| Market Value | 108,176,553 |
| Total Holdings | 845 |
| 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.
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| Security | Imputed Share Price |
Prev Shares |
Current Shares |
Change (Percent) |
Prev Value (USD x1000) |
Current Value (USD x1000) |
Change (Percent) |
|---|---|---|---|---|---|---|---|
| OIS USD SOFR/1.00000 12/15/21-5Y LCH / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS AUD 4.50000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | |||||||
| SOUTH KOREA GOVT AS BP GST / DCR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250811 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| XS0089572316 / Republic of Italy Government International Bond | |||||||
| US040104TG69 / Argent Securities Trust 2006-W4 | |||||||
| XS2326512618 / HARVEST CLO HARVT 21A A1R 144A | |||||||
| FR0013480613 / French Republic Government Bond OAT | |||||||
| US38144RAC16 / GSAA Home Equity Trust 2007-8 | |||||||
| ES0000012I08 / Spain Government Bond | |||||||
| US91282CGM73 / United States Treasury Note/Bond | |||||||
| BOUGHT CNY SOLD USD 20250806 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH / DIR (000000000) | |||||||
| BOUGHT KZT SOLD USD 20251215 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250911 / DFE (000000000) | |||||||
| US01F0426811 / UMBS TBA | |||||||
| US39538RBB42 / GreenPoint MTA Trust 2005-AR2 | |||||||
| AU3SG0002082 / New South Wales Treasury Corp | |||||||
| XS2341633456 / BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| IRS CNY R 1.50000 03/18/26-5Y SCX / DIR (000000000) | |||||||
| US65480CAC91 / NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 | |||||||
| XS2586944659 / REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 3.87500000 | |||||||
| AU3CB0285849 / KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9 | |||||||
| GB00BMBL1F74 / United Kingdom Gilt | |||||||
| XS2331735253 / Romanian Government International Bond | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | |||||||
| ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | |||||||
| US126670TH10 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 AF6 | |||||||
| AU3SG0001175 / TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25 | |||||||
| DK0009397739 / JYSKE REALKREDIT A/S COVERED 10/50 1 | |||||||
| XS2332250708 / Organon Finance 1 LLC | |||||||
| US161175AZ73 / Charter Communications Operating LLC / Charter Communications Operating Capital | |||||||
| US48266XAF24 / KSA Sukuk Ltd | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250707 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250717 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| XS2388197175 / St Pauls CLO | |||||||
| US912810SA79 / United States Treas Bds Bond | |||||||
| US2620511053 / Drillco Holdings Luxembourg SA | |||||||
| XS2330514899 / Romanian Government International Bond | |||||||
| US3133KNL927 / Uniform Mortgage-Backed Securities | |||||||
| US17311LAJ08 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A | |||||||
| RFR USD SOFR/3.83603 12/02/24-9Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| AU3CB0284172 / Queensland Treasury Corp | |||||||
| US78486BAA26 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A | |||||||
| XS0277409446 / RMAC Securities No 1 PLC | |||||||
| AU3SG0002553 / NEW S WALES TREA | |||||||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | |||||||
| US01F0506844 / UMBS TBA | |||||||
| JP1300621K47 / Japan Government Thirty Year Bond | |||||||
| AU3SG0002579 / TREASURY CORP VICTORIA /AUD/ REGD 2.00000000 | |||||||
| US881561CE22 / Terwin Mortgage Trust Series TMTS 2003-6HE | |||||||
| DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| RFR USD SOFR/3.86092 03/14/25-30Y* LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.95913 02/12/25-30Y* LCH / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250808 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20260105 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250814 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US126673XD98 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MV7 | |||||||
| US147918AB23 / Cassa Depositi e Prestiti SpA | |||||||
| US912810SF66 / Us Treasury Bond | |||||||
| US445545AS56 / Hungary Government International Bond | |||||||
| US3140FXLQ30 / Fannie Mae Pool | |||||||
| XS2357554679 / SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A | |||||||
| US23245CAD20 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3 | |||||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | |||||||
| US3137BPPH69 / FREDDIE MAC REMICS SER 4579 CL FD V/R 2.38150000 | |||||||
| DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | |||||||
| US69337HBG56 / PHH Alternative Mortgage Trust | |||||||
