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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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/ DFE (000000000) |
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/ DIR (000000000) |
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/ DFE (000000000) |
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|
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/ DFE (000000000) |
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|
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/ DFE (000000000) |
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|
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| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
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|
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/ DFE (000000000) |
|
|
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|
|
| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
|
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/ DFE (000000000) |
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|
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|
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/ DFE (000000000) |
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|
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/ DFE (000000000) |
|
|
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| 317U88SA5 PIMCO SWAPTION 3.65 CALL USD 2025080
/ DIR (000000000) |
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|
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| SOLD JPY BOUGHT USD 20250804
/ DFE (000000000) |
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|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
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|
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|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
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|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
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|
|
|
| ZCS BRL 13.2914 05/08/25-01/02/29 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
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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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|
|
|
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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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|
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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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|
|
|
|
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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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|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
| US31371NV775 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3140X6WA53 / Fannie Mae Pool
|
|
|
|
|
|
|
|
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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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|
|
|
|
|
|
|
|
| US31402QYY15 / Fannie Mae Pool
|
|
|
|
|
|
|
|
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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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|
|
|
|
|
|
|
| US31417YZA80 / FNMA POOL MA0736 FN 05/41 FIXED 5
|
|
|
|
|
|
|
|
| US36225CL202 / Ginnie Mae II Pool
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|
|
|
|
|
|
|
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|
|
|
|
|
|
|
| US31394VL730 / Fannie Mae REMICS
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|
|
|
|
|
|
|
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|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
| US54627RAS94 / Louisiana Local Government Environmental Facilities & Community Development Auth
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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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|
|
|
|
|
|
|
|
| US31413DT234 / FNMA POOL 942569 FN 08/37 FIXED 6
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
| US92925GAJ22 / WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3
|
|
|
|
|
|
|
|
| US36251PBD50 / GS Mortgage Securities Trust 2016-GS3
|
|
|
|
|
|
|
|
| XS0767581407 / Lloyds Bank PLC
|
|
|
|
|
|
|
|
| XS2178857954 / Romanian Government International Bond
|
|
|
|
|
|
|
|
| US35729NAB10 / Fremont Home Loan Trust, Series 2006-E, Class 2A1
|
|
|
|
|
|
|
|
| US31402EWL81 / FNMA POOL 727051 FN 09/33 FIXED 5.5
|
|
|
|
|
|
|
|
| US65540UAN37 / NOMURA RESECURITIZATION TRUST NMRR 2015 2R 3A2 144A
|
|
|
|
|
|
|
|
| US05571AAQ85 / BPCE SA
|
|
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| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.80662 04/02/25-30Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US31371MZ596 / FNMA POOL 256464 FN 09/26 FIXED 4.5
|
|
|
|
|
|
|
|
| US2620511053 / Drillco Holdings Luxembourg SA
|
|
|
|
|
|
|
|
| US38382YN902 / Government National Mortgage Association
|
|
|
|
|
|
|
|
| US32051GQA66 / First Horizon Alternative Mortgage Securities Trust 2005-AA6
|
|
|
|
|
|
|
|
| US31419H2E11 / FNMA POOL AE7072 FN 12/40 FIXED 5
|
|
|
|
|
|
|
|
| US31371M2H94 / FNMA POOL 256476 FN 11/36 FIXED 6
|
|
|
|
|
|
|
|
| US36179UWB42 / G2SF 5.0 MA6042 07-20-49
|
|
|
|
|
|
|
|
| US31407HL614 / FNMA POOL 831149 FN 12/35 FIXED 6
|
|
|
|
|
|
|
|
| US3140QR4E07 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3133TQFM42 / Freddie Mac REMICS
|
|
|
|
|
|
|
|
| US902613AU26 / UBS Group AG
|
|
|
|
|
|
|
|
| US251526CD98 / Deutsche Bank AG/New York NY
|
|
|
|
|
|
|
|
| US31407BKU25 / FNMA POOL 825707 FN 07/35 FIXED 5.5
|
|
|
|
|
|
|
|
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000
/ DBT (ACI2VX3Q4) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| US01F0526800 / Uniform Mortgage-Backed Security, TBA
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BCS / Barclays PLC - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| 5831 / Shizuoka Financial Group,Inc.
|
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 5831 / Shizuoka Financial Group,Inc.
|
|
|
|
|
|
|
|
| BLUE OWL FINANCE LLC COMPANY GUAR 06/31 3.125
/ DBT (09581JAR7) |
|
|
|
|
|
|
|
| NEW YORK LIFE GLOBAL FDG SR SECURED 144A 06/27 VAR
/ DBT (64953BBY3) |
|
|
|
|
|
|
|
| DUKB34 / Duke Energy Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5
/ ABS-MBS (3132DWNK5) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT PLN SOLD USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD GBP BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| GOLDMAN SACHS GROUP INC SNR S* ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| 5831 / Shizuoka Financial Group,Inc.
