| Market Value | 614,228,533 |
| Total Holdings | 919 |
| 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.
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) |
|---|---|---|---|---|---|---|---|
| V / Visa Inc. | |||||||
| US01F0406854 / UMBS TBA | |||||||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (000000000) | |||||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP00442S4) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| REPO BANK AMERICA REPO / RA (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | |||||||
| XS2350015942 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | |||||||
| XS2390844780 / Black Diamond CLO 2019-1 DAC | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| US41162DAA72 / HarborView Mortgage Loan Trust 2006-12 | |||||||
| US74143JAA97 / PRET 2021-RN3 LLC | |||||||
| US07384MTD47 / Bear Stearns ARM Trust, Series 2003-2, Class A5 | |||||||
| US576433EU63 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 B1 | |||||||
| US52524VAG41 / Lehman XS Trust, Series 2007-15N | |||||||
| ZAG000077470 / Republic of South Africa Government Bond | |||||||
| US81744FGZ45 / Sequoia Mortgage Trust, Series 2005-2, Class A2 | |||||||
| US589929R265 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 | |||||||
| US251526CD98 / Deutsche Bank AG/New York NY | |||||||
| US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 | |||||||
| US71429MAC91 / Perrigo Finance Unlimited Co | |||||||
| US03027XAW02 / American Tower Corp | |||||||
| US61752UAB17 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 | |||||||
| US06051GHQ55 / Bank of America Corp | |||||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | |||||||
| US3140JANZ71 / FNMA POOL BM5807 FN 04/48 FIXED VAR | |||||||
| US902613AP31 / UBS Group AG | |||||||
| US05401AAR23 / Avolon Holdings Funding Ltd | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| US05533XAA00 / BCAP LLC 2011-RR4-I Trust | |||||||
| US21H0426799 / Ginnie Mae | |||||||
| US007036LJ33 / Adjustable Rate Mortgage Trust, Series 2005-5, Class 2A1 | |||||||
| US345397YT41 / Ford Motor Credit Co. LLC | |||||||
| US007036TD80 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 | |||||||
| US86359LEV71 / Structured Asset Mortgage Investments II Trust 2004-AR6 | |||||||
| US3132LAY638 / FED HM LN PC POOL V85233 FG 03/49 FIXED 4 | |||||||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | |||||||
| US93934FQP08 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A | |||||||
| US8426EPAD09 / Southern Co Gas Capital Corp | |||||||
| US576433G423 / MASTR Adjustable Rate Mortgages Trust 2006-OA1 | |||||||
| US12668AWH49 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 | |||||||
| US3138WET253 / Fannie Mae Pool | |||||||
| US87264ACQ67 / T-Mobile USA Inc | |||||||
| XS2118204200 / Wells Fargo & Co | |||||||
| US92927BAA08 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A | |||||||
| US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp | |||||||
| US76112BK413 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC6 M3 | |||||||
| US882925AA84 / Theorem Funding Trust 2022-3 | |||||||
| US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | |||||||
| US939336PL10 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust | |||||||
| US92539DAA63 / Verus Securitization Trust 2023-2 | |||||||
| US36267FAC23 / GLS Auto Select Receivables Trust 2023-1 | |||||||
| US31397QZU56 / FANNIE MAE FNR 2011 17 KS | |||||||
| US07384MR877 / Bear Stearns ARM Trust 2004-3 | |||||||
| US362382AE30 / GSAA HOME EQUITY TRUST GSAA 2006 9 A2 | |||||||
| US06738EBD67 / Barclays PLC | |||||||
| US045427AD39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 | |||||||
| US939355AB98 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | |||||||
| US933637AA84 / WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust | |||||||
| US78448YAH45 / SMB Private Education Loan Trust 2021-A | |||||||
| US67117PAA12 / OBX Trust, Series 2023-NQM3, Class A1 | |||||||
| US12668AHE82 / Alternative Loan Trust 2005-56 | |||||||
| US38380LFE83 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA | |||||||
| US59020UL789 / Merrill Lynch Mortgage Capital Inc. | |||||||
| US12669HAA77 / Countrywide Asset-Backed Certificates | |||||||
| US59024NAC11 / MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1 | |||||||
| US17025RAA32 / COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 | |||||||
| US01F0306781 / UMBS TBA | |||||||
| US55275RAD44 / MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A4 | |||||||
| US12668ATT24 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 | |||||||
| US86562MBP41 / Sumitomo Mitsui Financial Group Inc | |||||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | |||||||
| XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | |||||||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | |||||||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (12593CAY7) | |||||||
