| ZCS BRL 13.32 05/08/25-01/02/29 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| NDDUEAFE TRS EQUITY FEDL01+33 CBK
/ DE (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BM7581 FN 09/31 VARIABLE
/ ABS-MBS (3140JCM76) |
|
|
|
|
|
|
|
| RFR USD SOFR/4.09000 01/22/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250807
/ DFE (000000000) |
|
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|
|
|
|
|
| IRS EUR 2.40000 04/09/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 07/25 0.00000
/ DBT (912797LW5) |
|
|
|
|
|
|
|
| FNR 202554 FM SOFR30A+110BP
/ ABS-MBS (938KTUII8) |
|
|
|
|
|
|
|
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RU20INTR TRS EQUITY SOFR+33 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| SAN DIEGO G + E 1ST MORTGAGE 04/54 5.55
/ DBT (797440CF9) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| US 10YR ULTRA FUT SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| SCE.PRK / SCE Trust V - Preferred Security
|
|
|
|
|
|
|
|
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
|
|
|
|
|
|
|
|
| RFR USD SOFR/4.00000 06/20/24-2Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A
/ ABS-CBDO (03331FAA8) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A
/ ABS-O (89616LAA0) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F
|
|
|
|
|
|
|
|
| RADMFXNT TRS EQUITY SOFR+29 JPM
/ DE (000000000) |
|
|
|
|
|
|
|
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A
/ ABS-MBS (ACI2NQX93) |
|
|
|
|
|
|
|
| SOLD ILS BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A
/ ABS-O (30336NAC5) |
|
|
|
|
|
|
|
| TSY INFL IX N/B 04/29 2.125
/ DBT (91282CKL4) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.58000 08/29/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| IRS EUR 2.68000 08/07/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.84000 01/08/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD PLN BOUGHT USD 20250710
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD INR BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BS9613 FN 10/28 FIXED 4.77
/ ABS-MBS (3140LLVF5) |
|
|
|
|
|
|
|
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT PLN SOLD USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 09/25 0.00000
/ DBT (912797PW1) |
|
|
|
|
|
|
|
| FCT / Fincantieri S.p.A.
|
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD NOK BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BANK OF AMERICA CORPORATION SNR S* ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| FNMA POOL AJ7493 FN 12/26 FIXED 3
/ ABS-MBS (3138E0KF5) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250808
/ DFE (000000000) |
|
|
|
|
|
|
|
| BNP PARIBAS SNR SE ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.50000 12/20/23-7Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| WELF 2021 1A A1R TSFR3M 04/34 5.49348
/ ABS-MBS (000000000) |
|
|
|
|
|
|
|
| SOLD SEK BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 3.06300 12/06/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US 10YR NOTE (CBT)SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.50000 06/18/25-15Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD SEK BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 01626P148 / Alimentation Couche-Tard Inc
|
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| NDDUEAFE TRS EQUITY FEDL01+28 MEI
/ DE (000000000) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A
/ ABS-CBDO (03329LAS0) |
|
|
|
|
|
|
|
| ZCS BRL 13.3537 05/12/25-01/02/29 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT ILS SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.00000 06/21/23-10Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD AUD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| E1SE34 / Eversource Energy - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250903
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 3.30500 11/27/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 3.28000 11/22/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RADMFENT TRS EQUITY FEDL01+69 GST
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1
/ LON (BA000BY62) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103
/ DIR (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BS9220 FN 08/30 FIXED 4.72
/ ABS-MBS (3140LLG62) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.88400 03/25/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| FANNIE MAE FNR 2025 54 FM
/ ABS-MBS (3136BWNW2) |
|
|
|
|
|
|
|
| AXP / American Express Company - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| CDX IG44 5Y ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.46000 04/01/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25
|
|
|
|
|
|
|
|
| XS2318315921 / Asian Infrastructure Investment Bank/The
|
|
|
|
|
|
|
|
| SOLD MXN BOUGHT USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD ZAR BOUGHT USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CAD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS MXN 9.43000 10/31/24-1Y* (WHT) CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3
/ ABS-O (30167PAC4) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A
/ ABS-O (78435VAB8) |
|
|
|
|
|
|
|
| FNMA POOL FS8200 FN 06/54 FIXED VAR
/ ABS-MBS (3140XQDE4) |
|
|
|
|
|
|
|
| FNMA POOL DB0770 FN 03/54 FIXED 6
/ ABS-MBS (3140A92C3) |
|
|
|
|
|
|
|
| SOLD DKK BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.89000 03/03/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A
/ ABS-CBDO (09630AAN6) |
|
|
|
|
|
|
|
| US 5YR NOTE (CBT) SEP25 XCBT 20250930
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250929
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD NZD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.59000 08/19/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716
