| Market Value | 1,769,228,359 |
| Total Holdings | 681 |
| 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) |
|---|---|---|---|---|---|---|---|
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US3622MAAB76 / GSAMP Trust 2007-FM1 | |||||||
| US83609GBN43 / Sound Point CLO IX Ltd | |||||||
| FR0013519253 / French Republic Government Bond OAT | |||||||
| EZGKNZSHTVL4 / INF SWAP US IT 2.7675 05/13/21-5Y LCH | |||||||
| EZ2RJJ2KZCW0 / INF SWAP US IT 2.645 09/10/21-7Y LCH | |||||||
| IRS EUR 0.19500 11/04/22-30Y LCH / DIR (000000000) | |||||||
| US76113LAE74 / RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 | |||||||
| US362341PU74 / GSAMP Trust, Series 2005-WMC1, Class M1 | |||||||
| US05949A6C95 / Banc of America Mortgage Securities, Inc. | |||||||
| US80317LAJ26 / Saranac Clo VI Ltd | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | |||||||
| CH1214797172 / Credit Suisse Group AG | |||||||
| US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | |||||||
| US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 | |||||||
| US15032AAN72 / Cedar Funding V CLO Ltd | |||||||
| US01F0426811 / UMBS TBA | |||||||
| US3137BY3C20 / Freddie Mac REMICS | |||||||
| US07388DAS71 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 | |||||||
| US17311WAA53 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A | |||||||
| US1248RHAC14 / CREDIT-BASED ASSET SERVICING & SECURITIZATIO SER 2007-CB6 CL A3 V/R REGD 144A P/P 2.04275000 | |||||||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | |||||||
| US3132DWES89 / FR SD8245 | |||||||
| US93364CAA62 / WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust | |||||||
| XS2402448703 / St Pauls CLO II DAC | |||||||
| US161630AQ16 / Chase Mortgage Finance Trust Series 2007-A1 | |||||||
| XS2327983784 / Providus CLO IV DAC | |||||||
| US81377JAB98 / Securitized Asset Backed Receivables LLC Trust 2007-HE1 | |||||||
| EZ9XW7VM70L4 / INF SWAP US IT 1.76 11/04/19-10Y LCH | |||||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | |||||||
| US77587UAL61 / ROMARK CLO LTD RMRK 2017 1A A1R 144A | |||||||
| US1266944F22 / CHL Mortgage Pass-Through Trust, Series 2006-HYB3, Class 3A1B | |||||||
| US45660N2Y00 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR10, Class 2A2A | |||||||
| US45660LZK87 / IndyMac INDA Mortgage Loan Trust 2005-AR1 | |||||||
| US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 | |||||||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | |||||||
| XS2400757501 / St Paul's CLO IV DAC | |||||||
| US23246KAA97 / Alternative Loan Trust 2007-1T1 | |||||||
| XS2294714220 / Contego CLO IV Designated Activity Company | |||||||
| US16678RAS67 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-1 | |||||||
| US933638AB41 / WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust | |||||||
| US01F0406854 / UMBS TBA | |||||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | |||||||
| US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 | |||||||
| US93363CAC38 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A | |||||||
| US885220FE80 / TMST 2004-2 A1 | |||||||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | |||||||
| US44328AAB61 / HSI Asset Securitization Corp Trust 2006-HE1 | |||||||
| US12639QAA40 / CSMC Trust, Series 2007-4R, Class 1A1 | |||||||
| XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A | |||||||
| US78442GLL85 / SLM Student Loan Trust 2004-3 | |||||||
| US14889DAJ72 / Catamaran CLO 2014-1 Ltd | |||||||
| XS2357554679 / SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A | |||||||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | |||||||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | |||||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | |||||||
| US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | |||||||
| XS2326512618 / HARVEST CLO HARVT 21A A1R 144A | |||||||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | |||||||
| US52525AAA25 / LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 | |||||||
| US054980AA58 / BDS 2022-FL11 LLC | |||||||
| US31336CLR24 / Freddie Mac Non Gold Pool | |||||||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | |||||||
| US17307GXR46 / Citigroup Mortgage Loan Trust Inc | |||||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | |||||||
| US16165VAJ70 / ChaseFlex Trust Series 2007-1 | |||||||
| US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 | |||||||
| US761118EN47 / RALI Series 2005-QO1 Trust | |||||||
| US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 | |||||||
| US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | |||||||
| US12668RAA68 / CORP CMO | |||||||
| US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 | |||||||
| US22616CAJ27 / Crestline Denali CLO XV Ltd | |||||||
| US31406RHY45 / FNMA POOL 817547 FN 10/35 FLOATING VAR | |||||||
| US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 | |||||||
| US912828N712 / United States Treasury Inflation Indexed Bonds | |||||||
| US83611DAA63 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A | |||||||
| US38375UZZ64 / Government National Mortgage Association | |||||||
| US46630GAA31 / JP Morgan Mortgage Trust 2007-A1 | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | |||||||
| ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | |||||||
| US45660N6S95 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A | |||||||
| US75406DAD57 / RASC Series 2006-EMX1 Trust | |||||||
| US38380LJY02 / Government National Mortgage Association | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (14016CAN6) | |||||||
| INF SWAP US IT 1.98 09/19/24-1Y LCH / DIR (000000000) | |||||||
| SOYBEAN OIL FUTR DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| SOYBEAN MEAL FUTR DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2025 18 FA / ABS-MBS (3136BU7K0) | |||||||
| US64360YAB11 / New Century Home Equity Loan Trust, Series 2006-2, Class A2B | |||||||
| US3140XJ4D27 / Federal National Mortgage Association, Inc. | |||||||
| PLATINUM FUTURE OCT25 XNYM 20251029 / DCO (000000000) | |||||||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| GASOLINE RBOB FUT DEC25 XNYM 20251128 / DCO (000000000) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| WHEAT FUTURE(CBT) DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| GNMA II POOL MB0304 G2 04/55 FIXED 3.5 / ABS-MBS (3618N5KS7) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| INF SWAP US IT 2.813 05/14/21-5Y LCH / DIR (000000000) | |||||||
| INF SWAP US IT 2.82 02/05/25-1Y LCH / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (000000000) | |||||||
| LOW SU GASOIL G DEC25 IFEU 20251211 / DCO (000000000) | |||||||
| TRS R SOFRRATE+17/91282CCM1 MYC / DCR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (3618N5PE3) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | |||||||
| RFRF USD SOFR/2.28500 11/15/23-30Y LCH / DIR (000000000) | |||||||
| CORDATUS CLO PLC CORDA 21A A1E 144A / ABS-CBDO (ACI2RB2T2) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| SGX IRON ORE 62 SEP25 XSIM 20250930 / DCO (000000000) | |||||||
| 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (ACI2S2BG9) | |||||||
| 317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| TSY INFL IX N/B 02/54 2.125 / DBT (912810TY4) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| INF SWAP US IT 2.31125 02/24/21-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797PG6) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| INF SWAP US IT 1.89 08/27/20-7Y LCH / DIR (000000000) | |||||||
| BRENT CRUDE FUTR MAR26 IFEU 20260130 / DCO (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | |||||||
| COFF ROBUSTA 10TN SEP25 IFEU 20250924 / DCO (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| INF SWAP GB NI 3.466 09/15/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (ACI2NDKJ4) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2025 19 FC / ABS-MBS (3136BVBY3) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| TRS R SOFRRATE+17/9128282L3 MYC / DCR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| TSY INFL IX N/B 10/29 1.625 / DBT (91282CLV1) | |||||||
| RFRF USD SOFR/2.30000 11/15/23-5Y LCH / DIR (000000000) | |||||||
| SILVER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| LME ZINC FUTURE SEP25 XLME 20250915 / DCO (000000000) | |||||||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| GNMA II POOL MB0143 G2 01/55 FIXED 3.5 / ABS-MBS (3618N5ER6) | |||||||
| HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (ACI2QFVZ8) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOYBEAN OIL FUTR JAN26 XCBT 20260114 / DCO (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| INF SWAP US IT 2.208 10/07/24-1Y LCH / DIR (000000000) | |||||||
| INF SWAP US IT 2.38 10/15/24-1Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| WTI CRUDE FUTURE DEC25 XNYM 20251120 / DCO (000000000) | |||||||
| TREASURY BILL 10/25 0.00000 / DBT (912797RD1) | |||||||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (224939AB4) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (03328QBL4) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (000000000) | |||||||
| TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797NX1) | |||||||
| 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| XS1850277838 / Tikehau CLO IV BV | |||||||
| US61750SAF92 / Morgan Stanley ABS Capital I Incorporated Trust | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| CARBON EMISSIONS FUTURES NDEX 20251215 / DCO (000000000) | |||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8) | |||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | |||||||
| INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) | |||||||
| INF SWAP US IT 2.033 09/23/24-1Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (000000000) | |||||||
| MILL WHEAT EURO SEP25 XPAR 20250910 / DCO (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | |||||||
| US92558NAJ19 / Vibrant CLO XI Ltd | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| TRS R SOFRRATE+17/91282CDX6 MYC / DCR (000000000) | |||||||
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A / ABS-CBDO (ACI2S1SP3) | |||||||
| INF SWAP EM NI 2.0 02/15/25-2Y LCH / DIR (000000000) | |||||||
| LEAN HOGS FUTURE OCT25 XCME 20251014 / DCO (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH / DIR (000000000) | |||||||
| TSY INFL IX N/B 04/29 2.125 / DBT (91282CKL4) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (03330YAJ9) | |||||||
