| Market Value | 2,719,777,710 |
| Total Holdings | 1191 |
| 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) |
|---|---|---|---|---|---|---|---|
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| WMT / Walmart Inc. | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US06738ECE32 / Barclays PLC | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+72 RBC / DE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (OP0043WJ3) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US03329TAG94 / Anchorage Credit Funding 4 Ltd. | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US12670FAE07 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-9 CL 2A4 V/R REGD 1.95800000 | |||||||
| US07387VAC37 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A1 | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| US01F0406854 / UMBS TBA | |||||||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | |||||||
| XS1794675931 / Fairfax Financial Holdings Ltd | |||||||
| AAPL / Apple Inc. | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (OP0043WJ3) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| CITIGROUP REPO REPO 5807 / RA (000000000) | |||||||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US12666CAA18 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 1A | |||||||
| US07325QAA31 / BFAT 2007-SR1A V/R 03/25/37 2.92663000 | |||||||
| US55379AAC80 / M360 2021-CRE3 Ltd | |||||||
| US05401AAR23 / Avolon Holdings Funding Ltd | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| US79549AXP91 / SALOMON BROTHERS MORTGAGE SECU SBM7 2003 UP2 A1 | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | |||||||
| US126680AA57 / Alternative Loan Trust 2007-OA7 | |||||||
| US542514NE09 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 | |||||||
| US18085PMT83 / CLARK CNTY NV ARPT REVENUE | |||||||
| US13077CTM63 / California State University | |||||||
| US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | |||||||
| US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | |||||||
| 92780JUU3 / VIRGINIA ELECT.& PWR | |||||||
| US9393357P40 / WAMU 02-AR9 1A V/R 8/25/42 3.72644500 | |||||||
| US054561AJ49 / AXA EQUITABLE HOLDINGS I SR UNSECURED 04/28 4.35 | |||||||
| US74965LAA98 / RLJ Lodging Trust LP | |||||||
| US780097BG51 / NatWest Group PLC | |||||||
| US52475WAA45 / LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 1.65000000 | |||||||
| US31397KC909 / Freddie Mac REMICS | |||||||
| US17181KAA88 / CIM Trust 2023-R2 | |||||||
| US15135BAT89 / CORPORATE BONDS | |||||||
| US67113DBC74 / OZLM LTD OZLM 2019 24A A2AR 144A | |||||||
| US36292LCY83 / GNMA POOL 651787 GN 04/36 FIXED 5 | |||||||
| US31376KDU79 / FNMA POOL 357515 FN 03/34 FIXED 5.5 | |||||||
| US31410VJH42 / FNMA POOL 898564 FN 10/36 FIXED 6 | |||||||
| US939346AA00 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust | |||||||
| MX0SGO000023 / Mexican Udibonos | |||||||
| PEP01000C5I0 / BONOS DE TESORERIA | |||||||
| US83611MGJ18 / Soundview Home Loan Trust | |||||||
| SAGB / Republic of South Africa Government Bond | |||||||
| US345397C437 / Ford Motor Credit Co LLC | |||||||
| XS2404665460 / BNPP AM EURO CLO 2019 BV SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 0.82000000 | |||||||
| US362341ZE23 / GSAMP TRUST GSAMP 2005 HE5 M4 | |||||||
| US36296JEM36 / GNMA POOL 692340 GN 02/39 FIXED 5 | |||||||
| US00442EAC93 / ACE SECURITIES CORP. ACE 2006 NC3 A1A | |||||||
| XS0194143532 / SLM Student Loan Trust, Series 2004-5X, Class A6 | |||||||
| US345397A860 / Ford Motor Credit Co LLC | |||||||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | |||||||
| US52474XAA37 / LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000 | |||||||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | |||||||
| US21H0506723 / Ginnie Mae | |||||||
| US31410FSS55 / Fannie Mae Pool | |||||||
| US67113DBA19 / OZLM LTD OZLM 2019 24A A1CR 144A | |||||||
| US36245YAC84 / GSAMP Trust 2007-H1 | |||||||
| US61753VAC63 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2B | |||||||
| US751152AB50 / RALI 2006 QA7 2A1 | |||||||
| US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 | |||||||
| US69359QAA22 / PRET 2021-RN4 LLC | |||||||
| XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A | |||||||
| US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 | |||||||
| XS2683120211 / Avon Finance No.4 PLC | |||||||
| ZAG000077470 / Republic of South Africa Government Bond | |||||||
| 952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | |||||||
| US36295QK827 / Ginnie Mae I Pool | |||||||
| US36296A6T61 / GNMA POOL 685882 GN 05/38 FIXED 5 | |||||||
| US033295AA45 / Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A | |||||||
| US36225CBY12 / GNMA II POOL 080054 G2 03/27 FLOATING VAR | |||||||
| EZGB6C4Y7HX0 / CDX HY40 5Y ICE | |||||||
| US87264ACQ67 / T-Mobile USA Inc | |||||||
| US76112BRR32 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6 | |||||||
| XS2390844780 / Black Diamond CLO 2019-1 DAC | |||||||
| US46630GAR65 / JP Morgan Mortgage Trust, Series 2007-A1, Class 5A1 | |||||||
| US35729NAB10 / Fremont Home Loan Trust, Series 2006-E, Class 2A1 | |||||||
| US01F0306781 / UMBS TBA | |||||||
| US04542BHM72 / ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1 | |||||||
| US073870AA51 / BEAR STEARNS ALT A TRUST BALTA 2007 2 1A1 | |||||||
| US362636AT94 / GSR Mortgage Loan Trust | |||||||
| US3132XWE647 / Freddie Mac Gold Pool | |||||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | |||||||
| US30212PBK03 / Expedia Group Inc | |||||||
| US61744CSY39 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 | |||||||