/ DCR (OP00442S4) |
|
|
|
|
|
|
|
| OIS MXN TIIE1/8.27000 03/19/25-10Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/21/23-5Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.45000 05/05/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4
/ DBT (30225VAU1) |
|
|
|
|
|
|
|
| ERADXULT TRS EQUITY SOFR+70 MEI
/ DE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT HUF SOLD USD 20250822
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 3.12800 12/04/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT DKK SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| A3KMYN / Air Lease Corporation - Preferred Stock
|
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/4.00000 02/26/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.50000 12/18/24-30Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| ERAEMLT TRS EQUITY SOFR+120 MEI
/ DE (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250707
/ DFE (000000000) |
|
|
|
|
|
|
|
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250708
/ DFE (000000000) |
|
|
|
|
|
|
|
| US3138EHPD85 / FNMA 30YR
|
|
|
|
|
|
|
|
| US31418CUA07 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3138AE2F95 / FNMA POOL AI1673 FN 06/41 FIXED 4.5
|
|
|
|
|
|
|
|
| US06738ECE32 / Barclays PLC
|
|
|
|
|
|
|
|
| US31417UC524 / FNMA POOL AC7291 FN 12/39 FIXED 4.5
|
|
|
|
|
|
|
|
| US36183XMV90 / Ginnie Mae I Pool
|
|
|
|
|
|
|
|
| US31410SS651 / FNMA POOL 896141 FN 06/36 FIXED 5.5
|
|
|
|
|
|
|
|
| US31403C6S57 / UMBS, 30 Year
|
|
|
|
|
|
|
|
| US31412RBR75 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US00442JAA25 / ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1
|
|
|
|
|
|
|
|
| US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A
|
|
|
|
|
|
|
|
| US3128M4QW63 / FED HM LN PC POOL G02869 FG 11/35 FIXED 5
|
|
|
|
|
|
|
|
| US3138EG4G65 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US86361KAA51 / Structured Asset Investment Loan Trust 2006-BNC3
|
|
|
|
|
|
|
|
| US36295P6T46 / GNMA POOL 676882 GN 03/38 FIXED 5
|
|
|
|
|
|
|
|
| US43732VAT35 / Home Partners of America 2021-2 Trust
|
|
|
|
|
|
|
|
| US31411XMC64 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US75115BAB53 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2
|
|
|
|
|
|
|
|
| US92925VAP58 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust
|
|
|
|
|
|
|
|
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A
|
|
|
|
|
|
|
|
| US31404H2N87 / FNMA POOL 769481 FN 02/34 FIXED 5.5
|
|
|
|
|
|
|
|
| US92331LBC37 / VENTURE CDO LTD VENTR 2017 27A AR 144A
|
|
|
|
|
|
|
|
| US912810SD19 / United States Treas Bds Bond
|
|
|
|
|
|
|
|
| US94985GAH92 / Wells Fargo Alternative Loan 2007-PA3 Trust
|
|
|
|
|
|
|
|
| US12668BBN29 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1
|
|
|
|
|
|
|
|
| US3138EGSJ46 / FNMA 5.50% #AL0520 6/41
|
|
|
|
|
|
|
|
| US232434AE09 / Alternative Loan Trust 2006-OC8
|
|
|
|
|
|
|
|
| SOLD GBP BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| US32027GAE61 / First Franklin Mortgage Loan Trust 2006-FF12
|
|
|
|
|
|
|
|
| US31403MUU16 / FNMA POOL 753095 FN 12/33 FIXED 5.5
|
|
|
|
|
|
|
|
| US362334GR95 / GSAA Home Equity Trust, Series 2006-5, Class 2A1
|
|
|
|
|
|
|
|
| US31418CS476 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3623413A52 / GSAMP TRUST GSAMP 2006 S1 A2A
|
|
|
|
|
|
|
|
| US93935HAH03 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
|
|
|
|
|
|
|
|
| US92925CCC47 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A
|
|
|
|
|
|
|
|
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL
|
|
|
|
|
|
|
|
| US12669GTQ46 / CHL Mortgage Pass-Through Trust 2005-3
|
|
|
|
|
|
|
|
| US404280CH04 / HSBC Holdings PLC
|
|
|
|
|
|
|
|
| US31414CJM10 / FNMA POOL 962068 FN 03/38 FIXED 6
|
|
|
|
|
|
|
|
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust
|
|
|
|
|
|
|
|
| US03072SWT85 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R11 M4
|
|
|
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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| US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000
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| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A
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| BOUGHT IDR SOLD USD 20250714
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| RFR USD SOFR/2.75000 06/21/23-30Y CME
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| ERADXULT TRS EQUITY FEDL01+94 MYI
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|
|
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|
|
|
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A
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|
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|
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| SOLD TWD BOUGHT USD 20250716
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| SOLD TWD BOUGHT USD 20250820
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| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7
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| SOLD TWD BOUGHT USD 20250820
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| SOLD PEN BOUGHT USD 20250731
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| SOLD TWD BOUGHT USD 20250716
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| ERAUSLT TRS EQUITY SOFR+18 JPM
/ DE (000000000) |
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| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
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| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
