Market Value251,217,731
Total Holdings1171
File Date2025-08-29
Original Filing (Click here)

All hedge funds or institutions that manage over $100M are required by the SEC to file quarterly reports on their holdings. These reports are called 13F reports. However, the filings are required the following quarter from the reporting period, which means that by the time the filing is made (and we see them), the information could be five months old.

For funds with long term positions that make few trades, the holdings might closely resemble their current holdings, even after several months. However, for funds that have high turnover, the holdings data we see might differ significantly from their current holdings. Institutions are required to report CALL and PUT options, and those positions are identified in the table. However, they are not required to report short positions.

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Security Imputed
Share Price		 Prev
Shares		 Current
Shares		 Change
(Percent)		 Prev Value
(USD x1000)		 Current Value
(USD x1000)		 Change
(Percent)
KMI / Kinder Morgan, Inc.
WPC / W. P. Carey Inc.
US021460AB63 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 16CB A2
DTE / DTE Energy Company
ARARGE3209T4 / REPUBLIC OF ARGENTINA BONDS 07/35 VAR
LI / Klépierre SA
US25470XBF15 / DISH DBS Corp.
NTRS / Northern Trust Corporation
JNJ / Johnson & Johnson
CSCO / Cisco Systems, Inc.
270 / KIA MOTORS CORP COMMON STOCK KRW5000.0
IMBBF / Imperial Brands PLC
US21H0506806 / GNMA
16 / Sun Hung Kai Properties Limited
EQR / Equity Residential
EBAY / eBay Inc.
YSHLF / Yangzijiang Shipbuilding (Holdings) Ltd.
PKO / Powszechna Kasa Oszczednosci Bank Polski Spólka Akcyjna
FMG / Fortescue Ltd
US89054XAC92 / Topaz Solar Farms LLC
SB12AGO32 / Peru - Sovereign or Government Agency Debt
TCO0 / Tesco PLC
WSM / Williams-Sonoma, Inc.
EZ4R1WZFR6D0 / RFRF USD SF+26.161/1.2* 9/16/23-27Y* CME
2RR / Alibaba Group Holding Limited
US96106JAE91 / WESTMORELAND COAL CO PIK TERM LOAN
GLPI / Gaming and Leisure Properties, Inc.
ML / Compagnie Générale des Établissements Michelin Société en commandite par actions
EW / Edwards Lifesciences Corporation
US46628YBM12 / JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A10
LNG / Cheniere Energy, Inc.
SPXCY / Singapore Exchange Limited - Depositary Receipt (Common Stock)
IDEXY / Industria de Diseño Textil, S.A. - Depositary Receipt (Common Stock)
TKOMF / Tokio Marine Holdings, Inc.
EPRT / Essential Properties Realty Trust, Inc.
CUBE / CubeSmart
RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME / DIR (000000000)
RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.55000 08/21/24-10Y LCH / DIR (000000000)
317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (000000000)
31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000)
317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (000000000)
ZCS BRL 10.072 03/27/24-01/04/27 CME / DIR (000000000)
317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (000000000)
317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000)
ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (000000000)
IRS ZAR 8.41000 08/07/23-5Y CME / DIR (000000000)
317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (000000000)
RFR USD SOFR/3.42500 03/01/23-10Y LCH / DIR (000000000)
LXP / LXP Industrial Trust
BOUGHT PEN SOLD USD 20250707 / DFE (000000000)
RFRF USD SF+26.161/1.50 7/12/23-6Y* CME / DIR (000000000)
PEMEX LCDS SP DUB / DCR (000000000)
CDX EM42 ICE / DCR (000000000)
OIS MXN TIIE1/8.99000 12/24/24-5Y* CME / DIR (000000000)
THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (BP7M6FII1)
IRS ZAR 8.00000 01/03/25-6Y CME / DIR (000000000)
TRT061124T11 / Turkey Government Bond
317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
BBRI / PT Bank Rakyat Indonesia (Persero) Tbk
PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (69547DAB2)
317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000)
RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME / DIR (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
TRT061124T11 / Turkey Government Bond
RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000)
SOLD NZD BOUGHT USD 20250804 / DFE (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (000000000)
C6L / Singapore Airlines Limited
AMH / American Homes 4 Rent
BOUGHT KWD SOLD USD 20260610 / DFE (000000000)
ZCS BRL 10.13796 07/28/23-01/04/27 CME / DIR (000000000)
A6W / Alexandria Real Estate Equities, Inc.
CUBE / CubeSmart
RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250702 / DFE (000000000)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
ZCS BRL 9.87397 08/03/23-01/02/26 CME / DIR (000000000)
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000)
IRS ZAR 8.06250 01/08/25-6Y CME / DIR (000000000)
ISRAEL GOVT EM SP CBK / DCR (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/3.80000 08/30/23-10Y LCH / DIR (000000000)
IRS ZAR 8.42760 07/31/23-5Y CME / DIR (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (000000000)
ZCS BRL 10.17 04/01/24-01/04/27 CME / DIR (000000000)
BOUGHT BRL SOLD USD 20250903 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.45500 11/01/24-10Y LCH / DIR (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (000000000)
RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (000000000)
RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (000000000)
IRS ZAR 8.46400 08/02/23-5Y CME / DIR (000000000)
ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (000000000)
317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
BOUGHT PLN SOLD USD 20250718 / DFE (000000000)
RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME / DIR (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (000000000)
IRS ZAR 8.05750 01/07/25-6Y CME / DIR (000000000)
IRS ZAR 8.54300 08/04/23-5Y CME / DIR (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
SOLD BRL BOUGHT USD 20260402 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
LU2445094365 / INTELSAT EMERGENCE SA
RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (000000000)
317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (000000000)
RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (000000000)
SOLD ILS BOUGHT USD 20250702 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000)
317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
NG. / National Grid plc
US91282CAY75 / UST NOTES 0.625% 11/30/2027
SSREF / Swiss Re AG
US465981AA63 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2023-CCDC CL A REGD 144A P/P 7.23547000
MX0SGO0000M6 / Mexican Udibonos
952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A
US3133BBPP85 / Federal Home Loan Mortgage Corporation
US63942HAB78 / Navient Student Loan Trust
LMT / Lockheed Martin Corporation
US46654PAL04 / JPMCC_21-HTL5
ILGOV / Ministry Of Finance, Shachar - Corporate Bond/Note
XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS
EUROB / Eurobank Ergasias Services and Holdings S.A.