| BOUGHT NOK SOLD USD 20250804 / DFE (000000000) | |||||||
| TSY INFL IX N/B 04/29 2.125 / DBT (91282CKL4) | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A / ABS-CBDO (ACI2PTDF3) | |||||||
| INF SWAP US IT 2.5975 09/28/22-10Y LCH / DIR (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (000000000) | |||||||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (74340XCN9) | |||||||
| RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (000000000) | |||||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVE0) | |||||||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (000000000) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| VICI PROPERTIES LP SR UNSECURED 11/31 5.125 / DBT (925650AH6) | |||||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000) | |||||||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP0043Z50) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (69544QAA8) | |||||||
| BOUGHT PHP SOLD USD 20250717 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | |||||||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (90932WAA1) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (46849LUZ2) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| RALVEIET TRS EQUITY FEDL01+130 BRC / DE (000000000) | |||||||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (3140NVEB9) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (04020EAL1) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (ACI2NNG08) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250703 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (13947LAG7) | |||||||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000) | |||||||
| NDDUWXUS TRS EQUITY SOFR+20 JPM / DE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250805 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) | |||||||
| SOLD PEN BOUGHT USD 20251114 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (3140JCM76) | |||||||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVN0) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | |||||||
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A / ABS-CBDO (09075JAU3) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (3140LLCK5) | |||||||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (3140LL6D8) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| VICI PROPERTIES LP SR UNSECURED 04/35 5.625 / DBT (925650AK9) | |||||||
| RFR USD SOFR/3.46300 10/23/24-10Y LCH / DIR (000000000) | |||||||
| CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (22411JAA3) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAF3) | |||||||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (000000000) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CNY BOUGHT USD 20250703 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (30225VAU1) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (14311UBA5) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD COP BOUGHT USD 20250917 / DFE (000000000) | |||||||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043WK0) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| YEN DENOM NIKKEI SEP25 XCME 20250911 / DE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000) | |||||||
| SOLD CNY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.49500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (000000000) | |||||||
| FTSE 100 IDX FUT SEP25 IFLL 20250919 / DE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (92538XAA3) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| RALVEIUT TRS EQUITY FEDL01+61 MYI / DE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | |||||||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (3140JCM50) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| RALVEIUT TRS EQUITY SOFR+47 RBC / DE (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A C / ABS-O (30165BAF0) | |||||||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (OP0043WJ3) | |||||||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (033296AG9) | |||||||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SPTR TRS EQUITY SOFR+61 JPM / DE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) | |||||||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (17331QAB2) | |||||||
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (66858CAN7) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (78435VAB8) | |||||||
| NDUEEGF TRS EQUITY SOFR+10 BPS / DE (000000000) | |||||||
| GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (361841AT6) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (ACI2NQX93) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| IRS EUR 3.14800 11/20/23-10Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD CLP BOUGHT USD 20250711 / DFE (000000000) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PHP SOLD USD 20250717 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.40000 10/17/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT SEK SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (3140NW2Q7) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| EURO STOXX 50 SEP25 XEUR 20250919 / DE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A / ABS-O (448973AB3) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (87166PAN1) | |||||||
