| Market Value | 621,750,475,244 |
| Total Holdings | 18007 |
| File Date | 2025-08-29 |
| Original Filing | (Click here) |
All hedge funds or institutions that manage over $100M are required by the SEC to file quarterly reports on their holdings. These reports are called 13F reports. However, the filings are required the following quarter from the reporting period, which means that by the time the filing is made (and we see them), the information could be five months old.
For funds with long term positions that make few trades, the holdings might closely resemble their current holdings, even after several months. However, for funds that have high turnover, the holdings data we see might differ significantly from their current holdings. Institutions are required to report CALL and PUT options, and those positions are identified in the table. However, they are not required to report short positions.
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| Security | Imputed Share Price |
Prev Shares |
Current Shares |
Change (Percent) |
Prev Value (USD x1000) |
Current Value (USD x1000) |
Change (Percent) |
|---|---|---|---|---|---|---|---|
| SOLD KWD BOUGHT USD 20290507 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251229 / DFE (000000000) | |||||||
| OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (67115PAW5) | |||||||
| OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (67115PAW5) | |||||||
| SOLD PEN BOUGHT USD 20250925 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.5* 12/18/20-7Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.46300 10/23/24-10Y LCH / DIR (000000000) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A / ABS-MBS (22758DAA7) | |||||||
| ZCS BRL 10.04072 08/02/23-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (000000000) | |||||||
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A / ABS-MBS (16160QAX2) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A / ABS-MBS (16160QAX2) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A4 / ABS-MBS (92927XAF1) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (67119CAA8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A D / ABS-O (21050QAE7) | |||||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (000000000) | |||||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (000000000) | |||||||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (000000000) | |||||||
| DELOITTE LLP SR UNSEC A / DBT (958XFEII6) | |||||||
| DELOITTE LLP SR UNSEC A / DBT (958XFEII6) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL2 PT 144A / ABS-MBS (362961AR5) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (83407UAA6) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (30336NAC5) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 / ABS-O (80287LAB5) | |||||||
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A / ABS-CBDO (89641GAN2) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BARROW FUNDING PLC BARRO 1A B / ABS-MBS (ACI2P7XP7) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2002 21A 1A1 / ABS-MBS (86359ABP7) | |||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (000000000) | |||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (000000000) | |||||||
| ARMOR RE II LTD UNSECURED 144A 01/32 VAR / DBT (04227FAF2) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A / ABS-O (55286TAC9) | |||||||
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY9 A2 / ABS-MBS (02152BAU1) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY9 A2 / ABS-MBS (02152BAU1) | |||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 6A1 / ABS-MBS (466247ZB2) | |||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (ACI2NJ0V6) | |||||||
| RFRF USD SF+26.161/1.0* 9/22/23-29Y* CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.0* 9/22/23-29Y* CME / DIR (000000000) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A B 144A / ABS-O (68377TAB4) | |||||||
| LCM LTD PARTNERSHIP LCM 36A A1R 144A / ABS-CBDO (50190LAL2) | |||||||
| LCM LTD PARTNERSHIP LCM 36A A1R 144A / ABS-CBDO (50190LAL2) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 A PT 144A / ABS-MBS (17295GAE2) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | |||||||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 3.37000 10/09/23-5Y LCH / DIR (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (14319FAC7) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B3 144A / ABS-MBS (64830MCU5) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B3 144A / ABS-MBS (64830MCU5) | |||||||
| URSA RE LTD UNSECURED 144A 02/28 VAR / DBT (90323WAR1) | |||||||
| URSA RE LTD UNSECURED 144A 02/28 VAR / DBT (90323WAR1) | |||||||
| RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A / ABS-MBS (92540GAA6) | |||||||
| CMBX.NA.AAA.9 SP MYC / DCR (000000000) | |||||||
| CMBX.NA.AAA.9 SP MYC / DCR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (74448PAA7) | |||||||
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 1A1 / ABS-MBS (007036AA4) | |||||||
| MIDOCEAN CREDIT CLO MIDO 2016 6A ARRR 144A / ABS-CBDO (59802XBN2) | |||||||
| ABX.HE.AAA.07-1 SP MYC / DCR (000000000) | |||||||
| MIDOCEAN CREDIT CLO MIDO 2016 6A ARRR 144A / ABS-CBDO (59802XBN2) | |||||||
| DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A / ABS-CBDO (25255NAQ1) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A / ABS-O (072926AB4) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A / ABS-CBDO (ACI2Q3MV4) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A / ABS-CBDO (ACI2Q3MV4) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 1A B1 144A / ABS-MBS (64830CAL9) | |||||||
| SOLD PEN BOUGHT USD 20250915 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3 / ABS-O (98164HAD0) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 7CB 2A1 / ABS-MBS (12667F4L6) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 D 144A / ABS-O (69546YAA9) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 PT 144A / ABS-MBS (52475VBH0) | |||||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 PT 144A / ABS-MBS (52475VBH0) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| FREMONT HOME LOAN TRUST FHLT 2005 B M7 / ABS-MBS (35729PKB5) | |||||||
| AT&T INC SNR S* ICE / DCR (000000000) | |||||||
| AT&T INC SNR S* ICE / DCR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 PT 144A / ABS-MBS (17332EAT9) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 PT 144A / ABS-MBS (17332EAT9) | |||||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| JUBILEE PLACE JPMF 6 A REGS / ABS-MBS (ACI2NPQC6) | |||||||
| JUBILEE PLACE JPMF 6 A REGS / ABS-MBS (ACI2NPQC6) | |||||||
| RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (000000000) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| RFR USD SOFR/2.74750 07/25/23-5Y LCH / DIR (000000000) | |||||||
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A4 144A / ABS-O (78437PAD5) | |||||||
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A4 144A / ABS-O (78437PAD5) | |||||||
| CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (223920AA7) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAC3) | |||||||
| PRP ADVISORS, LLC PRPM 2024 6 A1 144A / ABS-MBS (74390PAA5) | |||||||
| PRP ADVISORS, LLC PRPM 2024 6 A1 144A / ABS-MBS (74390PAA5) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A3 144A / ABS-O (14687WAC4) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A3 144A / ABS-O (14687WAC4) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2007 AR2 6A1 / ABS-MBS (3622N6AL3) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 9 A11 144A / ABS-MBS (46593DAX5) | |||||||
| GCAT GCAT 2019 RPL1 M2 144A / ABS-MBS (36167CAC0) | |||||||
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A / ABS-CBDO (92332KAQ4) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 14 A2 / ABS-MBS (863579TN8) | |||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3 / ABS-O (448976AD2) | |||||||
| YELLOW TULIP ASSETCO B.V. GALIBIER ASSETCO PPN / DBT (ACI2QBL39) | |||||||
| GCAT GCAT 2024 NQM2 A1 144A / ABS-MBS (36831CAA0) | |||||||
| FNMA POOL 748135 FN 11/33 FIXED 6.5 / ABS-MBS (31403GEG3) | |||||||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A11 / ABS-MBS (12667GKL6) | |||||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | |||||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B B 144A / ABS-O (02007G4C4) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| IRS ZAR 8.20250 01/10/25-6Y CME / DIR (000000000) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A A2R2 144A / ABS-CBDO (28623VAQ2) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 / ABS-O (107933AC7) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A / ABS-CBDO (64134AAJ1) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A / ABS-CBDO (64134AAJ1) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (673921AA0) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B2 144A / ABS-MBS (64830TBB3) | |||||||
| FED HM LN PC POOL RJ0203 FR 11/53 FIXED 6.5 / ABS-MBS (3142GQGM8) | |||||||
| RIPON MORTGAGES RIPON 2025 1A B 144A / ABS-MBS (ACI2V5997) | |||||||
| SOLD KWD BOUGHT USD 20290508 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| 317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (000000000) | |||||||
| ABX.HE.AAA.07-2 SP GST / DCR (000000000) | |||||||
| FNMA POOL 607020 FN 10/31 FIXED 6.5 / ABS-MBS (31388KK92) | |||||||
| RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH / DIR (000000000) | |||||||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (67592BAY4) | |||||||
| IRS ZAR 8.08000 01/08/25-6Y CME / DIR (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A E / ABS-MBS (ACI2Q4KR3) | |||||||
| HEXAGON IV RE LTD HEXAGON IV RE LTD / DBT (ACI2L2QX3) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 2A B4C 144A / ABS-MBS (64828CDL0) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (05684NAL5) | |||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP MYC / DCR (000000000) | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 B 144A / ABS-O (14051LAB8) | |||||||
| IRS AUD 3.00000 03/21/17-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | |||||||
| RFR USD SOFR/2.37000 06/21/22-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/2.37000 06/21/22-5Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH / DIR (000000000) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3 / ABS-O (10806EAC8) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3 / ABS-O (10806EAC8) | |||||||
| FED HM LN PC POOL QH7815 FR 01/54 FIXED 6.5 / ABS-MBS (3133CLVG8) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE3 M6 / ABS-MBS (04541GQZ8) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| RFR GBP SONIO/0.75000 09/21/22-30Y LCH / DIR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV3 PT 144A / ABS-MBS (17332ACD0) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 PT 144A / ABS-MBS (36272FAL5) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 PT 144A / ABS-MBS (36272FAL5) | |||||||
| REVERSE REPO MERRILL LYNCH / RA (000000000) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B C 144A / ABS-O (02007G4D2) | |||||||
| RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 0.65000 05/11/22-5Y LCH / DIR (000000000) | |||||||
| NEW YORK MORTGAGE TRUST NYMT 2024 INV1 A1 144A / ABS-MBS (62956XAA9) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 1 A 144A / ABS-O (68377PAA4) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 1 A 144A / ABS-O (68377PAA4) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A2 144A / ABS-O (21055PAB0) | |||||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (14016CAN6) | |||||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | |||||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (14016CAN6) | |||||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | |||||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A / ABS-CBDO (83615CAL0) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 2 1A16 / ABS-MBS (05946XTF0) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 A5 144A / ABS-MBS (17329AAE5) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 A5 144A / ABS-MBS (17329AAE5) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (96043RAB3) | |||||||
| RIPON MORTGAGES RIPON 2025 1A Z 144A / ABS-MBS (ACI2V5FF6) | |||||||
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (55822AAW7) | |||||||
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (55822AAW7) | |||||||
| FNMA POOL 655780 FN 08/32 FIXED 6.5 / ABS-MBS (31390TQ93) | |||||||
| RFR USD SOFR/3.50000 07/12/24-5Y CME / DIR (000000000) | |||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 8CB A7 / ABS-MBS (02150FAG5) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2018 6 M1 144A / ABS-MBS (89176LAD6) | |||||||
| RFR USD SOFR/3.50000 07/12/24-5Y CME / DIR (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A F / ABS-MBS (ACI2Q4L35) | |||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2018 6 M1 144A / ABS-MBS (89176LAD6) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (37964VAB3) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (37964VAB3) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A / ABS-MBS (31737DAA4) | |||||||
| RFR USD SOFR/4.25000 03/20/24-7Y CME / DIR (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 5 1A2 / ABS-MBS (07386HDF5) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF6 A1 144A / ABS-MBS (74390FAA7) | |||||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2B / ABS-O (023947AC8) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A B3 144A / ABS-MBS (64830WBJ9) | |||||||
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (89856JAA4) | |||||||
| RFRF USD SF+26.161/0.6* 07/29/23-7Y CME / DIR (000000000) | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A4 / ABS-MBS (761118DA3) | |||||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A / ABS-CBDO (55287HAA8) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAE9) | |||||||
| SOLD CLP BOUGHT USD 20250917 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (03332AAA8) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (03332AAA8) | |||||||
| CMBX.NA.AAA.13 SP GST / DCR (000000000) | |||||||
| CMBX.NA.AAA.13 SP GST / DCR (000000000) | |||||||
| RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (000000000) | |||||||
| US31359RY635 / Fannie Mae REMICS | |||||||
| RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (000000000) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 CES1 A1 144A / ABS-MBS (281907AA3) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 CES1 A1 144A / ABS-MBS (281907AA3) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A / ABS-O (831943AB1) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A / ABS-O (831943AB1) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAE9) | |||||||
| RFR USD SOFR/2.50800 07/25/23-30Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A1 144A / ABS-O (21056EAA6) | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR / DBT (73110JAB8) | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR / DBT (73110JAB8) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A3A / ABS-MBS (12638PAE9) | |||||||
| CMBX.NA.AAA.6 SP SAL / DCR (000000000) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (45870GAE6) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP2 SA 144A / ABS-MBS (17332KAR9) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (45870GAE6) | |||||||
| AMERICAN CREDIT ACCEPTANCE REC ACAR 2024 4 A 144A / ABS-O (024945AA5) | |||||||
| AMERICAN CREDIT ACCEPTANCE REC ACAR 2024 4 A 144A / ABS-O (024945AA5) | |||||||
| IRS EUR 1.00000 05/13/22-5Y LCH / DIR (000000000) | |||||||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (ACI2PXBX7) | |||||||
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A / ABS-CBDO (92332KAQ4) | |||||||
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A / ABS-CBDO (92332KAQ4) | |||||||
| FED HM LN PC POOL ZI4145 FR 01/36 FIXED 6.5 / ABS-MBS (3131WGTA7) | |||||||
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B / LON (953RGXII1) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| ELEVATION CLO LTD AWPT 2018 3A A2R2 144A / ABS-CBDO (28623VAQ2) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A A2R2 144A / ABS-CBDO (28623VAQ2) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| VALLEY FUNDING PLC VFUND 1A F 144A / ABS-MBS (ACI2SNZQ5) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| YELLOW TULIP BIDCO B.V. GALIBIER BIDCO PPN / DBT (ACI2QBLH8) | |||||||
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (000000000) | |||||||
| YELLOW TULIP BIDCO B.V. GALIBIER BIDCO PPN / DBT (ACI2QBLH8) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (14687QAB9) | |||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL5 A1 144A / ABS-MBS (74143QAA3) | |||||||
| RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 07/12/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 07/12/23-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250812 / DFE (000000000) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3 / ABS-O (98164NAD7) | |||||||
| GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (36169HAA1) | |||||||
| RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (000000000) | |||||||
| GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (36169HAA1) | |||||||
| RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| FED HM LN PC POOL SD8463 FR 09/54 FIXED 6 / ABS-MBS (3132DWML4) | |||||||
| OIS CAD CAONREPO/3.0000 03/19/12-15Y CME / DIR (000000000) | |||||||
| FED HM LN PC POOL SD8463 FR 09/54 FIXED 6 / ABS-MBS (3132DWML4) | |||||||
| OIS CAD CAONREPO/3.0000 03/19/12-15Y CME / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (000000000) | |||||||
| LEHMAN XS TRUST LXS 2005 6 2A1 / ABS-MBS (525221CZ8) | |||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B1 144A / ABS-MBS (64830MBJ1) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B1 144A / ABS-MBS (64830MBJ1) | |||||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (13947LAG7) | |||||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (13947LAG7) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| FED HM LN PC POOL ZI6345 FR 08/37 FIXED 6.5 / ABS-MBS (3131WKBN9) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| RFRF USD SF+26.161/2.00 8/18/23-9Y* CME / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 5 1A18 / ABS-MBS (05946XPF4) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (05684NAL5) | |||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP MYC / DCR (000000000) | |||||||
| GOODLEAP HOME IMPROVEMENT SOLU GDLP 2025 2A A 144A / ABS-O (38238FAA8) | |||||||
| GOODLEAP HOME IMPROVEMENT SOLU GDLP 2025 2A A 144A / ABS-O (38238FAA8) | |||||||
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 2 1A3 / ABS-MBS (251510DK6) | |||||||
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 2 1A3 / ABS-MBS (251510DK6) | |||||||
| SOLD PEN BOUGHT USD 20251117 / DFE (000000000) | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 B 144A / ABS-O (14051LAB8) | |||||||
| RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH / DIR (000000000) | |||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (000000000) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 7AR 2A1 / ABS-MBS (61748HCE9) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 7AR 2A1 / ABS-MBS (61748HCE9) | |||||||
| FED HM LN PC POOL QH7815 FR 01/54 FIXED 6.5 / ABS-MBS (3133CLVG8) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 12/29 1.604 / DBT (ACI2J6N85) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 12/29 1.604 / DBT (ACI2J6N85) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (146919AC9) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAC6) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAC6) | |||||||
| NEW YORK MORTGAGE TRUST NYMT 2024 INV1 A1 144A / ABS-MBS (62956XAA9) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (146919AC9) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A / ABS-MBS (74390BAA6) | |||||||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 B1 / ABS-MBS (863579JK5) | |||||||
| RFR USD SOFR/4.03000 10/04/23-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (000000000) | |||||||
| VALLEY FUNDING PLC VFUND 1A A 144A / ABS-MBS (ACI2SNZ85) | |||||||
| FREMONT HOME LOAN TRUST FHLT 2005 B M7 / ABS-MBS (35729PKB5) | |||||||
| CMBX.NA.AAA.8 SP MEI / DCR (000000000) | |||||||
| RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A C 144A / ABS-O (21056DAD2) | |||||||
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS3 M8 / ABS-MBS (76110WS80) | |||||||
| FED HM LN PC POOL SD8463 FR 09/54 FIXED 6 / ABS-MBS (3132DWML4) | |||||||
| COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (19688VAA8) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| ROUNDSTONE SECURITIES RNST 2A B 144A / ABS-MBS (ACI2NGCZ0) | |||||||
| ABX.HE.AA.06-2 SP ULO / DCR (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A / ABS-MBS (054987AA0) | |||||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 4CB 3A3 / ABS-MBS (12667FCL7) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A13 / ABS-MBS (05949CHA7) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2003 5 2A / ABS-MBS (885220EC3) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A / ABS-MBS (92243PAA6) | |||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000) | |||||||
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (66858CAN7) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A Y 144A / ABS-MBS (ACI2PHLW3) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A / ABS-MBS (749426AA0) | |||||||
| JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (47047RAN6) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 37A 7A / ABS-MBS (86359BCK5) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA A 144A / ABS-MBS (ACI2N0NS9) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| IRS EUR 2.95000 06/12/24-5Y LCH / DIR (000000000) | |||||||
| MADISON PARK FUNDING LTD MDPK 2019 36A A1RR 144A / ABS-CBDO (55819PBE8) | |||||||
| SEASONED CREDIT RISK TRANSFER 11/64 1 / ABS-MBS (35563VAA4) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (39571MAB4) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (39571MAB4) | |||||||
| CMBX.NA.AS.6 SP BOA / DCR (000000000) | |||||||
| RFR USD SOFR/3.50000 07/12/24-5Y CME / DIR (000000000) | |||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (000000000) | |||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAA6) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAA6) | |||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000) | |||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000) | |||||||
| FED HM LN PC POOL QH0476 FR 09/53 FIXED 6.5 / ABS-MBS (3133CCQ58) | |||||||
| FED HM LN PC POOL QH0476 FR 09/53 FIXED 6.5 / ABS-MBS (3133CCQ58) | |||||||
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A / ABS-CBDO (89641QAN0) | |||||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | |||||||
| RFR USD SOFR/2.88000 03/30/22-6Y* LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A7 / ABS-MBS (16162WRD3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A2 / ABS-O (146919AB1) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (39571XAB0) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (39571XAB0) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| IRS AUD 2.75000 06/17/16-10Y CME / DIR (000000000) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| KKR FINANCIAL CLO LTD KKR 28A AR 144A / ABS-CBDO (48253WAL6) | |||||||
| ACHV ABS TRUST ACHV 2024 2PL A 144A / ABS-O (00092HAA9) | |||||||
| IRS AUD 2.75000 06/17/16-10Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (000000000) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A / ABS-CBDO (05683EAW2) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 7 2AS2 / ABS-MBS (86364DAT7) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (83407UAB4) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A / ABS-O (39571NAC0) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A / ABS-O (39571NAC0) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A / ABS-O (21050UAF5) | |||||||
| CMBX.NA.AAA.8 SP JPS / DCR (000000000) | |||||||
| CMBX.NA.AAA.8 SP JPS / DCR (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (000000000) | |||||||
| DU0000100962 / Janus Henderson Cash Liquidity Fund | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A B 144A / ABS-O (36270YAG7) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B B 144A / ABS-O (19425MAC2) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (14687VAB8) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (03330YAJ9) | |||||||
| WINDMILL III RE DAC UNSECURED 144A 07/28 VAR / DBT (ACI2PJTV3) | |||||||
| WINDMILL III RE DAC UNSECURED 144A 07/28 VAR / DBT (ACI2PJTV3) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| GSAMP TRUST GSAMP 2006 HE5 A2D / ABS-MBS (362437AE5) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | |||||||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A1A5 144A / ABS-CBDO (69689ABU3) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | |||||||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A1A5 144A / ABS-CBDO (69689ABU3) | |||||||
| MASTR ALTERNATIVE LOANS TRUST MALT 2005 3 6A3 / ABS-MBS (576434N42) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A / ABS-O (96043RAC1) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A / ABS-CBDO (ACI2QLH16) | |||||||
| FNMA POOL BY7622 FN 07/53 FIXED 6 / ABS-MBS (3140NQPG7) | |||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 10CB A1 / ABS-MBS (02150HAA4) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 10CB A1 / ABS-MBS (02150HAA4) | |||||||
| ABX--0A08AGAC8-20370825 / DCR (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 4A A2 144A / ABS-O (36271BAC5) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 2A2 / ABS-MBS (65535VSA7) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 2A2 / ABS-MBS (65535VSA7) | |||||||
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL5 A1 144A / ABS-MBS (74143QAA3) | |||||||
| RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.17000 10/03/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.17000 10/03/23-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (14687RAD3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (14687RAD3) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BARCLAYS CAPITAL REPO REPO / RA (000000000) | |||||||
| BARCLAYS CAPITAL REPO REPO / RA (000000000) | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 M1 / ABS-MBS (86358EZU3) | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 M1 / ABS-MBS (86358EZU3) | |||||||
| ROUNDSTONE SECURITIES RNST 2A D 144A / ABS-MBS (ACI2NG9B7) | |||||||
| ROUNDSTONE SECURITIES RNST 2A D 144A / ABS-MBS (ACI2NG9B7) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (465970AA9) | |||||||
| TRINITAS CLO LTD TRNTS 2018 9A ARRR 144A / ABS-CBDO (89641JAW6) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.8 / ABS-O (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.8 / ABS-O (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A / ABS-MBS (74390BAA6) | |||||||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (000000000) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M2 / ABS-MBS (59020UUX1) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A / ABS-O (80280BAB4) | |||||||
| FREMONT HOME LOAN TRUST FHLT 2005 B M7 / ABS-MBS (35729PKB5) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES6 A1 144A / ABS-MBS (891947AA1) | |||||||
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (000000000) | |||||||
| GATEWAY LEASE CTL A WHLN03785 / ABS-O (963SPPII4) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA F 144A / ABS-MBS (ACI2N0NF7) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA F 144A / ABS-MBS (ACI2N0NF7) | |||||||
| NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A3 / ABS-O (65479WAD6) | |||||||
| NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A3 / ABS-O (65479WAD6) | |||||||
| OZLM LTD OZLM 2017 17A A1RR 144A / ABS-CBDO (67111NAQ7) | |||||||
| OZLM LTD OZLM 2017 17A A1RR 144A / ABS-CBDO (67111NAQ7) | |||||||
| OIS CAD CAONREPO/1.0000 06/16/22-25Y LCH / DIR (000000000) | |||||||
| ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (ACI2S2CF0) | |||||||
| ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (ACI2S2CF0) | |||||||
| 317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.90 9/12/23-26Y* CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.90 9/12/23-26Y* CME / DIR (000000000) | |||||||
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (000000000) | |||||||
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2004 5 1A1 / ABS-MBS (36228FV94) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2004 5 1A1 / ABS-MBS (36228FV94) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 SA 144A / ABS-MBS (36272FAK7) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 SA 144A / ABS-MBS (36272FAK7) | |||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3 / ABS-O (98164NAD7) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A R 144A / ABS-O (21055PAG9) | |||||||
| FNMA POOL 895072 FN 08/36 FIXED 6.5 / ABS-MBS (31410RMV8) | |||||||
| WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (98164LAD1) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (14319FAD5) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 2A A 144A / ABS-O (00833BAG3) | |||||||
| SOLD PEN BOUGHT USD 20251027 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251027 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A / ABS-O (83206EAB3) | |||||||
| GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (36169HAA1) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A A1R2 144A / ABS-CBDO (28623VAN9) | |||||||
| IRS ZAR 8.42000 07/31/23-5Y CME / DIR (000000000) | |||||||
| 31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL 745415 FN 01/36 FIXED VAR / ABS-MBS (31403DDU0) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| FNMA POOL 745415 FN 01/36 FIXED VAR / ABS-MBS (31403DDU0) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A / ABS-O (505920AC2) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A / ABS-O (505920AC2) | |||||||
| ARES EURO CLO ARESE 14A AR 144A / ABS-CBDO (ACI2RNVJ6) | |||||||
| ARES EURO CLO ARESE 14A AR 144A / ABS-CBDO (ACI2RNVJ6) | |||||||
| RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | |||||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 L 1A2 / ABS-MBS (05948JAB8) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 L 1A2 / ABS-MBS (05948JAB8) | |||||||
| OIS JPY MUT+5.89/0.0000 03/20/22-5Y* CME / DIR (000000000) | |||||||
| OIS JPY MUT+5.89/0.0000 03/20/22-5Y* CME / DIR (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE4 M6 / ABS-MBS (04541GRQ7) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (83407UAC2) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A2 / ABS-MBS (06050HKQ0) | |||||||
| BARROW FUNDING PLC BARRO 1A C / ABS-MBS (ACI2P7XQ5) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (92540DAA3) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (92540DAA3) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A R 144A / ABS-O (ACI2M1B28) | |||||||
| PERFORMER FUNDING PERFF 1A R 144A / ABS-O (ACI2M1B28) | |||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (000000000) | |||||||
| ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 K 1A2 / ABS-MBS (05948XZC8) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 K 1A2 / ABS-MBS (05948XZC8) | |||||||
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH / DIR (000000000) | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB41 / ABS-MBS (761118FM5) | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB41 / ABS-MBS (761118FM5) | |||||||
| VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (92915QBG7) | |||||||
| 317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (000000000) | |||||||
| RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 1A1 / ABS-MBS (05949CBW5) | |||||||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A C 144A / ABS-O (21056EAD0) | |||||||
| RFR USD SOFR/1.77000 02/14/22-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A C 144A / ABS-O (21056EAD0) | |||||||
| RFR USD SOFR/1.77000 02/14/22-10Y LCH / DIR (000000000) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E13 / ABS-MBS (073866BK0) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 5A A2 144A / ABS-O (16144QAB1) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (740936AA7) | |||||||
| FNMA POOL MA5445 FN 08/54 FIXED 6 / ABS-MBS (31418FBP1) | |||||||
| STEELE CREEK CLO LTD STCR 2018 1A A 144A / ABS-CBDO (85815CAA7) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (83207QAB5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A / ABS-O (69545AAA2) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| RFR USD SOFR/1.00000 06/15/22-7Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/1.00000 06/15/22-7Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.78300 02/07/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.40000 10/17/24-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.3* 07/20/23-8Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.80000 08/30/23-10Y LCH / DIR (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PN1) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL3 A1 144A / ABS-MBS (92243QAA4) | |||||||
| RFR USD SOFR/2.50800 07/25/23-30Y LCH / DIR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP2 PT 144A / ABS-MBS (17332KAS7) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP2 PT 144A / ABS-MBS (17332KAS7) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2018 4 M1 144A / ABS-MBS (89175TAC2) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2018 4 M1 144A / ABS-MBS (89175TAC2) | |||||||
| OIS CAD CAONREPO/2.6250 03/19/12-15Y CME / DIR (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 8A3 / ABS-MBS (576433LJ3) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 8A3 / ABS-MBS (576433LJ3) | |||||||
| FED HM LN PC POOL ZI4145 FR 01/36 FIXED 6.5 / ABS-MBS (3131WGTA7) | |||||||
| RIPON MORTGAGES RIPON 2025 1A X 144A / ABS-MBS (ACI2V5FD1) | |||||||
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B / LON (953RGXII1) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| RIPON MORTGAGES RIPON 2025 1A X 144A / ABS-MBS (ACI2V5FD1) | |||||||
| FED HM LN PC POOL QH4836 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHLR4) | |||||||
| VALLEY FUNDING PLC VFUND 1A F 144A / ABS-MBS (ACI2SNZQ5) | |||||||
| FED HM LN PC POOL QH4836 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHLR4) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A B 144A / ABS-O (876692AE4) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A3 144A / ABS-O (876692AC8) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A3 144A / ABS-O (876692AC8) | |||||||
| RFRF USD SF+26.161/1.1* 03/30/21-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-7Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.1* 03/30/21-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-7Y LCH / DIR (000000000) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (000000000) | |||||||
| FED HM LN PC POOL ZI6345 FR 08/37 FIXED 6.5 / ABS-MBS (3131WKBN9) | |||||||
| PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (72132WAN9) | |||||||
| PRKCM TRUST PRKCM 2024 HOME1 A1 144A / ABS-MBS (69391XAA7) | |||||||
| PRKCM TRUST PRKCM 2024 HOME1 A1 144A / ABS-MBS (69391XAA7) | |||||||
| ROUNDSTONE SECURITIES RNST 2A A 144A / ABS-MBS (ACI2NG9C5) | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 B 144A / ABS-O (14051LAB8) | |||||||
| RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH / DIR (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A A2 144A / ABS-O (37989AAC8) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL1 PT 144A / ABS-MBS (36268LAR5) | |||||||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (36180AB69) | |||||||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (36180AB69) | |||||||
| SOLD CLP BOUGHT USD 20250917 / DFE (000000000) | |||||||
| ACHV ABS TRUST ACHV 2025 1PL A 144A / ABS-O (00112MAA4) | |||||||
