Market Value124,620,035
Total Holdings1033
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.

Click the link icon to see the full transaction history.

Upgrade to unlock premium data and export to Excel .

Security Imputed
Share Price		 Prev
Shares		 Current
Shares		 Change
(Percent)		 Prev Value
(USD x1000)		 Current Value
(USD x1000)		 Change
(Percent)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
BOUGHT THB SOLD USD 20250716 / DFE (000000000)
US31419AR660 / Fannie Mae Pool
US3138EGSJ46 / FNMA 5.50% #AL0520 6/41
US31403LUQ21 / FNMA POOL 752191 FN 11/33 FIXED 5.5
US3138ANJA25 / Fannie Mae Pool
US3128L1PU87 / FED HM LN PC POOL A69435 FG 12/37 FIXED 6
US31407PFB94 / Fannie Mae Pool
US3128MMWV14 / Freddie Mac Gold Pool
US31414FS510 / FNMA POOL 965040 FN 09/38 FIXED 4.5
US31407YHH53 / FNMA POOL 844532 FN 11/35 FLOATING VAR
US36267FAC23 / GLS Auto Select Receivables Trust 2023-1
952NPK908 / CREDIT SUISSE GROUP AG COCO JRSUB 144A
US72202G3801 / PIMCO ST FLOATING NAV PORT IV MUTUAL FUND
US31397KZG92 / FREDDIE MAC FHR 3376 FD
US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200
US3128LXAV26 / Freddie Mac Gold Pool
US31410WML99 / FNMA POOL 899563 FN 06/37 FIXED 6
SAGB / Republic of South Africa Government Bond
US05949CCA27 / BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2
MX0SGO0000M6 / Mexican Udibonos
US36296B2K70 / GNMA POOL 686678 GN 05/38 FIXED 5
US31403VDD82 / FNMA POOL 758900 FN 12/33 FLOATING VAR
US06738ECG89 / Barclays PLC
US31410CB842 / FNMA POOL 884863 FN 04/36 FIXED 5.5
US31376KHQ22 / FNMA POOL 357639 FN 11/34 FIXED 5.5
US31403NVY02 / FNMA POOL 754031 FN 12/33 FLOATING VAR
US31413NGG43 / FNMA POOL 950299 FN 08/37 FIXED 5.5
US3128M4WK51 / Freddie Mac Gold Pool
US31394FAF27 / FANNIE MAE FNR 2005 75 AF
MX0MGO0001F1 / Mexican Bonos
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
BOUGHT PLN SOLD USD 20250718 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (000000000)
31402DKE9 / Fnma Pl 725793 5.519 Due 09/01/19 Bond
US31412DLW64 / FNMA POOL 922041 FN 02/37 FIXED 6
US01F0626899 / Uniform Mortgage-Backed Security, TBA
US31407JDY55 / FNMA POOL 831819 FN 10/36 FIXED 6
US31414HJX61 / Fannie Mae Pool
US31371MQC46 / 30 YR SINGLE FAMILY MBS
US31407NQC01 / Fannie Mae Pool
US751152AB50 / RALI 2006 QA7 2A1
US31404V6A14 / FNMA POOL 780365 FN 06/34 FLOATING VAR
US3128K8EE28 / Freddie Mac Gold Pool
US3620AAT817 / Ginnie Mae I Pool
US3128M4QW63 / FED HM LN PC POOL G02869 FG 11/35 FIXED 5
US17330VAA44 / CMLTI_22-A
US21H0406734 / Ginnie Mae
US31414PU648 / Fannie Mae Pool
US3128M6QV39 / Freddie Mac Gold Pool
US36297GKW95 / GNMA POOL 711409 GN 05/39 FIXED 5
US3128P7NZ22 / Federal Home Loan Mortgage Corporation
US31400JR505 / FNMA POOL 689108 FN 02/33 FIXED 5.5
BOUGHT PLN SOLD USD 20250710 / DFE (000000000)
US31417UC524 / FNMA POOL AC7291 FN 12/39 FIXED 4.5
US31416BS829 / Fannie Mae Pool
US01F0506844 / UMBS TBA
US31403CQ795 / FNMA POOL 744878 FN 11/33 FIXED 5.5
US31297VLN63 / FED HM LN PC POOL A39333 FG 10/35 FIXED 5
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
US31390WZK16 / FNMA POOL 658746 FN 08/36 FIXED 6
US31418MGG15 / Fannie Mae Pool
US31415TFV70 / Fannie Mae Pool
US3138XQQC81 / FNMA POOL AW1350 FN 02/44 FIXED 4.5
US31407RVX96 / FNMA POOL 838630 FN 10/35 FIXED 4.5
US31418PS221 / FNMA POOL AD2336 FN 02/40 FIXED 4.5
US31412BFT44 / Fannie Mae Pool
US3138AHGU48 / FNMA POOL AI3810 FN 06/41 FIXED 4.5
US31418MG637 / Fannie Mae Pool
US31412LM721 / Fannie Mae Pool
US3138AAS937 / FNMA POOL AH8643 FN 04/41 FIXED 4.5
US585525ED64 / MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1
US31407FD649 / FNMA POOL 829125 FN 10/35 FIXED 5.5
US3140X6JR36 / Fannie Mae Pool
US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15
US3138ELCT86 / Fannie Mae Pool
US3128KKPP80 / FED HM LN PC POOL A56730 FG 01/37 FIXED 5
US31416VGE83 / FNMA POOL AB0196 FN 02/39 FIXED 5.5
US31412RBR75 / Fannie Mae Pool
US31371PCL22 / FNMA POOL 257575 FN 01/29 FIXED 5
US00442BAB71 / ACE SECURITIES CORP. ACE 2006 HE4 A2A
US31418XNQ78 / FNMA POOL AD9398 FN 06/40 FIXED 4.5
US31410GPD96 / FNMA POOL 888820 FN 07/37 FIXED VAR
US36296QK320 / Ginnie Mae I Pool
US31403DDX49 / Fannie Mae Pool
US31415VK610 / FNMA POOL 990517 FN 09/38 FIXED 6
US31397FNM04 / FREDDIE MAC FHR 3289 FG
US01F0306781 / UMBS TBA
US01F0526800 / Uniform Mortgage-Backed Security, TBA
US3138EHXA54 / FNMA POOL AL1572 FN 09/36 FIXED VAR
US3138A8BH85 / FNMA POOL AH6339 FN 04/41 FIXED 4.5
US3138A5VU38 / FNMA POOL AH4226 FN 03/41 FIXED 4.5
US3138A5W654 / FNMA POOL AH4268 FN 04/41 FIXED 4.5
US36296DP285 / Ginnie Mae I Pool
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