US12569UAA97 / CORP CMO
ARARGE3209S6 / REPUBLIC OF ARGENTINA BONDS 07/30 VAR
EVGGF / Evolution AB (publ)
US3133BANT43 / Federal Home Loan Mortgage Corporation
US3133KYXK09 / Freddie Mac Pool
DVN / Devon Energy Corporation
PZU / Powszechny Zaklad Ubezpieczen SA
SAGB / Republic of South Africa Government Bond
LU2445093128 / INTELSAT EMERGENCE SA
PG / The Procter & Gamble Company
952XGJII0 / EQTYWM927 WESTMORELAND MINING
BLMIF / Bank Leumi le-Israel B.M.
US94984UAE64 / WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1
MX0MGO0000P2 / Mexican Bonos
US01F0426811 / UMBS TBA
US63942AAA43 / Navient Private Education Loan Trust 2020-I
US05950LAK89 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 3 1A10
US31418EHF07 / Fannie Mae Pool
XAN5200EAB73 / Lealand Finance Company BV, Term Loan
US68403FAA49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1
US16159LAC28 / Chase Mortgage Finance Corp.
US55285WAA71 / MFA Trust, Series 2023-NQM2, Class A1
EZPYFXKDYBY8 / INF SWAP GB NI 4.14 10/15/21-10Y LCH
US64034AAB98 / NELNET STUDENT LOAN TRUST 2018-3 NSLT 2018-3A A2
US3140X6S931 / FANNIE MAE POOL UMBS P#FM3243 3.50000000
R2035 / South Africa - Corporate Bond/Note
US91282CAU53 / United States Treasury Note/Bond
US073879PA06 / BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3
3034 / Novatek Microelectronics Corp.
US320986AA08 / FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A
US694308KB20 / Pacific Gas and Electric Co
US63861VAJ61 / Nationwide Building Society
OIS MXN TIIE1/9.02000 12/23/24-5Y* CME / DIR (000000000)
ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (000000000)
RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000)
RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (000000000)
EZ87806BLJ43 / FORD MOTOR CREDIT COMPANY LLC SNR S* ICE
US268668BD18 / EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A
DITTF / Daito Trust Construction Co.,Ltd.
MSADF / MS&AD Insurance Group Holdings, Inc.
PAGP / Plains GP Holdings, L.P. - Limited Partnership
US21H0426799 / Ginnie Mae
ZAG000016320 / Republic of South Africa Government Bond
US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds
US05490TAA07 / BBCCRE Trust, Series 2015-GTP, Class A
AMIGF / Admiral Group plc
USP87324BE10 / Peruvian Government International Bond
2328 / PICC Property and Casualty Company Limited
MZTF / Mizrahi Tefahot Bank Ltd.
TRP / TC Energy Corporation
KNTK / Kinetik Holdings Inc.
ENEL / Enel SpA
US225401AU28 / Credit Suisse Group AG
RTPPF / Rio Tinto Group
ASBFY / Associated British Foods plc - Depositary Receipt (Common Stock)
CL / Colgate-Palmolive Company
RFRF USD SF+26.161/1.50 7/12/23-6Y* CME / DIR (000000000)
US76110WVV52 / RESIDENTIAL ASSET SECURITIES C RASC 2003 KS11 MII1
944YFGII6 / SOFTBANK VISION FUND II FIXED TERM LOAN
US912810SG40 / United States Treasury Inflation Indexed Bonds
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
AGS / ageas SA/NV
HIG / The Hartford Insurance Group, Inc.
317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (000000000)
317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (000000000)
ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000)
AG TRUST AG 2024 NLP A 144A / ABS-MBS (00792MAA1)
BKNG / Booking Holdings Inc.
VCISF / Vinci SA
BOUGHT PLN SOLD USD 20250718 / DFE (000000000)
ACS / Athens Medical C.S.A.
317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (000000000)
ZCS BRL 10.072 03/27/24-01/04/27 CME / DIR (000000000)
317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (000000000)
RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (000000000)
ELEZF / Endesa, S.A.
317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000)
RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (000000000)
EXPE / Expedia Group, Inc.
RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (000000000)
SOLD KRW BOUGHT USD 20250714 / DFE (000000000)
31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000)
CDX HY44 5Y ICE / DCR (000000000)
RFR USD SOFR/3.37000 03/01/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
000810 / Samsung Fire & Marine Insurance Co., Ltd.