| US251510DG50 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 | |||||||
| US466247YH09 / JP Morgan Mortgage Trust 2005-A8 | |||||||
| US31394FHD06 / FNMA, Series 2005-79, Class NF | |||||||
| US073871AC90 / BEAR STEARNS ALT A TRUST BALTA 2006 4 12A1 | |||||||
| US78485KAE55 / STWD 2022-FL3 Ltd | |||||||
| US81378EAA10 / SECURITIZED ASSET BACKED RECEI SABR 2007 BR4 A2A | |||||||
| US31398GUJ65 / FANNIE MAE FNR 2009 106 FA | |||||||
| EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE | |||||||
| US74143JAA97 / PRET 2021-RN3 LLC | |||||||
| US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||||||
| US863579VM76 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 | |||||||
| US126670TW86 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 MV1 | |||||||
| US3140X6JR36 / Fannie Mae Pool | |||||||
| US31406LHL53 / FNMA POOL 813035 FN 04/35 FIXED 5.5 | |||||||
| US12667GN580 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 2A3 | |||||||
| US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 | |||||||
| US43732VAT35 / Home Partners of America 2021-2 Trust | |||||||
| US3140JANZ71 / FNMA POOL BM5807 FN 04/48 FIXED VAR | |||||||
| US46629BAT61 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 MV1 | |||||||
| US00774MAX39 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||||||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | |||||||
| US01F0426811 / UMBS TBA | |||||||
| US32051GQL22 / First Horizon Mortgage Pass-Through Trust 2005-AR3 | |||||||
| US12667AAA43 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A | |||||||
| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | |||||||
| US12667AAD81 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3 | |||||||
| US36241KZ350 / Ginnie Mae I Pool | |||||||
| US31396L4R81 / FNMA, REMIC, Series 2006-118, Class A1 | |||||||
| XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS | |||||||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | |||||||
| US31407CFW29 / FNMA POOL 826481 FN 07/35 FIXED 5.5 | |||||||
| US86361KAC18 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 | |||||||
| US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | |||||||
| US12598JAC53 / CSMC 2021-RPL7 Trust | |||||||
| US542514HN71 / Long Beach Mortgage Loan Trust 2004-4 | |||||||
| US59020USJ50 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A2 | |||||||
| US45661VAA44 / IndyMac INDX Mortgage Loan Trust 2006-AR12 | |||||||
| US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A | |||||||
| US14986PAE34 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB6 A24 | |||||||
| US61753VAE20 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D | |||||||
| US320277AF35 / First Franklin Mortgage Loan Trust 2006-FF7 | |||||||
| US92922FYJ10 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A | |||||||
| US71429MAC91 / Perrigo Finance Unlimited Co | |||||||
| US64032PAB85 / Nelnet Student Loan Trust 2023-A | |||||||
| US31385HJD52 / Fannie Mae Pool | |||||||
| US22540A7A01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 | |||||||
| US21H0406734 / Ginnie Mae | |||||||
| US12668AZ650 / Alternative Loan Trust 2005-65CB | |||||||
| US17309TAC27 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | |||||||
| US21H0426799 / Ginnie Mae | |||||||
| US74924EAA55 / RALI Series 2007-QH8 Trust | |||||||
| US03072SC608 / Asset-Backed Pass-Through Certificates Series 2005-R4 | |||||||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | |||||||
| US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | |||||||
| US31393XGV38 / FNMA, Series 2004-W2, Class 5AF | |||||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | |||||||
| US48251JAN37 / KKR FINANCIAL CLO LTD KKR 18 BR 144A | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| US929227LE40 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR2 SER 2002-AR2 CL A V/R REGD 2.37700000 | |||||||
| US07384MZV70 / BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1 | |||||||
| US12667FWU55 / ALTERNATIVE LOAN TRUST 2004-27CB CWALT 2004-27CB A1 | |||||||
| US576455AB55 / MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A2 | |||||||
| US404280CH04 / HSBC Holdings PLC | |||||||
| US345397D260 / Ford Motor Credit Co LLC | |||||||
| US3623413V99 / GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A | |||||||
| US31400YDJ29 / FANNIE MAE 4.841% 06/01/2033 FAR FNARM | |||||||
| US3128M75R30 / Freddie Mac Gold Pool | |||||||
| XS2347648961 / ARES EUROPEAN CLO ARESE 10A AR 144A | |||||||
| US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 | |||||||
| US362341XE41 / GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 | |||||||
| US23246BAK70 / Countrywide Asset-Backed Certificates | |||||||
| US345397C353 / Ford Motor Credit Co LLC | |||||||
| US42806MBS70 / Hertz Vehicle Financing III LLC | |||||||
| EZ6MPW8FKYP3 / CDX EM36 ICE | |||||||
| US75405WAG78 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS10 M3 | |||||||
| US43709XAE13 / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2006-E | |||||||
| US345397B777 / Ford Motor Credit Co LLC | |||||||
| US74143FAA75 / PRET_21-RN2 | |||||||
| US61750MAF23 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D | |||||||
| XS2303818954 / TAURUS CMBS TAURS 2021 UK1A A 144A | |||||||
| US05522RDG02 / BA Credit Card Trust | |||||||
| US41162DAA72 / HarborView Mortgage Loan Trust 2006-12 | |||||||
| US36228F4P85 / GSR Mortgage Loan Trust 2004-7 | |||||||
| US31394VL730 / Fannie Mae REMICS | |||||||
| US16412XAJ46 / Cheniere Corpus Christi Holdings LLC | |||||||
| XS2305240843 / EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A | |||||||
| US12489WQX55 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | |||||||