| RFRF USD SF+26.161/0.6* 10/01/23-7Y CME / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 C 144A / ABS-O (69544PAC6) | |||||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000) | |||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (33843VAC7) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (33843VAC7) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (29390HAC3) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (29390HAC3) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 4 2A3 / ABS-MBS (225458PQ5) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 4 2A3 / ABS-MBS (225458PQ5) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAJ1) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAJ1) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (146919AC9) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| HARDWOOD FUNDING LLC CORP0HRE5 / DBT (955NUFII1) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A2 144A / ABS-O (210928AB3) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (74938KAA5) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (74938KAA5) | |||||||
| COLT FUNDING LLC COLT 2024 INV1 A1 144A / ABS-MBS (12672RAA0) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 7A1 / ABS-MBS (576433LE4) | |||||||
| OIS MXN TIIE1+24/8.78* 12/15/25-8Y* CME / DIR (000000000) | |||||||
| OIS MXN TIIE1+24/8.78* 12/15/25-8Y* CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A2 144A / ABS-O (21056EAB4) | |||||||
| RFR USD SOFR/3.43091 09/03/24-7Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250717 / DFE (000000000) | |||||||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250717 / DFE (000000000) | |||||||
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A / ABS-O (04362VAA3) | |||||||
| VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (92917RAL3) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (55286TAB1) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (55286TAB1) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| CMBX.NA.AS.6 SP BRC / DCR (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 3A2 / ABS-MBS (86359BGC9) | |||||||
| CMBX.NA.AAA.6 SP CBK / DCR (000000000) | |||||||
| FNMA POOL 617470 FN 12/31 FIXED 6.5 / ABS-MBS (31388W6F8) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (89182JAA9) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (89182JAA9) | |||||||
| FNMA POOL DA3301 FN 10/53 FIXED 6 / ABS-MBS (3140A3U35) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 1 A 144A / ABS-O (68377PAA4) | |||||||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL4 A1A 144A / ABS-MBS (16160NAB7) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A E 144A / ABS-MBS (ACI2V5906) | |||||||
| RIPON MORTGAGES RIPON 2025 1A E 144A / ABS-MBS (ACI2V5906) | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A A 144A / ABS-MBS (ACI2V53L6) | |||||||
| RIPON MORTGAGES RIPON 2025 1A A 144A / ABS-MBS (ACI2V53L6) | |||||||
| RFRF USD SF+26.161/1.4* 01/18/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/4.23000 10/23/23-10Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.46000 08/01/23-5Y CME / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D D 144A / ABS-O (78450PAE5) | |||||||
| NATURE COAST RE LTD UNSECURED 144A 04/33 VAR / DBT (63901CAE1) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| JP MORGAN SEASONED MORTGAGE TR JPSMT 2025 1 A4 144A / ABS-MBS (46659PAG6) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| JP MORGAN SEASONED MORTGAGE TR JPSMT 2025 1 A4 144A / ABS-MBS (46659PAG6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A R 144A / ABS-O (21055PAG9) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A / ABS-MBS (69380XAA0) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A / ABS-MBS (69380XAA0) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2013 8R 6A3 144A / ABS-MBS (12647HBW5) | |||||||
| FNMA POOL 895072 FN 08/36 FIXED 6.5 / ABS-MBS (31410RMV8) | |||||||
| IRS EUR 2.82700 05/06/24-5Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.82700 05/06/24-5Y LCH / DIR (000000000) | |||||||
| FNMA POOL 617470 FN 12/31 FIXED 6.5 / ABS-MBS (31388W6F8) | |||||||
| FED HM LN PC POOL RJ0052 FR 10/53 FIXED 6.5 / ABS-MBS (3142GQBW1) | |||||||
| WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (98164LAD1) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB2 1A2 / ABS-MBS (12669GWS6) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (14319FAD5) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 2A A 144A / ABS-O (00833BAG3) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B A2 144A / ABS-O (02007G4B6) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B A2 144A / ABS-O (02007G4B6) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A / ABS-O (83206EAB3) | |||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | |||||||
| CMBX.NA.AAA.6 SP DUB / DCR (000000000) | |||||||
| ARCANO EURO CLO ARCAN 2A A / ABS-CBDO (ACI2YDJX3) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (14319FAB9) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (14319FAB9) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (000000000) | |||||||
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR7 5A1 / ABS-MBS (86359LQS1) | |||||||
| MEXICO LA SP MYC / DCR (000000000) | |||||||
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR7 5A1 / ABS-MBS (86359LQS1) | |||||||
| MEXICO LA SP MYC / DCR (000000000) | |||||||
| BOEING CO/THE SNR S* ICE / DCR (000000000) | |||||||
| IRS EUR 0.50000 06/17/20-30Y LCH / DIR (000000000) | |||||||
| BOEING CO/THE SNR S* ICE / DCR (000000000) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A A1R2 144A / ABS-CBDO (28623VAN9) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| KENTMERE KMR 3A Z 144A / ABS-MBS (ACI2RTRM1) | |||||||
| CMBX.NA.AAA.13 SP GST / DCR (000000000) | |||||||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| IRS ZAR 8.42000 07/31/23-5Y CME / DIR (000000000) | |||||||
| 31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL7 SA 144A / ABS-MBS (36273CAH0) | |||||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A / ABS-O (023947AB0) | |||||||
| COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (19688VAA8) | |||||||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A / ABS-CBDO (04942FAL3) | |||||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A / ABS-CBDO (04942FAL3) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (000000000) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 CES1 A1 144A / ABS-MBS (281907AA3) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A / ABS-O (831943AB1) | |||||||
| BOUGHT KWD SOLD USD 20260505 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260505 / DFE (000000000) | |||||||
| ROUNDSTONE SECURITIES RNST 2A B 144A / ABS-MBS (ACI2NGCZ0) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| ABX.HE.AA.06-2 SP ULO / DCR (000000000) | |||||||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A3 144A / ABS-O (446144AE7) | |||||||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A3 144A / ABS-O (446144AE7) | |||||||
| FNMA POOL BY6096 FN 09/53 FIXED 6 / ABS-MBS (3140NNX26) | |||||||
| FNMA POOL BY6096 FN 09/53 FIXED 6 / ABS-MBS (3140NNX26) | |||||||
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (25255UAA0) | |||||||
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (25255UAA0) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (45870GAE6) | |||||||
| AMERICAN CREDIT ACCEPTANCE REC ACAR 2024 4 A 144A / ABS-O (024945AA5) | |||||||
| US TREASURY N/B 04/27 4.5 / DBT (91282CKJ9) | |||||||
| US TREASURY N/B 04/27 4.5 / DBT (91282CKJ9) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| RFR USD SOFR/1.00000 06/15/22-5Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 4CB 3A3 / ABS-MBS (12667FCL7) | |||||||
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (30014LAN4) | |||||||
| SOLD PEN BOUGHT USD 20251121 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251121 / DFE (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| YELLOW TULIP BIDCO B.V. GALIBIER BIDCO PPN / DBT (ACI2QBLH8) | |||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 07/12/23-10Y LCH / DIR (000000000) | |||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/3.0000 03/19/12-15Y CME / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B1 144A / ABS-MBS (64830MBJ1) | |||||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (13947LAG7) | |||||||
| JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (47047RAN6) | |||||||
| DELOITTE LLP SR UNSEC B / DBT (955GGZII8) | |||||||
| DELOITTE LLP SR UNSEC B / DBT (955GGZII8) | |||||||
| GOODLEAP HOME IMPROVEMENT SOLU GDLP 2025 2A A 144A / ABS-O (38238FAA8) | |||||||
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 2 1A3 / ABS-MBS (251510DK6) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2025 A A2 144A / ABS-O (78437KAB0) | |||||||
| 936TNJII2 / NEPTUNE QUASAR PPN | |||||||
| IRS EUR 2.95000 06/12/24-5Y LCH / DIR (000000000) | |||||||
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (30014LAN4) | |||||||
| MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (57108UAA2) | |||||||
| MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (57108UAA2) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 7AR 2A1 / ABS-MBS (61748HCE9) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 12/29 1.604 / DBT (ACI2J6N85) | |||||||
| MADISON PARK FUNDING LTD MDPK 2019 36A A1RR 144A / ABS-CBDO (55819PBE8) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAC6) | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR / DBT (73110JAB8) | |||||||
| SEASONED CREDIT RISK TRANSFER 11/64 1 / ABS-MBS (35563VAA4) | |||||||
| CMBX.NA.AS.6 SP BOA / DCR (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (03332AAA8) | |||||||
| RFR USD SOFR/3.50000 07/12/24-5Y CME / DIR (000000000) | |||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (000000000) | |||||||
| BCAP LLC TRUST BCAP 2007 AA4 13A1 / ABS-MBS (05530WAE7) | |||||||
| BCAP LLC TRUST BCAP 2007 AA4 13A1 / ABS-MBS (05530WAE7) | |||||||
| 31750R6D4 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A / ABS-O (14319EAC0) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A / ABS-O (14319EAC0) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES6 A1A 144A / ABS-MBS (749410AA4) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES6 A1A 144A / ABS-MBS (749410AA4) | |||||||
| PALM RE LTD UNSECURED 144A 06/31 VAR / DBT (69664FAA6) | |||||||
| PALM RE LTD UNSECURED 144A 06/31 VAR / DBT (69664FAA6) | |||||||
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000) | |||||||
| IRS MXN 8.10250 10/28/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000) | |||||||
| IRS MXN 8.10250 10/28/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| INDIGO CREDIT MANAGEMENT INDI 2A A 144A / ABS-CBDO (ACI2RZY31) | |||||||
| RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL 555202 FN 01/33 FIXED VAR / ABS-MBS (31385WX79) | |||||||
| HAYFIN EMERALD CLO HAYEM 10A AR / ABS-CBDO (ACI2PCMS2) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 SA 144A / ABS-MBS (17291JAR1) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 SA 144A / ABS-MBS (17291JAR1) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| MARZIO FINANCE MARFI 2024 15 A REGS / ABS-O (ACI2PM0F2) | |||||||
| MARZIO FINANCE MARFI 2024 15 A REGS / ABS-O (ACI2PM0F2) | |||||||
| BOUGHT TRY SOLD USD 20250730 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250730 / DFE (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA R 144A / ABS-MBS (ACI2N0NJ9) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA R 144A / ABS-MBS (ACI2N0NJ9) | |||||||
| RFR USD SOFR/2.67500 07/24/23-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/2.67500 07/24/23-5Y LCH / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A / ABS-MBS (749424AA5) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A / ABS-MBS (749424AA5) | |||||||
| 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD / DIR (000000000) | |||||||
| 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD / DIR (000000000) | |||||||
| RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (000000000) | |||||||
| ACHV ABS TRUST ACHV 2024 2PL A 144A / ABS-O (00092HAA9) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A E 144A / ABS-O (210928AK3) | |||||||
| RFR USD SOFR/3.97000 02/27/24-5Y LCH / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A / ABS-CBDO (05683EAW2) | |||||||
| CITICORP MORTGAGE SECURITIES, CMSI 2005 1 1A5 / ABS-MBS (172973N21) | |||||||
| CITICORP MORTGAGE SECURITIES, CMSI 2005 1 1A5 / ABS-MBS (172973N21) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 7 2AS2 / ABS-MBS (86364DAT7) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (83407UAB4) | |||||||
| IRS ZAR 8.41000 08/04/23-5Y CME / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (072926AC2) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (072926AC2) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL2 SA 144A / ABS-MBS (362961AH7) | |||||||
| RFRF USD SF+26.161/0.9* 9/11/23-27Y* CME / DIR (000000000) | |||||||
| FNMA POOL CB7426 FN 11/53 FIXED 6.5 / ABS-MBS (3140QTHC6) | |||||||
| FNMA POOL CB7426 FN 11/53 FIXED 6.5 / ABS-MBS (3140QTHC6) | |||||||
| IRS MXN 8.41000 11/14/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| IRS MXN 8.41000 11/14/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797PG6) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797PG6) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (14687VAB8) | |||||||
| BMW VEHICLE LEASE TRUST BMWLT 2024 2 A3 / ABS-O (05613MAD1) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (03330YAJ9) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A2 / ABS-O (30168JAB9) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A2 / ABS-O (30168JAB9) | |||||||
| 3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO / DIR (000000000) | |||||||
| 3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO / DIR (000000000) | |||||||
| MASTR ALTERNATIVE LOANS TRUST MALT 2005 3 6A3 / ABS-MBS (576434N42) | |||||||
| DIAMETER CREDIT FUNDING DCF 2019 1A A 144A / ABS-CBDO (25255AAA4) | |||||||
| RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A / ABS-CBDO (ACI2QLH16) | |||||||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL BY7622 FN 07/53 FIXED 6 / ABS-MBS (3140NQPG7) | |||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (465970AA9) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| ABX--0A08AGAC8-20370825 / DCR (000000000) | |||||||
| RFRF USD SF+26.161/1.0* 9/28/23-29Y* CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.0* 9/28/23-29Y* CME / DIR (000000000) | |||||||
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M1 / ABS-MBS (61744CMK9) | |||||||
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A3 / ABS-O (26207AAD5) | |||||||
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A3 / ABS-O (26207AAD5) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA A 144A / ABS-MBS (ACI2QV4P5) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA A 144A / ABS-MBS (ACI2QV4P5) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (13876LAW7) | |||||||
| CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (13876LAW7) | |||||||
| COLOMBIA LA SP MYC / DCR (000000000) | |||||||
| OPORTUN FUNDING LLC OPTN 2024 2 A 144A / ABS-O (68377KAA5) | |||||||
| COLOMBIA LA SP MYC / DCR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CDX IG35 5Y ICE / DCR (000000000) | |||||||
| CDX IG35 5Y ICE / DCR (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 6A1 / ABS-MBS (466247ZB2) | |||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (ACI2NJ0V6) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| ISRAEL GOVT EM SP MYC / DCR (000000000) | |||||||
| ISRAEL GOVT EM SP MYC / DCR (000000000) | |||||||
| CDX EM42 ICE / DCR (000000000) | |||||||
| CDX EM42 ICE / DCR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290507 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | |||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250925 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A / ABS-MBS (22758DAA7) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (67119CAA8) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 7R 4A3 144A / ABS-MBS (12648WAY8) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 7R 4A3 144A / ABS-MBS (12648WAY8) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL2 PT 144A / ABS-MBS (362961AR5) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (83407UAA6) | |||||||
| BARROW FUNDING PLC BARRO 1A B / ABS-MBS (ACI2P7XP7) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2002 21A 1A1 / ABS-MBS (86359ABP7) | |||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A / ABS-MBS (054987AA0) | |||||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A13 / ABS-MBS (05949CHA7) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2003 5 2A / ABS-MBS (885220EC3) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A / ABS-MBS (92243PAA6) | |||||||
| SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A / ABS-CBDO (87122CAJ2) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B R 144A / ABS-O (78450CAF1) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B R 144A / ABS-O (78450CAF1) | |||||||
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (66858CAN7) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A Y 144A / ABS-MBS (ACI2PHLW3) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A / ABS-MBS (749426AA0) | |||||||
| OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (67115PAW5) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 37A 7A / ABS-MBS (86359BCK5) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA A 144A / ABS-MBS (ACI2N0NS9) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 3 2M1 / ABS-MBS (004375BR1) | |||||||
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 3 2M1 / ABS-MBS (004375BR1) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (39571MAB4) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (74448PAA7) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 1A1 / ABS-MBS (007036AA4) | |||||||
| ABX.HE.AAA.07-1 SP MYC / DCR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A / ABS-CBDO (25255NAQ1) | |||||||
| FNMA POOL 653638 FN 07/32 FIXED 6.5 / ABS-MBS (31390REK5) | |||||||
| FNMA POOL 653638 FN 07/32 FIXED 6.5 / ABS-MBS (31390REK5) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A / ABS-O (072926AB4) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (69548AAA9) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 7CB 2A1 / ABS-MBS (12667F4L6) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 D 144A / ABS-O (69546YAA9) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (69548AAA9) | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (09709AAB8) | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (09709AAB8) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAA6) | |||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2007 AR2 6A1 / ABS-MBS (3622N6AL3) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 9 A11 144A / ABS-MBS (46593DAX5) | |||||||
| CMBX.NA.AAA.6 SP GST / DCR (000000000) | |||||||
| CMBX.NA.AAA.6 SP GST / DCR (000000000) | |||||||
| GCAT GCAT 2019 RPL1 M2 144A / ABS-MBS (36167CAC0) | |||||||
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A / ABS-CBDO (92332KAQ4) | |||||||
| FED HM LN PC POOL QH0476 FR 09/53 FIXED 6.5 / ABS-MBS (3133CCQ58) | |||||||
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (000000000) | |||||||
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A / ABS-O (69544LAA9) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A / ABS-O (69544LAA9) | |||||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | |||||||
| ISRAEL GOVT EM SP CBK / DCR (000000000) | |||||||
| ISRAEL GOVT EM SP CBK / DCR (000000000) | |||||||
| RFR USD SOFR/3.65500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3 / ABS-O (448976AD2) | |||||||
| RFR USD SOFR/3.65500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (39571XAB0) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| IRS AUD 2.75000 06/17/16-10Y CME / DIR (000000000) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| FNMA POOL 748135 FN 11/33 FIXED 6.5 / ABS-MBS (31403GEG3) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 8 A1 144A / ABS-MBS (03465QAA2) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 8 A1 144A / ABS-MBS (03465QAA2) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A11 / ABS-MBS (12667GKL6) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (83407UAE8) | |||||||
| CMBX.NA.AAA.6 SP BRC / DCR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (83407UAE8) | |||||||
| CMBX.NA.AAA.6 SP BRC / DCR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A / ABS-O (39571NAC0) | |||||||
| CMBX.NA.AAA.8 SP JPS / DCR (000000000) | |||||||
| ZCS BRL 10.05205 08/02/23-01/02/26 CME / DIR (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A A2R2 144A / ABS-CBDO (28623VAQ2) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 BA A2 144A / ABS-O (345214BT6) | |||||||
| WINDMILL III RE DAC UNSECURED 144A 07/28 VAR / DBT (ACI2PJTV3) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A / ABS-MBS (92540FAA8) | |||||||
| IRS MXN 9.32750 11/21/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (000000000) | |||||||
| IRS MXN 9.32750 11/21/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (673921AA0) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | |||||||
| BNP / BNP Paribas SA | |||||||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A1A5 144A / ABS-CBDO (69689ABU3) | |||||||
| IRS ZAR 8.20250 01/10/25-6Y CME / DIR (000000000) | |||||||
| BNP / BNP Paribas SA | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B2 144A / ABS-MBS (64830TBB3) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 10CB A1 / ABS-MBS (02150HAA4) | |||||||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (67592BAY4) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A2A 144A / ABS-O (73328AAB5) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A2A 144A / ABS-O (73328AAB5) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CA8) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CA8) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 2A2 / ABS-MBS (65535VSA7) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A E / ABS-MBS (ACI2Q4KR3) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 2A B4C 144A / ABS-MBS (64828CDL0) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS AUD 3.00000 03/21/17-10Y LCH / DIR (000000000) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE3 M6 / ABS-MBS (04541GQZ8) | |||||||
| RFR USD SOFR/4.17000 10/03/23-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (14687RAD3) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BARCLAYS CAPITAL REPO REPO / RA (000000000) | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 M1 / ABS-MBS (86358EZU3) | |||||||
| ROUNDSTONE SECURITIES RNST 2A D 144A / ABS-MBS (ACI2NG9B7) | |||||||
| FNMA POOL 324496 FN 03/26 FIXED 6.5 / ABS-MBS (31374UNM4) | |||||||
| FNMA POOL 324496 FN 03/26 FIXED 6.5 / ABS-MBS (31374UNM4) | |||||||
| RFR GBP SONIO/0.75000 09/21/22-30Y LCH / DIR (000000000) | |||||||
| CDX HY39 5Y ICE / DCR (000000000) | |||||||
| CDX HY39 5Y ICE / DCR (000000000) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B C 144A / ABS-O (02007G4D2) | |||||||
| SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A / ABS-CBDO (87122CAJ2) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A2 144A / ABS-O (21055PAB0) | |||||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A / ABS-MBS (16160QAX2) | |||||||
| CDX EM43 ICE / DCR (000000000) | |||||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (000000000) | |||||||
| FNMA POOL 655780 FN 08/32 FIXED 6.5 / ABS-MBS (31390TQ93) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 8CB A7 / ABS-MBS (02150FAG5) | |||||||
| CDX EM43 ICE / DCR (000000000) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 5 1A2 / ABS-MBS (07386HDF5) | |||||||
| DELOITTE LLP SR UNSEC A / DBT (958XFEII6) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A3 144A / ABS-O (70687FAC3) | |||||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A3 144A / ABS-O (70687FAC3) | |||||||
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (89856JAA4) | |||||||
| HUNGARY SR UNSECURED 144A 09/30 5.375 / DBT (445545AV8) | |||||||
| HUNGARY SR UNSECURED 144A 09/30 5.375 / DBT (445545AV8) | |||||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) | |||||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) | |||||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A / ABS-CBDO (55287HAA8) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A F / ABS-MBS (ACI2Q4L35) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (69381LAA5) | |||||||
| SOLD GBP BOUGHT USD 20250724 / DFE (000000000) | |||||||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (69381LAA5) | |||||||
| SOLD GBP BOUGHT USD 20250724 / DFE (000000000) | |||||||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (000000000) | |||||||
| ALBA PLC ALBA 2007 1 B REGS / ABS-MBS (G021A2AA1) | |||||||
| ALBA PLC ALBA 2007 1 B REGS / ABS-MBS (G021A2AA1) | |||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (000000000) | |||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY9 A2 / ABS-MBS (02152BAU1) | |||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.0* 9/22/23-29Y* CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A / ABS-O (21050UAE8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A / ABS-O (21050UAE8) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M2 / ABS-MBS (59020UUX1) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A / ABS-O (80280BAB4) | |||||||
| LCM LTD PARTNERSHIP LCM 36A A1R 144A / ABS-CBDO (50190LAL2) | |||||||
| CTEV / Claritev Corporation | |||||||
| CTEV / Claritev Corporation | |||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B3 144A / ABS-MBS (64830MCU5) | |||||||
| URSA RE LTD UNSECURED 144A 02/28 VAR / DBT (90323WAR1) | |||||||
| NAVIENT REFINANCE LOAN TRUST NAVRL 2025 A A 144A / ABS-O (63943FAA2) | |||||||
| NAVIENT REFINANCE LOAN TRUST NAVRL 2025 A A 144A / ABS-O (63943FAA2) | |||||||
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (05570XCL8) | |||||||
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (05570XCL8) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 3 A3 / ABS-O (38012QAD0) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 3 A3 / ABS-O (38012QAD0) | |||||||
| IRS ZAR 8.41000 07/31/23-5Y CME / DIR (000000000) | |||||||
| IRS ZAR 8.41000 07/31/23-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000) | |||||||
| 317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| CMBX.NA.AAA.9 SP MYC / DCR (000000000) | |||||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | |||||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | |||||||
| MIDOCEAN CREDIT CLO MIDO 2016 6A ARRR 144A / ABS-CBDO (59802XBN2) | |||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3 / ABS-O (98164NAD7) | |||||||
| GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (36169HAA1) | |||||||
| FED HM LN PC POOL SD8463 FR 09/54 FIXED 6 / ABS-MBS (3132DWML4) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A / ABS-CBDO (ACI2Q3MV4) | |||||||
| RFRF USD SF+26.161/1.3* 07/20/23-8Y CME / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (000000000) | |||||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 PT 144A / ABS-MBS (52475VBH0) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAL5) | |||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAL5) | |||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | |||||||
| AT&T INC SNR S* ICE / DCR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 PT 144A / ABS-MBS (17332EAT9) | |||||||
| CDX EM40 ICE / DCR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| CDX EM40 ICE / DCR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| FIRST NLC TRUST FNLC 2005 1 M8 / ABS-MBS (32113JAJ4) | |||||||
| FIRST NLC TRUST FNLC 2005 1 M8 / ABS-MBS (32113JAJ4) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (83407UAC2) | |||||||
| JUBILEE PLACE JPMF 6 A REGS / ABS-MBS (ACI2NPQC6) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| CMBX.NA.AAA.6 SP MEI / DCR (000000000) | |||||||
| CMBX.NA.AAA.6 SP MEI / DCR (000000000) | |||||||
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A4 144A / ABS-O (78437PAD5) | |||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 6 A1 144A / ABS-MBS (74390PAA5) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A3 144A / ABS-O (14687WAC4) | |||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL2 PT 144A / ABS-MBS (62956GAK4) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL2 PT 144A / ABS-MBS (62956GAK4) | |||||||
| VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (92915QBG7) | |||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 1A1 / ABS-MBS (05949CBW5) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (740936AA7) | |||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | |||||||
| FNMA POOL MA5445 FN 08/54 FIXED 6 / ABS-MBS (31418FBP1) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | |||||||
| REPUBLIC OF PANAMA EUR TERM LOAN / LON (BA000GRH5) | |||||||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PN1) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL3 A1 144A / ABS-MBS (92243QAA4) | |||||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | |||||||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| INVESCO EURO CLO INVSC 5A AR 144A / ABS-CBDO (ACI2VXQH9) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| INVESCO EURO CLO INVSC 5A AR 144A / ABS-CBDO (ACI2VXQH9) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 CES1 A1 144A / ABS-MBS (281907AA3) | |||||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A / ABS-CBDO (64134AAJ1) | |||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/2.6250 03/19/12-15Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | |||||||
| IRS ZAR 8.03000 01/07/25-6Y CME / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 1A1 / ABS-MBS (05949A5Z9) | |||||||
| PYRAMID FUNDING 2025 LIMITED PYRAMID CLASS A NOTES / DBT (938KLCII6) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (33835AAY5) | |||||||
| IRS ZAR 8.03000 01/07/25-6Y CME / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B1 144A / ABS-MBS (64830TAS7) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 1A1 / ABS-MBS (05949A5Z9) | |||||||
| PYRAMID FUNDING 2025 LIMITED PYRAMID CLASS A NOTES / DBT (938KLCII6) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (33835AAY5) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B1 144A / ABS-MBS (64830TAS7) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| FED HM LN PC POOL RJ0005 FR 10/53 FIXED 6.5 / ABS-MBS (3142GQAF9) | |||||||
| RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | |||||||
| RFR USD SOFR/2.37000 06/21/22-5Y LCH / DIR (000000000) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3 / ABS-O (10806EAC8) | |||||||
| PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (72132WAN9) | |||||||
| FED HM LN PC POOL RJ0005 FR 10/53 FIXED 6.5 / ABS-MBS (3142GQAF9) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A / ABS-MBS (380881FE7) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A / ABS-O (831943AA3) | |||||||
| RED + BLACK AUTO ITALY RNBAI 3 A REGS / ABS-O (ACI2R1Y85) | |||||||
| ROUNDSTONE SECURITIES RNST 2A A 144A / ABS-MBS (ACI2NG9C5) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A / ABS-MBS (380881FE7) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A / ABS-O (831943AA3) | |||||||
| RED + BLACK AUTO ITALY RNBAI 3 A REGS / ABS-O (ACI2R1Y85) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 PT 144A / ABS-MBS (36272FAL5) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A B 144A / ABS-O (876692AE4) | |||||||
| RFRF USD SF+26.161/0.6* 10/01/23-7Y CME / DIR (000000000) | |||||||
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (379924AC7) | |||||||
| TCW LTD TCW 2024 1A A1 144A / ABS-CBDO (87252MAC7) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (000000000) | |||||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (14016CAN6) | |||||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (379924AC7) | |||||||
| TCW LTD TCW 2024 1A A1 144A / ABS-CBDO (87252MAC7) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 5 2A3 / ABS-MBS (251510HW6) | |||||||
| PRP ADVISORS, LLC PRPM 2024 2 A1 144A / ABS-MBS (74448BAA8) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 A5 144A / ABS-MBS (17329AAE5) | |||||||
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 5 2A3 / ABS-MBS (251510HW6) | |||||||
| PRP ADVISORS, LLC PRPM 2024 2 A1 144A / ABS-MBS (74448BAA8) | |||||||
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (55822AAW7) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2018 6 M1 144A / ABS-MBS (89176LAD6) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (37964VAB3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (146919AC9) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A / ABS-O (78436XAC1) | |||||||
| HARDWOOD FUNDING LLC CORP0HRE5 / DBT (955NUFII1) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A / ABS-O (78436XAC1) | |||||||
| FANNIE MAE FNR 2024 10 AF / ABS-MBS (3136BQ6A2) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2024 10 AF / ABS-MBS (3136BQ6A2) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A2 144A / ABS-O (210928AB3) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| COLT FUNDING LLC COLT 2024 INV1 A1 144A / ABS-MBS (12672RAA0) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 7A1 / ABS-MBS (576433LE4) | |||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (000000000) | |||||||
| IRS AUD 4.00000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (000000000) | |||||||
| IRS AUD 4.00000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.8 / ABS-O (000000000) | |||||||
| RFR USD SOFR/3.43091 09/03/24-7Y* LCH / DIR (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (92540JAA0) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (92540JAA0) | |||||||
| CMBX.NA.AS.6 SP BRC / DCR (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 3A2 / ABS-MBS (86359BGC9) | |||||||
| CMBX.NA.AAA.6 SP CBK / DCR (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A A2 144A / ABS-O (37989AAC8) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 2A A3 144A / ABS-O (73328NAE1) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 2A A3 144A / ABS-O (73328NAE1) | |||||||
| IRS EUR 0.70000 04/11/22-5Y LCH / DIR (000000000) | |||||||
| IRS EUR 0.70000 04/11/22-5Y LCH / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL9 A1 144A / ABS-MBS (74143TAA7) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL9 A1 144A / ABS-MBS (74143TAA7) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL4 A1A 144A / ABS-MBS (16160NAB7) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA F 144A / ABS-MBS (ACI2N0NF7) | |||||||
| NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A3 / ABS-O (65479WAD6) | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (000000000) | |||||||
| OZLM LTD OZLM 2017 17A A1RR 144A / ABS-CBDO (67111NAQ7) | |||||||
| HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (ACI2RYDM5) | |||||||
| HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (ACI2RYDM5) | |||||||
| ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (ACI2S2CF0) | |||||||
| IRS ZAR 8.46000 08/01/23-5Y CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.90 9/12/23-26Y* CME / DIR (000000000) | |||||||
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2004 5 1A1 / ABS-MBS (36228FV94) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 SA 144A / ABS-MBS (36272FAK7) | |||||||
| FNMA POOL 923400 FN 06/37 FIXED 6.5 / ABS-MBS (31412E3H7) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A / ABS-CBDO (033296AS3) | |||||||
| FNMA POOL 923400 FN 06/37 FIXED 6.5 / ABS-MBS (31412E3H7) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A / ABS-CBDO (033296AS3) | |||||||
| SOLD PEN BOUGHT USD 20251027 / DFE (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A G / ABS-MBS (ACI2PHM02) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A G / ABS-MBS (ACI2PHM02) | |||||||
| FNMA POOL 745415 FN 01/36 FIXED VAR / ABS-MBS (31403DDU0) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A / ABS-O (505920AC2) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797PW1) | |||||||