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/3.51453 09/03/24-4Y* LCH / DIR (000000000)
RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD PEN BOUGHT USD 20251204 / DFE (000000000)
BOUGHT PEN SOLD USD 20250730 / DFE (000000000)
BOUGHT BRL SOLD USD 20250804 / DFE (000000000)
IRS ZAR 8.41000 07/31/23-5Y CME / DIR (000000000)
RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
RFRF USD SF+26.161/1.50 9/18/23-6Y* CME / DIR (000000000)
VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000)
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
SOLD TRY BOUGHT USD 20250728 / DFE (000000000)
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000)
317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
IRS EUR 2.53000 04/23/25-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/2.90000 04/04/22-6Y* LCH / DIR (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000)
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL4 A1 144A / ABS-MBS (74143RAA1)
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000)
RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
IRS EUR 2.51000 04/09/25-10Y LCH / DIR (000000000)
REACH FINANCIAL LLC REACH 2024 2A A 144A / ABS-O (75525HAA8)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
IRS ZAR 8.46000 08/01/23-5Y CME / DIR (000000000)
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (83207VAA6)
RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME / DIR (000000000)
RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (000000000)
CMBX.NA.AAA.13 SP MYC / DCR (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
288 / WH Group Limited
IRS ZAR 8.41500 08/04/23-5Y CME / DIR (000000000)
RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000)
RFR USD SOFR/1.75000 06/15/22-10Y LCH / DIR (000000000)
RFR USD SOFR/1.92750 03/25/22-5Y LCH / DIR (000000000)
NEW YORK NY NYC 02/55 FIXED 6.385 / DBT (64966SNJ1)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000)
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000)
RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME / DIR (000000000)
RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.50 7/05/23-8Y* CME / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT PLN SOLD USD 20250718 / DFE (000000000)
IRS AUD 4.50000 03/20/24-10Y LCH / DIR (000000000)
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (01F070690)
BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2 / ABS-O (10805NAB1)
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (04942MAN4)
US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000)
RFR USD SOFR/3.55000 08/21/24-10Y LCH / DIR (000000000)
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000)
TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A / ABS-MBS (89183FAP3)
RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
XS2262961076 / ZF Finance GmbH
SOLD PEN BOUGHT USD 20251217 / DFE (000000000)
THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (ACI2VXTH6)
ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (000000000)
INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (ACI2Q9953)
RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000)
INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (000000000)
IRS AUD 2.75000 06/17/16-10Y CME / DIR (000000000)
XS2264968665 / Ivory Coast Government International Bond
RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (000000000)
IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
SOLD CAD BOUGHT USD 20250702 / DFE (000000000)
VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (92540JAA0)
RFR USD SOFR/2.00000 12/21/22-7Y CME / DIR (000000000)
RFRF USD SF+26.161/1.7* 12/16/19-7Y LCH / DIR (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (000000000)
SOLD KWD BOUGHT USD 20290502 / DFE (000000000)
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000)
IRS ZAR 8.20250 01/10/25-6Y CME / DIR (000000000)
PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A / ABS-O (69545AAA2)
SOLD CHF BOUGHT USD 20250804 / DFE (000000000)
BOUGHT PEN SOLD USD 20250825 / DFE (000000000)
RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (000000000)
BOUGHT ILS SOLD USD 20250702 / DFE (000000000)
BOUGHT KWD SOLD USD 20270610 / DFE (000000000)
RFR USD SOFR/3.49500 10/30/24-10Y LCH / DIR (000000000)
BOUGHT EUR SOLD USD 20250804 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
XS2318315921 / Asian Infrastructure Investment Bank/The
317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000)
RFRF USD SF+26.161/1.5* 8/09/23-28Y* CME / DIR (000000000)
317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (000000000)
IRS ZAR 8.41000 08/07/23-5Y CME / DIR (000000000)
RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME / DIR (000000000)
IRS ZAR 8.40000 08/07/23-5Y CME / DIR (000000000)
RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME / DIR (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.47000 02/22/23-7Y LCH / DIR (000000000)
PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (74448PAA7)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000)
BOUGHT KRW SOLD USD 20250716 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (33835AAY5)
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (38013KAD2)
BOUGHT PLN SOLD USD 20250710 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
IRS ZAR 8.06250 01/08/25-6Y CME / DIR (000000000)
RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME / DIR (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
XS2499838881 / KINBANE 2022-RPL 1 DAC SER 2022-RPL1A CL A V/R REGD 144A P/P /EUR/ 0.00000000
EZ89MT0WHJP2 / MEXICO LA SP MYC
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
US912828ZZ63 / United States Treasury Inflation Indexed Bonds
US3133BBF535 / Federal Home Loan Mortgage Corporation
BOUGHT TRY SOLD USD 20250808 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (89289EBL7)
ZCS BRL 10.09012 07/31/23-01/04/27 CME / DIR (000000000)
RFR USD SOFR/3.30000 03/06/23-10Y LCH / DIR (000000000)
RFR JPY MUTK/1.25000 06/18/25-10Y LCH / DIR (000000000)
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
AMRIZE LTD COMMON STOCK / EC (BVBMCR909)
PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A / ABS-O (69544MAA7)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
BOUGHT NZD SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000)
IRS ZAR 8.41000 08/04/23-5Y CME / DIR (000000000)
BOUGHT PEN SOLD USD 20250707 / DFE (000000000)
RFRF USD SF+26.161/2.2* 9/11/23-26Y* CME / DIR (000000000)
RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME / DIR (000000000)
RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH / DIR (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
BOUGHT TRY SOLD USD 20250721 / DFE (000000000)
317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (000000000)
US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000)
ESNT / Essent Group Ltd.
SOLD GBP BOUGHT USD 20250804 / DFE (000000000)
BOUGHT KWD SOLD USD 20260602 / DFE (000000000)
317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000)
RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.2* 8/12/23-5Y* CME / DIR (000000000)
317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (000000000)
SOLD PEN BOUGHT USD 20250929 / DFE (000000000)
RFRF USD SF+26.161/0.75 06/16/21-10Y LCH / DIR (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
CMBX.NA.AAA.10 SP GST / DCR (000000000)
ZCS BRL 9.99764 08/04/23-01/04/27 CME / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
ZCS BRL 10.21 04/03/24-01/04/27 CME / DIR (000000000)
317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (000000000)
SOLD ILS BOUGHT USD 20250709 / DFE (000000000)
RFR USD SOFR/3.61100 08/28/24-10Y LCH / DIR (000000000)
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000)
BOUGHT AUD SOLD USD 20250702 / DFE (000000000)
IRS EUR 2.30000 09/25/24-5Y LCH / DIR (000000000)
RFR USD SOFR/3.88000 07/10/24-10Y LCH / DIR (000000000)
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (000000000)
ZCS BRL 10.16509 04/01/24-01/04/27 CME / DIR (000000000)
THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (ACI2VX3Q4)
SOLD CHF BOUGHT USD 20250702 / DFE (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (000000000)
SOLD NZD BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250707 / DFE (000000000)
OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH / DIR (000000000)
US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000)
317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (000000000)
SOLD TRY BOUGHT USD 20250724 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
REVERSE REPO JPM CHASE / RA (000000000)
RFR USD SOFR/3.42500 03/01/23-10Y LCH / DIR (000000000)
IRS ZAR 8.41500 07/31/23-5Y CME / DIR (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
BOUGHT TRY SOLD USD 20250731 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (000000000)
RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (000000000)
SOLD ILS BOUGHT USD 20250902 / DFE (000000000)
B / Barrick Mining Corporation - Depositary Receipt (Common Stock)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8)
LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (000000000)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
ISRAEL GOVT EM SP CBK / DCR (000000000)
RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (000000000)
317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (50201QAL8)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (000000000)
IRS ZAR 8.42600 08/01/23-5Y CME / DIR (000000000)
ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (000000000)
317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (000000000)
AMSURG EQUITY EQTYAS910 / EC (902RDL901)
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000)
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (000000000)
US3140MNN361 / Federal National Mortgage Association, Inc.
