| Market Value | 1,862,202,159 |
| Total Holdings | 1030 |
| File Date | 2025-08-29 |
| Original Filing | (Click here) |
All hedge funds or institutions that manage over $100M are required by the SEC to file quarterly reports on their holdings. These reports are called 13F reports. However, the filings are required the following quarter from the reporting period, which means that by the time the filing is made (and we see them), the information could be five months old.
For funds with long term positions that make few trades, the holdings might closely resemble their current holdings, even after several months. However, for funds that have high turnover, the holdings data we see might differ significantly from their current holdings. Institutions are required to report CALL and PUT options, and those positions are identified in the table. However, they are not required to report short positions.
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| Security | Imputed Share Price |
Prev Shares |
Current Shares |
Change (Percent) |
Prev Value (USD x1000) |
Current Value (USD x1000) |
Change (Percent) |
|---|---|---|---|---|---|---|---|
| FED HM LN PC POOL ZS7743 FR 01/29 FIXED 2.5 / ABS-MBS (3132A8S83) | |||||||
| CNQ / Canadian Natural Resources Limited | |||||||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5508 DF / ABS-MBS (3137HJG84) | |||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8) | |||||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2012 120 WE / ABS-MBS (3136A9N53) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | |||||||
| NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AU93) | |||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (000000000) | |||||||
| 317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | |||||||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (43475FUG5) | |||||||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | |||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | |||||||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 / DBT (58769JAZ0) | |||||||
| FHR 5557 FM SOFR30A+110BP / ABS-MBS (955TAMII5) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US294429AV70 / Equifax, Inc. | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000) | |||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| US48275EAA47 / KREF 2022-FL3 Ltd | |||||||
| US05583JAN28 / BPCE SA | |||||||
| US3128JMN943 / FED HM LN PC POOL 1B2315 FH 09/35 FLOATING VAR | |||||||
| US36228FNB84 / GSR MORTGAGE LOAN TRUST | |||||||
| US3128MJ3B44 / Freddie Mac Gold Pool | |||||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | |||||||
| INDIGO CREDIT MANAGEMENT INDI 2A A 144A / ABS-CBDO (ACI2RZY31) | |||||||
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A | |||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| KOREA EXPRESSWAY CORP KOREA EXPRESSWAY CORP / DBT (50066HAD0) | |||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (000000000) | |||||||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (000000000) | |||||||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (000000000) | |||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates | |||||||
| US31393APU50 / FNMA, REMIC, Series 2003-25, Class KP | |||||||
| COLOMBIA LA SP MYC / DCR (000000000) | |||||||
| FNMA POOL AB3968 FN 12/26 FIXED 3 / ABS-MBS (31417AMS5) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A / ABS-O (16144BAB4) | |||||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (928668CP5) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5505 AF / ABS-MBS (3137HJ6H5) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| US38376RJR84 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H26 FA | |||||||
| US79549AXP91 / SALOMON BROTHERS MORTGAGE SECU SBM7 2003 UP2 A1 | |||||||
| US72202G3801 / PIMCO ST FLOATING NAV PORT IV MUTUAL FUND | |||||||
| IRS EUR 2.70000 08/13/24-5Y LCH / DIR (000000000) | |||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | |||||||
| ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR / DBT (04685A4J7) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| KOREA HOUSING FINANCE CO 08/27 4.875 / DBT (50065RAP2) | |||||||
| FNMA POOL BY3411 FN 06/53 FIXED 5 / ABS-MBS (3140NKYH8) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000) | |||||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 2 A2B / ABS-O (379931AC2) | |||||||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (72133JAY3) | |||||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A / ABS-CBDO (ACI2XJFQ0) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (000000000) | |||||||
| 317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | |||||||
| FANNIE MAE FNR 2019 51 AF / ABS-MBS (3136B5P58) | |||||||
| CITIBANK NA CITIBANK NA / DBT (17325FBJ6) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2024 38 AF / ABS-MBS (3136BR5A1) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BACARDI MARTINI B V / DBT (05634EU34) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL AJ8540 FN 01/27 FIXED 3 / ABS-MBS (3138E1P27) | |||||||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL MA5352 FN 05/54 FIXED 5 / ABS-MBS (31418E5N6) | |||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000) | |||||||
