| Market Value | 314,203,315 |
| Total Holdings | 405 |
| File Date | 2025-08-29 |
| Original Filing | (Click here) |
All hedge funds or institutions that manage over $100M are required by the SEC to file quarterly reports on their holdings. These reports are called 13F reports. However, the filings are required the following quarter from the reporting period, which means that by the time the filing is made (and we see them), the information could be five months old.
For funds with long term positions that make few trades, the holdings might closely resemble their current holdings, even after several months. However, for funds that have high turnover, the holdings data we see might differ significantly from their current holdings. Institutions are required to report CALL and PUT options, and those positions are identified in the table. However, they are not required to report short positions.
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| Security | Imputed Share Price |
Prev Shares |
Current Shares |
Change (Percent) |
Prev Value (USD x1000) |
Current Value (USD x1000) |
Change (Percent) |
|---|---|---|---|---|---|---|---|
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.75000 01/18/24-2Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| EZ793V7PSCT8 / INF SWAP US IT 1.8825 11/20/19-10Y LCH | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FED HM LN PC POOL SD8447 FR 07/54 FIXED 6 / ABS-MBS (3132DWL43) | |||||||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US38383KHV70 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 6.42200000 | |||||||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH / DIR (000000000) | |||||||
| DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| US17307GP856 / Citigroup Mortgage Loan Trust Inc | |||||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | |||||||
| US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| US75114NAA28 / RALI Series Trust | |||||||
| CH1214797172 / Credit Suisse Group AG | |||||||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US41161PSV66 / HarborView Mortgage Loan Trust 2005-9 | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH / DIR (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | |||||||
| DK0004619467 / Realkredit Danmark A/S | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| IRS EUR 0.19500 11/04/22-30Y LCH / DIR (000000000) | |||||||
| US912810FQ68 / United States Treas Bds Treas Bond | |||||||
| DK0009535478 / Nykredit Realkredit A/S, Series 01E. | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US38383KGP12 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H24 CL FA V/R 6.27507000 | |||||||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| US38380LJY02 / Government National Mortgage Association | |||||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| DK0009532020 / Nykredit Realkredit AS | |||||||
| DK0004619384 / REALKREDIT DANMARK COVERED REGS 10/53 1.5 | |||||||
| DK0004622925 / Realkredit Danmark A/S, Series 23S | |||||||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | |||||||
| FR0014001N38 / French Republic | |||||||
| US31418EYP95 / FNMA 30YR 6.5% 12/01/2053#MA5217 | |||||||
| DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | |||||||
| US912810QF84 / United States Treasury Inflation Indexed Bonds | |||||||
| DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | |||||||
| DK0004611803 / REALKREDIT DANMARK COVERED REGS 10/50 1.5 | |||||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | |||||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | |||||||
| US31396PMC22 / Fannie Mae REMICS | |||||||
| US3138WGAM64 / Fannie Mae Pool | |||||||
| JP1120241K56 / Japanese Government CPI Linked Bond | |||||||
| DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | |||||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | |||||||
| DK0004620127 / REALKREDIT DANMARK COVERED REGS 10/53 2 | |||||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | |||||||
| DK0004619624 / Realkredit Danmark A/S | |||||||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | |||||||
| ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | |||||||
| SOYBEAN OIL FUTR DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| CORN FUTURE DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A1A5 144A / ABS-CBDO (69689ABU3) | |||||||
| COFFEE 'C' FUTURE DEC25 IFUS 20251218 / DCO (000000000) | |||||||
| GB00HB9WVH19 / 3 Month Euro Euribor | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| TSY INFL IX N/B 02/55 2.375 / DBT (912810UH9) | |||||||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | |||||||
| INF SWAP GB NI 3.466 09/15/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| ARES CLO LTD ARES 2017 45A BR 144A / ABS-CBDO (04016QAG1) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOYBEAN OIL FUTR JAN26 XCBT 20260114 / DCO (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (000000000) | |||||||
| SOLD PLN BOUGHT USD 20250718 / DFE (000000000) | |||||||
| FED HM LN PC POOL QI4230 FR 04/54 FIXED 6.5 / ABS-MBS (3133WAVX3) | |||||||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (000000000) | |||||||
| NATURAL GAS FUTR JAN26 XNYM 20251229 / DCO (000000000) | |||||||
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (ACI2NDKJ4) | |||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SILVER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (000000000) | |||||||
| INF SWAP US IT 2.31125 02/24/21-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 / ABS-MBS (31418E2F6) | |||||||