690E / Haier Smart Home Co., Ltd.
SOLD KRW BOUGHT USD 20250708 / DFE (000000000)
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000)
BOUGHT TRY SOLD USD 20250710 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A / ABS-MBS (362948AA9)
SOLD PEN BOUGHT USD 20251219 / DFE (000000000)
THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8)
RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (000000000)
BOUGHT MXN SOLD USD 20250917 / DFE (000000000)
317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000)
VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000)
EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (30166UAB6)
317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000)
RFRF USD SF+26.161/1.9* 7/17/23-26Y* CME / DIR (000000000)
RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250702 / DFE (000000000)
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (000000000)
317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (ACI2S2CF0)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/3.97000 02/27/24-5Y LCH / DIR (000000000)
SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70)
CDX EM43 ICE / DCR (000000000)
RFR USD SOFR/3.43091 09/03/24-7Y* LCH / DIR (000000000)
IRS AUD 3.00000 03/21/17-10Y CME / DIR (000000000)
317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (000000000)
IRS AUD 4.00000 09/18/24-5Y LCH / DIR (000000000)
RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (000000000)
BOUGHT PLN SOLD USD 20250710 / DFE (000000000)
317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000)
BOUGHT KWD SOLD USD 20260617 / DFE (000000000)
CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (15186PAA6)
RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
SOLD TRY BOUGHT USD 20250701 / DFE (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
ZCS BRL 10.25622 04/03/24-01/04/27 CME / DIR (000000000)
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (033296AG9)
BOUGHT CAD SOLD USD 20250702 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A / ABS-O (36270YAC6)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (000000000)
SOLD EUR BOUGHT USD 20250702 / DFE (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
RFRF USD SF+26.161/1.4* 07/16/23-8Y CME / DIR (000000000)
AT&T INC SNR S* ICE / DCR (000000000)
RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (000000000)
ZCS BRL 10.17 04/01/24-01/04/27 CME / DIR (000000000)
935ZXN908 / WESTMORELAND MINING HOLDINGS L COMMON
XS0226897030 / Marston's Issuer PLC
RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (000000000)
RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/3.88500 07/12/24-10Y LCH / DIR (000000000)
IRS ZAR 8.55000 08/03/23-5Y CME / DIR (000000000)
RFRF USD SF+26.161/3.00 9/19/23-3Y* CME / DIR (000000000)
BOUGHT TRY SOLD USD 20250728 / DFE (000000000)
RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000)
RFR USD SOFR/1.60000 01/16/24-2Y LCH / DIR (000000000)
RFR USD SOFR/4.15500 10/02/23-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000)
CDX IG44 5Y ICE / DCR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
CIM TRUST CIM 2024 R1 A1 144A / ABS-MBS (17179VAA8)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (000000000)
US40431TAA97 / HSI ASSET LOAN OBLIGATION HALO 2007 1 1A1
9618 / JD.com, Inc.
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
BOUGHT PLN SOLD USD 20250710 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
IRS EUR 2.77000 04/16/24-5Y LCH / DIR (000000000)
MFRA TRUST MFRA 2024 RPL1 A1 144A / ABS-MBS (55287AAA3)
US14687NAC48 / Carvana Auto Receivables Trust, Series 2023-P4, Class A3
BOUGHT THB SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/3.80000 09/05/23-5Y LCH / DIR (000000000)
US654744AD34 / Nissan Motor Co Ltd
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3 / DBT (44891ADF1)
RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (000000000)
RFR JPY MUTK/0.17625 04/27/22-5Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.6* 7/16/23-27Y* CME / DIR (000000000)
RFR USD SOFR/2.85000 08/30/22-5Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD AUD BOUGHT USD 20250805 / DFE (000000000)
RFR USD SOFR/3.60000 08/28/24-10Y LCH / DIR (000000000)
SOLD ILS BOUGHT USD 20250718 / DFE (000000000)
PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A / ABS-O (69544AAA3)
IRS EUR 3.45000 10/20/23-5Y LCH / DIR (000000000)
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000)
37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (88429PAU6)
US912810SV17 / United States Treasury Inflation Indexed Bonds
AETUF / ARC Resources Ltd.
RFR USD SOFR/3.59900 08/28/24-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20260630 / DFE (000000000)
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (74938KAA5)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT KWD SOLD USD 20260521 / DFE (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
SOLD CAD BOUGHT USD 20250805 / DFE (000000000)
PEMEX LCDS SP DUB / DCR (000000000)
DTM / DT Midstream, Inc.
CDNAF / Canadian Tire Corporation, Limited
US3138YAGT65 / FNMA POOL AX8309 FN 11/29 FIXED 3
2057 / ZTO Express (Cayman) Inc.
4Y01 / NetEase, Inc.
US91282CEZ05 / U.S. Treasury Inflation Linked Notes
XS2549049885 / BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A
SOLD KWD BOUGHT USD 20300509 / DFE (000000000)
STT / State Street Corporation
SPL / Santander Bank Polska S.A.
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND
RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (000000000)
US912828Y388 / United States Treasury Inflation Indexed Bonds
MX0MGO0000U2 / Mexican Bonos
US78443CCB81 / SLM Private Credit Student Loan Trust 2005-B
US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3
RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000)
BOUGHT KWD SOLD USD 20260610 / DFE (000000000)
ZCS BRL 10.13796 07/28/23-01/04/27 CME / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BA / The Boeing Company - Depositary Receipt (Common Stock)
US26829HAA41 / ECMC Group Student Loan Trust 2020-2
XS2161831776 / THAMES WATER UTL
US26884UAE91 / EPR Properties
NVDA / NVIDIA Corporation
PKN / Orlen S.A.
US3133KYXC82 / UMBS, 20 Year
OKE / ONEOK, Inc.
BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25
RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (000000000)
2601 / China Pacific Insurance (Group) Co., Ltd.