| MORGAN STANLEY SNR S* ICE / DCR (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (14686WAW1) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2023 BA A2 144A / ABS-O (345214AY6) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000) | |||||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (000000000) | |||||||
| CITIBANK NA SR UNSECURED 11/27 VAR / DBT (17325FBL1) | |||||||
| C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) | |||||||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (731011AX0) | |||||||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (05685AAQ1) | |||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (000000000) | |||||||
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (147918AC0) | |||||||
| RFR USD SOFR/3.25000 06/18/25-10Y CME / DIR (000000000) | |||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| FNMA POOL BL3670 FN 10/26 FIXED 2.08 / ABS-MBS (3140HVCG7) | |||||||
| ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (77587BAA2) | |||||||
| FORD CREDIT CANADA CO/CA COMPANY GUAR REGS 09/25 6.777 / DBT (34527ACK4) | |||||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A / ABS-MBS (3137HHH38) | |||||||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000) | |||||||
| STELLANTIS FIN US INC COMPANY GUAR 144A 03/28 5.35 / DBT (85855CAM2) | |||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000) | |||||||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (88164AAB0) | |||||||
| GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA / DBT (38151LAH3) | |||||||
| FANNIE MAE FNR 2025 12 FG / ABS-MBS (3136BVFH6) | |||||||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| ENBRIDGE (US) INC / DBT (29251UUB2) | |||||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000) | |||||||
| FANNIE MAE FNR 2024 90 FA / ABS-MBS (3136BTXB4) | |||||||
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL BW7013 FN 08/52 FIXED 5 / ABS-MBS (3140MYYK2) | |||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) | |||||||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (000000000) | |||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (000000000) | |||||||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVE0) | |||||||
| FANNIE MAE FNR 2024 38 FA / ABS-MBS (3136BR4S3) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | |||||||
| FNMA POOL AN7957 FN 01/28 FIXED 3.22 / ABS-MBS (3138LLZX6) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| A3KMYN / Air Lease Corporation - Preferred Stock | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (000000000) | |||||||
| 317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (43475FUG5) | |||||||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | |||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (83207QAA7) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A A1R2 144A / ABS-CBDO (28623VAN9) | |||||||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A3 / ABS-O (36271VAD9) | |||||||
| REPO BANK AMERICA REPO / RA (000000000) | |||||||
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 / ABS-MBS (3128PXXM3) | |||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5442 FB / ABS-MBS (3137HF4U6) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (000000000) | |||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A / ABS-O (96043CAB6) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| SANTANDER UK GROUP HLDGS SANTANDER UK GROUP HLDGS / DBT (80281LAU9) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | |||||||
| COLOMBIA LA SP BPS / DCR (000000000) | |||||||
| RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AUE2) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797LW5) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | |||||||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (44891ACW5) | |||||||
| FANNIE MAE FNR 2024 54 FC / ABS-MBS (3136BSSC0) | |||||||
| 317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| DANSKE / Danske Bank A/S | |||||||
| RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL BW7921 FN 08/52 FIXED 5 / ABS-MBS (3140N0YT6) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVF7) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (000000000) | |||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | |||||||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (000000000) | |||||||
| 317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | |||||||
| FED HM LN PC POOL G07793 FG 06/31 FIXED 5 / ABS-MBS (3128M97E6) | |||||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000) | |||||||
| FREDDIE MAC SLST SLST 2023 1 A11 144A / ABS-MBS (35564CNN3) | |||||||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CBRE SVCS INC 07/25 ZCP / DBT (12610BUQ3) | |||||||