| ARES EURO CLO ARESE 14A AR 144A / ABS-CBDO (ACI2RNVJ6) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797PW1) | |||||||
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A1 / ABS-MBS (59024FAA2) | |||||||
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A1 / ABS-MBS (59024FAA2) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (000000000) | |||||||
| ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR / DBT (ACI2S2B04) | |||||||
| ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR / DBT (ACI2S2B04) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (78436RAC4) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (78436RAC4) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 L 1A2 / ABS-MBS (05948JAB8) | |||||||
| OIS JPY MUT+5.89/0.0000 03/20/22-5Y* CME / DIR (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 SJ1 SA 144A / ABS-MBS (36273PAH1) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 SJ1 SA 144A / ABS-MBS (36273PAH1) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A / ABS-O (29375QAB4) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A / ABS-O (29375QAB4) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (92540DAA3) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A R 144A / ABS-O (ACI2M1B28) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL7 SA 144A / ABS-MBS (36273CAH0) | |||||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A / ABS-O (023947AB0) | |||||||
| ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 K 1A2 / ABS-MBS (05948XZC8) | |||||||
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH / DIR (000000000) | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB41 / ABS-MBS (761118FM5) | |||||||
| RFRF USD SF+26.161/0.6* 09/24/23-7Y CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.6* 09/24/23-7Y CME / DIR (000000000) | |||||||
| CMBX.NA.AAA.13 SP GST / DCR (000000000) | |||||||
| RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A C 144A / ABS-O (21056EAD0) | |||||||
| RFR USD SOFR/1.77000 02/14/22-10Y LCH / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A / ABS-O (831943AB1) | |||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | |||||||
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A2 144A / ABS-O (24704EAC2) | |||||||
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A2 144A / ABS-O (24704EAC2) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| RFR USD SOFR/1.00000 06/15/22-7Y LCH / DIR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP2 PT 144A / ABS-MBS (17332KAS7) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (45870GAE6) | |||||||
| AMERICAN CREDIT ACCEPTANCE REC ACAR 2024 4 A 144A / ABS-O (024945AA5) | |||||||
| RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 PT 144A / ABS-MBS (17291JAS9) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 PT 144A / ABS-MBS (17291JAS9) | |||||||
| RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2018 4 M1 144A / ABS-MBS (89175TAC2) | |||||||
| RFR USD SOFR/3.60000 08/28/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.60000 08/28/24-10Y LCH / DIR (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| YELLOW TULIP BIDCO B.V. GALIBIER BIDCO PPN / DBT (ACI2QBLH8) | |||||||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (35105AAB3) | |||||||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (35105AAB3) | |||||||
| RFR USD SOFR/3.75000 07/12/23-10Y LCH / DIR (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 8A3 / ABS-MBS (576433LJ3) | |||||||
| RIPON MORTGAGES RIPON 2025 1A X 144A / ABS-MBS (ACI2V5FD1) | |||||||
| RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/3.0000 03/19/12-15Y CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250812 / DFE (000000000) | |||||||
| FED HM LN PC POOL QH4836 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHLR4) | |||||||
| BOUGHT TRY SOLD USD 20250812 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B1 144A / ABS-MBS (64830MBJ1) | |||||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (13947LAG7) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A3 144A / ABS-O (876692AC8) | |||||||
| RFRF USD SF+26.161/1.1* 03/30/21-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-7Y LCH / DIR (000000000) | |||||||
| GOODLEAP HOME IMPROVEMENT SOLU GDLP 2025 2A A 144A / ABS-O (38238FAA8) | |||||||
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 2 1A3 / ABS-MBS (251510DK6) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 7AR 2A1 / ABS-MBS (61748HCE9) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 12/29 1.604 / DBT (ACI2J6N85) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL DA1042 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1EQ6) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAC6) | |||||||
| FNMA POOL DA1042 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1EQ6) | |||||||
| LEHMAN XS TRUST LXS 2005 6 1A4 / ABS-MBS (525221CW5) | |||||||
| LEHMAN XS TRUST LXS 2005 6 1A4 / ABS-MBS (525221CW5) | |||||||
| PRKCM TRUST PRKCM 2024 HOME1 A1 144A / ABS-MBS (69391XAA7) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (03332AAA8) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (36180AB69) | |||||||
| 31750R6D4 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (ACI2S1S08) | |||||||
| AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (ACI2S1S08) | |||||||
| AVOCA STATIC CLO AVOST 1A BR 144A / ABS-CBDO (ACI2S1QG5) | |||||||
| PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (74639NAC7) | |||||||
| PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (74639NAC7) | |||||||
| RFRF USD SF+26.161/1.5* 7/12/23-4Y* CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.5* 7/12/23-4Y* CME / DIR (000000000) | |||||||
| INDIGO CREDIT MANAGEMENT INDI 2A A 144A / ABS-CBDO (ACI2RZY31) | |||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | |||||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (33843VAC7) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (29390HAC3) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 4 2A3 / ABS-MBS (225458PQ5) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAJ1) | |||||||
| FNMA POOL 555202 FN 01/33 FIXED VAR / ABS-MBS (31385WX79) | |||||||
| HAYFIN EMERALD CLO HAYEM 10A AR / ABS-CBDO (ACI2PCMS2) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR / DBT (73110JAB8) | |||||||
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.3 / ABS-O (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.3 / ABS-O (000000000) | |||||||
| CMBX.NA.AS.6 SP SAL / DCR (000000000) | |||||||
| CMBX.NA.AS.6 SP SAL / DCR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A E 144A / ABS-O (210928AK3) | |||||||
| RFR USD SOFR/3.97000 02/27/24-5Y LCH / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (74938KAA5) | |||||||
| OIS MXN TIIE1+24/8.78* 12/15/25-8Y* CME / DIR (000000000) | |||||||
| DELOITTE LLP SR UNSEC B / DBT (955GGZII8) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| ABX--0A08AGAA9-20450725 / DCR (000000000) | |||||||
| ABX--0A08AGAA9-20450725 / DCR (000000000) | |||||||
| IRS ZAR 8.41000 08/04/23-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250717 / DFE (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (55286TAB1) | |||||||
| SOLD PEN BOUGHT USD 20250818 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250818 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.9* 9/11/23-27Y* CME / DIR (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (89182JAA9) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A E 144A / ABS-MBS (ACI2V5906) | |||||||
| GSAA HOME EQUITY TRUST GSAA 2006 15 AF2 / ABS-MBS (3622E8AB1) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000) | |||||||
| GSAA HOME EQUITY TRUST GSAA 2006 15 AF2 / ABS-MBS (3622E8AB1) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A A 144A / ABS-MBS (ACI2V53L6) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B E 144A / ABS-O (19425MAF5) | |||||||
| DIAMETER CREDIT FUNDING DCF 2019 1A A 144A / ABS-CBDO (25255AAA4) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B E 144A / ABS-O (19425MAF5) | |||||||
| JP MORGAN SEASONED MORTGAGE TR JPSMT 2025 1 A4 144A / ABS-MBS (46659PAG6) | |||||||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250724 / DFE (000000000) | |||||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250724 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A / ABS-MBS (69380XAA0) | |||||||
| IRS EUR 2.82700 05/06/24-5Y LCH / DIR (000000000) | |||||||
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M1 / ABS-MBS (61744CMK9) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B A2 144A / ABS-O (02007G4B6) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM1 PT 144A / ABS-MBS (36271LAL3) | |||||||
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME / DIR (000000000) | |||||||
| 317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) | |||||||
| NEW YORK NY NYC 02/45 FIXED 6.291 / DBT (64966SNH5) | |||||||
| NEW YORK NY NYC 02/45 FIXED 6.291 / DBT (64966SNH5) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL8 A1 144A / ABS-MBS (69392DAA0) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL8 A1 144A / ABS-MBS (69392DAA0) | |||||||
| OPORTUN FUNDING LLC OPTN 2024 2 A 144A / ABS-O (68377KAA5) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 36CB 2A3 / ABS-MBS (12667FR56) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 36CB 2A3 / ABS-MBS (12667FR56) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (14319FAB9) | |||||||
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR7 5A1 / ABS-MBS (86359LQS1) | |||||||
| MEXICO LA SP MYC / DCR (000000000) | |||||||
| BOEING CO/THE SNR S* ICE / DCR (000000000) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A / ABS-MBS (227919AA5) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 34A 2A2 / ABS-MBS (86359A4W0) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A / ABS-MBS (227919AA5) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 34A 2A2 / ABS-MBS (86359A4W0) | |||||||
| SOLD PEN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2004 12 2A2 / ABS-MBS (36242DKV4) | |||||||
| RFR USD SOFR/3.37000 07/12/23-30Y LCH / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RCF3 A1 144A / ABS-MBS (69392PAA3) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A3 / ABS-O (802919AC4) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RCF3 A1 144A / ABS-MBS (69392PAA3) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A3 / ABS-O (802919AC4) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| FNMA POOL 617470 FN 12/31 FIXED 6.5 / ABS-MBS (31388W6F8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A R 144A / ABS-O (210928AL1) | |||||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A / ABS-CBDO (04942FAL3) | |||||||
| BOUGHT KWD SOLD USD 20260602 / DFE (000000000) | |||||||
| COLOMBIA LA SP GST / DCR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260505 / DFE (000000000) | |||||||
| RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (000000000) | |||||||
| T MOBILE US TRUST TMUST 2024 2A A 144A / ABS-O (87268CAA5) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A / ABS-O (78450XAA6) | |||||||
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME / DIR (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A2 144A / ABS-O (21056EAB4) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A / ABS-MBS (054987AA0) | |||||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (000000000) | |||||||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A3 144A / ABS-O (446144AE7) | |||||||
| FNMA POOL BY6096 FN 09/53 FIXED 6 / ABS-MBS (3140NNX26) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A / ABS-O (805922AG6) | |||||||
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (25255UAA0) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A13 / ABS-MBS (05949CHA7) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2003 5 2A / ABS-MBS (885220EC3) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A / ABS-MBS (92243PAA6) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A2 144A / ABS-MBS (64830NAB7) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| US TREASURY N/B 04/27 4.5 / DBT (91282CKJ9) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL DA3301 FN 10/53 FIXED 6 / ABS-MBS (3140A3U35) | |||||||
| SOLD PEN BOUGHT USD 20251121 / DFE (000000000) | |||||||
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (66858CAN7) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A Y 144A / ABS-MBS (ACI2PHLW3) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A / ABS-MBS (749426AA0) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A4 144A / ABS-O (78436RAG5) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A4 144A / ABS-O (78436RAG5) | |||||||
| OSCAR US FUNDING TRUST OSCAR 2024 2A A2 144A / ABS-O (68784BAB0) | |||||||
| OSCAR US FUNDING TRUST OSCAR 2024 2A A2 144A / ABS-O (68784BAB0) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 37A 7A / ABS-MBS (86359BCK5) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA A 144A / ABS-MBS (ACI2N0NS9) | |||||||
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (ACI2PNX49) | |||||||
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (ACI2PNX49) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (39571MAB4) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL1 PT 144A / ABS-MBS (62956EAK9) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL1 PT 144A / ABS-MBS (62956EAK9) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC2 2A2 / ABS-MBS (073879SU3) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 4.95 / ABS-O (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC2 2A2 / ABS-MBS (073879SU3) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 4.95 / ABS-O (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (30014LAN4) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A1 / ABS-MBS (12669GBY6) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A1 / ABS-MBS (12669GBY6) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE7 M1 / ABS-MBS (04541GMC3) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE7 M1 / ABS-MBS (04541GMC3) | |||||||
| RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.9 SP MEI / DCR (000000000) | |||||||
| CMBX.NA.AAA.9 SP MEI / DCR (000000000) | |||||||
| BCAP LLC TRUST BCAP 2007 AA4 13A1 / ABS-MBS (05530WAE7) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A / ABS-MBS (034943AA8) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A / ABS-MBS (034943AA8) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A / ABS-O (14319EAC0) | |||||||
| RFR USD SOFR/3.54666 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAA6) | |||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES6 A1A 144A / ABS-MBS (749410AA4) | |||||||
| PALM RE LTD UNSECURED 144A 06/31 VAR / DBT (69664FAA6) | |||||||
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000) | |||||||
| IRS MXN 8.10250 10/28/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| IRS EUR 2.86000 04/24/24-5Y LCH / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A B2 144A / ABS-MBS (64830WAZ4) | |||||||
| IRS EUR 2.86000 04/24/24-5Y LCH / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A B2 144A / ABS-MBS (64830WAZ4) | |||||||
| FED HM LN PC POOL QH0476 FR 09/53 FIXED 6.5 / ABS-MBS (3133CCQ58) | |||||||
| MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (57108UAA2) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| LUGO FUNDING DAC 05/66 1 / ABS-MBS (ACI2S0075) | |||||||
| LUGO FUNDING DAC 05/66 1 / ABS-MBS (ACI2S0075) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (69547DAB2) | |||||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (69547DAB2) | |||||||
| IMPAC CMB TRUST IMM 2004 4 2A1 / ABS-MBS (45254NJB4) | |||||||
| IMPAC CMB TRUST IMM 2004 4 2A1 / ABS-MBS (45254NJB4) | |||||||
| RFR USD SOFR/2.24250 08/07/24-2Y LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/1.3000 06/16/22-25Y CME / DIR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 SA 144A / ABS-MBS (17291JAR1) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/2.24250 08/07/24-2Y LCH / DIR (000000000) | |||||||
| FNMA POOL 583050 FN 05/31 FIXED 6.5 / ABS-MBS (31387FWK6) | |||||||
| FNMA POOL 583050 FN 05/31 FIXED 6.5 / ABS-MBS (31387FWK6) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (39571XAB0) | |||||||
| MARZIO FINANCE MARFI 2024 15 A REGS / ABS-O (ACI2PM0F2) | |||||||
| BOUGHT TRY SOLD USD 20250730 / DFE (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA R 144A / ABS-MBS (ACI2N0NJ9) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| IRS AUD 2.75000 06/17/16-10Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/2.67500 07/24/23-5Y LCH / DIR (000000000) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| IRS ZAR 8.05750 01/07/25-6Y CME / DIR (000000000) | |||||||
| IRS ZAR 8.05750 01/07/25-6Y CME / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A / ABS-MBS (749424AA5) | |||||||
| 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD / DIR (000000000) | |||||||
| RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A / ABS-O (39571NAC0) | |||||||
| CITICORP MORTGAGE SECURITIES, CMSI 2005 1 1A5 / ABS-MBS (172973N21) | |||||||
| CMBX.NA.AAA.8 SP JPS / DCR (000000000) | |||||||
| OIS CAD CAONREPO/1.3000 06/16/22-25Y CME / DIR (000000000) | |||||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (000000000) | |||||||
| RFR USD SOFR/4.23000 10/23/23-10Y LCH / DIR (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A11 / ABS-MBS (466247VD2) | |||||||
| OCEAN TRAILS CLO OCTR 2021 11A AR 144A / ABS-CBDO (67514VAL3) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A11 / ABS-MBS (466247VD2) | |||||||
| OCEAN TRAILS CLO OCTR 2021 11A AR 144A / ABS-CBDO (67514VAL3) | |||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (072926AC2) | |||||||
| 317U0TJA7 PIMCO FPPSWAPTION 2.17 CALL USD / DIR (000000000) | |||||||
| 317U0TJA7 PIMCO FPPSWAPTION 2.17 CALL USD / DIR (000000000) | |||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000) | |||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIE 04/38 1 / ABS-MBS (88522UAC1) | |||||||
| THORNBURG MORTGAGE SECURITIE 04/38 1 / ABS-MBS (88522UAC1) | |||||||
| IRS MXN 8.55600 11/21/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| IRS MXN 8.55600 11/21/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| WINDMILL III RE DAC UNSECURED 144A 07/28 VAR / DBT (ACI2PJTV3) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| FNMA POOL CB7426 FN 11/53 FIXED 6.5 / ABS-MBS (3140QTHC6) | |||||||
| IRS MXN 8.41000 11/14/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000) | |||||||
| RNHB B.V. GALIBIER DPF231 RR / DBT (ACI2QBKR7) | |||||||
| RNHB B.V. GALIBIER DPF231 RR / DBT (ACI2QBKR7) | |||||||
| PERFORMER FUNDING PERFF 1A C 144A / ABS-O (ACI2M18S5) | |||||||
| PERFORMER FUNDING PERFF 1A C 144A / ABS-O (ACI2M18S5) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797PG6) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | |||||||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A1A5 144A / ABS-CBDO (69689ABU3) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM4 A1 144A / ABS-MBS (69381UAA5) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM4 A1 144A / ABS-MBS (69381UAA5) | |||||||
| DELOITTE LLP SR UNSEC A / DBT (958XFEII6) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A2 / ABS-O (30168JAB9) | |||||||
| 3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 5.3 / DBT (928668CF7) | |||||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 5.3 / DBT (928668CF7) | |||||||
| IRS ZAR 8.42760 07/31/23-5Y CME / DIR (000000000) | |||||||
| IRS ZAR 8.42760 07/31/23-5Y CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2005 2XS M2 / ABS-MBS (86359B2L4) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2005 2XS M2 / ABS-MBS (86359B2L4) | |||||||
| ABX.HE.AAA.07-1 SP BRC / DCR (000000000) | |||||||
| ABX.HE.AAA.07-1 SP BRC / DCR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 10CB A1 / ABS-MBS (02150HAA4) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 2A2 / ABS-MBS (65535VSA7) | |||||||
| PRIME MORTGAGE TRUST PRIME 2006 1 2A2 / ABS-MBS (74161BAC9) | |||||||
| FNMA POOL 634585 FN 01/32 FIXED 6.5 / ABS-MBS (31389S6W9) | |||||||
| PRIME MORTGAGE TRUST PRIME 2006 1 2A2 / ABS-MBS (74161BAC9) | |||||||
| RFRF USD SF+26.161/1.0* 9/28/23-29Y* CME / DIR (000000000) | |||||||
| FNMA POOL 634585 FN 01/32 FIXED 6.5 / ABS-MBS (31389S6W9) | |||||||
| RFR USD SOFR/4.17000 10/03/23-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (14687RAD3) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BARCLAYS CAPITAL REPO REPO / RA (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA A 144A / ABS-MBS (ACI2QV4P5) | |||||||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 M1 / ABS-MBS (86358EZU3) | |||||||
| ROUNDSTONE SECURITIES RNST 2A D 144A / ABS-MBS (ACI2NG9B7) | |||||||
| RFR USD SOFR/3.81000 01/02/24-10Y LCH / DIR (000000000) | |||||||
| CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (13876LAW7) | |||||||
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (67551WAU5) | |||||||
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (67551WAU5) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A2 144A / ABS-O (29374MAB4) | |||||||
| COLOMBIA LA SP MYC / DCR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CDX IG35 5Y ICE / DCR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A3 / ABS-O (26207AAD5) | |||||||
| LYRA MUSIC ASSETS (DELAWARE) L LYRA 2024 2A A2 144A / ABS-O (552339AA1) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| LYRA MUSIC ASSETS (DELAWARE) L LYRA 2024 2A A2 144A / ABS-O (552339AA1) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A3 144A / ABS-O (39571XAC8) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 SA 144A / ABS-MBS (173112AR4) | |||||||
| OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (67115PAW5) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A3 144A / ABS-O (39571XAC8) | |||||||
| CDX EM42 ICE / DCR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | |||||||
| AU3FN0029609 / AAI Ltd | |||||||
| AU3FN0029609 / AAI Ltd | |||||||
| SOLD CLP BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD CLP BOUGHT USD 20250917 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A Z 144A / ABS-O (ACI2M18R7) | |||||||
| PERFORMER FUNDING PERFF 1A Z 144A / ABS-O (ACI2M18R7) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 1 A 144A / ABS-O (68377PAA4) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A / ABS-MBS (16160QAX2) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 7R 4A3 144A / ABS-MBS (12648WAY8) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR17 1A1 / ABS-MBS (45660LUS6) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR17 1A1 / ABS-MBS (45660LUS6) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| FED HM LN PC POOL RJ0052 FR 10/53 FIXED 6.5 / ABS-MBS (3142GQBW1) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB2 1A2 / ABS-MBS (12669GWS6) | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 2 M3 / ABS-MBS (86358ERC2) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A R 144A / ABS-O (21055PAG9) | |||||||
| FNMA POOL 895072 FN 08/36 FIXED 6.5 / ABS-MBS (31410RMV8) | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 2 M3 / ABS-MBS (86358ERC2) | |||||||
| WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (98164LAD1) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (14319FAD5) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 2A A 144A / ABS-O (00833BAG3) | |||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 A5 144A / ABS-MBS (17329AAE5) | |||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (000000000) | |||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A / ABS-O (83206EAB3) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY9 A2 / ABS-MBS (02152BAU1) | |||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.0* 9/22/23-29Y* CME / DIR (000000000) | |||||||
| OIS MXN TIIE1+24/8.1*12/22/25-12Y* CME / DIR (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS MXN TIIE1+24/8.1*12/22/25-12Y* CME / DIR (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (000000000) | |||||||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP MYC / DCR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B R 144A / ABS-O (78450CAF1) | |||||||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| LCM LTD PARTNERSHIP LCM 36A A1R 144A / ABS-CBDO (50190LAL2) | |||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A A1R2 144A / ABS-CBDO (28623VAN9) | |||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| 31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B3 144A / ABS-MBS (64830MCU5) | |||||||
| URSA RE LTD UNSECURED 144A 02/28 VAR / DBT (90323WAR1) | |||||||
| RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A E 144A / ABS-O (21056DAK6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A E 144A / ABS-O (21056DAK6) | |||||||
| COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (19688VAA8) | |||||||
| CMBX.NA.AAA.9 SP MYC / DCR (000000000) | |||||||
| MIDOCEAN CREDIT CLO MIDO 2016 6A ARRR 144A / ABS-CBDO (59802XBN2) | |||||||
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 3 2M1 / ABS-MBS (004375BR1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A E 144A / ABS-O (21055PAF1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A E 144A / ABS-O (21055PAF1) | |||||||
| ABX.HE.AAA.06-2 SP BRC / DCR (000000000) | |||||||
| ABX.HE.AAA.06-2 SP BRC / DCR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A C 144A / ABS-O (39571NAF3) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A C 144A / ABS-O (39571NAF3) | |||||||
| FNMA POOL 653638 FN 07/32 FIXED 6.5 / ABS-MBS (31390REK5) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A / ABS-CBDO (ACI2Q3MV4) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA D 144A / ABS-MBS (ACI2N0NG5) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA D 144A / ABS-MBS (ACI2N0NG5) | |||||||
| ISRAEL GOVT EM SP BOA / DCR (000000000) | |||||||
| ISRAEL GOVT EM SP BOA / DCR (000000000) | |||||||
| ROUNDSTONE SECURITIES RNST 2A B 144A / ABS-MBS (ACI2NGCZ0) | |||||||
| FNMA POOL FS3300 FN 11/52 FIXED VAR / ABS-MBS (3140XJU27) | |||||||
| FNMA POOL FS3300 FN 11/52 FIXED VAR / ABS-MBS (3140XJU27) | |||||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 PT 144A / ABS-MBS (52475VBH0) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (69548AAA9) | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (09709AAB8) | |||||||
| ABX.HE.AA.06-2 SP ULO / DCR (000000000) | |||||||
| AT&T INC SNR S* ICE / DCR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 PT 144A / ABS-MBS (17332EAT9) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAG4) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAG4) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL1 PT 144A / ABS-MBS (36268LAR5) | |||||||
| JUBILEE PLACE JPMF 6 A REGS / ABS-MBS (ACI2NPQC6) | |||||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (90323WAQ3) | |||||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (90323WAQ3) | |||||||
| RIPON MORTGAGES RIPON 2025 1A F 144A / ABS-MBS (ACI2V59C0) | |||||||
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A4 144A / ABS-O (78437PAD5) | |||||||
| RIPON MORTGAGES RIPON 2025 1A F 144A / ABS-MBS (ACI2V59C0) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 6 A1 144A / ABS-MBS (74390PAA5) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A3 144A / ABS-O (14687WAC4) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 4CB 3A3 / ABS-MBS (12667FCL7) | |||||||
| ACHV ABS TRUST ACHV 2025 1PL A 144A / ABS-O (00112MAA4) | |||||||
| CMBX.NA.AAA.6 SP GST / DCR (000000000) | |||||||
| FORD MOTOR COMPANY SNR S* ICE / DCR (000000000) | |||||||
| FORD MOTOR COMPANY SNR S* ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A / ABS-O (69544LAA9) | |||||||
| ISRAEL GOVT EM SP CBK / DCR (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (67449CAA9) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (67449CAA9) | |||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/3.65500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.00 9/15/23-29Y* CME / DIR (000000000) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAD3) | |||||||
| RFRF USD SF+26.161/1.00 9/15/23-29Y* CME / DIR (000000000) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAD3) | |||||||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 8 A1 144A / ABS-MBS (03465QAA2) | |||||||
| JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (47047RAN6) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (83407UAE8) | |||||||
| CMBX.NA.AAA.6 SP BRC / DCR (000000000) | |||||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| IRS EUR 2.95000 06/12/24-5Y LCH / DIR (000000000) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A BR2 144A / ABS-CBDO (28623VAS8) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A BR2 144A / ABS-CBDO (28623VAS8) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 C 144A / ABS-O (69544PAC6) | |||||||
| MADISON PARK FUNDING LTD MDPK 2019 36A A1RR 144A / ABS-CBDO (55819PBE8) | |||||||
| SEASONED CREDIT RISK TRANSFER 11/64 1 / ABS-MBS (35563VAA4) | |||||||
| IRS EUR 3.30000 10/03/23-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 3.30000 10/03/23-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AS.6 SP BOA / DCR (000000000) | |||||||
| RFR USD SOFR/3.50000 07/12/24-5Y CME / DIR (000000000) | |||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (000000000) | |||||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A / ABS-CBDO (64134AAJ1) | |||||||
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN / LON (BA0004JK4) | |||||||
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN / LON (BA0004JK4) | |||||||
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 NQM4 PT 144A / ABS-MBS (617930AP7) | |||||||
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 NQM4 PT 144A / ABS-MBS (617930AP7) | |||||||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | |||||||
| TERWIN MORTGAGE TRUST TMTS 2005 8HE M4 144A / ABS-MBS (881561UL6) | |||||||
| TERWIN MORTGAGE TRUST TMTS 2005 8HE M4 144A / ABS-MBS (881561UL6) | |||||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A / ABS-O (70687FAB5) | |||||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A / ABS-O (70687FAB5) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| BNP / BNP Paribas SA | |||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000) | |||||||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 01/18/22-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (000000000) | |||||||
| ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (28623YAU7) | |||||||
| ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (28623YAU7) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A2A 144A / ABS-O (73328AAB5) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CA8) | |||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | |||||||
| RFR USD SOFR/2.37000 06/21/22-5Y LCH / DIR (000000000) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3 / ABS-O (10806EAC8) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D D 144A / ABS-O (78450PAE5) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | |||||||
| NATURE COAST RE LTD UNSECURED 144A 04/33 VAR / DBT (63901CAE1) | |||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 4 6A1 / ABS-MBS (61748HKL4) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 4 6A1 / ABS-MBS (61748HKL4) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 PT 144A / ABS-MBS (36272FAL5) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 4A1 / ABS-MBS (058928AH5) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 4A1 / ABS-MBS (058928AH5) | |||||||
| FNMA POOL 324496 FN 03/26 FIXED 6.5 / ABS-MBS (31374UNM4) | |||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | |||||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (14016CAN6) | |||||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | |||||||
| CDX HY39 5Y ICE / DCR (000000000) | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS1 A8 / ABS-MBS (761118SG4) | |||||||
| ACHV ABS TRUST ACHV 2024 2PL A 144A / ABS-O (00092HAA9) | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS1 A8 / ABS-MBS (761118SG4) | |||||||
| SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A / ABS-CBDO (87122CAJ2) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2013 8R 6A3 144A / ABS-MBS (12647HBW5) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A / ABS-CBDO (05683EAW2) | |||||||
| IRS MXN 9.32750 11/21/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 7 2AS2 / ABS-MBS (86364DAT7) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (83407UAB4) | |||||||
| OIS JPY MUT+5.89/0.0000 03/20/22-5Y* CME / DIR (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (55822AAW7) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2018 6 M1 144A / ABS-MBS (89176LAD6) | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (37964VAB3) | |||||||
| CDX EM43 ICE / DCR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A4 / ABS-O (14688PAD6) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A4 / ABS-O (14688PAD6) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | |||||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A3 144A / ABS-O (70687FAC3) | |||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (14687VAB8) | |||||||
| HUNGARY SR UNSECURED 144A 09/30 5.375 / DBT (445545AV8) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (03330YAJ9) | |||||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | |||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 L 1A2 / ABS-MBS (05948JAB8) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 3 A13 / ABS-MBS (12543RAN9) | |||||||
| MASTR ALTERNATIVE LOANS TRUST MALT 2005 3 6A3 / ABS-MBS (576434N42) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 3 A13 / ABS-MBS (12543RAN9) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.8 / ABS-O (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (69381LAA5) | |||||||
| SOLD GBP BOUGHT USD 20250724 / DFE (000000000) | |||||||
| ABX.HE.AAA.07-2 SP DUB / DCR (000000000) | |||||||
| ABX.HE.AAA.07-2 SP DUB / DCR (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.70 9/18/23-7Y* CME / DIR (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A / ABS-CBDO (ACI2QLH16) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.70 9/18/23-7Y* CME / DIR (000000000) | |||||||
| ALBA PLC ALBA 2007 1 B REGS / ABS-MBS (G021A2AA1) | |||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (000000000) | |||||||
| FNMA POOL BY7622 FN 07/53 FIXED 6 / ABS-MBS (3140NQPG7) | |||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | |||||||
| ABX--0A08AGAC8-20370825 / DCR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A / ABS-O (21050UAE8) | |||||||
| CTEV / Claritev Corporation | |||||||
| DURHAM MORTGAGES DRHM 2024 AA F 144A / ABS-MBS (ACI2N0NF7) | |||||||
| NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A3 / ABS-O (65479WAD6) | |||||||
| OZLM LTD OZLM 2017 17A A1RR 144A / ABS-CBDO (67111NAQ7) | |||||||
| ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (ACI2S2CF0) | |||||||
| RFR USD SOFR/3.59900 08/28/24-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.90 9/12/23-26Y* CME / DIR (000000000) | |||||||
| NAVIENT REFINANCE LOAN TRUST NAVRL 2025 A A 144A / ABS-O (63943FAA2) | |||||||
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (05570XCL8) | |||||||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 3 A3 / ABS-O (38012QAD0) | |||||||
| IRS ZAR 8.41000 07/31/23-5Y CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250806 / DFE (000000000) | |||||||
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250806 / DFE (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2004 5 1A1 / ABS-MBS (36228FV94) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (465970AA9) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 SA 144A / ABS-MBS (36272FAK7) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A4 144A / ABS-O (39571NAD8) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A4 144A / ABS-O (39571NAD8) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/1.92750 03/25/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/1.92750 03/25/22-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000) | |||||||
| BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A / ABS-CBDO (11766CAA2) | |||||||
| BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A / ABS-CBDO (11766CAA2) | |||||||
| SOLD PEN BOUGHT USD 20251027 / DFE (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290507 / DFE (000000000) | |||||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | |||||||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (92338VAA9) | |||||||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (92338VAA9) | |||||||
| SOLD PEN BOUGHT USD 20250925 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| FNMA POOL 745415 FN 01/36 FIXED VAR / ABS-MBS (31403DDU0) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A / ABS-O (505920AC2) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A / ABS-MBS (22758DAA7) | |||||||
| ARES EURO CLO ARESE 14A AR 144A / ABS-CBDO (ACI2RNVJ6) | |||||||
| FNMA POOL DA0464 FN 10/53 FIXED 6.5 / ABS-MBS (3140A0QS1) | |||||||
| FNMA POOL DA0464 FN 10/53 FIXED 6.5 / ABS-MBS (3140A0QS1) | |||||||
| CMBX.NA.AAA.6 SP DUB / DCR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (67119CAA8) | |||||||
| ARCANO EURO CLO ARCAN 2A A / ABS-CBDO (ACI2YDJX3) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A / ABS-O (69544NAB3) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A / ABS-O (69544NAB3) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAL5) | |||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | |||||||
| CDX EM40 ICE / DCR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (69828QAD9) | |||||||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (69828QAD9) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL2 PT 144A / ABS-MBS (362961AR5) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (83407UAA6) | |||||||
| FIRST NLC TRUST FNLC 2005 1 M8 / ABS-MBS (32113JAJ4) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (92540DAA3) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A R 144A / ABS-O (ACI2M1B28) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A3 144A / ABS-O (876692AC8) | |||||||
| RFRF USD SF+26.161/1.1* 03/30/21-30Y LCH / DIR (000000000) | |||||||
| PROVIDUS CLO PRVD 2A ARR 144A / ABS-CBDO (ACI2RB411) | |||||||
| PROVIDUS CLO PRVD 2A ARR 144A / ABS-CBDO (ACI2RB411) | |||||||
| BARROW FUNDING PLC BARRO 1A B / ABS-MBS (ACI2P7XP7) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2002 21A 1A1 / ABS-MBS (86359ABP7) | |||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000) | |||||||
| ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 K 1A2 / ABS-MBS (05948XZC8) | |||||||
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH / DIR (000000000) | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB41 / ABS-MBS (761118FM5) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL2 PT 144A / ABS-MBS (62956GAK4) | |||||||
| RFR USD SOFR/1.75000 06/15/22-7Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A C 144A / ABS-O (21056EAD0) | |||||||
| RFR USD SOFR/1.77000 02/14/22-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 6A1 / ABS-MBS (466247ZB2) | |||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (ACI2NJ0V6) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B C 144A / ABS-O (19425MAD0) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B C 144A / ABS-O (19425MAD0) | |||||||
| RFR USD SOFR/1.00000 06/15/22-7Y LCH / DIR (000000000) | |||||||
| LEHMAN MORTGAGE TRUST LMT 2005 2 5A4 / ABS-MBS (52520MCL5) | |||||||
| LEHMAN MORTGAGE TRUST LMT 2005 2 5A4 / ABS-MBS (52520MCL5) | |||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | |||||||
| ZCS BRL 10.183133 04/04/24-01/04/27 CME / DIR (000000000) | |||||||
| ZCS BRL 10.183133 04/04/24-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP2 PT 144A / ABS-MBS (17332KAS7) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.6 SP MEI / DCR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A / ABS-O (21050UAG3) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A / ABS-O (21050UAG3) | |||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000) | |||||||
| RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (14688XAC1) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (14688XAC1) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.05 / ABS-O (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.05 / ABS-O (000000000) | |||||||
| INVESCO EURO CLO INVSC 5A AR 144A / ABS-CBDO (ACI2VXQH9) | |||||||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2018 4 M1 144A / ABS-MBS (89175TAC2) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (74448PAA7) | |||||||
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 1A1 / ABS-MBS (007036AA4) | |||||||
| ABX.HE.AAA.07-1 SP MYC / DCR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | |||||||
| DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A / ABS-CBDO (25255NAQ1) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A / ABS-O (072926AB4) | |||||||
| IRS ZAR 8.03000 01/07/25-6Y CME / DIR (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797MG9) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797MG9) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 8A3 / ABS-MBS (576433LJ3) | |||||||
| RFR USD SOFR/3.46300 10/23/24-10Y LCH / DIR (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A X 144A / ABS-MBS (ACI2V5FD1) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 1A1 / ABS-MBS (05949A5Z9) | |||||||
| PYRAMID FUNDING 2025 LIMITED PYRAMID CLASS A NOTES / DBT (938KLCII6) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (33835AAY5) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2 / ABS-O (14688PAB0) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2 / ABS-O (14688PAB0) | |||||||
| FED HM LN PC POOL QH4836 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHLR4) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B1 144A / ABS-MBS (64830TAS7) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 7CB 2A1 / ABS-MBS (12667F4L6) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 D 144A / ABS-O (69546YAA9) | |||||||
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A / ABS-MBS (749427AA8) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A / ABS-MBS (749427AA8) | |||||||
| XS2434895632 / Romanian Government International Bond | |||||||
| FED HM LN PC POOL RJ0005 FR 10/53 FIXED 6.5 / ABS-MBS (3142GQAF9) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A / ABS-MBS (380881FE7) | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| PRKCM TRUST PRKCM 2024 HOME1 A1 144A / ABS-MBS (69391XAA7) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A / ABS-O (831943AA3) | |||||||
| RED + BLACK AUTO ITALY RNBAI 3 A REGS / ABS-O (ACI2R1Y85) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 1A1 / ABS-MBS (576433EQ5) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 1A1 / ABS-MBS (576433EQ5) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2007 AR2 6A1 / ABS-MBS (3622N6AL3) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 9 A11 144A / ABS-MBS (46593DAX5) | |||||||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (36180AB69) | |||||||
| GCAT GCAT 2019 RPL1 M2 144A / ABS-MBS (36167CAC0) | |||||||
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A / ABS-CBDO (92332KAQ4) | |||||||
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (379924AC7) | |||||||
| TCW LTD TCW 2024 1A A1 144A / ABS-CBDO (87252MAC7) | |||||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3 / ABS-O (448976AD2) | |||||||
| TSTAT 2022 1 LTD TSTAT 2022 1A A1RR 144A / ABS-CBDO (872899AY5) | |||||||
| TSTAT 2022 1 LTD TSTAT 2022 1A A1RR 144A / ABS-CBDO (872899AY5) | |||||||
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 5 2A3 / ABS-MBS (251510HW6) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (74938KAA5) | |||||||
| LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (50202QAL7) | |||||||
| LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (50202QAL7) | |||||||
| PRP ADVISORS, LLC PRPM 2024 2 A1 144A / ABS-MBS (74448BAA8) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV6 / ABS-MBS (126673B92) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV6 / ABS-MBS (126673B92) | |||||||
| FNMA POOL 748135 FN 11/33 FIXED 6.5 / ABS-MBS (31403GEG3) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A11 / ABS-MBS (12667GKL6) | |||||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (33843VAC7) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (29390HAC3) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 4 2A3 / ABS-MBS (225458PQ5) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAJ1) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A / ABS-O (78436XAC1) | |||||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (000000000) | |||||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (000000000) | |||||||
| FANNIE MAE FNR 2024 10 AF / ABS-MBS (3136BQ6A2) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| IRS ZAR 8.55000 08/03/23-5Y CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A / ABS-CBDO (ACI2TS750) | |||||||
| IRS ZAR 8.55000 08/03/23-5Y CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A / ABS-CBDO (ACI2TS750) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A A2R2 144A / ABS-CBDO (28623VAQ2) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (000000000) | |||||||
| IRS AUD 4.00000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| OIS MXN TIIE1+24/8.78* 12/15/25-8Y* CME / DIR (000000000) | |||||||
| IRS EUR 2.70000 08/13/24-5Y LCH / DIR (000000000) | |||||||
| MH SUB I LLC 2024 TERM LOAN B4 / LON (45567YAP0) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (673921AA0) | |||||||
| IRS EUR 2.70000 08/13/24-5Y LCH / DIR (000000000) | |||||||
| MH SUB I LLC 2024 TERM LOAN B4 / LON (45567YAP0) | |||||||
| FNMA POOL 923400 FN 06/37 FIXED 6.5 / ABS-MBS (31412E3H7) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| VALLEY FUNDING PLC VFUND 1A D 144A / ABS-MBS (ACI2SNZ51) | |||||||
| VALLEY FUNDING PLC VFUND 1A D 144A / ABS-MBS (ACI2SNZ51) | |||||||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250717 / DFE (000000000) | |||||||
| IRS ZAR 8.20250 01/10/25-6Y CME / DIR (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (92540JAA0) | |||||||
| FNMA POOL DA5067 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5TZ1) | |||||||
| PRIME PROPERTY 5YR / DBT (954VLXII5) | |||||||
| FNMA POOL DA5067 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5TZ1) | |||||||
| PRIME PROPERTY 5YR / DBT (954VLXII5) | |||||||
| KENTMERE KMR 3A A 144A / ABS-MBS (ACI2RTSC2) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (55286TAB1) | |||||||
| OIS USD SOFR/1.73000 02/24/22-10Y LCH / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B2 144A / ABS-MBS (64830TBB3) | |||||||
| OIS USD SOFR/1.73000 02/24/22-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (ACI2Q34M4) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 2A A3 144A / ABS-O (73328NAE1) | |||||||
| IRS EUR 0.70000 04/11/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (ACI2Q34M4) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL9 A1 144A / ABS-MBS (74143TAA7) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (67592BAY4) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (89182JAA9) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (903724CG5) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (903724CG5) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A E / ABS-MBS (ACI2Q4KR3) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (ACI2RYDM5) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 2A B4C 144A / ABS-MBS (64828CDL0) | |||||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (000000000) | |||||||
| IRS AUD 3.00000 03/21/17-10Y LCH / DIR (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A E 144A / ABS-MBS (ACI2V5906) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE3 M6 / ABS-MBS (04541GQZ8) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A / ABS-CBDO (033296AS3) | |||||||
| IRS EUR 0.25000 06/17/20-30Y LCH / DIR (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A A 144A / ABS-MBS (ACI2V53L6) | |||||||
| CDX HY44 5Y ICE / DCR (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A G / ABS-MBS (ACI2PHM02) | |||||||
| JP MORGAN SEASONED MORTGAGE TR JPSMT 2025 1 A4 144A / ABS-MBS (46659PAG6) | |||||||
| CDX HY44 5Y ICE / DCR (000000000) | |||||||
| RFR GBP SONIO/0.75000 09/21/22-30Y LCH / DIR (000000000) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B C 144A / ABS-O (02007G4D2) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A / ABS-MBS (69380XAA0) | |||||||
| BOUGHT TRY SOLD USD 20250721 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D C 144A / ABS-O (78450PAD7) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 SA 144A / ABS-MBS (17332EAS1) | |||||||
| BOUGHT TRY SOLD USD 20250721 / DFE (000000000) | |||||||
| IRS EUR 2.82700 05/06/24-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D C 144A / ABS-O (78450PAD7) | |||||||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 SA 144A / ABS-MBS (17332EAS1) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A2 144A / ABS-O (21055PAB0) | |||||||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (000000000) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797PW1) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B A2 144A / ABS-O (02007G4B6) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (000000000) | |||||||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (ACI2NNG08) | |||||||
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A1 / ABS-MBS (59024FAA2) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (ACI2NNG08) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 FE 144A / ABS-MBS (05494AAL3) | |||||||
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME / DIR (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 FE 144A / ABS-MBS (05494AAL3) | |||||||
| ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR / DBT (ACI2S2B04) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (78436RAC4) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (14319FAB9) | |||||||
| FNMA POOL 655780 FN 08/32 FIXED 6.5 / ABS-MBS (31390TQ93) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 8CB A7 / ABS-MBS (02150FAG5) | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (73110JAC6) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (805922AE1) | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (73110JAC6) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (805922AE1) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A / ABS-MBS (161930AB8) | |||||||
| IRS EUR 1.00000 05/18/22-5Y LCH / DIR (000000000) | |||||||
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR7 5A1 / ABS-MBS (86359LQS1) | |||||||
| MEXICO LA SP MYC / DCR (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 SJ1 SA 144A / ABS-MBS (36273PAH1) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A / ABS-MBS (161930AB8) | |||||||
| IRS EUR 1.00000 05/18/22-5Y LCH / DIR (000000000) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A / ABS-O (29375QAB4) | |||||||
| BOEING CO/THE SNR S* ICE / DCR (000000000) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 5 1A2 / ABS-MBS (07386HDF5) | |||||||
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (89856JAA4) | |||||||
| RFRF USD SF+26.161/0.6* 09/24/23-7Y CME / DIR (000000000) | |||||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A / ABS-CBDO (55287HAA8) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A F / ABS-MBS (ACI2Q4L35) | |||||||
| SOLD PEN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| 3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP / DIR (000000000) | |||||||
| 3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP / DIR (000000000) | |||||||
| FINANCE OF AMERICA STRUCTURED FASST 2024 S4 A1 144A / ABS-MBS (31741AAB2) | |||||||
| FINANCE OF AMERICA STRUCTURED FASST 2024 S4 A1 144A / ABS-MBS (31741AAB2) | |||||||
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A2 144A / ABS-O (24704EAC2) | |||||||
| FNMA POOL 617470 FN 12/31 FIXED 6.5 / ABS-MBS (31388W6F8) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A / ABS-CBDO (04942FAL3) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| COLT FUNDING LLC COLT 2024 INV2 A1 144A / ABS-MBS (12622SAA9) | |||||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| COLT FUNDING LLC COLT 2024 INV2 A1 144A / ABS-MBS (12622SAA9) | |||||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (74136TAA6) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (74136TAA6) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260505 / DFE (000000000) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M2 / ABS-MBS (59020UUX1) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A / ABS-O (80280BAB4) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A3 144A / ABS-O (446144AE7) | |||||||
| FNMA POOL BY6096 FN 09/53 FIXED 6 / ABS-MBS (3140NNX26) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 PT 144A / ABS-MBS (17291JAS9) | |||||||
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (25255UAA0) | |||||||
| RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (000000000) | |||||||
| US TREASURY N/B 11/54 4.5 / DBT (912810UE6) | |||||||
| US TREASURY N/B 11/54 4.5 / DBT (912810UE6) | |||||||
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) | |||||||
| 317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD / DIR (000000000) | |||||||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (35105AAB3) | |||||||
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) | |||||||
| US TREASURY N/B 04/27 4.5 / DBT (91282CKJ9) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.9* 9/17/23-29Y* CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251121 / DFE (000000000) | |||||||
| RNHB B.V. GALIBIER DPF231 RR / DBT (ACI2QBKR7) | |||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3 / ABS-O (98164NAD7) | |||||||
| GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (36169HAA1) | |||||||
| FED HM LN PC POOL SD8463 FR 09/54 FIXED 6 / ABS-MBS (3132DWML4) | |||||||
| BOUGHT TRY SOLD USD 20250812 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A C 144A / ABS-O (ACI2M18S5) | |||||||
| RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (000000000) | |||||||
| DELOITTE LLP SR UNSEC B / DBT (955GGZII8) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL DA1042 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1EQ6) | |||||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | |||||||
| LEHMAN XS TRUST LXS 2005 6 1A4 / ABS-MBS (525221CW5) | |||||||
| BOUGHT HKD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT HKD SOLD USD 20250716 / DFE (000000000) | |||||||
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (30014LAN4) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| FNMA POOL DA4702 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5GL6) | |||||||
| SOLD PEN BOUGHT USD 20250724 / DFE (000000000) | |||||||
| FNMA POOL DA4702 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5GL6) | |||||||
| SOLD PEN BOUGHT USD 20250724 / DFE (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (83407UAC2) | |||||||
| FNMA POOL 890200 FN 10/39 FIXED VAR / ABS-MBS (31410K7M0) | |||||||
| FNMA POOL 890200 FN 10/39 FIXED VAR / ABS-MBS (31410K7M0) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2015 3 B2 144A / ABS-MBS (89172HAF4) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2015 3 B2 144A / ABS-MBS (89172HAF4) | |||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (000000000) | |||||||
| TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR / DBT (ACI2LHDD8) | |||||||
| TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR / DBT (ACI2LHDD8) | |||||||
| BCAP LLC TRUST BCAP 2007 AA4 13A1 / ABS-MBS (05530WAE7) | |||||||
| AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (ACI2S1S08) | |||||||
| PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (74639NAC7) | |||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (000000000) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A / ABS-O (14319EAC0) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A R 144A / ABS-O (210927AL3) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A R 144A / ABS-O (210927AL3) | |||||||
| RFRF USD SF+26.161/1.5* 7/12/23-4Y* CME / DIR (000000000) | |||||||
| VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (92915QBG7) | |||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 1A1 / ABS-MBS (05949CBW5) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES6 A1A 144A / ABS-MBS (749410AA4) | |||||||
| PALM RE LTD UNSECURED 144A 06/31 VAR / DBT (69664FAA6) | |||||||
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000) | |||||||
| IRS MXN 8.10250 10/28/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (740936AA7) | |||||||
| FNMA POOL MA5445 FN 08/54 FIXED 6 / ABS-MBS (31418FBP1) | |||||||
| JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (47048RAL9) | |||||||
| JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (47048RAL9) | |||||||
| MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (57108UAA2) | |||||||
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1 / ABS-MBS (61776YAA7) | |||||||
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1 / ABS-MBS (61776YAA7) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 SA 144A / ABS-MBS (17291JAR1) | |||||||
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (000000000) | |||||||
| MARZIO FINANCE MARFI 2024 15 A REGS / ABS-O (ACI2PM0F2) | |||||||
| BOUGHT TRY SOLD USD 20250730 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.3* 07/20/23-8Y CME / DIR (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA R 144A / ABS-MBS (ACI2N0NJ9) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PN1) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.3 / ABS-O (000000000) | |||||||
| CMBX.NA.AS.6 SP SAL / DCR (000000000) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL3 A1 144A / ABS-MBS (92243QAA4) | |||||||
| IRS ZAR 8.46000 08/02/23-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/2.67500 07/24/23-5Y LCH / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A / ABS-MBS (749424AA5) | |||||||
| 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD / DIR (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A D 144A / ABS-MBS (ACI2PHM28) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A / ABS-MBS (05555XAA3) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S4 2A9 / ABS-MBS (9292275B8) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A / ABS-MBS (05555XAA3) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S4 2A9 / ABS-MBS (9292275B8) | |||||||
| ABX--0A08AGAA9-20450725 / DCR (000000000) | |||||||
| IRS EUR 0.50000 09/21/22-30Y LCH / DIR (000000000) | |||||||
| IRS EUR 0.50000 09/21/22-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000) | |||||||
| CITICORP MORTGAGE SECURITIES, CMSI 2005 1 1A5 / ABS-MBS (172973N21) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250818 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/2.6250 03/19/12-15Y CME / DIR (000000000) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (072926AC2) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| YELLOW TULIP BIDCO B.V. GALIBIER BIDCO PPN / DBT (ACI2QBLH8) | |||||||
| GSAA HOME EQUITY TRUST GSAA 2006 15 AF2 / ABS-MBS (3622E8AB1) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B E 144A / ABS-O (19425MAF5) | |||||||
| FNMA POOL CB7426 FN 11/53 FIXED 6.5 / ABS-MBS (3140QTHC6) | |||||||
| IRS MXN 8.41000 11/14/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797PG6) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A2 / ABS-O (30168JAB9) | |||||||
| 3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO / DIR (000000000) | |||||||
| PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (72132WAN9) | |||||||
| ROUNDSTONE SECURITIES RNST 2A A 144A / ABS-MBS (ACI2NG9C5) | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (ACI2MKRM5) | |||||||
| RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (000000000) | |||||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250724 / DFE (000000000) | |||||||
| RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.0* 9/28/23-29Y* CME / DIR (000000000) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A B 144A / ABS-O (876692AE4) | |||||||
| RFRF USD SF+26.161/0.6* 10/01/23-7Y CME / DIR (000000000) | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (ACI2MKRM5) | |||||||
| RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (000000000) | |||||||
| EUROSAIL PLC ESAIL 2006 3X C1C REGS / ABS-MBS (B1HM7JII4) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A R 144A / ABS-O (876692AF1) | |||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | |||||||
| ZCS BRL 10.04072 08/02/23-01/04/27 CME / DIR (000000000) | |||||||
| EUROSAIL PLC ESAIL 2006 3X C1C REGS / ABS-MBS (B1HM7JII4) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A R 144A / ABS-O (876692AF1) | |||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | |||||||
| NEW YORK NY NYC 02/45 FIXED 6.291 / DBT (64966SNH5) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL8 A1 144A / ABS-MBS (69392DAA0) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA A 144A / ABS-MBS (ACI2QV4P5) | |||||||
| CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (13876LAW7) | |||||||
| COLOMBIA LA SP MYC / DCR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 36CB 2A3 / ABS-MBS (12667FR56) | |||||||
| RFR USD SOFR/1.65000 02/08/22-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (146919AC9) | |||||||
| HARDWOOD FUNDING LLC CORP0HRE5 / DBT (955NUFII1) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/1.65000 02/08/22-10Y LCH / DIR (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A F 144A / ABS-O (ACI2M1B51) | |||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| CDX IG35 5Y ICE / DCR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A3 / ABS-O (26207AAD5) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| CDX EM42 ICE / DCR (000000000) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A / ABS-MBS (227919AA5) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 34A 2A2 / ABS-MBS (86359A4W0) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RCF3 A1 144A / ABS-MBS (69392PAA3) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A3 / ABS-O (802919AC4) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A F 144A / ABS-O (ACI2M1B51) | |||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A2 144A / ABS-O (210928AB3) | |||||||
| COLT FUNDING LLC COLT 2024 INV1 A1 144A / ABS-MBS (12672RAA0) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 7A1 / ABS-MBS (576433LE4) | |||||||
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.43091 09/03/24-7Y* LCH / DIR (000000000) | |||||||
| CMBX.NA.AS.6 SP BRC / DCR (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 7R 4A3 144A / ABS-MBS (12648WAY8) | |||||||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | |||||||
| VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A / ABS-O (92512WAA5) | |||||||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | |||||||
| VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A / ABS-O (92512WAA5) | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (14051LAA0) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 3A2 / ABS-MBS (86359BGC9) | |||||||
| CMBX.NA.AAA.6 SP CBK / DCR (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A A2 144A / ABS-O (37989AAC8) | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (14051LAA0) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (83206EAA5) | |||||||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL4 A1A 144A / ABS-MBS (16160NAB7) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (83206EAA5) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (000000000) | |||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000) | |||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000) | |||||||
| ZCS BRL 10.3275 04/05/24-01/04/27 CME / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A4 144A / ABS-O (78436RAG5) | |||||||
| IRS ZAR 8.46000 08/01/23-5Y CME / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP MYC / DCR (000000000) | |||||||
| ZCS BRL 10.3275 04/05/24-01/04/27 CME / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| FNMA POOL 903252 FN 10/36 FIXED 6.5 / ABS-MBS (31411BQD8) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B R 144A / ABS-O (78450CAF1) | |||||||
| OSCAR US FUNDING TRUST OSCAR 2024 2A A2 144A / ABS-O (68784BAB0) | |||||||
| FNMA POOL 903252 FN 10/36 FIXED 6.5 / ABS-MBS (31411BQD8) | |||||||
| ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A / ABS-MBS (00112EAA2) | |||||||
| ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A / ABS-MBS (00112EAA2) | |||||||
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (ACI2PNX49) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL1 PT 144A / ABS-MBS (62956EAK9) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC2 2A2 / ABS-MBS (073879SU3) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 4.95 / ABS-O (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A1 / ABS-MBS (12669GBY6) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 3 2M1 / ABS-MBS (004375BR1) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE7 M1 / ABS-MBS (04541GMC3) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 B 144A / ABS-MBS (054987AC6) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (362963AA8) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 B 144A / ABS-MBS (054987AC6) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (30336CAG0) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (362963AA8) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (30336CAG0) | |||||||
| SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (87167GCH1) | |||||||
| SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (87167GCH1) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (000000000) | |||||||
| FNMA POOL 653638 FN 07/32 FIXED 6.5 / ABS-MBS (31390REK5) | |||||||
| CMBX.NA.AAA.9 SP MEI / DCR (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A / ABS-MBS (034943AA8) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (69548AAA9) | |||||||
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (09709AAB8) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1A 144A / ABS-O (78450CAA2) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL7 SA 144A / ABS-MBS (36273CAH0) | |||||||
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1A 144A / ABS-O (78450CAA2) | |||||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A / ABS-O (023947AB0) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.13 SP GST / DCR (000000000) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 8AR 3A / ABS-MBS (61748HEE7) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (14688NAB5) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 8AR 3A / ABS-MBS (61748HEE7) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (14688NAB5) | |||||||
| RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (000000000) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 CES1 A1 144A / ABS-MBS (281907AA3) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A / ABS-O (831943AB1) | |||||||
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (69380WAA2) | |||||||
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (69380WAA2) | |||||||
| IRS EUR 2.86000 04/24/24-5Y LCH / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A B2 144A / ABS-MBS (64830WAZ4) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| LUGO FUNDING DAC 05/66 1 / ABS-MBS (ACI2S0075) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (69547DAB2) | |||||||
| IMPAC CMB TRUST IMM 2004 4 2A1 / ABS-MBS (45254NJB4) | |||||||
| RFR USD SOFR/2.24250 08/07/24-2Y LCH / DIR (000000000) | |||||||
| FNMA POOL 583050 FN 05/31 FIXED 6.5 / ABS-MBS (31387FWK6) | |||||||
| CMBX.NA.AAA.6 SP GST / DCR (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A / ABS-O (36270YAC6) | |||||||
| IRS ZAR 8.05750 01/07/25-6Y CME / DIR (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A / ABS-O (36270YAC6) | |||||||
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A / ABS-O (69544LAA9) | |||||||
| ISRAEL GOVT EM SP CBK / DCR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251029 / DFE (000000000) | |||||||
| RFR USD SOFR/3.65500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251029 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A D 144A / ABS-O (ACI2M1B02) | |||||||
| PERFORMER FUNDING PERFF 1A D 144A / ABS-O (ACI2M1B02) | |||||||
| RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (000000000) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 8 A1 144A / ABS-MBS (03465QAA2) | |||||||
| RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (83407UAE8) | |||||||
| CMBX.NA.AAA.6 SP BRC / DCR (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A11 / ABS-MBS (466247VD2) | |||||||
| OCEAN TRAILS CLO OCTR 2021 11A AR 144A / ABS-CBDO (67514VAL3) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (45870GAE6) | |||||||
| AMERICAN CREDIT ACCEPTANCE REC ACAR 2024 4 A 144A / ABS-O (024945AA5) | |||||||
| TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL / LON (BA0008CR7) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL / LON (BA0008CR7) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000) | |||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000) | |||||||
| 317U0TJA7 PIMCO FPPSWAPTION 2.17 CALL USD / DIR (000000000) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR12 1A1 / ABS-MBS (22541N4S5) | |||||||
| ATLX TRUST ATLX 2024 RPL1 A1 144A / ABS-MBS (049915AA9) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR12 1A1 / ABS-MBS (22541N4S5) | |||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIE 04/38 1 / ABS-MBS (88522UAC1) | |||||||
| IRS MXN 8.55600 11/21/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 07/12/23-10Y LCH / DIR (000000000) | |||||||
| ATLX TRUST ATLX 2024 RPL1 A1 144A / ABS-MBS (049915AA9) | |||||||
| RFRF USD SF+26.161/0.9* 9/17/23-29Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/3.0000 03/19/12-15Y CME / DIR (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A D 144A / ABS-MBS (ACI2PHM28) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM4 A1 144A / ABS-MBS (69381UAA5) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B1 144A / ABS-MBS (64830MBJ1) | |||||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (13947LAG7) | |||||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 5.3 / DBT (928668CF7) | |||||||
| IRS ZAR 8.42760 07/31/23-5Y CME / DIR (000000000) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2005 2XS M2 / ABS-MBS (86359B2L4) | |||||||
| ABX.HE.AAA.07-1 SP BRC / DCR (000000000) | |||||||
| GOODLEAP HOME IMPROVEMENT SOLU GDLP 2025 2A A 144A / ABS-O (38238FAA8) | |||||||
| BNP / BNP Paribas SA | |||||||
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 2 1A3 / ABS-MBS (251510DK6) | |||||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (000000000) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 7AR 2A1 / ABS-MBS (61748HCE9) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 12/29 1.604 / DBT (ACI2J6N85) | |||||||
| LUMINENT MORTGAGE TRUST LUM 2006 3 21A1 / ABS-MBS (55027AAA8) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| LUMINENT MORTGAGE TRUST LUM 2006 3 21A1 / ABS-MBS (55027AAA8) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| PRIME MORTGAGE TRUST PRIME 2006 1 2A2 / ABS-MBS (74161BAC9) | |||||||
| FNMA POOL 634585 FN 01/32 FIXED 6.5 / ABS-MBS (31389S6W9) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAC6) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAC2) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A2A 144A / ABS-O (73328AAB5) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CA8) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAC2) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (03332AAA8) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (67551WAU5) | |||||||
| 31750R6D4 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| CLARITEV CORP SR SECURED 144A 03/31 6.75 / DBT (62548MAA8) | |||||||
| CLARITEV CORP SR SECURED 144A 03/31 6.75 / DBT (62548MAA8) | |||||||
| LYRA MUSIC ASSETS (DELAWARE) L LYRA 2024 2A A2 144A / ABS-O (552339AA1) | |||||||