TLKM / Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk
US2620511053 / Drillco Holdings Luxembourg SA
MX0SGO0000K0 / Mexican Udibonos
BOUGHT KWD SOLD USD 20260505 / DFE (000000000)
US25470XBE40 / DISH DBS Corp
BK / The Bank of New York Mellon Corporation
US92918FAF18 / Voya CLO 2019-3 Ltd
US92943AAA25 / WSTN_23-MAUI
US86361PAA49 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 9 1A1
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
RFR USD SOFR/4.25000 03/20/24-7Y CME / DIR (000000000)
RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (39571XAB0)
SOLD GBP BOUGHT USD 20250702 / DFE (000000000)
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9)
RFRF USD SF+26.161/1.3* 07/19/23-8Y CME / DIR (000000000)
RFR USD SOFR/3.45500 11/01/24-10Y LCH / DIR (000000000)
IRS ZAR 8.42100 08/04/23-5Y CME / DIR (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/3.34000 02/23/23-7Y LCH / DIR (000000000)
PUERTO RICO ELEC PWR AUTH PWRR PRCPWR 07/40 FIXED 6.125 / DBT (74526YFC4)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (000000000)
RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (000000000)
US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000
XS2438026440 / Thames Water Utilities Finance PLC
BKHPF / Bank Hapoalim B.M.
US83368RBS04 / Societe Generale SA
2379 / Realtek Semiconductor Corp.
AAPL / Apple Inc.
HST / Host Hotels & Resorts, Inc.
US097023DG73 / Boeing Co/The
US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A
QCOM / QUALCOMM Incorporated
AREIT / HSBC Institutional Trust Services (Singapore) Limited - Corporate Bond/Note
ZAG000125980 / Republic of South Africa Government Bond
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000)
US694308JK48 / PACIFIC GAS and ELECTRIC CO 3.75% 07/01/2028
US14688GAC87 / CRVNA 23-P3 A3 144A 5.82% 08-10-28/11-10-26
US91282CHP95 / United States Treasury Inflation Indexed Bonds
US30246QCQ47 / FBR SECURITIZATION TRUST FBRSI 2005 5 M2
1109 / China Resources Land Limited
III / 3i Group plc
US715638AV48 / REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9
US059522AV40 / Banc of America Funding 2007-C Trust
KTCIY / KT&G Corporation - GDR - 144A
US17025QAA58 / COUNTRYWIDE HOME LOANS CWHL 2007 J3 A1
US45824TBC80 / INTELSAT JACKSON HOLDINGS S.A.
US90355YAA55 / US Renal Care Inc
US26884UAC36 / EPR Properties
ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (000000000)
SOLD EUR BOUGHT USD 20250702 / DFE (000000000)
IRS ZAR 8.54300 08/04/23-5Y CME / DIR (000000000)
US22540A7A01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1
BBY / Best Buy Co., Inc.
EZ6MPW8FKYP3 / CDX EM36 ICE
US05950TAG04 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 4A2
US86361KAC18 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3
US31418EJZ43 / Fannie Mae Pool
CHILE / Banco de Chile
RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
ZCS BRL 9.87397 08/03/23-01/02/26 CME / DIR (000000000)
BOUGHT KWD SOLD USD 20260504 / DFE (000000000)
BOUGHT KWD SOLD USD 20270610 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000)
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000)
RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (000000000)
RFRF USD SF+26.161/2.00 7/15/23-27Y* CME / DIR (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000)
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (161917AB5)
OIS USD SOFR/1.81700 04/05/22-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20260528 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (000000000)
317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
ISRAEL GOVT EM SP CBK / DCR (000000000)
BOUGHT TRY SOLD USD 20250711 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (000000000)
5831 / Shizuoka Financial Group,Inc.
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (01F070682)
TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (88631YAL1)
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (03329LAS0)
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (03331XAA9)
RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (000000000)
US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000)
RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (000000000)
RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (000000000)
LUGO FUNDING DAC 05/66 1 / ABS-MBS (ACI2S0075)
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
RFRF USD SF+26.161/0.500 06/16/21-5Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20251114 / DFE (000000000)
RFRF USD SF+26.161/1.7* 8/12/23-28Y CME / DIR (000000000)
MEXICO LA SP MYC / DCR (000000000)
ZCS BRL 10.3275 04/05/24-01/04/27 CME / DIR (000000000)
SOLD BRL BOUGHT USD 20260402 / DFE (000000000)
BOUGHT TRY SOLD USD 20250818 / DFE (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (74136TAA6)
BOUGHT TRY SOLD USD 20250714 / DFE (000000000)
ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
IRS ZAR 8.46400 08/02/23-5Y CME / DIR (000000000)
317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (000000000)
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (03331FAA8)
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000)
RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH / DIR (000000000)
US TREASURY N/B 11/54 4.5 / DBT (912810UE6)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (000000000)
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A / ABS-MBS (749414AA6)
SOLD PEN BOUGHT USD 20250915 / DFE (000000000)
RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME / DIR (000000000)
US TREASURY N/B 04/27 4.5 / DBT (91282CKJ9)
IRS AUD 4.50000 09/18/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.58600 08/19/24-10Y LCH / DIR (000000000)
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (83207QAB5)
RFRF USD SF+26.161/1.8* 7/18/23-26Y* CME / DIR (000000000)
SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A / ABS-O (80280BAB4)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (67514UAU5)
US TREASURY N/B 05/54 4.625 / DBT (912810UA4)
3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000)
RFR USD SOFR/3.50000 06/21/23-3Y LCH / DIR (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
RFR USD SOFR/1.00000 06/15/22-7Y LCH / DIR (000000000)
RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000)
IRS ZAR 8.42760 07/31/23-5Y CME / DIR (000000000)
BOUGHT TRY SOLD USD 20250807 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (000000000)
RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (000000000)
US452152BM28 / State of Illinois General Obligation Unlimited
317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000)
OMVJF / OMV Aktiengesellschaft
US01F0606834 / Uniform Mortgage-Backed Security, TBA
US694308HS91 / Pacific Gal Elec Bond
US01F0506844 / UMBS TBA
US30162RAD35 / Exela Intermediate LLC/Exela Finance, Inc.
XS0308710143 / EUROSAIL PLC ESAIL 2007 3X A3C REGS
MX0MGO0000H9 / Mexican Bonos
US097023DA04 / Boeing Co/The
US05964HAY18 / Banco Santander SA
VZ / Verizon Communications Inc.