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| SOLD CNH BOUGHT USD 20250702
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|
|
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| ZCS BRL 13.9255 05/08/25-01/04/27 CME
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|
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|
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|
| SOLD PEN BOUGHT USD 20250730
/ DFE (000000000) |
|
|
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| IRS EUR 2.39000 10/01/24-10Y LCH
/ DIR (000000000) |
|
|
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|
|
|
|
| RFR USD SOFR/3.50000 06/20/24-30Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP
/ DBT (40412BVF7) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 C 144A
/ ABS-O (694961AC7) |
|
|
|
|
|
|
|
| BOUGHT PLN SOLD USD 20250718
/ DFE (000000000) |
|
|
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|
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|
| BOUGHT NZD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CHF BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20251217
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20260402
/ DFE (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3
/ ABS-MBS (3140NW2Q7) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BZ3634 FN 04/35 FIXED 5.21
/ ABS-MBS (3140NYBC4) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250710
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock
|
|
|
|
|
|
|
|
| IRS EUR 2.35000 04/29/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RADMFUNT TRS EQUITY FEDL01+18 JPM
/ DE (000000000) |
|
|
|
|
|
|
|
| BOUGHT PLN SOLD USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| RADMFENT TRS EQUITY FEDL01+74 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A
/ ABS-O (69547DAB2) |
|
|
|
|
|
|
|
| NDDUEAFE TRS EQUITY SOFR+30 GST
/ DE (000000000) |
|
|
|
|
|
|
|
| BOUGHT MXN SOLD USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD ZAR BOUGHT USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| FNMA POOL DB0827 FN 04/54 FIXED 6
/ ABS-MBS (3140A94M9) |
|
|
|
|
|
|
|
| CDX ITRAXX XOV42 5Y 35-100% SP GST
/ DCR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CHF BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/30 5.35
/ DBT (46849LVE8) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20251117
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250703
/ DFE (000000000) |
|
|
|
|
|
|
|
| RADMFENT TRS EQUITY FEDL01+62 JPM
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RADMFXNT TRS EQUITY SOFR+16 JPM
/ DE (000000000) |
|
|
|
|
|
|
|
| CBRE SVCS INC
/ DBT (12610BUA8) |
|
|
|
|
|
|
|
| ZCS BRL 13.9255 05/08/25-01/04/27 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250711
/ DFE (000000000) |
|
|
|
|
|
|
|
| CDX ITRAXX XOV42 5Y 35-100% SP BPS
/ DCR (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5
/ DBT (44107TBC9) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 B 144A
/ ABS-O (69545GAC5) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| RADMFENT TRS EQUITY FEDL01+72 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| BANK OF AMERICA CORPORATION SNR S* ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250729
/ DFE (000000000) |
|
|
|
|
|
|
|
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP
/ DBT (48002AU93) |
|
|
|
|
|
|
|
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716
/ DCR (OP0043WJ3) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.89000 01/08/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| NDDUEAFE TRS EQUITY SOFR+28 MYI
/ DE (000000000) |
|
|
|
|
|
|
|
| BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON B 144A
/ ABS-O (08860AAB5) |
|
|
|
|
|
|
|
| CDX ITRAXX XOV42 5Y 35-100% SP BOA
/ DCR (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.93300 01/06/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.38000 12/31/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SCE.PRK / SCE Trust V - Preferred Security
|
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT EUR SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SCE.PRK / SCE Trust V - Preferred Security
|
|
|
|
|
|
|
|
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93
/ ABS-MBS (3140NVEB9) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/4.07100 01/15/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25
|
|
|
|
|
|
|
|
| IRS MXN 9.39000 11/15/24-1Y* (WHT) CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.93000 03/24/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A
/ ABS-O (448973AB3) |
|
|
|
|
|
|
|
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45
/ DBT (04020EAL1) |
|
|
|
|
|
|
|
| VOLKSWAGEN GROUP OF AM
/ DBT (92866BU29) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BCS / Barclays PLC - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.70000 02/20/24-25Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US TREASURY N/B 05/44 4.625
/ DBT (912810UB2) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A
/ ABS-CBDO (67592CAL0) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.87400 03/05/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.71000 08/06/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250730
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 06/20/24-15Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20251031
/ DFE (000000000) |
|
|
|
|
|
|
|
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP
/ DBT (40412BVN0) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| US ULTRA BOND CBT SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| NDDUEAFE TRS EQUITY SOFR-5 JPM
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250728
/ DFE (000000000) |
|
|
|
|
|
|
|
