| Market Value | 177,754,720 |
| Total Holdings | 953 |
| 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) |
|---|---|---|---|---|---|---|---|
| US05946XZ487 / BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4 | |||||||
| US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A | |||||||
| BOUGHT RON SOLD USD 20250811 / DFE (000000000) | |||||||
| IRS EUR 2.21300 03/12/40-15Y LCH / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250707 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/4.12982 02/14/25-30Y* LCH / DIR (000000000) | |||||||
| IRS AUD 4.50000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR EUR ESTRON/1.79544 03/10/25-5Y* LCH / DIR (000000000) | |||||||
| BOUGHT RON SOLD USD 20250723 / DFE (000000000) | |||||||
| US07384M3D25 / BEAR STEARNS ARM TRUST 2004-9 BSARM 2004-9 22A1 | |||||||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20251215 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.80611 03/03/25-30Y* LCH / DIR (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| 31750R3Y1 PIMCO FXVAN PUT EUR CZK 24.55000000 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| SOUTH KOREA GOVT AS BP GST / DCR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH / DIR (000000000) | |||||||
| BOUGHT CZK SOLD USD 20250822 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250912 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS MYR R 3.50000 03/19/25-5Y BPS / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250911 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IT0005386922 / BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 | |||||||
| XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS | |||||||
| US86562MCR97 / Sumitomo Mitsui Financial Group Inc | |||||||
| US225401AZ15 / Credit Suisse Group AG | |||||||
| US68622TAA97 / Organon Finance 1 LLC | |||||||
| US88258MAA36 / TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE | |||||||
| US004421RH88 / ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE5 CL M4 V/R REGD 2.60800000 | |||||||
| DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| AU3CB0285849 / KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9 | |||||||
| DK0009397739 / JYSKE REALKREDIT A/S COVERED 10/50 1 | |||||||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | |||||||
| US02147BAJ44 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9 | |||||||
| US12669GML22 / COUNTRYWIDE HOME LOANS CWHL 2005 4 1A1 | |||||||
| US17307G2Z05 / Citigroup Mortgage Loan Trust, Inc., Series 2006-AR1, Class 1A1 | |||||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | |||||||
| ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | |||||||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | |||||||
| US46629DAK19 / JP Morgan Mortgage Trust, Series 2006-A7, Class 2A2 | |||||||
| US3133KLBK26 / Freddie Mac Pool | |||||||
| JP1300711M79 / JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000 | |||||||
| US78486BAA26 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A | |||||||
| BOUGHT CNY SOLD USD 20250804 / DFE (000000000) | |||||||
| XS2331735253 / Romanian Government International Bond | |||||||
| US3138M8WF61 / FNMA POOL AP5145 FN 08/42 FIXED 3 | |||||||
| US073873AK72 / BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 | |||||||
| US76111XZV80 / RFMSI Series 2005-S7 Trust | |||||||
| US12669GPR64 / CHL Mortgage Pass-Through Trust 2005-2 | |||||||
| US38380TV370 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-121 CL PE 3.00000000 | |||||||
| XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A | |||||||
| US761118WP92 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 | |||||||
| US01F0426811 / UMBS TBA | |||||||
| US93935AAC62 / WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATE SER 2006-AR5 CL 3A V/R REGD 3.26644500 | |||||||
| US02152AAY55 / ALTERNATIVE LOAN TRUST 2007-16CB SER 2007-16CB CL 5A1 REGD 6.25000000 | |||||||
| US61749NAE76 / Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE5, Class A2D | |||||||
| US92922FLD86 / WaMu Mortgage Pass-Through Certificates Series 2004-AR1 Trust | |||||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | |||||||
| XS2326513269 / HARVEST CLO HARVT 21A A2R 144A | |||||||
| US74730DAC74 / Qatar Petroleum | |||||||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | |||||||
| US31396JT212 / FHLMC, Reference REMIC, Series R006, Class ZA | |||||||
| AU3SG0002504 / Treasury Corp of Victoria | |||||||
| US21H0626851 / Ginnie Mae | |||||||
| US5764342H69 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 | |||||||
| US589929M704 / MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERI SER 2003-A2 CL 1A1 V/R REGD 4.35915200 | |||||||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | |||||||