| FANNIE MAE FNR 2025 47 FJ / ABS-MBS (3136BWNH5) | |||||||
| INF SWAP US IT 1.9975 07/25/19-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| WHEAT FUTURE(CBT) SEP25 XCBT 20250912 / DCO (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | |||||||
| EZGKNZSHTVL4 / INF SWAP US IT 2.7675 05/13/21-5Y LCH | |||||||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | |||||||
| INF SWAP US IT 2.2147 10/10/24-1Y LCH / DIR (000000000) | |||||||
| TSY INFL IX N/B 01/35 2.125 / DBT (91282CML2) | |||||||
| AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (ACI2S1S08) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8) | |||||||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | |||||||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (000000000) | |||||||
| INF SWAP US IT 2.69 06/01/21-5Y LCH / DIR (000000000) | |||||||
| NY HARB ULSD FUT DEC25 XNYM 20251128 / DCO (000000000) | |||||||
| RFR USD SOFR/3.25000 06/18/25-9Y LCH / DIR (000000000) | |||||||
| SUGAR 11 (WORLD) MAR26 IFUS 20260227 / DCO (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| COPPER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | |||||||
| CORN FUTURE SEP25 XCBT 20250912 / DCO (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| MAN EURO CLO MECLO 2023 1A A 144A / ABS-CBDO (ACI2KHWL0) | |||||||
| ARCANO EURO CLO ARCAN 2A A / ABS-CBDO (ACI2YDJX3) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (ACI2S2BG9) | |||||||
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (000000000) | |||||||
| GOLD 100 OZ FUTR DEC25 XCEC 20251229 / DCO (000000000) | |||||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | |||||||
| INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (000000000) | |||||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA / ABS-MBS (38383KHN5) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| DK0009527293 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 | |||||||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | |||||||
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| GNMA II POOL MB0088 G2 12/54 FIXED 3.5 / ABS-MBS (3618N5C23) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL MA5355 FN 05/54 FIXED 6.5 / ABS-MBS (31418E5R7) | |||||||
| FED HM LN PC POOL SD8409 FR 03/54 FIXED 6 / ABS-MBS (3132DWKW2) | |||||||
| INF SWAP US IT 2.38 10/15/24-1Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| DK0002050442 / Nordea Kredit Realkreditaktieselskab | |||||||
| US86364LAA08 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A1 | |||||||
| US38383KEF57 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB | |||||||
| RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (000000000) | |||||||
| WTI CRUDE FUTURE DEC25 XNYM 20251120 / DCO (000000000) | |||||||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | |||||||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (000000000) | |||||||
| 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (000000000) | |||||||
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 / ABS-MBS (3618N5GK9) | |||||||
| INF SWAP FR NI 1.41 11/15/19-20Y LCH / DIR (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FED HM LN PC POOL SD8475 FR 11/54 FIXED 5.5 / ABS-MBS (3132DWMY6) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| COTTON NO.2 FUTR DEC25 IFUS 20251208 / DCO (000000000) | |||||||
| BRENT CRUDE FUTR MAR26 IFEU 20260130 / DCO (000000000) | |||||||
| SOYBEAN MEAL FUTR DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| PLATINUM FUTURE OCT25 XNYM 20251029 / DCO (000000000) | |||||||
| LEAN HOGS FUTURE OCT25 XCME 20251014 / DCO (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9) | |||||||
| INF SWAP US IT 2.41875 03/05/21-5Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOYBEAN FUTURE NOV25 XCBT 20251114 / DCO (000000000) | |||||||
| GASOLINE RBOB FUT DEC25 XNYM 20251128 / DCO (000000000) | |||||||
| FNMA POOL MA5328 FN 04/54 FIXED 6 / ABS-MBS (31418E4N7) | |||||||
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| INF SWAP US IT 2.208 10/07/24-1Y LCH / DIR (000000000) | |||||||
| INF SWAP US IT 2.813 05/14/21-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | |||||||
| TSY INFL IX N/B 02/54 2.125 / DBT (912810TY4) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| INF SWAP US IT 2.341 11/07/24-1Y LCH / DIR (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| INF SWAP EM NI 1.636 06/15/25-2Y LCH / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| LIVE CATTLE FUTR OCT25 XCME 20251031 / DCO (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| GNMA II POOL MB0255 G2 03/55 FIXED 3.5 / ABS-MBS (3618N5H93) | |||||||
| KC HRW WHEAT FUT DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| WHITE SUGAR (ICE) OCT25 IFEU 20250915 / DCO (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SGX IRON ORE 62 SEP25 XSIM 20250930 / DCO (000000000) | |||||||
| IRS EUR 0.19700 11/08/22-30Y LCH / DIR (000000000) | |||||||
| INF SWAP EM NI 2.6 05/15/22-10Y LCH / DIR (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| 3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (05684NAL5) | |||||||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH / DIR (000000000) | |||||||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (000000000) | |||||||
| LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (000000000) | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| KC HRW WHEAT FUT SEP25 XCBT 20250912 / DCO (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (3618N5PE3) | |||||||