| US86562MCR97 / Sumitomo Mitsui Financial Group Inc | |||||||
| ACI14WP35 / UK TSY 1.75 2049 BONDS REGS 01/49 1.75 | |||||||
| US12430YAA82 / BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 1.33700000 | |||||||
| US059523AG55 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3 | |||||||
| US17307GXW31 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 5 1A4 | |||||||
| FR0014001NN8 / French Republic Government Bond OAT | |||||||
| XS2538441085 / ROMANIA SR UNSECURED 144A 09/26 5 | |||||||
| JP1300711M79 / JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000 | |||||||
| IRS SEK 2.47375 02/03/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT RON SOLD USD 20250811 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH / DIR (000000000) | |||||||
| 31750R6I3 PIMCO FXVAN PUT EUR HUF 395.00000000 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250811 / DFE (000000000) | |||||||
| GB00BLH38158 / United Kingdom Gilt | |||||||
| BOUGHT KZT SOLD USD 20250917 / DFE (000000000) | |||||||
| RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH / DIR (000000000) | |||||||
| OIS SGD SIBSORA/2.50000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| PTPP / PT PP (Persero) Tbk | |||||||
| XS2434895475 / Romania, Government of | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| ABU DHABI DEVELOPMENTAL ABU DHABI DEVELOPMENTAL / DBT (00402D2A2) | |||||||
| RFR USD SOFR/3.80346 03/03/25-30Y* LCH / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| SOLD EUR BOUGHT USD 20250811 / DFE (000000000) | |||||||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (731011AX0) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) | |||||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/3.5000 03/22/24-9Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| ADANIENSOL / Adani Energy Solutions Limited | |||||||
| FED HM LN PC POOL QH4279 FR 11/53 FIXED 6.5 / ABS-MBS (3133CGXG7) | |||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (92917RAL3) | |||||||
| 317U7MCA2 PIMCO SWAPTION 4.57 PUT USD 20250813 / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-30Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (034942AA0) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.1800 11/25/24-9Y* LCH / DIR (000000000) | |||||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | |||||||
| OIS CAD CAONREPO/2.8500 12/19/24-8Y* LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR JPY MUTK/1.00000 06/19/24-20Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (000000000) | |||||||
| OIS USD SOFR/1.00000 12/15/21-5Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.99801 02/13/25-30Y* LCH / DIR (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | |||||||
| SOLD THB BOUGHT USD 20250820 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 / DBT (110709AK8) | |||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 31750R396 PIMCO FXVAN CALL USD TRY 53.50000000 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| 31750QI27 PIMCO FXVAN PUT EUR CZK 24.70000000 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| IRS EUR 2.77000 04/16/24-5Y LCH / DIR (000000000) | |||||||
| IRS MYR R 3.50000 03/19/25-5Y BPS / DIR (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| S59 / SIA Engineering Company Limited | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH / DIR (000000000) | |||||||
| RFR JPY MUTK/1.00000 03/19/25-7Y LCH / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) | |||||||
| IRS EUR 2.25000 09/21/22-15Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (000000000) | |||||||
| IRS EUR 2.00000 09/17/25-2Y LCH / DIR (000000000) | |||||||
| CCS USD R USSOFR/JPYMUTKCALM-41 CBK / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250827 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250911 / DFE (000000000) | |||||||
| US TREASURY N/B 11/54 4.5 / DBT (912810UE6) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CDX ITRAXX MAIN43 10Y ICE / DCR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250715 / DFE (000000000) | |||||||
| IRS EUR 0.06350 11/17/22-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.9588* 02/06/25-30Y* LCH / DIR (000000000) | |||||||
| A3KMYN / Air Lease Corporation - Preferred Stock | |||||||
| BOUGHT KZT SOLD USD 20250908 / DFE (000000000) | |||||||
| 31750R4N4 PIMCO FXVAN PUT EUR CZK 24.60000000 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20260209 / DFE (000000000) | |||||||
| BANK OF AMERICA CORP SR UNSECURED 01/31 VAR / DBT (06051GML0) | |||||||
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 10/31 4.375 / DBT (00402D2C8) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| 317U6EFA8 PIMCO SWAPTION 4.35 PUT USD 20250925 / DIR (000000000) | |||||||