| US912810SJ88 / United States Treas Bds Bond | |||||||
| US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 | |||||||
| US933637AA84 / WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust | |||||||
| XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A | |||||||
| US576433ME30 / MARM 2004-4 4A1 | |||||||
| DK0009521254 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 | |||||||
| US669884AE80 / NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 2.24800000 | |||||||
| US31405U6G90 / Fannie Mae Pool | |||||||
| XS2331742036 / Romanian Government International Bond | |||||||
| US36229RJJ95 / GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 | |||||||
| US929227ZS89 / WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR19 A6 | |||||||
| US50200YAQ17 / LCM LTD PARTNERSHIP LCM 30A AR 144A | |||||||
| US02146YAC03 / Alternative Loan Trust 2006-OA9 | |||||||
| US12669GTV31 / CWHL 2005-3 2A1 V/R 4/25/35 2.28800000 | |||||||
| US12667GKC68 / ALTERNATIVE LOAN TRUST 2005-21CB SER 2005-21CB CL A3 REGD 5.25000000 | |||||||
| US3138LYML88 / FNMA POOL AO7562 FN 10/42 FIXED 3 | |||||||
| US3137BPPH69 / FREDDIE MAC REMICS SER 4579 CL FD V/R 2.38150000 | |||||||
| US251526CD98 / Deutsche Bank AG/New York NY | |||||||
| US939336X409 / WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust | |||||||
| US3140FXQR67 / FANNIE MAE POOL UMBS P#BF0463 3.00000000 | |||||||
| US126694A329 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 | |||||||
| US89176UAN46 / TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A | |||||||
| US881561CE22 / Terwin Mortgage Trust Series TMTS 2003-6HE | |||||||
| US22540A7A01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 | |||||||
| US465973AC95 / JP MORGAN MORTGAGE TRUST SER 2022-INV1 CL A3 V/R REGD 144A P/P 3.00000000 | |||||||
| DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | |||||||
| US67112FAD24 / OBX 2018-1 TRUST OBX 2018-1 A2 | |||||||
| US3140X47J93 / FANNIE MAE POOL UMBS P#FM1796 3.50000000 | |||||||
| US61753KAB26 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A | |||||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | |||||||
| XS2109812508 / Romanian Government International Bond | |||||||
| US86364MAC47 / STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR4 SER 2007-AR4 CL A3 V/R REGD 1.92800000 | |||||||
| US83612HAD08 / SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 1.95800000 | |||||||
| US93363EAF25 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006- SER 2006-AR10 CL 2A1 V/R REGD 3.87366700 | |||||||
| US36244KAE55 / GSAMP TRUST 2006-HE3 GSAMP 2006-HE3 A2D | |||||||
| US3140QDYC24 / FNMA POOL CA6106 FN 06/50 FIXED 4 | |||||||
| CDX ITRAXX MAIN43 5Y ICE / DCR (000000000) | |||||||
| US12669F6Z19 / CWMBS, Inc. | |||||||
| BOUGHT CNY SOLD USD 20250804 / DFE (000000000) | |||||||
| 31750QG94 PIMCO FXVAN PUT EUR CZK 24.65000000 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| Q / Quetzal Copper Corp. | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90500 08/15/25-1Y LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20251218 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| IRS EUR 2.21300 03/12/40-15Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250707 / DFE (000000000) | |||||||
| FED HM LN PC POOL QI4035 FR 04/54 FIXED 6 / ABS-MBS (3133WAPU6) | |||||||
| BOUGHT CNH SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/4.12982 02/14/25-30Y* LCH / DIR (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.89750 06/19/25-1Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250911 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250729 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250811 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | |||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250721 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 0.06350 11/17/22-30Y LCH / DIR (000000000) | |||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250814 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| IRS EUR 2.21300 03/12/40-15Y LCH / DIR (000000000) | |||||||
| A3KMYN / Air Lease Corporation - Preferred Stock | |||||||
| US3138MADG00 / FNMA POOL AP6402 FN 09/42 FIXED 3 | |||||||
| SOLD TRY BOUGHT USD 20251212 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250811 / DFE (000000000) | |||||||
