Market Value1,446,419,020
Total Holdings1272
File Date2025-08-29
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.

Upgrade to unlock premium data and export to Excel .

Security Imputed
Share Price		 Prev
Shares		 Current
Shares		 Change
(Percent)		 Prev Value
(USD x1000)		 Current Value
(USD x1000)		 Change
(Percent)
RUSSIA / Russian Foreign Bond - Eurobond
RU000A1006S9 / Russian Foreign Bond - Eurobond
US91282CDX65 / United States Treasury Inflation Indexed Bonds
US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3
US04012MAA71 / ARGENT SECURITIES INC. ARSI 2006 M1 A2D
US097023DA04 / Boeing Co/The
US36179W2U15 / Ginnie Mae II Pool
LU2445093987 / INTELSAT EMERGENCE SA CALL EXP17FEB27
US3132XVEW98 / FHLMC
US78009PEH01 / NatWest Group PLC
US590238AA93 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A1
US912810RF75 / United States Treasury Inflation Indexed Bonds
US31335B2N52 / FHLMC Gold Pools, 30 Year
XS0294367205 / Petroleos de Venezuela SA
US76112BTX81 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS6 M6
US01F0326821 / Fannie Mae or Freddie Mac
US097023DB86 / Boeing Co/The
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
IRS ZAR 8.05250 01/07/25-6Y CME / DIR (000000000)
US225401AV01 / Credit Suisse Group AG
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (000000000)
RFR USD SOFR/1.25000 06/15/22-10Y LCH / DIR (000000000)
SOLD ILS BOUGHT USD 20250702 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (000000000)
SOLD GBP BOUGHT USD 20250804 / DFE (000000000)
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000)
US44328BAD01 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2
RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (000000000)
317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000)
ZCS BRL 10.04072 08/02/23-01/04/27 CME / DIR (000000000)
ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (000000000)
RFRF USD SF+26.161/1.70 7/12/23-6Y* CME / DIR (000000000)
RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (000000000)
SOLD GBP BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (000000000)
317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (000000000)
PEMEX LCDS SP DUB / DCR (000000000)
SOLD TRY BOUGHT USD 20250709 / DFE (000000000)
RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (000000000)
31750R6D4 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000)
317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000)
COLOMBIA LA SP MYC / DCR (000000000)
IRS ZAR 8.54300 08/04/23-5Y CME / DIR (000000000)
US3140N83H92 / FNMA POOL BX4399 FN 11/52 FIXED 6
BOUGHT MXN SOLD USD 20250917 / DFE (000000000)
952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A
US694308JT56 / Pacific Gas and Electric Co
US05571AAR68 / BPCE SA
US12569UAA97 / CORP CMO
US3133KYXC82 / UMBS, 20 Year
XS0800186222 / THAMES WATER UTC
USP17625AE71 / Venezuela Government International Bond
US91282CBB63 / United States Treasury Note/Bond
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (000000000)
IRS ZAR 8.42600 08/01/23-5Y CME / DIR (000000000)
317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000)
ISRAEL GOVT EM SP JPM / DCR (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
BOUGHT GBP SOLD USD 20250702 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
IRS ZAR 8.41500 07/31/23-5Y CME / DIR (000000000)
BOUGHT BRL SOLD USD 20250903 / DFE (000000000)
RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707 / DIR (000000000)
BOUGHT PEN SOLD USD 20250707 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (000000000)
317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000)
RFR USD SOFR/2.45000 10/04/22-5Y LCH / DIR (000000000)
US31335CAJ36 / Freddie Mac Gold Pool
XS2053846262 / Altice France SA/France
US91327TAA97 / Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
R2037 / South Africa - Sovereign or Government Agency Debt
US345397YT41 / Ford Motor Credit Co. LLC
US83611PBY60 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M5
OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (67571GAB8)
RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (000000000)
RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (000000000)
IRS EUR 2.41000 11/05/24-10Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
IRS EUR 2.36000 10/07/24-5Y LCH / DIR (000000000)
RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (000000000)
CROSSROADS ASSET TRUST XROAD 2025 A A2 144A / ABS-O (22767VAB4)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (000000000)
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (000000000)
RFR USD SOFR/3.30000 12/02/24-29Y* CME / DIR (000000000)
ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000)
317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
RFR JPY MUTK/0.17625 04/27/22-5Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
IRS EUR 3.45000 10/20/23-5Y LCH / DIR (000000000)
IRS ZAR 8.05750 01/07/25-6Y CME / DIR (000000000)
PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A B 144A / ABS-CBDO (ACI2TS586)
BOUGHT TRY SOLD USD 20250711 / DFE (000000000)
IRS ZAR 8.42100 08/04/23-5Y CME / DIR (000000000)
RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (000000000)
MEXICO LA SP MYC / DCR (000000000)
SOLD KRW BOUGHT USD 20250708 / DFE (000000000)
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (74448PAA7)
5831 / Shizuoka Financial Group,Inc.