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (89856JAA4) | |||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250729 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20251218 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.2500 12/18/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| CCS USD R USSOFR/JPYMUTKCALM -46.95 CBK / DFE (000000000) | |||||||
| IRS AUD 1.75000 03/16/22-5Y LCH / DIR (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.3000 01/18/24-9Y* LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250707 / DFE (000000000) | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| ARBOUR CLO ARBR 11A AR / ABS-CBDO (ACI2P5HV6) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.11647 02/14/25-30Y* LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| SOLD CNY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (36180AB69) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250912 / DFE (000000000) | |||||||
| REPUBLIC OF POLAND BONDS 02/30 4.875 / DBT (857524AF9) | |||||||
| RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/1.5000 06/17/20-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| Q / Quetzal Copper Corp. | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS KRW 2.50000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| S59 / SIA Engineering Company Limited | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (88430TAQ4) | |||||||
| BOUGHT CAD SOLD USD 20250908 / DFE (000000000) | |||||||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CDX IG43 10Y ICE / DCR (000000000) | |||||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (000000000) | |||||||
| US TREASURY N/B 02/34 4 / DBT (91282CJZ5) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| FNMA POOL DA7554 FN 01/54 FIXED 6.5 / ABS-MBS (3140A8MC3) | |||||||
| BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock) | |||||||
| OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250731 / DFE (000000000) | |||||||
| IRS EUR 2.21300 03/12/40-15Y LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20251001 / DFE (000000000) | |||||||
| IRS EUR 3.00000 03/15/28-5Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.50000 03/19/25-1Y LCH / DIR (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| RFR USD SOFR/4.12982 02/14/25-30Y* LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FR001400AIN5 / French Republic Government Bond OAT | |||||||
| US06738EBD67 / Barclays PLC | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| AU3SG0002082 / New South Wales Treasury Corp | |||||||
| KOREA 10YR BND FU SEP25 XKFE 20250916 / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US21H0226892 / Ginnie Mae | |||||||
| ADANIENSOL / Adani Energy Solutions Limited | |||||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | |||||||
| BOUGHT CNY SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250711 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250812 / DFE (000000000) | |||||||
| US31418EYP95 / FNMA 30YR 6.5% 12/01/2053#MA5217 | |||||||
| R2035 / South Africa - Corporate Bond/Note | |||||||
| US61748HLA76 / MORGAN STANLEY MORTGAGE LOAN T MSM 2005 5AR 2A1 | |||||||
| RFR JPY MUT+5.89/0.0000 03/17/21-10Y LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| MYBMI2300024 / Malaysia Government Bond | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (000000000) | |||||||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | |||||||
| SOLD MYR BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250731 / DFE (000000000) | |||||||
| RFR GBP SONIO/4.00000 03/17/26-2Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.86000 04/24/24-5Y LCH / DIR (000000000) | |||||||
| SOLD HUF BOUGHT USD 20251001 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.00000 06/17/25-2Y LCH / DIR (000000000) | |||||||
| RAD CLO LTD RAD 2019 4A AR 144A / ABS-CBDO (749984AA8) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT EGP SOLD USD 20250825 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| IRS EUR 2.27000 03/12/40-15Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.93000 06/25/25-30Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS AUD 4.25000 03/15/23-10Y LCH / DIR (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20251215 / DFE (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A / ABS-CBDO (05683EAW2) | |||||||
| RFR USD SOFR/4.06500 06/26/25-30Y LCH / DIR (000000000) | |||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250820 / DFE (000000000) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD MYR BOUGHT USD 20250917 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.2500 03/15/23-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.90500 08/15/25-1Y LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (000000000) | |||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.76527 03/04/25-30Y* LCH / DIR (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| US TREASURY N/B 02/55 4.625 / DBT (912810UG1) | |||||||