| OIS SGD SIBSORA/2.50000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT EGP SOLD USD 20250825 / DFE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| IRS MYR P 3.75000 03/19/25-10Y JPM / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.00000 03/19/25-2Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.93000 06/25/25-30Y LCH / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250908 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20260105 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS MYR R 3.50000 03/19/25-5Y BPS / DIR (000000000) | |||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250725 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/30 4.5 / DBT (00402AAA9) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (36180AB69) | |||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20260105 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| RFR USD SOFR/3.80346 03/03/25-30Y* LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (92338VAA9) | |||||||
| CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FED HM LN PC POOL QI6798 FR 05/54 FIXED 6 / ABS-MBS (3133WDRT1) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 0.45100 05/27/25-25Y LCH / DIR (000000000) | |||||||
| CDX ITRAXX MAIN43 10Y ICE / DCR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.10000 03/31/23-10Y* LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| RFR EUR ESTRON/1.79544 03/10/25-5Y* LCH / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5517 FE / ABS-MBS (3137HKGJ7) | |||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | |||||||
| CAN 5YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT EGP SOLD USD 20250722 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| IRS AUD 3.50000 03/18/26-5Y LCH / DIR (000000000) | |||||||
| SOLD CZK BOUGHT USD 20251218 / DFE (000000000) | |||||||
| CDX IG43 10Y ICE / DCR (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250808 / DFE (000000000) | |||||||
| 317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251114 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | |||||||
| XS2262961076 / ZF Finance GmbH | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20251001 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| RFR USD SOFR/4.01677 02/04/25-30Y* LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/4.00000 03/17/26-2Y LCH / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5511 FB / ABS-MBS (3137HKKK9) | |||||||
| IRS AUD 4.25000 03/15/23-10Y LCH / DIR (000000000) | |||||||
| KOREA HOUSING FINANCE CO KOREA HOUSING FINANCE CO / DBT (50065RAM9) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| 31750R6I3 PIMCO FXVAN PUT EUR HUF 395.00000000 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| 317U6EFA8 PIMCO SWAPTION 4.35 PUT USD 20250925 / DIR (000000000) | |||||||
| IRS EUR 3.00000 03/19/25-2Y LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS AUD 1.75000 03/16/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| REVERSE REPO JPM CHASE / RA (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| RFR USD SOFR/3.99801 02/13/25-30Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.9544* 02/05/25-30Y* LCH / DIR (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BANK OF AMERICA CORP SR UNSECURED 01/36 VAR / DBT (06051GMM8) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| TOWER BRIDGE FUNDING TWRBG 2024 3A A 144A / ABS-MBS (ACI2R23Z7) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250918 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 12/20/23-30Y LCH / DIR (000000000) | |||||||
| GCAT GCAT 2023 NQM4 A1 144A / ABS-MBS (36171FAA1) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250724 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CCS USD R USSOFR/JPYMUTKCALM-41.4 GST / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR JPY MUTK/1.00000 12/18/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | |||||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT EGP SOLD USD 20250826 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| AGTHIA / Agthia Group PJSC | |||||||
| GB00BMV7TC88 / United Kingdom Gilt | |||||||
| FED HM LN PC POOL QI6291 FR 05/54 FIXED 6 / ABS-MBS (3133WC7C2) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (61690U8B9) | |||||||
| IRS PLN 2.58500 10/14/21-8Y CME / DIR (000000000) | |||||||
| RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251212 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.00000 06/17/25-2Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (66858CAN7) | |||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250908 / DFE (000000000) | |||||||
| IRS KRW 2.50000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.02000 05/15/25-1Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CDX IG44 10Y ICE / DCR (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| 31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL DB0827 FN 04/54 FIXED 6 / ABS-MBS (3140A94M9) | |||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | |||||||