| RFR USD SOFR/4.16500 09/27/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.16500 09/27/23-10Y LCH / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A3 144A / ABS-O (39571XAC8) | |||||||
| FNMA POOL 324496 FN 03/26 FIXED 6.5 / ABS-MBS (31374UNM4) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PP6) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PP6) | |||||||
| AU3FN0029609 / AAI Ltd | |||||||
| SOLD CLP BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOFI ALTERNATIVE TRUST SAT 2020 A R2 144A / ABS-O (83406X202) | |||||||
| BOUGHT PEN SOLD USD 20250710 / DFE (000000000) | |||||||
| SOFI ALTERNATIVE TRUST SAT 2020 A R2 144A / ABS-O (83406X202) | |||||||
| BOUGHT PEN SOLD USD 20250710 / DFE (000000000) | |||||||
| INDIGO CREDIT MANAGEMENT INDI 2A A 144A / ABS-CBDO (ACI2RZY31) | |||||||
| CDX HY39 5Y ICE / DCR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| KENTMERE KMR 3A Z 144A / ABS-MBS (ACI2RTRM1) | |||||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A Z 144A / ABS-O (ACI2M18R7) | |||||||
| SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A / ABS-CBDO (87122CAJ2) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| IRS MXN 9.32750 11/21/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | |||||||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | |||||||
| AMERICAN HERITAGE AUTO RECEIVA AHART 2024 1A A2 144A / ABS-O (026944AB4) | |||||||
| AMERICAN HERITAGE AUTO RECEIVA AHART 2024 1A A2 144A / ABS-O (026944AB4) | |||||||
| FNMA POOL 555202 FN 01/33 FIXED VAR / ABS-MBS (31385WX79) | |||||||
| HAYFIN EMERALD CLO HAYEM 10A AR / ABS-CBDO (ACI2PCMS2) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR17 1A1 / ABS-MBS (45660LUS6) | |||||||
| CDX EM43 ICE / DCR (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR / DBT (73110JAB8) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 5A1 / ABS-MBS (45660LF87) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 5A1 / ABS-MBS (45660LF87) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A B 144A / ABS-O (21055PAC8) | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 2 M3 / ABS-MBS (86358ERC2) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A E 144A / ABS-O (210928AK3) | |||||||
| RFR USD SOFR/3.97000 02/27/24-5Y LCH / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2004 11 1A2 / ABS-MBS (36242DFQ1) | |||||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A3 144A / ABS-O (70687FAC3) | |||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (000000000) | |||||||
| RFR USD SOFR/3.55000 08/21/24-10Y LCH / DIR (000000000) | |||||||
| HUNGARY SR UNSECURED 144A 09/30 5.375 / DBT (445545AV8) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CB6) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CB6) | |||||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | |||||||
| IRS ZAR 8.41000 08/04/23-5Y CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | |||||||
| OIS MXN TIIE1+24/8.1*12/22/25-12Y* CME / DIR (000000000) | |||||||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (69381LAA5) | |||||||
| SOLD GBP BOUGHT USD 20250724 / DFE (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (000000000) | |||||||
| ALBA PLC ALBA 2007 1 B REGS / ABS-MBS (G021A2AA1) | |||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.9* 9/11/23-27Y* CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A / ABS-O (21050UAE8) | |||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CTEV / Claritev Corporation | |||||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (55416AAA7) | |||||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (55416AAA7) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A E 144A / ABS-O (21056DAK6) | |||||||
| DIAMETER CREDIT FUNDING DCF 2019 1A A 144A / ABS-CBDO (25255AAA4) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A E 144A / ABS-O (21055PAF1) | |||||||
| ABX.HE.AAA.06-2 SP BRC / DCR (000000000) | |||||||
| NAVIENT REFINANCE LOAN TRUST NAVRL 2025 A A 144A / ABS-O (63943FAA2) | |||||||
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (05570XCL8) | |||||||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 3 A3 / ABS-O (38012QAD0) | |||||||
| RFR USD SOFR/2.53700 07/24/23-30Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.41000 07/31/23-5Y CME / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A C 144A / ABS-O (39571NAF3) | |||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2025 A A2 144A / ABS-O (78437KAB0) | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (76090QAA1) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA D 144A / ABS-MBS (ACI2N0NG5) | |||||||
| ISRAEL GOVT EM SP BOA / DCR (000000000) | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (76090QAA1) | |||||||
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M1 / ABS-MBS (61744CMK9) | |||||||
| FNMA POOL FS3300 FN 11/52 FIXED VAR / ABS-MBS (3140XJU27) | |||||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000) | |||||||
| GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (40172PAL6) | |||||||
| GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (40172PAL6) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAG4) | |||||||
| OPORTUN FUNDING LLC OPTN 2024 2 A 144A / ABS-O (68377KAA5) | |||||||
| RFR USD SOFR/3.80000 09/05/23-5Y LCH / DIR (000000000) | |||||||
| COLOMBIA LA SP BRC / DCR (000000000) | |||||||
| COLOMBIA LA SP BRC / DCR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A1 / ABS-MBS (12668AUQ6) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A1 / ABS-MBS (12668AUQ6) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (90323WAQ3) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAL5) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A1 144A / ABS-O (210928AA5) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D B 144A / ABS-O (78450PAC9) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A1 144A / ABS-O (210928AA5) | |||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D B 144A / ABS-O (78450PAC9) | |||||||
| RIPON MORTGAGES RIPON 2025 1A F 144A / ABS-MBS (ACI2V59C0) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A R 144A / ABS-O (21056DAL4) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A R 144A / ABS-O (21056DAL4) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 SJ1 PT 144A / ABS-MBS (36273PAR9) | |||||||
| OCEAN TRAILS CLO OCTR 2020 10A BR2 144A / ABS-CBDO (67516CAY5) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 SJ1 PT 144A / ABS-MBS (36273PAR9) | |||||||
| OCEAN TRAILS CLO OCTR 2020 10A BR2 144A / ABS-CBDO (67516CAY5) | |||||||
| CENTEX HOME EQUITY CXHE 2005 B M6 / ABS-MBS (152314NG1) | |||||||
| CENTEX HOME EQUITY CXHE 2005 B M6 / ABS-MBS (152314NG1) | |||||||
| CDX EM40 ICE / DCR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2005 5 1M2 / ABS-MBS (07386HUD1) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2005 5 1M2 / ABS-MBS (07386HUD1) | |||||||
| FORD MOTOR COMPANY SNR S* ICE / DCR (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA D 144A / ABS-MBS (ACI2QV5H2) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA D 144A / ABS-MBS (ACI2QV5H2) | |||||||
| FIRST NLC TRUST FNLC 2005 1 M8 / ABS-MBS (32113JAJ4) | |||||||
| RFRF USD SF+26.161/0.6* 07/15/23-7Y CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.6* 07/15/23-7Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000) | |||||||
| 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD / DIR (000000000) | |||||||
| 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD / DIR (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA Z / ABS-MBS (ACI2N0NQ3) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA Z / ABS-MBS (ACI2N0NQ3) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (67449CAA9) | |||||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (04942MAN4) | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (04942MAN4) | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| AIRBUS FINANCE BV SNR SE ICE / DCR (000000000) | |||||||
| AIRBUS FINANCE BV SNR SE ICE / DCR (000000000) | |||||||
| 31750PMB4 PIMCO FXVAN CALL USD TRY 52.72500000 / DFE (000000000) | |||||||
| 31750PMB4 PIMCO FXVAN CALL USD TRY 52.72500000 / DFE (000000000) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL2 PT 144A / ABS-MBS (62956GAK4) | |||||||
| RFRF USD SF+26.161/1.00 9/15/23-29Y* CME / DIR (000000000) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAD3) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (78435VAC6) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A BR2 144A / ABS-CBDO (28623VAS8) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (78435VAC6) | |||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A / ABS-MBS (054987AA0) | |||||||
| IRS EUR 3.30000 10/03/23-10Y LCH / DIR (000000000) | |||||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A13 / ABS-MBS (05949CHA7) | |||||||
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9) | |||||||
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9) | |||||||
| RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.6 SP MEI / DCR (000000000) | |||||||
| FED HM LN PC POOL QH0139 FR 08/53 FIXED 6 / ABS-MBS (3133CCEL6) | |||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (000000000) | |||||||
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN / LON (BA0004JK4) | |||||||
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 NQM4 PT 144A / ABS-MBS (617930AP7) | |||||||
| FED HM LN PC POOL QH0139 FR 08/53 FIXED 6 / ABS-MBS (3133CCEL6) | |||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2003 5 2A / ABS-MBS (885220EC3) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A / ABS-MBS (92243PAA6) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (14319UAB6) | |||||||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (14319UAB6) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A B 144A / ABS-O (ACI2M1B10) | |||||||
| PERFORMER FUNDING PERFF 1A B 144A / ABS-O (ACI2M1B10) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| INVESCO EURO CLO INVSC 5A AR 144A / ABS-CBDO (ACI2VXQH9) | |||||||
| TERWIN MORTGAGE TRUST TMTS 2005 8HE M4 144A / ABS-MBS (881561UL6) | |||||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A / ABS-O (70687FAB5) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (66858CAN7) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A Y 144A / ABS-MBS (ACI2PHLW3) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A / ABS-MBS (749426AA0) | |||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 37A 7A / ABS-MBS (86359BCK5) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA A 144A / ABS-MBS (ACI2N0NS9) | |||||||
| IRS ZAR 8.03000 01/07/25-6Y CME / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 15 3A / ABS-MBS (12669FG80) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 1A1 / ABS-MBS (05949A5Z9) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 15 3A / ABS-MBS (12669FG80) | |||||||
| PYRAMID FUNDING 2025 LIMITED PYRAMID CLASS A NOTES / DBT (938KLCII6) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (28623YAU7) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A / ABS-CBDO (05682GAQ1) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (33835AAY5) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A / ABS-CBDO (05682GAQ1) | |||||||
| BCAP LLC TRUST BCAP 2010 RR11 8A2 144A / ABS-MBS (05533JBU6) | |||||||
| BCAP LLC TRUST BCAP 2010 RR11 8A2 144A / ABS-MBS (05533JBU6) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B1 144A / ABS-MBS (64830TAS7) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (39571MAB4) | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A / ABS-MBS (ACI2NCB49) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A / ABS-O (78435VAD4) | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A / ABS-MBS (ACI2NCB49) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A / ABS-O (78435VAD4) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 4 6A1 / ABS-MBS (61748HKL4) | |||||||
| FED HM LN PC POOL RJ0005 FR 10/53 FIXED 6.5 / ABS-MBS (3142GQAF9) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 4A1 / ABS-MBS (058928AH5) | |||||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | |||||||
| GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A / ABS-MBS (380881FE7) | |||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A / ABS-O (831943AA3) | |||||||
| RED + BLACK AUTO ITALY RNBAI 3 A REGS / ABS-O (ACI2R1Y85) | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS1 A8 / ABS-MBS (761118SG4) | |||||||
| RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAA6) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (379924AC7) | |||||||
| TCW LTD TCW 2024 1A A1 144A / ABS-CBDO (87252MAC7) | |||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A4 / ABS-O (14688PAD6) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 5 2A3 / ABS-MBS (251510HW6) | |||||||
| PRP ADVISORS, LLC PRPM 2024 2 A1 144A / ABS-MBS (74448BAA8) | |||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | |||||||
| FED HM LN PC POOL QH0476 FR 09/53 FIXED 6.5 / ABS-MBS (3133CCQ58) | |||||||
| CMBX.NA.AAA.9 SP JPS / DCR (000000000) | |||||||
| CMBX.NA.AAA.9 SP JPS / DCR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 11 6A2 / ABS-MBS (12669GUY5) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 11 6A2 / ABS-MBS (12669GUY5) | |||||||
| OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (67514UAU5) | |||||||
| OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (67514UAU5) | |||||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (033296AG9) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (033296AG9) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (39571XAB0) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A / ABS-O (78436XAC1) | |||||||
| FNMA POOL 351141 FN 06/26 FIXED 6.5 / ABS-MBS (31376CBJ2) | |||||||
| FNMA POOL 351141 FN 06/26 FIXED 6.5 / ABS-MBS (31376CBJ2) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| IRS AUD 2.75000 06/17/16-10Y CME / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 3 A13 / ABS-MBS (12543RAN9) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| FANNIE MAE FNR 2024 10 AF / ABS-MBS (3136BQ6A2) | |||||||
| ABX.HE.AAA.07-2 SP DUB / DCR (000000000) | |||||||
| RFRF USD SF+26.161/0.70 9/18/23-7Y* CME / DIR (000000000) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAK8) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAK8) | |||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (000000000) | |||||||
| IRS AUD 4.00000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A / ABS-O (39571NAC0) | |||||||
| CMBX.NA.AAA.8 SP JPS / DCR (000000000) | |||||||
| FNMA POOL 892617 FN 09/36 FIXED 6.5 / ABS-MBS (31410NVJ4) | |||||||
| FNMA POOL 892617 FN 09/36 FIXED 6.5 / ABS-MBS (31410NVJ4) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.6* 08/05/23-7Y CME / DIR (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.6* 08/05/23-7Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (92540JAA0) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 5A A3 144A / ABS-O (16144QAC9) | |||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000) | |||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000) | |||||||
| VALLEY FUNDING PLC VFUND 1A B 144A / ABS-MBS (ACI2SNZB8) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 2A A3 144A / ABS-O (73328NAE1) | |||||||
| IRS EUR 0.70000 04/11/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| RFR GBP SONIO/0.75000 09/21/22-10Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/0.75000 09/21/22-10Y LCH / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL9 A1 144A / ABS-MBS (74143TAA7) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250806 / DFE (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A4 144A / ABS-O (39571NAD8) | |||||||
| WINDMILL III RE DAC UNSECURED 144A 07/28 VAR / DBT (ACI2PJTV3) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/1.92750 03/25/22-5Y LCH / DIR (000000000) | |||||||
| BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A / ABS-CBDO (11766CAA2) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | |||||||
| HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (ACI2RYDM5) | |||||||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A1A5 144A / ABS-CBDO (69689ABU3) | |||||||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (92338VAA9) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| FNMA POOL 923400 FN 06/37 FIXED 6.5 / ABS-MBS (31412E3H7) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A / ABS-CBDO (033296AS3) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 10CB A1 / ABS-MBS (02150HAA4) | |||||||
| FNMA POOL DA0464 FN 10/53 FIXED 6.5 / ABS-MBS (3140A0QS1) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A G / ABS-MBS (ACI2PHM02) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 2A2 / ABS-MBS (65535VSA7) | |||||||
| PRP ADVISORS, LLC PRPM 2024 8 A1 144A / ABS-MBS (74448KAA8) | |||||||
| PRP ADVISORS, LLC PRPM 2024 8 A1 144A / ABS-MBS (74448KAA8) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A / ABS-O (69544NAB3) | |||||||
| RNHB B.V. GALIBIER DPFCMBS / DBT (ACI2QBKW6) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A X 144A / ABS-MBS (ACI2Q4KZ5) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A X 144A / ABS-MBS (ACI2Q4KZ5) | |||||||
| RFR USD SOFR/2.46750 07/27/23-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.17000 10/03/23-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (14687RAD3) | |||||||
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A / ABS-O (63942TAC9) | |||||||
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A / ABS-O (63942TAC9) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797PW1) | |||||||
| BARCLAYS CAPITAL REPO REPO / RA (000000000) | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 M1 / ABS-MBS (86358EZU3) | |||||||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (69828QAD9) | |||||||
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A1 / ABS-MBS (59024FAA2) | |||||||
| ROUNDSTONE SECURITIES RNST 2A D 144A / ABS-MBS (ACI2NG9B7) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR / DBT (ACI2S2B04) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| PROVIDUS CLO PRVD 2A ARR 144A / ABS-CBDO (ACI2RB411) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (78436RAC4) | |||||||
| OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (67115PAW5) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME / DIR (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 SJ1 SA 144A / ABS-MBS (36273PAH1) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A / ABS-O (29375QAB4) | |||||||
| BOUGHT TRY SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250716 / DFE (000000000) | |||||||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | |||||||
| AFFIRM INC AFFRM 2024 X2 A 144A / ABS-O (00833QAA3) | |||||||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | |||||||
| 3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM / DIR (000000000) | |||||||
| 3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM / DIR (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A / ABS-MBS (16160QAX2) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B C 144A / ABS-O (19425MAD0) | |||||||
| LEHMAN MORTGAGE TRUST LMT 2005 2 5A4 / ABS-MBS (52520MCL5) | |||||||
| RFRF USD SF+26.161/0.6* 09/24/23-7Y CME / DIR (000000000) | |||||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (000000000) | |||||||
| ZCS BRL 10.183133 04/04/24-01/04/27 CME / DIR (000000000) | |||||||
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A2 144A / ABS-O (24704EAC2) | |||||||
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A / ABS-CBDO (77588JAA4) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| DELOITTE LLP SR UNSEC A / DBT (958XFEII6) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A / ABS-O (21050UAG3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (14688XAC1) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.05 / ABS-O (000000000) | |||||||
| SOFI CONSUMER LOAN PROGR 06/34 0 / ABS-O (000000000) | |||||||
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (55820VAL7) | |||||||
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (55820VAL7) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (000000000) | |||||||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| DUTCH MORTGAGE WAREHOUSE FINAN DMWF 2024 1A VFN 144A / ABS-MBS (ACI2Q96P2) | |||||||
| DUTCH MORTGAGE WAREHOUSE FINAN DMWF 2024 1A VFN 144A / ABS-MBS (ACI2Q96P2) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 PT 144A / ABS-MBS (17291JAS9) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY9 A2 / ABS-MBS (02152BAU1) | |||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797MG9) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| XS2262961076 / ZF Finance GmbH | |||||||
| XS2262961076 / ZF Finance GmbH | |||||||
| RFRF USD SF+26.161/1.0* 9/22/23-29Y* CME / DIR (000000000) | |||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2006 2 A2A / ABS-MBS (885220KV4) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2006 2 A2A / ABS-MBS (885220KV4) | |||||||
| RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2 / ABS-O (14688PAB0) | |||||||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (35105AAB3) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2025 LTV1 PT 144A / ABS-MBS (46659FAM5) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2025 LTV1 PT 144A / ABS-MBS (46659FAM5) | |||||||
| LCM LTD PARTNERSHIP LCM 36A A1R 144A / ABS-CBDO (50190LAL2) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A / ABS-MBS (749427AA8) | |||||||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (72133JAY3) | |||||||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (72133JAY3) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B3 144A / ABS-MBS (64830MCU5) | |||||||
| URSA RE LTD UNSECURED 144A 02/28 VAR / DBT (90323WAR1) | |||||||
| BOUGHT TRY SOLD USD 20250812 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| FNMA POOL 624885 FN 01/32 FIXED 6.5 / ABS-MBS (31389GF21) | |||||||
| FNMA POOL 624885 FN 01/32 FIXED 6.5 / ABS-MBS (31389GF21) | |||||||
| CMBX.NA.AAA.9 SP MYC / DCR (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 1A1 / ABS-MBS (576433EQ5) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| MIDOCEAN CREDIT CLO MIDO 2016 6A ARRR 144A / ABS-CBDO (59802XBN2) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL DA1042 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1EQ6) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| LEHMAN XS TRUST LXS 2005 6 1A4 / ABS-MBS (525221CW5) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A / ABS-CBDO (ACI2Q3MV4) | |||||||
| TSTAT 2022 1 LTD TSTAT 2022 1A A1RR 144A / ABS-CBDO (872899AY5) | |||||||
| LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (50202QAL7) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV6 / ABS-MBS (126673B92) | |||||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 PT 144A / ABS-MBS (52475VBH0) | |||||||
| IRS ZAR 8.40000 08/07/23-5Y CME / DIR (000000000) | |||||||
| AT&T INC SNR S* ICE / DCR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 PT 144A / ABS-MBS (17332EAT9) | |||||||
| IRS ZAR 8.40000 08/07/23-5Y CME / DIR (000000000) | |||||||
| AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (ACI2S1S08) | |||||||
| PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (74639NAC7) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A / ABS-CBDO (03330RAA3) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A / ABS-CBDO (03330RAA3) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| RFRF USD SF+26.161/1.5* 7/12/23-4Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (000000000) | |||||||
| JUBILEE PLACE JPMF 6 A REGS / ABS-MBS (ACI2NPQC6) | |||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | |||||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A4 144A / ABS-O (78437PAD5) | |||||||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.55000 08/03/23-5Y CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A / ABS-CBDO (ACI2TS750) | |||||||
| PRP ADVISORS, LLC PRPM 2024 6 A1 144A / ABS-MBS (74390PAA5) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A3 144A / ABS-O (14687WAC4) | |||||||
| RFR USD SOFR/3.00000 06/21/23-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.70000 08/13/24-5Y LCH / DIR (000000000) | |||||||
| MH SUB I LLC 2024 TERM LOAN B4 / LON (45567YAP0) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| VALLEY FUNDING PLC VFUND 1A D 144A / ABS-MBS (ACI2SNZ51) | |||||||
| FNMA POOL DA5067 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5TZ1) | |||||||
| PRIME PROPERTY 5YR / DBT (954VLXII5) | |||||||
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.3 / ABS-O (000000000) | |||||||
| CMBX.NA.AS.6 SP SAL / DCR (000000000) | |||||||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (000000000) | |||||||
| OIS USD SOFR/1.73000 02/24/22-10Y LCH / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (ACI2Q34M4) | |||||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ABX--0A08AGAA9-20450725 / DCR (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (903724CG5) | |||||||
| ZCS BRL 11.26 03/25/22-01/04/27 CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250818 / DFE (000000000) | |||||||
| GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (3618N5ML0) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (3618N5ML0) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A / ABS-CBDO (64134AAJ1) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 BA A2 144A / ABS-O (345214BT6) | |||||||
| CDX HY44 5Y ICE / DCR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS ZAR 8.06250 01/08/25-6Y CME / DIR (000000000) | |||||||
| IRS ZAR 8.06250 01/08/25-6Y CME / DIR (000000000) | |||||||
| GSAA HOME EQUITY TRUST GSAA 2006 15 AF2 / ABS-MBS (3622E8AB1) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250721 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D C 144A / ABS-O (78450PAD7) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 SA 144A / ABS-MBS (17332EAS1) | |||||||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B E 144A / ABS-O (19425MAF5) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250724 / DFE (000000000) | |||||||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (ACI2NNG08) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 FE 144A / ABS-MBS (05494AAL3) | |||||||
| RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | |||||||
| RFR USD SOFR/2.37000 06/21/22-5Y LCH / DIR (000000000) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3 / ABS-O (10806EAC8) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV1 PT 144A / ABS-MBS (17331TDJ6) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV1 PT 144A / ABS-MBS (17331TDJ6) | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (73110JAC6) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (805922AE1) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A / ABS-MBS (161930AB8) | |||||||
| IRS EUR 1.00000 05/18/22-5Y LCH / DIR (000000000) | |||||||
| NEW YORK NY NYC 02/45 FIXED 6.291 / DBT (64966SNH5) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL8 A1 144A / ABS-MBS (69392DAA0) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A / ABS-MBS (92540FAA8) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 PT 144A / ABS-MBS (36272FAL5) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 36CB 2A3 / ABS-MBS (12667FR56) | |||||||
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (14016CAN6) | |||||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | |||||||
| RNHB B.V. GALIBIER DPFCMBS / DBT (ACI2QBKW6) | |||||||
| 3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP / DIR (000000000) | |||||||
| FINANCE OF AMERICA STRUCTURED FASST 2024 S4 A1 144A / ABS-MBS (31741AAB2) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAC0) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAC0) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 A5 144A / ABS-MBS (17329AAE5) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A / ABS-MBS (227919AA5) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 34A 2A2 / ABS-MBS (86359A4W0) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| COLT FUNDING LLC COLT 2024 INV2 A1 144A / ABS-MBS (12622SAA9) | |||||||
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (55822AAW7) | |||||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RCF3 A1 144A / ABS-MBS (69392PAA3) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A3 / ABS-O (802919AC4) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (74136TAA6) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2018 6 M1 144A / ABS-MBS (89176LAD6) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (37964VAB3) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 A2 144A / ABS-O (69545GAB7) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 A2 144A / ABS-O (69545GAB7) | |||||||
| CASCADE FUNDING MORTGAGE TRUST CFMT 2025 HB16 A 144A / ABS-MBS (12531BAA6) | |||||||
| CASCADE FUNDING MORTGAGE TRUST CFMT 2025 HB16 A 144A / ABS-MBS (12531BAA6) | |||||||
| CROSSROADS ASSET TRUST XROAD 2025 A A2 144A / ABS-O (22767VAB4) | |||||||
| CROSSROADS ASSET TRUST XROAD 2025 A A2 144A / ABS-O (22767VAB4) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.8 / ABS-O (000000000) | |||||||
| US TREASURY N/B 11/54 4.5 / DBT (912810UE6) | |||||||
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2015 2R 3A2 144A / ABS-MBS (12649QAL8) | |||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | |||||||
| RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2015 2R 3A2 144A / ABS-MBS (12649QAL8) | |||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | |||||||
| FED HM LN PC POOL QH2941 FR 10/53 FIXED 6 / ABS-MBS (3133CFHS1) | |||||||
| FED HM LN PC POOL QH2941 FR 10/53 FIXED 6 / ABS-MBS (3133CFHS1) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A4 144A / ABS-O (78436RAG5) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA F 144A / ABS-MBS (ACI2N0NF7) | |||||||
| NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A3 / ABS-O (65479WAD6) | |||||||
| OZLM LTD OZLM 2017 17A A1RR 144A / ABS-CBDO (67111NAQ7) | |||||||
| OSCAR US FUNDING TRUST OSCAR 2024 2A A2 144A / ABS-O (68784BAB0) | |||||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (ACI2VX3Q4) | |||||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (ACI2VX3Q4) | |||||||
| ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (ACI2S2CF0) | |||||||
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (ACI2PNX49) | |||||||
| BOUGHT HKD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.90 9/12/23-26Y* CME / DIR (000000000) | |||||||
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2004 5 1A1 / ABS-MBS (36228FV94) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 SA 144A / ABS-MBS (36272FAK7) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 AR5 2A1 / ABS-MBS (362341MD8) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 AR5 2A1 / ABS-MBS (362341MD8) | |||||||
| FNMA POOL DA4702 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5GL6) | |||||||
| SOLD PEN BOUGHT USD 20250724 / DFE (000000000) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2004 1 1A1 / ABS-MBS (07386HFE6) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2004 1 1A1 / ABS-MBS (07386HFE6) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL1 PT 144A / ABS-MBS (62956EAK9) | |||||||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251027 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| INF SWAP GB NI 4.066 09/15/21-10Y LCH / DIR (000000000) | |||||||
| INF SWAP GB NI 4.066 09/15/21-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL 890200 FN 10/39 FIXED VAR / ABS-MBS (31410K7M0) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC2 2A2 / ABS-MBS (073879SU3) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 4.95 / ABS-O (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2015 3 B2 144A / ABS-MBS (89172HAF4) | |||||||
| FNMA POOL 745415 FN 01/36 FIXED VAR / ABS-MBS (31403DDU0) | |||||||
| TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR / DBT (ACI2LHDD8) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A1 / ABS-MBS (12669GBY6) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A / ABS-O (505920AC2) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE7 M1 / ABS-MBS (04541GMC3) | |||||||
| RFR USD SOFR/3.47000 11/01/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.47000 11/01/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 2A B3 144A / ABS-MBS (64830DBE2) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 2A B3 144A / ABS-MBS (64830DBE2) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A R 144A / ABS-O (210927AL3) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM1 A1 / ABS-MBS (80262BAA8) | |||||||
| ARES EURO CLO ARESE 14A AR 144A / ABS-CBDO (ACI2RNVJ6) | |||||||
| CMBX.NA.AAA.9 SP MEI / DCR (000000000) | |||||||
| SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM1 A1 / ABS-MBS (80262BAA8) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| IRS MXN 8.78000 11/18/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A / ABS-MBS (034943AA8) | |||||||
| IRS MXN 8.78000 11/18/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| IRS ZAR 8.42600 08/01/23-5Y CME / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 L 1A2 / ABS-MBS (05948JAB8) | |||||||
| IRS ZAR 8.42600 08/01/23-5Y CME / DIR (000000000) | |||||||
| OIS JPY MUT+5.89/0.0000 03/20/22-5Y* CME / DIR (000000000) | |||||||
| JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (47048RAL9) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/33 7.125 / DBT (ACI2ML877) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/33 7.125 / DBT (ACI2ML877) | |||||||
| DREAMWELL LTD COMMON / EC (954CQEII4) | |||||||
| DREAMWELL LTD COMMON / EC (954CQEII4) | |||||||
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1 / ABS-MBS (61776YAA7) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (92540DAA3) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A R 144A / ABS-O (ACI2M1B28) | |||||||
| INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 1 2A2 / ABS-MBS (576433DC7) | |||||||
| IRS ZAR 8.01000 01/07/25-6Y CME / DIR (000000000) | |||||||
| INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 1 2A2 / ABS-MBS (576433DC7) | |||||||
| IRS ZAR 8.01000 01/07/25-6Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (96042YAB9) | |||||||
| PRIMEX.ARM.2-AAA SP BRC / DCR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (96042YAB9) | |||||||
| ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 K 1A2 / ABS-MBS (05948XZC8) | |||||||
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH / DIR (000000000) | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB41 / ABS-MBS (761118FM5) | |||||||
| IRS EUR 2.86000 04/24/24-5Y LCH / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A B2 144A / ABS-MBS (64830WAZ4) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A / ABS-MBS (05555XAA3) | |||||||
| LUGO FUNDING DAC 05/66 1 / ABS-MBS (ACI2S0075) | |||||||
| PRIMEX.ARM.2-AAA SP BRC / DCR (000000000) | |||||||
| RFR USD SOFR/2.60500 06/28/22-5Y LCH / DIR (000000000) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S4 2A9 / ABS-MBS (9292275B8) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (69547DAB2) | |||||||
| IMPAC CMB TRUST IMM 2004 4 2A1 / ABS-MBS (45254NJB4) | |||||||
| RFR USD SOFR/2.24250 08/07/24-2Y LCH / DIR (000000000) | |||||||
| FNMA POOL 583050 FN 05/31 FIXED 6.5 / ABS-MBS (31387FWK6) | |||||||
| RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (000000000) | |||||||
| IRS EUR 0.50000 09/21/22-30Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A C 144A / ABS-O (21056EAD0) | |||||||
| RFR USD SOFR/1.77000 02/14/22-10Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 H 7A1 / ABS-MBS (05946XJ79) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL5 SA 144A / ABS-MBS (362951AH8) | |||||||
| RFR USD SOFR/2.60500 06/28/22-5Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 H 7A1 / ABS-MBS (05946XJ79) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL5 SA 144A / ABS-MBS (362951AH8) | |||||||
| IRS ZAR 8.05750 01/07/25-6Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/1.00000 06/15/22-7Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| CUMULUS STATIC CLO CMLST 2024 1A A 144A / ABS-CBDO (ACI2NK2H2) | |||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8) | |||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8) | |||||||