| CBRE SVCS INC / DBT (12610BUA8) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (3137HKKP8) | |||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (000000000) | |||||||
| ACA / Crédit Agricole S.A. | |||||||
| FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A / ABS-CBDO (34956NAL6) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (000000000) | |||||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| FREDDIE MAC FHR 5517 FE / ABS-MBS (3137HKGJ7) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (06675DCM2) | |||||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC / ABS-MBS (38383KVE9) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD / ABS-MBS (38383KZS4) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (000000000) | |||||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL BL1942 FN 03/26 FIXED 3.15 / ABS-MBS (3140HTEQ8) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| DGZ / DB Gold Short ETN | |||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 4.75 / DBT (58769JBE6) | |||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000) | |||||||
| FNMA POOL AB3968 FN 12/26 FIXED 3 / ABS-MBS (31417AMS5) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A / ABS-O (16144BAB4) | |||||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (928668CP5) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5345 A / ABS-MBS (3137HAQS8) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AUG7) | |||||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| COLOMBIA LA SP CBK / DCR (000000000) | |||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) | |||||||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 4.875 / DBT (44891ADU8) | |||||||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (000000000) | |||||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (61690U8E3) | |||||||
| FREDDIE MAC FHR 5505 AF / ABS-MBS (3137HJ6H5) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000) | |||||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (000000000) | |||||||
| 317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | |||||||
| FANNIE MAE FNR 2019 51 AF / ABS-MBS (3136B5P58) | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A / ABS-CBDO (ACI2XJFQ0) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CITIBANK NA CITIBANK NA / DBT (17325FBJ6) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | |||||||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000) | |||||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | |||||||
| CITIBANK NA SR UNSECURED 11/27 VAR / DBT (17325FBL1) | |||||||
| C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) | |||||||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (731011AX0) | |||||||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| FREDDIE MAC FHR 5511 FB / ABS-MBS (3137HKKK9) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (43475FUF7) | |||||||
| CITIBANK NA CITIBANK NA / DBT (17325FBF4) | |||||||
| RFR USD SOFR/2.15000 06/15/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | |||||||
| A3KMYN / Air Lease Corporation - Preferred Stock | |||||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (05685AAQ1) | |||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (000000000) | |||||||
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (147918AC0) | |||||||
| RFR USD SOFR/3.25000 06/18/25-10Y CME / DIR (000000000) | |||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000) | |||||||
| FNMA POOL BL3670 FN 10/26 FIXED 2.08 / ABS-MBS (3140HVCG7) | |||||||
| ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (77587BAA2) | |||||||
| FORD CREDIT CANADA CO/CA COMPANY GUAR REGS 09/25 6.777 / DBT (34527ACK4) | |||||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A / ABS-MBS (3137HHH38) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| GNMA II POOL MA2273 G2 10/29 FIXED 3.5 / ABS-MBS (36179QQ20) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| US37046US851 / General Motors Financial Co Inc | |||||||
| COOPERAT RABOBANK UA/NY 08/26 VAR / DBT (21688ABG6) | |||||||
| US669884AA68 / NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| INDIGO CREDIT MANAGEMENT INDI 2A A 144A / ABS-CBDO (ACI2RZY31) | |||||||
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| ENBRIDGE (US) INC / DBT (29251UUB2) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000) | |||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (05565ECW3) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2025 19 FC / ABS-MBS (3136BVBY3) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| FANNIE MAE FNR 2024 90 FA / ABS-MBS (3136BTXB4) | |||||||
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL BW7013 FN 08/52 FIXED 5 / ABS-MBS (3140MYYK2) | |||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5442 FB / ABS-MBS (3137HF4U6) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (000000000) | |||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A / ABS-O (96043CAB6) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| FANNIE MAE FNR 2024 38 FA / ABS-MBS (3136BR4S3) | |||||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| 317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080 / DIR (000000000) | |||||||