| RFR USD SOFR/3.9314* 02/06/25-30Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.98104 09/01/23-4Y* LCH / DIR (000000000) | |||||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-2Y LCH / DIR (000000000) | |||||||
| BOUGHT CLP SOLD USD 20250711 / DFE (000000000) | |||||||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (000000000) | |||||||
| RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD KZT BOUGHT USD 20250911 / DFE (000000000) | |||||||
| FED HM LN PC POOL QI3936 FR 04/54 FIXED 6 / ABS-MBS (3133WALR7) | |||||||
| FNMA POOL MA5295 FN 03/54 FIXED 6 / ABS-MBS (31418E3D0) | |||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251204 / DFE (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| SOUTH KOREA GOVT AS BP GST / DCR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| ADANIENSOL / Adani Energy Solutions Limited | |||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| 31750QFP9 PIMCO FXVAN PUT EUR CZK 24.75000000 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| RFR USD SOFR/3.86092 03/14/25-30Y* LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.96000 06/27/25-30Y LCH / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250811 / DFE (000000000) | |||||||
| TD.PFA / The Toronto-Dominion Bank - Preferred Security | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 06/20/24-30Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.77259 03/04/25-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.00500 09/29/25-30Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (ACI2NQX93) | |||||||
| OIS CAD CAONREPO/3.89750 06/19/25-1Y LCH / DIR (000000000) | |||||||
| RFR JPY MUTK/0.60000 12/18/24-5Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| FED HM LN PC POOL QI8171 FR 06/54 FIXED 6 / ABS-MBS (3133WFCG0) | |||||||
| RFR USD SOFR/4.00000 03/20/24-30Y LCH / DIR (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 06/18/25-2Y LCH / DIR (000000000) | |||||||
| RFR JPY MUTK/1.00000 03/19/25-7Y LCH / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| BOUGHT SEK SOLD USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.80611 03/03/25-30Y* LCH / DIR (000000000) | |||||||
| REPUBLIC OF POLAND BONDS 02/30 4.875 / DBT (857524AF9) | |||||||
| FNMA POOL DA6046 FN 05/54 FIXED 6 / ABS-MBS (3140A6WG7) | |||||||
| GB00BMV7TC88 / United Kingdom Gilt | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250710 / DFE (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| IRS MYR P 3.75000 09/20/23-10Y GST / DIR (000000000) | |||||||
| AMI / Aurelia Metals Limited | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT MYR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-30Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A / ABS-CBDO (14311NAU8) | |||||||
| 31750R594 PIMCO FXVAN PUT EUR USD 1.09750000 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | |||||||
| BOUGHT CZK SOLD USD 20250822 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250702 / DFE (000000000) | |||||||
| HAYFIN EMERALD CLO HAYEM 14A A 144A / ABS-CBDO (ACI2SSWQ7) | |||||||
| SOLD CNY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20260209 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250806 / DFE (000000000) | |||||||
| AUST 3YR BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| 317U7MCA2 PIMCO SWAPTION 4.57 PUT USD 20250813 / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH / DIR (000000000) | |||||||
| KRATON CORP KRATON CORP / DBT (50077CAA4) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT COP SOLD USD 20250811 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250808 / DFE (000000000) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CZK SOLD USD 20251218 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250806 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| GROSVENOR PLACE CLO GROSV 2024 2A A 144A / ABS-CBDO (ACI2RYX19) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20251218 / DFE (000000000) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (67115PAW5) | |||||||
| IRS AUD 1.75000 06/16/21-10Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| ADANIENSOL / Adani Energy Solutions Limited | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| IRS EUR 2.00000 09/17/25-2Y LCH / DIR (000000000) | |||||||
| US25159MBA45 / Development Bank of Japan Inc | |||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250721 / DFE (000000000) | |||||||
| 31750R4N4 PIMCO FXVAN PUT EUR CZK 24.60000000 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| FED HM LN PC POOL QI8811 FR 06/54 FIXED 6 / ABS-MBS (3133WFYG6) | |||||||