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3
/ ABS-O (107933AC7) |
|
|
|
|
|
|
|
| ROLLS-ROYCE PLC SNR SE ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A
/ ABS-CBDO (033296AS3) |
|
|
|
|
|
|
|
| ERADXULT TRS EQUITY SOFR+95.5 MYI
/ DE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.89600 01/08/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| REACH FINANCIAL LLC REACH 2024 1A A 144A
/ ABS-O (75526PAA9) |
|
|
|
|
|
|
|
| ZCS BRL 14.0087 05/12/25-01/04/27 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BS9867 FN 11/30 FIXED 5.3
/ ABS-MBS (3140LL6D8) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT EUR SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| ERADXULT TRS EQUITY SOFR+97 MYI
/ DE (000000000) |
|
|
|
|
|
|
|
| BCS / Barclays PLC - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| RTX / RTX Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FANNIE MAE FNR 2024 77 FM
/ ABS-MBS (3136BTRF2) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 12/18/24-10Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.85000 01/08/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20251212
/ DFE (000000000) |
|
|
|
|
|
|
|
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
|
|
|
|
|
|
|
|
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716
/ DCR (OP0043Z50) |
|
|
|
|
|
|
|
| OPORTUN FUNDING LLC OPTN 2024 2 A 144A
/ ABS-O (68377KAA5) |
|
|
|
|
|
|
|
| SOLD CLP BOUGHT USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.55000 04/16/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.53500 11/06/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| TRT061124T11 / Turkey Government Bond
|
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| RADMFXNT TRS EQUITY FEDL01+53 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CHF SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| TRINITY SQUARE TRINI 2021 1A AR 144A
/ ABS-MBS (ACI2NNG08) |
|
|
|
|
|
|
|
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F
|
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| RADMFENT TRS EQUITY SOFR+52 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD ZAR BOUGHT USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD NZD BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| ERADXULT TRS EQUITY FEDL01+90*BULLET*JPM
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250724
/ DFE (000000000) |
|
|
|
|
|
|
|
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A
/ ABS-CBDO (67592BAY4) |
|
|
|
|
|
|
|
| SOLD AUD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20251205
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250701
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3
/ ABS-O (448976AD2) |
|
|
|
|
|
|
|
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock
|
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BM7579 FN 10/29 VARIABLE
/ ABS-MBS (3140JCM50) |
|
|
|
|
|
|
|
| SOLD AUD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| ERAUSLT TRS EQUITY SOFR+25 JPM
/ DE (000000000) |
|
|
|
|
|
|
|
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3
/ DBT (12593CAY7) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.22000 01/08/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| E1IX34 / Edison International - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A
/ ABS-MBS (ACI2MKRM5) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| PROLOGIS LP SR UNSECURED 01/35 5
/ DBT (74340XCN9) |
|
|
|
|
|
|
|
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A
/ ABS-O (04362VAA3) |
|
|
|
|
|
|
|
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875
/ DBT (30321L2J0) |
|
|
|
|
|
|
|
| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A
/ ABS-CBDO (15186PAA6) |
|
|
|
|
|
|
|
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FED HM LN PC POOL QI6291 FR 05/54 FIXED 6
/ ABS-MBS (3133WC7C2) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD ZAR BOUGHT USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| CORDATUS CLO PLC CORDA 24A A 144A
/ ABS-CBDO (ACI2N2L65) |
|
|
|
|
|
|
|
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2
/ ABS-MBS (3137HLY30) |
|
|
|
|
|
|
|
| FNMA POOL BS9669 FN 10/28 FIXED 4.72
/ ABS-MBS (3140LLW72) |
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.89900 03/11/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR
/ DBT (46849CJN2) |
|
|
|
|
|
|
|
| FED HM LN PC POOL QI3936 FR 04/54 FIXED 6
/ ABS-MBS (3133WALR7) |
|
|
|
|
|
|
|
| POLAND GOVERNMENT BOND BONDS 07/29 4.75
/ DBT (ACI2NGJ67) |
|
|
|
|
|
|
|
| BARCLAYS BANK PLC SNR SE ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| ERAEMLT TRS EQUITY FEDL01+124 MEI
/ DE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.25000 09/17/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20251027
/ DFE (000000000) |
|
|
|
|
|
|
|
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A
/ ABS-O (30336CAC9) |
|
|
|
|
|
|
|
| FNMA POOL CB9634 FN 12/54 FIXED 4.5
/ ABS-MBS (3140QVV43) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A
/ ABS-CBDO (04942FAL3) |
|
|
|
|
|
|
|
| IRS EUR 2.91000 12/29/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A
/ ABS-CBDO (03330LAA6) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.84199 12/02/24-4Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 30064K105 / Exacttarget, Inc.
|
|
|
|
|
|
|
|
| RADMFXNT TRS EQUITY FEDL01+34 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD AUD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RU20INTR TRS EQUITY SOFR+16 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| FED HM LN PC POOL QI4035 FR 04/54 FIXED 6
/ ABS-MBS (3133WAPU6) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20260402
/ DFE (000000000) |
|
|
|
|
|
|
|
| FCT / Fincantieri S.p.A.