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT KWD SOLD USD 20260610 / DFE (000000000)
RFRF USD SF+26.161/1.7* 12/16/19-7Y LCH / DIR (000000000)
RFR USD SOFR/1.25000 06/15/22-10Y CME / DIR (000000000)
THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A / ABS-MBS (749414AA6)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
SOLD PEN BOUGHT USD 20250702 / DFE (000000000)
TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8)
US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000)
US TREASURY N/B 08/54 4.25 / DBT (912810UC0)
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000)
RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (000000000)
BOUGHT TRY SOLD USD 20250808 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000)
FED HM LN PC POOL QI9919 FR 07/54 FIXED 5 / ABS-MBS (3133WHAU7)
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (83207QAB5)
CDX EM41 ICE / DCR (000000000)
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000)
TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9)
RFRF USD SF+26.161/2.2* 9/11/23-26Y* CME / DIR (000000000)
RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (000000000)
IRS ZAR 8.42000 07/31/23-5Y CME / DIR (000000000)
RFRF USD SF+26.161/3.00 9/19/23-3Y* CME / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.43091 09/03/24-7Y* LCH / DIR (000000000)
31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (000000000)
ZCS BRL 10.05205 08/02/23-01/02/26 CME / DIR (000000000)
RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3 / ABS-O (44934QAD3)
IRS NZD 4.75000 06/19/24-5Y LCH / DIR (000000000)
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000)
317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000)
317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (000000000)
RFRF USD SF+26.161/2.25 06/20/18-10Y LCH / DIR (000000000)
IRS ZAR 8.55000 08/03/23-5Y CME / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (000000000)
BOUGHT GBP SOLD USD 20250702 / DFE (000000000)
ISRAEL GOVT EM SP MYC / DCR (000000000)
RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000)
317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (000000000)
REACH FINANCIAL LLC REACH 2024 2A A 144A / ABS-O (75525HAA8)
BOUGHT KWD SOLD USD 20270610 / DFE (000000000)
RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/3.30000 03/06/23-10Y LCH / DIR (000000000)
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20260521 / DFE (000000000)
RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (000000000)
PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A / ABS-O (69544AAA3)
SOLD AUD BOUGHT USD 20250702 / DFE (000000000)
PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (69547DAB2)
FNMA POOL DB8407 FN 09/54 FIXED 6 / ABS-MBS (3140AJKV9)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (000000000)
IRS AUD 4.50000 09/18/24-10Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.50000 06/22/23-7Y LCH / DIR (000000000)
RFRF USD SF+26.161/2.00 12/15/21-30Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (465970AA9)
BA / The Boeing Company - Depositary Receipt (Common Stock)
317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
TRT061124T11 / Turkey Government Bond
RFRF USD SF+26.161/1.8* 7/18/23-26Y* CME / DIR (000000000)
RFR USD SOFR/1.92750 03/25/22-5Y LCH / DIR (000000000)
RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (000000000)
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL4 A1 144A / ABS-MBS (74143RAA1)
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000)
CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A / ABS-CBDO (14311NAU8)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000)
SOLD PEN BOUGHT USD 20250930 / DFE (000000000)
RFRF USD SF+26.161/0.500 06/16/21-5Y LCH / DIR (000000000)
RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
RFRF USD SF+26.161/1.2* 8/12/23-5Y* CME / DIR (000000000)
RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (000000000)
JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
IRS EUR 2.30000 09/25/24-5Y LCH / DIR (000000000)
RFR USD SOFR/3.55500 03/05/24-30Y LCH / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.42000 05/24/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH / DIR (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
RFRF USD SF+26.161/1.4* 03/17/20-10Y LCH / DIR (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
OIS MXN TIIE1/9.13500 01/02/25-5Y* CME / DIR (000000000)
FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 / ABS-MBS (3132DWKJ1)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT TRY SOLD USD 20250701 / DFE (000000000)
EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000)
US01F0606834 / Uniform Mortgage-Backed Security, TBA
RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (000000000)
317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (000000000)
ZCS BRL 10.09012 07/31/23-01/04/27 CME / DIR (000000000)
XS2264968665 / Ivory Coast Government International Bond
317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (000000000)
RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000)
IRS EUR 2.76000 03/04/24-10Y LCH / DIR (000000000)
IRS ZAR 8.41000 08/07/23-5Y CME / DIR (000000000)
RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (000000000)
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (000000000)
BOUGHT PLN SOLD USD 20250710 / DFE (000000000)
SOLD NZD BOUGHT USD 20250702 / DFE (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/3.50000 06/21/23-3Y LCH / DIR (000000000)
ZCS BRL 10.16509 04/01/24-01/04/27 CME / DIR (000000000)
RFR USD SOFR/1.00000 06/15/22-7Y CME / DIR (000000000)
POSEIDON BIDCO SASU 2023 EUR TERM LOAN B / LON (953RGXII1)
CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A / ABS-O (16144YAB4)
FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (33843VAC7)
IRS AUD 4.00000 09/18/24-5Y LCH / DIR (000000000)
317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000)
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000)
COLOMBIA LA SP BRC / DCR (000000000)
AT&T INC SNR S* ICE / DCR (000000000)
IRS EUR 2.77000 04/16/24-5Y LCH / DIR (000000000)
RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (000000000)
RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME / DIR (000000000)
E1IX34 / Edison International - Depositary Receipt (Common Stock)
BOUGHT KWD SOLD USD 20260518 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (98164LAD1)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
CDX EM43 ICE / DCR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (000000000)
REACH FINANCIAL LLC REACH 2024 1A A 144A / ABS-O (75526PAA9)
SOLD AUD BOUGHT USD 20250805 / DFE (000000000)
RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME / DIR (000000000)
RFRF USD SF+26.161/0.9* 9/08/23-3Y* CME / DIR (000000000)
RFR USD SOFR/3.48500 10/30/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (000000000)
XS2264968665 / Ivory Coast Government International Bond
IRS EUR 3.27000 08/21/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000)
FCT / Fincantieri S.p.A.
RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (000000000)
BOUGHT TRY SOLD USD 20250723 / DFE (000000000)
RFRF USD SF+26.161/1.7* 8/12/23-28Y CME / DIR (000000000)
RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME / DIR (000000000)
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
OIS USD SOFR/1.81700 04/05/22-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250808 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (000000000)
FED HM LN PC POOL SD8445 FR 07/54 FIXED 5 / ABS-MBS (3132DWL27)
317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (03332DAA2)
RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (000000000)
TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (891944AA8)
BOUGHT KWD SOLD USD 20260504 / DFE (000000000)
AT&T INC SNR S* ICE / DCR (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (69828QAD9)
SOLD CAD BOUGHT USD 20250805 / DFE (000000000)
SOLD BRL BOUGHT USD 20260402 / DFE (000000000)
BOUGHT GBP SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (000000000)
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000)
ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (000000000)
INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (ACI2Q9953)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
IRS AUD 3.00000 03/21/17-10Y CME / DIR (000000000)
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000)
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (033296AG9)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
SOLD PEN BOUGHT USD 20251205 / DFE (000000000)
BOUGHT CAD SOLD USD 20250702 / DFE (000000000)
317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000)
BOUGHT TRY SOLD USD 20250721 / DFE (000000000)
CMBX.NA.AAA.10 SP GST / DCR (000000000)
IRS EUR 2.00000 09/21/22-10Y LCH / DIR (000000000)
IRS ZAR 8.01000 01/07/25-6Y CME / DIR (000000000)
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (04942MAN4)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (000000000)
MFRA TRUST MFRA 2024 RPL1 A1 144A / ABS-MBS (55287AAA3)
SOLD GBP BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT TRY SOLD USD 20250709 / DFE (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT TRY SOLD USD 20250724 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (000000000)
OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH / DIR (000000000)
IRS ZAR 8.41500 08/04/23-5Y CME / DIR (000000000)
CMBX.NA.AAA.10 SP SAL / DCR (000000000)
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (161917AB5)
COLOMBIA LA SP BPS / DCR (000000000)
31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000)
RFR USD SOFR/3.46382 09/03/24-25Y* CME / DIR (000000000)
AMSURG EQUITY EQTYAS910 / EC (902RDL901)
FCT / Fincantieri S.p.A.
TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (89856JAA4)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000)
317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000)
IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000)
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (03329LAS0)
BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2 / ABS-O (10805NAB1)
BOUGHT PEN SOLD USD 20250711 / DFE (000000000)
RFR USD SOFR/3.65000 07/10/23-10Y LCH / DIR (000000000)
BOUGHT NZD SOLD USD 20250702 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
CMBX.NA.AAA.11 SP SAL / DCR (000000000)
RFR USD SOFR/1.60000 01/16/24-2Y LCH / DIR (000000000)
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000)
BOUGHT PEN SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (000000000)
SOLD CAD BOUGHT USD 20250702 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (449249AS0)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
IRS EUR 0.50000 06/17/20-30Y LCH / DIR (000000000)
IRS ZAR 8.06250 01/08/25-6Y CME / DIR (000000000)
RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (000000000)
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (39571MAB4)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/3.88500 07/12/24-10Y LCH / DIR (000000000)
US TREASURY N/B 11/54 4.5 / DBT (912810UE6)
RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000)
GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (3618N5ML0)
RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (000000000)
BOUGHT TRY SOLD USD 20250710 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (52603DAA1)
TRT061124T11 / Turkey Government Bond
317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (74938KAA5)
SOLD TRY BOUGHT USD 20250701 / DFE (000000000)
3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000)
RFR USD SOFR/3.34000 02/23/23-7Y LCH / DIR (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94
SOLD CHF BOUGHT USD 20250804 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250825 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
THAMES WATER UTIL FIN SR SECURED REGS 12/29 1.604 / DBT (ACI2J6N85)
5831 / Shizuoka Financial Group,Inc.
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (74136TAA6)
RFRF USD SF+26.161/1.4* 07/16/23-8Y CME / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (000000000)
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (88164AAB0)
RFR USD SOFR/3.80000 08/22/23-7Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
IRS EUR 0.83000 12/09/42-10Y LCH / DIR (000000000)
RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.90000 04/15/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (000000000)
IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000)
RFR USD SOFR/2.90000 04/04/22-6Y* LCH / DIR (000000000)
RFR USD SOFR/4.10500 04/24/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (000000000)
IRS EUR -0.32900 03/09/21-5Y* LCH / DIR (000000000)
XS2264968665 / Ivory Coast Government International Bond
SOLD PEN BOUGHT USD 20250917 / DFE (000000000)
RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (000000000)
MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (ACI2PXBX7)
AG TRUST AG 2024 NLP A 144A / ABS-MBS (00792MAA1)
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3 / DBT (44891ADF1)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
IRS EUR 2.82700 05/06/24-5Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (000000000)
BOUGHT TRY SOLD USD 20250807 / DFE (000000000)
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/4.16500 09/27/23-10Y LCH / DIR (000000000)
31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.75000 07/12/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (000000000)
LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (000000000)
RFR USD SOFR/1.00000 06/15/22-5Y LCH / DIR (000000000)
BOUGHT CHF SOLD USD 20250702 / DFE (000000000)
XS2264968665 / Ivory Coast Government International Bond
US TREASURY N/B 04/27 4.5 / DBT (91282CKJ9)
IRS EUR 2.65000 08/14/24-5Y LCH / DIR (000000000)
RFR USD SOFR/3.80000 09/05/23-5Y LCH / DIR (000000000)
ZCS BRL 11.7 03/24/22-01/04/27 CME / DIR (000000000)
317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000)
RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (000000000)
ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (000000000)
RFR USD SOFR/3.59900 08/28/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (000000000)
RFR USD SOFR/3.42500 03/01/23-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (000000000)
BOUGHT KWD SOLD USD 20260505 / DFE (000000000)
RFR USD SOFR/3.95000 09/13/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (000000000)
IRS EUR 0.25000 03/18/20-30Y LCH / DIR (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (000000000)
BOUGHT EUR SOLD USD 20250804 / DFE (000000000)
317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (000000000)
317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (000000000)
RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME / DIR (000000000)
CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (224939AB4)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
NEW YORK NY NYC 02/45 FIXED 6.291 / DBT (64966SNH5)
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000)
RFR USD SOFR/2.00000 12/21/22-7Y CME / DIR (000000000)
RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (000000000)
EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000)
RFR USD SOFR/3.45500 11/01/24-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (000000000)
SOLD KWD BOUGHT USD 20290702 / DFE (000000000)
RFR USD SOFR/4.15500 10/02/23-10Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
COLOMBIA LA SP CBK / DCR (000000000)
ZCS BRL 10.25622 04/03/24-01/04/27 CME / DIR (000000000)
RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (000000000)
RFR JPY MUTK/0.711* 04/27/22-20Y LCH / DIR (000000000)
317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000)
RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (000000000)
OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (000000000)
RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (000000000)
WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000)
RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (000000000)
PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (693987AA7)
PRP ADVISORS, LLC PRPM 2024 2 A1 144A / ABS-MBS (74448BAA8)
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F
RFRF USD SF+26.161/1.75 12/15/21-10Y LCH / DIR (000000000)
ZCS BRL 10.21 04/03/24-01/04/27 CME / DIR (000000000)
RFR USD SOFR/3.51453 09/03/24-4Y* LCH / DIR (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
TOWD POINT MORTGAGE FUNDING TPMF 2023 V3 A1 REGS / ABS-MBS (ACI2P2371)
ZCS BRL 10.17 04/01/24-01/04/27 CME / DIR (000000000)
AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000)
RFR USD SOFR/3.60000 08/28/24-10Y LCH / DIR (000000000)
SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A / ABS-O (80280BAB4)
RFR USD SOFR/4.45000 11/01/23-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME / DIR (000000000)
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000)
BOUGHT KWD SOLD USD 20260528 / DFE (000000000)
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.88000 07/10/24-10Y LCH / DIR (000000000)
IRS ZAR 8.20250 01/10/25-6Y CME / DIR (000000000)
ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (000000000)
FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (ACI2PNX49)
BOUGHT PLN SOLD USD 20250710 / DFE (000000000)
ISRAEL GOVT EM SP CBK / DCR (000000000)
RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000)
VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (92540JAA0)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (03331FAA8)
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (03331XAA9)