|
|
|
|
|
|
|
|
| 317U8D2A2 PIMCO SWAPTION 3.7 CALL USD 20250813
/ DIR (000000000) |
|
|
|
|
|
|
|
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| 317U8AEA5 PIMCO SWAPTION 3.6 CALL USD 20250805
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| CBOM / Credit Bank of Moscow (public joint-stock company)
|
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H28 BF
/ ABS-MBS (38383KLM2) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20251204
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| LONG GILT FUTURE SEP25 IFLL 20250926
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT ZAR SOLD USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| US37046US851 / General Motors Financial Co Inc
|
|
|
|
|
|
|
|
| 4020 / Saudi Real Estate Company
|
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250708
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SANTANDER UK GROUP HLDGS SANTANDER UK GROUP HLDGS
/ DBT (80281LAU9) |
|
|
|
|
|
|
|
| 317U8D3A1 PIMCO SWAPTION 3.7565 CALL USD 20250
/ DIR (000000000) |
|
|
|
|
|
|
|
| 31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000
/ DFE (000000000) |
|
|
|
|
|
|
|
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A
/ ABS-CBDO (05682GAQ1) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630
/ DIR (000000000) |
|
|
|
|
|
|
|
| US46629KAF66 / JP Morgan Mortgage Acquisition Trust
|
|
|
|
|
|
|
|
| SOLD SEK BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| FED HM LN PC POOL SD8402 FR 02/54 FIXED 6
/ ABS-MBS (3132DWKP7) |
|
|
|
|
|
|
|
| 317U8R1A2 PIMCO SWAPTION 3.515 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 08/25 0.00000
/ DBT (912797PN1) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT EUR SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| ZCS BRL 13.9255 05/08/25-01/04/27 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U88TA4 PIMCO SWAPTION 3.7 CALL USD 20250804
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD DKK BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250808
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| US3140MHSL47 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| BOEING CO/THE SNR S* ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| AXP / American Express Company - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| DAIMLER TRUCK FINAN NA DAIMLER TRUCK FINAN NA
/ DBT (233853AV2) |
|
|
|
|
|
|
|
| SOLD AUD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT
/ DIR (000000000) |
|
|
|
|
|
|
|
| BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| FNMA POOL MA5247 FN 01/54 FIXED 6
/ ABS-MBS (31418EZM5) |
|
|
|
|
|
|
|
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A
/ ABS-MBS (22757BAA2) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| AU3FN0029609 / AAI Ltd
|
|
|
|
|
|
|
|
| CBOM / Credit Bank of Moscow (public joint-stock company)
|
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT MXN SOLD USD 20250818
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| COLOMBIA LA SP BPS
/ DCR (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.83600 05/02/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| CHARTER COMM OPT LLC/CAP CHARTER COMM OPT LLC/CAP
/ DBT (161175CQ5) |
|
|
|
|
|
|
|
| BOUGHT CAD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD ILS BOUGHT USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| ING / ING Groep N.V. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F
|
|
|
|
|
|
|
|
| BOUGHT PLN SOLD USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD NOK BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN
/ LON (BA0004JK4) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD MXN BOUGHT USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| US TREASURY N/B 05/54 4.625
/ DBT (912810UA4) |
|
|
|
|
|
|
|
| US125509BN86 / Cigna Corp 4.375% Senior Notes 12/15/20
|
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| BNP / BNP Paribas SA
|
|
|
|
|
|
|
|
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F
|
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49
|
|
|
|
|
|
|
|
| 317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630
/ DIR (000000000) |
|
|
|
|
|
|
|
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| US TREASURY N/B 08/54 4.25
/ DBT (912810UC0) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SCE.PRK / SCE Trust V - Preferred Security
|
|
|
|
|
|
|
|
| VERIZON COMMUNICATIONS INC SNR S* ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 07/25 0.00000
/ DBT (912797PE1) |
|
|
|
|
|
|
|
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| EUROPEAN UNION SR UNSECURED REGS 10/29 2.875
/ DBT (ACI2Q0PD7) |
|
|
|
|
|
|
|
| IRS EUR 2.35000 04/29/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A
/ ABS-MBS (ACI2NQX93) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250725
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD ILS BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| GPJA / Georgia Power Company - Preferred Security
|
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250724
/ DFE (000000000) |
|
|
|
|
|
|
|
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
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|
| 69511JD28 / PACIFICORP
|
|
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|
|
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3
/ DBT (12593CAY7) |
|
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|
|
|
| SOLD CHF BOUGHT USD 20250804
/ DFE (000000000) |
|
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|
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070
/ DIR (000000000) |
|
|
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|
|
|
| BOEING CO/THE SNR S* ICE
/ DCR (000000000) |
|
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|
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716
/ DCR (OP0043WK0) |
|
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|
|
| SOLD PEN BOUGHT USD 20250707
/ DFE (000000000) |
|
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|
| Q / Quetzal Copper Corp.
