Market Value305,452,628
Total Holdings771
File Date2025-08-28
Original Filing (Click here)

All hedge funds or institutions that manage over $100M are required by the SEC to file quarterly reports on their holdings. These reports are called 13F reports. However, the filings are required the following quarter from the reporting period, which means that by the time the filing is made (and we see them), the information could be five months old.

For funds with long term positions that make few trades, the holdings might closely resemble their current holdings, even after several months. However, for funds that have high turnover, the holdings data we see might differ significantly from their current holdings. Institutions are required to report CALL and PUT options, and those positions are identified in the table. However, they are not required to report short positions.

Click the link icon to see the full transaction history.

Upgrade to unlock premium data and export to Excel .

Security Imputed
Share Price		 Prev
Shares		 Current
Shares		 Change
(Percent)		 Prev Value
(USD x1000)		 Current Value
(USD x1000)		 Change
(Percent)
US715638BE14 / Peruvian Government International Bond
US52520QAB05 / LEHMAN MORTGAGE TRUST LMT 2006 7 1A2
US81744FCH82 / SEQUOIA MORTGAGE TRUST SEMT 2004 6 A2
RFR USD SOFR/3.84199 12/02/24-4Y* LCH / DIR (000000000)
US01F0626899 / Uniform Mortgage-Backed Security, TBA
US06738ECG89 / Barclays PLC
USP78024AG45 / Peruvian Government International Bond
US01F0306781 / UMBS TBA
US525161AN53 / LEHMAN XS TRUST LXS 2006 GP4 3A5
RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (000000000)
IRS EUR 3.30500 11/27/23-10Y LCH / DIR (000000000)
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock)
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock)
SOLD PEN BOUGHT USD 20251105 / DFE (000000000)
RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (000000000)
CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (000000000)
RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (000000000)
5831 / Shizuoka Financial Group,Inc.
CQS US CLO LTD CQS 2021 1A AR 144A / ABS-CBDO (12659UAL6)
RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (000000000)
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250922 / DFE (000000000)
FREDDIE MAC FHR 5484 FD / ABS-MBS (3137HHKV2)
SOLD THB BOUGHT USD 20250820 / DFE (000000000)
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000)
BOUGHT KRW SOLD USD 20250708 / DFE (000000000)
INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (ACI2Q9953)
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000)
ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000)
CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (146865AJ9)
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (000000000)
IRS EUR 3.25000 11/06/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (000000000)
ERAEMLT TRS EQUITY SOFR+120.5 MEI / DE (000000000)
FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 / ABS-MBS (3142GQEK4)
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F
OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (000000000)
SOLD TRY BOUGHT USD 20250728 / DFE (000000000)
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (89616LAA0)
FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (3140LLW72)
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AU93)
BCS / Barclays PLC - Depositary Receipt (Common Stock)
FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (3140JCM76)
IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000)
CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (14016CAN6)
EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (30225VAU1)
BOUGHT KRW SOLD USD 20250710 / DFE (000000000)
AXP / American Express Company - Depositary Receipt (Common Stock)
SOLD TRY BOUGHT USD 20250717 / DFE (000000000)
BOUGHT NZD SOLD USD 20250702 / DFE (000000000)
FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (3140LL6D8)
RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (000000000)
GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (37964VAB3)
TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (89289EBL7)
ERAEMLT TRS EQUITY SOFR+120 MEI / DE (000000000)
ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (000000000)
SBNA AUTO RECEIVABLES TRUST SBAT 2025 SF1 C 144A / ABS-O (78437XAC0)
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000)
HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5 / DBT (44107TBC9)
RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (000000000)
MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (ACI2PXBX7)
SOLD NOK BOUGHT USD 20250804 / DFE (000000000)
BNP PARIBAS SNR SE ICE / DCR (000000000)
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock)
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000)
ERAEMLT TRS EQUITY FEDL01+111 MEI / DE (000000000)
E1SE34 / Eversource Energy - Depositary Receipt (Common Stock)
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock
SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (805922AE1)
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (03329LAS0)
FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (3140LLVF5)
US30331GAC50 / FHF Trust 2023-1
US55379AAA25 / M360 2021-CRE3 Ltd
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25
RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (000000000)
IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000)
SOLD ILS BOUGHT USD 20250718 / DFE (000000000)
BARCLAYS BANK PLC SNR SE ICE / DCR (000000000)
US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A
US31394FAF27 / FANNIE MAE FNR 2005 75 AF