| SOYBEAN MEAL FUTR JAN26 XCBT 20260114 / DCO (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| NATURAL GAS FUTR JAN26 XNYM 20251229 / DCO (000000000) | |||||||
| SOYBEAN FUTURE JAN26 XCBT 20260114 / DCO (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| LIVE CATTLE FUTR OCT25 XCME 20251031 / DCO (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (000000000) | |||||||
| 317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| SOYBEAN FUTURE NOV25 XCBT 20251114 / DCO (000000000) | |||||||
| INF SWAP US IT 3.323 04/23/25-1Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| ALBACORE EURO CLO ALBAC 4A AR 144A / ABS-CBDO (ACI2Q3N92) | |||||||
| 317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| NY HARB ULSD FUT DEC25 XNYM 20251128 / DCO (000000000) | |||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (ACI2NJ0V6) | |||||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (04943EAQ4) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.049 08/15/24-10Y LCH / DIR (000000000) | |||||||
| TSY INFL IX N/B 02/55 2.375 / DBT (912810UH9) | |||||||
| GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (3618N5ML0) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.034 09/15/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | |||||||
| TSY INFL IX N/B 04/30 1.625 / DBT (91282CNB3) | |||||||
| PALLADIUM FUTURE SEP25 XNYM 20250926 / DCO (000000000) | |||||||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| INF SWAP US IT 2.573 08/26/21-7Y LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| LME LEAD FUTURE SEP25 XLME 20250915 / DCO (000000000) | |||||||
| GNMA II POOL MB0255 G2 03/55 FIXED 3.5 / ABS-MBS (3618N5H93) | |||||||
| IRS EUR 1.83000 09/17/25-2Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| INF SWAP EM NI 1.636 06/15/25-2Y LCH / DIR (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH / DIR (000000000) | |||||||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (00792MAA1) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A / ABS-CBDO (ACI2VQ1V0) | |||||||
| INF SWAP US IT 2.41875 03/05/21-5Y LCH / DIR (000000000) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SUGAR 11 (WORLD) MAR26 IFUS 20260227 / DCO (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | |||||||
| CORN FUTURE SEP25 XCBT 20250912 / DCO (000000000) | |||||||
| INF SWAP US IT 1.7975 08/25/20-7Y LCH / DIR (000000000) | |||||||
| INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2025 47 FJ / ABS-MBS (3136BWNH5) | |||||||
| 3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (000000000) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797PW1) | |||||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (64134MAJ5) | |||||||
| RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797LW5) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A / ABS-CBDO (34956NAL6) | |||||||
| COTTON NO.2 FUTR DEC25 IFUS 20251208 / DCO (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| INF SWAP US IT 2.842 02/13/25-1Y LCH / DIR (000000000) | |||||||
| GOLD 100 OZ FUTR DEC25 XCEC 20251229 / DCO (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| TRS R SOFRRATE+17/9128287D6 MYC / DCR (000000000) | |||||||
| COCOA FUTURE SEP25 IFUS 20250915 / DCO (000000000) | |||||||
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.12000 09/03/25-2Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SUGAR 11 (WORLD) OCT25 IFUS 20250930 / DCO (000000000) | |||||||
| INF SWAP US IT 2.69 06/01/21-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 06/18/25-9Y LCH / DIR (000000000) | |||||||
| INF SWAP US IT 1.9975 07/25/19-10Y LCH / DIR (000000000) | |||||||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| COFFEE 'C' FUTURE SEP25 IFUS 20250918 / DCO (000000000) | |||||||
| WHITE SUGAR (ICE) OCT25 IFEU 20250915 / DCO (000000000) | |||||||
| INF SWAP US IT 2.165 04/16/19-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| ST PAULS CLO SPAUL 10A AR 144A / ABS-CBDO (ACI1WJ0Z9) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| KC HRW WHEAT FUT DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| FREDDIE MAC FHR 5508 QF / ABS-MBS (3137HJVX2) | |||||||
| IRS EUR 0.19700 11/08/22-30Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (000000000) | |||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | |||||||
| INF SWAP US IT 2.31375 02/26/21-5Y LCH / DIR (000000000) | |||||||
| INF SWAP US IT 2.379 07/09/18-10Y LCH / DIR (000000000) | |||||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| TRS R SOFRRATE+17/912828V49 MYC / DCR (000000000) | |||||||
| 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (000000000) | |||||||
| CORN FUTURE DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| NATURAL GAS FUTR SEP25 XNYM 20250827 / DCO (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO LIMITE BCC 2019 3A ARR 144A / ABS-CBDO (05683TBA6) | |||||||
| TSY INFL IX N/B 01/35 2.125 / DBT (91282CML2) | |||||||
| INF SWAP US IT 3.3 06/04/2025-1Y LCH / DIR (000000000) | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A / ABS-CBDO (ACI2XJFQ0) | |||||||
| KC HRW WHEAT FUT SEP25 XCBT 20250912 / DCO (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (67109KBG8) | |||||||