|
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250709
/ DFE (000000000) |
|
|
|
|
|
|
|
| RU20INTR TRS EQUITY SOFR+37 MBC
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250729
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250819
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| FCT / Fincantieri S.p.A.
|
|
|
|
|
|
|
|
| A3KMYN / Air Lease Corporation - Preferred Stock
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/18/25-30Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS AUD 4.50000 09/20/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 4020 / Saudi Real Estate Company
|
|
|
|
|
|
|
|
| SOLD ILS BOUGHT USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.97500 03/21/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| INF SWAP US IT 2.58125 05/16/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 AS 144A
/ ABS-CBDO (55287HAC4) |
|
|
|
|
|
|
|
| FNMA POOL DB0830 FN 04/54 FIXED 6
/ ABS-MBS (3140A94Q0) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250730
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A
/ ABS-O (42806MCK3) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250825
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT GBP SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.46000 03/13/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS CLP 5.02000 11/05/24-6Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/4.10000 01/21/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.52000 03/27/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| IRS PLN 4.93000 11/04/24-5Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20251217
/ DFE (000000000) |
|
|
|
|
|
|
|
| INF SWAP US IT 2.5025 03/25/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A
/ ABS-CBDO (55416AAA7) |
|
|
|
|
|
|
|
| IRS EUR 2.42000 03/07/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20251128
/ DFE (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.16 SP SAL
/ DCR (000000000) |
|
|
|
|
|
|
|
| TSY INFL IX N/B 07/34 1.875
/ DBT (91282CLE9) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT NOK SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A
/ ABS-O (69547XAA0) |
|
|
|
|
|
|
|
| SOLD COP BOUGHT USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| RADMFENT TRS EQUITY SOFR+59 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| FED HM LN PC POOL QI6075 FR 05/54 FIXED 6
/ ABS-MBS (3133WCXC3) |
|
|
|
|
|
|
|
| ERAEMLT TRS EQUITY FEDL01+111 MEI
/ DE (000000000) |
|
|
|
|
|
|
|
| ERAUSST TRS EQUITY SOFR+35 JPM
/ DE (000000000) |
|
|
|
|
|
|
|
| NDDUEAFE TRS EQUITY SOFR+29 MYI
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| MARS INC SR UNSECURED 144A 03/35 5.2
/ DBT (571676BA2) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD ILS BOUGHT USD 20250709
/ DFE (000000000) |
|
|
|
|
|
|
|
| GA GLOBAL FUNDING TRUST SECURED 144A 01/35 5.9
/ DBT (36143L2S3) |
|
|
|
|
|
|
|
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR
/ DBT (92849FAC2) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250922
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD INR BOUGHT USD 20250709
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95
/ DBT (40440VAK1) |
|
|
|
|
|
|
|
| FNMA POOL DB0829 FN 04/54 FIXED 6
/ ABS-MBS (3140A94P2) |
|
|
|
|
|
|
|
| FHR 5557 FM SOFR30A+110BP
/ ABS-MBS (955TAMII5) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A
/ ABS-O (17331QAB2) |
|
|
|
|
|
|
|
| REPUBLIC OF PANAMA EUR TERM LOAN 2
/ LON (BA000HCH9) |
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25
|
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR JPY MUTK/2.00000 06/18/25-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| CDX IG43 5Y ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| 317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.00000 06/21/23-7Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.90750 03/04/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT CHF SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| REACH FINANCIAL LLC REACH 2025 1A B 144A
/ ABS-O (75525PAB8) |
|
|
|
|
|
|
|
| H / Hyatt Hotels Corporation
|
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A
/ ABS-CBDO (63942YAA2) |
|
|
|
|
|
|
|
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000
/ DBT (69828QAD9) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A
/ ABS-CBDO (03332DAA2) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| EURO-BUND FUTURE SEP25 XEUR 20250908
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250703
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| FREDDIE MAC FHR 5557 FM
/ ABS-MBS (3137HLZ21) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| CPS AUTO TRUST CPS 2024 A A 144A
/ ABS-O (22411CAA8) |
|
|
|
|
|
|
|
| AU3FN0029609 / AAI Ltd
|
|
|
|
|
|
|
|
| RADMFENT TRS EQUITY SOFR+55 JPM
/ DE (000000000) |
|
|
|
|
|
|
|
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5
/ DBT (36143L2T1) |
|
|
|
|
|
|
|
| RADMFENT TRS EQUITY SOFR+67 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A
/ ABS-O (33843VAC7) |
|
|
|
|
|
|
|
| IRS CZK 3.76000 11/01/24-10Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RADMFXNT TRS EQUITY FEDL01+48 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 05/07/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 12/18/24-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BZ2331 FN 08/30 FIXED 4.86
/ ABS-MBS (3140NWSV8) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 06/20/24-20Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20251203
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS AUD 4.50000 06/18/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOFTBANK GROUP CORP SNR JP SP GST
/ DCR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250703
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| NDDUEAFE TRS EQUITY SOFR+0 MYI
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250709
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250711
/ DFE (000000000) |
|
|
|
|
|
|
|
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A
/ ABS-O (37988XAB1) |
|
|
|
|
|
|
|
| FNMA POOL CB9448 FN 11/54 FIXED 4.5
/ ABS-MBS (3140QVQA5) |
|
|
|
|
|
|
|
| FED HM LN PC POOL QI7525 FR 06/54 FIXED 6
/ ABS-MBS (3133WELE8) |
|
|
|
|
|
|
|
| 01626P148 / Alimentation Couche-Tard Inc
|
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A
/ ABS-O (12670DAA3) |
|
|
|
|
|
|
|
| IRS EUR 2.67000 04/03/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| FCT / Fincantieri S.p.A.