| US31393APU50 / FNMA, REMIC, Series 2003-25, Class KP | |||||||
| US55284JAC36 / MF1 2022-FL8 Ltd | |||||||
| US59020UZ656 / MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 02/25/36 2005-A10 A | |||||||
| US3620A3S884 / Ginnie Mae I Pool | |||||||
| US68402CAA27 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 1A1 | |||||||
| US05493LAG14 / Banc of America Re-Remic Trust | |||||||
| US07274EAM57 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.875% 11-21-53 | |||||||
| US3140H37E09 / Fannie Mae Pool | |||||||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | |||||||
| US02007WAC29 / Ally Auto Receivables Trust, Series 2023-1, Class A3 | |||||||
| US03330EAJ38 / Anchorage Credit Funding 3 Ltd. | |||||||
| US694308KK29 / Pacific Gas and Electric Co | |||||||
| US70052LAC72 / Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | |||||||
| XS2405128823 / Sculptor European CLO V DAC | |||||||
| US86364GAD51 / STRUCTURED ASSET SECURITIES CO SASC 2007 TC1 M2 144A | |||||||
| US36267KAD90 / GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3 | |||||||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | |||||||
| DE000DL19VP0 / DEUTSCHE BANK AG SR UNSECURED REGS 09/26 VAR | |||||||
| US12658XAC11 / Credit Suisse Mortgage Capital Certificates | |||||||
| US52476DAA54 / LMAT_21-GS2 | |||||||
| US06051GDM87 / Banc of America Funding 2005-D Trust | |||||||
| US03512TAF84 / AngloGold Ashanti Holdings PLC | |||||||
| US89175JAE01 / TOWD POINT MORTGAGE TRUST TPMT 2017 6 B1 144A | |||||||
| US55275NAA90 / MASTR Adjustable Rate Mortgages Trust 2006-OA2 | |||||||
| US126694A329 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 | |||||||
| US55275NAE13 / MARM 2006-0A2 2A1 | |||||||
| US14686JAD28 / Carvana Auto Receivables Trust 2022-P2 | |||||||
| US715638BE14 / Peruvian Government International Bond | |||||||
| US93364FAG63 / WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust | |||||||
| 952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | |||||||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | |||||||
| US225401AU28 / Credit Suisse Group AG | |||||||
| US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA | |||||||
| CZECH / Czech Republic Government Bond | |||||||
| US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | |||||||
| 952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A | |||||||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | |||||||
| US76110W7F72 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M3 | |||||||
| US12669E4A13 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J2 A1 | |||||||
| US040104PT27 / ARGENT SECURITIES INC. ARSI 2005 W4 A2D | |||||||
| US59020UL789 / Merrill Lynch Mortgage Capital Inc. | |||||||
| US95000U2S19 / Wells Fargo & Co | |||||||
| US539439AT62 / Lloyds Banking Group PLC | |||||||
| US36179QUQ27 / GNMA II POOL MA2391 G2 11/44 FLOATING VAR | |||||||
| R2032 / South Africa - Corporate Bond/Note | |||||||
| US17330VAA44 / CMLTI_22-A | |||||||
| US17312EAA47 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A | |||||||
| US31394FAF27 / FANNIE MAE FNR 2005 75 AF | |||||||
| US61755CAB81 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A2 | |||||||
| US31402BTK07 / FANNIE MAE 3.693% 08/01/2033 FNMA ARM | |||||||
| US59020U4L65 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC1 A1A | |||||||
| US23292HAB78 / DLLAA 2023-1 LLC | |||||||
| US89532WAA71 / TRESTLES CLO Ltd., Series 2021-4A, Class A | |||||||
| EZY2QJ3Z39M5 / CDX IG40 5Y ICE | |||||||
| US31405PRS10 / Fannie Mae Pool | |||||||
| US31403DAH26 / FNMA POOL 745308 FN 01/36 FLOATING VAR | |||||||
| US96041AAC09 / WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL A2 REGD 144A P/P 6.23000000 | |||||||
| US31385HU597 / FANNIE MAE 3.25% 05/01/2036 FNMA ARM | |||||||
| US31397KZG92 / FREDDIE MAC FHR 3376 FD | |||||||
| US07386RAD17 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A4 | |||||||
| US61753KAA43 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 | |||||||
| US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | |||||||
| US589929F377 / Merrill Lynch Mortgage Investors Trust MLMI, Series 2003-A1, Class 3A | |||||||
| US87229WAS08 / TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A | |||||||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | |||||||
| US004421DK63 / ACE SECURITIES CORP. ACE 2004 FM1 M1 | |||||||
| US126694S412 / COUNTRYWIDE ALTERNATIVE LOAN TRUST | |||||||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | |||||||
| US14687TAD90 / Carvana Auto Receivables Trust FRN, due 01/10/27 | |||||||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | |||||||
| US251526CD98 / Deutsche Bank AG/New York NY | |||||||
| US040104TH43 / ARGENT SECURITIES INC. ARSI 2006 W4 A2D | |||||||
| US12669HAA77 / Countrywide Asset-Backed Certificates | |||||||
| US3137ADX446 / FREDDIE MAC FHR 3898 AF | |||||||
| US31396WLX29 / Fannie Mae REMICS | |||||||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | |||||||
| US31385HJE36 / FANNIE MAE POOL P#544861 4.18600000 | |||||||
| US00764SAC89 / AEGIS ASSET BACKED SECURITIES AABST 2006 1 A3 | |||||||
| XS2391578239 / Ares European CLO XII DAC | |||||||
| US07389QAN88 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1 | |||||||
| US933635AA29 / WaMu Mortgage Pass-Through Certificates Series 2007-OA2 Trust | |||||||
| US31397KE319 / FHLMC, Series 3360, Class FC | |||||||
| US12564NAA00 / CLNY Trust 2019-IKPR | |||||||
| US48251JAL70 / KKR CLO 18 Ltd | |||||||
| US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | |||||||
| US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 | |||||||