| BOUGHT TRY SOLD USD 20250710 / DFE (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A11 / ABS-MBS (466247VD2) | |||||||
| OCEAN TRAILS CLO OCTR 2021 11A AR 144A / ABS-CBDO (67514VAL3) | |||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP2 PT 144A / ABS-MBS (17332KAS7) | |||||||
| RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (000000000) | |||||||
| 317U0TJA7 PIMCO FPPSWAPTION 2.17 CALL USD / DIR (000000000) | |||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIE 04/38 1 / ABS-MBS (88522UAC1) | |||||||
| IRS MXN 8.55600 11/21/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2018 4 M1 144A / ABS-MBS (89175TAC2) | |||||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A A 144A / ABS-MBS (ACI2V53L6) | |||||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (000000000) | |||||||
| RNHB B.V. GALIBIER DPF231 RR / DBT (ACI2QBKR7) | |||||||
| PERFORMER FUNDING PERFF 1A C 144A / ABS-O (ACI2M18S5) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 8A3 / ABS-MBS (576433LJ3) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM4 A1 144A / ABS-MBS (69381UAA5) | |||||||
| KINBANE DAC KINBN 2024 RPL2A A 144A / ABS-MBS (ACI2S5NF1) | |||||||
| RBSSP RESECURITIZATION TRUST RBSSP 2011 3 2A2 144A / ABS-MBS (74930NAD1) | |||||||
| KINBANE DAC KINBN 2024 RPL2A A 144A / ABS-MBS (ACI2S5NF1) | |||||||
| RBSSP RESECURITIZATION TRUST RBSSP 2011 3 2A2 144A / ABS-MBS (74930NAD1) | |||||||
| RIPON MORTGAGES RIPON 2025 1A X 144A / ABS-MBS (ACI2V5FD1) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 5.3 / DBT (928668CF7) | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (ACI2MKRM5) | |||||||
| RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.42760 07/31/23-5Y CME / DIR (000000000) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2005 2XS M2 / ABS-MBS (86359B2L4) | |||||||
| FED HM LN PC POOL QH4836 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHLR4) | |||||||
| ABX.HE.AAA.07-1 SP BRC / DCR (000000000) | |||||||
| INF SWAP GB NI 4.055 09/15/21-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.8 SP CBK / DCR (000000000) | |||||||
| CMBX.NA.AAA.8 SP CBK / DCR (000000000) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A3 144A / ABS-O (876692AC8) | |||||||
| RFRF USD SF+26.161/1.1* 03/30/21-30Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-7Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (000000000) | |||||||
| EUROSAIL PLC ESAIL 2006 3X C1C REGS / ABS-MBS (B1HM7JII4) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A R 144A / ABS-O (876692AF1) | |||||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (000000000) | |||||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (000000000) | |||||||
| PRIME MORTGAGE TRUST PRIME 2006 1 2A2 / ABS-MBS (74161BAC9) | |||||||
| FNMA POOL 634585 FN 01/32 FIXED 6.5 / ABS-MBS (31389S6W9) | |||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (000000000) | |||||||
| PRKCM TRUST PRKCM 2024 HOME1 A1 144A / ABS-MBS (69391XAA7) | |||||||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| RFR USD SOFR/1.65000 02/08/22-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (000000000) | |||||||
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (67551WAU5) | |||||||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (36180AB69) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| LYRA MUSIC ASSETS (DELAWARE) L LYRA 2024 2A A2 144A / ABS-O (552339AA1) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A F 144A / ABS-O (ACI2M1B51) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A3 144A / ABS-O (39571XAC8) | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| ARI FLEET LEASE TRUST ARIFL 2025 A A2 144A / ABS-O (04033CAB2) | |||||||
| ARI FLEET LEASE TRUST ARIFL 2025 A A2 144A / ABS-O (04033CAB2) | |||||||
| ABX.HE.AAA.07-2 SP MYC / DCR (000000000) | |||||||
| ABX.HE.AAA.07-2 SP MYC / DCR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A / ABS-CBDO (05682EAN3) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A / ABS-CBDO (05682EAN3) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 1A / ABS-MBS (86359BFY2) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 1A / ABS-MBS (86359BFY2) | |||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (000000000) | |||||||
| AU3FN0029609 / AAI Ltd | |||||||
| SOLD CLP BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A Z 144A / ABS-O (ACI2M18R7) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| RENAISSANCE HOME EQUITY LOAN T RAMC 2005 4 A5 / ABS-MBS (759950FZ6) | |||||||
| RENAISSANCE HOME EQUITY LOAN T RAMC 2005 4 A5 / ABS-MBS (759950FZ6) | |||||||
| ROUNDSTONE SECURITIES RNST 2A C 144A / ABS-MBS (ACI2NGCN7) | |||||||
| ROUNDSTONE SECURITIES RNST 2A C 144A / ABS-MBS (ACI2NGCN7) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A2 144A / ABS-O (21056DAB6) | |||||||
| RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A2 144A / ABS-O (21056DAB6) | |||||||
| RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000) | |||||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (33843VAC7) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (29390HAC3) | |||||||
| CTEV / Claritev Corporation | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 4 2A3 / ABS-MBS (225458PQ5) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAJ1) | |||||||
| CTEV / Claritev Corporation | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR17 1A1 / ABS-MBS (45660LUS6) | |||||||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A / ABS-CBDO (56608KAW3) | |||||||
| VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A / ABS-O (92512WAA5) | |||||||
| MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A / ABS-CBDO (56608KAW3) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 2 M3 / ABS-MBS (86358ERC2) | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (14051LAA0) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (83206EAA5) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A E 144A / ABS-O (21056DAK6) | |||||||
| RIPON MORTGAGES RIPON 2025 1A E 144A / ABS-MBS (ACI2V5906) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (16144LAC0) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (16144LAC0) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (74938KAA5) | |||||||
| OIS MXN TIIE1+24/8.78* 12/15/25-8Y* CME / DIR (000000000) | |||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000) | |||||||
| OIS MXN TIIE1+24/8.1*12/22/25-12Y* CME / DIR (000000000) | |||||||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (000000000) | |||||||
| ZCS BRL 10.3275 04/05/24-01/04/27 CME / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| FNMA POOL 903252 FN 10/36 FIXED 6.5 / ABS-MBS (31411BQD8) | |||||||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250717 / DFE (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (55286TAB1) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A / ABS-MBS (00112EAA2) | |||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (89182JAA9) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 B 144A / ABS-MBS (054987AC6) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (362963AA8) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (30336CAG0) | |||||||
| SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (87167GCH1) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A E 144A / ABS-O (21055PAF1) | |||||||
| ABX.HE.AAA.06-2 SP BRC / DCR (000000000) | |||||||
| JP MORGAN SEASONED MORTGAGE TR JPSMT 2025 1 A4 144A / ABS-MBS (46659PAG6) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A C 144A / ABS-O (39571NAF3) | |||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) | |||||||
| ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | |||||||
| ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA D 144A / ABS-MBS (ACI2N0NG5) | |||||||
| ISRAEL GOVT EM SP BOA / DCR (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| FNMA POOL FS3300 FN 11/52 FIXED VAR / ABS-MBS (3140XJU27) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A / ABS-MBS (69380XAA0) | |||||||
| IRS EUR 2.82700 05/06/24-5Y LCH / DIR (000000000) | |||||||
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A / ABS-CBDO (04822JAA4) | |||||||
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A / ABS-CBDO (04822JAA4) | |||||||
| RFR USD SOFR/3.99400 07/02/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.99400 07/02/24-10Y LCH / DIR (000000000) | |||||||
| SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (81124UAW4) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B A2 144A / ABS-O (02007G4B6) | |||||||
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1A 144A / ABS-O (78450CAA2) | |||||||
| SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (81124UAW4) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAG4) | |||||||
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME / DIR (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 8AR 3A / ABS-MBS (61748HEE7) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (14688NAB5) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD / DIR (000000000) | |||||||
| 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD / DIR (000000000) | |||||||
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (69380WAA2) | |||||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (90323WAQ3) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (14319FAB9) | |||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A F 144A / ABS-MBS (ACI2V59C0) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR7 5A1 / ABS-MBS (86359LQS1) | |||||||
| MEXICO LA SP MYC / DCR (000000000) | |||||||
| BOEING CO/THE SNR S* ICE / DCR (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A / ABS-O (36270YAC6) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A / ABS-MBS (22758HAA8) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A / ABS-MBS (22758HAA8) | |||||||
| SOLD PEN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (67449CAA9) | |||||||
| GROSVENOR PLACE CLO GROSV 2024 2A A 144A / ABS-CBDO (ACI2RYX19) | |||||||
| SOLD PEN BOUGHT USD 20251029 / DFE (000000000) | |||||||
| GROSVENOR PLACE CLO GROSV 2024 2A A 144A / ABS-CBDO (ACI2RYX19) | |||||||
| CMBX.NA.AAA.12 SP GST / DCR (000000000) | |||||||
| CMBX.NA.AAA.12 SP GST / DCR (000000000) | |||||||
| ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (00092BAA2) | |||||||
| ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (00092BAA2) | |||||||
| FNMA POOL 617470 FN 12/31 FIXED 6.5 / ABS-MBS (31388W6F8) | |||||||
| PERFORMER FUNDING PERFF 1A D 144A / ABS-O (ACI2M1B02) | |||||||
| RFRF USD SF+26.161/1.00 9/15/23-29Y* CME / DIR (000000000) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAD3) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A / ABS-MBS (22757BAA2) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A / ABS-MBS (22757BAA2) | |||||||
| RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (000000000) | |||||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A / ABS-CBDO (04942FAL3) | |||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | |||||||
| OIS MXN TIIE1/9.02000 12/23/24-5Y* CME / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | |||||||
| OIS MXN TIIE1/9.02000 12/23/24-5Y* CME / DIR (000000000) | |||||||
| IRS ZAR 8.42100 08/04/23-5Y CME / DIR (000000000) | |||||||
| IRS ZAR 8.42100 08/04/23-5Y CME / DIR (000000000) | |||||||
| TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL / LON (BA0008CR7) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000) | |||||||
| ZCS BRL 10.21 04/03/24-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260505 / DFE (000000000) | |||||||
| ZCS BRL 10.21 04/03/24-01/04/27 CME / DIR (000000000) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A BR2 144A / ABS-CBDO (28623VAS8) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR12 1A1 / ABS-MBS (22541N4S5) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME / DIR (000000000) | |||||||
| IRS EUR 3.30000 10/03/23-10Y LCH / DIR (000000000) | |||||||
| ATLX TRUST ATLX 2024 RPL1 A1 144A / ABS-MBS (049915AA9) | |||||||
| RFRF USD SF+26.161/0.9* 9/17/23-29Y* CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME / DIR (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A D 144A / ABS-MBS (ACI2PHM28) | |||||||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A3 144A / ABS-O (446144AE7) | |||||||
| FNMA POOL BY6096 FN 09/53 FIXED 6 / ABS-MBS (3140NNX26) | |||||||
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN / LON (BA0004JK4) | |||||||
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 NQM4 PT 144A / ABS-MBS (617930AP7) | |||||||
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (25255UAA0) | |||||||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | |||||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000) | |||||||
| TERWIN MORTGAGE TRUST TMTS 2005 8HE M4 144A / ABS-MBS (881561UL6) | |||||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A / ABS-O (70687FAB5) | |||||||
| US TREASURY N/B 04/27 4.5 / DBT (91282CKJ9) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| SOLD PEN BOUGHT USD 20251121 / DFE (000000000) | |||||||
| LUMINENT MORTGAGE TRUST LUM 2006 3 21A1 / ABS-MBS (55027AAA8) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (28623YAU7) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000) | |||||||
| REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | |||||||
| REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) | |||||||
| DELOITTE LLP SR UNSEC B / DBT (955GGZII8) | |||||||
| XS2066744231 / Carnival PLC | |||||||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 4 6A1 / ABS-MBS (61748HKL4) | |||||||
| XS2066744231 / Carnival PLC | |||||||
| CLARITEV CORP SR SECURED 144A 03/31 6.75 / DBT (62548MAA8) | |||||||
| RFR USD SOFR/4.39250 10/25/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.39250 10/25/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.16500 09/27/23-10Y LCH / DIR (000000000) | |||||||
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 3 2M2 / ABS-MBS (004375BS9) | |||||||
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 3 2M2 / ABS-MBS (004375BS9) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 4A1 / ABS-MBS (058928AH5) | |||||||
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (30014LAN4) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PP6) | |||||||
| SOFI ALTERNATIVE TRUST SAT 2020 A R2 144A / ABS-O (83406X202) | |||||||
| BOUGHT PEN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS1 A8 / ABS-MBS (761118SG4) | |||||||
| PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A / ABS-MBS (74390KAK4) | |||||||
| PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A / ABS-MBS (74390KAK4) | |||||||
| RESIDENTIAL ASSET SECURITIZATI RAST 2004 A8 A5 / ABS-MBS (45660N4M4) | |||||||
| RESIDENTIAL ASSET SECURITIZATI RAST 2004 A8 A5 / ABS-MBS (45660N4M4) | |||||||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | |||||||
| RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| KENTMERE KMR 3A Y 144A / ABS-MBS (ACI2RTSH1) | |||||||
| AMERICAN HERITAGE AUTO RECEIVA AHART 2024 1A A2 144A / ABS-O (026944AB4) | |||||||
| BCAP LLC TRUST BCAP 2007 AA4 13A1 / ABS-MBS (05530WAE7) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A / ABS-O (14319EAC0) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA X 144A / ABS-MBS (ACI2QV5B5) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA X 144A / ABS-MBS (ACI2QV5B5) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES6 A1A 144A / ABS-MBS (749410AA4) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 5A1 / ABS-MBS (45660LF87) | |||||||
| PALM RE LTD UNSECURED 144A 06/31 VAR / DBT (69664FAA6) | |||||||
| RFR USD SOFR/3.50000 07/12/24-8Y CME / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A4 / ABS-O (14688PAD6) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 07/12/24-8Y CME / DIR (000000000) | |||||||
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000) | |||||||
| IRS MXN 8.10250 10/28/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CB6) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (57108UAA2) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 SA 144A / ABS-MBS (17291JAR1) | |||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 3 A13 / ABS-MBS (12543RAN9) | |||||||
| MARZIO FINANCE MARFI 2024 15 A REGS / ABS-O (ACI2PM0F2) | |||||||
| BOUGHT TRY SOLD USD 20250730 / DFE (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA R 144A / ABS-MBS (ACI2N0NJ9) | |||||||
| ABX.HE.AAA.07-2 SP DUB / DCR (000000000) | |||||||
| RFRF USD SF+26.161/0.70 9/18/23-7Y* CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| RFR USD SOFR/2.67500 07/24/23-5Y LCH / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A / ABS-MBS (749424AA5) | |||||||
| 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD / DIR (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2008 1 3A1 / ABS-MBS (88522UAE7) | |||||||
| RFR USD SOFR/3.52738 09/03/24-25Y* CME / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2008 1 3A1 / ABS-MBS (88522UAE7) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFR USD SOFR/3.87000 10/17/23-30Y LCH / DIR (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| CONSTELLATION OIL D SHS WARRNT WARRYU9O1 / DE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.87000 10/17/23-30Y LCH / DIR (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| CONSTELLATION OIL D SHS WARRNT WARRYU9O1 / DE (000000000) | |||||||
| RFR USD SOFR/3.59507 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| CITICORP MORTGAGE SECURITIES, CMSI 2005 1 1A5 / ABS-MBS (172973N21) | |||||||
| BARROW FUNDING PLC BARRO 1A Z 144A / ABS-MBS (ACI2P7X44) | |||||||
| BARROW FUNDING PLC BARRO 1A Z 144A / ABS-MBS (ACI2P7X44) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 6 1A1 / ABS-MBS (07386HDZ1) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (505712AB5) | |||||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (55416AAA7) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 6 1A1 / ABS-MBS (07386HDZ1) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (505712AB5) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (072926AC2) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250806 / DFE (000000000) | |||||||
| RFR USD SOFR/3.48500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.70000 05/13/24-3Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.48500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.70000 05/13/24-3Y CME / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A4 144A / ABS-O (39571NAD8) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/1.92750 03/25/22-5Y LCH / DIR (000000000) | |||||||
| BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A / ABS-CBDO (11766CAA2) | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (76090QAA1) | |||||||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (92338VAA9) | |||||||
| FNMA POOL CB7426 FN 11/53 FIXED 6.5 / ABS-MBS (3140QTHC6) | |||||||
| IRS MXN 8.41000 11/14/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797PG6) | |||||||
| RFR USD SOFR/3.51453 09/03/24-4Y* LCH / DIR (000000000) | |||||||
| GMF CANADA LEASING TRUST GCOLT 2024 1A A3 144A / ABS-O (36252MDG2) | |||||||
| RFR USD SOFR/3.51453 09/03/24-4Y* LCH / DIR (000000000) | |||||||
| GMF CANADA LEASING TRUST GCOLT 2024 1A A3 144A / ABS-O (36252MDG2) | |||||||
| GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (40172PAL6) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A2 / ABS-O (30168JAB9) | |||||||
| 3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO / DIR (000000000) | |||||||
| IRS EUR 3.45000 10/20/23-5Y LCH / DIR (000000000) | |||||||
| IRS EUR 3.45000 10/20/23-5Y LCH / DIR (000000000) | |||||||
| FNMA POOL DA0464 FN 10/53 FIXED 6.5 / ABS-MBS (3140A0QS1) | |||||||
| COLOMBIA LA SP BRC / DCR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A1 / ABS-MBS (12668AUQ6) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A / ABS-O (69544NAB3) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A1 144A / ABS-O (210928AA5) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D B 144A / ABS-O (78450PAC9) | |||||||
| RFRF USD SF+26.161/1.0* 9/28/23-29Y* CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A R 144A / ABS-O (21056DAL4) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 SJ1 PT 144A / ABS-MBS (36273PAR9) | |||||||
| OCEAN TRAILS CLO OCTR 2020 10A BR2 144A / ABS-CBDO (67516CAY5) | |||||||
| CENTEX HOME EQUITY CXHE 2005 B M6 / ABS-MBS (152314NG1) | |||||||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (69828QAD9) | |||||||
| BOUGHT PEN SOLD USD 20250710 / DFE (000000000) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAM3) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2005 5 1M2 / ABS-MBS (07386HUD1) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAM3) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA F 144A / ABS-MBS (ACI2QV5G4) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA F 144A / ABS-MBS (ACI2QV5G4) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA D 144A / ABS-MBS (ACI2QV5H2) | |||||||
| FNMA POOL 535889 FN 04/31 FIXED VAR / ABS-MBS (31384WKA7) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.6* 07/15/23-7Y CME / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA A 144A / ABS-MBS (ACI2QV4P5) | |||||||
| FNMA POOL 535889 FN 04/31 FIXED VAR / ABS-MBS (31384WKA7) | |||||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (39526JAA9) | |||||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (39526JAA9) | |||||||
| AEGIS ASSET BACKED SECURITIES AABST 2005 1 M6 / ABS-MBS (00764MEQ6) | |||||||
| CUMULUS STATIC CLO CMLST 2024 1A A 144A / ABS-CBDO (ACI2NK2H2) | |||||||
| AEGIS ASSET BACKED SECURITIES AABST 2005 1 M6 / ABS-MBS (00764MEQ6) | |||||||
| PROVIDUS CLO PRVD 2A ARR 144A / ABS-CBDO (ACI2RB411) | |||||||
| BOUGHT TRY SOLD USD 20250710 / DFE (000000000) | |||||||
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A / ABS-CBDO (ACI2VQ1V0) | |||||||
| 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD / DIR (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA Z / ABS-MBS (ACI2N0NQ3) | |||||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (04942MAN4) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (05685AAQ1) | |||||||
| CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (13876LAW7) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| AIRBUS FINANCE BV SNR SE ICE / DCR (000000000) | |||||||
| 31750PMB4 PIMCO FXVAN CALL USD TRY 52.72500000 / DFE (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (05685AAQ1) | |||||||
| CDX IG35 5Y ICE / DCR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A3 / ABS-O (26207AAD5) | |||||||
| IRS EUR 2.95000 10/27/22-7Y* LCH / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| CDX EM42 ICE / DCR (000000000) | |||||||
| IRS EUR 2.95000 10/27/22-7Y* LCH / DIR (000000000) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B C 144A / ABS-O (19425MAD0) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | |||||||
| LEHMAN MORTGAGE TRUST LMT 2005 2 5A4 / ABS-MBS (52520MCL5) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (78435VAC6) | |||||||
| VALLEY FUNDING PLC VFUND 1A C 144A / ABS-MBS (ACI2SNZ69) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| CMBX.NA.AAA.10 SP GST / DCR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| VALLEY FUNDING PLC VFUND 1A C 144A / ABS-MBS (ACI2SNZ69) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| ZCS BRL 10.183133 04/04/24-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000) | |||||||
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9) | |||||||
| RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A / ABS-O (21050UAG3) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 1A2 / ABS-MBS (05948XXX4) | |||||||
| FED HM LN PC POOL QH0139 FR 08/53 FIXED 6 / ABS-MBS (3133CCEL6) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 1A2 / ABS-MBS (05948XXX4) | |||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 7R 4A3 144A / ABS-MBS (12648WAY8) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (14319UAB6) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A B 144A / ABS-O (ACI2M1B10) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (14688XAC1) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.05 / ABS-O (000000000) | |||||||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2005 1 A1 / ABS-MBS (885220GZ0) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2005 1 A1 / ABS-MBS (885220GZ0) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (903724CC4) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (903724CC4) | |||||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (000000000) | |||||||
| CQS US CLO LTD CQS 2021 1A AR 144A / ABS-CBDO (12659UAL6) | |||||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (000000000) | |||||||
| CQS US CLO LTD CQS 2021 1A AR 144A / ABS-CBDO (12659UAL6) | |||||||
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797MG9) | |||||||
| BARROW FUNDING PLC BARRO 1A E / ABS-MBS (ACI2P7X69) | |||||||
| BARROW FUNDING PLC BARRO 1A E / ABS-MBS (ACI2P7X69) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 15 3A / ABS-MBS (12669FG80) | |||||||
| RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A / ABS-MBS (749420AA3) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A / ABS-CBDO (05682GAQ1) | |||||||
| BCAP LLC TRUST BCAP 2010 RR11 8A2 144A / ABS-MBS (05533JBU6) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2 / ABS-O (14688PAB0) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A / ABS-MBS (749420AA3) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 3A1 / ABS-MBS (05946XXP3) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 3A1 / ABS-MBS (05946XXP3) | |||||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A / ABS-MBS (749427AA8) | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A / ABS-MBS (ACI2NCB49) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A / ABS-O (78435VAD4) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B R 144A / ABS-O (78450CAF1) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A2R 144A / ABS-CBDO (05684RAN2) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A2R 144A / ABS-CBDO (05684RAN2) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA E 144A / ABS-MBS (ACI2QV5W9) | |||||||
| RFR USD SOFR/2.25000 06/17/22-5Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.6 SP BOA / DCR (000000000) | |||||||
| CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (22411JAA3) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 1A1 / ABS-MBS (576433EQ5) | |||||||
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| WINSTON RE LTD UNSECURED 144A 02/31 VAR / DBT (975660AB7) | |||||||
| WINSTON RE LTD UNSECURED 144A 02/31 VAR / DBT (975660AB7) | |||||||
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 3 2M1 / ABS-MBS (004375BR1) | |||||||
| FNMA POOL 653638 FN 07/32 FIXED 6.5 / ABS-MBS (31390REK5) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAC2) | |||||||
| TSTAT 2022 1 LTD TSTAT 2022 1A A1RR 144A / ABS-CBDO (872899AY5) | |||||||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (758983AA8) | |||||||
| LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (50202QAL7) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV6 / ABS-MBS (126673B92) | |||||||
| CMBX.NA.AAA.9 SP JPS / DCR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 11 6A2 / ABS-MBS (12669GUY5) | |||||||
| OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (67514UAU5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (69548AAA9) | |||||||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (758983AA8) | |||||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (000000000) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (034942AA0) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (034942AA0) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (033296AG9) | |||||||
| FNMA POOL 351141 FN 06/26 FIXED 6.5 / ABS-MBS (31376CBJ2) | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (09709AAB8) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAK8) | |||||||
| IRS ZAR 8.55000 08/03/23-5Y CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A / ABS-CBDO (ACI2TS750) | |||||||
| CMBX.NA.AAA.6 SP GST / DCR (000000000) | |||||||
| FNMA POOL 892617 FN 09/36 FIXED 6.5 / ABS-MBS (31410NVJ4) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 26 2A1 / ABS-MBS (126694MY1) | |||||||
| IRS EUR 2.70000 08/13/24-5Y LCH / DIR (000000000) | |||||||
| MH SUB I LLC 2024 TERM LOAN B4 / LON (45567YAP0) | |||||||
| VALLEY FUNDING PLC VFUND 1A D 144A / ABS-MBS (ACI2SNZ51) | |||||||
| FNMA POOL DA5067 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5TZ1) | |||||||
| PRIME PROPERTY 5YR / DBT (954VLXII5) | |||||||
| OIS USD SOFR/1.73000 02/24/22-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 26 2A1 / ABS-MBS (126694MY1) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.6* 08/05/23-7Y CME / DIR (000000000) | |||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000) | |||||||
| BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A / ABS-CBDO (09628VAW4) | |||||||
| BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A / ABS-CBDO (09628VAW4) | |||||||
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A / ABS-O (69544LAA9) | |||||||
| ISRAEL GOVT EM SP CBK / DCR (000000000) | |||||||
| RFR USD SOFR/3.65500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (ACI2Q34M4) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (903724CG5) | |||||||
| RFR GBP SONIO/0.75000 09/21/22-10Y LCH / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A / ABS-MBS (749414AA6) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 8 A1 144A / ABS-MBS (03465QAA2) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (83407UAE8) | |||||||
| CMBX.NA.AAA.6 SP BRC / DCR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A / ABS-MBS (749414AA6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A E 144A / ABS-O (210927AK5) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A E 144A / ABS-O (210927AK5) | |||||||
| PRP ADVISORS, LLC PRPM 2024 8 A1 144A / ABS-MBS (74448KAA8) | |||||||
| CDX HY44 5Y ICE / DCR (000000000) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250721 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D C 144A / ABS-O (78450PAD7) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 SA 144A / ABS-MBS (17332EAS1) | |||||||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A X 144A / ABS-MBS (ACI2Q4KZ5) | |||||||
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A / ABS-O (63942TAC9) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (000000000) | |||||||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (ACI2NNG08) | |||||||
| BNP / BNP Paribas SA | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 4 A2A / ABS-O (14290DAB7) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 4 A2A / ABS-O (14290DAB7) | |||||||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (88631YAL1) | |||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 FE 144A / ABS-MBS (05494AAL3) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9) | |||||||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (88631YAL1) | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (73110JAC6) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (805922AE1) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A2A 144A / ABS-O (73328AAB5) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CA8) | |||||||
| 31750PIY9 PIMCO FXVAN CALL USD TRY 51.75000000 / DFE (000000000) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A4 144A / ABS-O (505920AD0) | |||||||
| TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A / ABS-MBS (161930AB8) | |||||||
| IRS EUR 1.00000 05/18/22-5Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250716 / DFE (000000000) | |||||||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | |||||||
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A8CB A7 / ABS-MBS (45660LSV2) | |||||||
| EUROSAIL PLC ESAIL 2006 3X C1C REGS / ABS-MBS (B1HM7JII4) | |||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | |||||||
| 3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM / DIR (000000000) | |||||||
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A8CB A7 / ABS-MBS (45660LSV2) | |||||||
| 3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP / DIR (000000000) | |||||||
| RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL 324496 FN 03/26 FIXED 6.5 / ABS-MBS (31374UNM4) | |||||||
| FINANCE OF AMERICA STRUCTURED FASST 2024 S4 A1 144A / ABS-MBS (31741AAB2) | |||||||
| RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (000000000) | |||||||
| CDX HY39 5Y ICE / DCR (000000000) | |||||||
| SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A / ABS-CBDO (87122CAJ2) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A B 144A / ABS-O (37989AAG9) | |||||||
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A1 / ABS-MBS (939336D42) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 2A A1 144A / ABS-O (52611JAA8) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| COLT FUNDING LLC COLT 2024 INV2 A1 144A / ABS-MBS (12622SAA9) | |||||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A B 144A / ABS-O (37989AAG9) | |||||||
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A1 / ABS-MBS (939336D42) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 2A A1 144A / ABS-O (52611JAA8) | |||||||
| IRS MXN 9.32750 11/21/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (74136TAA6) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (55820VAL7) | |||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAC5) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAC5) | |||||||
| DUTCH MORTGAGE WAREHOUSE FINAN DMWF 2024 1A VFN 144A / ABS-MBS (ACI2Q96P2) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| IMPAC CMB TRUST IMM 2005 4 1M3 / ABS-MBS (45254NPJ0) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| XS2262961076 / ZF Finance GmbH | |||||||
| CDX EM43 ICE / DCR (000000000) | |||||||
| IMPAC CMB TRUST IMM 2005 4 1M3 / ABS-MBS (45254NPJ0) | |||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| US TREASURY N/B 11/54 4.5 / DBT (912810UE6) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2006 2 A2A / ABS-MBS (885220KV4) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2025 LTV1 PT 144A / ABS-MBS (46659FAM5) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 25T1 A4 / ABS-MBS (12667GRE5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A / ABS-O (69544AAA3) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 25T1 A4 / ABS-MBS (12667GRE5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A / ABS-O (69544AAA3) | |||||||
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) | |||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A3 144A / ABS-O (70687FAC3) | |||||||
| HUNGARY SR UNSECURED 144A 09/30 5.375 / DBT (445545AV8) | |||||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) | |||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (000000000) | |||||||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (72133JAY3) | |||||||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (74448LAA6) | |||||||
| PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (74448LAA6) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 6A B4A 144A / ABS-MBS (64830BBS5) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 6A B4A 144A / ABS-MBS (64830BBS5) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (69381LAA5) | |||||||
| SOLD GBP BOUGHT USD 20250724 / DFE (000000000) | |||||||
| RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (000000000) | |||||||
| FNMA POOL 624885 FN 01/32 FIXED 6.5 / ABS-MBS (31389GF21) | |||||||
| ALBA PLC ALBA 2007 1 B REGS / ABS-MBS (G021A2AA1) | |||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 26A 5A / ABS-MBS (86359AT78) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 26A 5A / ABS-MBS (86359AT78) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A / ABS-O (21050UAE8) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| BOUGHT HKD SOLD USD 20250716 / DFE (000000000) | |||||||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (00792MAA1) | |||||||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (00792MAA1) | |||||||