FREDDIE MAC FHR 5473 FA / ABS-MBS (3137HHFU0)
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (000000000)
TREASURY BILL 09/25 0.00000 / DBT (912797QU4)
BOUGHT TRY SOLD USD 20250729 / DFE (000000000)
COL17CT02914 / Colombian TES
PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A B 144A / ABS-CBDO (ACI2X1SW2)
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000)
CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A / ABS-O (14318WAB3)
RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000)
RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (000000000)
RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (000000000)
A3KMYN / Air Lease Corporation - Preferred Stock
RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (000000000)
317U7NKA1 PIMCO SWAPTION 5.85 PUT USD 20251121 / DIR (000000000)
UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (90932WAA1)
US14318UAD37 / Carmax Auto Owner Trust 2022-4
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000)
IRS EUR 2.28000 03/04/25-5Y LCH / DIR (000000000)
37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (88430TAQ4)
TREASURY BILL 07/25 0.00000 / DBT (912797NX1)
BOUGHT KRW SOLD USD 20250716 / DFE (000000000)
IRS EUR 2.99000 12/08/23-10Y LCH / DIR (000000000)
FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (3140JCM50)
BOUGHT AUD SOLD USD 20250702 / DFE (000000000)
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000)
SOLD GBP BOUGHT USD 20250804 / DFE (000000000)
IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000)
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000)
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (17331QAB2)
ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (04020EAL1)
SOLD CHF BOUGHT USD 20250804 / DFE (000000000)
SOLD PEN BOUGHT USD 20250917 / DFE (000000000)
FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (3140NVEB9)
BOUGHT GBP SOLD USD 20250702 / DFE (000000000)
IRS CZK 3.76000 11/01/24-10Y CME / DIR (000000000)
FNMA POOL FA1296 FN 08/51 FIXED VAR / ABS-MBS (3140W1NN9)
SOLD PEN BOUGHT USD 20250731 / DFE (000000000)
RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000)
IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000)
RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (000000000)
NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A / ABS-CBDO (66860CAL7)
POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (ACI2NGJ67)
SOLD ILS BOUGHT USD 20250709 / DFE (000000000)
SOLD CAD BOUGHT USD 20250805 / DFE (000000000)
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000)
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND
SOLD KRW BOUGHT USD 20250714 / DFE (000000000)
PROLOGIS LP SR UNSECURED 01/35 5 / DBT (74340XCN9)
JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (47047RAN6)
VOLKSWAGEN GROUP OF AM / DBT (92866BU29)
FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 / ABS-MBS (3142GQBT8)
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94
US31396WTU08 / Fannie Mae REMICS
SOLD KRW BOUGHT USD 20250708 / DFE (000000000)
ABX.HE.AAA.06-2 SP BRC / DCR (000000000)
RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000)
RTX / RTX Corporation - Depositary Receipt (Common Stock)
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000)
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
BOUGHT BRL SOLD USD 20250903 / DFE (000000000)
IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000)
BOUGHT BRL SOLD USD 20250804 / DFE (000000000)
OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock)
ERAEMLT TRS EQUITY FEDL01+124 *BULLET* M / DE (000000000)
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock)
EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 / ABS-O (30165AAB1)
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000)
SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (87166PAN1)
BOUGHT NOK SOLD USD 20250702 / DFE (000000000)
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A B 144A / ABS-CBDO (ACI2Q3NC5)
BOUGHT SEK SOLD USD 20250702 / DFE (000000000)
OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (67592BAY4)
SOLD NZD BOUGHT USD 20250804 / DFE (000000000)
FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (3137HLY30)
CVS / CVS Health Corporation - Depositary Receipt (Common Stock)
SOLD GBP BOUGHT USD 20250702 / DFE (000000000)
SOLD PEN BOUGHT USD 20250804 / DFE (000000000)
VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A / ABS-MBS (92540GAA6)
CRB SECURITIZATION TRUST CRB 2023 1 A 144A / ABS-O (12670DAA3)
SOLD CHF BOUGHT USD 20250702 / DFE (000000000)
SOLD ILS BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000)
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94
FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8)
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (448973AD9)
RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (000000000)
IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000)
SOLD COP BOUGHT USD 20250917 / DFE (000000000)
INF SWAP US IT 2.52 03/27/25-5Y LCH / DIR (000000000)
RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (000000000)
SOLD TRY BOUGHT USD 20250729 / DFE (000000000)
BOUGHT TWD SOLD USD 20250709 / DFE (000000000)
INF SWAP US IT 2.35 08/12/24-10Y LCH / DIR (000000000)
SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000)
SOLD TRY BOUGHT USD 20250707 / DFE (000000000)
RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
SOLD NZD BOUGHT USD 20250702 / DFE (000000000)
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A / ABS-MBS (74939FAA5)
E1IX34 / Edison International - Depositary Receipt (Common Stock)
BOUGHT MYR SOLD USD 20250716 / DFE (000000000)
30064K105 / Exacttarget, Inc.
RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (000000000)
FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (3140NW2Q7)
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000)
RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (000000000)
ERAEMLT TRS EQUITY FEDL01+105 MEI / DE (000000000)
ERAEMLT TRS EQUITY SOFR+101 MEI / DE (000000000)
RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SCE.PRK / SCE Trust V - Preferred Security
BOUGHT BRL SOLD USD 20251002 / DFE (000000000)
MORGAN STANLEY SNR S* ICE / DCR (000000000)
31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (000000000)
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000)
RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000)
OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (000000000)
AIMCO AIMCO 2015 AA AR3 144A / ABS-CBDO (00900LAY0)
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock)
BOUGHT THB SOLD USD 20250716 / DFE (000000000)
HOLCIM FIN US LLC 07/25 ZCP / DBT (43475FU83)
TRT061124T11 / Turkey Government Bond
ERAEMLT TRS EQUITY FEDL01+108 MEI / DE (000000000)
OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (000000000)
MSCI EMGMKT SEP25 IFUS 20250919 / DE (000000000)
JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (46849LUZ2)
US TREASURY N/B 05/44 4.625 / DBT (912810UB2)
BOUGHT TRY SOLD USD 20251217 / DFE (000000000)
RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (000000000)
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVE0)
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000)
BOUGHT PLN SOLD USD 20250718 / DFE (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043WK0)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A / ABS-O (16144BAB4)
SOLD AUD BOUGHT USD 20250702 / DFE (000000000)
317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000)
SOLD INR BOUGHT USD 20250820 / DFE (000000000)
MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 AS 144A / ABS-CBDO (55287HAC4)
SOLD EUR BOUGHT USD 20250702 / DFE (000000000)
BOUGHT MXN SOLD USD 20250917 / DFE (000000000)
CITIGROUP REPO REPO 5807 / RA (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
TRT061124T11 / Turkey Government Bond
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (000000000)
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (ACI2NQX93)
IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000)
SOLD PEN BOUGHT USD 20251128 / DFE (000000000)
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (05684RAL6)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A / ABS-O (14688XAD9)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
IRS EUR 2.91000 12/29/23-10Y LCH / DIR (000000000)
SBNA AUTO RECEIVABLES TRUST SBAT 2025 SF1 B 144A / ABS-O (78437XAB2)
SOLD TRY BOUGHT USD 20250708 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
SOLD PEN BOUGHT USD 20250717 / DFE (000000000)
FANNIE MAE FNR 2024 77 FM / ABS-MBS (3136BTRF2)
IRS EUR 3.14800 11/20/23-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
SOLD PLN BOUGHT USD 20250710 / DFE (000000000)
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock)
RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (000000000)
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
BDS LTD BDS 2025 FL14 AS 144A / ABS-CBDO (072921AC3)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000)
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (17331QAD8)
IRS EUR 3.12800 12/04/23-10Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
US42806MBS70 / Hertz Vehicle Financing III LLC
US88339FAA12 / Theorem Funding Trust 2022-2
US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000
US14686TAC27 / CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A
US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30
US01F0526800 / Uniform Mortgage-Backed Security, TBA
US12668JAA43 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A
US744434CW90 / PUBLIC PWR GENERATION AGY NE R PUBPWR 01/41 FIXED 7.242
ZAG000125980 / Republic of South Africa Government Bond
US362334NW08 / GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M2 144A
US36267FAC23 / GLS Auto Select Receivables Trust 2023-1
US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust
US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A
US41161PSK02 / HarborView Mortgage Loan Trust 2005-9
US01F0326821 / Fannie Mae or Freddie Mac
US46625HRY89 / JPMorgan Chase & Co.