| CCG RECEIVABLES TRUST CCG 2025 1 A2 144A / ABS-O (12515XAB6) | |||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000) | |||||||
| S1YK34 / Stryker Corporation - Depositary Receipt (Common Stock) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | |||||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA / DBT (38151LAH3) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2025 12 FG / ABS-MBS (3136BVFH6) | |||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000) | |||||||
| STELLANTIS FIN US INC COMPANY GUAR 144A 03/28 5.35 / DBT (85855CAM2) | |||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000) | |||||||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (88164AAB0) | |||||||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A / ABS-O (165183DE1) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (000000000) | |||||||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | |||||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | |||||||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (44891ACW5) | |||||||
| FANNIE MAE FNR 2024 54 FC / ABS-MBS (3136BSSC0) | |||||||
| 317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| DANSKE / Danske Bank A/S | |||||||
| RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (000000000) | |||||||
| T / TELUS Corporation | |||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| T / TELUS Corporation | |||||||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| REPO BANK AMERICA REPO / RA (000000000) | |||||||
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 / ABS-MBS (3128PXXM3) | |||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SANTANDER UK GROUP HLDGS SANTANDER UK GROUP HLDGS / DBT (80281LAU9) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BANK OF AMERICA CORP SR UNSECURED 05/29 VAR / DBT (06051GMT3) | |||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| ADNOC MURBAN RSC LTD ADNOC MURBAN RSC LTD / DBT (00723L2A6) | |||||||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (000000000) | |||||||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000) | |||||||
| 317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080 / DIR (000000000) | |||||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | |||||||
| NXP BV NXP FDG NXP USA DISC CO / DBT (67122RU18) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| 317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708 / DIR (000000000) | |||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | |||||||
| CITIGROUP REPO REPO 5807 / RA (000000000) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVE0) | |||||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000) | |||||||
| BACARDI MARTINI B V / DBT (05634EUA8) | |||||||
| US TREASURY N/B 04/26 4.875 / DBT (91282CKK6) | |||||||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | |||||||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (000000000) | |||||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (3137HLY30) | |||||||
| US05401AAB70 / Avolon Holdings Funding Ltd | |||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | |||||||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AUE2) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | |||||||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5426 CF / ABS-MBS (3137HCY22) | |||||||
| FANNIE MAE FNR 2024 90 ED / ABS-MBS (3136BTYL1) | |||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000) | |||||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP00442S4) | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | |||||||
| STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A / ABS-O (858928AB0) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| ABU DHABI DEVELOPMENTAL ABU DHABI DEVELOPMENTAL / DBT (00402D2A2) | |||||||
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A / ABS-CBDO (97314DAN8) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IBM / International Business Machines Corporation - Depositary Receipt (Common Stock) | |||||||
| FNMA POOL MA5387 FN 06/54 FIXED 5 / ABS-MBS (31418E6Z8) | |||||||
| FNMA POOL AN7957 FN 01/28 FIXED 3.22 / ABS-MBS (3138LLZX6) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD / ABS-MBS (38383KZS4) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (000000000) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (000000000) | |||||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 4.75 / DBT (58769JBE6) | |||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000) | |||||||
| NXP BV NXP FDG NXP USA DISC CO / DBT (67122RU26) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| CNQ / Canadian Natural Resources Limited | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.70000 08/13/24-5Y LCH / DIR (000000000) | |||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | |||||||
| ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR / DBT (04685A4J7) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000) | |||||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 2 A2B / ABS-O (379931AC2) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (72133JAY3) | |||||||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| FANNIE MAE FNR 2024 38 AF / ABS-MBS (3136BR5A1) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797LW5) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC / ABS-MBS (38383KVE9) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FED HM LN PC POOL ZS7743 FR 01/29 FIXED 2.5 / ABS-MBS (3132A8S83) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CNQ / Canadian Natural Resources Limited | |||||||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5508 DF / ABS-MBS (3137HJG84) | |||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| CBRE SVCS INC 07/25 ZCP / DBT (12610BUQ3) | |||||||
| CBRE SVCS INC / DBT (12610BUA8) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (3137HKKP8) | |||||||
| ACA / Crédit Agricole S.A. | |||||||
| FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A / ABS-CBDO (34956NAL6) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (000000000) | |||||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | |||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL BW7921 FN 08/52 FIXED 5 / ABS-MBS (3140N0YT6) | |||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (40412BVF7) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (000000000) | |||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | |||||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2012 120 WE / ABS-MBS (3136A9N53) | |||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | |||||||
| NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AU93) | |||||||
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR / DBT (ACI2MZXR4) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| FANNIE MAE FNR 2025 24 FB / ABS-MBS (3136BVSA7) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| FREDDIE MAC FHR 5517 FE / ABS-MBS (3137HKGJ7) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (06675DCM2) | |||||||
| FNMA POOL BL1942 FN 03/26 FIXED 3.15 / ABS-MBS (3140HTEQ8) | |||||||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| DGZ / DB Gold Short ETN | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | |||||||
| FREDDIE MAC FHR 5345 A / ABS-MBS (3137HAQS8) | |||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (48002AUG7) | |||||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| COLOMBIA LA SP CBK / DCR (000000000) | |||||||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 4.875 / DBT (44891ADU8) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (61690U8E3) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| US89233FHN15 / Toyota Motor Credit Corporation | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL BL0449 FN 12/25 FIXED 3.59 / ABS-MBS (3140HRQB2) | |||||||
| PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (72132WAN9) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8) | |||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | |||||||
| PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR / DBT (743672AG2) | |||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | |||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000) | |||||||
| BACARDI MARTINI B V / DBT (05634EUA8) | |||||||
| US TREASURY N/B 04/26 4.875 / DBT (91282CKK6) | |||||||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | |||||||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (000000000) | |||||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (3137HLY30) | |||||||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (000000000) | |||||||
| 317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | |||||||
| FED HM LN PC POOL G07793 FG 06/31 FIXED 5 / ABS-MBS (3128M97E6) | |||||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000) | |||||||
| FREDDIE MAC SLST SLST 2023 1 A11 144A / ABS-MBS (35564CNN3) | |||||||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5511 FB / ABS-MBS (3137HKKK9) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | |||||||
| US36242DFP33 / GSR Mortgage Loan Trust 2004-11 | |||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (000000000) | |||||||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | |||||||
| US31385HJE36 / FANNIE MAE POOL P#544861 4.18600000 | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | |||||||
| US3133BNSV64 / FHLG 30YR 5% 10/01/2052#QF1432 | |||||||
| US004421JH70 / ACE SECURITIES CORP. ACE 2004 HE4 M1 | |||||||
| US50203JAA60 / LFT CRE 2021-FL1 Ltd | |||||||
| US31396L4R81 / FNMA, REMIC, Series 2006-118, Class A1 | |||||||
| US36829JAA97 / GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A | |||||||
| US05401AAB70 / Avolon Holdings Funding Ltd | |||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | |||||||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | |||||||
| ABU DHABI DEVELOPMENTAL ABU DHABI DEVELOPMENTAL / DBT (00402D2A2) | |||||||
