| Market Value | 657,066,353 |
| Total Holdings | 1143 |
| File Date | 2025-08-29 |
| Original Filing | (Click here) |
All hedge funds or institutions that manage over $100M are required by the SEC to file quarterly reports on their holdings. These reports are called 13F reports. However, the filings are required the following quarter from the reporting period, which means that by the time the filing is made (and we see them), the information could be five months old.
For funds with long term positions that make few trades, the holdings might closely resemble their current holdings, even after several months. However, for funds that have high turnover, the holdings data we see might differ significantly from their current holdings. Institutions are required to report CALL and PUT options, and those positions are identified in the table. However, they are not required to report short positions.
Click the link icon to see the full transaction history.
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| Security | Imputed Share Price |
Prev Shares |
Current Shares |
Change (Percent) |
Prev Value (USD x1000) |
Current Value (USD x1000) |
Change (Percent) |
|---|---|---|---|---|---|---|---|
| US01F0204713 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 07-01-35 | |||||||
| US36179WVV70 / GINNIE MAE II POOL G2 MA7828 | |||||||
| BOUGHT CNY SOLD USD 20250717 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250812 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.80611 03/03/25-30Y* LCH / DIR (000000000) | |||||||
| SOLD RON BOUGHT USD 20250723 / DFE (000000000) | |||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250721 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH / DIR (000000000) | |||||||
| RFR EUR ESTRON/1.79544 03/10/25-5Y* LCH / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH / DIR (000000000) | |||||||
| IRS AUD 4.50000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250811 / DFE (000000000) | |||||||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS MYR R 3.50000 03/19/25-5Y BPS / DIR (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250811 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOUTH KOREA GOVT AS BP JPM / DCR (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 31750R3Y1 PIMCO FXVAN PUT EUR CZK 24.55000000 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250715 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.21300 03/12/40-15Y LCH / DIR (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250912 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EGP SOLD USD 20250825 / DFE (000000000) | |||||||
| SOLD MYR BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250806 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| RFR USD SOFR/3.96415 02/12/25-30Y* LCH / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | |||||||
| US3132DWJ614 / FNCL UMBS 6.5 SD8385 12-01-53 | |||||||
| XS2538442562 / ROMANIA SR UNSECURED 144A 09/29 6.625 | |||||||
| R2035 / South Africa - Corporate Bond/Note | |||||||
| US31401N3J60 / Fannie Mae Pool | |||||||
| US225401AP33 / Credit Suisse Group AG | |||||||
| US36264RAE53 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ4 CL A4 V/R REGD 144A P/P 2.50000000 | |||||||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | |||||||
| US80317LAJ26 / Saranac Clo VI Ltd | |||||||
| US31395NLE57 / FANNIE MAE REMICS SER 2006-48 CL TF V/R 2.10800000 | |||||||
| US75406YAD94 / RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4 | |||||||
| US45661EAV65 / IndyMac INDX Mortgage Loan Trust 2006-AR4 | |||||||
| US75970QAE08 / Renaissance Home Equity Loan Trust 2007-2 | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US3140XBHT03 / FANNIE MAE POOL UMBS P#FM7441 3.00000000 | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250814 / DFE (000000000) | |||||||
| US86359LJA89 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1 | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| US17311BAS25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A | |||||||
| US853254CT59 / STANDARD CHARTERED PLC REGD 144A P/P 6.18700000 | |||||||
| US3140QRVY66 / UMBS | |||||||
| DK0002044718 / NORDEA KREDIT REALKREDIT COVERED 10/50 1 | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250808 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.80611 03/03/25-30Y* LCH / DIR (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS CNY R 1.50000 03/18/26-5Y SCX / DIR (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250715 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.21300 03/12/40-15Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT EGP SOLD USD 20250825 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US67114WAA99 / ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | |||||||