US12646QAG29 / CREDIT SUISSE MORTGAGE TRUST CSMC 2012 11R 2A2 144A
FSR / FirstRand Limited
XS2264968665 / Ivory Coast Government International Bond
US65023PAN06 / NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30
US21H0306827 / Ginnie Mae
US02156LAA98 / Altice France SA/France
SHEL / Shell plc
TGT / Target Corporation
RFRF USD SF+26.161/2.25 06/20/18-10Y LCH / DIR (000000000)
YAMHF / Yamaha Motor Co., Ltd.
2 / CLP Holdings Limited
US06738ECE32 / Barclays PLC
EQNR / Equinor ASA
VALE21 / Vale SA
BOUGHT BRL SOLD USD 20250903 / DFE (000000000)
RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (000000000)
IRS ZAR 8.00100 01/06/25-6Y CME / DIR (000000000)
RFR USD SOFR/3.76000 08/23/23-10Y LCH / DIR (000000000)
RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20260615 / DFE (000000000)
RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (000000000)
IRS ZAR 8.01000 01/07/25-6Y CME / DIR (000000000)
GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A / ABS-O (39571NAC0)
RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
RFRF USD SF+26.161/1.50 9/15/23-5Y* CME / DIR (000000000)
SOLD ILS BOUGHT USD 20250718 / DFE (000000000)
BOUGHT PLN SOLD USD 20250718 / DFE (000000000)
RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (000000000)
US912810TU25 / United States Treasury Note/Bond
US05571AAR68 / BPCE SA
ASII / PT Astra International Tbk
DLR / Digital Realty Trust, Inc.
NOKIA / NOKIA OYJ COMMON STOCK
TNB / Tenaga Nasional Bhd
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50
005930 / Samsung Electronics Co., Ltd.
INVH / Invitation Homes Inc.
US83613AAA07 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 1A1
US02149JAL08 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11
900123CY / Turkey Government International Bond
MSFT / Microsoft Corporation
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
XAF6628DAN49 / Numericable U.S. LLC, Term Loan B14
ENB / Enbridge Inc.
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.2* 9/24/23-4Y* CME / DIR (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.65000 07/10/23-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.3* 07/20/23-8Y CME / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT GBP SOLD USD 20250702 / DFE (000000000)
SOLD PEN BOUGHT USD 20250917 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/4.45000 10/31/23-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
TEN / Tenaris S.A.
700593100 / Samsung Electronics Co., Ltd. Preferred Non Voting Shares
EZNLRC3852L0 / SOUTH AFRICA EM SP BOA
US9128285W63 / United States Treasury Inflation Indexed Bonds
BMRI / PT Bank Mandiri (Persero) Tbk
EIX / Edison International
O / Realty Income Corporation
US912810SB52 / United States Treasury Inflation Indexed Bonds
US74923JAA51 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS5 A1
SOBO / South Bow Corporation
ETE / National Bank of Greece S.A.
LHN SW / LafargeHolcim Ltd
RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (000000000)
US91282CBJ99 / United States Treasury Note/Bond
R2037 / South Africa - Sovereign or Government Agency Debt
XAN5200EAC56 / McDermott Technology Americas Inc 2020 Make Whole Term Loan
SAB / Banco de Sabadell, S.A.
US78447EAC03 / SLM Student Loan Trust 2012-5
XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS
NHI / National Health Investors, Inc.
EQIX / Equinix, Inc.
US01F0526800 / Uniform Mortgage-Backed Security, TBA
LU2445093987 / INTELSAT EMERGENCE SA CALL EXP17FEB27
US262051AA36 / FORESEA Holding SA
XS0609017917 / RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487
US21H0526788 / Ginnie Mae
XS2683120211 / Avon Finance No.4 PLC
823 / Link Real Estate Investment Trust
USP78024AG45 / Peruvian Government International Bond
WELL / Welltower Inc.
BBSE3 / BB Seguridade Participações S.A.
RFR USD SOFR/3.80000 08/30/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.75000 07/12/23-10Y LCH / DIR (000000000)
US91282CCM10 / United States Treasury Inflation Indexed Bonds
OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (000000000)
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (000000000)
EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000)
IRS EUR 2.86000 04/24/24-5Y LCH / DIR (000000000)
BOUGHT KWD SOLD USD 20260518 / DFE (000000000)
TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9)
UDR / UDR, Inc.
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
ZCS BRL 10.05205 08/02/23-01/02/26 CME / DIR (000000000)
RFR USD SOFR/4.45000 11/01/23-10Y LCH / DIR (000000000)
PFP III PFP 2024 11 A 144A / ABS-MBS (69291WAA0)
RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (000000000)
FRT / Federal Realty Investment Trust
MX0MGO0001F1 / Mexican Bonos
IRS EUR 2.82700 05/06/24-5Y LCH / DIR (000000000)
RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (000000000)
US912828V491 / United States Treasury Inflation Indexed Bonds
US12564DAA28 / CIFC Funding Ltd
ZAG000077470 / Republic of South Africa Government Bond
US69689QAA31 / Palmer Square CLO 2022-1 Ltd
HESM / Hess Midstream LP
CME / CME Group Inc.
US91282CFT36 / United States Treasury Note/Bond
US225470RY13 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1
MRAAF / Murata Manufacturing Co., Ltd.
WCPRF / Whitecap Resources Inc.
US361841AL38 / GLP Capital LP / GLP Financing II Inc
US922646AS37 / Venezuela Government International Bond
US91282CBB63 / United States Treasury Note/Bond
USP7807HAQ85 / Petroleos de Venezuela SA
EOG / EOG Resources, Inc.
BA / The Boeing Company - Depositary Receipt (Common Stock)
RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (000000000)
317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (000000000)
AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000)
RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (000000000)
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000)
GMEXICOB / Grupo Mexico SAB de CV
ERICB / Telefonaktiebolaget LM Ericsson
US12663TAA79 / CSMC_22-RPL4
US31418EGF16 / Fannie Mae Pool
MX0MGO0001D6 / Mexican Bonos Desarr Fixed Rate, Series M
US3133BASY82 / Federal Home Loan Mortgage Corporation
US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15
US90290PAS39 / U.S. Renal Care, Inc., 1st Lien Term Loan C
AKERB / AKER BP ASA COMMON STOCK NOK1.0
US01F0626899 / Uniform Mortgage-Backed Security, TBA
NBFJF / Nippon Building Fund Inc.