| RFR JPY MUTK/0.75000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.8468* 12/02/24-9Y* LCH / DIR (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 4 A1A 144A / ABS-MBS (89183GAA4) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR JPY MUTK/0.0500 12/15/21-10Y LCH / DIR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20251218 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250725 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| RFR JPY MUTK/1.00000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8) | |||||||
| 31750R5K9 PIMCO FXVAN PUT EUR HUF 399.00000000 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/4.00500 09/29/25-30Y LCH / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250717 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| MYBMX1700033 / Malaysia Government Bond | |||||||
| SOLD JPY BOUGHT USD 20260105 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| US36179W2V97 / Ginnie Mae II Pool | |||||||
| US126395AA04 / CSMC 2020-FACT CSMC 2020-FACT A | |||||||
| US912810SK51 / United States Treasury Note/Bond | |||||||
| US86359DXP76 / STRUCTURED ASSET SECURITIES CORP SER 2006-RF1 CL 1A V/R REGD 144A P/P 1.98800000 | |||||||
| US225401AC20 / Credit Suisse Group AG | |||||||
| IRS MYR P 3.75000 09/20/23-10Y GST / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US78449XAA00 / SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A | |||||||
| US75970HAF73 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 | |||||||
| AU0000013740 / Australia Government Bond | |||||||
| US161175CE27 / Charter Communications Operating LLC / Charter Communications Operating Capital | |||||||
| DK0009513152 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 | |||||||
| US55379AAA25 / M360 2021-CRE3 Ltd | |||||||
| US22616CAJ27 / Crestline Denali CLO XV Ltd | |||||||
| KR103502G8C0 / KOREA TREASURY BOND BONDS 12/28 2.375 | |||||||
| US17311YAC75 / C-BASS Mortgage Loan Trust 2007-CB3 | |||||||
| US912810SJ88 / United States Treas Bds Bond | |||||||
| ES0000012L78 / SPAIN GOVT EUR 144A LIFE/REG S 3.55% 10-31-33 | |||||||
| XS2294367672 / DUTCH PROPERTY FINANCE DPF 2021 1 A REGS | |||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000) | |||||||
| USL269151134 / DRILLCO HLDG LUX SA | |||||||
| US06051GLH01 / Bank of America Corp. | |||||||
| US3140HAU579 / FANNIE MAE POOL UMBS P#BJ8703 3.50000000 | |||||||
| US61751MAU80 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A18 | |||||||
| RFR USD SOFR/3.60000 09/02/25-2Y* LCH / DIR (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250911 / DFE (000000000) | |||||||
| RFR EUR ESTRON/2.02754 12/10/24-5Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| AMI / Aurelia Metals Limited | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.86629 03/18/25-30Y* LCH / DIR (000000000) | |||||||
| 317U6F1A0 PIMCO SWAPTION 4.33 PUT USD 20250925 / DIR (000000000) | |||||||
| RFR JPY MUTK/1.50000 09/18/24-30Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.00000 03/19/25-2Y LCH / DIR (000000000) | |||||||
| REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| CCS USD R USSOFR/JPYMUTKCALM-41.4 GST / DFE (000000000) | |||||||
| IRS CZK 1.91250 01/30/19-10Y CME / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| FREDDIE MAC FHR 5511 FB / ABS-MBS (3137HKKK9) | |||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | |||||||
| SOLD CZK BOUGHT USD 20251218 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| 31750R594 PIMCO FXVAN PUT EUR USD 1.09750000 / DFE (000000000) | |||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251204 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/2.8800 12/04/24-9Y* LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| CBAV3 / Companhia Brasileira de Alumínio | |||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | |||||||
| BOUGHT CZK SOLD USD 20251218 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| IRS EUR 3.00000 03/19/25-2Y LCH / DIR (000000000) | |||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250908 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| GB00BMV7TC88 / United Kingdom Gilt | |||||||
| SOLD TRY BOUGHT USD 20251212 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (000000000) | |||||||
| 69511JD28 / PACIFICORP | |||||||
| SOLD PEN BOUGHT USD 20250918 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U7LXA1 PIMCO SWAPTION 4.57 PUT USD 20250813 / DIR (000000000) | |||||||
| US TREASURY N/B 08/44 4.125 / DBT (912810UD8) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR / DBT (04685A3U3) | |||||||