| SPTR TRS EQUITY SOFR+70 BOA / DE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| CDX HY43 5Y ICE / DCR (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A B / ABS-O (30165BAE3) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| FNMA POOL BZ2331 FN 08/30 FIXED 4.86 / ABS-MBS (3140NWSV8) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (ACI2MKRM5) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A / ABS-O (12670DAA3) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (46849CJN2) | |||||||
| INF SWAP US IT 2.52 03/27/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (000000000) | |||||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (ACI2T3G55) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+70 FAR / DE (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (000000000) | |||||||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A3 / ABS-O (36268GAD7) | |||||||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250718 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250703 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) | |||||||
| 317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797PW1) | |||||||
| RFR USD SOFR/3.47000 11/01/24-10Y LCH / DIR (000000000) | |||||||
| RALVEIIT TRS EQUITY FEDL01+94 MYI / DE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (ACI2NGJ67) | |||||||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| NDUEEGF TRS EQUITY FEDL01+19 ULO / DE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250703 / DFE (000000000) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8) | |||||||
| SPTR TRS EQUITY FEDL01+70 BOA / DE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | |||||||
| US TREASURY N/B 05/44 4.625 / DBT (912810UB2) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (03332DAA2) | |||||||
| IRS EUR 2.67000 04/03/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (3137HLZ21) | |||||||
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 / DBT (925650AF0) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| NDDUWXUS TRS EQUITY SOFR+29 JPM / DE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+70.5 SOG / DE (000000000) | |||||||
| IRS EUR 3.25000 11/06/23-10Y LCH / DIR (000000000) | |||||||
| ABX.HE.AAA.06-2 SP BOA / DCR (000000000) | |||||||
| NDUEEGF TRS EQUITY SOFR-10 MYI / DE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (3140LLVF5) | |||||||
| FED HM LN PC POOL SD7399 FR 12/54 FIXED 4.5 / ABS-MBS (3132DVGG4) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RALVEIUT TRS EQUITY SOFR+61 CBK / DE (000000000) | |||||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (000000000) | |||||||
| BARCLAYS BANK PLC SNR SE ICE / DCR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | |||||||
| RALVEIUT TRS EQUITY SOFR+39 CBK / DE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251203 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (000000000) | |||||||
| RALVEIET TRS EQUITY SOFR+97 JPM / DE (000000000) | |||||||
| SOLD CNY BOUGHT USD 20250814 / DFE (000000000) | |||||||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (3136BTRF2) | |||||||
| CDX HY44 5Y ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (000000000) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797NX1) | |||||||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A B 144A / ABS-O (37989AAG9) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (00792MAA1) | |||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD MYR BOUGHT USD 20250716 / DFE (000000000) | |||||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | |||||||
| RALVEIIT TRS EQUITY FEDL01+111 MYI / DE (000000000) | |||||||
| BDS LTD BDS 2025 FL14 AS 144A / ABS-CBDO (072921AC3) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AU93) | |||||||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (000000000) | |||||||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (17331QAD8) | |||||||
| NDDUWXUS TRS EQUITY SOFR+38 CBK / DE (000000000) | |||||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (3138E0LC1) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (000000000) | |||||||
| INF SWAP US IT 2.46625 06/17/25-10Y LCH / DIR (000000000) | |||||||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (74340XCP4) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | |||||||
| RALVEIIT TRS EQUITY FEDL01+104 MBC / DE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (000000000) | |||||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (448973AD9) | |||||||