| US89180LAA61 / TPMT_21-SJ2 | |||||||
| US32028PAE51 / First Franklin Mortgage Loan Trust 2006-FF11 | |||||||
| US021466AA50 / ALTERNATIVE LOAN TRUST 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 1.82800000 | |||||||
| US61751TAB52 / Morgan Stanley Mortgage Loan Trust 2007-2AX | |||||||
| XS2357554679 / SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A | |||||||
| US74923GAC78 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | |||||||
| US46628TAA97 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A1 | |||||||
| US01F0326821 / Fannie Mae or Freddie Mac | |||||||
| US52607MAA71 / LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A | |||||||
| US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 | |||||||
| US32029AAA51 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 | |||||||
| US02582JJZ49 / American Express Credit Account Master Trust 2023-1 | |||||||
| US14686RAA05 / Carvana Auto Receivables Trust 2023-N3 | |||||||
| US23245CAD20 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3 | |||||||
| US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 | |||||||
| US31418CUA07 / Fannie Mae Pool | |||||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | |||||||
| US367910AV88 / GE-WMC Asset-Backed Pass-Through Certificates Series 2005-2 | |||||||
| US31396XNT71 / FANNIE MAE FNR 2007 96 AF | |||||||
| XS2373706519 / Carlyle Euro CLO 2019-2 DAC | |||||||
| US78449HAB33 / SMB PRIVATE EDUCATION LOAN TRUST 2023-B SER 2023-B CL A1B V/R REGD 144A P/P 0.00000000 | |||||||
| US31418CXM18 / Fannie Mae Pool | |||||||
| US3128MJ2X72 / Freddie Mac Gold Pool | |||||||
| US00075WAA71 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A1 | |||||||
| US83406TAB89 / SoFi Professional Loan Program 2020-ATrust | |||||||
| US36211YTF15 / GNMA POOL 527150 GN 02/30 FIXED 8 | |||||||
| US61753NAA81 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | |||||||
| US925650AB99 / VICI Properties LP | |||||||
| US31418CZG22 / Federal National Mortgage Association | |||||||
| US32113JCH68 / FIRST NLC TRUST FNLC 2005 4 M1 | |||||||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | |||||||
| US46630XAG34 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 M1 | |||||||
| US83206NAC11 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A | |||||||
| US36228FNB84 / GSR MORTGAGE LOAN TRUST | |||||||
| US3128P7LU52 / FG 03/29 FIXED 4.5 | |||||||
| US3140H1FD75 / FNMA POOL BJ0163 FN 12/47 FIXED 3.5 | |||||||
| US68403KAB17 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A2 | |||||||
| US31418CYL26 / Federal National Mortgage Association | |||||||
| MX0MGO000102 / Mexican Bonos | |||||||
| US04012XAE58 / ARGENT SECURITIES INC. ARSI 2006 W5 A2D | |||||||
| US83611MEV63 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 2 M6 | |||||||
| US73316MAE75 / POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1 | |||||||
| US23371DAG97 / DAE Funding LLC | |||||||
| US3132XVJ382 / FED HM LN PC POOL Q52981 FG 12/47 FIXED 4 | |||||||
| US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 | |||||||
| US36241KYZ55 / Ginnie Mae I Pool | |||||||
| US36361UAQ31 / GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A | |||||||
| US55336VBQ23 / MPLX LP | |||||||
| US452024GT30 / Illinois Municipal Electric Agency | |||||||
| US44963BAD01 / IHO Verwaltungs GmbH | |||||||
| US31418CS476 / Fannie Mae Pool | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (03331FAA8) | |||||||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000) | |||||||
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (83207QAB5) | |||||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000) | |||||||
| SPTR TRS EQUITY SOFR+43 CBK / DE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (37989EAC0) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (78436RAE0) | |||||||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043SX7) | |||||||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (000000000) | |||||||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | |||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | |||||||
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A / ABS-O (04362VAA3) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVN0) | |||||||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5 / ABS-MBS (3133BH3J3) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP00442S4) | |||||||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | |||||||
| FANNIE MAE FNR 2025 54 FM / ABS-MBS (3136BWNW2) | |||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (000000000) | |||||||
| TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (89616LAA0) | |||||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A / ABS-O (072926AB4) | |||||||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (000000000) | |||||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | |||||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250703 / DFE (000000000) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAA6) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (96043RAB3) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SPTR TRS EQUITY SOFR+43 CIB / DE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A / ABS-CBDO (ACI2XJFQ0) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (46849LUZ2) | |||||||
| INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (000000000) | |||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8) | |||||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (3137HLY30) | |||||||