| US TREASURY N/B 08/44 4.125 / DBT (912810UD8) | |||||||
| FED HM LN PC POOL QJ1916 FR 08/54 FIXED 6 / ABS-MBS (3133CSDV0) | |||||||
| FED HM LN PC POOL SD8439 FR 06/54 FIXED 6 / ABS-MBS (3132DWLU5) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| REPUBLIC OF POLAND BONDS 02/35 5.375 / DBT (857524AH5) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US55284JAA79 / MF1 2022-FL8 Ltd | |||||||
| US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 | |||||||
| US21H0306827 / Ginnie Mae | |||||||
| US12669GRM59 / COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1 | |||||||
| US780097BG51 / NatWest Group PLC | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL DB1123 FN 06/54 FIXED 6 / ABS-MBS (3140AAG92) | |||||||
| DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | |||||||
| US12669GJY89 / COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 | |||||||
| US59024NAC11 / MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1 | |||||||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | |||||||
| RFR JPY MUTK/2.00000 06/18/25-30Y LCH / DIR (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| RFR USD SOFR/4.22800 08/30/24-1Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A / ABS-CBDO (ACI2PTDF3) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A / ABS-CBDO (ACI2VQ1V0) | |||||||
| FED HM LN PC POOL QI5489 FR 05/54 FIXED 6 / ABS-MBS (3133WCC28) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US36179XHW92 / Ginnie Mae II Pool | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SANTANDER UK GROUP HLDGS SANTANDER UK GROUP HLDGS / DBT (80281LAU9) | |||||||
| RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH / DIR (000000000) | |||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000) | |||||||
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.06500 06/26/25-30Y LCH / DIR (000000000) | |||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/21/22-15Y LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/3.5000 06/19/24-10Y LCH / DIR (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| US TREASURY N/B 02/55 4.625 / DBT (912810UG1) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| FR0013369758 / UNION NIPE DCI SA UNEDIC 0.875% 05/25/2028 REGS | |||||||
| US12669GUX77 / CHL Mortgage Pass-Through Trust 2005-11 | |||||||
| US07384MN579 / BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 23A V/R REGD 3.43960500 | |||||||
| XS2526379313 / DEVELOPMENT BK OF JAPAN /EUR/ REGD REG S EMTN SER GMTN 2.12500000 | |||||||
| US31395NLE57 / FANNIE MAE REMICS SER 2006-48 CL TF V/R 2.10800000 | |||||||
| US550279AM51 / Luminent Mortgage Trust, Series 2006-1, Class A1 | |||||||
| US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9 | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250723 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250812 / DFE (000000000) | |||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000) | |||||||
| 31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250827 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 / DBT (110709AK8) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| 31750R5K9 PIMCO FXVAN PUT EUR HUF 399.00000000 / DFE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| CCS USD R USSOFR/JPYMUTKCALM -46.95 CBK / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| XS2291692890 / Chile Government International Bond | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF / ABS-MBS (38383KVX7) | |||||||
| RFR JPY MUTK/1.00000 06/19/24-20Y LCH / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250811 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250911 / DFE (000000000) | |||||||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250811 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SHORT EURO-BTP FU SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000) | |||||||
| US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) | |||||||
| S59 / SIA Engineering Company Limited | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (034942AA0) | |||||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | |||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) | |||||||
| US161175BX17 / Charter Communications Operating LLC / Charter Communications Operating Capital | |||||||
| US912810SK51 / United States Treasury Note/Bond | |||||||
| US161175CE27 / Charter Communications Operating LLC / Charter Communications Operating Capital | |||||||
| US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A | |||||||
| US02660WAC01 / American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 | |||||||
| US731011AV42 / Republic of Poland Government International Bond | |||||||