SOLD EUR BOUGHT USD 20250702 / DFE (000000000)
BOUGHT GBP SOLD USD 20250702 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043WK0)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
BOUGHT AUD SOLD USD 20250702 / DFE (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
US36296P6L00 / GNMA POOL 697575 GN 11/38 FIXED 5
RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
SOLD ILS BOUGHT USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (000000000)
SOLD ILS BOUGHT USD 20250718 / DFE (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000)
SOLD AUD BOUGHT USD 20250702 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (000000000)
US52608GAA94 / LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST4 A 144A
US88339FAA12 / Theorem Funding Trust 2022-2
US29445UAN54 / Equifirst Loan Securitization Trust 2007-1
US16412XAJ46 / Cheniere Corpus Christi Holdings LLC
US3128MJCJ76 / Freddie Mac Gold Pool
US040104PC91 / Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3
US12668BBN29 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1
US42806MBS70 / Hertz Vehicle Financing III LLC
EW / Edwards Lifesciences Corporation
US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3
US59024FAF18 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C
US36296JJY29 / GNMA POOL 692479 GN 04/39 FIXED 5
US52607QAA85 / LendingPoint Pass-Through Trust Series 2022-ST2
US31410KXK59 / Fannie Mae Pool
US3623417Z67 / GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1
US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1
US3128JRGY60 / Freddie Mac Non Gold Pool
US31402RRR20 / Fannie Mae Pool
US3128M5BY59 / FED HM LN PC POOL G03355 FG 08/37 FIXED 5
US83162CSN47 / United States Small Business Administration
US81377AAE29 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D
US36176R7B27 / GNMA POOL 774290 GN 02/42 FIXED 5
US07384M2E17 / Bear Stearns ARM Trust 2004-1
US31401XVM63 / Fannie Mae Pool
US36296Q6V63 / GNMA POOL 698484 GN 08/39 FIXED 5
US31406L2T47 / FNMA POOL 813586 FN 03/35 FLOATING VAR
US3129296L18 / Freddie Mac Gold Pool
US31409AF534 / Fannie Mae Pool
US3128M6JE96 / FED HM LN PC POOL G04461 FG 07/38 FIXED 5
US21H0506723 / Ginnie Mae
CZECH / Czech Republic Government Bond
US81375WFJ09 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2
US92922F2G20 / WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust
US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1
US36296UNU06 / Ginnie Mae I Pool
US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2
US362341XG98 / GSR Mortgage Loan Trust 2005-AR7
US36176R7H96 / GNMA POOL 774296 GN 03/42 FIXED 5
US52521YAA47 / LMT 2007-8 1A1
US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A
US61755CAA09 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1
US31371MZM27 / FNMA POOL 256448 FN 10/26 FIXED 6
US12669F6Z19 / CWMBS, Inc.
US31410V6F24 / FNMA POOL 899170 FN 02/37 FIXED 5.5
US362669AK93 / GSR Mortgage Loan Trust 2007-4F
US36296QL310 / GNMA 5.00% 3/39 #697946
US31407EH890 / FNMA POOL 828355 FN 07/35 FIXED 5.5
US31371NLG87 / FNMA POOL 256927 FN 10/27 FIXED 5.5
US3138LT4L90 / FNMA POOL AO3526 FN 04/39 FIXED 4.5
US55336VBQ23 / MPLX LP
US31411S2B18 / FNMA POOL 914370 FN 03/37 FIXED 6
US31414G3K31 / FNMA POOL 966202 FN 12/37 FIXED 6
US36296XU770 / GNMA POOL 704506 GN 05/39 FIXED 5
US542514HN71 / Long Beach Mortgage Loan Trust 2004-4
US31413HWP99 / FNMA POOL 946254 FN 09/37 FIXED 6
US31410GRN50 / Fannie Mae Pool
US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2
US07387AFG58 / Bear Stearns ARM Trust 2005-11
US31371NAA37 / FNMA POOL 256601 FN 02/27 FIXED 6
US3138EK2N45 / Fannie Mae Pool
US31407YNU90 / FNMA POOL 844703 FN 12/35 FIXED 5.5
US31414FFS56 / FNMA POOL 964677 FN 08/38 FIXED 6
US36210B4E28 / Ginnie Mae I Pool
US91683TAB52 / UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A
US31410SS651 / FNMA POOL 896141 FN 06/36 FIXED 5.5
US36296QRU57 / Ginnie Mae I Pool
US36297AKJ15 / Ginnie Mae I Pool
US31407W4J91 / FNMA POOL 843325 FN 10/35 FIXED 5.5
US31418PCG81 / FNMA POOL AD1870 FN 08/40 FIXED 4.5
US31411APZ20 / Federal National Mortgage Association
US31419DG543 / FNMA POOL AE2919 FN 08/40 FIXED 5.5
US31410FVW21 / Fnma Pl 888129 5.537 Due 02/01/37 Bond
US06051GDM87 / Banc of America Funding 2005-D Trust
US3620AVQ470 / GNMA POOL 741275 GN 05/40 FIXED 5
US36295NCQ88 / GNMA POOL 675179 GN 03/38 FIXED 5
US31393BX754 / Fannie Mae Trust 2003-W6
US31417YJ240 / FNMA POOL MA0280 FN 11/29 FIXED 5.5
US31411DY782 / Fannie Mae Pool
US31410FYY59 / Fannie Mae Pool
US31410RNM78 / Federal National Mortgage Association, Inc.