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A / ABS-CBDO (77588JAA4) | |||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250703 / DFE (000000000) | |||||||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (3140JCM50) | |||||||
| SOLD PEN BOUGHT USD 20260209 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (000000000) | |||||||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (50201QAL8) | |||||||
| HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95 / DBT (40440VAK1) | |||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (000000000) | |||||||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BACARDI MARTINI BV SR UNSECURED 144A 02/30 5.55 / DBT (05634WAA0) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVF7) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 / DBT (36143L2T1) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 3.28000 11/22/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| CDX HY44 5Y ICE / DCR (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| TREASURY BILL 10/25 0.00000 / DBT (912797RD1) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (15186PAA6) | |||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8) | |||||||
| SPTR TRS EQUITY SOFR+53 RBC / DE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (30336NAC5) | |||||||
| RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AU77) | |||||||
| SPTR TRS EQUITY SOFR+50 TOR / DE (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (96042YAB9) | |||||||
| SOLD TRY BOUGHT USD 20250728 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.81000 01/02/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (74340XCP4) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | |||||||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (000000000) | |||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | |||||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (000000000) | |||||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (14688NAB5) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| IRS EUR 3.25000 11/06/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (14319FAC7) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SPTR TRS EQUITY SOFR+53 BRC / DE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (03332DAA2) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (033296AG9) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250717 / DFE (000000000) | |||||||
| FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (3140LLCK5) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (361841AT6) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP0043Z50) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| 317U7NKA1 PIMCO SWAPTION 5.85 PUT USD 20251121 / DIR (000000000) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| SPTR TRS EQUITY FEDL01+72 CIB / DE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.67000 04/03/24-10Y LCH / DIR (000000000) | |||||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | |||||||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CNQ / Canadian Natural Resources Limited | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (000000000) | |||||||
| ABX.HE.AAA.06-2 SP BOA / DCR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251229 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| CBRE SVCS INC / DBT (12610BUA8) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| INF SWAP US IT 2.5225 03/27/25-5Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (03330LAA6) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| SPTR TRS EQUITY SOFR+62 RBC / DE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+68 CIB / DE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20251103 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (30336CAE5) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | |||||||
| CDX EM43 ICE / DCR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (3137HLZ21) | |||||||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (03331XAA9) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A / ABS-O (37988XAB1) | |||||||
| TSY INFL IX N/B 04/29 2.125 / DBT (91282CKL4) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (61690U8A1) | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AU93) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-5Y CME / DIR (000000000) | |||||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL AL6924 FN 01/45 FIXED VAR / ABS-MBS (3138EPVS0) | |||||||
| SPTR TRS EQUITY SOFR+35 TOR / DE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| TSY INFL IX N/B 02/54 2.125 / DBT (912810TY4) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (14319FAB9) | |||||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (448973AD9) | |||||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (61690U8B9) | |||||||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SPTR TRS EQUITY SOFR+47 CIB / DE (000000000) | |||||||
| RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797QU4) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (ACI2NNG08) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (87166PAN1) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (000000000) | |||||||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (12593CAY7) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (78435VAC6) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US31414UZ928 / Fannie Mae Pool | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+82 *BULLET* RBC / DE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (14687RAC5) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (000000000) | |||||||