|
|
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|
|
| COLOMBIA LA SP BPS
/ DCR (000000000) |
|
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|
| DANSKE / Danske Bank A/S
|
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|
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| BOUGHT ILS SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| PEMEX LCDS SP DUB
/ DCR (000000000) |
|
|
|
|
|
|
|
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75
/ DBT (BP7M6FII1) |
|
|
|
|
|
|
|
| GNMA POOL CL6201 GN 03/52 FIXED 4
/ ABS-MBS (3617YD3J9) |
|
|
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|
|
|
|
| US31411KCZ49 / FNMA POOL 910088 FN 03/37 FIXED 6
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/18/25-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
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|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
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|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250929
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD ILS BOUGHT USD 20250709
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U8COA0 PIMCO SWAPTION 3.65 CALL USD 2025081
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOEING CO/THE SNR S* ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25
|
|
|
|
|
|
|
|
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.40000 04/09/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 10/27 4.3
/ DBT (57629W3T5) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250729
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250724
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250728
/ DFE (000000000) |
|
|
|
|
|
|
|
| DATABRICKS INC DELAYED DRAW TERM LOAN
/ LON (BA000D1C1) |
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CHF BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 08/25 0.00000
/ DBT (912797QK6) |
|
|
|
|
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|
|
| BOUGHT NZD SOLD USD 20250702
/ DFE (000000000) |
|
|
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|
|
|
|
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A
/ ABS-CBDO (05684NAL5) |
|
|
|
|
|
|
|
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A
/ ABS-MBS (161927AC2) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A
/ ABS-CBDO (67592CAL0) |
|
|
|
|
|
|
|
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072
/ DIR (000000000) |
|
|
|
|
|
|
|
| HCA INC COMPANY GUAR 04/31 5.45
/ DBT (404119CT4) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT AUD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD GBP BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| TAQA / Abu Dhabi National Energy Company PJSC
|
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| CDX IG44 5Y ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250708
/ DFE (000000000) |
|
|
|
|
|
|
|
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75
/ DBT (ACI2VXTH6) |
|
|
|
|
|
|
|
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FNMA POOL BX6086 FN 03/53 FIXED 5
/ ABS-MBS (3140NAXQ1) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.65471 04/07/25-30Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| 317U8PVA3 PIMCO SWAPTION 3.36 CALL USD 2025071
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG
|
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250811
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT SGD SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| ADNOC MURBAN RSC LTD ADNOC MURBAN RSC LTD
/ DBT (00723L2A6) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| FREDDIE MAC FHR 5468 QF
/ ABS-MBS (3137HHBP5) |
|
|
|
|
|
|
|
| BOUGHT MXN SOLD USD 20251217
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS AUD 4.00000 03/19/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5
/ ABS-MBS (3618N5PE3) |
|
|
|
|
|
|
|
| IRS AUD 4.50000 09/18/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| TSY INFL IX N/B 02/55 2.375
/ DBT (912810UH9) |
|
|
|
|
|
|
|
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U8RKA1 PIMCO SWAPTION 3.5 CALL USD 20250721
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.80662 04/02/25-30Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| ZCS BRL 11.54841 06/13/24-01/04/27 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD ZAR BOUGHT USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| US 10YR ULTRA FUT SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC
/ DIR (000000000) |
|
|
|
|
|
|
|
| CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE B
/ DBT (955SEVII3) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| T MOBILE US TRUST TMUST 2024 1A A 144A
/ ABS-O (87267RAA3) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| COLOMBIA LA SP BRC
/ DCR (000000000) |
|
|
|
|
|
|
|
| 317U8R0A3 PIMCO SWAPTION 3.45 CALL USD 2025071
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250707
/ DFE (000000000) |
|
|
|
|
|
|
|
| ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8
/ DBT (68333ZBG1) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| US65535HAY53 / Nomura Holdings Inc
|
|
|
|
|
|
|
|
| BOUGHT SEK SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 1.00000 05/18/22-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| REVERSE REPO JPM CHASE
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250724
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| US31401PFQ28 / FNMA POOL 713975 FN 07/33 FIXED 5.5
|
|
|
|
|
|
|
|
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.75000 12/21/22-30Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| VIRGINIA POWER FUEL SEC SR SECURED 05/33 4.877
/ DBT (92808VAB8) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| US31412WGN02 / FNMA POOL 936805 FN 06/37 FIXED 6
|
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250701
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT NOK SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703
/ DIR (000000000) |
|
|
|
|
|
|
|
| AVIATION CAPITAL GROUP AVIATION CAPITAL GROUP
/ DBT (05369AAQ4) |
|
|
|
|
|
|
|
| HASI / HA Sustainable Infrastructure Capital, Inc.