| FNMA POOL DA1048 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1EW3) | |||||||
| INF SWAP GB NI 4.055 09/15/21-10Y LCH / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| FNMA POOL DA4702 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5GL6) | |||||||
| SOLD PEN BOUGHT USD 20250724 / DFE (000000000) | |||||||
| CTEV / Claritev Corporation | |||||||
| FNMA POOL DA1048 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1EW3) | |||||||
| INF SWAP GB NI 4.055 09/15/21-10Y LCH / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A R 144A / ABS-O (876692AF1) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FNMA POOL 890200 FN 10/39 FIXED VAR / ABS-MBS (31410K7M0) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2015 3 B2 144A / ABS-MBS (89172HAF4) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS ZAR 8.40000 08/07/23-5Y CME / DIR (000000000) | |||||||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (000000000) | |||||||
| BARROW FUNDING PLC BARRO 1A D / ABS-MBS (ACI2P7XN2) | |||||||
| NAVIENT REFINANCE LOAN TRUST NAVRL 2025 A A 144A / ABS-O (63943FAA2) | |||||||
| BARROW FUNDING PLC BARRO 1A D / ABS-MBS (ACI2P7XN2) | |||||||
| TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR / DBT (ACI2LHDD8) | |||||||
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (05570XCL8) | |||||||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 3 A3 / ABS-O (38012QAD0) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A / ABS-CBDO (03330RAA3) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 2A2 / ABS-MBS (05950RBC2) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A6 / ABS-MBS (126694EN4) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 2A2 / ABS-MBS (05950RBC2) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A6 / ABS-MBS (126694EN4) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A R 144A / ABS-O (210927AL3) | |||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | |||||||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (000000000) | |||||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | |||||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | |||||||
| JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (47048RAL9) | |||||||
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1 / ABS-MBS (61776YAA7) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAL5) | |||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURIT 06/48 1 / ABS-MBS (ACI2PHN19) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 9 MF2 / ABS-MBS (126673GC0) | |||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURIT 06/48 1 / ABS-MBS (ACI2PHN19) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 9 MF2 / ABS-MBS (126673GC0) | |||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A / ABS-MBS (05555XAA3) | |||||||
| CDX EM40 ICE / DCR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A3 144A / ABS-O (96042YAD5) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S4 2A9 / ABS-MBS (9292275B8) | |||||||
| FIRST NLC TRUST FNLC 2005 1 M8 / ABS-MBS (32113JAJ4) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A3 144A / ABS-O (96042YAD5) | |||||||
| IRS EUR 0.50000 09/21/22-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000) | |||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL2 PT 144A / ABS-MBS (62956GAK4) | |||||||
| ROUNDSTONE SECURITIES RNST 2A X2 / ABS-MBS (ACI2NGD30) | |||||||
| GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (3618N5ML0) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL ZS4219 FR 12/35 FIXED 6.5 / ABS-MBS (3132A4VL9) | |||||||
| NRPLM TRUST SERIES NRPLM 2024 RPL1 CERT 144A / ABS-MBS (62956LAA5) | |||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | |||||||
| FED HM LN PC POOL ZS4219 FR 12/35 FIXED 6.5 / ABS-MBS (3132A4VL9) | |||||||
| NRPLM TRUST SERIES NRPLM 2024 RPL1 CERT 144A / ABS-MBS (62956LAA5) | |||||||
| IRS ZAR 8.06250 01/08/25-6Y CME / DIR (000000000) | |||||||
| IRS EUR -0.15500 07/27/20-5Y LCH / DIR (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| IRS EUR -0.15500 07/27/20-5Y LCH / DIR (000000000) | |||||||
| FNMA POOL 733869 FN 12/32 FIXED 6.5 / ABS-MBS (31402NJN9) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| FNMA POOL 733869 FN 12/32 FIXED 6.5 / ABS-MBS (31402NJN9) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.6 SP MEI / DCR (000000000) | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (ACI2MKRM5) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| INVESCO EURO CLO INVSC 5A AR 144A / ABS-CBDO (ACI2VXQH9) | |||||||
| RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV1 PT 144A / ABS-MBS (17331TDJ6) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS3 M6 / ABS-MBS (76112BLN8) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A9 / ABS-MBS (161631AJ5) | |||||||
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS3 M6 / ABS-MBS (76112BLN8) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A9 / ABS-MBS (161631AJ5) | |||||||
| AMSURG EQUITY EQTYAS910 / EC (902RDL901) | |||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | |||||||
| AMSURG EQUITY EQTYAS910 / EC (902RDL901) | |||||||
| IRS ZAR 8.03000 01/07/25-6Y CME / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 1A1 / ABS-MBS (05949A5Z9) | |||||||
| PYRAMID FUNDING 2025 LIMITED PYRAMID CLASS A NOTES / DBT (938KLCII6) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| RNHB B.V. GALIBIER DPFCMBS / DBT (ACI2QBKW6) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAC0) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (33835AAY5) | |||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B1 144A / ABS-MBS (64830TAS7) | |||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | |||||||
| RFR USD SOFR/1.65000 02/08/22-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A F 144A / ABS-O (ACI2M1B51) | |||||||
| FED HM LN PC POOL RJ0005 FR 10/53 FIXED 6.5 / ABS-MBS (3142GQAF9) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B5B 144A / ABS-MBS (64830MEC3) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B5B 144A / ABS-MBS (64830MEC3) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B A2 144A / ABS-O (80280BAA6) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A3 144A / ABS-O (29375QAC2) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B A2 144A / ABS-O (80280BAA6) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A3 144A / ABS-O (29375QAC2) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 A2 144A / ABS-O (69545GAB7) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (000000000) | |||||||
| GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A / ABS-MBS (380881FE7) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A / ABS-O (831943AA3) | |||||||
| RED + BLACK AUTO ITALY RNBAI 3 A REGS / ABS-O (ACI2R1Y85) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| CASCADE FUNDING MORTGAGE TRUST CFMT 2025 HB16 A 144A / ABS-MBS (12531BAA6) | |||||||
| CROSSROADS ASSET TRUST XROAD 2025 A A2 144A / ABS-O (22767VAB4) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (000000000) | |||||||
| GREAT AMERICA LEASING RECEIVAB GALC 2024 2 A2 144A / ABS-O (39154GAB2) | |||||||
| SOLD PEN BOUGHT USD 20250818 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| GREAT AMERICA LEASING RECEIVAB GALC 2024 2 A2 144A / ABS-O (39154GAB2) | |||||||
| SOLD PEN BOUGHT USD 20250818 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (379924AC7) | |||||||
| TCW LTD TCW 2024 1A A1 144A / ABS-CBDO (87252MAC7) | |||||||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (000000000) | |||||||
| VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A / ABS-O (92512WAA5) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2015 2R 3A2 144A / ABS-MBS (12649QAL8) | |||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | |||||||
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 5 2A3 / ABS-MBS (251510HW6) | |||||||
| PRP ADVISORS, LLC PRPM 2024 2 A1 144A / ABS-MBS (74448BAA8) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A XS2 144A / ABS-MBS (ACI2PHLY9) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (14051LAA0) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A XS2 144A / ABS-MBS (ACI2PHLY9) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (000000000) | |||||||
| RNHB B.V. GALIBIER DPF222 RR / DBT (ACI2QBJY4) | |||||||
| FED HM LN PC POOL QH2941 FR 10/53 FIXED 6 / ABS-MBS (3133CFHS1) | |||||||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (000000000) | |||||||
| RNHB B.V. GALIBIER DPF222 RR / DBT (ACI2QBJY4) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (83206EAA5) | |||||||
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M5 / ABS-MBS (61744CPL4) | |||||||
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M5 / ABS-MBS (61744CPL4) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A / ABS-O (78436XAC1) | |||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000) | |||||||
| ZCS BRL 10.3275 04/05/24-01/04/27 CME / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| FANNIE MAE FNR 2024 10 AF / ABS-MBS (3136BQ6A2) | |||||||
| LEHMAN MORTGAGE TRUST LMT 2007 5 5A1 / ABS-MBS (52521RBN0) | |||||||
| LEHMAN MORTGAGE TRUST LMT 2007 5 5A1 / ABS-MBS (52521RBN0) | |||||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (ACI2VX3Q4) | |||||||
| FNMA POOL 903252 FN 10/36 FIXED 6.5 / ABS-MBS (31411BQD8) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (000000000) | |||||||
| IRS AUD 4.00000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A / ABS-MBS (00112EAA2) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 AR5 2A1 / ABS-MBS (362341MD8) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2004 1 1A1 / ABS-MBS (07386HFE6) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 8 B1 / ABS-MBS (576433RB4) | |||||||
| LENDMARK FUNDING TRUST LFT 2024 2A A 144A / ABS-O (52590AAA2) | |||||||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 8 B1 / ABS-MBS (576433RB4) | |||||||
| LENDMARK FUNDING TRUST LFT 2024 2A A 144A / ABS-O (52590AAA2) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| INF SWAP GB NI 4.066 09/15/21-10Y LCH / DIR (000000000) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (68377TAA6) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (68377TAA6) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A / ABS-O (14688XAB3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A / ABS-O (14688XAB3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (14687RAC5) | |||||||
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (67118PAA0) | |||||||
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (62432UAN1) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (14687RAC5) | |||||||
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (67118PAA0) | |||||||
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (62432UAN1) | |||||||
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M5 / ABS-MBS (64352VKX8) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A C / ABS-MBS (ACI2Q4LQ4) | |||||||
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M5 / ABS-MBS (64352VKX8) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A C / ABS-MBS (ACI2Q4LQ4) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (92540JAA0) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J1 1A6 / ABS-MBS (12668BKC6) | |||||||
| RFR USD SOFR/3.47000 11/01/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J1 1A6 / ABS-MBS (12668BKC6) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 2A B3 144A / ABS-MBS (64830DBE2) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 2A A3 144A / ABS-O (73328NAE1) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 B 144A / ABS-MBS (054987AC6) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (362963AA8) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (30336CAG0) | |||||||
| SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (87167GCH1) | |||||||
| IRS EUR 0.70000 04/11/22-5Y LCH / DIR (000000000) | |||||||
| SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM1 A1 / ABS-MBS (80262BAA8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A2 144A / ABS-O (210927AB5) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A2 144A / ABS-O (210927AB5) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL9 A1 144A / ABS-MBS (74143TAA7) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A2 / ABS-O (802919AB6) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A2 / ABS-O (802919AB6) | |||||||
| RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (000000000) | |||||||
| IRS MXN 8.78000 11/18/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (000000000) | |||||||
| SUBCALIDORA 2 2024 EUR TERM LOAN / LON (BA0007DG2) | |||||||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (800130AN6) | |||||||
| SUBCALIDORA 2 2024 EUR TERM LOAN / LON (BA0007DG2) | |||||||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (800130AN6) | |||||||
| HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (ACI2RYDM5) | |||||||
| IRS ZAR 8.42600 08/01/23-5Y CME / DIR (000000000) | |||||||
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1A 144A / ABS-O (78450CAA2) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/33 7.125 / DBT (ACI2ML877) | |||||||
| DREAMWELL LTD COMMON / EC (954CQEII4) | |||||||
| FNMA POOL 923400 FN 06/37 FIXED 6.5 / ABS-MBS (31412E3H7) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A / ABS-CBDO (033296AS3) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (83407UAD0) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (83407UAD0) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A / ABS-O (55376YAB1) | |||||||
| M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A / ABS-O (55376YAB1) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 AE 144A / ABS-MBS (05494AAA7) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 AE 144A / ABS-MBS (05494AAA7) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 8AR 3A / ABS-MBS (61748HEE7) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (14688NAB5) | |||||||
| INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 1 2A2 / ABS-MBS (576433DC7) | |||||||
| IRS ZAR 8.01000 01/07/25-6Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A G / ABS-MBS (ACI2PHM02) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (96042YAB9) | |||||||
| RFR USD SOFR/2.64500 07/24/24-2Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/2.64500 07/24/24-2Y LCH / DIR (000000000) | |||||||
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (69380WAA2) | |||||||
| PRIMEX.ARM.2-AAA SP BRC / DCR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A B 144A / ABS-O (21056EAC2) | |||||||
| RFR USD SOFR/2.60500 06/28/22-5Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A B 144A / ABS-O (21056EAC2) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 H 7A1 / ABS-MBS (05946XJ79) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL5 SA 144A / ABS-MBS (362951AH8) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797PW1) | |||||||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A1 / ABS-MBS (59024FAA2) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A / ABS-O (36270YAC6) | |||||||
| SOLD PEN BOUGHT USD 20251029 / DFE (000000000) | |||||||
| ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR / DBT (ACI2S2B04) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A / ABS-MBS (362948AA9) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (78436RAC4) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A / ABS-MBS (362948AA9) | |||||||
| PERFORMER FUNDING PERFF 1A D 144A / ABS-O (ACI2M1B02) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (14688NAD1) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (14688NAD1) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 SJ1 SA 144A / ABS-MBS (36273PAH1) | |||||||
| RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (000000000) | |||||||
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000) | |||||||
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 A 144A / ABS-O (69544PAA0) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL4 A1 144A / ABS-MBS (74143RAA1) | |||||||
| TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL / LON (BA0008CR7) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 A 144A / ABS-O (69544PAA0) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL4 A1 144A / ABS-MBS (74143RAA1) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A / ABS-O (29375QAB4) | |||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000) | |||||||
| CMBX.NA.AAA.6 SP BOA / DCR (000000000) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR12 1A1 / ABS-MBS (22541N4S5) | |||||||
| CMBX.NA.AAA.6 SP BOA / DCR (000000000) | |||||||
| RFRF USD SF+26.161/0.6* 09/24/23-7Y CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| ATLX TRUST ATLX 2024 RPL1 A1 144A / ABS-MBS (049915AA9) | |||||||
| RFRF USD SF+26.161/0.9* 9/17/23-29Y* CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A2 144A / ABS-O (24704EAC2) | |||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| KINBANE DAC KINBN 2024 RPL2A A 144A / ABS-MBS (ACI2S5NF1) | |||||||
| RBSSP RESECURITIZATION TRUST RBSSP 2011 3 2A2 144A / ABS-MBS (74930NAD1) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A D 144A / ABS-MBS (ACI2PHM28) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (49835JAB2) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (49835JAB2) | |||||||
| CMBX.NA.AAA.8 SP CBK / DCR (000000000) | |||||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 2A B2 144A / ABS-MBS (64828CBS7) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 2A B2 144A / ABS-MBS (64828CBS7) | |||||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (000000000) | |||||||
| LUMINENT MORTGAGE TRUST LUM 2006 3 21A1 / ABS-MBS (55027AAA8) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 / ABS-O (21050QAB3) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 / ABS-O (21050QAB3) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2 / ABS-O (10806EAB0) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2 / ABS-O (10806EAB0) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 PT 144A / ABS-MBS (17291JAS9) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251202 / DFE (000000000) | |||||||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251202 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (35105AAB3) | |||||||
| ARI FLEET LEASE TRUST ARIFL 2025 A A2 144A / ABS-O (04033CAB2) | |||||||
| ABX.HE.AAA.07-2 SP MYC / DCR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A / ABS-CBDO (05682EAN3) | |||||||
| CLARITEV CORP SR SECURED 144A 03/31 6.75 / DBT (62548MAA8) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 1A / ABS-MBS (86359BFY2) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (03331XAA9) | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (03331XAA9) | |||||||
| RFR USD SOFR/4.16500 09/27/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250812 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| CDX HY43 5Y ICE / DCR (000000000) | |||||||
| CDX HY43 5Y ICE / DCR (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PP6) | |||||||
| SOFI ALTERNATIVE TRUST SAT 2020 A R2 144A / ABS-O (83406X202) | |||||||
| BOUGHT PEN SOLD USD 20250710 / DFE (000000000) | |||||||
| RNHB B.V. 01/27 1 / DBT (ACI2QBKK2) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| RENAISSANCE HOME EQUITY LOAN T RAMC 2005 4 A5 / ABS-MBS (759950FZ6) | |||||||
| ROUNDSTONE SECURITIES RNST 2A C 144A / ABS-MBS (ACI2NGCN7) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A2 144A / ABS-O (21056DAB6) | |||||||
| RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (000000000) | |||||||
| RNHB B.V. 01/27 1 / DBT (ACI2QBKK2) | |||||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR25 1A2 / ABS-MBS (22541NEF2) | |||||||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | |||||||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000) | |||||||
| CTEV / Claritev Corporation | |||||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | |||||||
| AMERICAN HERITAGE AUTO RECEIVA AHART 2024 1A A2 144A / ABS-O (026944AB4) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL DA1042 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1EQ6) | |||||||
| LEHMAN XS TRUST LXS 2005 6 1A4 / ABS-MBS (525221CW5) | |||||||
| MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A / ABS-CBDO (56608KAW3) | |||||||
| RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (000000000) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR25 1A2 / ABS-MBS (22541NEF2) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (30166UAB6) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 5A1 / ABS-MBS (45660LF87) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (30166UAB6) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | |||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (16144LAC0) | |||||||
| AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (ACI2S1S08) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CB6) | |||||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | |||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (29390HAB5) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A / ABS-MBS (924926AA6) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (29390HAB5) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A / ABS-MBS (924926AA6) | |||||||
| PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (74639NAC7) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A3 / ABS-MBS (863579DU9) | |||||||
| RFRF USD SF+26.161/1.5* 7/12/23-4Y* CME / DIR (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A3 / ABS-MBS (863579DU9) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | |||||||
| RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (000000000) | |||||||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A3 144A / ABS-O (88164AAC8) | |||||||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A3 144A / ABS-O (88164AAC8) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 5 2A1 / ABS-MBS (12637VAC1) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 5 2A1 / ABS-MBS (12637VAC1) | |||||||
| RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251113 / DFE (000000000) | |||||||
| RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251113 / DFE (000000000) | |||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8) | |||||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (55416AAA7) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.54300 08/04/23-5Y CME / DIR (000000000) | |||||||
| IRS ZAR 8.54300 08/04/23-5Y CME / DIR (000000000) | |||||||
| ABX.HE.AAA.07-1 SP GST / DCR (000000000) | |||||||
| ABX.HE.AAA.07-1 SP GST / DCR (000000000) | |||||||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (89289EBL7) | |||||||
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (000000000) | |||||||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (89289EBL7) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.3 / ABS-O (000000000) | |||||||
| CMBX.NA.AS.6 SP SAL / DCR (000000000) | |||||||
| ESKOM GG LOAN SNR EM SP DUB / DCR (000000000) | |||||||
| ESKOM GG LOAN SNR EM SP DUB / DCR (000000000) | |||||||
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (04227FAE5) | |||||||
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (04227FAE5) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| ABX--0A08AGAA9-20450725 / DCR (000000000) | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (76090QAA1) | |||||||
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A / ABS-CBDO (04822JAA4) | |||||||
| RFR USD SOFR/3.99400 07/02/24-10Y LCH / DIR (000000000) | |||||||
| NATURE COAST RE LTD UNSECURED 144A 12/30 VAR / DBT (63901CAA9) | |||||||
| NATURE COAST RE LTD UNSECURED 144A 12/30 VAR / DBT (63901CAA9) | |||||||
| SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (81124UAW4) | |||||||
| SOLD PEN BOUGHT USD 20250818 / DFE (000000000) | |||||||
| GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (40172PAL6) | |||||||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251119 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251119 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD / DIR (000000000) | |||||||
| BARROW FUNDING PLC 11/62 0 / ABS-MBS (ACI2P8113) | |||||||
| BARROW FUNDING PLC 11/62 0 / ABS-MBS (ACI2P8113) | |||||||
| COLOMBIA LA SP BRC / DCR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A1 / ABS-MBS (12668AUQ6) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A1 144A / ABS-O (210928AA5) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D B 144A / ABS-O (78450PAC9) | |||||||
| GSAA HOME EQUITY TRUST GSAA 2006 15 AF2 / ABS-MBS (3622E8AB1) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A R 144A / ABS-O (21056DAL4) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 SJ1 PT 144A / ABS-MBS (36273PAR9) | |||||||
| OCEAN TRAILS CLO OCTR 2020 10A BR2 144A / ABS-CBDO (67516CAY5) | |||||||
| CENTEX HOME EQUITY CXHE 2005 B M6 / ABS-MBS (152314NG1) | |||||||
| BOUGHT PEN SOLD USD 20250710 / DFE (000000000) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B E 144A / ABS-O (19425MAF5) | |||||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250724 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2005 5 1M2 / ABS-MBS (07386HUD1) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A A 144A / ABS-MBS (ACI2Q4KY8) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A / ABS-MBS (22758HAA8) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A A 144A / ABS-MBS (ACI2Q4KY8) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA D 144A / ABS-MBS (ACI2QV5H2) | |||||||
| RFRF USD SF+26.161/0.6* 07/15/23-7Y CME / DIR (000000000) | |||||||
| GROSVENOR PLACE CLO GROSV 2024 2A A 144A / ABS-CBDO (ACI2RYX19) | |||||||
| 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD / DIR (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA Z / ABS-MBS (ACI2N0NQ3) | |||||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (04942MAN4) | |||||||
| CMBX.NA.AAA.12 SP GST / DCR (000000000) | |||||||
| ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (00092BAA2) | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.10 SP JPS / DCR (000000000) | |||||||
| AIRBUS FINANCE BV SNR SE ICE / DCR (000000000) | |||||||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (000000000) | |||||||
| CMBX.NA.AAA.10 SP JPS / DCR (000000000) | |||||||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (000000000) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A / ABS-MBS (22757BAA2) | |||||||
| 31750PMB4 PIMCO FXVAN CALL USD TRY 52.72500000 / DFE (000000000) | |||||||
| OIS MXN TIIE1/9.02000 12/23/24-5Y* CME / DIR (000000000) | |||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000) | |||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000) | |||||||
| ZCS BRL 9.89906 08/03/23-01/02/26 CME / DIR (000000000) | |||||||
| ZCS BRL 9.89906 08/03/23-01/02/26 CME / DIR (000000000) | |||||||
| IRS ZAR 8.42100 08/04/23-5Y CME / DIR (000000000) | |||||||
| IRS ZAR 8.38000 08/04/23-5Y CME / DIR (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.49500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.70000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.072 03/27/24-01/04/27 CME / DIR (000000000) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A1 / ABS-MBS (61751GAB3) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A1 / ABS-MBS (61751GAB3) | |||||||
| NEW YORK NY NYC 02/45 FIXED 6.291 / DBT (64966SNH5) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL8 A1 144A / ABS-MBS (69392DAA0) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (75525PAA0) | |||||||
| REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (75525PAA0) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (78435VAC6) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 36CB 2A3 / ABS-MBS (12667FR56) | |||||||
| SOLD PEN BOUGHT USD 20251103 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251103 / DFE (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME / DIR (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) | |||||||
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) | |||||||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000) | |||||||
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A4 / ABS-MBS (316599AE9) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A4 / ABS-MBS (316599AE9) | |||||||
| RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL QH0139 FR 08/53 FIXED 6 / ABS-MBS (3133CCEL6) | |||||||
| RFRF USD SF+26.161/1.60 8/15/23-4Y* CME / DIR (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (14319UAB6) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A / ABS-MBS (227919AA5) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 34A 2A2 / ABS-MBS (86359A4W0) | |||||||
| RFRF USD SF+26.161/1.60 8/15/23-4Y* CME / DIR (000000000) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAD4) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAD4) | |||||||
| PERFORMER FUNDING PERFF 1A B 144A / ABS-O (ACI2M1B10) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RCF3 A1 144A / ABS-MBS (69392PAA3) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A3 / ABS-O (802919AC4) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (69392MAA0) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (69392MAA0) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A / ABS-O (78437KAC8) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A / ABS-O (78437KAC8) | |||||||
| RFR USD SOFR/3.30000 06/14/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.30000 06/14/23-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 15 3A / ABS-MBS (12669FG80) | |||||||
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (52603DAA1) | |||||||
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (52603DAA1) | |||||||
| RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A / ABS-CBDO (05682GAQ1) | |||||||
| BCAP LLC TRUST BCAP 2010 RR11 8A2 144A / ABS-MBS (05533JBU6) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME / DIR (000000000) | |||||||
| REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (000000000) | |||||||
| XS2066744231 / Carnival PLC | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A / ABS-MBS (ACI2NCB49) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A / ABS-O (78435VAD4) | |||||||
| RFR USD SOFR/4.39250 10/25/23-10Y LCH / DIR (000000000) | |||||||
| FREMONT HOME LOAN TRUST FHLT 2005 B M6 / ABS-MBS (35729PKA7) | |||||||
| FREMONT HOME LOAN TRUST FHLT 2005 B M6 / ABS-MBS (35729PKA7) | |||||||
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 3 2M2 / ABS-MBS (004375BS9) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A / ABS-MBS (74390KAK4) | |||||||
| RESIDENTIAL ASSET SECURITIZATI RAST 2004 A8 A5 / ABS-MBS (45660N4M4) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A4 144A / ABS-O (78436RAG5) | |||||||
| OSCAR US FUNDING TRUST OSCAR 2024 2A A2 144A / ABS-O (68784BAB0) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA X 144A / ABS-MBS (ACI2QV5B5) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (ACI2PNX49) | |||||||
| RFR USD SOFR/3.50000 07/12/24-8Y CME / DIR (000000000) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAC2) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL1 PT 144A / ABS-MBS (62956EAK9) | |||||||
| CMBX.NA.AAA.9 SP JPS / DCR (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC2 2A2 / ABS-MBS (073879SU3) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 4.95 / ABS-O (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 11 6A2 / ABS-MBS (12669GUY5) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (67514UAU5) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (033296AG9) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A1 / ABS-MBS (12669GBY6) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE7 M1 / ABS-MBS (04541GMC3) | |||||||
| RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL 351141 FN 06/26 FIXED 6.5 / ABS-MBS (31376CBJ2) | |||||||
| CMBX.NA.AAA.9 SP MEI / DCR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAK8) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A / ABS-O (69544NAB3) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A / ABS-MBS (034943AA8) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2008 1 3A1 / ABS-MBS (88522UAE7) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| MARATHON CLO LTD MCLO 2019 1A AAR2 144A / ABS-CBDO (56579ABJ8) | |||||||
| MARATHON CLO LTD MCLO 2019 1A AAR2 144A / ABS-CBDO (56579ABJ8) | |||||||
| RFR USD SOFR/3.87000 10/17/23-30Y LCH / DIR (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| CONSTELLATION OIL D SHS WARRNT WARRYU9O1 / DE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| FNMA POOL 892617 FN 09/36 FIXED 6.5 / ABS-MBS (31410NVJ4) | |||||||
| BARROW FUNDING PLC BARRO 1A Z 144A / ABS-MBS (ACI2P7X44) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 6 1A1 / ABS-MBS (07386HDZ1) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (505712AB5) | |||||||
| JP MORGAN SEASONED MORTGAGE TR JPSMT 2024 1 A3 144A / ABS-MBS (61777HAE5) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A2 / ABS-MBS (059522BD3) | |||||||
| CMBX.NA.AS.6 SP DUB / DCR (000000000) | |||||||
| JP MORGAN SEASONED MORTGAGE TR JPSMT 2024 1 A3 144A / ABS-MBS (61777HAE5) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A2 / ABS-MBS (059522BD3) | |||||||
| CMBX.NA.AS.6 SP DUB / DCR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.6* 08/05/23-7Y CME / DIR (000000000) | |||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| RFR USD SOFR/3.48500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/0.75000 09/21/22-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.70000 05/13/24-3Y CME / DIR (000000000) | |||||||
| IRS EUR 2.86000 04/24/24-5Y LCH / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A B2 144A / ABS-MBS (64830WAZ4) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| LUGO FUNDING DAC 05/66 1 / ABS-MBS (ACI2S0075) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (69547DAB2) | |||||||
| IMPAC CMB TRUST IMM 2004 4 2A1 / ABS-MBS (45254NJB4) | |||||||
| RFR USD SOFR/2.24250 08/07/24-2Y LCH / DIR (000000000) | |||||||
| FNMA POOL 583050 FN 05/31 FIXED 6.5 / ABS-MBS (31387FWK6) | |||||||
| RFR USD SOFR/3.51453 09/03/24-4Y* LCH / DIR (000000000) | |||||||
| GMF CANADA LEASING TRUST GCOLT 2024 1A A3 144A / ABS-O (36252MDG2) | |||||||
| IRS ZAR 8.05750 01/07/25-6Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.90000 04/15/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.90000 04/15/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 3.45000 10/20/23-5Y LCH / DIR (000000000) | |||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) | |||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 8 A1 144A / ABS-MBS (74448KAA8) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A11 / ABS-MBS (466247VD2) | |||||||
| OCEAN TRAILS CLO OCTR 2021 11A AR 144A / ABS-CBDO (67514VAL3) | |||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (000000000) | |||||||
| ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (000000000) | |||||||
| 317U0TJA7 PIMCO FPPSWAPTION 2.17 CALL USD / DIR (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A X 144A / ABS-MBS (ACI2Q4KZ5) | |||||||
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A / ABS-O (63942TAC9) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAM3) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA F 144A / ABS-MBS (ACI2QV5G4) | |||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIE 04/38 1 / ABS-MBS (88522UAC1) | |||||||
| IRS MXN 8.55600 11/21/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 30CB 1A8 / ABS-MBS (12667GXS7) | |||||||
| FNMA POOL 535889 FN 04/31 FIXED VAR / ABS-MBS (31384WKA7) | |||||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (39526JAA9) | |||||||
| AEGIS ASSET BACKED SECURITIES AABST 2005 1 M6 / ABS-MBS (00764MEQ6) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 30CB 1A8 / ABS-MBS (12667GXS7) | |||||||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (000000000) | |||||||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (000000000) | |||||||
| RNHB B.V. GALIBIER DPF231 RR / DBT (ACI2QBKR7) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (05685AAQ1) | |||||||