| SPTR TRS EQUITY SOFR+40 GST / DE (000000000) | |||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (44891ADA2) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| CDX EM40 ICE / DCR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A / ABS-CBDO (033296AS3) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (80287LAC3) | |||||||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (3140NVEB9) | |||||||
| SPTR TRS EQUITY FEDL01+70 RBC / DE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+76 CIB / DE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-4Y CME / DIR (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A / ABS-O (16144BAB4) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL AX2488 FN 10/44 FIXED 4 / ABS-MBS (3138Y3XS5) | |||||||
| BARCLAYS BANK PLC SNR SE ICE / DCR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | |||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (31568AAB2) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (ACI2NQX93) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797NX1) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | |||||||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (000000000) | |||||||
| S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| IRS EUR 2.99000 12/08/23-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (69547XAA0) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CDX HY43 5Y ICE / DCR (000000000) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A / ABS-MBS (92243PAA6) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | |||||||
| SPTR TRS EQUITY FEDL01+74 *BULLET* FAR / DE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| 317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (96043RAD9) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (69548AAA9) | |||||||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20251105 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (30336CAG0) | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A / ABS-O (76088YAA8) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A / ABS-O (14687VAC6) | |||||||
| EFXD / Equifax Inc. - Depositary Receipt (Common Stock) | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (55286TAB1) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (000000000) | |||||||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| CDX EM34 ICE / DCR (000000000) | |||||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (17331QAB2) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (3140LLW72) | |||||||
| CDX EM42 ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (42806MCK3) | |||||||
| INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (78435VAB8) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PQ4) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (43475FUG5) | |||||||
| AU3FN0029609 / AAI Ltd | |||||||
| FNMA POOL BS9220 FN 08/30 FIXED 4.72 / ABS-MBS (3140LLG62) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797QK6) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (3140JCM76) | |||||||
| SOLD PEN BOUGHT USD 20250703 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (14687QAB9) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (800130AN6) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | |||||||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (000000000) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A / ABS-MBS (161931AP5) | |||||||
| 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 KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| RFRF USD SF+26.161/2.50 7/31/23-5Y* CME / DIR (000000000) | |||||||
| SPTR TRS EQUITY SOFR+42 GST / DE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (072926AC2) | |||||||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | |||||||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+71 *BULLET* TOR / DE (000000000) | |||||||
| 317U7NNA8 PIMCO SWAPTION 5.85 PUT USD 20251124 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (000000000) | |||||||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (46849CJN2) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (000000000) | |||||||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (30225VAU1) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+81 RBC / DE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (758983AA8) | |||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | |||||||
| FNMA POOL BZ0976 FN 05/29 FIXED 4.85 / ABS-MBS (3140NVCN5) | |||||||
| CDX EM41 ICE / DCR (000000000) | |||||||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (04020EAL1) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (69828QAD9) | |||||||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5484 FD / ABS-MBS (3137HHKV2) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (3136BTRF2) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (74340XCN9) | |||||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (33843VAC7) | |||||||
| SPTR TRS EQUITY FEDL01+72 RBC / DE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | |||||||
| SPTR TRS EQUITY SOFR+55 RBC / DE (000000000) | |||||||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (ACI2PXBX7) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A2 144A / ABS-O (74113QAC5) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (83206EAA5) | |||||||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (3140LLVF5) | |||||||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (3137HHUD1) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (14687VAB8) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (90932WAA1) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (05570XCL8) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | |||||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (55416AAA7) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (17331QAD8) | |||||||