| ES0000012I08 / Spain Government Bond | |||||||
| US3140FXLQ30 / Fannie Mae Pool | |||||||
| KR103502GCC8 / Korea Treasury Bond | |||||||
| US01F0506844 / UMBS TBA | |||||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | |||||||
| US912810SA79 / United States Treas Bds Bond | |||||||
| US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | |||||||
| US06738ECJ29 / Barclays PLC | |||||||
| US3140KYNP56 / FNMA POOL BR1297 FN 02/51 FIXED 2.5 | |||||||
| US92925GAC78 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 2A1 | |||||||
| US61747YFH36 / Morgan Stanley | |||||||
| US36179W2V97 / Ginnie Mae II Pool | |||||||
| US552751AC31 / MFRA TRUST MFRA 2020 NQM2 A3 144A | |||||||
| US912810SK51 / United States Treasury Note/Bond | |||||||
| US86364MAC47 / STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR4 SER 2007-AR4 CL A3 V/R REGD 1.92800000 | |||||||
| US38375UXM79 / Government National Mortgage Association | |||||||
| RFR USD SOFR/3.96415 02/12/25-30Y* LCH / DIR (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| AU3SG0002553 / NEW S WALES TREA | |||||||
| US3140QSXT37 / FANNIE MAE POOL UMBS P#CB6989 5.50000000 | |||||||
| CA75585RRT46 / Real Estate Asset Liquidity Trust | |||||||
| US716743AS84 / Petronas Capital Ltd | |||||||
| US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 | |||||||
| US023771R919 / American Airlines 2016-3 Class AA Pass Through Trust | |||||||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | |||||||
| US31405U6G90 / Fannie Mae Pool | |||||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | |||||||
| US715638BE14 / Peruvian Government International Bond | |||||||
| US05400KAJ97 / Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6 | |||||||
| CA68333ZAY30 / ONTARIO PROVINCE CDA 3.65% 06/02/2033 | |||||||
| US3140QS7K12 / Federal National Mortgage Association, Inc. | |||||||
| US01F0426811 / UMBS TBA | |||||||
| US345397B280 / FORD MTR CR CO LLC 3.375% 11/13/2025 | |||||||
| US80413TBD00 / Saudi Government International Bond | |||||||
| US93935AAC62 / WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATE SER 2006-AR5 CL 3A V/R REGD 3.26644500 | |||||||
| US59022QAD43 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C | |||||||
| US3137BPS836 / FREDDIE MAC REMICS SER 4579 CL SD V/R 2.30538300 | |||||||
| DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 | |||||||
| US06051GLG28 / Bank of America Corp | |||||||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | |||||||
| CA75585RRU19 / REAL ESTATE ASSET LIQUIDITY TR REALT 2020 1A A2 144A | |||||||
| US74924EAA55 / RALI Series 2007-QH8 Trust | |||||||
| US147918AB23 / Cassa Depositi e Prestiti SpA | |||||||
| US91282CGP05 / United States Treasury Note/Bond | |||||||
| US694308HR19 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/46 4 | |||||||
| US90355DAV55 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A | |||||||
| US91282CGM73 / United States Treasury Note/Bond | |||||||
| 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 | |||||||
| XS2305383288 / DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | |||||||
| US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A | |||||||
| XS2386592138 / Bank of Nova Scotia/The | |||||||
| US74042EAA29 / PREFERRED TERM SECS XVII SECURED 144A 06/35 VAR | |||||||
| US36263TAB89 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000 | |||||||
| US32028HAA14 / First Franklin Mortgage Loan Trust 2006-FF10 | |||||||
| US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | |||||||
| US22541NX200 / CS FIRST BOSTON MORTGAGE SECURITIES CORP. | |||||||
| US06051GJF72 / Bank of America Corp. | |||||||
| US80413TBC27 / Saudi Government International Bond | |||||||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | |||||||
| BOUGHT KZT SOLD USD 20250911 / DFE (000000000) | |||||||
| 31750R3Y1 PIMCO FXVAN PUT EUR CZK 24.55000000 / DFE (000000000) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| ADANIENSOL / Adani Energy Solutions Limited | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250908 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250820 / DFE (000000000) | |||||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| 31750R594 PIMCO FXVAN PUT EUR USD 1.09750000 / DFE (000000000) | |||||||
| US TREASURY N/B 05/34 4.375 / DBT (91282CKQ3) | |||||||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (800130AN6) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| MUFG / Mitsubishi UFJ Financial Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| IRS EUR 2.82700 05/06/24-5Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000) | |||||||
| US80282KBF21 / Santander Holdings USA, Inc. | |||||||
| US TREASURY N/B 05/55 4.75 / DBT (912810UK2) | |||||||
| DK0004616281 / REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53 | |||||||
| JP1201861PA6 / JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 186 1.50000000 | |||||||
| RFR USD SOFR/3.50000 06/20/24-30Y LCH / DIR (000000000) | |||||||
| XS2170852847 / Synlab Bondco PLC | |||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | |||||||
| OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (67115PAW5) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797PE1) | |||||||
| XS2332250708 / Organon Finance 1 LLC | |||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| XS2262139533 / Romanian Government International Bond | |||||||
| US225401AF50 / Credit Suisse Group AG | |||||||
| CCS USD R USSOFR/JPYMUTKCALM-41.4 GST / DFE (000000000) | |||||||
| US01F0326821 / Fannie Mae or Freddie Mac | |||||||
| US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | |||||||
| DK0009397739 / JYSKE REALKREDIT A/S COVERED 10/50 1 | |||||||
| US03215PFN42 / AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A | |||||||
| US30227FAA84 / Extended Stay America Trust | |||||||
| DK0004619467 / Realkredit Danmark A/S | |||||||
| XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A | |||||||
| CBAPJ / Commonwealth Bank of Australia - Preferred Security | |||||||
| US731011AV42 / Republic of Poland Government International Bond | |||||||
| US040114HX11 / Argentine Republic Government International Bond | |||||||
| JP1300611K15 / JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 | |||||||
| XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | |||||||
| FR0013480613 / French Republic Government Bond OAT | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| CBAV3 / Companhia Brasileira de Alumínio | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20251218 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| OIS CAD CAONREPO/3.5000 03/22/24-9Y* LCH / DIR (000000000) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | |||||||
| ADANIENSOL / Adani Energy Solutions Limited | |||||||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (731011AX0) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290502 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS MYR P 3.75000 03/19/25-10Y JPM / DIR (000000000) | |||||||
| RFR JPY MUTK/0.60000 12/18/24-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20260105 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| GACI FIRST INVESTMENT COMPANY GUAR REGS 01/34 5.25 / DBT (ACI2MLG86) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| IRS EUR 1.00000 05/18/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| PSP CAPITAL INC PSP CAPITAL INC / DBT (ACI2QY2T3) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.21300 03/12/40-15Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.80346 03/03/25-30Y* LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| IRS KRW 2.75000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/4.00000 03/17/26-2Y LCH / DIR (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250911 / DFE (000000000) | |||||||
| OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/2.8500 12/19/24-8Y* LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250911 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250812 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| PEP01000C5I0 / BONOS DE TESORERIA | |||||||
| SOLD KWD BOUGHT USD 20300514 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR JPY MUTK/1.00000 03/19/25-7Y LCH / DIR (000000000) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| FANNIE MAE FNR 2025 19 FC / ABS-MBS (3136BVBY3) | |||||||
| RFR USD SOFR/4.00000 03/20/24-30Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20260105 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| RFR USD SOFR/3.9314* 02/06/25-30Y* LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| AMI / Aurelia Metals Limited | |||||||
| BOUGHT CNY SOLD USD 20250808 / DFE (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300516 / DFE (000000000) | |||||||
| SOLD CZK BOUGHT USD 20251218 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CORDATUS CLO PLC CORDA 24A A 144A / ABS-CBDO (ACI2N2L65) | |||||||
| RFR EUR ESTRON/2.02754 12/10/24-5Y* LCH / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20251212 / DFE (000000000) | |||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250724 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| XS2262961076 / ZF Finance GmbH | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250827 / DFE (000000000) | |||||||
| 317U7LXA1 PIMCO SWAPTION 4.57 PUT USD 20250813 / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250717 / DFE (000000000) | |||||||
| BANQUE FED CRED MUTUEL 144A 01/27 5.088 / DBT (06675FBC0) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBOXIG INDX 12/22/25 BPS / DCR (000000000) | |||||||
| BOUGHT MYR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | |||||||
| COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA / DBT (74977RDT8) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250717 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-2Y LCH / DIR (000000000) | |||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | |||||||
| 31750R4N4 PIMCO FXVAN PUT EUR CZK 24.60000000 / DFE (000000000) | |||||||
| BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 / DBT (110709AK8) | |||||||
| RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RFR JPY MUT+5.89/0.0000 03/17/21-10Y LCH / DIR (000000000) | |||||||
| S59 / SIA Engineering Company Limited | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| HAYFIN EMERALD CLO HAYEM 14A A 144A / ABS-CBDO (ACI2SSWQ7) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A / ABS-CBDO (05683EAW2) | |||||||
| RFR USD SOFR/3.95913 02/12/25-30Y* LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/2.8500 12/31/24-5Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.90500 08/15/25-1Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| AGTHIA / Agthia Group PJSC | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS SEK 2.47375 02/03/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/21/22-15Y LCH / DIR (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | |||||||
| CHARTER COMM OPETING LLC 2024 TERM LOAN B5 / LON (16117LCE7) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.96000 06/27/25-30Y LCH / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| GA GLOBAL FUNDING TRUST SECURED 144A 01/30 5.4 / DBT (36143L2R5) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20251001 / DFE (000000000) | |||||||
| AMI / Aurelia Metals Limited | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| AUST 3YR BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | |||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS CNY R 1.50000 03/18/26-5Y CBK / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251204 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.2500 12/18/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260528 / DFE (000000000) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (00177LAJ9) | |||||||
| OIS CAD CAONREPO/1.9000 12/18/19-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.76527 03/04/25-30Y* LCH / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290507 / DFE (000000000) | |||||||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (000000000) | |||||||
| US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.93000 06/25/25-30Y LCH / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250806 / DFE (000000000) | |||||||
| RFR USD SOFR/4.00000 06/20/24-2Y LCH / DIR (000000000) | |||||||
| BOUGHT RON SOLD USD 20250811 / DFE (000000000) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| 31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250811 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260602 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| IRS EUR 0.45100 05/27/25-25Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | |||||||
| CDX ITRAXX MAIN43 5Y ICE / DCR (000000000) | |||||||
| IRS EUR 0.65000 04/12/22-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.8468* 12/02/24-9Y* LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| 31750QG94 PIMCO FXVAN PUT EUR CZK 24.65000000 / DFE (000000000) | |||||||
| IRS MYR P 3.75000 09/18/24-10Y BPS / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U6F1A0 PIMCO SWAPTION 4.33 PUT USD 20250925 / DIR (000000000) | |||||||
| OIS CAD CAONREPO/3.1800 11/25/24-9Y* LCH / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| CANADIAN GOVERNMENT BONDS 03/30 2.75 / DBT (135087S47) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BANK OF AMERICA CORP SR UNSECURED 01/31 VAR / DBT (06051GMP1) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (14311UBA5) | |||||||
| BOUGHT KZT SOLD USD 20251215 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250812 / DFE (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| XS2291692890 / Chile Government International Bond | |||||||
| RFR USD SOFR/4.11518 02/14/25-30Y* LCH / DIR (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| RFR USD SOFR/3.90500 08/15/25-1Y LCH / DIR (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 0.06350 11/17/22-30Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250711 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH / DIR (000000000) | |||||||
| CCS USD R USSOFR/JPYMUTKCALM-41 CBK / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250918 / DFE (000000000) | |||||||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (000000000) | |||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290508 / DFE (000000000) | |||||||
| CBRE SVCS INC / DBT (12610BUA8) | |||||||
| RFR JPY MUTK/0.2500 09/14/22-10Y LCH / DIR (000000000) | |||||||
| BOUGHT RON SOLD USD 20250711 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) | |||||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | |||||||
| FED HM LN PC POOL RJ1661 FR 03/54 FIXED 6 / ABS-MBS (3142GRZ37) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.59900 08/28/24-10Y LCH / DIR (000000000) | |||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| RFR USD SOFR/4.12982 02/14/25-30Y* LCH / DIR (000000000) | |||||||
| CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (146865AJ9) | |||||||
| BOUGHT TRY SOLD USD 20251212 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS MYR P 3.75000 09/20/23-10Y GST / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| GNMA II POOL MB0088 G2 12/54 FIXED 3.5 / ABS-MBS (3618N5C23) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.88500 07/12/24-10Y LCH / DIR (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/35 5 / DBT (00402AAB7) | |||||||
| 31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000 / DFE (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (673921AA0) | |||||||
| 69511JD28 / PACIFICORP | |||||||
| BOUGHT EGP SOLD USD 20250826 / DFE (000000000) | |||||||
| COOPERATIEVE RABOBANK UA 144A 01/33 VAR / DBT (74977RDU5) | |||||||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (731011AY8) | |||||||
| IRS KRW 2.50000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250908 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| FED HM LN PC POOL SD8439 FR 06/54 FIXED 6 / ABS-MBS (3132DWLU5) | |||||||
| BOUGHT TRY SOLD USD 20250717 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250707 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260505 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| GB00BMV7TC88 / United Kingdom Gilt | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| CNQ / Canadian Natural Resources Limited | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250724 / DFE (000000000) | |||||||
| IRS AUD 4.00000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| IRS CZK 1.91250 01/30/19-10Y CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (66858CAN7) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| ADANIENSOL / Adani Energy Solutions Limited | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.83603 12/02/24-9Y* LCH / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250721 / DFE (000000000) | |||||||
| RFR JPY MUTK/0.4500 12/15/21-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.75000 07/17/24-1Y LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/1.7500 12/16/16-30Y CME / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260617 / DFE (000000000) | |||||||
| ADANIENSOL / Adani Energy Solutions Limited | |||||||
| OIS SGD SIBSORA/2.50000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A / ABS-MBS (161927AC2) | |||||||
| RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.58600 08/19/24-10Y LCH / DIR (000000000) | |||||||
| CCS USD R USSOFR/JPYMUTKCALM -46.95 CBK / DFE (000000000) | |||||||
| 317U7N4A9 PIMCO SWAPTION 4.75 PUT USD 20250820 / DIR (000000000) | |||||||
| S59 / SIA Engineering Company Limited | |||||||
| REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (75888TAL9) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT KZT SOLD USD 20250917 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20251218 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.77259 03/04/25-30Y LCH / DIR (000000000) | |||||||
| IRS AUD 3.75000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.00000 03/19/25-2Y LCH / DIR (000000000) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (03330YAJ9) | |||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | |||||||
| BBAM EUROPEAN CLO BBAME 1A AR 144A / ABS-CBDO (ACI2M3430) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| RFR USD SOFR/3.82761 12/30/22-9Y* LCH / DIR (000000000) | |||||||
| GLENCORE FUNDING LLC GLENCORE FUNDING LLC / DBT (378272BS6) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250811 / DFE (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR JPY MUTK/0.75000 03/19/25-2Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260504 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/2.8800 12/04/24-9Y* LCH / DIR (000000000) | |||||||
| SOLD HUF BOUGHT USD 20251001 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250709 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250725 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | |||||||
| 317U7MCA2 PIMCO SWAPTION 4.57 PUT USD 20250813 / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290503 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.2500 06/21/23-30Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| IRS EUR 0.65000 05/11/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| FNMA POOL MA5445 FN 08/54 FIXED 6 / ABS-MBS (31418FBP1) | |||||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | |||||||
| RFR JPY MUTK/0.85000 09/20/23-10Y LCH / DIR (000000000) | |||||||
| US07386HF711 / BEAR STEARNS ALT-A TRUST 2006 | |||||||
| KR103502G8C0 / KOREA TREASURY BOND BONDS 12/28 2.375 | |||||||
| US3132DWHG15 / Freddie Mac Pool | |||||||
| US TREASURY N/B 02/55 4.625 / DBT (912810UG1) | |||||||
| CBAV3 / Companhia Brasileira de Alumínio | |||||||
| A3KMYN / Air Lease Corporation - Preferred Stock | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT EGP SOLD USD 20250728 / DFE (000000000) | |||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| RFR JPY MUTK/1.25000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| Q / Quetzal Copper Corp. | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| GROSVENOR PLACE CLO GROSV 2024 2A A 144A / ABS-CBDO (ACI2RYX19) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| CANADIAN GOVERNMENT BONDS 03/29 4 / DBT (135087Q98) | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (ACI2MKRM5) | |||||||
| ADANIENSOL / Adani Energy Solutions Limited | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/30 4.5 / DBT (00402AAA9) | |||||||
| ISRAEL GOVT EM SP CBK / DCR (000000000) | |||||||
| CDX ITRAXX MAIN43 10Y ICE / DCR (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | |||||||
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A / ABS-CBDO (92332KAQ4) | |||||||
| RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (000000000) | |||||||
| AU3FN0029609 / AAI Ltd | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.2500 03/15/23-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.34250 01/10/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250820 / DFE (000000000) | |||||||
| HUNGARY SR UNSECURED 144A 09/30 5.375 / DBT (445545AV8) | |||||||
| 31750QFP9 PIMCO FXVAN PUT EUR CZK 24.75000000 / DFE (000000000) | |||||||
| RFR USD SOFR/3.83993 12/02/24-7Y* LCH / DIR (000000000) | |||||||
| BOUGHT KZT SOLD USD 20251215 / DFE (000000000) | |||||||
| IRS EUR 3.00000 03/15/28-5Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| OIS CAD CAONREPO/2.7500 03/19/25-10Y LCH / DIR (000000000) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797PW1) | |||||||
| BOUGHT CZK SOLD USD 20251218 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | |||||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A / ABS-CBDO (ACI2QLH16) | |||||||
| CDX IG44 10Y ICE / DCR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250731 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.00000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (000000000) | |||||||
| IRS AUD 4.25000 03/15/23-10Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250711 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.40000 03/14/24-9Y* LC / DIR (000000000) | |||||||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (43475FUG5) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | |||||||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBOXIG INDX 09/22/25 JPM / DCR (000000000) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| OIS CAD CAONREPO/3.3000 01/18/24-9Y* LCH / DIR (000000000) | |||||||
| BANK OF NEW ZEALAND COVERED REGS 12/28 3.7075 / DBT (ACI2GWZD7) | |||||||
| 31750R5K9 PIMCO FXVAN PUT EUR HUF 399.00000000 / DFE (000000000) | |||||||
| SOLD HUF BOUGHT USD 20250827 / DFE (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KZT BOUGHT USD 20250911 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.75000 03/19/25-2Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.94000 08/22/25-1Y LCH / DIR (000000000) | |||||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | |||||||
| US TREASURY N/B 11/54 4.5 / DBT (912810UE6) | |||||||
| RFR USD SOFR/4.00500 09/29/25-30Y LCH / DIR (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| CAN 5YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A / ABS-CBDO (ACI2VQ1V0) | |||||||
| CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| REPUBLIC OF POLAND BONDS 02/30 4.875 / DBT (857524AF9) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| 31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000 / DFE (000000000) | |||||||
| ACA / Crédit Agricole S.A. | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-30Y LCH / DIR (000000000) | |||||||
| GLENCORE FUNDING LLC COMPANY GUAR 144A 04/30 5.186 / DBT (378272BZ0) | |||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | |||||||
| GB00BMV7TC88 / United Kingdom Gilt | |||||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | |||||||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043SX7) | |||||||
| CHINA GOVERNMENT BOND BONDS 01/55 1.92 / DBT (ACI2T8432) | |||||||
| US TREASURY N/B 08/44 4.125 / DBT (912810UD8) | |||||||
| IRS EUR 0.70000 04/11/22-5Y LCH / DIR (000000000) | |||||||
| REPUBLIC OF POLAND BONDS 02/35 5.375 / DBT (857524AH5) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A / ABS-MBS (924926AA6) | |||||||
| TD.PFA / The Toronto-Dominion Bank - Preferred Security | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/21/22-20Y LCH / DIR (000000000) | |||||||
| RFR JPY MUTK/1.00000 06/19/24-20Y LCH / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5511 FB / ABS-MBS (3137HKKK9) | |||||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250723 / DFE (000000000) | |||||||
| IRS EUR 3.00000 03/19/25-2Y LCH / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| IRS EUR 2.00000 09/17/25-2Y LCH / DIR (000000000) | |||||||
| CDX IG43 10Y ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| OIS INR MIBOR/6.00000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | |||||||
| IRS CNY 1.50000 03/18/26-4Y* LCH / DIR (000000000) | |||||||
| XS2577382059 / EXPORT DEVELOPMNT CANADA /EUR/ REGD REG S EMTN 2.87500000 | |||||||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | |||||||
| 31750R6I3 PIMCO FXVAN PUT EUR HUF 395.00000000 / DFE (000000000) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300515 / DFE (000000000) | |||||||
| ADANIENSOL / Adani Energy Solutions Limited | |||||||
| OIS CAD CAONREPO/2.7500 12/18/18-30Y LCH / DIR (000000000) | |||||||
| IRS AUD 3.50000 03/18/26-5Y LCH / DIR (000000000) | |||||||
| 317U6EFA8 PIMCO SWAPTION 4.35 PUT USD 20250925 / DIR (000000000) | |||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (ACI2NJ0V6) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR JPY MUTK/0.0500 12/15/21-10Y LCH / DIR (000000000) | |||||||
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (000000000) | |||||||
| AMI / Aurelia Metals Limited | |||||||
| IRS EUR 1.00000 05/13/22-5Y LCH / DIR (000000000) | |||||||
| RFR JPY MUTK/1.00000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300513 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| BOUGHT EGP SOLD USD 20250722 / DFE (000000000) | |||||||
| RFR USD SOFR/4.06500 06/26/25-30Y LCH / DIR (000000000) | |||||||
| 31750R396 PIMCO FXVAN CALL USD TRY 53.50000000 / DFE (000000000) | |||||||
| BOUGHT EGP SOLD USD 20250723 / DFE (000000000) | |||||||
| RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250731 / DFE (000000000) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AUE2) | |||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250908 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 12/20/23-30Y LCH / DIR (000000000) | |||||||
| RFR JPY MUTK/1.00000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AU93) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.86500 05/15/25-5Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| US48266XAF24 / KSA Sukuk Ltd | |||||||
| US86359LAQ23 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 | |||||||
| NZGOVDT531C0 / New Zealand Government Bond | |||||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/3.00000 06/17/25-2Y LCH / DIR (000000000) | |||||||
| SHORT EURO-BTP FU SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| US01F0306781 / UMBS TBA | |||||||
| US95000U3A91 / Wells Fargo & Co. | |||||||
| US36262TAA16 / GPMT 2021-FL4 LTD | |||||||
| US225401AU28 / Credit Suisse Group AG | |||||||
| TH0623A3C606 / Thailand Government Bond | |||||||
| MYBMO2200016 / Malaysia Government Bond | |||||||
| BOUGHT CNY SOLD USD 20250804 / DFE (000000000) | |||||||
| US00441XAA28 / ACE SECURITIES CORP. ACE 2006 NC2 A1 | |||||||
| XS2027596530 / Romanian Government International Bond | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| US31397PLU20 / Freddie Mac REMICS | |||||||
| ACI14WP35 / UK TSY 1.75 2049 BONDS REGS 01/49 1.75 | |||||||
| XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A | |||||||
| US716743AR02 / Petronas Capital Ltd | |||||||
| US61751QAB14 / Morgan Stanley Home Equity Loan Trust 2007-1 | |||||||
| US31407UMR58 / Fannie Mae Pool | |||||||
| AU3SG0002082 / New South Wales Treasury Corp | |||||||
| US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | |||||||
| US17290FBA66 / Citigroup Mortgage Loan Trust 2022-INV1 | |||||||
| US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 | |||||||
| US95000U3G61 / Wells Fargo & Co | |||||||
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| US40430RAD89 / HSI ASSET SECURITIZATION CORPO HASC 2007 HE2 2A3 | |||||||
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| US36143L2G95 / GA Global Funding Trust | |||||||
| US55284JAA79 / MF1 2022-FL8 Ltd | |||||||
| XS2662538425 / Barclays PLC | |||||||
| US38376RJ724 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F | |||||||
| US3140X47J93 / FANNIE MAE POOL UMBS P#FM1796 3.50000000 | |||||||
| US830867AB33 / Delta Air Lines Inc / SkyMiles IP Ltd | |||||||
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| US12668HAA86 / COUNTRYWIDE ASSET BACKED SECURITIES | |||||||
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| US31406DAF33 / Fannie Mae Pool | |||||||
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| AU0000079402 / Queensland Treasury Corp | |||||||
| US38380HCH30 / Government National Mortgage Association | |||||||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | |||||||
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| XS0332288058 / NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS | |||||||
| FR001400AIN5 / French Republic Government Bond OAT | |||||||
| US956708AB70 / West Virginia United Health System Obligated Group | |||||||
| US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A | |||||||
| US12803RAB06 / CaixaBank SA | |||||||
| US46115HBV87 / INTESA SANPAOLO SPA | |||||||
| XS2434895632 / Romanian Government International Bond | |||||||
| US31394VL730 / Fannie Mae REMICS | |||||||
| US17310CAC64 / Citigroup Mortgage Loan Trust, Inc., Series 2006-8, Class A3 | |||||||
| US36225CN364 / Ginnie Mae II Pool | |||||||
| US74730DAC74 / Qatar Petroleum | |||||||
| US07386HYE51 / BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1 | |||||||
| US86359BNU16 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-4 | |||||||
| US445545AS56 / Hungary Government International Bond | |||||||
| XS1794675931 / Fairfax Financial Holdings Ltd | |||||||
| US22540A7A01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 | |||||||
| CA74814ZFS70 / Province of Quebec Canada | |||||||
| US872224AG53 / TBW Mortgage-Backed Trust Series 2006-4 | |||||||
| US36225CNP76 / Ginnie Mae II Pool | |||||||
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| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | |||||||
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| US694308JF52 / Pacific Gas and Electric Co | |||||||
| US75114NAA28 / RALI Series Trust | |||||||
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| US65536RAF38 / Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-WF1 | |||||||
| US404280BK42 / HSBC Holdings PLC | |||||||
| US12667TAA34 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 1A | |||||||
| US3140J8KY80 / FN BM3910 | |||||||
| KR103502GA67 / Korea Treasury Bond | |||||||
| XS2407357768 / NatWest Markets PLC | |||||||
| AU3CB0284172 / Queensland Treasury Corp | |||||||
| CA135087Q723 / Canadian Government Bond | |||||||
| US07274NAJ28 / Bayer US Finance II LLC | |||||||
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| US38141GA468 / Goldman Sachs Group Inc/The | |||||||
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| US06051GGM50 / Bank of America Corp | |||||||
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| US48241FAB04 / KBC Group NV | |||||||
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| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
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| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
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| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
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| US853254CG39 / Standard Chartered plc | |||||||
| US863911AA15 / Structured Asset Securities Corp Mortgage Loan Trust Series 2006-RF4 | |||||||
| US040114HS26 / Argentine Republic Government International Bond | |||||||
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| US88522XAC56 / Thornburg Mortgage Securities Trust 2007-3 | |||||||
| FR0014001NN8 / French Republic Government Bond OAT | |||||||
| US31394A6Y70 / FNW 2004-W12 1A1 6% 7/25/44 6.00000000 | |||||||
| XS2364199674 / Romanian Government International Bond | |||||||
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| US362341VA47 / GSAMP TRUST GSAMP 2005 WMC2 M1 | |||||||
| GB00BLH38158 / United Kingdom Gilt | |||||||
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| US80007RAE53 / Sands China Ltd | |||||||
| GB00BMBL1F74 / United Kingdom Gilt | |||||||
| US31393QX802 / Freddie Mac REMICS | |||||||
| US161175CG74 / Charter Communications Operating LLC / Charter Communications Operating Capital | |||||||
| US61752UAC99 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3 | |||||||
| US38376RVV58 / Government National Mortgage Association | |||||||
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