|
|
|
|
|
|
|
|
| FREDDIE MAC FHR 5549 BF
/ ABS-MBS (3137HLS52) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CHF BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RADMFUNT TRS EQUITY SOFR-14 JPM
/ DE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716
/ DCR (OP00442S4) |
|
|
|
|
|
|
|
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD DKK BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94
|
|
|
|
|
|
|
|
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A
/ ABS-O (30336CAE5) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 B
/ ABS-O (69548RAB0) |
|
|
|
|
|
|
|
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A
/ ABS-O (78435VAC6) |
|
|
|
|
|
|
|
| ERAUSST TRS EQUITY FEDL01+36 MYI
/ DE (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BS9073 FN 07/30 FIXED 4.54
/ ABS-MBS (3140LLCK5) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A
/ ABS-CBDO (77588JAA4) |
|
|
|
|
|
|
|
| SOLD PLN BOUGHT USD 20250710
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL
/ DBT (46849LUZ2) |
|
|
|
|
|
|
|
| ERAUSLT TRS EQUITY SOFR+53 MYI
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PLN BOUGHT USD 20250710
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250703
/ DFE (000000000) |
|
|
|
|
|
|
|
| RU20INTR TRS EQUITY SOFR+32 RBC
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250708
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| TRT061124T11 / Turkey Government Bond
|
|
|
|
|
|
|
|
| SOLD NOK BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| MORGAN STANLEY SNR S* ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| RTX / RTX Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FREDDIE MAC FHR 5513 MF
/ ABS-MBS (3137HKEX8) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| PROLOGIS LP SR UNSECURED 02/33 4.2
/ DBT (74340XCP4) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| PIKES PEAK CLO PIPK 2018 2A ARR 144A
/ ABS-CBDO (72133JAY3) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 B 144A
/ ABS-O (69544NAC1) |
|
|
|
|
|
|
|
| RADMFENT TRS EQUITY FEDL01+68 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| ERAUSST TRS EQUITY SOFR+40 MBC
/ DE (000000000) |
|
|
|
|
|
|
|
| PARIBAS REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.90500 03/12/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US 2YR NOTE (CBT) SEP25 XCBT 20250930
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.25000 09/17/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| ARES CLO LTD ARES 2015 2A AR3 144A
/ ABS-CBDO (04015GAX7) |
|
|
|
|
|
|
|
| ERAEMLT TRS EQUITY SOFR+120.5 MEI
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CZK BOUGHT USD 20250822
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250711
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT SEK SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| SOLD HKD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.61000 03/24/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| EURO-BUXL 30Y BND SEP25 XEUR 20250908
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD CHF BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| ERADXULT TRS EQUITY SOFR+95 MYI
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD GBP BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| FED HM LN PC POOL WA4832 FR 11/43 FIXED 3.65
/ ABS-MBS (3142ACEE5) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250717
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/4.01500 12/30/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BZ2327 FN 10/33 FIXED 5.06
/ ABS-MBS (3140NWSR7) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD DKK BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250709
/ DFE (000000000) |
|
|
|
|
|
|
|
| PEMEX LCDS SP DUB
/ DCR (000000000) |
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250707
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| ERAUSLT TRS EQUITY FEDL01+85 MYI
/ DE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.52000 04/09/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| OIS COP IBR/7.49800 11/25/24-3Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP
/ DBT (48002AUE2) |
|
|
|
|
|
|
|
| US LONG BOND(CBT) SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT AUD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| TRT061124T11 / Turkey Government Bond
|
|
|
|
|
|
|
|
| TSY INFL IX N/B 01/34 1.75
/ DBT (91282CJY8) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| FED HM LN PC POOL QI8171 FR 06/54 FIXED 6
/ ABS-MBS (3133WFCG0) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A
/ ABS-O (69548AAA9) |
|
|
|
|
|
|
|
| FNMA POOL CB9627 FN 12/54 FIXED 4.5
/ ABS-MBS (3140QVVV3) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD MXN BOUGHT USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| INF SWAP US IT 2.5225 03/27/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.84200 03/04/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.40000 02/12/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| FED HM LN PC POOL QI6798 FR 05/54 FIXED 6
/ ABS-MBS (3133WDRT1) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 07/25 0.00000
/ DBT (912797NX1) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