|
|
|
|
|
|
|
|
| OIS CAD CAONREPO/2.7404 03/10/25-9Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT BRL SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| PEMEX LCDS SP DUB
/ DCR (000000000) |
|
|
|
|
|
|
|
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
|
|
|
|
|
|
|
|
| CAN 10YR BOND FUT SEP25 XMOD 20250918
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD KRW BOUGHT USD 20250708
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD SGD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| NEW YORK LIFE GLOBAL FDG SECURED 144A 01/26 VAR
/ DBT (64953BBK3) |
|
|
|
|
|
|
|
| OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT EUR SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS NZD 3.75000 06/15/22-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| IRS AUD 4.75000 12/20/28-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TRY BOUGHT USD 20250729
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53
|
|
|
|
|
|
|
|
| BOUGHT JPY SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIGROUP REPO REPO 5807
/ RA (000000000) |
|
|
|
|
|
|
|
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75
/ DBT (05565ECW3) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS NZD 4.25000 12/21/22-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| E1IX34 / Edison International - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| EURO-BUND FUTURE SEP25 XEUR 20250908
/ DIR (000000000) |
|
|
|
|
|
|
|
| 31750R5N3 PIMCO FXVAN PUT EUR USD 1.11000000
/ DFE (000000000) |
|
|
|
|
|
|
|
| T MOBILE USA INC COMPANY GUAR 01/29 4.85
/ DBT (87264ADE2) |
|
|
|
|
|
|
|
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD NOK BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| RFR JPY MUTK/1.25000 06/18/25-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD ZAR BOUGHT USD 20250723
/ DFE (000000000) |
|
|
|
|
|
|
|
| US LONG BOND(CBT) SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| US 2YR NOTE (CBT) SEP25 XCBT 20250930
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BK / The Bank of New York Mellon Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| BOUGHT GBP SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT PLN SOLD USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.84200 03/04/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A
/ ABS-CBDO (26244RAF8) |
|
|
|
|
|
|
|
| AMERICAN MEDICAL SYST EU COMPANY GUAR 03/29 3.375
/ DBT (ACI2N0SQ8) |
|
|
|
|
|
|
|
| SOLD NOK BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250807
/ DFE (000000000) |
|
|
|
|
|
|
|
| E1IX34 / Edison International - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN
/ LON (BA000BVC2) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250709
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| FNMA POOL BZ2346 FN 11/29 FIXED 4.3
/ ABS-MBS (3140NWTC9) |
|
|
|
|
|
|
|
| FCT / Fincantieri S.p.A.
|
|
|
|
|
|
|
|
| US TREASURY N/B 02/55 4.625
/ DBT (912810UG1) |
|
|
|
|
|
|
|
| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.97500 03/21/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| FCT / Fincantieri S.p.A.
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.50000 12/18/24-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
|
|
|
|
|
|
|
|
| TSY INFL IX N/B 02/54 2.125
/ DBT (912810TY4) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250708
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15
/ DBT (110709AK8) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| GB00BMV7TC88 / United Kingdom Gilt
|
|
|
|
|
|
|
|
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A
/ ABS-MBS (92540MAA3) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock
|
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A
/ ABS-MBS (693989AA3) |
|
|
|
|
|
|
|
| SOLD SEK BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA
/ DBT (61690U8B9) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 10/31 4.375
/ DBT (00402D2C8) |
|
|
|
|
|
|
|
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506
/ DIR (000000000) |
|
|
|
|
|
|
|
| COREBRIDGE GLOB FUNDING COREBRIDGE GLOB FUNDING
/ DBT (00138CBB3) |
|
|
|
|
|
|
|
| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| COLOMBIA LA SP JPM
/ DCR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.93000 03/24/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| ICG US CLO LTD ICG 2021 3A AR 144A
/ ABS-CBDO (449249AS0) |
|
|
|
|
|
|
|
| FNMA POOL CB4820 FN 10/52 FIXED 4.5
/ ABS-MBS (3140QQLA1) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| AVOCA CLO AVOCA 25A A 144A
/ ABS-CBDO (ACI2RSH69) |
|
|
|
|
|
|
|
| SOLD SEK BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| FED HM LN PC POOL SD7578 FR 04/55 FIXED 6
/ ABS-MBS (3132DVM36) |
|
|
|
|
|
|
|
| REVERSE REPO DEUTSCHE REVERSE REPO
/ RA (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD THB BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U8CPA9 PIMCO SWAPTION 3.739 CALL USD 202508
/ DIR (000000000) |
|
|
|
|
|
|
|
| IRS EUR 0.65000 04/12/22-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U8PWA2 PIMCO SWAPTION 3.519 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| NATIONAL FOOTBAL LEAGUE 4.5YR
/ DBT (902EZU906) |
|
|
|
|
|
|
|
| T MOBILE USA INC T MOBILE USA INC
/ DBT (87264ADL6) |
|
|
|
|
|
|
|