RFR JPY MUTK/1.25000 06/18/25-10Y LCH / DIR (000000000)
SOLD EUR BOUGHT USD 20250702 / DFE (000000000)
OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000)
IRS AUD 4.50000 03/20/24-10Y LCH / DIR (000000000)
FNMA POOL DA5748 FN 12/53 FIXED 6.5 / ABS-MBS (3140A6L61)
PFP III PFP 2024 11 A 144A / ABS-MBS (69291WAA0)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
RFRF USD SF+26.161/1.50 9/18/23-6Y* CME / DIR (000000000)
IRS ZAR 8.00100 01/06/25-6Y CME / DIR (000000000)
SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (78436RAE0)
CDX EM42 ICE / DCR (000000000)
317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000)
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
ISRAEL GOVT EM SP BRC / DCR (000000000)
RFRF USD SF+26.161/1.50 7/05/23-8Y* CME / DIR (000000000)
RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000)
ZCS BRL 10.3275 04/05/24-01/04/27 CME / DIR (000000000)
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9)
IRS EUR 3.30000 10/03/23-10Y LCH / DIR (000000000)
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000)
US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000)
US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000)
RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME / DIR (000000000)
317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000)
RFRF USD SF+26.161/1.50 9/15/23-5Y* CME / DIR (000000000)
IRS EUR 2.75000 03/05/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000)
IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
BOUGHT KWD SOLD USD 20260602 / DFE (000000000)
FED HM LN PC POOL SD8404 FR 02/54 FIXED 7 / ABS-MBS (3132DWKR3)
BOUGHT KRW SOLD USD 20250708 / DFE (000000000)
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 M1 144A / ABS-MBS (12661GAD1)
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000)
CDX IG43 5Y ICE / DCR (000000000)
317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (000000000)
RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (000000000)
317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (000000000)
RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (000000000)
PRP ADVISORS, LLC PRPM 2024 8 A1 144A / ABS-MBS (74448KAA8)
RFR USD SOFR/3.40500 03/01/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (000000000)
BA / The Boeing Company - Depositary Receipt (Common Stock)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SOLD PEN BOUGHT USD 20250711 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
SOLD NZD BOUGHT USD 20250804 / DFE (000000000)
BOUGHT TRY SOLD USD 20250813 / DFE (000000000)
RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
LUGO FUNDING DAC 05/66 1 / ABS-MBS (ACI2S0075)
BOUGHT KRW SOLD USD 20250716 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (ACI2S2BG9)
RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (000000000)
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.40000 02/23/23-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD TRY BOUGHT USD 20250724 / DFE (000000000)
RFRF USD SF+26.161/2.00 8/12/23-7Y* CME / DIR (000000000)
SOLD PEN BOUGHT USD 20251217 / DFE (000000000)
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (03332AAA8)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000)
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000)
RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000)
ZCS BRL 9.87397 08/03/23-01/02/26 CME / DIR (000000000)
RFR USD SOFR/4.25000 03/20/24-7Y CME / DIR (000000000)
SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88)
RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250918 / DFE (000000000)
RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME / DIR (000000000)
IRS ZAR 8.46000 08/02/23-5Y CME / DIR (000000000)
SOLD PEN BOUGHT USD 20251114 / DFE (000000000)
ZCS BRL 11.26 03/25/22-01/04/27 CME / DIR (000000000)
INF SWAP GB NI 4.066 09/15/21-10Y LCH / DIR (000000000)
XS2262961076 / ZF Finance GmbH
US91282CAU53 / United States Treasury Note/Bond
ZCS BRL 11.245 03/25/22-01/04/27 CME / DIR (000000000)
RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME / DIR (000000000)
RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME / DIR (000000000)
317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000)
SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000)
RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000)
FED HM LN PC POOL QH2941 FR 10/53 FIXED 6 / ABS-MBS (3133CFHS1)
RFRF USD SF+26.161/0.75 06/16/21-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20260209 / DFE (000000000)
RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.9* 7/17/23-26Y* CME / DIR (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
OIS MXN TIIE1/8.99000 12/24/24-5Y* CME / DIR (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000)
RFR USD SOFR/4.39250 10/25/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (000000000)
RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (000000000)
BOUGHT PEN SOLD USD 20250702 / DFE (000000000)
SOLD ILS BOUGHT USD 20250709 / DFE (000000000)
TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (88631YAL1)
RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (000000000)
CDX ITRAXX MAIN43 5Y ICE / DCR (000000000)
RFRF USD SF+26.161/2.00 8/18/23-9Y* CME / DIR (000000000)
BOUGHT TRY SOLD USD 20250714 / DFE (000000000)
US TREASURY N/B 05/54 4.625 / DBT (912810UA4)
VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (92332YAE1)
SOLD PEN BOUGHT USD 20250714 / DFE (000000000)
PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A / ABS-O (69544MAA7)
RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH / DIR (000000000)
ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL / LON (949ABEII2)
RFR USD SOFR/3.47000 02/22/23-7Y LCH / DIR (000000000)
317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (000000000)
US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000)
GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A / ABS-O (39571NAC0)
RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (30166UAB6)
FED HM LN PC POOL QH4807 FR 10/53 FIXED 6.5 / ABS-MBS (3133CHKU8)
CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (14311UBA5)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
ESNT / Essent Group Ltd.
SOLD KRW BOUGHT USD 20250714 / DFE (000000000)
EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000)
3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000)
PRP ADVISORS, LLC PRPM 2025 RCF1 A1 144A / ABS-MBS (74390RAA1)
S56431109 / Northam Platinum Holdings Ltd
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
TREASURY BILL 09/25 0.00000 / DBT (912797QU4)
SOLD CHF BOUGHT USD 20250702 / DFE (000000000)
IRS ZAR 8.00000 01/03/25-6Y CME / DIR (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (15186PAA6)
FNMA POOL BY7878 FN 07/54 FIXED 5 / ABS-MBS (3140NQXG8)
RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (000000000)
OIS USD SOFR/1.57300 02/28/22-5Y LCH / DIR (000000000)
ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A / ABS-CBDO (01750HAQ5)
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
FCT / Fincantieri S.p.A.
RFR USD SOFR/3.61100 08/28/24-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
IRS EUR 2.95000 06/12/24-5Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250819 / DFE (000000000)
RFRF USD SF+26.161/1.2* 09/28/23-5Y CME / DIR (000000000)
RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME / DIR (000000000)
THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (ACI2VX3Q4)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (000000000)
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000)
SOLD ILS BOUGHT USD 20250718 / DFE (000000000)
RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (000000000)
US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
IRS AUD 2.75000 06/17/16-10Y CME / DIR (000000000)
ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (ACI2S2CF0)
