| Market Value | 52,453,598 |
| Total Holdings | 351 |
| File Date | 2025-08-29 |
| Original Filing | (Click here) |
All hedge funds or institutions that manage over $100M are required by the SEC to file quarterly reports on their holdings. These reports are called 13F reports. However, the filings are required the following quarter from the reporting period, which means that by the time the filing is made (and we see them), the information could be five months old.
For funds with long term positions that make few trades, the holdings might closely resemble their current holdings, even after several months. However, for funds that have high turnover, the holdings data we see might differ significantly from their current holdings. Institutions are required to report CALL and PUT options, and those positions are identified in the table. However, they are not required to report short positions.
Click the link icon to see the full transaction history.
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| Security | Imputed Share Price |
Prev Shares |
Current Shares |
Change (Percent) |
Prev Value (USD x1000) |
Current Value (USD x1000) |
Change (Percent) |
|---|---|---|---|---|---|---|---|
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | |||||||
| US345397XL24 / FORD MOTOR CREDIT CO LLC | |||||||
| XS2326513269 / HARVEST CLO HARVT 21A A2R 144A | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| REVERSE REPO TORONTO DOMINIO / RA (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US61748HFE62 / Morgan Stanley Mortgage Loan Trust 2004-10AR | |||||||
| US66987WDE49 / NOVASTAR MORTGAGE FUNDING TRUST SERIES 2005-4 SER 2005-4 CL M1 V/R REGD 2.36800000 | |||||||
| US3137H0W535 / FHLMC, Series 5115, Class EM | |||||||
| US22541NX200 / CS FIRST BOSTON MORTGAGE SECURITIES CORP. | |||||||
| US585525ED64 / MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1 | |||||||
| US90353TAG58 / Uber Technologies Inc | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| REVERSE REPO TORONTO DOMINIO / RA (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| US466247BM41 / JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 2A1 | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US912828S505 / United States Treasury Inflation Indexed Bonds | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| US842400HQ95 / SOUTHERN CAL EDISON REGD SER D 4.70000000 | |||||||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | |||||||
| US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 | |||||||
| US01F0406854 / UMBS TBA | |||||||
| US36263KAJ07 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A9 V/R REGD 144A P/P 0.90000000 | |||||||
| US74919TAB70 / RAAC SERIES RAAC 2006 RP4 M1 144A | |||||||
| US67117VAA89 / OBX 2023-NQM6 Trust | |||||||
| US55283QAA22 / MFA 2021-RPL1 Trust | |||||||
| US17329VDF31 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A | |||||||
| US5899292M90 / Merrill Lynch Mortgage Investors Trust, Series 2003-F, Class A1 | |||||||
| US960386AM29 / Wabtec Corp | |||||||
| US64829VAA44 / New Residential Mortgage Loan Trust 2018-RPL1 | |||||||
| US78449MAB28 / SMB Private Education Loan Trust 2021-D | |||||||
| US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 | |||||||
| US07384MTM46 / Bear Stearns ARM Trust 2003-1 | |||||||
| US362439AE17 / GSAMP Trust 2006-HE4 | |||||||
| US459506AN18 / CORP. NOTE | |||||||
| US24763LFX38 / DELTA FUNDING HOME EQUITY LOAN TRUST 1999-3 DELHE 1999-3 A1A | |||||||
| US073879UQ92 / Bear Stearns Asset Backed Securities I Trust 2005-AQ1 | |||||||
| US05608XAA00 / BXMT LTD BXMT 2020 FL3 A 144A | |||||||
| US05608VAA44 / BX 2021-MFM1 | |||||||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | |||||||
| US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A | |||||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | |||||||
| US45254NLJ45 / IMPAC CMB TRUST SERIES 2004-10 SER 2004-10 CL 1A1 V/R REGD 2.34800000 | |||||||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | |||||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | |||||||
| US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | |||||||
| XS2279559889 / GEMGARTO GMG 2021 1A A 144A | |||||||
| US53944YAT01 / Lloyds Banking Group PLC | |||||||
| US92922FB720 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A | |||||||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | |||||||
| US031733AE86 / Amortizing Residential Collateral Trust 2004-1 | |||||||
| US64352VHV62 / NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1 | |||||||
| US38376RKZ81 / Government National Mortgage Association | |||||||
| US885220DW07 / Thornburg Mortgage Securities Trust 2003-4 | |||||||
| FREDDIE MAC FHR 5526 FA / ABS-MBS (3137HKT46) | |||||||
| US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust | |||||||
| US59020USJ50 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A2 | |||||||