US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A
US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9
US83162CSE48 / United States Small Business Administration
US01F0606834 / Uniform Mortgage-Backed Security, TBA
US3136BBAR38 / Fannie Mae-Aces
US761118PE29 / RALI Series 2005-QA13 Trust
US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3
CZECH / Czech Republic Government Bond
US45660LKW80 / IndyMac INDX Mortgage Loan Trust 2005-AR10
US61749JAT34 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A3
US84751XAC65 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B
US933637AE07 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3
US53948HAA41 / LoanCore 2021-CRE6 Issuer Ltd
US92927XAE40 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3
US55284AAA60 / MF1 2021-FL7 Ltd
US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A
US12564NAA00 / CLNY Trust 2019-IKPR
US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1
US92925VAP58 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust
R2032 / South Africa - Corporate Bond/Note
US23332UAC80 / DSLA MORTGAGE LOAN TRUST DSLA 2004 AR1 A2A
US23345WAA36 / DT Auto Owner Trust 2023-3
US74922QAB86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A2
US86364YAA29 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 11 1A1
US617526AB45 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP
US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043
US36298GAA76 / GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422
US38380VEU17 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF
US12544PAA03 / COUNTRYWIDE HOME LOANS CWHL 2007 19 1A1
US80287DAC11 / SDART 23-6 A3 5.93% 07-17-28/07-15-26
US91683TAB52 / UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A
US81377AAE29 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D
US61753KAC09 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5
US14686RAA05 / Carvana Auto Receivables Trust 2023-N3
US033295AA45 / Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A
EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE
US41161PYZ07 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A
US31397KZG92 / FREDDIE MAC FHR 3376 FD
US902613AP31 / UBS Group AG
US44933XAD93 / Hyundai Auto Receivables Trust, Series 2023-B, Class A3
US01F0426811 / UMBS TBA
US14687RAB78 / CARVANA AUTO RECEIVABLES TRUST 2023-P5 SER 2023-P5 CL A2 REGD 144A P/P 5.77000000
US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2
US43739EAQ08 / HOMEBANC MORTGAGE TRUST HMBT 2005 1 A2
US12668BB444 / Alternative Loan Trust, Series 2006-OA3, Class 1A1
EW / Edwards Lifesciences Corporation
US14686JAD28 / Carvana Auto Receivables Trust 2022-P2
US62956BAA70 / NYMT Loan Trust 2022-SP1
US17330VAA44 / CMLTI_22-A
US05610FAC14 / BX Commercial Mortgage Trust 2022-AHP
US95000U2S19 / Wells Fargo & Co
US92925GAJ22 / WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3
US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC
MX0SGO0000F0 / Mexican Udibonos
US761118CX47 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A1
US17307G3C01 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1
US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000
US36267FAE88 / GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A
PEP01000C5I0 / BONOS DE TESORERIA
R2037 / South Africa - Sovereign or Government Agency Debt
US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR
ZAG000077470 / Republic of South Africa Government Bond
US31396WLX29 / Fannie Mae REMICS
US21H0506806 / GNMA
US87241EAQ89 / TCW CLO 2019-1 AMR Ltd
US01F0506844 / UMBS TBA
US02582JJZ49 / American Express Credit Account Master Trust 2023-1
US08860DAB91 / BHG Securitization Trust 2022-C
US31397KE319 / FHLMC, Series 3360, Class FC
US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL
US59020UH324 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1
US55283TAA60 / MF1 Multifamily Housing Mortgage Loan Trust
US05522RDG02 / BA Credit Card Trust
US29444UBL98 / Equinix, Inc.
US36267KAD90 / GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3
US21H0406734 / Ginnie Mae
US05949A6C95 / Banc of America Mortgage Securities, Inc.
US55285BAA35 / MF1 2022-FL10 LLC MF1 2022-FL10 A
US3137ADTZ01 / FREDDIE MAC REMICS FHR 3891 BF
US797440CD44 / San Diego Gas & Electric Co.