US320516AA56 / First Horizon Alternative Mortgage Securities Trust 2006-AA3
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
CDX EM40 ICE / DCR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000)
US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000)
US TREASURY N/B 08/54 4.25 / DBT (912810UC0)
RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.2* 09/28/23-5Y CME / DIR (000000000)
SOLD PEN BOUGHT USD 20250709 / DFE (000000000)
RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (000000000)
BOUGHT PEN SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.37000 07/12/23-30Y LCH / DIR (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (000000000)
IRS EUR 2.36000 10/07/24-5Y LCH / DIR (000000000)
SOLD KWD BOUGHT USD 20290702 / DFE (000000000)
3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000)
RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME / DIR (000000000)
RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (000000000)
US01F0326821 / Fannie Mae or Freddie Mac
EN / Bouygues SA
US89054XAD75 / Topaz Solar Farms LLC
USP7807HAR68 / Petroleos de Venezuela SA
XS0332285971 / EUROSAIL PLC ESAIL 2007 6NCX A3A REGS
FCT / Fincantieri S.p.A.
PM / Philip Morris International Inc.
US293601AE08 / ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A
US9128287D64 / United States Treasury Inflation Indexed Bonds
US292480AL49 / Enable Midstream Partners, L.P.
NHOLF / Sompo Holdings, Inc.
RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (000000000)
RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME / DIR (000000000)
SOLD AUD BOUGHT USD 20250702 / DFE (000000000)
US694308JG36 / Pacific Gas and Electric Co
US92328MAA18 / Venture Global Calcasieu Pass LLC
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
PEO / Bank Polska Kasa Opieki S.A.
US61751QAB14 / Morgan Stanley Home Equity Loan Trust 2007-1
FUJHF / Subaru Corporation
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
US17307GNR55 / Citigroup Mortgage Loan Trust Inc
KMB / Kimberly-Clark Corporation
US92332YAD31 / Venture Global LNG Inc
OPAP / Organization of Football Prognostics S.A.
RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (000000000)
5831 / Shizuoka Financial Group,Inc.
TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (891944AA8)
SOLD TRY BOUGHT USD 20250709 / DFE (000000000)
RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (000000000)
RFR USD SOFR/4.17000 10/03/23-10Y LCH / DIR (000000000)
US059487AC20 / BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 CB3
RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (000000000)
IRS EUR 3.30000 10/03/23-10Y LCH / DIR (000000000)
2301 / Lite-On Technology Corporation
RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME / DIR (000000000)
NBS / Nationwide Building Society
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000)
RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (000000000)
RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (000000000)
RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (000000000)
CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A / ABS-O (16144YAB4)
BA/ / BAE Systems PLC
TRGP / Targa Resources Corp.
BXB / Brambles Limited
US91282CEE75 / United States Treasury Note/Bond
BNL / Broadstone Net Lease, Inc.
BBAS3 / Banco do Brasil S.A.
ACI07KLY6 / VODAFONE GROUP PLC COMMON STOCK USD.2095
US59020U5W12 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1
US02376AAA79 / American Airlines Pass Through Trust, Series 2017-2, Class AA
ABEV3 / Ambev S.A.
EZJGYSSMZ0P0 / MEXICO LA SP MYC
PEP01000C5I0 / BONOS DE TESORERIA
US912810RU43 / United States Treas Bds Bond
US902613AV09 / UBS Group AG
US83612MAG24 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2
XS0267227212 / MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR
RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
BOUGHT CHF SOLD USD 20250702 / DFE (000000000)
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (ACI2NQX93)
MX0SGO0000F0 / Mexican Udibonos
ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (000000000)
RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (000000000)
OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (000000000)
RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000)
RFR USD SOFR/4.03000 10/04/23-10Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
XS2264968665 / Ivory Coast Government International Bond
US2620512044 / Drillco Holdings Luxembourg SA
US46115HCD70 / Intesa Sanpaolo SpA
GOLI / Gold Fields Ltd
US040114HS26 / Argentine Republic Government International Bond
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000)
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (37989EAC0)
317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (000000000)
US040114HX11 / Argentine Republic Government International Bond
US23308LAL80 / DBGS MORTGAGE TRUST DBGS 2021 W52 D 144A
US9128282L36 / United States Treasury Inflation Indexed Bonds
US16163CAB81 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 1A2
US02146XAF50 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7
EZ3T1CL4JRC6 / INF SWAP GB NI 4.25 11/15/21-10Y LCH
US12636GAA94 / COMM 2016-667M Mortgage Trust
US715638BE14 / Peruvian Government International Bond
US225470FM03 / CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
IITSF / Intesa Sanpaolo S.p.A.
US912810SF66 / Us Treasury Bond
US761118KU16 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO3 A1
US3140X6S774 / FANNIE MAE POOL UMBS P#FM3241 3.00000000
952YSX903 / WINDSTREAM UNITS EQUITY
9101 / Nippon Yusen Kabushiki Kaisha
MAERB / A P MOLLER - MAERSK A/S B
US437084PA87 / HOME EQUITY ASSET TRUST HEAT 2005 7 M2
US21H0406734 / Ginnie Mae
VICI / VICI Properties Inc.
CZAVF / CEZ, a. s.
US040114HU71 / Argentine Republic Government International Bond
SBRA / Sabra Health Care REIT, Inc.
PBA / Pembina Pipeline Corporation
US76112BRR32 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6
US466317AA25 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2022-NLP CL A V/R REGD 144A P/P 1.28650000
CAJ / Canon Inc. - ADR
OSA / Osaka Gas Co., Ltd.
USP97475AJ95 / Venezuela Government International Bond
IT1 / Intertek Group plc
US694308JT56 / Pacific Gas and Electric Co
US01F0306781 / UMBS TBA
ENGI / Engie SA
YUMC / Yum China Holdings, Inc.
US466308AE30 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R3 3A1 144A
US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95
AD / Koninklijke Ahold Delhaize N.V.
DOC / Healthpeak Properties, Inc.
US74923HAD35 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 1A4
MO / Altria Group, Inc.