| US86359LBY48 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 | |||||||
| OCTAGON 64 LTD OCT64 2022 1A A1R 144A / ABS-CBDO (67579AAW7) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2024 104 FA / ABS-MBS (3136BUEQ9) | |||||||
| FANNIE MAE FNR 2024 103 FJ / ABS-MBS (3136BUPN4) | |||||||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | |||||||
| REVERSE REPO TORONTO DOMINIO / RA (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5500 GF / ABS-MBS (3137HJB30) | |||||||
| ARI FLEET LEASE TRUST ARIFL 2025 B A2 144A / ABS-O (00193GAB7) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A / ABS-CBDO (ACI2QLH16) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (3137HHUD1) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFR USD SOFR/4.10000 02/11/25-1Y LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5410 FB / ABS-MBS (3137HCUC4) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (81124UAW4) | |||||||
| FREDDIE MAC FHR 5491 FL / ABS-MBS (3137HJ5P8) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (88430TAQ4) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5532 FA / ABS-MBS (3137HKPJ7) | |||||||
| FREDDIE MAC FHR 5544 F / ABS-MBS (3137HLNN8) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5528 FA / ABS-MBS (3137HKR30) | |||||||
| I1XC34 / ORIX Corporation - Depositary Receipt (Common Stock) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF / ABS-MBS (38385GMK2) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | |||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | |||||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| 317U8CLA3 PIMCO SWAPTION 3.6 CALL USD 20250812 / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (3137HKKP8) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| A2RW34 / Arrow Electronics, Inc. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF / ABS-MBS (38381NNT1) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.8616* 12/02/24-4Y* LCH / DIR (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| TSY INFL IX N/B 04/29 2.125 / DBT (91282CKL4) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5560 FB / ABS-MBS (3137HLZD7) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| HCA INC COMPANY GUAR 03/28 5 / DBT (404119CY3) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (13876LAW7) | |||||||
| US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A / ABS-MBS (92540EAA1) | |||||||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | |||||||
| US64831EAA82 / NEW RESIDENTIAL MORTGAGE LOAN TRUST SER 2021-NQ2R CL A1 V/R REGD 144A P/P 0.94054000 | |||||||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | |||||||
| US885220HB24 / THORNBURG MORTGAGE SECURITIES TRUST FRN 4/25/2045 05-1 A3 | |||||||
| US33835NAA90 / 522 FUNDING CLO LTD MORGN 2018 3A AR 144A | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| US92922FUN67 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2 | |||||||
| US89179XAL91 / TOWD POINT ASSET TRUST 2021-SL1 SER 2021-SL1 CL A2 V/R REGD 144A P/P 0.00000000 | |||||||
| US81375WCT18 / Securitized Asset Backed Receivables LLC Trust 2005-OP1 | |||||||
| US04018EAA91 / Ares LIX CLO Ltd | |||||||
| US05401AAK79 / Avolon Holdings Funding Ltd | |||||||
| US38374XPT62 / GOVERNMENT NATIONAL MORTGAGE A GNR 2009 16 NF | |||||||
| US085770AA31 / Berry Global Escrow Corp. | |||||||
| XS2350015942 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | |||||||
| US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A | |||||||
| US92916GBE35 / Voya 2012-4 Ltd | |||||||
| US12430YAA82 / BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 1.33700000 | |||||||
| US81743WAA99 / Sequoia Mortgage Trust 5 | |||||||
| US08576PAH47 / Berry Global Inc | |||||||
| XS2304369759 / BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | |||||||
| US55284AAA60 / MF1 2021-FL7 Ltd | |||||||
| US05571AAQ85 / BPCE SA | |||||||
| US58003UAA60 / MF1 Multifamily Housing Mortgage Loan Trust | |||||||
| XS2376115270 / Toro European CLO 6 DAC | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US317350BD73 / Finance America Mortgage Loan Trust 2004-2 | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| US00130HCE36 / CORP. NOTE | |||||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | |||||||
| FREDDIE MAC FHR 5508 FC / ABS-MBS (3137HJGF8) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2024 100 FA / ABS-MBS (3136BUFY1) | |||||||
| FANNIE MAE FNR 2025 35 FB / ABS-MBS (3136BVF78) | |||||||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (89289EBL7) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2024 90 FB / ABS-MBS (3136BTXD0) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (147918AC0) | |||||||
| CITIGROUP REVERSE REPO / RA (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (00792MAA1) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (28623YAU7) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95 / DBT (928668CN0) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5548 AF / ABS-MBS (3137HLJG8) | |||||||