TRT061124T11 / Turkey Government Bond
BOUGHT THB SOLD USD 20250716 / DFE (000000000)
THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (BP7M6FII1)
CDX HY44 5Y ICE / DCR (000000000)
RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (000000000)
RFR USD SOFR/4.03000 10/04/23-10Y LCH / DIR (000000000)
317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (000000000)
BOUGHT KWD SOLD USD 20260630 / DFE (000000000)
317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (000000000)
RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (88429PAU6)
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A / ABS-CBDO (03330HAA5)
SOLD EUR BOUGHT USD 20250804 / DFE (000000000)
317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (000000000)
RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD PEN BOUGHT USD 20250929 / DFE (000000000)
COLOMBIA LA SP MYC / DCR (000000000)
SOLD KWD BOUGHT USD 20300509 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME / DIR (000000000)
OIS USD SOFR/1.73000 02/24/22-10Y LCH / DIR (000000000)
INF SWAP GB NI 4.055 09/15/21-10Y LCH / DIR (000000000)
RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
CMBX.NA.AAA.9 SP GST / DCR (000000000)
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000)
SOLD KWD BOUGHT USD 20290502 / DFE (000000000)
TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (89289EBL7)
317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
VOYA CLO LTD VOYA 2024 1A A1 144A / ABS-CBDO (92920DAA3)
GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A / ABS-MBS (362948AA9)
317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000)
LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (50201QAL8)
BOUGHT AUD SOLD USD 20250702 / DFE (000000000)
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F
CMBX.NA.AAA.13 SP SAL / DCR (000000000)
BOUGHT KWD SOLD USD 20260615 / DFE (000000000)
RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (000000000)
317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (000000000)
BOUGHT BRL SOLD USD 20250804 / DFE (000000000)
RFR USD SOFR/3.55000 08/21/24-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME / DIR (000000000)
CDX EM34 ICE / DCR (000000000)
SOLD TRY BOUGHT USD 20250718 / DFE (000000000)
RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME / DIR (000000000)
CDX HY43 5Y ICE / DCR (000000000)
THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (ACI2VXTH6)
GOLDEN BAR SECURITISATION GOLDB 2023 2 A REGS / ABS-O (ACI2KTMD3)
RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (000000000)
BOUGHT TRY SOLD USD 20250818 / DFE (000000000)
S56431109 / Northam Platinum Holdings Ltd
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A / ABS-CBDO (ACI2Q3MV4)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
FNMA POOL DA2733 FN 01/54 FIXED 6 / ABS-MBS (3140A3BB8)
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (ACI2NQX93)
CMBX.NA.AAA.13 SP GST / DCR (000000000)
US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000)
RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME / DIR (000000000)
RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (000000000)
TREASURY BILL 09/25 0.00000 / DBT (912797PW1)
BOUGHT KWD SOLD USD 20260617 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (92540DAA3)
FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FFH2 M3 / ABS-MBS (32027NJA0)
RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (000000000)
FNMA POOL BY6919 FN 08/53 FIXED 6 / ABS-MBS (3140NPVM9)
EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000)
RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (000000000)
3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000)
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000)
RFR USD SOFR/2.38500 06/08/22-10Y LCH / DIR (000000000)
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000)
US TREASURY N/B 03/26 4.5 / DBT (91282CKH3)
IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000)
NEW YORK NY NYC 02/55 FIXED 6.385 / DBT (64966SNJ1)
CIM TRUST CIM 2024 R1 A1 144A / ABS-MBS (17179VAA8)
RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (000000000)
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (39571XAB0)
BOUGHT ILS SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A / ABS-O (36270YAC6)
CDX EM40 ICE / DCR (000000000)
ZCS BRL 9.93932 08/07/23-01/02/26 CME / DIR (000000000)
IRS EUR 2.78000 05/02/24-5Y LCH / DIR (000000000)
XS2264968665 / Ivory Coast Government International Bond
AIRBUS FINANCE BV SNR SE ICE / DCR (000000000)
TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A / ABS-MBS (89183FAP3)
SOLD TRY BOUGHT USD 20250808 / DFE (000000000)
RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (000000000)
RFR USD SOFR/3.30000 06/14/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.97000 02/27/24-5Y LCH / DIR (000000000)
RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (000000000)
RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.37000 07/12/23-30Y LCH / DIR (000000000)
GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A / ABS-CBDO (381929AA6)
FED HM LN PC POOL RQ0016 FR 06/55 FIXED 7 / ABS-MBS (3142J6AS2)
522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (33835AAY5)
SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70)
PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A / ABS-O (69545AAA2)
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000)
PRP ADVISORS, LLC PRPM 2025 4 A1 144A / ABS-MBS (69382KAA6)
ZCS BRL 9.99764 08/04/23-01/04/27 CME / DIR (000000000)
RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (000000000)
TRT061124T11 / Turkey Government Bond
RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (000000000)
CDX IG44 5Y ICE / DCR (000000000)
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (83207VAA6)
US3140HDJF21 / FNMA POOL BK0261 FN 07/48 FIXED 4
US91282CBF77 / United States Treasury Inflation Indexed Bonds
US452152BM28 / State of Illinois General Obligation Unlimited
XAN5200EAC56 / McDermott Technology Americas Inc 2020 Make Whole Term Loan
US097023CY98 / BOEING CO 5.15 5/30
US3128MJ2F66 / Freddie Mac Gold Pool
US715638AV48 / REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9
XS2280833133 / Country Garden Holdings Co Ltd
US902613AV09 / UBS Group AG
EZ3T1CL4JRC6 / INF SWAP GB NI 4.25 11/15/21-10Y LCH
RFR USD SOFR/3.73500 01/23/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (000000000)
317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (000000000)
RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME / DIR (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
ISRAEL GOVT EM SP GST / DCR (000000000)
US61744CKY11 / MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 A2SS
XS2434895632 / Romanian Government International Bond
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.70 7/12/23-6Y* CME / DIR (000000000)
SOLD PEN BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (000000000)
BOUGHT MXN SOLD USD 20250917 / DFE (000000000)
RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (000000000)
EZG1MXP5KL27 / CDX IG41 5Y ICE
XAF6628DAN49 / Numericable U.S. LLC, Term Loan B14
US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A
RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
ISRAEL GOVT EM SP MYC / DCR (000000000)
317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000)
US040114HU71 / Argentine Republic Government International Bond
US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15
US912828ZZ63 / United States Treasury Inflation Indexed Bonds
US12489WQX55 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4
944YFGII6 / SOFTBANK VISION FUND II FIXED TERM LOAN
EZPTSY58P1B6 / CDX HY36 5Y ICE
MX0SGO0000F0 / Mexican Udibonos
US12666CAE30 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4
US30162RAD35 / Exela Intermediate LLC/Exela Finance, Inc.