CMCSA / Comcast Corporation
AM / Antero Midstream Corporation
WMB / The Williams Companies, Inc.
SYF / Synchrony Financial
CF / CF Industries Holdings, Inc.
4507 / Shionogi & Co., Ltd.
US91282CCA71 / United States Treasury Inflation Indexed Bonds
BNC / Banco Santander, S.A.
AGRPF / Absa Group Limited
NNN / NNN REIT, Inc.
LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (52603DAA1)
RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH / DIR (000000000)
RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (000000000)
BATS / British American Tobacco p.l.c.
EME / EMCOR Group, Inc.
RFR USD SOFR/3.30000 06/14/23-10Y LCH / DIR (000000000)
ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL / LON (949ABEII2)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
OIS MXN TIIE1/9.13500 01/02/25-5Y* CME / DIR (000000000)
IRS ZAR 8.05250 01/07/25-6Y CME / DIR (000000000)
RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (000000000)
PFE / Pfizer Inc.
BPE / BPER Banca SpA
KIM / Kimco Realty Corporation
138040 / Meritz Financial Group Inc.
MDT / Medtronic plc
US36269EAB56 / GLS Auto Select Receivables Trust 2023-2
WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000)
IRS ZAR 8.05750 01/07/25-6Y CME / DIR (000000000)
RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (000000000)
2454 / MediaTek Inc.
RFR JPY MUTK/0.711* 04/27/22-20Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250730 / DFE (000000000)
OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (67571GAB8)
VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (92332YAE1)
BOUGHT TRY SOLD USD 20250709 / DFE (000000000)
RFR USD SOFR/3.95000 09/13/23-10Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
US345397A456 / Ford Motor Credit Co. LLC
HD / The Home Depot, Inc.
EA / Electronic Arts Inc.
CPU / Computershare Limited
SILA / Sila Realty Trust, Inc.
US251526CD98 / Deutsche Bank AG/New York NY
SPG / Simon Property Group, Inc.
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (000000000)
COLOMBIA LA SP GST / DCR (000000000)
SOLD TRY BOUGHT USD 20250808 / DFE (000000000)
IRS EUR 2.00000 09/21/22-10Y LCH / DIR (000000000)
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000)
3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000)
MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (ACI2PXBX7)
RFRF USD SF+26.161/2.00 8/18/23-9Y* CME / DIR (000000000)
SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88)
US TREASURY N/B 03/26 4.5 / DBT (91282CKH3)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
KGFHF / Kingfisher plc
NVSEF / Novartis AG
KRG / Kite Realty Group Trust
SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (78436RAE0)
SOLD PEN BOUGHT USD 20250808 / DFE (000000000)
RFR USD SOFR/3.50000 06/22/23-7Y LCH / DIR (000000000)
RFR USD SOFR/4.10500 04/24/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000)
SOLD ILS BOUGHT USD 20250702 / DFE (000000000)
IRS NZD 4.75000 06/19/24-5Y LCH / DIR (000000000)
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (39571MAB4)
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000)
NED / Nedbank Group Limited
SOLD PEN BOUGHT USD 20260209 / DFE (000000000)
CDX HY43 5Y ICE / DCR (000000000)
ZCS BRL 9.93932 08/07/23-01/02/26 CME / DIR (000000000)
WRT1V / Wärtsilä Oyj Abp
1378 / China Hongqiao Group Limited
REPYF / Repsol, S.A.
ABBV / AbbVie Inc.
BOUGHT TRY SOLD USD 20250701 / DFE (000000000)
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (ACI2S2BG9)
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F
RFRF USD SF+26.161/2.00 8/12/23-7Y* CME / DIR (000000000)
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000)
ZURN / Zurich Insurance Group AG
317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000)
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (88164AAB0)
SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000)
IRS EUR 2.78000 05/02/24-5Y LCH / DIR (000000000)
RFRF USD SF+26.161/1.4* 01/18/22-5Y LCH / DIR (000000000)
IRS EUR 0.83000 12/09/42-10Y LCH / DIR (000000000)
US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000)
DHHXF / Desarrolladora Homex, S.A.B. de C.V.
1308 / SITC International Holdings Company Limited
OHI / Omega Healthcare Investors, Inc.
IHRTB / iHeartMedia, Inc.
UNIT / Unity Group LLC
AIBRF / AIB Group plc
SKBSY / Skanska AB (publ) - Depositary Receipt (Common Stock)
1088 / China Shenhua Energy Company Limited
GOLDEN BAR SECURITISATION GOLDB 2023 2 A REGS / ABS-O (ACI2KTMD3)
RFRF USD SF+26.161/0.9* 9/08/23-3Y* CME / DIR (000000000)
REACH FINANCIAL LLC REACH 2024 1A A 144A / ABS-O (75526PAA9)
RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (000000000)
PETR4 / Petróleo Brasileiro S.A. - Petrobras - Preferred Stock
SOLD EUR BOUGHT USD 20250804 / DFE (000000000)
RFR USD SOFR/4.16500 09/27/23-10Y LCH / DIR (000000000)
BOUGHT TRY SOLD USD 20250723 / DFE (000000000)
RFR USD SOFR/1.00000 06/15/22-5Y LCH / DIR (000000000)
IRS EUR 3.37000 10/09/23-5Y LCH / DIR (000000000)
SU / Suncor Energy Inc.
EPR / EPR Properties
PETR4 / Petróleo Brasileiro S.A. - Petrobras - Preferred Stock
NSRGF / Nestlé S.A.
CCO / Clear Channel Outdoor Holdings, Inc.
TROW / T. Rowe Price Group, Inc.
JAT / Japan Tobacco Inc.
MRK / Merck & Co., Inc.
ROG / Roche Holding AG
BVA / Banco Bilbao Vizcaya Argentaria, S.A.
KPN / Koninklijke KPN N.V.
US040114HT09 / Argentine Republic Government International Bond
IHRT / iHeartMedia, Inc.
US87168TAB70 / Syniverse Holdings, Inc. 2022 Term Loan
EZ9L4HD15422 / FORD MOTOR COMPANY SNR S* ICE
US040114HV54 / Argentine Republic Government International Bond
US126659AA96 / CVS Pass-Through Trust, Series 2009
SBK / Standard Bank Group Limited
SLM / Sanlam Limited