| FREDDIE MAC FHR 5546 FB / ABS-MBS (3137HLME9) | |||||||
| FREDDIE MAC FHR 5500 FA / ABS-MBS (3137HJAP2) | |||||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| CNQ / Canadian Natural Resources Limited | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| 317U8CKA4 PIMCO SWAPTION 4.6 PUT USD 20250812 / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5495 AF / ABS-MBS (3137HJ2H9) | |||||||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (67592BAY4) | |||||||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (04685A3S8) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | |||||||
| US63941TAA43 / Navient Private Education Refi Loan Trust 2020-E | |||||||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | |||||||
| US36167HAC97 / GCAT GCAT 2021 NQM3 A2 144A | |||||||
| US89175MAA18 / Towd Point Mortgage Trust 2018-3 | |||||||
| US36167HAD70 / GCAT GCAT 2021 NQM3 A3 144A | |||||||
| US78444YAD76 / SLM Student Loan Trust 2008-5 | |||||||
| US81743VAB99 / Sequoia Mortgage Trust 10 | |||||||
| US86358HGW34 / STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A | |||||||
| US61772QAN07 / MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 0.89967000 | |||||||
| US00084DBC39 / ABN AMRO Bank NV | |||||||
| US552751AA74 / MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000 | |||||||
| US161546DQ65 / Chase Funding Trust Series 2002-4 | |||||||
| US55286LAA08 / MFA 2023-NQM4 Trust | |||||||
| US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 | |||||||
| SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 09/27 4.911 / DBT (83007CAA0) | |||||||
| FREDDIE MAC FHR 5549 FA / ABS-MBS (3137HLST0) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043SX7) | |||||||
| FANNIE MAE FNR 2024 103 FC / ABS-MBS (3136BUQH6) | |||||||
| US28628BAA61 / ELFI Graduate Loan Program LLC, Series 2021-A, Class A | |||||||
| FREDDIE MAC FHR 5508 DF / ABS-MBS (3137HJG84) | |||||||
| FREDDIE MAC FHR 5508 QF / ABS-MBS (3137HJVX2) | |||||||
| FANNIE MAE FNR 2024 95 KF / ABS-MBS (3136BTS53) | |||||||
| FANNIE MAE FNR 2024 101 FB / ABS-MBS (3136BUFJ4) | |||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | |||||||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (OP0043WJ3) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | |||||||
| EVERGY KANSAS CENTRAL SR UNSECURED 03/28 4.7 / DBT (30036FAE1) | |||||||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (3137HLZ21) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5493 FK / ABS-MBS (3137HHWV9) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (262487AJ0) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2025 24 FB / ABS-MBS (3136BVSA7) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2025 18 FM / ABS-MBS (3136BVKH0) | |||||||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | |||||||
| FREDDIE MAC FHR 5549 CF / ABS-MBS (3137HLSA1) | |||||||
| US78449DAC02 / SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2B | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| HSBC26D / HSBC Holdings PLC | |||||||
| US694308HP52 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95 | |||||||
| US06738EBZ79 / Barclays PLC | |||||||
| US345397C502 / Ford Motor Credit Co LLC | |||||||
| US78449VAC00 / SMB Private Education Loan Trust 2020-PT-A | |||||||
| US097023DG73 / Boeing Co/The | |||||||
| XS2376688474 / OCP EURO CLO 2020-4 DAC SER 2020-4A CL AR V/R REGD 144A P/P /EUR/ 0.00000000 | |||||||
| US06051GAX79 / Banc of America Funding 2004-A Trust | |||||||
| US466247NV12 / JP MORGAN MORTGAGE TRUST 2005-A2 JPMMT 2005-A2 5A2 | |||||||
| US466247EH29 / JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 2A2 | |||||||
| US11135FAN15 / CORP. NOTE | |||||||
| US63941UAA16 / Navient Private Education Refi Loan Trust 2020-G | |||||||
| US36262JAJ43 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A9 V/R REGD 144A P/P 0.90000000 | |||||||
| US50200YAQ17 / LCM LTD PARTNERSHIP LCM 30A AR 144A | |||||||
| US126670PJ12 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV2 | |||||||
| US07384MZS42 / Bear Stearns ARM Trust 2003-8 | |||||||
| US784442AC92 / SLM Student Loan Trust 2008-2 | |||||||
| US32027EAE14 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | |||||||
| US36228FWS19 / GSR MORTGAGE LOAN TRUST GSR 2003 9 A2 | |||||||
| US07384MZ961 / Bear Stearns ARM Trust, Series 2004-8, Class 11A2 | |||||||
| US585525DF22 / MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2 | |||||||
| US22541QCT76 / Credit Suisse First Boston Mortgage Securities Corp | |||||||
| US01F0506844 / UMBS TBA | |||||||
| US30227FAA84 / Extended Stay America Trust | |||||||
| US07384YBM75 / BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 | |||||||
| US59020UAR68 / Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1 |