US026935AH97 / AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1
US96041AAC09 / WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL A2 REGD 144A P/P 6.23000000
US32051GTX33 / FIRST HORIZON MORTGAGE PASS-THROUGH TRUST
US3622EBAB42 / GSAA HOME EQUITY TRUST GSAA 2007 4 A2
US87277JAA97 / TRTX 2022-FL5 Issuer Ltd
US35729NAA37 / Fremont Home Loan Trust 2006-E
US345397YT41 / Ford Motor Credit Co. LLC
US31397KC909 / Freddie Mac REMICS
US68403HAA05 / Option One Mortgage Loan Trust, Series 2007-5, Class 1A1
US45071KDD37 / IXIS Real Estate Capital Trust 2006-HE1
US17309BAL18 / Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1
US3128MMWV14 / Freddie Mac Gold Pool
EZ897ZSH5V50 / HOCHTIEF AG SNR SE SP JPM
US93935HAH03 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
US576436CP28 / MASTR SPECIALIZED LOAN TRUST MASD 2005 3 M1 144A
US761136AA85 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1
US09629PAA49 / BlueMountain CLO XXII Ltd
US362341RT83 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1
US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A
US64032PAB85 / Nelnet Student Loan Trust 2023-A
US925650AB99 / VICI Properties LP
US61745M4P58 / Morgan Stanley Mortgage Loan Trust 2005-3AR
US45254NLJ45 / IMPAC CMB TRUST SERIES 2004-10 SER 2004-10 CL 1A1 V/R REGD 2.34800000
US05946XQX48 / Banc of America Funding Corp
US31396XNT71 / FANNIE MAE FNR 2007 96 AF
US525931AB72 / Lendbuzz Securitization Trust 2023-3
US01F0406854 / UMBS TBA
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (000000000)
SAGB / Republic of South Africa Government Bond
SOLD SEK BOUGHT USD 20250804 / DFE (000000000)
IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000)
RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (000000000)
RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD INR BOUGHT USD 20250820 / DFE (000000000)
SOLD GBP BOUGHT USD 20250702 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD TRY BOUGHT USD 20250708 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD CAD BOUGHT USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
BOUGHT PLN SOLD USD 20250718 / DFE (000000000)
31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043SX7)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD CHF BOUGHT USD 20250702 / DFE (000000000)
SOLD CLP BOUGHT USD 20250711 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (800130AN6)
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A3 / ABS-O (36268GAD7)
IRS EUR 2.51000 04/09/25-10Y LCH / DIR (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000)
CDX IG44 5Y ICE / DCR (000000000)
SOLD TRY BOUGHT USD 20251217 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
FCT / Fincantieri S.p.A.
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
SCE.PRK / SCE Trust V - Preferred Security
SOLD TRY BOUGHT USD 20250729 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (ACI2NNG08)
US073871AE56 / BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
T MOBILE USA INC T MOBILE USA INC / DBT (87264ADL6)
RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000)
SOLD IDR BOUGHT USD 20250711 / DFE (000000000)
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
BOUGHT PEN SOLD USD 20250707 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (42806MCK3)
IRS EUR 3.06300 12/06/23-10Y LCH / DIR (000000000)
SOLD INR BOUGHT USD 20250709 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000)
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD TRY BOUGHT USD 20250729 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
FNMA POOL FS2937 FN 04/43 FIXED VAR / ABS-MBS (3140XJHP1)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (000000000)
SOLD HKD BOUGHT USD 20250716 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000)
IRS EUR 2.38000 12/31/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
SOLD ILS BOUGHT USD 20250718 / DFE (000000000)
SOLD ILS BOUGHT USD 20250702 / DFE (000000000)
BOUGHT THB SOLD USD 20250716 / DFE (000000000)
BOUGHT KRW SOLD USD 20250716 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD AUD BOUGHT USD 20250702 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
SOLD TRY BOUGHT USD 20250701 / DFE (000000000)
CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (000000000)
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5)
SOLD TRY BOUGHT USD 20250729 / DFE (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
ERAEMLT TRS EQUITY SOFR+131 *BULLET* JPM / DE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A / ABS-O (448973AB3)
SOLD PEN BOUGHT USD 20250910 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP00442S4)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
SOLD CLP BOUGHT USD 20250723 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000)
SOLD CHF BOUGHT USD 20250804 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD SEK BOUGHT USD 20250702 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
IRS EUR 2.65000 01/08/24-10Y LCH / DIR (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
4020 / Saudi Real Estate Company
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A / ABS-CBDO (ACI2RRG21)