| TREASURY BILL 09/25 0.00000
/ DBT (912797PW1) |
|
|
|
|
|
|
|
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING
/ DBT (04685A3S8) |
|
|
|
|
|
|
|
| US TREASURY N/B 05/44 4.625
/ DBT (912810UB2) |
|
|
|
|
|
|
|
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072
/ DIR (000000000) |
|
|
|
|
|
|
|
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9
/ DBT (58769JAZ0) |
|
|
|
|
|
|
|
| US3617MFXZ81 / GNMA POOL BS5196 GN 01/50 FIXED 4
|
|
|
|
|
|
|
|
| SOFTBANK GROUP CORP SNR JP SP GST
/ DCR (000000000) |
|
|
|
|
|
|
|
| EURO-BOBL FUTURE SEP25 XEUR 20250908
/ DIR (000000000) |
|
|
|
|
|
|
|
| GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR
/ DBT (38151LAE0) |
|
|
|
|
|
|
|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| SCE.PRK / SCE Trust V - Preferred Security
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.50000 06/20/24-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CAD SOLD USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000
/ DBT (69828QAD9) |
|
|
|
|
|
|
|
| MARS INC SR UNSECURED 144A 03/30 4.8
/ DBT (571676AY1) |
|
|
|
|
|
|
|
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| REPUBLIC OF POLAND REPUBLIC OF POLAND
/ DBT (731011AY8) |
|
|
|
|
|
|
|
| ZCS BRL 11.49576 06/14/24-01/04/27 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716
/ DCR (OP00442S4) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U8RLA0 PIMCO SWAPTION 3.489 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD NZD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT PLN SOLD USD 20250710
/ DFE (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 09/25 0.00000
/ DBT (912797QU4) |
|
|
|
|
|
|
|
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 12/18/24-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A
/ ABS-O (69547XAA0) |
|
|
|
|
|
|
|
| 31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CHF SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| CABK / CaixaBank, S.A.
|
|
|
|
|
|
|
|
| BANK OF AMERICA CORP SR UNSECURED 01/31 VAR
/ DBT (06051GML0) |
|
|
|
|
|
|
|
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA
/ DBT (61690U7Z7) |
|
|
|
|
|
|
|
| US 5YR NOTE (CBT) SEP25 XCBT 20250930
/ DIR (000000000) |
|
|
|
|
|
|
|
| ENEL FINANCE INTL NV ENEL FINANCE INTL NV
/ DBT (29278GBD9) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250814
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CNH SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS AUD 4.50000 03/20/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| NATIONAL FOOTBAL LEAGUE 4.5YR
/ DBT (902EYJ902) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716
/ DCR (OP0043SX7) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025
/ DIR (000000000) |
|
|
|
|
|
|
|
| OIS MXN TIIE1/7.75000 04/07/25-5Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| E1OG34 / EOG Resources, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| VERIZON COMMUNICATIONS INC SNR S* ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063
/ DIR (000000000) |
|
|
|
|
|
|
|
| US836205AY00 / Republic of South Africa Government International Bond
|
|
|
|
|
|
|
|
| SOLD JPY BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| 4020 / Saudi Real Estate Company
|
|
|
|
|
|
|
|
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250
/ DIR (000000000) |
|
|
|
|
|
|
|
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A
/ ABS-O (29375RAB2) |
|
|
|
|
|
|
|
| 31750R594 PIMCO FXVAN PUT EUR USD 1.09750000
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U8AFA4 PIMCO SWAPTION 3.6283 CALL USD 20250
/ DIR (000000000) |
|
|
|
|
|
|
|
| TREASURY BILL 08/25 0.00000
/ DBT (912797MG9) |
|
|
|
|
|
|
|
| ZCS BRL 13.3537 05/12/25-01/02/29 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US63906EB929 / NatWest Markets PLC
|
|
|
|
|
|
|
|
| PROJECT HUDSON II FIXED TERM LOAN
/ ABS-MBS (BA0004RR0) |
|
|
|
|
|
|
|
| US31396VN533 / FNMA, Series 2007-42, Class AF
|
|
|
|
|
|
|
|
| US912810SD19 / United States Treas Bds Bond
|
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| US694308HN05 / Pacific Gas & Electric Co
|
|
|
|
|
|
|
|
| US3128KWH553 / Freddie Mac Gold Pool
|
|
|
|
|
|
|
|
| IRS EUR 1.00000 05/13/22-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA
/ DBT (74977RDT8) |
|
|
|
|
|
|
|
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630
/ DIR (000000000) |
|
|
|
|
|
|
|
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL
/ DIR (000000000) |
|
|
|
|
|
|
|
| US TREASURY N/B 11/54 4.5
/ DBT (912810UE6) |
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250915
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT PEN SOLD USD 20250714
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250718
/ DFE (000000000) |
|
|
|
|
|
|
|
| BARCLAYS BANK PLC SNR SE ICE
/ DCR (000000000) |
|
|
|
|
|
|
|
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|
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|
| BOUGHT TWD SOLD USD 20250716
/ DFE (000000000) |
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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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|
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071
/ DIR (000000000) |
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| CDX ITRAXX XOV42 5Y 35-100% SP GST