US3138ABDP10 / FNMA POOL AH9109 FN 04/41 FIXED 4.5
US36296X3G79 / GNMA POOL 704699 GN 09/39 FIXED 5
US3128CULV68 / FED HM LN PC POOL G30340 FG 08/27 FIXED 6
US31371M5N36 / Fannie Mae Pool
US31374CPF76 / Fannie Mae Pool
US76110W7G55 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M4
US31402RT583 / FNMA POOL 735972 FN 10/35 FIXED VAR
US31407HRF54 / Fannie Mae Pool
US36295NCS45 / GNMA POOL 675181 GN 03/38 FIXED 5
US31419CSC81 / Fannie Mae Pool
US31416B2P25 / Fannie Mae Pool
US36296XUD47 / Ginnie Mae I Pool
US3128M7KV75 / Freddie Mac Gold Pool
US3620A6DC87 / Government National Mortgage Association
US31407FYD67 / FANNIE MAE 4.392% 06/01/2035 FNMA ARM
US31413FYX40 / Fannie Mae Pool
US31416H4W21 / FNMA POOL AA0836 FN 01/39 FIXED 4.5
US647622AA79 / New Orleans Hotel Trust 2019-HNLA
US3138AE2F95 / FNMA POOL AI1673 FN 06/41 FIXED 4.5
US00764MFT99 / Aegis Asset Backed Securities Trust 2005-3
US31403QP532 / FNMA POOL 754744 FN 11/33 FIXED 5.5
US31404H2N87 / FNMA POOL 769481 FN 02/34 FIXED 5.5
US3128L5HY06 / Freddie Mac Gold Pool
US81377GAA76 / Securitized Asset Backed Receivables LLC Trust 2006-FR4
US59020UL789 / Merrill Lynch Mortgage Capital Inc.
XS2304366656 / HARVEST CLO HARVT 16A ARR 144A
US31368HMQ38 / Fannie Mae Pool
US3128LAFY17 / Freddie Mac Gold Pool
US31396WLX29 / Fannie Mae REMICS
US31371NU520 / Fannie Mae Pool
US3128M7KW58 / FHLMC
US17307GW795 / Citigroup Mortgage Loan Trust 2005-11
US78449DAC02 / SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2B
US01F0326821 / Fannie Mae or Freddie Mac
US362669BJ12 / GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8
US54251MAA27 / Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A
US31410KHH05 / FNMA POOL 889532 FN 04/38 FIXED VAR
US31408DKS26 / FNMA POOL 848205 FN 12/35 FIXED 5.5
US3138AHS809 / FNMA POOL AI4142 FN 06/41 FIXED 4.5
US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust
US3138A5WG35 / FNMA POOL AH4246 FN 04/41 FIXED 4.5
US75115BAB53 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2
US00217VAA89 / AREIT 2022-CRE7 LLC
US14686TAC27 / CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A
US31416JMP39 / FNMA POOL AA1265 FN 08/33 FIXED 4.5
US46625HRY89 / JPMorgan Chase & Co.
US55284AAA60 / MF1 2021-FL7 Ltd
US31407BXK06 / FNMA POOL 826082 FN 07/35 FLOATING VAR
US74922PAC86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3
US31407MWT88 / FNMA POOL 835058 FN 06/35 FLOATING VAR
US31409JUL24 / FNMA POOL 872787 FN 06/36 FIXED 5.5
US61747YEV39 / Morgan Stanley
US040104SR34 / ARGENT SECURITIES INC. ARSI 2006 W3 A2C
US31419A3K17 / Fannie Mae Pool
US31409T6S25 / FNMA POOL 878481 FN 02/36 FIXED 6
US36295QN557 / GNMA POOL 677312 GN 09/38 FIXED 5
US95000U2S19 / Wells Fargo & Co
US3128K8Q254 / FED HM LN PC POOL A47673 FG 11/35 FIXED 5
ZAG000125980 / Republic of South Africa Government Bond
US17307GW530 / Citigroup Mortgage Loan Trust 2005-11
US31411W4N48 / FANNIE MAE POOL FN 917129
US45661KAD28 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1
US31402QYY15 / Fannie Mae Pool
US31416BUC08 / FNMA POOL 995279 FN 12/38 FIXED VAR
US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000
US36291TUF38 / GNMA POOL 637882 GN 04/35 FIXED 5
US3138A1CC37 / FNMA POOL AH0066 FN 02/41 FIXED 4.5
US36296DZF85 / GNMA POOL 688442 GN 05/38 FIXED 5
US41162GAA04 / HarborView Mortgage Loan Trust 2006-11
US31402RTS84 / FNMA POOL 735961 FN 09/35 FLOATING VAR
US3132LAY638 / FED HM LN PC POOL V85233 FG 03/49 FIXED 4
US31371M7J06 / FNMA POOL 256597 FN 02/37 FIXED 5.5
US31397KL827 / Freddie Mac REMICS
US3128M75R30 / Freddie Mac Gold Pool
US31410GNK57 / Fannie Mae Pool
US3128M4W903 / Freddie Mac Gold Pool
US3128M6JM13 / FREDDIE MAC GOLD POOL FG G04468
US925650AB99 / VICI Properties LP
US31400RKV23 / Fannie Mae Pool
US3138ANY565 / FNMA POOL AI8831 FN 08/41 FIXED 4.5
US01F0606834 / Uniform Mortgage-Backed Security, TBA
US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1
US86359SAD62 / Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC5, Class A4
US31418RB751 / FNMA POOL AD3661 FN 05/40 FIXED 4.5
US576433C539 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2
US31402DP797 / Fannie Mae Pool
US69121PAY97 / OWNIT 2005-4 M1
US3128KKZG71 / FED HM LN PC POOL A57043 FG 02/37 FIXED 5
US3138EKSM86 / Fannie Mae Pool
US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A
US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030
US3128K9RM89 / FED HM LN PC POOL A48592 FG 03/36 FIXED 6
US31396XNT71 / FANNIE MAE FNR 2007 96 AF
US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A