/ RA (000000000) |
|
|
|
|
|
|
|
| SOLD NOK BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT EUR SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BZ0976 FN 05/29 FIXED 4.85
/ ABS-MBS (3140NVCN5) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/4.09000 01/22/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250807
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.40000 04/09/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| FNR 202554 FM SOFR30A+110BP
/ ABS-MBS (938KTUII8) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| NDDUEAFE TRS EQUITY FEDL01+33 CBK
/ DE (000000000) |
|
|
|
|
|
|
|
| BOUGHT EUR SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 07/25 0.00000
/ DBT (912797LW5) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| RU20INTR TRS EQUITY SOFR+33 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SAN DIEGO G + E 1ST MORTGAGE 04/54 5.55
/ DBT (797440CF9) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| US 10YR ULTRA FUT SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250729
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SCE.PRK / SCE Trust V - Preferred Security
|
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
|
|
|
|
|
|
|
|
| RFR USD SOFR/4.00000 06/20/24-2Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A
/ ABS-CBDO (03331FAA8) |
|
|
|
|
|
|
|
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A
/ ABS-O (89616LAA0) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.68000 08/07/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD PLN BOUGHT USD 20250710
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD INR BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BS9613 FN 10/28 FIXED 4.77
/ ABS-MBS (3140LLVF5) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| FCT / Fincantieri S.p.A.
|
|
|
|
|
|
|
|
| FNMA POOL AJ7493 FN 12/26 FIXED 3
/ ABS-MBS (3138E0KF5) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250808
/ DFE (000000000) |
|
|
|
|
|
|
|
| BNP PARIBAS SNR SE ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.50000 12/20/23-7Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| WELF 2021 1A A1R TSFR3M 04/34 5.49348
/ ABS-MBS (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SEK BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| US 10YR NOTE (CBT)SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.50000 06/18/25-15Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| 01626P148 / Alimentation Couche-Tard Inc
|
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A
/ ABS-CBDO (03329LAS0) |
|
|
|
|
|
|
|
| ZCS BRL 13.3537 05/12/25-01/02/29 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT ILS SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.00000 06/21/23-10Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 3.30500 11/27/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 3.28000 11/22/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1
/ LON (BA000BY62) |
|
|
|
|
|
|
|
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103
/ DIR (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BS9220 FN 08/30 FIXED 4.72
/ ABS-MBS (3140LLG62) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.88400 03/25/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| AXP / American Express Company - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 09/25 0.00000
/ DBT (912797PW1) |
|
|
|
|
|
|
|
| J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25
|
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| XS2318315921 / Asian Infrastructure Investment Bank/The
|
|
|
|
|
|
|
|
| IRS MXN 9.43000 10/31/24-1Y* (WHT) CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A
/ ABS-O (78435VAB8) |
|
|
|
|
|
|
|
| FNMA POOL FS8200 FN 06/54 FIXED VAR
/ ABS-MBS (3140XQDE4) |
|
|
|
|
|
|
|
| FNMA POOL DB0770 FN 03/54 FIXED 6
/ ABS-MBS (3140A92C3) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.89000 03/03/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A
/ ABS-CBDO (09630AAN6) |
|
|
|
|
|
|
|
| US 5YR NOTE (CBT) SEP25 XCBT 20250930
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD NZD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.59000 08/19/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| OIS MXN TIIE1/8.27000 03/19/25-10Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/21/23-5Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| ERADXULT TRS EQUITY SOFR+70 MEI
/ DE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.45000 05/05/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4
/ DBT (30225VAU1) |
|
|
|
|
|
|
|
| BOUGHT HUF SOLD USD 20250822
/ DFE (000000000) |
|
|
|
|
|
|
|
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| RFR GBP SONIO/3.50000 03/19/25-5Y LCH
/ DIR (000000000) |
|
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| TRT061124T11 / Turkey Government Bond
|
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| SOLD NOK BOUGHT USD 20250804
/ DFE (000000000) |
|
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| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
|
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| MORGAN STANLEY SNR S* ICE
/ DCR (000000000) |
|