| TREASURY BILL 10/25 0.00000 / DBT (912797RD1) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| ENBRIDGE (US) INC / DBT (29251UUB2) | |||||||
| IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000) | |||||||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043SX7) | |||||||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/20/23-5Y CME / DIR (000000000) | |||||||
| NDDUWXUS TRS EQUITY SOFR+20 CBK / DE (000000000) | |||||||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 3.28000 11/22/23-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250804 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (03329LAS0) | |||||||
| OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (000000000) | |||||||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (89616LAA0) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | |||||||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000) | |||||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| ARES EURO CLO ARESE 14A BR 144A / ABS-CBDO (ACI2RNVH0) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| REPO BANK AMERICA REPO / RA (000000000) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAD4) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797QU4) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| FED HM LN PC POOL QY2186 FR 04/55 FIXED 6.5 / ABS-MBS (31426LNC4) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (42806MCK3) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-4Y CME / DIR (000000000) | |||||||
| RALVEIIT TRS EQUITY FEDL01+95 MBC / DE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (000000000) | |||||||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (000000000) | |||||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| CITIBANK NA CITIBANK NA / DBT (17325FBK3) | |||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | |||||||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (03330LAA6) | |||||||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CLP BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (3137HLY30) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.84199 12/02/24-4Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000) | |||||||
| CPS AUTO TRUST CPS 2024 A A 144A / ABS-O (22411CAA8) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000) | |||||||
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (000000000) | |||||||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | |||||||
| IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| ABX.HE.AAA.06-2 SP BRC / DCR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | |||||||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 / DBT (36143L2T1) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BNP PARIBAS SNR SE ICE / DCR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | |||||||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (3140LLW72) | |||||||
| ACHV ABS TRUST ACHV 2024 2PL B 144A / ABS-O (00092HAB7) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| US92539YAA01 / Verus Securitization Trust 2023-7 | |||||||
| HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95 / DBT (40440VAK1) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000) | |||||||
| SOLD PLN BOUGHT USD 20250718 / DFE (000000000) | |||||||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| 952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A | |||||||
| US23371DAG97 / DAE Funding LLC | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| US22758CAA99 / CROSS 2023-H1 MORTGAGE TRUST CROSS 2023-H1 A1 | |||||||
| US193938AA57 / College Ave Student Loans 2023-A LLC | |||||||
| XS2373706519 / Carlyle Euro CLO 2019-2 DAC | |||||||
| US87264ABV61 / T-Mobile USA Inc | |||||||
| US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 | |||||||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | |||||||
| US14686TAD00 / Carvana Auto Receivables Trust, Series 2023-P2, Class A4 | |||||||
| US36267FAE88 / GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A | |||||||
| US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 | |||||||
| US04013BAB80 / ARGENT SECURITIES INC. ARSI 2006 M2 A2B | |||||||
| XS2357554679 / SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A | |||||||
| US78448YAB74 / SMB PRIVATE EDUCATION LOAN TRUST | |||||||
| US83612NAE58 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 | |||||||
| US67571BAA17 / Octane Receivables Trust 2023-1 | |||||||
| US46628TAD37 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 | |||||||
| US36228FNB84 / GSR MORTGAGE LOAN TRUST | |||||||
| US02152AAB52 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 1A2 | |||||||
| US31396NH417 / FREDDIE MAC FHR 3136 NS | |||||||
| US64032PAB85 / Nelnet Student Loan Trust 2023-A | |||||||
| US345397ZW60 / Ford Motor Credit Co. LLC | |||||||
| US69121PBU66 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 | |||||||