| LME LEAD FUTURE SEP25 XLME 20250915 / DCO (000000000) | |||||||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH / DIR (000000000) | |||||||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| DK0002051093 / Nordea Kredit Realkreditaktieselskab | |||||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | |||||||
| US68373BAA98 / OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A | |||||||
| US38383KFR86 / Government National Mortgage Association | |||||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | |||||||
| INF SWAP EM NI 2.049 08/15/24-10Y LCH / DIR (000000000) | |||||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | |||||||
| INF SWAP US IT 2.37 06/06/18-10Y LCH / DIR (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | |||||||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| MILL WHEAT EURO SEP25 XPAR 20250910 / DCO (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.034 09/15/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOYBEAN FUTURE JAN26 XCBT 20260114 / DCO (000000000) | |||||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| LOW SU GASOIL G DEC25 IFEU 20251211 / DCO (000000000) | |||||||
| IRS EUR 2.87880 06/12/23-9Y* LCH / DIR (000000000) | |||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| NATURAL GAS FUTR SEP25 XNYM 20250827 / DCO (000000000) | |||||||
| INF SWAP US IT 2.165 04/16/19-10Y LCH / DIR (000000000) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| TSY INFL IX N/B 10/29 1.625 / DBT (91282CLV1) | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | |||||||
| 317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (000000000) | |||||||
| AGL CLO 14, LTD. AGL 2021 14A AR 144A / ABS-CBDO (00851WAL3) | |||||||
| 317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| INF SWAP US IT 3.323 04/23/25-1Y LCH / DIR (000000000) | |||||||
| WHEAT FUTURE(CBT) DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| SUGAR 11 (WORLD) OCT25 IFUS 20250930 / DCO (000000000) | |||||||
| TSY INFL IX N/B 04/30 1.625 / DBT (91282CNB3) | |||||||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (000000000) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| IRS EUR 2.12000 09/03/25-2Y LCH / DIR (000000000) | |||||||
| RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH / DIR (000000000) | |||||||
| GNMA II POOL MB0304 G2 04/55 FIXED 3.5 / ABS-MBS (3618N5KS7) | |||||||
| INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (000000000) | |||||||
| SOYBEAN MEAL FUTR JAN26 XCBT 20260114 / DCO (000000000) | |||||||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| US912810PV44 / United States Treasury Inflation Indexed Bonds | |||||||
| US3128NHPT47 / FEDERAL HOME LOAN MORTGAGE CORP 3.249% 09/01/2036 FHLMC ARM | |||||||
| US437084CE47 / Home Equity Asset Trust | |||||||
| DK0009798803 / NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 | |||||||
| DK0009292559 / REALKREDIT DANMARK COVERED 07/47 2.5 | |||||||
| US01F0426811 / UMBS TBA | |||||||
| XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS | |||||||
| NDASS / NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 | |||||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | |||||||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | |||||||
| US805564RN38 / Saxon Asset Securities Trust 2005-1 | |||||||
| US3128NFFX03 / FHLMC | |||||||
| US61913PAN24 / MortgageIT Trust 2004-2 | |||||||
| XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A | |||||||
| US31406DAF33 / Fannie Mae Pool | |||||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | |||||||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | |||||||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | |||||||
| DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | |||||||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | |||||||
| CA135087VS05 / Canadian Government Real Return Bond | |||||||
| DK0002047224 / Nordea Kredit Realkreditaktieselskab | |||||||
| US45660N2W44 / IndyMac INDX Mortgage Loan Trust 2004-AR10 | |||||||
| US12668PAA03 / Alternative Loan Trust 2006-OA17 | |||||||
| US17311XAA37 / Citigroup Mortgage Loan Trust 2007-AMC2 | |||||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | |||||||
| FR0013519253 / French Republic Government Bond OAT | |||||||
| DK0004616281 / REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53 | |||||||
| DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | |||||||
| DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| DK0002044551 / NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.75000 01/18/24-2Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 0.19500 11/04/22-30Y LCH / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US05951EAC12 / Banc of America Funding Trust, Series 2006-J, Class 2A1 | |||||||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | |||||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| US912810QP66 / United States Treasury Inflation Indexed Bonds | |||||||
| US17309PAS56 / Citigroup Mortgage Loan Trust 2006-AMC1 | |||||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | |||||||
| DK0002050368 / Nordea Kredit Realkreditaktieselskab | |||||||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | |||||||
| US65536HAH12 / Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1 | |||||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | |||||||
| US61744CNC63 / Morgan Stanley ABS Capital I Inc Trust 2005-HE2 | |||||||
| DK0009532889 / NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01E* 2.00000000 |