| CITIGROUP REPO REPO 5807 / RA (000000000) | |||||||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 3.14800 11/20/23-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5549 BF / ABS-MBS (3137HLS52) | |||||||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (3140LL6D8) | |||||||
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A / ABS-MBS (161571HW7) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (78436RAC4) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (35105AAB3) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (224939AB4) | |||||||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (3140NW2Q7) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (ACI2MKRM5) | |||||||
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 / DBT (30321L2J0) | |||||||
| SOLD PEN BOUGHT USD 20251117 / DFE (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (14319FAD5) | |||||||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A2R5 144A / ABS-CBDO (69689ABY5) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (03329LAS0) | |||||||
| SPTR TRS EQUITY FEDL01+64 TOR / DE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| US694308KL02 / Pacific Gas and Electric Co | |||||||
| US31410QK678 / FNMA POOL 894117 FN 10/36 FIXED 6.5 | |||||||
| US31368HMV23 / Fannie Mae Pool | |||||||
| US466247K513 / JP Morgan Mortgage Trust 2006-A2 | |||||||
| US78473JAG76 / SREIT TRUST SREIT 2021 IND B 144A | |||||||
| US36245DAD21 / GSAMP TRUST GSAMP 2006 FM2 A2C | |||||||
| US03072SPL33 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R2 M4 | |||||||
| US055682AC21 / BNC MORTGAGE LOAN TRUST BNCMT 2006 1 A3 | |||||||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | |||||||
| US95000U3E14 / Wells Fargo & Co. | |||||||
| US12669VAE83 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4 | |||||||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | |||||||
| US61748BAC81 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 | |||||||
| US05592XAD21 / BMW Vehicle Owner Trust, Series 2023-A, Class A3 | |||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (78435VAC6) | |||||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (000000000) | |||||||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (000000000) | |||||||
| CDX EM34 ICE / DCR (000000000) | |||||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | |||||||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (17331QAB2) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (3140LLW72) | |||||||
| CDX EM42 ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | |||||||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (42806MCK3) | |||||||
| INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (78435VAB8) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PQ4) | |||||||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (43475FUG5) | |||||||
| AU3FN0029609 / AAI Ltd | |||||||
| FNMA POOL BS9220 FN 08/30 FIXED 4.72 / ABS-MBS (3140LLG62) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797QK6) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (3140JCM76) | |||||||
| SOLD PEN BOUGHT USD 20250703 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (14687QAB9) | |||||||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (800130AN6) | |||||||
| US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | |||||||
| US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC | |||||||
| US694308JW85 / Pacific Gas and Electric Co | |||||||
| US38122NB769 / GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3 | |||||||
| US31418CWS96 / Fannie Mae Pool | |||||||
| EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE | |||||||
| 44JQ / InterContinental Hotels Group PLC - Corporate Bond/Note | |||||||
| US04541GJT04 / ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 | |||||||
| US78450FAA57 / SMB Private Education Loan Trust 2022-A | |||||||
| US69363JAA25 / PRET 2022-RN1 LLC | |||||||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (000000000) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A / ABS-MBS (161931AP5) | |||||||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| RFRF USD SF+26.161/2.50 7/31/23-5Y* CME / DIR (000000000) | |||||||
| SPTR TRS EQUITY SOFR+42 GST / DE (000000000) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (072926AC2) | |||||||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | |||||||
| IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | |||||||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+71 *BULLET* TOR / DE (000000000) | |||||||
| 317U7NNA8 PIMCO SWAPTION 5.85 PUT USD 20251124 / DIR (000000000) | |||||||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (46849CJN2) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (55286TAB1) | |||||||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (000000000) | |||||||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (87166PAN1) | |||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+82 *BULLET* RBC / DE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (000000000) | |||||||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (30225VAU1) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SPTR TRS EQUITY FEDL01+81 RBC / DE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (758983AA8) | |||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | |||||||
| FNMA POOL BZ0976 FN 05/29 FIXED 4.85 / ABS-MBS (3140NVCN5) | |||||||