| RFR USD SOFR/3.9314* 02/06/25-30Y* LCH / DIR (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| BOUGHT EGP SOLD USD 20250826 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| CDX ITRAXX MAIN43 5Y ICE / DCR (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 31750QG94 PIMCO FXVAN PUT EUR CZK 24.65000000 / DFE (000000000) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| RFR JPY MUTK/1.50000 12/18/24-30Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5517 FE / ABS-MBS (3137HKGJ7) | |||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-2Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250808 / DFE (000000000) | |||||||
| 31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| ADANIENSOL / Adani Energy Solutions Limited | |||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250814 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| IRS AUD 3.50000 03/18/26-5Y LCH / DIR (000000000) | |||||||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251212 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD HUF BOUGHT USD 20250827 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | |||||||
| ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (ACI2RC930) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| RFR EUR ESTRON/1.92272 03/10/25-5Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) | |||||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| RFR JPY MUTK/0.75000 03/19/25-2Y LCH / DIR (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GB00BMV7TC88 / United Kingdom Gilt | |||||||
| RFR USD SOFR/3.96000 06/27/25-30Y LCH / DIR (000000000) | |||||||
| IRS MYR P 3.75000 09/18/24-10Y BPS / DIR (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL DA1139 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1HR1) | |||||||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (731011AY8) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| GCAT GCAT 2023 NQM4 A1 144A / ABS-MBS (36171FAA1) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| SHORT EURO-BTP FU SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | |||||||
| XS2291692890 / Chile Government International Bond | |||||||
| IRS EUR 0.45100 05/27/25-25Y LCH / DIR (000000000) | |||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000) | |||||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (000000000) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| OIS INR MIBOR/6.00000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/4.02000 05/15/25-1Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| AU3FN0029609 / AAI Ltd | |||||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | |||||||
| XS2577382059 / EXPORT DEVELOPMNT CANADA /EUR/ REGD REG S EMTN 2.87500000 | |||||||
| ACA / Crédit Agricole S.A. | |||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (000000000) | |||||||
| IRS KRW 2.75000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (000000000) | |||||||
| 31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| CNQ / Canadian Natural Resources Limited | |||||||
| BOUGHT EGP SOLD USD 20250728 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.40000 03/14/24-9Y* LC / DIR (000000000) | |||||||
| RFR USD SOFR/3.9544* 02/05/25-30Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (000000000) | |||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| 31750QFP9 PIMCO FXVAN PUT EUR CZK 24.75000000 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | |||||||
| CBAPJ / Commonwealth Bank of Australia - Preferred Security | |||||||
| CBAV3 / Companhia Brasileira de Alumínio | |||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | |||||||
| AUST 3YR BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| GA GLOBAL FUNDING TRUST SECURED 144A 01/30 5.4 / DBT (36143L2R5) | |||||||
| IRS EUR 2.34250 01/10/25-5Y LCH / DIR (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | |||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | |||||||
| RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/3.75000 03/19/25-2Y LCH / DIR (000000000) | |||||||
| BOUGHT EGP SOLD USD 20250722 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| SOLD KZT BOUGHT USD 20250911 / DFE (000000000) | |||||||
| US95000U3A91 / Wells Fargo & Co. | |||||||
| US03881BAE39 / Arbor Multifamily Mortgage Securities Trust 2020-MF1 | |||||||
| US36265LAB36 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A | |||||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | |||||||
| BOUGHT CNY SOLD USD 20250702 / DFE (000000000) | |||||||
| US853254CG39 / Standard Chartered plc | |||||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | |||||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | |||||||
| CA68333ZAY30 / ONTARIO PROVINCE CDA 3.65% 06/02/2033 | |||||||
| US67114WAA99 / ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | |||||||
| US46654FAD06 / JP Morgan Mortgage Trust | |||||||