| ES0000012L78 / SPAIN GOVT EUR 144A LIFE/REG S 3.55% 10-31-33 | |||||||
| CA68333ZAY30 / ONTARIO PROVINCE CDA 3.65% 06/02/2033 | |||||||
| AU3SG0002439 / Queensland Treasury Corp | |||||||
| PEP01000C5I0 / BONOS DE TESORERIA | |||||||
| US17329VBA61 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A3A 144A | |||||||
| XS2527914779 / JAPAN FIN ORG MUNICIPAL SR UNSECURED REGS 09/27 2.375 | |||||||
| US445545AS56 / Hungary Government International Bond | |||||||
| OIS USD SOFR/1.69500 06/30/22-9Y* LCH / DIR (000000000) | |||||||
| CCS USD R USSOFR/JPYMUTKCALM-41 CBK / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 4 A1A 144A / ABS-MBS (89183GAA4) | |||||||
| RFR JPY MUTK/1.25000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT EGP SOLD USD 20250728 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (000000000) | |||||||
| IRS MYR P 3.75000 09/18/24-10Y BPS / DIR (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/1.2500 06/16/21-10Y LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | |||||||
| ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (449249AS0) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AUE2) | |||||||
| RFR USD SOFR/4.00000 06/20/24-2Y LCH / DIR (000000000) | |||||||
| RFR JPY MUTK/1.00000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| US TREASURY N/B 11/54 4.5 / DBT (912810UE6) | |||||||
| BBAM EUROPEAN CLO BBAME 1A AR 144A / ABS-CBDO (ACI2M3430) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| 317U6F1A0 PIMCO SWAPTION 4.33 PUT USD 20250925 / DIR (000000000) | |||||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | |||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | |||||||
| BOUGHT KZT SOLD USD 20250917 / DFE (000000000) | |||||||
| FNMA POOL DC3060 FN 09/54 FIXED 6 / ABS-MBS (3140AQMJ8) | |||||||
| 69511JD28 / PACIFICORP | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| OIS CAD CAONREPO/3.25000 06/21/23-5Y LCH / DIR (000000000) | |||||||
| FNMA POOL DB0770 FN 03/54 FIXED 6 / ABS-MBS (3140A92C3) | |||||||
| US78449XAA00 / SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A | |||||||
| FNMA POOL DA7802 FN 01/54 FIXED 6 / ABS-MBS (3140A8U42) | |||||||
| GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A / ABS-CBDO (381929AA6) | |||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD HUF BOUGHT USD 20250827 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| OIS CAD CAONREPO/3.2500 06/21/23-30Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.34250 01/10/25-5Y LCH / DIR (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| 31750R396 PIMCO FXVAN CALL USD TRY 53.50000000 / DFE (000000000) | |||||||
| 317U7LXA1 PIMCO SWAPTION 4.57 PUT USD 20250813 / DIR (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250908 / DFE (000000000) | |||||||
| OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | |||||||
| FNMA POOL DB0829 FN 04/54 FIXED 6 / ABS-MBS (3140A94P2) | |||||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US500630DT27 / Korea Development Bank/The | |||||||
| US36143L2G95 / GA Global Funding Trust | |||||||
| US12668PAA03 / Alternative Loan Trust 2006-OA17 | |||||||
| RFR EUR ESTRON/2.02754 12/10/24-5Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250731 / DFE (000000000) | |||||||
| S59 / SIA Engineering Company Limited | |||||||
| SOLD HUF BOUGHT USD 20251001 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.75000 03/19/25-2Y LCH / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | |||||||
| XS2597114284 / HSBC Holdings PLC | |||||||
| ARARGE3209S6 / REPUBLIC OF ARGENTINA BONDS 07/30 VAR | |||||||
| US12661XAC65 / CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | |||||||
| US12669GZQ71 / CHL MORTGAGE PASS-THROUGH TRUST 2005-9 SER 2005-9 CL 1A3 V/R REGD 2.16800000 | |||||||
| US3137BPS836 / FREDDIE MAC REMICS SER 4579 CL SD V/R 2.30538300 | |||||||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | |||||||
| US126694EK06 / COUNTRYWIDE HOME LOANS CWHL 2005 18 A3 | |||||||
| US86360JAA97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 | |||||||
| US361841AL38 / GLP Capital LP / GLP Financing II Inc | |||||||
| FR0011317783 / French Republic Government Bond OAT | |||||||
| US01F0206791 / UMBS, 30 Year, Single Family | |||||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | |||||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | |||||||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | |||||||
| US715638AV48 / REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | |||||||
| US147918AB23 / Cassa Depositi e Prestiti SpA | |||||||
| XS2388558889 / Serbia International Bond | |||||||
| US31395HHV50 / Freddie Mac Structured Pass-Through Certificates | |||||||