US3128CUM299 / FED HM LN PC POOL G30377 FG 12/27 FIXED 6
US31409XPU71 / FNMA POOL 881635 FN 02/36 FIXED 5.5
US31412MTG32 / Fannie Mae Pool
US36200JJZ49 / GOVT NATL MORTG ASSN 5.00% 12/15/2035 GNMA SF
US31417S3V02 / Uniform Mortgage-Backed Securities
US65535VLL08 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5
US31409VPY38 / FNMA POOL 879839 FN 01/36 FIXED 6
US31403MUU16 / FNMA POOL 753095 FN 12/33 FIXED 5.5
US31406XXM90 / FNMA POOL 823384 FN 05/35 FIXED 5.5
US31414L2H03 / Fannie Mae Pool
US31385XNR43 / Fannie Mae Pool
US31417VAP85 / FNMA POOL AC8113 FN 01/36 FIXED 5.5
US3128M6WG97 / FHLMC
US320276AF51 / First Franklin Mortgage Loan Trust 2006-FF9
US31403C5S66 / Fannie Mae Pool
US36212TA538 / GNMA POOL 542828 GN 06/35 FIXED 5
US36295KGC18 / GNMA POOL 672595 GN 02/38 FIXED 5
US31404MZ926 / FNMA POOL 773068 FN 03/34 FIXED 5.5
US91282CEZ05 / U.S. Treasury Inflation Linked Notes
US31410KAA25 / Fannie Mae Pool
US225401BC11 / UBS Group AG
US31403C6S57 / UMBS, 30 Year
US31411DAE94 / FNMA POOL 904605 FN 11/36 FIXED 6
US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4
US36296UE309 / GNMA POOL 701354 GN 02/39 FIXED 5
US07386HWZ09 / CORP CMO
US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A
US312929MQ29 / Freddie Mac Gold Pool
US31396WTU08 / Fannie Mae REMICS
US31408DFG43 / Fannie Mae Pool
US3128JREM41 / FED HM LN PC POOL 847340 FH 11/34 FLOATING VAR
US46628BBC37 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1
US31416YNX21 / FNMA POOL AB3105 FN 05/41 FIXED 4.5
US12667GTQ63 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A4
US31397KE319 / FHLMC, Series 3360, Class FC
US59020UZ656 / MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 02/25/36 2005-A10 A
US31412SD287 / FNMA POOL 933121 FN 01/38 FIXED 5.5
US07384MZQ85 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 1A1
US36296QZD41 / Ginnie Mae I Pool
US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1
US31407T7L82 / FNMA POOL 840699 FN 09/35 FIXED 5.5
US16162YAE59 / Chase Mortgage Finance Trust, Series 2006-S4, Class A5
US3128LBC556 / FED HM LN PC POOL A77292 FG 04/38 FIXED 5
US46628GAL32 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1
US949789AA94 / Wells Fargo Mortgage Backed Securities 2006-AR19 Trust
US3128M6B985 / Freddie Mac Gold Pool
US16163CAN20 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1
US31412AWT77 / FNMA POOL 919658 FN 09/37 FIXED 6
US31416YE870 / FNMA POOL AB2858 FN 01/39 FIXED 5.5
US3128L9KD44 / FED HM LN PC POOL A75692 FG 04/38 FIXED 5
US126650BQ21 / CVS Pass-Through Trust
US31371MKF31 / Federal National Mortgage Association Pool #255994
US31407ADE82 / Fannie Mae Pool
US31415XKP59 / FNMA POOL 992302 FN 01/39 FIXED 5.5
US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000
US31410GNL31 / FNCL UMBS 5.5 888795 11-01-36
US3128M7HT66 / Freddie Mac Gold Pool
US31297F2U64 / FED HM LN PC POOL A27987 FG 07/34 FIXED 5
US41161QAD34 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A
US38141GZR81 / Goldman Sachs Group Inc/The
US31412DLU09 / FNMA POOL 922039 FN 02/37 FIXED 5.5
US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust
US31410KXL33 / Fannie Mae Pool
US3128M4AK99 / FED HM LN PC POOL G02410 FG 01/36 FIXED 5
US3128M7E441 / FGOLD 30YR GIANT
US31416CD290 / FNMA POOL 995721 FN 03/39 FIXED VAR
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD NOK BOUGHT USD 20250702 / DFE (000000000)
BOUGHT THB SOLD USD 20250716 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD KRW BOUGHT USD 20250714 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
BOUGHT TWD SOLD USD 20250714 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
SOLD PEN BOUGHT USD 20251114 / DFE (000000000)
SOLD CHF BOUGHT USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT TRY SOLD USD 20250729 / DFE (000000000)
TSY INFL IX N/B 01/35 2.125 / DBT (91282CML2)
SOLD CAD BOUGHT USD 20250702 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
BOUGHT PLN SOLD USD 20250710 / DFE (000000000)
317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (000000000)
RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
CDX IG44 5Y ICE / DCR (000000000)
IRS EUR 2.28000 03/04/25-5Y LCH / DIR (000000000)
SOLD NZD BOUGHT USD 20250804 / DFE (000000000)
INF SWAP US IT 2.52 03/27/25-5Y LCH / DIR (000000000)
RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (000000000)
SOLD AUD BOUGHT USD 20250805 / DFE (000000000)
BOUGHT TRY SOLD USD 20251217 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
FCT / Fincantieri S.p.A.
FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (3140NVEB9)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
SOLD TRY BOUGHT USD 20250729 / DFE (000000000)
VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE / DCR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
BOUGHT GBP SOLD USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
TSY INFL IX N/B 04/29 2.125 / DBT (91282CKL4)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD CAD BOUGHT USD 20250805 / DFE (000000000)
SOLD EUR BOUGHT USD 20250702 / DFE (000000000)
IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD PEN BOUGHT USD 20250918 / DFE (000000000)
FNMA POOL AL6924 FN 01/45 FIXED VAR / ABS-MBS (3138EPVS0)
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (000000000)
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000)
SOLD PEN BOUGHT USD 20260209 / DFE (000000000)
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
SOLD EUR BOUGHT USD 20250702 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000)
TREASURY BILL 08/25 0.00000 / DBT (912797MG9)
RFR USD SOFR/3.75000 06/20/24-15Y CME / DIR (000000000)
RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000)
BOUGHT THB SOLD USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (000000000)
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
FNMA POOL AX2488 FN 10/44 FIXED 4 / ABS-MBS (3138Y3XS5)
RFR USD SOFR/3.75000 06/20/24-9Y CME / DIR (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000)
IRS EUR 2.91000 12/29/23-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
SOLD SEK BOUGHT USD 20250804 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT CHF SOLD USD 20250702 / DFE (000000000)
CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD TRY BOUGHT USD 20250707 / DFE (000000000)
ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
BOUGHT SEK SOLD USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD PEN BOUGHT USD 20250731 / DFE (000000000)
SOLD PEN BOUGHT USD 20250804 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
SOLD ILS BOUGHT USD 20250718 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000)
RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (000000000)
IRS EUR 2.99000 12/08/23-10Y LCH / DIR (000000000)
31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
TREASURY BILL 08/25 0.00000 / DBT (912797PQ4)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
TRT061124T11 / Turkey Government Bond
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (000000000)
RFR USD SOFR/3.80902 12/02/24-7Y* LCH / DIR (000000000)
RFR USD SOFR/3.75000 06/20/24-20Y CME / DIR (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000)
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (3140JCM50)
RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (000000000)
31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043SX7)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000)
BOUGHT GBP SOLD USD 20250702 / DFE (000000000)
TSY INFL IX N/B 04/29 2.125 / DBT (91282CKL4)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD PEN BOUGHT USD 20250918 / DFE (000000000)
RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (000000000)
FNMA POOL AL6924 FN 01/45 FIXED VAR / ABS-MBS (3138EPVS0)
BOUGHT KRW SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (000000000)
RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
SOLD ILS BOUGHT USD 20250702 / DFE (000000000)
BOUGHT CHF SOLD USD 20250702 / DFE (000000000)
BOUGHT PEN SOLD USD 20251105 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD CAD BOUGHT USD 20250805 / DFE (000000000)
IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000)
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (000000000)
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000)
SOLD PEN BOUGHT USD 20260209 / DFE (000000000)
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
SOLD SEK BOUGHT USD 20250702 / DFE (000000000)
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250814 / DFE (000000000)
SPTR TRS EQUITY FEDL01+82 FAR / DE (000000000)
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP00442S4)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
TREASURY BILL 08/25 0.00000 / DBT (912797MG9)
RFR USD SOFR/3.75000 06/20/24-15Y CME / DIR (000000000)
RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000)
BOUGHT THB SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (000000000)
SOLD ILS BOUGHT USD 20250709 / DFE (000000000)
TREASURY BILL 08/25 0.00000 / DBT (912797PN1)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
SOLD PEN BOUGHT USD 20250808 / DFE (000000000)
FNMA POOL AX2488 FN 10/44 FIXED 4 / ABS-MBS (3138Y3XS5)
RFR USD SOFR/3.75000 06/20/24-9Y CME / DIR (000000000)
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000)
IRS EUR 2.91000 12/29/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SOLD NOK BOUGHT USD 20250804 / DFE (000000000)
SOLD CNH BOUGHT USD 20250716 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
RFR USD SOFR/3.25000 06/18/25-10Y CME / DIR (000000000)
SOLD BRL BOUGHT USD 20250702 / DFE (000000000)
31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (OP0043WJ3)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
SOLD SEK BOUGHT USD 20250804 / DFE (000000000)
BOUGHT CHF SOLD USD 20250702 / DFE (000000000)
IRS EUR 3.30500 11/27/23-10Y LCH / DIR (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock)
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000)
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP0043Z50)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
CITIGROUP REPO REPO 5807 / RA (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (000000000)
SOLD TRY BOUGHT USD 20250707 / DFE (000000000)
SOLD SEK BOUGHT USD 20250702 / DFE (000000000)
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000)
SOLD GBP BOUGHT USD 20250702 / DFE (000000000)
SOLD NZD BOUGHT USD 20250702 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000)
SOLD AUD BOUGHT USD 20250702 / DFE (000000000)
BA / The Boeing Company - Depositary Receipt (Common Stock)
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000)