/ DCR (000000000) |
|
|
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|
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|
|
|
|
|
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|
|
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|
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|
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|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
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|
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|
|
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|
| THAMES SSNM 144A UNFUNDED COMM
/ DBT (955RVLII8) |
|
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| GB00BMV7TC88 / United Kingdom Gilt
|
|
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|
|
| PROLOGIS LP SR UNSECURED 02/33 4.2
/ DBT (74340XCP4) |
|
|
|
|
|
|
|
| IRS EUR 2.41000 11/05/24-10Y LCH
/ DIR (000000000) |
|
|
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|
|
|
| IRS EUR 2.25000 09/17/25-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
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|
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock)
|
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|
|
|
| BOUGHT IDR SOLD USD 20250716
/ DFE (000000000) |
|
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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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|
|
| RFR USD SOFR/3.89900 03/11/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CUMULUS STATIC CLO CMLST 2024 1A A 144A
/ ABS-CBDO (ACI2NK2H2) |
|
|
|
|
|
|
|
| SOLD AUD BOUGHT USD 20250805
/ DFE (000000000) |
|
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|
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|
|
|
| BOUGHT TRY SOLD USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A
/ ABS-O (78435VAB8) |
|
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|
|
|
|
|
| BOUGHT INR SOLD USD 20250820
/ DFE (000000000) |
|
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|
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| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
|
|
|
|
|
|
|
|
| REVERSE REPO BANK OF AMERICA REVERSE REPO
/ RA (000000000) |
|
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|
|
|
| BOUGHT TRY SOLD USD 20250708
/ DFE (000000000) |
|
|
|
|
|
|
|
| US0158578734 / Algonquin Power & Utilities Corp
|
|
|
|
|
|
|
|
| SOLD PEN BOUGHT USD 20250825
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| CITIBANK NA CITIBANK NA
/ DBT (17325FBE7) |
|
|
|
|
|
|
|
| US 10YR NOTE (CBT)SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
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|
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|
|
| BOUGHT BRL SOLD USD 20250903
/ DFE (000000000) |
|
|
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|
|
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
|
|
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|
|
|
|
|
| CDX ITRAXX XOV42 5Y 35-100% SP JPM
/ DCR (000000000) |
|
|
|
|
|
|
|
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA
/ DBT (44891ACU9) |
|
|
|
|
|
|
|
| IRS AUD 4.50000 09/20/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| KOREA DEVELOPMENT BANK SR UNSECURED 10/26 VAR
/ DBT (500630DY1) |
|
|
|
|
|
|
|
| AXP / American Express Company - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FANNIE MAE FNR 2025 18 FM
/ ABS-MBS (3136BVKH0) |
|
|
|
|
|
|
|
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A
/ ABS-CBDO (03328QBL4) |
|
|
|
|
|
|
|
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2
/ LON (BA000GNP1) |
|
|
|
|
|
|
|
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716
/ DIR (000000000) |
|
|
|
|
|
|
|
| FNMA POOL FS8865 FN 02/35 FIXED VAR
/ ABS-MBS (3140XQZ75) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.76473 12/17/24-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/18/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| DGZ / DB Gold Short ETN
|
|
|
|
|
|
|
|
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR
/ DBT (61690U8C7) |
|
|
|
|
|
|
|
| FNMA POOL MA5420 FN 07/54 FIXED 5.5
/ ABS-MBS (31418FAW7) |
|
|
|
|
|
|
|
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A
/ ABS-MBS (465970AA9) |
|
|
|
|
|
|
|
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| 5831 / Shizuoka Financial Group,Inc.
|
|
|
|
|
|
|
|
| ZCS BRL 14.0087 05/12/25-01/04/27 CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN
/ LON (BA000HYC6) |
|
|
|
|
|
|
|
| GNMA II POOL MB0088 G2 12/54 FIXED 3.5
/ ABS-MBS (3618N5C23) |
|
|
|
|
|
|
|
| SOLD CNH BOUGHT USD 20250716
/ DFE (000000000) |
|
|
|
|
|
|
|
| AMEREN MISSOURI SEC FU I SR SECURED 10/41 4.85
/ DBT (023940AA7) |
|
|
|
|
|
|
|
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| DATABRICKS INC LAST OUT TERM LOAN
/ LON (BA000D206) |
|
|
|
|
|
|
|
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| SOLD TWD BOUGHT USD 20250820
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.88400 03/25/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US06051GLG28 / Bank of America Corp
|
|
|
|
|
|
|
|
| US3128P7PY39 / FED HM LN PC POOL C91339 FG 10/30 FIXED 4
|
|
|
|
|
|
|
|
| 5831 / Shizuoka Financial Group,Inc.