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| US855541AA68 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A
|
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| US61749BAF04 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D
|
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|
|
| BOUGHT TWD SOLD USD 20250714
/ DFE (000000000) |
|
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|
|
| RTX / RTX Corporation - Depositary Receipt (Common Stock)
|
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| FREDDIE MAC FHR 5513 MF
/ ABS-MBS (3137HKEX8) |
|
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|
|
| PROLOGIS LP SR UNSECURED 02/33 4.2
/ DBT (74340XCP4) |
|
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|
|
|
|
| PIKES PEAK CLO PIPK 2018 2A ARR 144A
/ ABS-CBDO (72133JAY3) |
|
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|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 B 144A
/ ABS-O (69544NAC1) |
|
|
|
|
|
|
|
| RADMFENT TRS EQUITY FEDL01+68 BPS
/ DE (000000000) |
|
|
|
|
|
|
|
| ERAUSST TRS EQUITY SOFR+40 MBC
/ DE (000000000) |
|
|
|
|
|
|
|
| PARIBAS REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.90500 03/12/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US 2YR NOTE (CBT) SEP25 XCBT 20250930
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.25000 09/17/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| ARES CLO LTD ARES 2015 2A AR3 144A
/ ABS-CBDO (04015GAX7) |
|
|
|
|
|
|
|
| ERAEMLT TRS EQUITY SOFR+120.5 MEI
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CZK BOUGHT USD 20250822
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250711
/ DFE (000000000) |
|
|
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|
|
|
|
| BOUGHT SEK SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CHF BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| ERADXULT TRS EQUITY SOFR+95 MYI
/ DE (000000000) |
|
|
|
|
|
|
|
| SOLD GBP BOUGHT USD 20250702
/ DFE (000000000) |
|
|
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|
|
| FED HM LN PC POOL WA4832 FR 11/43 FIXED 3.65
/ ABS-MBS (3142ACEE5) |
|
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|
|
|
| SOLD PEN BOUGHT USD 20250717
/ DFE (000000000) |
|
|
|
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|
|
| RFR USD SOFR/4.01500 12/30/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BZ2327 FN 10/33 FIXED 5.06
/ ABS-MBS (3140NWSR7) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250709
/ DFE (000000000) |
|
|
|
|
|
|
|
| PEMEX LCDS SP DUB
/ DCR (000000000) |
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250707
/ DFE (000000000) |
|
|
|
|
|
|
|
| ERAUSLT TRS EQUITY FEDL01+85 MYI
/ DE (000000000) |
|
|
|
|
|
|
|
| OIS COP IBR/7.49800 11/25/24-3Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP
/ DBT (48002AUE2) |
|
|
|
|
|
|
|
| US LONG BOND(CBT) SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT AUD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| TRT061124T11 / Turkey Government Bond
|
|
|
|
|
|
|
|
| TSY INFL IX N/B 01/34 1.75
/ DBT (91282CJY8) |
|
|
|
|
|
|
|
| FED HM LN PC POOL QI8171 FR 06/54 FIXED 6
/ ABS-MBS (3133WFCG0) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A
/ ABS-O (69548AAA9) |
|
|
|
|
|
|
|
| US31371NSV81 / FANNIE MAE 5.00% 03/01/2028 FNMA 30
|
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250729
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CHF SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| US61753KAC09 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5
|
|
|
|
|
|
|
|
| FNMA POOL CB9627 FN 12/54 FIXED 4.5
/ ABS-MBS (3140QVVV3) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| US694308JW85 / Pacific Gas and Electric Co
|
|
|
|
|
|
|
|
| INF SWAP US IT 2.5225 03/27/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.84200 03/04/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.40000 02/12/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| FED HM LN PC POOL QI6798 FR 05/54 FIXED 6
/ ABS-MBS (3133WDRT1) |
|
|
|
|
|
|
|
| IRS EUR 2.25000 09/17/25-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US362341SF70 / GSR Mortgage Loan Trust 2005-AR6
|
|
|
|
|
|
|
|
| US36296QPK93 / Ginnie Mae I Pool
|
|
|
|
|
|
|
|
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A
/ ABS-O (31568AAB2) |
|
|
|
|
|
|
|
| US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA
|
|
|
|
|
|
|
|
| US3140GSRX23 / FANNIE MAE POOL FN BH4101
|
|
|
|
|
|
|
|
| US31410GRN50 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3138ANY565 / FNMA POOL AI8831 FN 08/41 FIXED 4.5
|
|
|
|
|
|
|
|
| ERADXULT TRS EQUITY FEDL01+109 MBC
/ DE (000000000) |
|
|
|
|
|
|
|
| US3128M6JM13 / FREDDIE MAC GOLD POOL FG G04468
|
|
|
|
|
|
|
|
| US36291TUF38 / GNMA POOL 637882 GN 04/35 FIXED 5
|
|
|
|
|
|
|
|
| US31418PS221 / FNMA POOL AD2336 FN 02/40 FIXED 4.5
|
|
|
|
|
|
|
|
| REPO BANK AMERICA REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| US31417S3V02 / Uniform Mortgage-Backed Securities
|
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A
/ ABS-CBDO (03331XAA9) |
|
|
|
|
|
|
|
| ERAUSST TRS EQUITY FEDL01+58 RBC
/ DE (000000000) |
|
|
|
|
|
|
|
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A
/ ABS-O (17331QAD8) |
|
|
|
|
|
|
|
.