US694308HS91 / Pacific Gal Elec Bond
US232434AU41 / Alternative Loan Trust 2006-OC8
EZGB6C4Y7HX0 / CDX HY40 5Y ICE
US64034AAB98 / NELNET STUDENT LOAN TRUST 2018-3 NSLT 2018-3A A2
US91282CCA71 / United States Treasury Inflation Indexed Bonds
US9128287D64 / United States Treasury Inflation Indexed Bonds
US3133KYXK09 / Freddie Mac Pool
US31418EYP95 / FNMA 30YR 6.5% 12/01/2053#MA5217
US83368RBS04 / Societe Generale SA
SOLD BRL BOUGHT USD 20251002 / DFE (000000000)
RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (000000000)
US12667TAA34 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 1A
USP87324BE10 / Peruvian Government International Bond
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
BOUGHT GBP SOLD USD 20250702 / DFE (000000000)
IRS ZAR 8.41500 07/31/23-5Y CME / DIR (000000000)
US3140QQYH24 / FNMA 30YR 6% 12/01/2052#CB5211
US05571AAQ85 / BPCE SA
US056162AN09 / BABSN 2015-IA AR
US073879PA06 / BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3
XS2576550672 / Thames Water Utilities Finance plc
US75970HAE09 / Renaissance Home Equity Loan Trust
US912810QV35 / United States Treasury Inflation Indexed Bonds
US3132L9L785 / FED HM LN PC POOL V83950 FG 02/48 FIXED 3
USP78024AG45 / Peruvian Government International Bond
SOLD BRL BOUGHT USD 20260402 / DFE (000000000)
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000)
XS2161831776 / THAMES WATER UTL
US22237JAG22 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC2 M2
XAD7001LAC72 / SCUR-Alpha 1503 GmbH USD Term Loan B1
US912828Y388 / United States Treasury Inflation Indexed Bonds
SB12AGO32 / Peru - Sovereign or Government Agency Debt
US3132XUZ240 / FED HM LN PC POOL Q52560 FG 12/47 FIXED 3
US96106JAE91 / WESTMORELAND COAL CO PIK TERM LOAN
US01F0306781 / UMBS TBA
US21H0506723 / Ginnie Mae
US3140XBJV31 / Fannie Mae Pool
XS2576550326 / Thames Water Utilities Finance PLC
US3140Q9HQ97 / Fannie Mae Pool
PEP01000C5I0 / BONOS DE TESORERIA
US63861VAJ61 / Nationwide Building Society
US90290PAS39 / U.S. Renal Care, Inc., 1st Lien Term Loan C
XS2270393379 / BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
US251526CS67 / Deutsche Bank AG/New York NY
US922646AS37 / Venezuela Government International Bond
US31418EV989 / Fannie Mae Pool
MX0MGO0000P2 / Mexican Bonos
RFR USD SOFR/4.15000 04/22/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.81000 01/02/24-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20260610 / DFE (000000000)
SOLD PEN BOUGHT USD 20251205 / DFE (000000000)
IRS ZAR 8.08000 01/08/25-6Y CME / DIR (000000000)
317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (000000000)
RFR USD SOFR/3.52738 09/03/24-25Y* CME / DIR (000000000)
317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (000000000)
317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (000000000)
RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (000000000)
IRS ZAR 8.54300 08/04/23-5Y CME / DIR (000000000)
RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (000000000)
ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (000000000)
RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (000000000)
RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (000000000)
US05490TAA07 / BBCCRE Trust, Series 2015-GTP, Class A
US31418EW557 / FNMA POOL MA5167 FN 10/53 FIXED 6.5
EZ6MPW8FKYP3 / CDX EM36 ICE
BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25
US83611MBV90 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2004 WMC1 M1
US805564QW46 / SAXON ASSET SECURITIES TRUST SAST 2004 3 M2
LU2445093128 / INTELSAT EMERGENCE SA
XS0294364954 / Petroleos de Venezuela SA
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
US912810SM18 / US TII .25 02/15/2050 (TIPS)
US040114HV54 / Argentine Republic Government International Bond
US02156LAA98 / Altice France SA/France
US31418EMT46 / Fannie Mae Pool
US912810SB52 / United States Treasury Inflation Indexed Bonds
US361841AL38 / GLP Capital LP / GLP Financing II Inc
ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (000000000)
RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
BOUGHT BRL SOLD USD 20250903 / DFE (000000000)
RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (000000000)
SOLD ILS BOUGHT USD 20250718 / DFE (000000000)
317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (000000000)
RFR USD SOFR/4.23000 10/23/23-10Y LCH / DIR (000000000)
317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000)
BOUGHT KWD SOLD USD 20270610 / DFE (000000000)
317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (000000000)
IRS ZAR 8.42600 08/01/23-5Y CME / DIR (000000000)
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000)
ZCS BRL 10.20325 04/02/24-01/04/27 CME / DIR (000000000)
RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (000000000)
IRS ZAR 8.36000 08/07/23-5Y CME / DIR (000000000)
317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
US91282CHP95 / United States Treasury Inflation Indexed Bonds
US36269EAB56 / GLS Auto Select Receivables Trust 2023-2
US694308KB20 / Pacific Gas and Electric Co
US91282CGK18 / U.S. Treasury Inflation Linked Notes
US01F0304703 / UMBS 15YR TBA(REG B) 3.0 UMBS TBA 07-01-35
US292480AL49 / Enable Midstream Partners, L.P.
US362341CV94 / GSAA 2005-8 M2
US02156LAE11 / Altice France SA/France
ARARGE3209S6 / REPUBLIC OF ARGENTINA BONDS 07/30 VAR
EZNCVP71WHS5 / CDX HY37 5Y ICE
US3132VMDK88 / Freddie Mac Gold Pool
US01F0406854 / UMBS TBA
US61747YFA82 / Morgan Stanley
US86364GAE35 / STRUCTURED ASSET SECURITIES CO SASC 2007 TC1 M3 144A
US3133KYYA18 / Federal Home Loan Mortgage Corporation
US31418EMN75 / Federal National Mortgage Association, Inc.
XS0590171103 / THAMES WATER UTC
US91282CAL54 / United States Treasury Note/Bond
US3140A3ZS51 / UMBS
INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A
XS0800185174 / THAMES WATER UTC
US251526CD98 / Deutsche Bank AG/New York NY
US097023DG73 / Boeing Co/The
US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds
US89054XAD75 / Topaz Solar Farms LLC
31750R6D4 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000)
RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.70 8/17/23-4Y* CME / DIR (000000000)
RFR USD SOFR/3.47000 11/01/24-10Y LCH / DIR (000000000)
IRS ZAR 8.05250 01/07/25-6Y CME / DIR (000000000)
SOLD EUR BOUGHT USD 20250702 / DFE (000000000)
COLOMBIA LA SP MYC / DCR (000000000)
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
ZCS BRL 9.89906 08/03/23-01/02/26 CME / DIR (000000000)
US86360XAD21 / STRUCTURED ASSET SECURITIES CO SASC 2006 GEL3 M1 144A
US68785BAD55 / OSCAR US FUNDING TRUST
US68403FAA49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1
US92943AAA25 / WSTN_23-MAUI
XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS
US78307ADE01 / Russian Foreign Bond - Eurobond
US3140JVCK68 / FNMA POOL BO0973 FN 06/49 FIXED 4
US126670PK84 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV3
US40431JAA16 / HSI Asset Securitization Corp Trust 2007-OPT1
US25470XBF15 / DISH DBS Corp.
US939336PB38 / Washington Mutual Mortgage Securities Corp.
MX0MGO0000U2 / Mexican Bonos
US912810RW09 / United States Treasury Inflation Indexed Bonds
US36179YAS37 / GINNIE MAE II POOL 5.50%
337792II8 / MITCHELLS + BUTLERS FINA SECURED REGS 12/30 6.013
EZHJ8LK5D907 / FORD MOTOR CREDIT COMPANY LLC SNR S* ICE
XAN5200EAB73 / Lealand Finance Company BV, Term Loan
ARARGE3209T4 / REPUBLIC OF ARGENTINA BONDS 07/35 VAR
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (000000000)
317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (000000000)
PEMEX LCDS SP DUB / DCR (000000000)
ISRAEL GOVT EM SP JPM / DCR (000000000)
RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (000000000)
SOLD GBP BOUGHT USD 20250804 / DFE (000000000)
317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (000000000)
US26884UAC36 / EPR Properties
ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (000000000)
RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000)
317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (000000000)
BOUGHT TRY SOLD USD 20250724 / DFE (000000000)
RFR USD SOFR/1.25000 06/15/22-10Y LCH / DIR (000000000)
INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (000000000)
US02376AAA79 / American Airlines Pass Through Trust, Series 2017-2, Class AA
US46602UAC27 / IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A3
US9128285W63 / United States Treasury Inflation Indexed Bonds
US12667HAA95 / Countrywide Asset-Backed Certificates
US780097BL47 / Natwest Group PLC
US86359B6S57 / STRUCTURED ASSET SECURITIES CO SASC 2005 RMS1 M1
US3128MJ2Z21 / Freddie Mac Gold Pool
XAF6628DAP96 / ALTICE FRANCE S A 2023 EUR EXTENDED TL B11
US12651DAG34 / CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A
US146869AN20 / Carvana Co.