|
|
|
|
|
|
|
|
| US912810RY64 / United States Treas Bds Bond
|
|
|
|
|
|
|
|
| US404280DV88 / HSBC Holdings PLC
|
|
|
|
|
|
|
|
| US46647PBR64 / JPMorgan Chase & Co
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
| US03072SYB59 / Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R1
|
|
|
|
|
|
|
|
| US3140XGFP95 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31329PC356 / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| SOLD CAD BOUGHT USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT MXN SOLD USD 20250917
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD EUR BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD NZD BOUGHT USD 20250804
/ DFE (000000000) |
|
|
|
|
|
|
|
| IRS EUR 2.46000 03/13/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BOUGHT TRY SOLD USD 20250813
/ DFE (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.7165* 03/01/24-9Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CA125491AG54 / CI FINANCIAL CO
|
|
|
|
|
|
|
|
| IRS EUR 2.25000 09/17/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 937CJTII1 / CASTLELAKE LP FIRST LIEN TERM LOAN
|
|
|
|
|
|
|
|
| US912810RH32 / United States Treas Bds Bond
|
|
|
|
|
|
|
|
| US46647PCB04 / JPMorgan Chase & Co
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
| US06051GJK67 / Bank of America Corp
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
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|
|
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|
|
|
|
|
|
|
|
| US31418CVP66 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3140NJQL12 / UMBS
|
|
|
|
|
|
|
|
| US912810SF66 / Us Treasury Bond
|
|
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|
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|
|
|
| US29003JAC80 / Elmwood CLO 15 Ltd
|
|
|
|
|
|
|
|
| US55284AAA60 / MF1 2021-FL7 Ltd
|
|
|
|
|
|
|
|
| US46647PDW32 / JPMorgan Chase & Co
|
|
|
|
|
|
|
|
| US465972AA56 / JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-DATA, Class A
|
|
|
|
|
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|
|
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|
|
|
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|
|
| US01F0226757 / Uniform Mortgage-Backed Security, TBA
|
|
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|
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|
|
|
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|
|
|
|
| US912810RR14 / United States Treasury Inflation Indexed Bonds
|
|
|
|
|
|
|
|
| GB00BMBL1D50 / United Kingdom Gilt
|
|
|
|
|
|
|
|
| US30040WAW82 / EVERSOURCE ENERGY SR UNSEC 5.95% 02-01-29
|
|
|
|
|
|
|
|
| EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE
|
|
|
|
|
|
|
|
| US07274EAH62 / Bayer US Finance LLC
|
|
|
|
|
|
|
|
| US94988J6G76 / Wells Fargo Bank NA
|
|
|
|
|
|
|
|
| US38382YQ301 / Government National Mortgage Association
|
|
|
|
|
|
|
|
| US3140QR5B58 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US29278GAP37 / Enel Finance International NV
|
|
|
|
|
|
|
|
| US31416ACZ12 / FNMA POOL 993888 FN 12/38 FIXED 6
|
|
|
|
|
|
|
|
| US38376RXT84 / GNMA, Series 2016-H17, Class FC
|
|
|
|
|
|
|
|
| US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A
|
|
|
|
|
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|
|
| DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5
|
|
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|
|
|
| US3131XAFK22 / FED HM LN PC POOL ZK6470 FR 02/29 FIXED 3.5
|
|
|
|
|
|
|
|
| XS1843433639 / Chile Government International Bond
|
|
|
|
|
|
|
|
| US45661EGE86 / IndyMac INDX Mortgage Loan Trust, Series 2006-AR9, Class 2A1
|
|
|
|
|
|
|
|
| US31348S2X16 / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| US912810TE82 / United States Treasury Inflation Indexed Bonds
|
|
|
|
|
|
|
|
| US3140X6NR89 / FNMA UMBS, 15 Year
|
|
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|
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|
|
| US01F0306781 / UMBS TBA
|
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|
| US09659W2P81 / BNP Paribas SA
|
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|
|
| R2037 / South Africa - Sovereign or Government Agency Debt
|
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|
| US31371NRW73 / FNMA POOL 257101 FN 02/28 FIXED 5
|
|
|
|
|
|
|
|
| US49427RAP73 / Kilroy Realty L.P.