| WHEAT FUTURE(CBT) SEP25 XCBT 20250912 / DCO (000000000) | |||||||
| COFFEE 'C' FUTURE DEC25 IFUS 20251218 / DCO (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| INF SWAP US IT 2.70 01/14/25-1Y LCH / DIR (000000000) | |||||||
| VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (92917RAL3) | |||||||
| IRS EUR 1.89500 10/08/25-2Y LCH / DIR (000000000) | |||||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | |||||||
| US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 | |||||||
| US45660LRU51 / IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A | |||||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | |||||||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | |||||||
| US92922F4F29 / WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust | |||||||
| US59020UL789 / Merrill Lynch Mortgage Capital Inc. | |||||||
| US38382YB360 / Government National Mortgage Association | |||||||
| US07387AEG67 / Bear Stearns ARM Trust 2005-9 | |||||||
| US912810FQ68 / United States Treas Bds Treas Bond | |||||||
| US060505FL38 / Bank of America Corp | |||||||
| US86359LDX47 / Structured Asset Mortgage Investments II Trust 2004-AR5 | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FR0014001N38 / French Republic | |||||||
| US69702HAA68 / Palmer Square Loan Funding Ltd | |||||||
| US55283TAA60 / MF1 Multifamily Housing Mortgage Loan Trust | |||||||
| US02147DAB73 / Alternative Loan Trust 2006-OA11 | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | |||||||
| XS2298464939 / Dryden 44 Euro CLO 2015 BV | |||||||
| US03464LAA44 / ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1 | |||||||
| GB00HB9WVH19 / 3 Month Euro Euribor | |||||||
| US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 | |||||||
| US61749LAP67 / MORGAN STANLEY MORTGAGE LOAN TRUST 2006-8AR | |||||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| US05401AAR23 / Avolon Holdings Funding Ltd | |||||||
| US81377AAD46 / Securitized Asset Backed Receivables LLC Trust 2006-HE2 | |||||||
| US225401AY40 / Credit Suisse Group AG | |||||||
| US31396L4T48 / FNMA, REMIC, Series 2006-118, Class A2 | |||||||
| US26251NAB64 / Dryden 60 CLO Ltd | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| US46632TAA34 / JP Morgan Mortgage Trust Series 2008-R2 | |||||||
| XS0308710143 / EUROSAIL PLC ESAIL 2007 3X A3C REGS | |||||||
| US04018LAJ44 / ARES CLO LTD ARES 2018 50A AR 144A | |||||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | |||||||
| US92925DAB64 / WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust | |||||||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | |||||||
| US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | |||||||
| US91282CCA71 / United States Treasury Inflation Indexed Bonds | |||||||
| US32027NXX47 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 | |||||||
| US762009AK44 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A10 | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| NLICE0567889 / TTF NAT GAS F SEP25 NDEX 20250828 | |||||||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C | |||||||
| US36242DA604 / GSAMP TRUST GSAMP 2005 HE2 M2 | |||||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | |||||||
| US17307G3C01 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 | |||||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | |||||||
| US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 | |||||||
| XS2665045949 / HAYFIN EMERALD CLO SER 12A CL A V/R REGD 144A P/P /EUR/ 0.00000000 | |||||||
| XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A | |||||||
| JP1120241K56 / Japanese Government CPI Linked Bond | |||||||
| US87241EAQ89 / TCW CLO 2019-1 AMR Ltd | |||||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | |||||||
| US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 | |||||||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | |||||||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | |||||||
| US67576FAA75 / Octagon Investment Partners 18-R Ltd | |||||||
| US362334ND27 / GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 | |||||||
| US466247UG61 / JP Morgan Mortgage Trust 2005-A6 | |||||||
| US86360QAB14 / Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 2A1 | |||||||
| US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 | |||||||
| US80557BAA26 / Saxon Asset Securities Trust 2007-3 | |||||||
| US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 | |||||||
| US54251TAC36 / Long Beach Mortgage Loan Trust 2006-7 | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| US70069FMT11 / Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2 | |||||||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | |||||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | |||||||
| CA135087VS05 / Canadian Government Real Return Bond | |||||||
| US36179W5D62 / Ginnie Mae II Pool | |||||||
| US70069FAZ09 / ASSET BACKED SECURITY | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US585525FC72 / Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1 | |||||||
| US45660LJZ31 / Residential Asset Securitization Trust, Series 2005-A5, Class A3 | |||||||
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