| US93363CAC38 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A | |||||||
| FR001400AIN5 / French Republic Government Bond OAT | |||||||
| US05530MAA71 / BCAP LLC TRUST 2006-AA2 BCAP 2006-AA2 A1 | |||||||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (731011AY8) | |||||||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (04685A3T6) | |||||||
| SAGB / Republic of South Africa Government Bond | |||||||
| US21H0226892 / Ginnie Mae | |||||||
| AU3SG0002082 / New South Wales Treasury Corp | |||||||
| US912810SE91 / United States Treas Bds Bond | |||||||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | |||||||
| US86359LAQ23 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 | |||||||
| US86360UAF30 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1 | |||||||
| DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 | |||||||
| US01F0326821 / Fannie Mae or Freddie Mac | |||||||
| XS2364199674 / Romanian Government International Bond | |||||||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | |||||||
| US69359YAC12 / PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | |||||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | |||||||
| US912810SA79 / United States Treas Bds Bond | |||||||
| US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 | |||||||
| US41162BAA17 / HARBORVIEW MORTGAGE LOAN TRUST SER 2006-SB1 CL A1A V/R REGD 3.17644500 | |||||||
| AU3SG0002579 / TREASURY CORP VICTORIA /AUD/ REGD 2.00000000 | |||||||
| MYBMO2000028 / Malaysia Government Bond | |||||||
| US36263KAB70 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | |||||||
| GENCAT / Autonomous Community of Catalonia | |||||||
| XS2586944659 / REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 3.87500000 | |||||||
| SGXF13029610 / Singapore Government Bond | |||||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | |||||||
| XS2364200357 / ROMANIA | |||||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | |||||||
| US31394ANT96 / Fannie Mae REMICS | |||||||
| US3140HAU579 / FANNIE MAE POOL UMBS P#BJ8703 3.50000000 | |||||||
| US21H0626778 / Ginnie Mae | |||||||
| US17329PAY88 / Citigroup Mortgage Loan Trust Inc | |||||||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | |||||||
| US00908PAA57 / Air Canada 2017-1 Class AA Pass Through Trust | |||||||
| US86359LBY48 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 | |||||||
| US466247AZ62 / JP MORGAN MORTGAGE TRUST 2003-A2 SER 2003-A2 CL 3A1 V/R REGD 3.76336000 | |||||||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | |||||||
| US3132DWJ614 / FNCL UMBS 6.5 SD8385 12-01-53 | |||||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | |||||||
| US01F0204713 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 07-01-35 | |||||||
| US021467AA34 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1 | |||||||
| XS2307740642 / JUBILEE CDO BV JUBIL 2016 17A A2RR 144A | |||||||
| US9393357P40 / WAMU 02-AR9 1A V/R 8/25/42 3.72644500 | |||||||
| US86789MAA53 / Suntrust Alternative Loan Trust Series 2005-1F | |||||||
| US31407UMR58 / Fannie Mae Pool | |||||||
| AU0000079402 / Queensland Treasury Corp | |||||||
| US80281LAT26 / Santander UK Group Holdings plc | |||||||
| US93934XAB91 / WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 | |||||||
| US92926WAA53 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2007-OA1 A1A | |||||||
| US02150GAN88 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12 | |||||||
| US12667TAE55 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4 | |||||||
| US92926UAA97 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1 | |||||||
| CA135087ZH04 / Canadian Government Real Return Bond | |||||||
| DK0002050368 / Nordea Kredit Realkreditaktieselskab | |||||||
| US74922SAD09 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS17 A4 | |||||||
| AU0000013740 / Australia Government Bond | |||||||
| US3138MBS567 / FNMA POOL AP7739 FN 11/42 FIXED 3 | |||||||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | |||||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | |||||||
| AU3SG0001175 / TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25 | |||||||
| US125438AD36 / COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 2A1 | |||||||
| US731011AW25 / Republic of Poland Government International Bond | |||||||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | |||||||
| US86360KAE82 / Structured Asset Mortgage Investments II Trust 2006-AR3 | |||||||
| US3128MJVZ08 / Freddie Mac Gold Pool | |||||||
| US225401BB38 / Credit Suisse Group AG | |||||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | |||||||
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