US912810TP30 / US TREASURY I/L 1.5% 02-15-53
US3140JM3G51 / FNCI UMBS 3.0 BN5298 02-01-34
US040114HS26 / Argentine Republic Government International Bond
US617526AB45 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP
XS1002121454 / STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 6.5
RU000A0JXU22 / Russian Foreign Bond - Eurobond
US68389FKR46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1
US1266737G14 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC4 M8
US17307GNR55 / Citigroup Mortgage Loan Trust Inc
US17307GWT11 / Citigroup Mortgage Loan Trust, Inc.
US3128MJ2R05 / Freddie Mac Gold Pool
US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A
US91282CBJ99 / United States Treasury Note/Bond
US76110W5K85 / RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL2 M3
US87168TAB70 / Syniverse Holdings, Inc. 2022 Term Loan
952XGJII0 / EQTYWM927 WESTMORELAND MINING
US80557CAA09 / SAXON ASSET SECURITIES TRUST SAST 2007 4 A1 144A
US01F0526800 / Uniform Mortgage-Backed Security, TBA
USP7807HAQ85 / Petroleos de Venezuela SA
935ZXN908 / WESTMORELAND MINING HOLDINGS L COMMON
US40431JAD54 / HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 2A3
US75406AAD19 / RASC Trust, Series 2006-EMX2, Class M1
900123CY / Turkey Government International Bond
US694308HL49 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/45 4.3
US21H0506806 / GNMA
US57646LAN38 / MASTR Asset Backed Securities Trust 2007-HE2
US74924NAD93 / RESIDENTIAL ASSET SECURITIES C RASC 2007 KS4 A4
US55285WAA71 / MFA Trust, Series 2023-NQM2, Class A1
US61772WAL19 / Morgan Stanley Capital I Inc
US30227FAA84 / Extended Stay America Trust
ZAG000077470 / Republic of South Africa Government Bond
USP17625AB33 / Venezuela Government International Bond
US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000
US12668HAE09 / Countrywide Asset-Backed Certificates
XS2683120211 / Avon Finance No.4 PLC
US3138EKGS84 / Fannie Mae Pool
MX0SGO0000M6 / Mexican Udibonos
US912810TU25 / United States Treasury Note/Bond
US715638BE14 / Peruvian Government International Bond
US54251YAA64 / LBMLT_06-10
US61691XAA19 / Morgan Stanley Capital I Trust 2019-PLND
US842400HT35 / Southern California Edison Co
US78432WAJ27 / SFO_21-555
US669884AE80 / NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 2.24800000
US842400HM81 / Southern California Edison Co
US3140HEAK89 / Fannie Mae Pool
XS2438026440 / Thames Water Utilities Finance PLC
US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd
US05964HAY18 / Banco Santander SA
US92332YAD31 / Venture Global LNG Inc
US14688GAC87 / CRVNA 23-P3 A3 144A 5.82% 08-10-28/11-10-26
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50
CH1174335732 / Credit Suisse Group AG
US320986AA08 / FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A
US3128MJ3H14 / Freddie Mac Gold Pool
US12667TAE55 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4
XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS
US55955GAA13 / Magnetite XXV Ltd
US126650AQ30 / CVS Pass-Through Trust
US93935LAC28 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 3A1A
US912810RR14 / United States Treasury Inflation Indexed Bonds
US04541GSM59 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M5
US74929CAG15 / RBSSP RESECURITIZATION TRUST RBSSP 2010 2 3A2 144A
US46115HCD70 / Intesa Sanpaolo SpA
US3128MJ2L35 / Freddie Mac Gold Pool
US912810SD19 / United States Treas Bds Bond
IHRTB / iHeartMedia, Inc.
US06738ECE32 / Barclays PLC
US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A
US912810SG40 / United States Treasury Inflation Indexed Bonds
US45824TBC80 / INTELSAT JACKSON HOLDINGS S.A.
EZY2QJ3Z39M5 / CDX IG40 5Y ICE
US21H0226710 / GNII II 2.5% 07/01/2050 #TBA
IHRT / iHeartMedia, Inc.
COLOMBIA LA SP GST / DCR (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707 / DIR (000000000)
SOLD ILS BOUGHT USD 20250702 / DFE (000000000)
BOUGHT PEN SOLD USD 20250707 / DFE (000000000)
BOUGHT PLN SOLD USD 20250710 / DFE (000000000)
SOLD GBP BOUGHT USD 20250702 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (000000000)
317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
RFR USD SOFR/3.37000 03/01/23-10Y LCH / DIR (000000000)
SOLD TRY BOUGHT USD 20250709 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
US01F0206791 / UMBS, 30 Year, Single Family
US61744CKH87 / Morgan Stanley ABS Capital I Inc Trust 2005-HE1
US07387QAA85 / BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1
US16162WPB99 / Chase Mortgage Finance Trust
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
ZCS BRL 10.04072 08/02/23-01/04/27 CME / DIR (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000)
RFR USD SOFR/2.45000 10/04/22-5Y LCH / DIR (000000000)
US12668TAA25 / Countrywide Asset-Backed Certificates
US3140X6NK37 / FNMA 30YR 4% 11/01/2048#FM3093
US00764SAB07 / Aegis Asset Backed Securities Trust 2006-1
US3132WD5D28 / FED HM LN PC POOL Q40843 FG 06/46 FIXED 3
EZ4YGY9ZBMF1 / CMBX.NA.AAA.12 SP SAL
US92328MAA18 / Venture Global Calcasieu Pass LLC
US31418EV724 / FN MA5137
US31335A5Z73 / FED HM LN PC POOL G60864 FG 02/47 FIXED 3
US466317AA25 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2022-NLP CL A V/R REGD 144A P/P 1.28650000
US12564DAA28 / CIFC Funding Ltd
EZPYFXKDYBY8 / INF SWAP GB NI 4.14 10/15/21-10Y LCH
US362341VA47 / GSAMP TRUST GSAMP 2005 WMC2 M1
US3140N6V820 / FNMA POOL BX2438 FN 11/52 FIXED 6
US03072SUB95 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M3
R2035 / South Africa - Corporate Bond/Note
US639057AF59 / NatWest Group PLC
XS2433210007 / PROSUS NV SR UNSECURED 144A 01/34 2.778
US21H0406734 / Ginnie Mae
US65536QAA67 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1
US31418EJZ43 / Fannie Mae Pool
XS0311694029 / EUROHOME UK MORTGAGES 2007-2 PLC EHMU 2007-2 M1
US40430FAA03 / HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1
US89054XAC92 / Topaz Solar Farms LLC
US83612NAC92 / Soundview Home Loan Trust 2007-WMC1
US224939AA67 / Credicorp Capital Sociedad Titulizadora SA
US12567AAA51 / CitiMortgage Alternative Loan Trust
US3133BTZC70 / FHLG 30YR 5.5% 01/01/2053#QF6139
US86362QAC78 / Structured Asset Securities Corp Mortgage Loan Trust 2007-GEL1
US01F0506844 / UMBS TBA
US17307GP856 / Citigroup Mortgage Loan Trust Inc
US3133KKHG76 / FED HM LN PC POOL RA3831 FR 07/50 FIXED 4
US61744CZD19 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 A2D
US17312EAA47 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A
US04942JAC53 / Atlas Senior Loan Fund X Ltd
US912828V491 / United States Treasury Inflation Indexed Bonds
US3132XWED90 / FED HM LN PC POOL Q53731 FG 01/48 FIXED 3
US01F0426811 / UMBS TBA
US345397A860 / Ford Motor Credit Co LLC
US912810RL44 / United States Treasury Inflation Indexed Bonds
US01F0626899 / Uniform Mortgage-Backed Security, TBA
US31418EHF07 / Fannie Mae Pool
US900123CT57 / Turkey Government International Bond
US00764MDH79 / AEGIS ASSET BACKED SECURITIES AABST 2004 5 M2
US17311BAS25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A
US21H0426799 / Ginnie Mae
US02151BBG23 / Alternative Loan Trust 2007-22
US35729PMF44 / Fremont Home Loan Trust 2005-D
US31418EGF16 / Fannie Mae Pool
US36179YDK73 / Ginnie Mae II Pool
US912810SF66 / Us Treasury Bond
US14687NAC48 / Carvana Auto Receivables Trust, Series 2023-P4, Class A3
EZ6N5RTF6TW5 / CDX EM39 ICE
US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030
MX0MGO0001D6 / Mexican Bonos Desarr Fixed Rate, Series M
US146869AM47 / Carvana Co.
US225401AY40 / Credit Suisse Group AG
US3138MBLV67 / FNMA POOL AP7539 FN 09/27 FIXED 3
US57645TAB35 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A2
US345397A456 / Ford Motor Credit Co. LLC
US465981AA63 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2023-CCDC CL A REGD 144A P/P 7.23547000
US12636GAA94 / COMM 2016-667M Mortgage Trust
EZF7Y38CZFL5 / CDX EM38 ICE
XS0767473852 / Russian Foreign Bond - Eurobond
US21H0606895 / Ginnie Mae
US38376RYV22 / Government National Mortgage Association
US00075VAB71 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A2
USP97475AJ95 / Venezuela Government International Bond
EZPYFXKDYBY8 / INF SWAP GB NI 4.14 10/15/21-10Y LCH
US040114HX11 / Argentine Republic Government International Bond
USP7807HAR68 / Petroleos de Venezuela SA
US268432AA90 / Ellington Financial Mortgage Trust 2022-4
US3132DWJ614 / FNCL UMBS 6.5 SD8385 12-01-53
ZAG000125980 / Republic of South Africa Government Bond
US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95
CCO / Clear Channel Outdoor Holdings, Inc.
US21H0526788 / Ginnie Mae
XS2549049885 / BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A
LU2445094365 / INTELSAT EMERGENCE SA
US71643VAB18 / Petroleos Mexicanos
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND
MX0SGO0000K0 / Mexican Udibonos
US361841AQ25 / GLP Capital LP / GLP Financing II Inc
US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15
US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33
952YSX903 / WINDSTREAM UNITS EQUITY
USP17625AD98 / Venezuela Government International Bond
952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A
US05401AAR23 / Avolon Holdings Funding Ltd
SB12AGO34 / Peru - Corporate Bond/Note
US31418ET421 / Federal National Mortgage Association, Inc.
XS2291819717 / Gazprom PJSC via Gaz Finance PLC
US31418ENL01 / Fannie Mae Pool
US91282CAY75 / UST NOTES 0.625% 11/30/2027
US90355YAA55 / US Renal Care Inc
US78443CCB81 / SLM Private Credit Student Loan Trust 2005-B
US225401AZ15 / Credit Suisse Group AG
US92918FAF18 / Voya CLO 2019-3 Ltd
US36179YMH44 / GINNIE MAE II POOL P#MA9360 4.50000000
US912810RU43 / United States Treas Bds Bond
MX0MGO0000H9 / Mexican Bonos
US16159LAC28 / Chase Mortgage Finance Corp.
US9128286A35 / United States Treasury Note/Bond
US90931GAA76 / United Airlines 2020-1 Class A Pass Through Trust
US040114HT09 / Argentine Republic Government International Bond
SAGB / Republic of South Africa Government Bond
US83612MAG24 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2
ACI1H2BH1 / BONOS DE TESORERIA SR UNSECURED 08/40 5.35
US362341ZE23 / GSAMP TRUST GSAMP 2005 HE5 M4
US3133BSZQ83 / FHLG 30YR 5.5% 01/01/2053#QF5251
US32028KAA43 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF17 A1
US452152FA44 / State of Illinois General Obligation Unlimited
US3140QRFZ16 / FNMA 30YR 5.5% 11/01/2052#CB5583
US694308HW04 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/27 3.3
US02660YAW21 / AMERICAN HOME MORTGAGE INVESTM AHM 2006 2 3A4
US41161PA868 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A
US89364MCA09 / TRANSDIGM INC
US91282CCM10 / United States Treasury Inflation Indexed Bonds
XS0308710143 / EUROSAIL PLC ESAIL 2007 3X A3C REGS
US36179XHW92 / Ginnie Mae II Pool
US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL
EW / Edwards Lifesciences Corporation
EW / Edwards Lifesciences Corporation
US225401AU28 / Credit Suisse Group AG
MX0MGO0001F1 / Mexican Bonos
US21H0306827 / Ginnie Mae
US64352VHV62 / NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1
US912810SV17 / United States Treasury Inflation Indexed Bonds
EZNLRC3852L0 / SOUTH AFRICA EM SP BOA
ZAG000016320 / Republic of South Africa Government Bond
US715638CZ34 / REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4
US9128282L36 / United States Treasury Inflation Indexed Bonds
US456606KU53 / INDYMAC RESIDENTIAL ASSET BACK INABS 2006 A A4
XS0765596357 / Morgan Stanley
EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE
US26884UAE91 / EPR Properties
UNIT / Unity Group LLC
US91282CEZ05 / U.S. Treasury Inflation Linked Notes
US61749BAB99 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2FP
EW / Edwards Lifesciences Corporation
US654740BS71 / Nissan Motor Acceptance Corp