|
|
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|
|
| US404280DR76 / HSBC Holdings PLC
|
|
|
|
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|
|
|
| US31418EXU99 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3131X6DM93 / FED HM LN PC POOL ZK2808 FR 12/25 FIXED 3.5
|
|
|
|
|
|
|
|
| PEP01000C5I0 / BONOS DE TESORERIA
|
|
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|
|
| US912810SK51 / United States Treasury Note/Bond
|
|
|
|
|
|
|
|
| US124857AX11 / ViacomCBS Inc
|
|
|
|
|
|
|
|
| US31407JDQ22 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US07274NAJ28 / Bayer US Finance II LLC
|
|
|
|
|
|
|
|
| USL269151134 / DRILLCO HLDG LUX SA
|
|
|
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|
|
|
|
| US31412ENE22 / FNMA POOL 922989 FN 12/36 FIXED 6
|
|
|
|
|
|
|
|
| US38382YY644 / Government National Mortgage Association
|
|
|
|
|
|
|
|
| US3140QPK892 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3140J6GM33 / FANNIE MAE 4% 10/01/2047 FNL
|
|
|
|
|
|
|
|
| US69121QAD34 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 4 A2C
|
|
|
|
|
|
|
|
| US07384MAA09 / Bear Stearns ARM Trust 2000-2
|
|
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|
|
|
|
|
| US05964HAX35 / Banco Santander SA
|
|
|
|
|
|
|
|
| US31414F3S84 / FNMA POOL 965309 FN 10/38 FIXED 6
|
|
|
|
|
|
|
|
| US31402RK731 / FNMA POOL 735718 FN 07/35 FIXED VAR
|
|
|
|
|
|
|
|
| US36225CBP05 / Government National Mortgage Association
|
|
|
|
|
|
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|
| US46655LAE48 / J.P. Morgan Mortgage Trust
|
|
|
|
|
|
|
|
| US636274AE20 / National Grid PLC
|
|
|
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|
|
|
|
| US50203JAA60 / LFT CRE 2021-FL1 Ltd
|
|
|
|
|
|
|
|
| US3140XJNP43 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31371NSV81 / FANNIE MAE 5.00% 03/01/2028 FNMA 30
|
|
|
|
|
|
|
|
| US14889DAJ72 / Catamaran CLO 2014-1 Ltd
|
|
|
|
|
|
|
|
| US35729PMF44 / Fremont Home Loan Trust 2005-D
|
|
|
|
|
|
|
|
| US31410KXK59 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| BOUGHT DKK SOLD USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716
/ DCR (OP0043Z50) |
|
|
|
|
|
|
|
| CDX ITRAXX XOV42 5Y 35-100% SP GST
/ DCR (000000000) |
|
|
|
|
|
|
|
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| COLOMBIA LA SP GST
/ DCR (000000000) |
|
|
|
|
|
|
|
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOLD DKK BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| BOUGHT CAD SOLD USD 20250805
/ DFE (000000000) |
|
|
|
|
|
|
|
| SOLD AUD BOUGHT USD 20250702
/ DFE (000000000) |
|
|
|
|
|
|
|
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709
/ DIR (000000000) |
|
|
|
|
|
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| ZCS BRL 13.9271 05/08/25-01/04/27 CME
/ DIR (000000000) |
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| BOUGHT AUD SOLD USD 20250702
/ DFE (000000000) |
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| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507
/ DIR (000000000) |
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| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703
/ DIR (000000000) |
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| COLOMBIA LA SP CBK
/ DCR (000000000) |
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| SOLD EUR BOUGHT USD 20250724
/ DFE (000000000) |
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| 317U88WA0 PIMCO SWAPTION 3.7075 CALL USD 20250
/ DIR (000000000) |
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| SOLD IDR BOUGHT USD 20250716
/ DFE (000000000) |
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| BOUGHT GBP SOLD USD 20250702
/ DFE (000000000) |
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| BOUGHT PEN SOLD USD 20250917
/ DFE (000000000) |
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| SOLD PEN BOUGHT USD 20250929
/ DFE (000000000) |
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| OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH
/ DIR (000000000) |
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| BOUGHT PLN SOLD USD 20250718
/ DFE (000000000) |
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| BOUGHT EUR SOLD USD 20250702
/ DFE (000000000) |
|
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|
|
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507
/ DIR (000000000) |
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| BOUGHT THB SOLD USD 20250716
/ DFE (000000000) |
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| SOLD CHF BOUGHT USD 20250702
/ DFE (000000000) |
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| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072
/ DIR (000000000) |
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| SOLD NOK BOUGHT USD 20250804
/ DFE (000000000) |
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| SOLD NOK BOUGHT USD 20250702
/ DFE (000000000) |
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| SOLD ILS BOUGHT USD 20250718
/ DFE (000000000) |
|
|
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| 317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072
/ DIR (000000000) |
|
|
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|
| BOUGHT TWD SOLD USD 20250714
/ DFE (000000000) |
|
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|
| SOLD BRL BOUGHT USD 20251002
/ DFE (000000000) |
|
|
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|
| BOUGHT KRW SOLD USD 20250716
/ DFE (000000000) |
|
|
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| BOUGHT TWD SOLD USD 20250820
/ DFE (000000000) |
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.
