAD92 / NAVIENT PRIVATE EDUCATION LOAN TRUST 2014-A NAVSL 2014-AA A3 | |||||||
| 952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | |||||||
| XS2056400299 / Wells Fargo & Co | |||||||
| US85573MAA71 / STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A | |||||||
| US31411EMM65 / FNMA POOL 905864 FN 11/36 FIXED 6 | |||||||
| XS2227906208 / AMERICAN TOWER CORP SR UNSECURED 01/32 1 | |||||||
| US29444UBL98 / Equinix, Inc. | |||||||
| US31419AHX81 / Fannie Mae Pool | |||||||
| US31414NBW39 / FNMA POOL 970853 FN 12/38 FIXED 6 | |||||||
| US59020UVJ14 / Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A2 |