TREASURY BILL 09/25 0.00000 / DBT (912797PW1)
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
BOUGHT SEK SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (000000000)
IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
SOLD PEN BOUGHT USD 20250731 / DFE (000000000)
SOLD PEN BOUGHT USD 20250804 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000)
SPTR TRS EQUITY SOFR+64 *BULLET* MBC / DE (000000000)
BOUGHT GBP SOLD USD 20250702 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000)
RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (000000000)
IRS EUR 2.99000 12/08/23-10Y LCH / DIR (000000000)
31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
RFR USD SOFR/3.75000 06/20/24-4Y CME / DIR (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
SOLD CZK BOUGHT USD 20250822 / DFE (000000000)
BOUGHT AUD SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20251103 / DFE (000000000)
RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (000000000)
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000)
TREASURY BILL 08/25 0.00000 / DBT (912797PQ4)
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (000000000)
TREASURY BILL 10/25 0.00000 / DBT (912797RD1)
TRT061124T11 / Turkey Government Bond
RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (000000000)
OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
BOUGHT KRW SOLD USD 20250710 / DFE (000000000)
SOLD PEN BOUGHT USD 20251128 / DFE (000000000)
SOLD KRW BOUGHT USD 20250708 / DFE (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.80902 12/02/24-7Y* LCH / DIR (000000000)
RFR USD SOFR/3.75000 06/20/24-20Y CME / DIR (000000000)
RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (000000000)
IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
BOUGHT PLN SOLD USD 20250710 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000)
RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000)
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.84199 12/02/24-4Y* LCH / DIR (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
SOLD PEN BOUGHT USD 20250814 / DFE (000000000)
BOUGHT NOK SOLD USD 20250702 / DFE (000000000)
SPTR TRS EQUITY FEDL01+82 FAR / DE (000000000)
FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (3140JCM50)
SPTR TRS EQUITY SOFR+70 BOA / DE (000000000)
RFR USD SOFR/3.81000 01/02/24-10Y LCH / DIR (000000000)
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP00442S4)
RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (000000000)
31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043SX7)
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
BOUGHT JPY SOLD USD 20250702 / DFE (000000000)
SOLD INR BOUGHT USD 20250709 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000)
BOUGHT BRL SOLD USD 20250702 / DFE (000000000)
317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000)
SOLD PEN BOUGHT USD 20251219 / DFE (000000000)
BOUGHT IDR SOLD USD 20250716 / DFE (000000000)
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000)
SOLD TRY BOUGHT USD 20251217 / DFE (000000000)
BOUGHT PLN SOLD USD 20250718 / DFE (000000000)
RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (000000000)
BOUGHT KRW SOLD USD 20250716 / DFE (000000000)
BOUGHT PLN SOLD USD 20250718 / DFE (000000000)
RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (000000000)
SOLD IDR BOUGHT USD 20250711 / DFE (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000)
SOLD ILS BOUGHT USD 20250702 / DFE (000000000)
BOUGHT CHF SOLD USD 20250702 / DFE (000000000)
BOUGHT PEN SOLD USD 20251105 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250917 / DFE (000000000)
SOLD CHF BOUGHT USD 20250804 / DFE (000000000)
BOUGHT MXN SOLD USD 20250917 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
IRS EUR 3.28000 11/22/23-10Y LCH / DIR (000000000)
5831 / Shizuoka Financial Group,Inc.
SOLD ILS BOUGHT USD 20250709 / DFE (000000000)
TREASURY BILL 08/25 0.00000 / DBT (912797PN1)
IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000)
BOUGHT ILS SOLD USD 20250702 / DFE (000000000)
SOLD PEN BOUGHT USD 20250808 / DFE (000000000)
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000)
SOLD NOK BOUGHT USD 20250804 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (3140LLW72)
RFR USD SOFR/3.25000 06/18/25-10Y CME / DIR (000000000)
RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (000000000)
31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (OP0043WJ3)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (OP0043WK0)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000)
IRS EUR 3.30500 11/27/23-10Y LCH / DIR (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock)
RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (OP0043Z50)
CITIGROUP REPO REPO 5807 / RA (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000)
SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000)
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000)
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000)
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000)
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000)
SOLD GBP BOUGHT USD 20250702 / DFE (000000000)
SOLD NZD BOUGHT USD 20250702 / DFE (000000000)
IRS EUR 3.25000 11/06/23-10Y LCH / DIR (000000000)
BOUGHT BRL SOLD USD 20250903 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (000000000)
BOUGHT AUD SOLD USD 20250702 / DFE (000000000)
TREASURY BILL 07/25 0.00000 / DBT (912797PG6)
US31416VKF03 / FNMA POOL AB0293 FN 11/38 FIXED 6
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000)
BOUGHT JPY SOLD USD 20250804 / DFE (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (3140JCM76)
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
BA / The Boeing Company - Depositary Receipt (Common Stock)
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
TREASURY BILL 09/25 0.00000 / DBT (912797PW1)
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000)
RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000)
SOLD SGD BOUGHT USD 20250702 / DFE (000000000)