| US161630CA46 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 12M3 | |||||||
| US36168FAE88 / GCAT Trust, Series 2022-INV2, Class A5 | |||||||
| US3140QBZL57 / FANNIE MAE POOL UMBS P#CA4346 3.00000000 | |||||||
| US3128MJXW58 / Freddie Mac Gold Pool | |||||||
| US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 | |||||||
| FR0011317783 / French Republic Government Bond OAT | |||||||
| DK0009521254 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 | |||||||
| KR103502G867 / KOREA TREASURY BOND BONDS 06/28 2.625 | |||||||
| US3128MJ2W99 / Freddie Mac Gold Pool | |||||||
| US912810SS87 / T 1 5/8 11/15/50 | |||||||
| US3137BPS836 / FREDDIE MAC REMICS SER 4579 CL SD V/R 2.30538300 | |||||||
| BOUGHT CNY SOLD USD 20250715 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250729 / DFE (000000000) | |||||||
| IRS AUD 4.50000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | |||||||
| US912810SW99 / United States Treasury Note/Bond | |||||||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250812 / DFE (000000000) | |||||||
| RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (000000000) | |||||||
| US05377RER12 / Avis Budget Rental Car Funding AESOP LLC | |||||||
| NZGOVDT531C0 / New Zealand Government Bond | |||||||
| USL26915AA33 / FORESEA Holding SA | |||||||
| ARARGE3209S6 / REPUBLIC OF ARGENTINA BONDS 07/30 VAR | |||||||
| SGXF13029610 / Singapore Government Bond | |||||||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | |||||||
| US21H0626851 / Ginnie Mae | |||||||
| US36179XNB81 / Ginnie Mae II Pool | |||||||
| US80281LAT26 / Santander UK Group Holdings plc | |||||||
| US12669YAE23 / CHL Mortgage Pass-Through Trust, Series 2006-J4, Class A5 | |||||||
| US731011AV42 / Republic of Poland Government International Bond | |||||||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | |||||||
| US853254CC25 / Standard Chartered PLC | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250811 / DFE (000000000) | |||||||
| SOUTH KOREA GOVT AS BP GST / DCR (000000000) | |||||||
| IRS EUR 2.28200 03/12/40-15Y LCH / DIR (000000000) | |||||||
| 31750R3Y1 PIMCO FXVAN PUT EUR CZK 24.55000000 / DFE (000000000) | |||||||
| US38122NB504 / GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT | |||||||
| US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 | |||||||
| US33835NAA90 / 522 FUNDING CLO LTD MORGN 2018 3A AR 144A | |||||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | |||||||
| US3133KYR921 / Freddie Mac Gold Pool | |||||||
| XS2407357768 / NatWest Markets PLC | |||||||
| US36143L2G95 / GA Global Funding Trust | |||||||
| DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | |||||||
| XS2621539910 / HSBC Holdings plc | |||||||
| US46647PCC86 / JPMorgan Chase & Co | |||||||
| US3140X47J93 / FANNIE MAE POOL UMBS P#FM1796 3.50000000 | |||||||
| US69359YAC12 / PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | |||||||
| US39541EAC75 / Greensaif Pipelines Bidco Sarl | |||||||
| US59020U5W12 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1 | |||||||
| US00084DBC39 / ABN AMRO Bank NV | |||||||
| CA135087ZH04 / Canadian Government Real Return Bond | |||||||
| USL269151217 / DRILLCO HLDG LUX S A | |||||||
| XS2364200357 / ROMANIA | |||||||
| SAGB / Republic of South Africa Government Bond | |||||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | |||||||
| US31395NLE57 / FANNIE MAE REMICS SER 2006-48 CL TF V/R 2.10800000 | |||||||
| US30227FAA84 / Extended Stay America Trust | |||||||
| US46654AAC36 / JP Morgan Mortgage Trust 2021-10 | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250811 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS MYR R 3.50000 03/19/25-5Y GST / DIR (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US36263KAB70 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | |||||||
| US05591XAA90 / BRSP 2021-FL1 Ltd | |||||||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | |||||||
| US21H0306827 / Ginnie Mae | |||||||
| DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | |||||||
| KR103502GA67 / Korea Treasury Bond | |||||||
| US86358EMV55 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 9 M3 | |||||||
| US68402YAA47 / OPTION ONE MORTGAGE LOAN TRUST 2007-CP1 SER 2007-CP1 CL 1A1 V/R REGD 1.84800000 | |||||||
| US00908PAA57 / Air Canada 2017-1 Class AA Pass Through Trust | |||||||
| JP1300611K15 / JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 | |||||||
| US3128MJ3S78 / Federal Home Loan Mortgage Corp. | |||||||
| JP1201861PA6 / JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 186 1.50000000 | |||||||
| TH0623A3C606 / Thailand Government Bond | |||||||
| US38376RC539 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 PT | |||||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | |||||||
| US01F0406854 / UMBS TBA | |||||||