| US81375WGW01 / SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 | |||||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | |||||||
| US64035GAA76 / Nelnet Student Loan Trust 2021-C | |||||||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | |||||||
| US31396LT267 / FNMA, REMIC, Series 2006-115, Class ES | |||||||
| US31394V6K15 / FANNIE MAE FNR 2006 16 SM | |||||||
| US3622MGAA63 / GSAMP Trust | |||||||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | |||||||
| US06738ECE32 / Barclays PLC | |||||||
| US14686RAA05 / Carvana Auto Receivables Trust 2023-N3 | |||||||
| US78450FAA57 / SMB Private Education Loan Trust 2022-A | |||||||
| US01F0326821 / Fannie Mae or Freddie Mac | |||||||
| US23345WAA36 / DT Auto Owner Trust 2023-3 | |||||||
| BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 | |||||||
| US69381AAA97 / PRPM 2023-RCF1 LLC SER 2023-RCF1 CL A1 V/R REGD 144A P/P 4.00000000 | |||||||
| US07384MTM46 / Bear Stearns ARM Trust 2003-1 | |||||||
| US59024FAE43 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B | |||||||
| MX0MGO0001F1 / Mexican Bonos | |||||||
| R2037 / South Africa - Sovereign or Government Agency Debt | |||||||
| US55284JAC36 / MF1 2022-FL8 Ltd | |||||||
| SAGB / Republic of South Africa Government Bond | |||||||
| US281020AN70 / EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | |||||||
| US04542BKU51 / ABFC 2005-HE1 M3 | |||||||
| US55285WAA71 / MFA Trust, Series 2023-NQM2, Class A1 | |||||||
| CZECH / Czech Republic Government Bond | |||||||
| US12661GAA76 / CSMC 2021-RPL3 Trust | |||||||
| US69291QAA31 / PFP III PFP 2022 9 A 144A | |||||||
| US70069FBB22 / PARK PLACE SECURITIES INC PPSI 2004 WCW2 M5 | |||||||
| US61753NAA81 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | |||||||
| US02146TAG22 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 | |||||||
| MX0SGO0000K0 / Mexican Udibonos | |||||||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | |||||||
| US67448GAA13 / OBX 23-NQM4 A1 144A 6.113% 03-25-63/05-25-27 | |||||||
| XS2304366656 / HARVEST CLO HARVT 16A ARR 144A | |||||||
| US55336VBQ23 / MPLX LP | |||||||
| US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 | |||||||
| US03065UAB52 / Americredit Automobile Receivables Trust 2023-2 | |||||||
| EZG1MXP5KL27 / CDX IG41 5Y ICE | |||||||
| US14686TAC27 / CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A | |||||||
| US16159LAC28 / Chase Mortgage Finance Corp. | |||||||
| US83612TAB89 / Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1 | |||||||
| DE000DL19VP0 / DEUTSCHE BANK AG SR UNSECURED REGS 09/26 VAR | |||||||
| US94984UAE64 / WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 | |||||||
| US59319BAA52 / CORP CMO | |||||||
| XS1794675931 / Fairfax Financial Holdings Ltd | |||||||
| US12668AKQ75 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 | |||||||
| US654744AB77 / Nissan Motor Co Ltd | |||||||
| 92780JUU3 / VIRGINIA ELECT.& PWR | |||||||
| R2032 / South Africa - Corporate Bond/Note | |||||||
| US344928AD89 / Ford Credit Auto Owner Trust, Series 2023-A, Class A3 | |||||||
| US05952EAA47 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 | |||||||
| US097023DG73 / Boeing Co/The | |||||||
| US01F0506844 / UMBS TBA | |||||||
| US36179QUQ27 / GNMA II POOL MA2391 G2 11/44 FLOATING VAR | |||||||
| US74143FAA75 / PRET_21-RN2 | |||||||
| EZRG1QWTVHG4 / BRITISH TELECOMMUNICATIONS PL SNR SE ICE | |||||||
| US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 | |||||||
| US83406TAB89 / SoFi Professional Loan Program 2020-ATrust | |||||||
| ILGOV / Ministry Of Finance, Shachar - Corporate Bond/Note | |||||||
| US52522GAC87 / Lehman XS Trust Series | |||||||
| PEP01000C5I0 / BONOS DE TESORERIA | |||||||
| MX0SGO0000F0 / Mexican Udibonos | |||||||
| US78485KAE55 / STWD 2022-FL3 Ltd | |||||||
| US44963BAD01 / IHO Verwaltungs GmbH | |||||||
| US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 | |||||||
| US17307GXR46 / Citigroup Mortgage Loan Trust Inc | |||||||
| US268432AA90 / Ellington Financial Mortgage Trust 2022-4 | |||||||
| US94985GAH92 / Wells Fargo Alternative Loan 2007-PA3 Trust | |||||||
| US07384MB681 / Bear Stearns ARM Trust 2004-1 | |||||||
| US67118CAA99 / OBX 2023-NQM8 Trust | |||||||
| US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A | |||||||
| ZAG000125980 / Republic of South Africa Government Bond | |||||||
| US46625HRY89 / JPMorgan Chase & Co. | |||||||
| US21H0506806 / GNMA | |||||||
| BOUGHT NOK SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.48500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| JPMCC / J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-ASH8 | |||||||
| US12669GJB86 / CHL Mortgage Pass-Through Trust 2004-29 | |||||||
| US03290AAA88 / Anchorage Credit Funding Ltd. | |||||||
| US64831HAM51 / New Residential Mortgage Loan Trust 2023-NQM1 | |||||||
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