IRS EUR 2.89000 12/22/23-10Y LCH / DIR (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
SOLD PEN BOUGHT USD 20250910 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (000000000)
IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000)
BOUGHT PEN SOLD USD 20250917 / DFE (000000000)
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000)
SPTR TRS EQUITY SOFR+64 *BULLET* MBC / DE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (000000000)
SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
BOUGHT TWD SOLD USD 20250716 / DFE (000000000)
SOLD ILS BOUGHT USD 20250702 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
RFR USD SOFR/3.75000 06/20/24-4Y CME / DIR (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
SOLD CZK BOUGHT USD 20250822 / DFE (000000000)
BOUGHT AUD SOLD USD 20250702 / DFE (000000000)
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20251103 / DFE (000000000)
RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (000000000)
US36176DEZ24 / GINNIE MAE I POOL GN 762752
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (000000000)
TREASURY BILL 08/25 0.00000 / DBT (912797PP6)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
TREASURY BILL 10/25 0.00000 / DBT (912797RD1)
SOLD TRY BOUGHT USD 20250728 / DFE (000000000)
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
SOLD TWD BOUGHT USD 20250716 / DFE (000000000)
BOUGHT EUR SOLD USD 20250804 / DFE (000000000)
RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT NZD SOLD USD 20250702 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
BOUGHT KRW SOLD USD 20250710 / DFE (000000000)
SOLD PEN BOUGHT USD 20251128 / DFE (000000000)
SOLD KRW BOUGHT USD 20250708 / DFE (000000000)
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000)
FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (3138E0LC1)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (000000000)
IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250929 / DFE (000000000)
CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (000000000)
SOLD CNH BOUGHT USD 20250820 / DFE (000000000)
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000)
SOLD EUR BOUGHT USD 20250804 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/3.84199 12/02/24-4Y* LCH / DIR (000000000)
BOUGHT NOK SOLD USD 20250702 / DFE (000000000)
SPTR TRS EQUITY SOFR+70 BOA / DE (000000000)
RFR USD SOFR/3.81000 01/02/24-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD INR BOUGHT USD 20250709 / DFE (000000000)
SOLD JPY BOUGHT USD 20250702 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000)
CRB SECURITIZATION TRUST CRB 2023 1 A 144A / ABS-O (12670DAA3)
BOUGHT INR SOLD USD 20250820 / DFE (000000000)
BOUGHT SGD SOLD USD 20250702 / DFE (000000000)
SOLD PEN BOUGHT USD 20251219 / DFE (000000000)
BOUGHT TWD SOLD USD 20250709 / DFE (000000000)
BOUGHT IDR SOLD USD 20250714 / DFE (000000000)
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000)
SOLD TRY BOUGHT USD 20251217 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (000000000)
317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000)
BOUGHT TWD SOLD USD 20250820 / DFE (000000000)
SOLD MXN BOUGHT USD 20250917 / DFE (000000000)
SOLD IDR BOUGHT USD 20250711 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
BOUGHT CAD SOLD USD 20250702 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
IRS CZK 3.76000 11/01/24-10Y CME / DIR (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
SOLD SGD BOUGHT USD 20250805 / DFE (000000000)
RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
BOUGHT PLN SOLD USD 20250718 / DFE (000000000)
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
SOLD THB BOUGHT USD 20250716 / DFE (000000000)
SOLD GBP BOUGHT USD 20250804 / DFE (000000000)
SOLD TWD BOUGHT USD 20250820 / DFE (000000000)
IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000)
SOLD PEN BOUGHT USD 20250917 / DFE (000000000)
SOLD CHF BOUGHT USD 20250804 / DFE (000000000)
US31397KC909 / Freddie Mac REMICS
BOUGHT CNH SOLD USD 20250820 / DFE (000000000)
BOUGHT MXN SOLD USD 20250917 / DFE (000000000)
IRS EUR 3.28000 11/22/23-10Y LCH / DIR (000000000)
5831 / Shizuoka Financial Group,Inc.
TREASURY BILL 07/25 0.00000 / DBT (912797NX1)
BOUGHT ILS SOLD USD 20250702 / DFE (000000000)
IRS EUR 3.12800 12/04/23-10Y LCH / DIR (000000000)
RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (000000000)
FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (3140LLW72)
RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (000000000)
US31410KNH31 / Fannie Mae Pool
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000)
RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (000000000)
US3128M7EX06 / Freddie Mac Gold Pool
SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000)
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000)
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000)
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000)
US31371KVF55 / Fannie Mae Pool
US31410GHP19 / Fannie Mae Pool
US3138EKW351 / Fannie Mae Pool
US36296GTL58 / GNMA POOL 690955 GN 06/38 FIXED 5
RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (000000000)
IRS EUR 3.25000 11/06/23-10Y LCH / DIR (000000000)
BOUGHT BRL SOLD USD 20250903 / DFE (000000000)
TREASURY BILL 07/25 0.00000 / DBT (912797PG6)
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000)
FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (3140JCM76)
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94
RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000)
IRS EUR 2.89000 12/22/23-10Y LCH / DIR (000000000)
SOLD KRW BOUGHT USD 20250716 / DFE (000000000)
SOLD PEN BOUGHT USD 20250910 / DFE (000000000)
SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000)
OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (000000000)
TREASURY BILL 08/25 0.00000 / DBT (912797PP6)
SOLD TRY BOUGHT USD 20250728 / DFE (000000000)
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (000000000)
BOUGHT EUR SOLD USD 20250804 / DFE (000000000)
RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (000000000)
CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (000000000)
BOUGHT NZD SOLD USD 20250702 / DFE (000000000)
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000)
FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (3138E0LC1)
SOLD PEN BOUGHT USD 20250929 / DFE (000000000)
SOLD EUR BOUGHT USD 20250804 / DFE (000000000)
CRB SECURITIZATION TRUST CRB 2023 1 A 144A / ABS-O (12670DAA3)
BOUGHT TWD SOLD USD 20250709 / DFE (000000000)
317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000)
BOUGHT CAD SOLD USD 20250702 / DFE (000000000)
IRS CZK 3.76000 11/01/24-10Y CME / DIR (000000000)
RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000)
SOLD GBP BOUGHT USD 20250804 / DFE (000000000)
US31409ADU07 / FNMA POOL 865115 FN 02/36 FIXED 5.5
TREASURY BILL 07/25 0.00000 / DBT (912797NX1)
IRS EUR 3.12800 12/04/23-10Y LCH / DIR (000000000)
US31416CKF22 / Fannie Mae Pool
US31416BN614 / Fannie Mae Pool
US31414CJM10 / FNMA POOL 962068 FN 03/38 FIXED 6
US3138AFVY39 / FNMA POOL AI2430 FN 05/41 FIXED 4.5
US31403YNJ81 / 30 YR SINGLE FAMILY MBS
US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500
US31416JAW18 / Fannie Mae Pool
US86361KAA51 / Structured Asset Investment Loan Trust 2006-BNC3
US31416VGN82 / FNMA 30YR 5.5% 12/01/2038#AB0204
R2037 / South Africa - Sovereign or Government Agency Debt
R2032 / South Africa - Corporate Bond/Note
ZAG000077470 / Republic of South Africa Government Bond
US31297SRD98 / FED HM LN PC POOL A36784 FG 09/35 FIXED 5
US64035GAA76 / Nelnet Student Loan Trust 2021-C
US715638BE14 / Peruvian Government International Bond
US3128K95C43 / FED HM LN PC POOL A48943 FG 05/36 FIXED 5.5
US31406TGE55 / Fannie Mae Pool
US92925VAK61 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A3
US45670CAC10 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 2A1
US31371NDU63 / FNMA POOL 256715 FN 05/27 FIXED 6
US31292JH788 / FED HM LN PC POOL C02054 FG 01/35 FIXED 5.5
US31402X4D54 / FNMA POOL 741620 FN 10/33 FIXED 5.5
US542514DB79 / Long Beach Mortgage Loan Trust, Series 2002-5, Class M1
US06051GGL77 / BANK OF AMERICA CORP SR UNSECURED 04/28 VAR
US31415BDJ52 / FNMA POOL 981705 FN 06/38 FIXED 4.5
US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3
US36295GBH48 / GNMA POOL 669740 GN 08/37 FIXED 6
US36241KZ350 / Ginnie Mae I Pool
US3138ADYY53 / FNMA POOL AI0726 FN 04/41 FIXED 4.5
US31409WLC37 / FNMA POOL 880623 FN 04/36 FIXED 5.5
US31404U4Y36 / FNMA POOL 779439 FN 06/34 FIXED 5.5
US3128KGF865 / FED HM LN PC POOL A53791 FG 11/36 FIXED 5
US3132XWE647 / Freddie Mac Gold Pool
US31411CDR97 / Fannie Mae Pool
US36297KH871 / GNMA POOL 714055 GN 05/39 FIXED 5
US31371NLH60 / Fannie Mae Pool
US31371M7M35 / FNMA POOL 256600 FN 02/27 FIXED 5.5
US15231AAG13 / CENTEX HOME EQUITY CXHE 2006 A M3
US362341XE41 / GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1
US36295LGE56 / GNMA POOL 673497 GN 04/38 FIXED 5
US3138EGSP06 / FNMA POOL AL0525 FN 04/37 FIXED VAR
US3138EKRF45 / FNMA POOL AL3185 FN 02/39 FIXED VAR
US02147DAB73 / Alternative Loan Trust 2006-OA11
US3128M7C957 / Freddie Mac Gold Pool
US3128M6SU38 / Freddie Mac Gold Pool
US31410G2H50 / Fannie Mae Pool
US36241LJY39 / Ginnie Mae I Pool
US31410F3J26 / FNMA POOL 888301 FN 09/36 FIXED VAR
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND
US36291CE761 / GNMA POOL 623958 GN 12/35 FIXED 5
US31410LKA97 / FNMA POOL 890489 FN 11/41 FIXED VAR
US91680UAA79 / Upstart Pass-Through Trust Series
US31414QVY06 / FNMA POOL 973231 FN 10/36 FIXED 6
US31368HML41 / Fannie Mae Pool
USP78024AG45 / Peruvian Government International Bond
US74922MAA99 / RALI Trust, Series 2006-QA6, Class A1
US31415YMN66 / FNMA POOL 993265 FN 05/39 FIXED 4.5
US31371MRS88 / FNMA POOL 256197 FN 04/36 FIXED 6
US59023LAA08 / Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1
US3138EDMB43 / FNMA 30YR 4.5% 04/01/2042#AK8453
US31410GPA57 / FNMA 5.50% 8/37 #888817
US02150JAV44 / Alternative Loan Trust 2007-9T1
US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A
US59020UH324 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1
PEP01000C5I0 / BONOS DE TESORERIA
US31403DGZ69 / Fannie Mae Pool
US01F0426811 / UMBS TBA
US36176ARN18 / Ginnie Mae I Pool
US31418YC201 / FNMA POOL AD9988 FN 09/40 FIXED 4.5
US14686TAD00 / Carvana Auto Receivables Trust, Series 2023-P2, Class A4
US004421MG50 / ACE Securities Corporation Home Equity Loan Trust Series
US16162WPB99 / Chase Mortgage Finance Trust
US31411ECZ88 / FNMA POOL 905588 FN 12/36 FIXED 5.5
US32027EAE14 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3
US31414NEZ33 / FNMA POOL 970952 FN 12/38 FIXED 6
US589929R265 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3
US3138EG4G65 / Fannie Mae Pool
US31408CA897 / FNMA POOL 847031 FN 12/35 FIXED 5.5
US3128L7L967 / FED HM LN PC POOL A73952 FG 02/38 FIXED 5
US07384M3D25 / BEAR STEARNS ARM TRUST 2004-9 BSARM 2004-9 22A1
US36295GBG64 / GNMA POOL 669739 GN 07/37 FIXED 6
US31400BNW27 / FNMA POOL 682705 FN 01/33 FIXED 5.5
US36295L3X75 / GNMA POOL 674114 GN 06/38 FIXED 5
US3138AKTT66 / FNMA POOL AI5961 FN 06/26 FIXED 4
US31412NBF24 / Fannie Mae Pool
US36297BXM89 / GNMA 30YR 5.0% 02/15/2039#707284
XS2303818954 / TAURUS CMBS TAURS 2021 UK1A A 144A
US36296QDB23 / Ginnie Mae I Pool
US31412PWN76 / FNMA POOL 931353 FN 06/39 FIXED 5.5
US65537BAC46 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 WF1 A3
US46628BAG59 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L
US31371M3W52 / FNMA POOL 256513 FN 12/36 FIXED 5.5
US31394FHD06 / FNMA, Series 2005-79, Class NF
US3138EHPD85 / FNMA 30YR
US31412QPU75 / FNMA POOL 932035 FN 03/38 FIXED 6
US31406TQU87 / Federal National Mortgage Association
US61911GAA22 / Mortgage Equity Conversion Asset Trust 2007-FF3
US3138A37H49 / FNMA POOL AH2695 FN 01/41 FIXED 4.5
US31414LB985 / Fannie Mae Pool
US61752UAB17 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2
US36212NPC55 / GNMA 5.00% 5/35 #538719
US31415TF549 / FNCL UMBS 5.5 988588 08-01-38
US31412BFS60 / FNMA POOL 920077 FN 12/36 FIXED 5.5
US17311BAS25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A
US31419AK897 / Fannie Mae Pool
MX0SGO0000K0 / Mexican Udibonos