BOUGHT AUD SOLD USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.60000 08/28/24-10Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
INF SWAP US IT 2.487 12/07/21-30Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000)
BOUGHT TRY SOLD USD 20250708 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (000000000)
317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP0043Z50)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT KRW SOLD USD 20250716 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
INTC / Intel Corporation - Depositary Receipt (Common Stock)
SOLD PEN BOUGHT USD 20251114 / DFE (000000000)
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / 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 20250820 / DFE (000000000)
BOUGHT PLN SOLD USD 20250718 / DFE (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (ACI2RC930)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (ACI2QFVZ8)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (000000000)
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT THB SOLD USD 20250716 / DFE (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
SOLD EUR BOUGHT USD 20250702 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
SOLD TRY BOUGHT USD 20250724 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock)
37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (88429PAU6)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD AUD BOUGHT USD 20250805 / DFE (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (000000000)
SOLD AUD BOUGHT USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
BOUGHT CHF SOLD USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
CNQ / Canadian Natural Resources Limited
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
BOUGHT CAD SOLD USD 20250702 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
SOLD EUR BOUGHT USD 20250702 / DFE (000000000)
BOUGHT CHF SOLD USD 20250702 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (000000000)
SOLD BRL BOUGHT USD 20260402 / DFE (000000000)
SOLD CAD BOUGHT USD 20250702 / DFE (000000000)
IRS EUR 2.53000 04/23/25-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
BOUGHT PLN SOLD USD 20250718 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
BOUGHT THB SOLD USD 20250820 / DFE (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SCE.PRK / SCE Trust V - Preferred Security
BOUGHT THB SOLD USD 20250716 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
BOUGHT ILS SOLD USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
BOUGHT CHF SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000)
ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
SOLD CZK BOUGHT USD 20250822 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
SOLD AUD BOUGHT USD 20250702 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (000000000)
RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
SOLD NOK BOUGHT USD 20250702 / DFE (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
INF SWAP US IT 2.5195 04/04/24-5Y LCH / DIR (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (000000000)
GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (36169HAA1)
SOLD PLN BOUGHT USD 20250710 / DFE (000000000)
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock)
FCT / Fincantieri S.p.A.
31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (OP0043WJ3)
BOUGHT THB SOLD USD 20250716 / DFE (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
SOLD BRL BOUGHT USD 20250804 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000)
SOLD PLN BOUGHT USD 20250710 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.81000 01/02/24-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD CZK BOUGHT USD 20250822 / DFE (000000000)
FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (3138E0LC1)
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000)
RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
SOLD EUR BOUGHT USD 20250804 / DFE (000000000)
BOUGHT PEN SOLD USD 20250825 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
01626P148 / Alimentation Couche-Tard Inc
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
BOUGHT CAD SOLD USD 20250702 / DFE (000000000)
CL0002454248 / Bonos de la Tesoreria de la Republica en pesos
PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (74340XCP4)
IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
US93363QAC24 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A
US03065UAB52 / Americredit Automobile Receivables Trust 2023-2
US12481QAC96 / CBAM 2018-5 Ltd
US3133KQPE07 / Freddie Mac Pool
MX0MGO0001F1 / Mexican Bonos
US05592XAD21 / BMW Vehicle Owner Trust, Series 2023-A, Class A3
US466247UG61 / JP Morgan Mortgage Trust 2005-A6
MX0SGO0000M6 / Mexican Udibonos
US362334NB60 / GSAA Trust
MX0SGO0000K0 / Mexican Udibonos
US12639PAA66 / CSMC Mortgage-Backed Trust 2007-6
US02007WAC29 / Ally Auto Receivables Trust, Series 2023-1, Class A3
US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15
XS2683120211 / Avon Finance No.4 PLC
US125432AE49 / COUNTRYWIDE HOME LOANS CWHL 2006 12 A1
US31397KL827 / Freddie Mac REMICS