| CDX EM41 ICE / DCR (000000000) | |||||||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (04020EAL1) | |||||||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (69828QAD9) | |||||||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5484 FD / ABS-MBS (3137HHKV2) | |||||||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000) | |||||||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (3136BTRF2) | |||||||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (74340XCN9) | |||||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (33843VAC7) | |||||||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | |||||||
| SPTR TRS EQUITY SOFR+55 RBC / DE (000000000) | |||||||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (ACI2PXBX7) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A2 144A / ABS-O (74113QAC5) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (83206EAA5) | |||||||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (3140LLVF5) | |||||||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (3137HHUD1) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (14687VAB8) | |||||||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (90932WAA1) | |||||||
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (05570XCL8) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | |||||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (55416AAA7) | |||||||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (17331QAD8) | |||||||
| IRS EUR 3.14800 11/20/23-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5549 BF / ABS-MBS (3137HLS52) | |||||||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (3140LL6D8) | |||||||
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A / ABS-MBS (161571HW7) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (78436RAC4) | |||||||
| US040104LB54 / ARGENT SECURITIES INC. ARSI 2004 W9 M1 | |||||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | |||||||
| US805564TK70 / SAXON ASSET SECURITIES TRUST SAST 2005 4 M2 | |||||||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (35105AAB3) | |||||||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (224939AB4) | |||||||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (3140NW2Q7) | |||||||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (ACI2MKRM5) | |||||||
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 / DBT (30321L2J0) | |||||||
| SOLD PEN BOUGHT USD 20251117 / DFE (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (14319FAD5) | |||||||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A2R5 144A / ABS-CBDO (69689ABY5) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (03329LAS0) | |||||||
| SPTR TRS EQUITY FEDL01+64 TOR / DE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| US694308JQ18 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 | |||||||
| XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A | |||||||
| US16165AAD63 / CHASEFLEX TRUST CFLX 2007 3 2A1 | |||||||
| MX0SGO000015 / Mexican Udibonos | |||||||
| XS2404260213 / Aurium CLO IV DAC | |||||||
| US40430KAH41 / HASC 2006-OPT4 M1 | |||||||
| US93363XAA19 / WaMu Asset-Backed Certificates WaMu Series | |||||||
| US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 | |||||||
| EZYP3FB7TK33 / CDX EM35 ICE | |||||||
| US05377RFV15 / AESOP_22-5A | |||||||
| US902613AP31 / UBS Group AG | |||||||
| US61747YEC57 / Morgan Stanley | |||||||
| US31397KL827 / Freddie Mac REMICS | |||||||
| US36297BDL27 / GNMA POOL 706707 GN 02/39 FIXED 5 | |||||||
| EZG1MXP5KL27 / CDX IG41 5Y ICE | |||||||
| R2037 / South Africa - Sovereign or Government Agency Debt | |||||||
| US31396WTU08 / Fannie Mae REMICS | |||||||
| USP78024AG45 / Peruvian Government International Bond | |||||||
| US80287DAC11 / SDART 23-6 A3 5.93% 07-17-28/07-15-26 | |||||||
| XS2350015942 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | |||||||
| US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 | |||||||
| US345397B280 / FORD MTR CR CO LLC 3.375% 11/13/2025 | |||||||
| US31349SNM16 / FED HM LN PC POOL 781296 FH 03/34 FLOATING VAR | |||||||
| ZAG000125980 / Republic of South Africa Government Bond | |||||||
| US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | |||||||
| US36296JFP57 / GNMA POOL 692374 GN 02/39 FIXED 5 | |||||||
| US07384MZQ85 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 1A1 | |||||||
| US06738EBD67 / Barclays PLC | |||||||
| EZF7Y38CZFL5 / CDX EM38 ICE | |||||||
| US694308HW04 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/27 3.3 | |||||||
| XS1725823469 / MADISON PARK EURO FUNDING CADOG 10A A1 144A | |||||||
| US83611MKZ04 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 | |||||||
| US03290AAA88 / Anchorage Credit Funding Ltd. | |||||||
| US93364BAA89 / WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A | |||||||
| XS2310758011 / HARVEST CLO HARVT 20A AR 144A | |||||||
| EZ6N5RTF6TW5 / CDX EM39 ICE | |||||||
| US76088LAA61 / RPM_21-2A | |||||||
| US004424AE79 / ACE Securities Corp Home Equity Loan Trust Series 2007-WM1 | |||||||
| US01F0506844 / UMBS TBA | |||||||
| XS2304366656 / HARVEST CLO HARVT 16A ARR 144A | |||||||
| US40431JAD54 / HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 2A3 | |||||||
| US92925CCC47 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A | |||||||
| US23243HAA95 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A | |||||||
| US44933XAD93 / Hyundai Auto Receivables Trust, Series 2023-B, Class A3 | |||||||
| MX0MGO0001F1 / Mexican Bonos | |||||||
| US87264ABV61 / T-Mobile USA Inc | |||||||
| US345397B512 / Ford Motor Credit Co LLC | |||||||
| US07274EAH62 / Bayer US Finance LLC | |||||||
| US07384MTN29 / Bear Stearns ARM Trust 2003-1 | |||||||
| US52475XAA28 / Legacy Mortgage Asset Trust 2021-GS5 | |||||||
| US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA |