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A / ABS-CBDO (97314DAN8) | |||||||
| IBM / International Business Machines Corporation - Depositary Receipt (Common Stock) | |||||||
| FNMA POOL MA5387 FN 06/54 FIXED 5 / ABS-MBS (31418E6Z8) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SCE.PRK / SCE Trust V - Preferred Security | |||||||
| CNQ / Canadian Natural Resources Limited | |||||||
| US31359PK398 / FANNIE MAE FNR G97 4 FB | |||||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (800130AN6) | |||||||
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) | |||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000) | |||||||
| HARDWOOD FUNDING LLC CORP0HRE5 / DBT (955NUFII1) | |||||||
| BARCLAYS BANK PLC SNR SE ICE / DCR (000000000) | |||||||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (3137HLZ21) | |||||||
| BOUGHT MYR SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/18/24-1Y LCH / DIR (000000000) | |||||||
| MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR / DBT (61690DK72) | |||||||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 / DBT (58769JAZ0) | |||||||
| FHR 5557 FM SOFR30A+110BP / ABS-MBS (955TAMII5) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR / DBT (ACI2MZXR4) | |||||||
| 01626P148 / Alimentation Couche-Tard Inc | |||||||
| FANNIE MAE FNR 2025 24 FB / ABS-MBS (3136BVSA7) | |||||||
| US89233FHN15 / Toyota Motor Credit Corporation | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL BL0449 FN 12/25 FIXED 3.59 / ABS-MBS (3140HRQB2) | |||||||
| PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (72132WAN9) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| US38380QGA40 / GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH | |||||||
| FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (3132DVM36) | |||||||
| IRS EUR 2.30000 09/25/24-5Y LCH / DIR (000000000) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | |||||||
| US31402RN628 / FANNIE MAE 3.454% 07/01/2035 FNMA ARM | |||||||
| FANNIE MAE FNR 2024 90 ED / ABS-MBS (3136BTYL1) | |||||||
| A3KMYN / Air Lease Corporation - Preferred Stock | |||||||
| US3140Q75W33 / FNMA POOL CA0860 FN 12/47 FIXED 3.5 | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| US3140QNUB68 / Federal National Mortgage Association | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| NXP BV NXP FDG NXP USA DISC CO / DBT (67122RU26) | |||||||
| US31393BX754 / Fannie Mae Trust 2003-W6 | |||||||
| US3132DN3T88 / FNCL UMBS 5.0 SD1710 10-01-52 | |||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000) | |||||||
| US31400MZF21 / FNMA POOL 692042 FN 02/33 FIXED 6 | |||||||
| PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR / DBT (743672AG2) | |||||||
| US3134GWJN76 / FREDDIE MAC NOTES 08/25 0.68 | |||||||
| US31390STH49 / FNMA POOL 654952 FN 07/42 FLOATING VAR | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | |||||||
| US912828XL95 / United States Treasury Inflation Indexed Bonds | |||||||
| FREDDIE MAC FHR 5426 CF / ABS-MBS (3137HCY22) | |||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | |||||||
| STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A / ABS-O (858928AB0) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (83207QAA7) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A A1R2 144A / ABS-CBDO (28623VAN9) | |||||||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A3 / ABS-O (36271VAD9) | |||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US05565ECE32 / BMW US CAPITAL LLC 144A LIFE SR UNSEC 5.05% 08-11-28 | |||||||
| US00130HCE36 / CORP. NOTE | |||||||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | |||||||
| US91282CEP23 / WI TREASURY N/B REGD 2.87500000 | |||||||
| US87276WAA18 / TPG Real Estate Finance Issuer LTD | |||||||
| US14040HCU77 / Capital One Financial Corp | |||||||
| US31418ELX66 / FNMA 30YR 5% 12/01/2052#MA4841 | |||||||
| US3133C2MQ84 / FED HM LN PC POOL QG2167 FR 04/53 FIXED 5 | |||||||
| US59217GFC87 / Metropolitan Life Global Funding I | |||||||
| US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 | |||||||
| US41161PMX86 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 | |||||||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | |||||||
| US38382YC277 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF | |||||||
| US31393XGV38 / FNMA, Series 2004-W2, Class 5AF | |||||||
| US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A | |||||||
| US031162DP23 / Amgen Inc | |||||||
| US38375UXM79 / Government National Mortgage Association | |||||||
| US69336RBM16 / PHHMC MORTGAGE PASS THROUGH CE PHHMC 2005 4 A7 | |||||||
| US31371NDS18 / Fannie Mae Pool | |||||||
| KOREA EXPRESSWAY CORP KOREA EXPRESSWAY CORP / DBT (50066HAD0) | |||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (000000000) | |||||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (000000000) | |||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | |||||||
| KOREA HOUSING FINANCE CO 08/27 4.875 / DBT (50065RAP2) | |||||||
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| US46652LU215 / JABIL INC |