| XS2262139533 / Romanian Government International Bond | |||||||
| US576457AC94 / Mastr Asset-Backed Securities Trust, Series 2007-HE1, Class A3 | |||||||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | |||||||
| BOUGHT CNY SOLD USD 20250806 / DFE (000000000) | |||||||
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250804 / DFE (000000000) | |||||||
| KR103502GCC8 / Korea Treasury Bond | |||||||
| XS2388558889 / Serbia International Bond | |||||||
| DK0002050368 / Nordea Kredit Realkreditaktieselskab | |||||||
| RFR EUR ESTRON/1.79544 03/10/25-5Y* LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| IRS CNY R 1.50000 03/18/26-5Y SCX / DIR (000000000) | |||||||
| 952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | |||||||
| US3132DWJ614 / FNCL UMBS 6.5 SD8385 12-01-53 | |||||||
| US225401AP33 / Credit Suisse Group AG | |||||||
| AU3SG0002504 / Treasury Corp of Victoria | |||||||
| US65536HCT32 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2 | |||||||
| US93363EAF25 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006- SER 2006-AR10 CL 2A1 V/R REGD 3.87366700 | |||||||
| US07274NAJ28 / Bayer US Finance II LLC | |||||||
| DK0002044122 / NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 | |||||||
| US01F0204713 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 07-01-35 | |||||||
| US71675CAB46 / Petronas Capital Ltd | |||||||
| AU0000079402 / Queensland Treasury Corp | |||||||
| US3140X7MW66 / FNMA 30YR 3.5% 07/50#FM3972 | |||||||
| US05952EAA47 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 | |||||||
| US46115HCD70 / Intesa Sanpaolo SpA | |||||||
| US3140KYNP56 / FNMA POOL BR1297 FN 02/51 FIXED 2.5 | |||||||
| US63861VAF40 / Nationwide Building Society | |||||||
| US01F0306781 / UMBS TBA | |||||||
| US46654DAD57 / JP MORGAN MORTGAGE TRUST 2021-INV4 SER 2021-INV4 CL A2 V/R REGD 144A P/P 3.00000000 | |||||||
| US3140QDYC24 / FNMA POOL CA6106 FN 06/50 FIXED 4 | |||||||
| US04012MAQ24 / Argent Securities Trust, Series 2006-M1, Class A2C | |||||||
| US31300MNY56 / FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR | |||||||
| US80413TBC27 / Saudi Government International Bond | |||||||
| US88258MAB19 / Texas Natural Gas Securitization Finance Corp. | |||||||
| PEP01000C5I0 / BONOS DE TESORERIA | |||||||
| IT0005386922 / BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 | |||||||
| GB00BM8Z2V59 / United Kingdom Gilt | |||||||
| US12661XAC65 / CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | |||||||
| ARARGE3209T4 / REPUBLIC OF ARGENTINA BONDS 07/35 VAR | |||||||
| US23245CAA80 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-1 CL 1A V/R REGD 1.84800000 | |||||||
| US74922EAA73 / RALI SERIES 2006-QS6 TRUST SER 2006-QS6 CL 1A1 REGD 6.00000000 | |||||||
| US694308KB20 / Pacific Gas and Electric Co | |||||||
| XS0235712006 / ALBA PLC ALBA 2005 1 A3 REGS | |||||||
| XS2167193015 / State of Israel | |||||||
| US639057AF59 / NatWest Group PLC | |||||||
| US25151VAA35 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA1 A1 | |||||||
| BOUGHT KZT SOLD USD 20250911 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250717 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| CA74814ZFS70 / Province of Quebec Canada | |||||||
| US87241EAQ89 / TCW CLO 2019-1 AMR Ltd | |||||||
| US64828XAA19 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | |||||||
| XS2331742036 / Romanian Government International Bond | |||||||
| MYBMO2000028 / Malaysia Government Bond | |||||||
| XS1794675931 / Fairfax Financial Holdings Ltd | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.83603 12/02/24-9Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| RFR USD SOFR/3.86092 03/14/25-30Y* LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.95913 02/12/25-30Y* LCH / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250808 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20260105 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US3132DWJ531 / UMBS | |||||||
| XS2241247597 / DOMI DOMI 2020 2 A REGS | |||||||
| US43710BAD82 / INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A3 | |||||||
| US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A | |||||||
| US46654RAG74 / J.P. Morgan Mortgage Trust 2021-INV8 | |||||||
| US2620512044 / Drillco Holdings Luxembourg SA | |||||||
| US225401BB38 / Credit Suisse Group AG | |||||||
| AU0000097495 / Australia Government Bond | |||||||
| US465973AC95 / JP MORGAN MORTGAGE TRUST SER 2022-INV1 CL A3 V/R REGD 144A P/P 3.00000000 | |||||||
| US466286AV35 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 | |||||||
| US32027NMJ71 / First Franklin Mortgage Loan Trust | |||||||
| XS1150797600 / EUROSAIL PLC ESAIL 2007 4X A3 REGS | |||||||
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