| PERFORMER FUNDING PERFF 1A C 144A / ABS-O (ACI2M18S5) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 5 1A4 / ABS-MBS (05950NAD0) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A D / ABS-MBS (ACI2Q4LP6) | |||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A D / ABS-MBS (ACI2Q4LP6) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM4 A1 144A / ABS-MBS (69381UAA5) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME / DIR (000000000) | |||||||
| IRS EUR 2.95000 10/27/22-7Y* LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH / DIR (000000000) | |||||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 5.3 / DBT (928668CF7) | |||||||
| IRS ZAR 8.42760 07/31/23-5Y CME / DIR (000000000) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2005 2XS M2 / ABS-MBS (86359B2L4) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 AC7 A2 / ABS-MBS (073879MZ8) | |||||||
| RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH / DIR (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 AC7 A2 / ABS-MBS (073879MZ8) | |||||||
| PRP ADVISORS, LLC PRPM 2025 4 A1 144A / ABS-MBS (69382KAA6) | |||||||
| ABX.HE.AAA.07-1 SP BRC / DCR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2025 4 A1 144A / ABS-MBS (69382KAA6) | |||||||
| ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (000000000) | |||||||
| ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250716 / DFE (000000000) | |||||||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | |||||||
| 3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| VALLEY FUNDING PLC VFUND 1A C 144A / ABS-MBS (ACI2SNZ69) | |||||||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 5 1A4 / ABS-MBS (05950NAD0) | |||||||
| PRIME MORTGAGE TRUST PRIME 2006 1 2A2 / ABS-MBS (74161BAC9) | |||||||
| FNMA POOL 634585 FN 01/32 FIXED 6.5 / ABS-MBS (31389S6W9) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A / ABS-O (14687WAB6) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A / ABS-O (14687WAB6) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 1A2 / ABS-MBS (05948XXX4) | |||||||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A4 144A / ABS-O (876692AD6) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A4 144A / ABS-O (876692AD6) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2005 1 A1 / ABS-MBS (885220GZ0) | |||||||
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (67551WAU5) | |||||||
| GNMA II POOL MA9722 G2 06/54 FIXED 4 / ABS-MBS (36179YYT5) | |||||||
| GNMA II POOL MA9722 G2 06/54 FIXED 4 / ABS-MBS (36179YYT5) | |||||||
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (55820VAL7) | |||||||
| FED HM LN PC POOL QH6141 FR 11/53 FIXED 6.5 / ABS-MBS (3133CJZE4) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (903724CC4) | |||||||
| LYRA MUSIC ASSETS (DELAWARE) L LYRA 2024 2A A2 144A / ABS-O (552339AA1) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA B 144A / ABS-MBS (ACI2N0NK6) | |||||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A3 144A / ABS-O (39571XAC8) | |||||||
| CQS US CLO LTD CQS 2021 1A AR 144A / ABS-CBDO (12659UAL6) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA B 144A / ABS-MBS (ACI2N0NK6) | |||||||
| BOUGHT TRY SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250820 / DFE (000000000) | |||||||
| DUTCH MORTGAGE WAREHOUSE FINAN DMWF 2024 1A VFN 144A / ABS-MBS (ACI2Q96P2) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| XS2262961076 / ZF Finance GmbH | |||||||
| AU3FN0029609 / AAI Ltd | |||||||
| SOLD CLP BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BARROW FUNDING PLC BARRO 1A E / ABS-MBS (ACI2P7X69) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| PERFORMER FUNDING PERFF 1A Z 144A / ABS-O (ACI2M18R7) | |||||||
| RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A / ABS-MBS (749420AA3) | |||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2006 2 A2A / ABS-MBS (885220KV4) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 3A1 / ABS-MBS (05946XXP3) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2025 LTV1 PT 144A / ABS-MBS (46659FAM5) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR17 1A1 / ABS-MBS (45660LUS6) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (72133JAY3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A2 / ABS-O (14076LAB9) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A2R 144A / ABS-CBDO (05684RAN2) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A2 / ABS-O (14076LAB9) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL 624885 FN 01/32 FIXED 6.5 / ABS-MBS (31389GF21) | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 2 M3 / ABS-MBS (86358ERC2) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (000000000) | |||||||
| WINSTON RE LTD UNSECURED 144A 02/31 VAR / DBT (975660AB7) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| OIS MXN TIIE1+24/8.1*12/22/25-12Y* CME / DIR (000000000) | |||||||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (758983AA8) | |||||||
| IRS ZAR 8.40000 08/07/23-5Y CME / DIR (000000000) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (034942AA0) | |||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A / ABS-CBDO (03330RAA3) | |||||||
| RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 2R 23A2 144A / ABS-MBS (12648EJA1) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 2R 23A2 144A / ABS-MBS (12648EJA1) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 7F 4A1 / ABS-MBS (362341NF2) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 7F 4A1 / ABS-MBS (362341NF2) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A E 144A / ABS-O (21056DAK6) | |||||||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 06/21/23-3Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 06/21/23-3Y LCH / DIR (000000000) | |||||||
| OIS MXN TIIE1/8.99000 12/24/24-5Y* CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A E 144A / ABS-O (21055PAF1) | |||||||
| ABX.HE.AAA.06-2 SP BRC / DCR (000000000) | |||||||
| OIS MXN TIIE1/8.99000 12/24/24-5Y* CME / DIR (000000000) | |||||||
| APEX CREDIT CLO LLC APEXC 2024 1A A1 144A / ABS-CBDO (03753AAA8) | |||||||
| APEX CREDIT CLO LLC APEXC 2024 1A A1 144A / ABS-CBDO (03753AAA8) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 26 2A1 / ABS-MBS (126694MY1) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A C 144A / ABS-O (39571NAF3) | |||||||
| FNMA POOL BY2591 FN 10/53 FIXED 6 / ABS-MBS (3140NJ2Z6) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA D 144A / ABS-MBS (ACI2N0NG5) | |||||||
| ISRAEL GOVT EM SP BOA / DCR (000000000) | |||||||
| FNMA POOL BY2591 FN 10/53 FIXED 6 / ABS-MBS (3140NJ2Z6) | |||||||
| FNMA POOL FS3300 FN 11/52 FIXED VAR / ABS-MBS (3140XJU27) | |||||||
| BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A / ABS-CBDO (09628VAW4) | |||||||
| REACH FINANCIAL LLC REACH 2024 2A A 144A / ABS-O (75525HAA8) | |||||||
| REACH FINANCIAL LLC REACH 2024 2A A 144A / ABS-O (75525HAA8) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A / ABS-O (37988XAB1) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A / ABS-O (37988XAB1) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A / ABS-MBS (749414AA6) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAG4) | |||||||
| FED HM LN PC POOL QH8919 FR 01/54 FIXED 6.5 / ABS-MBS (3133CM4C5) | |||||||
| FED HM LN PC POOL QH8919 FR 01/54 FIXED 6.5 / ABS-MBS (3133CM4C5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (694961AA1) | |||||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (90323WAQ3) | |||||||
| RIPON MORTGAGES RIPON 2025 1A F 144A / ABS-MBS (ACI2V59C0) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (694961AA1) | |||||||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A / ABS-O (89616PAA1) | |||||||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A / ABS-O (89616PAA1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A E 144A / ABS-O (210927AK5) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (ACI2T3G55) | |||||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (ACI2T3G55) | |||||||
| OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (3618N5ML0) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| FORD MOTOR COMPANY SNR S* ICE / DCR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| IRS ZAR 8.06250 01/08/25-6Y CME / DIR (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (67449CAA9) | |||||||
| RFRF USD SF+26.161/1.00 9/15/23-29Y* CME / DIR (000000000) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAD3) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 4 A2A / ABS-O (14290DAB7) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (78397XAB0) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (78397XAB0) | |||||||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (88631YAL1) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A B / ABS-MBS (ACI2Q4L43) | |||||||
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A B / ABS-MBS (ACI2Q4L43) | |||||||
| TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PQ4) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PQ4) | |||||||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (15186PAA6) | |||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000) | |||||||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (15186PAA6) | |||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000) | |||||||
| ELEVATION CLO LTD AWPT 2018 3A BR2 144A / ABS-CBDO (28623VAS8) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV1 PT 144A / ABS-MBS (17331TDJ6) | |||||||
| IRS EUR 3.30000 10/03/23-10Y LCH / DIR (000000000) | |||||||
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A8CB A7 / ABS-MBS (45660LSV2) | |||||||
| RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (000000000) | |||||||
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN / LON (BA0004JK4) | |||||||
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 NQM4 PT 144A / ABS-MBS (617930AP7) | |||||||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | |||||||
| RNHB B.V. GALIBIER DPFCMBS / DBT (ACI2QBKW6) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAC0) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| TERWIN MORTGAGE TRUST TMTS 2005 8HE M4 144A / ABS-MBS (881561UL6) | |||||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A / ABS-O (70687FAB5) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A B 144A / ABS-O (37989AAG9) | |||||||
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A1 / ABS-MBS (939336D42) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 2A A1 144A / ABS-O (52611JAA8) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| RFR USD SOFR/3.30000 12/02/24-29Y* CME / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 A2 144A / ABS-O (69545GAB7) | |||||||
| RFR USD SOFR/3.30000 12/02/24-29Y* CME / DIR (000000000) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAC5) | |||||||
| CASCADE FUNDING MORTGAGE TRUST CFMT 2025 HB16 A 144A / ABS-MBS (12531BAA6) | |||||||
| ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (28623YAU7) | |||||||
| CROSSROADS ASSET TRUST XROAD 2025 A A2 144A / ABS-O (22767VAB4) | |||||||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A / ABS-MBS (06745JAM7) | |||||||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A / ABS-MBS (06745JAM7) | |||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | |||||||
| IMPAC CMB TRUST IMM 2005 4 1M3 / ABS-MBS (45254NPJ0) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 4 6A1 / ABS-MBS (61748HKL4) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 25T1 A4 / ABS-MBS (12667GRE5) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 4A1 / ABS-MBS (058928AH5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A / ABS-O (69544AAA3) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A1 / ABS-MBS (12668AFG5) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A1 / ABS-MBS (12668AFG5) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (74448LAA6) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2015 2R 3A2 144A / ABS-MBS (12649QAL8) | |||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS1 A8 / ABS-MBS (761118SG4) | |||||||
| FED HM LN PC POOL QH2941 FR 10/53 FIXED 6 / ABS-MBS (3133CFHS1) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| AT&T INC SNR S* ICE / DCR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 6A B4A 144A / ABS-MBS (64830BBS5) | |||||||
| AT&T INC SNR S* ICE / DCR (000000000) | |||||||
| ROMARK CREDIT FUNDING LTD RCF 2020 1A AV 144A / ABS-CBDO (77588EAA5) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 26A 5A / ABS-MBS (86359AT78) | |||||||
| ROMARK CREDIT FUNDING LTD RCF 2020 1A AV 144A / ABS-CBDO (77588EAA5) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (ACI2VX3Q4) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (00792MAA1) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A4 / ABS-O (14688PAD6) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL DA1048 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1EW3) | |||||||
| INF SWAP GB NI 4.055 09/15/21-10Y LCH / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 AR5 2A1 / ABS-MBS (362341MD8) | |||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2004 1 1A1 / ABS-MBS (07386HFE6) | |||||||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| INF SWAP GB NI 4.066 09/15/21-10Y LCH / DIR (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (000000000) | |||||||
| RFR USD SOFR/3.47000 11/01/24-10Y LCH / DIR (000000000) | |||||||
| BARROW FUNDING PLC BARRO 1A D / ABS-MBS (ACI2P7XN2) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 2A2 / ABS-MBS (05950RBC2) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A6 / ABS-MBS (126694EN4) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 3 A13 / ABS-MBS (12543RAN9) | |||||||
| VERAISON RE LTD UNSECURED 144A 03/33 VAR / DBT (92335TAE9) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B3 144A / ABS-MBS (64830TBJ6) | |||||||
| RFR USD SOFR/3.75000 06/20/24-4Y LCH / DIR (000000000) | |||||||
| VERAISON RE LTD UNSECURED 144A 03/33 VAR / DBT (92335TAE9) | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 2A B3 144A / ABS-MBS (64830DBE2) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B3 144A / ABS-MBS (64830TBJ6) | |||||||
| RFR USD SOFR/3.75000 06/20/24-4Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| ABX.HE.AAA.07-2 SP DUB / DCR (000000000) | |||||||
| RFRF USD SF+26.161/0.70 9/18/23-7Y* CME / DIR (000000000) | |||||||
| SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM1 A1 / ABS-MBS (80262BAA8) | |||||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000) | |||||||
| IRS MXN 8.78000 11/18/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A / ABS-MBS (67448MAA8) | |||||||
| IRS ZAR 8.42600 08/01/23-5Y CME / DIR (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A / ABS-MBS (67448MAA8) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/33 7.125 / DBT (ACI2ML877) | |||||||
| DREAMWELL LTD COMMON / EC (954CQEII4) | |||||||
| INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 1 2A2 / ABS-MBS (576433DC7) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (00833BAA6) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (00833BAA6) | |||||||
| RESIDENTIAL MORTGAGE SECURIT 06/48 1 / ABS-MBS (ACI2PHN19) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 9 MF2 / ABS-MBS (126673GC0) | |||||||
| IRS ZAR 8.01000 01/07/25-6Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | |||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (96042YAB9) | |||||||
| BOUGHT TRY SOLD USD 20250806 / DFE (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A4 144A / ABS-O (39571NAD8) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/1.92750 03/25/22-5Y LCH / DIR (000000000) | |||||||
| PRIMEX.ARM.2-AAA SP BRC / DCR (000000000) | |||||||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000) | |||||||
| BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A / ABS-CBDO (11766CAA2) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A3 144A / ABS-O (96042YAD5) | |||||||
| RFR USD SOFR/2.60500 06/28/22-5Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 H 7A1 / ABS-MBS (05946XJ79) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (92338VAA9) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL5 SA 144A / ABS-MBS (362951AH8) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| FNMA POOL DA0464 FN 10/53 FIXED 6.5 / ABS-MBS (3140A0QS1) | |||||||
| FED HM LN PC POOL ZS4219 FR 12/35 FIXED 6.5 / ABS-MBS (3132A4VL9) | |||||||
| NRPLM TRUST SERIES NRPLM 2024 RPL1 CERT 144A / ABS-MBS (62956LAA5) | |||||||
| IRS EUR -0.15500 07/27/20-5Y LCH / DIR (000000000) | |||||||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (69828QAD9) | |||||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (000000000) | |||||||
| FNMA POOL 733869 FN 12/32 FIXED 6.5 / ABS-MBS (31402NJN9) | |||||||
| FED HM LN PC POOL ZS0503 FR 06/30 FIXED 6.5 / ABS-MBS (3132A0RY4) | |||||||
| FED HM LN PC POOL ZS0503 FR 06/30 FIXED 6.5 / ABS-MBS (3132A0RY4) | |||||||
| PROVIDUS CLO PRVD 2A ARR 144A / ABS-CBDO (ACI2RB411) | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A5 / ABS-MBS (86359BNX5) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A5 / ABS-MBS (86359BNX5) | |||||||
| KINBANE DAC KINBN 2024 RPL2A A 144A / ABS-MBS (ACI2S5NF1) | |||||||
| RBSSP RESECURITIZATION TRUST RBSSP 2011 3 2A2 144A / ABS-MBS (74930NAD1) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | |||||||
| CMBX.NA.AAA.8 SP CBK / DCR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS3 M6 / ABS-MBS (76112BLN8) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A9 / ABS-MBS (161631AJ5) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B C 144A / ABS-O (19425MAD0) | |||||||
| OIS MXN TIIE1+24/8.55* 12/18/25-3Y* CME / DIR (000000000) | |||||||
| TESLA AUTO LEASE TRUST TESLA 2024 B A2A 144A / ABS-O (881934AB9) | |||||||
| OIS MXN TIIE1+24/8.55* 12/18/25-3Y* CME / DIR (000000000) | |||||||
| TESLA AUTO LEASE TRUST TESLA 2024 B A2A 144A / ABS-O (881934AB9) | |||||||
| BOEING CO/THE SNR S* ICE / DCR (000000000) | |||||||
| LEHMAN MORTGAGE TRUST LMT 2005 2 5A4 / ABS-MBS (52520MCL5) | |||||||
| BOEING CO/THE SNR S* ICE / DCR (000000000) | |||||||
| AMSURG EQUITY EQTYAS910 / EC (902RDL901) | |||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | |||||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| ZCS BRL 10.183133 04/04/24-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | |||||||
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR / DBT (89141WAH5) | |||||||
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR / DBT (89141WAH5) | |||||||
| ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A3 / ABS-O (02007NAC2) | |||||||
| ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A3 / ABS-O (02007NAC2) | |||||||
| RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A / ABS-O (21050UAG3) | |||||||
| RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (000000000) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| ORANGE CAPITAL RE DAC 01/27 1 / DBT (ACI2L70B8) | |||||||
| ORANGE CAPITAL RE DAC 01/27 1 / DBT (ACI2L70B8) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B5B 144A / ABS-MBS (64830MEC3) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B A2 144A / ABS-O (80280BAA6) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A3 144A / ABS-O (29375QAC2) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (14688XAC1) | |||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.05 / ABS-O (000000000) | |||||||
| ARI FLEET LEASE TRUST ARIFL 2025 A A2 144A / ABS-O (04033CAB2) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| ABX.HE.AAA.07-2 SP MYC / DCR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A / ABS-CBDO (05682EAN3) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 1A / ABS-MBS (86359BFY2) | |||||||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| RENAISSANCE HOME EQUITY LOAN T RAMC 2005 4 A5 / ABS-MBS (759950FZ6) | |||||||
| ROUNDSTONE SECURITIES RNST 2A C 144A / ABS-MBS (ACI2NGCN7) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A2 144A / ABS-O (21056DAB6) | |||||||
| RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (000000000) | |||||||
| GREAT AMERICA LEASING RECEIVAB GALC 2024 2 A2 144A / ABS-O (39154GAB2) | |||||||
| SOLD PEN BOUGHT USD 20250818 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797MG9) | |||||||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000) | |||||||
| CTEV / Claritev Corporation | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2 / ABS-O (14688PAB0) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A / ABS-CBDO (56608KAW3) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR28 2A3 / ABS-MBS (22541NNR6) | |||||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (000000000) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR28 2A3 / ABS-MBS (22541NNR6) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A XS2 144A / ABS-MBS (ACI2PHLY9) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A / ABS-MBS (749427AA8) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (000000000) | |||||||
| RNHB B.V. GALIBIER DPF222 RR / DBT (ACI2QBJY4) | |||||||
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M5 / ABS-MBS (61744CPL4) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (16144LAC0) | |||||||
| ADJ / Adler Group S.A. | |||||||
| ADJ / Adler Group S.A. | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 11 A2 / ABS-MBS (12544LAB7) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 11 A2 / ABS-MBS (12544LAB7) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 1A1 / ABS-MBS (576433EQ5) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| LEHMAN MORTGAGE TRUST LMT 2007 5 5A1 / ABS-MBS (52521RBN0) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 8 B1 / ABS-MBS (576433RB4) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| TSTAT 2022 1 LTD TSTAT 2022 1A A1RR 144A / ABS-CBDO (872899AY5) | |||||||
| LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (50202QAL7) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| LENDMARK FUNDING TRUST LFT 2024 2A A 144A / ABS-O (52590AAA2) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (68377TAA6) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A / ABS-O (14688XAB3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (14687RAC5) | |||||||
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (67118PAA0) | |||||||
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (62432UAN1) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV6 / ABS-MBS (126673B92) | |||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8) | |||||||
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M5 / ABS-MBS (64352VKX8) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A C / ABS-MBS (ACI2Q4LQ4) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J1 1A6 / ABS-MBS (12668BKC6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A2 144A / ABS-O (210927AB5) | |||||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A2 / ABS-O (802919AB6) | |||||||
| TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A / ABS-CBDO (89641CAU5) | |||||||
| RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (000000000) | |||||||
| TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A / ABS-CBDO (89641CAU5) | |||||||
| SUBCALIDORA 2 2024 EUR TERM LOAN / LON (BA0007DG2) | |||||||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (800130AN6) | |||||||
| IRS ZAR 8.55000 08/03/23-5Y CME / DIR (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A / ABS-CBDO (ACI2TS750) | |||||||
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A / ABS-CBDO (04822JAA4) | |||||||
| RFR USD SOFR/3.99400 07/02/24-10Y LCH / DIR (000000000) | |||||||
| FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (000000000) | |||||||
| FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (000000000) | |||||||
| IRS EUR 2.70000 08/13/24-5Y LCH / DIR (000000000) | |||||||
| SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (81124UAW4) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (83407UAD0) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A / ABS-O (55376YAB1) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 AE 144A / ABS-MBS (05494AAA7) | |||||||
| MH SUB I LLC 2024 TERM LOAN B4 / LON (45567YAP0) | |||||||
| RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (000000000) | |||||||
| VALLEY FUNDING PLC VFUND 1A D 144A / ABS-MBS (ACI2SNZ51) | |||||||
| RFR USD SOFR/2.64500 07/24/24-2Y LCH / DIR (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD / DIR (000000000) | |||||||
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A / ABS-O (91682PAA6) | |||||||
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A / ABS-O (91682PAA6) | |||||||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL DA5067 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5TZ1) | |||||||
| PRIME PROPERTY 5YR / DBT (954VLXII5) | |||||||
| OIS USD SOFR/1.73000 02/24/22-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | |||||||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 8CB A11 / ABS-MBS (02150FAL4) | |||||||
| GSAA HOME EQUITY TRUST GSAA 2006 15 AF5 / ABS-MBS (3622E8AE5) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 8CB A11 / ABS-MBS (02150FAL4) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A B 144A / ABS-O (21056EAC2) | |||||||
| GSAA HOME EQUITY TRUST GSAA 2006 15 AF5 / ABS-MBS (3622E8AE5) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2011 13R 1A2 144A / ABS-MBS (12646AAC6) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES1 A1A 144A / ABS-MBS (89183CAA3) | |||||||
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (ACI2Q34M4) | |||||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2011 13R 1A2 144A / ABS-MBS (12646AAC6) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES1 A1A 144A / ABS-MBS (89183CAA3) | |||||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (000000000) | |||||||
| BANC AMER ALTERNATIVE LN 2003 10 CL0 / ABS-MBS (000000000) | |||||||
| BANC AMER ALTERNATIVE LN 2003 10 CL0 / ABS-MBS (000000000) | |||||||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (000000000) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (30336CAE5) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (903724CG5) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (30336CAE5) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A / ABS-MBS (362948AA9) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A / ABS-MBS (22758HAA8) | |||||||
| RNHB B.V. GALIBIER DPF211 RR / DBT (ACI2QBKJ5) | |||||||
| GROSVENOR PLACE CLO GROSV 2024 2A A 144A / ABS-CBDO (ACI2RYX19) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (14688NAD1) | |||||||
| RNHB B.V. GALIBIER DPF211 RR / DBT (ACI2QBKJ5) | |||||||
| AQFIT 2025 1 A 144A / ABS-MBS (955WCLII8) | |||||||
| CMBX.NA.AAA.12 SP GST / DCR (000000000) | |||||||
| ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (00092BAA2) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A / ABS-MBS (22757BAA2) | |||||||
| AQFIT 2025 1 A 144A / ABS-MBS (955WCLII8) | |||||||
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 A 144A / ABS-O (69544PAA0) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL4 A1 144A / ABS-MBS (74143RAA1) | |||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | |||||||
| CDX HY44 5Y ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (000000000) | |||||||
| OIS MXN TIIE1/9.02000 12/23/24-5Y* CME / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| MNSH / MNSN Holdings Inc. | |||||||
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 D A3 / ABS-O (89239TAD4) | |||||||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| MNSH / MNSN Holdings Inc. | |||||||
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 D A3 / ABS-O (89239TAD4) | |||||||
| IRS ZAR 8.42100 08/04/23-5Y CME / DIR (000000000) | |||||||
| CMBX.NA.AAA.6 SP BOA / DCR (000000000) | |||||||
| OIS CAD CAONREPO/3.4000 06/20/14-15Y CME / DIR (000000000) | |||||||
| OIS CAD CAONREPO/3.4000 06/20/14-15Y CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250721 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D C 144A / ABS-O (78450PAD7) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 SA 144A / ABS-MBS (17332EAS1) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A3 144A / ABS-O (96043CAD2) | |||||||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A3 144A / ABS-O (96043CAD2) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (000000000) | |||||||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (ACI2NNG08) | |||||||
| FNMA POOL DA0049 FN 09/53 FIXED 6.5 / ABS-MBS (3140A0BT5) | |||||||
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (49835JAB2) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 FE 144A / ABS-MBS (05494AAL3) | |||||||
| FNMA POOL DA0049 FN 09/53 FIXED 6.5 / ABS-MBS (3140A0BT5) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (31568AAB2) | |||||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (000000000) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (31568AAB2) | |||||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 2A B2 144A / ABS-MBS (64828CBS7) | |||||||
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (73110JAC6) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (805922AE1) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A / ABS-MBS (161930AB8) | |||||||
| IRS EUR 1.00000 05/18/22-5Y LCH / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A / ABS-MBS (693989AA3) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A / ABS-MBS (693989AA3) | |||||||
| ABX--0A08AGAD6-20380125 / DCR (000000000) | |||||||
| ABX--0A08AGAD6-20380125 / DCR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 / ABS-O (21050QAB3) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2 / ABS-O (10806EAB0) | |||||||
| CMBX.NA.AAA.9 SP DUB / DCR (000000000) | |||||||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.9 SP DUB / DCR (000000000) | |||||||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000) | |||||||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251202 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S11 3A3 / ABS-MBS (92922FGY8) | |||||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S11 3A3 / ABS-MBS (92922FGY8) | |||||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000) | |||||||
| 3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP / DIR (000000000) | |||||||
| FINANCE OF AMERICA STRUCTURED FASST 2024 S4 A1 144A / ABS-MBS (31741AAB2) | |||||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (03331XAA9) | |||||||
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 13 2A12 / ABS-MBS (41161PWC3) | |||||||
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 13 2A12 / ABS-MBS (41161PWC3) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| COLT FUNDING LLC COLT 2024 INV2 A1 144A / ABS-MBS (12622SAA9) | |||||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| CDX HY43 5Y ICE / DCR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (74136TAA6) | |||||||
| REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A / ABS-O (76088YAA8) | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A / ABS-O (76088YAA8) | |||||||
| MLCC MORTGAGE INVESTORS INC MLCC 2007 3 2A1 / ABS-MBS (59022XAC1) | |||||||
| MLCC MORTGAGE INVESTORS INC MLCC 2007 3 2A1 / ABS-MBS (59022XAC1) | |||||||
| XS2066744231 / Carnival PLC | |||||||
| RNHB B.V. 01/27 1 / DBT (ACI2QBKK2) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| RFR USD SOFR/4.39250 10/25/23-10Y LCH / DIR (000000000) | |||||||
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 3 2M2 / ABS-MBS (004375BS9) | |||||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | |||||||
| ACE SECURITIES CORP. ACE 2007 HE2 A1 / ABS-MBS (00443PAA7) | |||||||
| ACE SECURITIES CORP. ACE 2007 HE2 A1 / ABS-MBS (00443PAA7) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A / ABS-MBS (74390KAK4) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR25 1A2 / ABS-MBS (22541NEF2) | |||||||
| RESIDENTIAL ASSET SECURITIZATI RAST 2004 A8 A5 / ABS-MBS (45660N4M4) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (30166UAB6) | |||||||
| BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON B 144A / ABS-O (08860AAB5) | |||||||
| BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON B 144A / ABS-O (08860AAB5) | |||||||
| US TREASURY N/B 11/54 4.5 / DBT (912810UE6) | |||||||
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAF3) | |||||||
| RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAF3) | |||||||
| PROJECT PANAMA SPV LLC CR LKD NTSER 2024 1 144A / ABS-O (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA X 144A / ABS-MBS (ACI2QV5B5) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | |||||||
| PROJECT PANAMA SPV LLC CR LKD NTSER 2024 1 144A / ABS-O (000000000) | |||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (29390HAB5) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A / ABS-MBS (924926AA6) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (88429PAU6) | |||||||
| RFR USD SOFR/3.50000 07/12/24-8Y CME / DIR (000000000) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (88429PAU6) | |||||||
| TARANIS REINSURANCE DAC TARANIS REINSURANCE DAC / DBT (ACI2LHCP2) | |||||||
| TARANIS REINSURANCE DAC TARANIS REINSURANCE DAC / DBT (ACI2LHCP2) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A3 / ABS-MBS (863579DU9) | |||||||
| RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.72136 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A3 144A / ABS-O (88164AAC8) | |||||||
| FED HM LN PC POOL QH5196 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHXZ3) | |||||||
| FED HM LN PC POOL QH5196 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHXZ3) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 5 2A1 / ABS-MBS (12637VAC1) | |||||||
| BOUGHT HKD SOLD USD 20250716 / DFE (000000000) | |||||||
| IRS ZAR 8.41500 08/04/23-5Y CME / DIR (000000000) | |||||||
| IRS ZAR 8.41500 08/04/23-5Y CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A R 144A / ABS-O (21056EAL2) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251113 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A R 144A / ABS-O (21056EAL2) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR27 1A1 / ABS-MBS (45660LN88) | |||||||
| BUMPER BUMP 2024 NL1 A REGS / ABS-O (ACI2QYK06) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A1 / ABS-MBS (06050HKP2) | |||||||
| RNHB B.V. GALIBIER?CRE / DBT (ACI2QBKX4) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR27 1A1 / ABS-MBS (45660LN88) | |||||||
| BUMPER BUMP 2024 NL1 A REGS / ABS-O (ACI2QYK06) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A1 / ABS-MBS (06050HKP2) | |||||||
| RNHB B.V. GALIBIER?CRE / DBT (ACI2QBKX4) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BLETCHLEY PARK FUNDING BPKF 2024 1 A REGS / ABS-MBS (ACI2Q8963) | |||||||
| BLETCHLEY PARK FUNDING BPKF 2024 1 A REGS / ABS-MBS (ACI2Q8963) | |||||||
| FNMA POOL DA4702 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5GL6) | |||||||
| SOLD PEN BOUGHT USD 20250724 / DFE (000000000) | |||||||
| IRS ZAR 8.54300 08/04/23-5Y CME / DIR (000000000) | |||||||
| ABX.HE.AAA.07-1 SP GST / DCR (000000000) | |||||||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (89289EBL7) | |||||||
| ARES CLO LTD ARES 2017 45A BR 144A / ABS-CBDO (04016QAG1) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2008 1 3A1 / ABS-MBS (88522UAE7) | |||||||
| ARES CLO LTD ARES 2017 45A BR 144A / ABS-CBDO (04016QAG1) | |||||||
| RFR USD SOFR/3.87000 10/17/23-30Y LCH / DIR (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| CONSTELLATION OIL D SHS WARRNT WARRYU9O1 / DE (000000000) | |||||||
| ESKOM GG LOAN SNR EM SP DUB / DCR (000000000) | |||||||
| FNMA POOL 890200 FN 10/39 FIXED VAR / ABS-MBS (31410K7M0) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2015 3 B2 144A / ABS-MBS (89172HAF4) | |||||||
| TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR / DBT (ACI2LHDD8) | |||||||
| BARROW FUNDING PLC BARRO 1A Z 144A / ABS-MBS (ACI2P7X44) | |||||||
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (04227FAE5) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 6 1A1 / ABS-MBS (07386HDZ1) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (505712AB5) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A R 144A / ABS-O (210927AL3) | |||||||
| NATURE COAST RE LTD UNSECURED 144A 12/30 VAR / DBT (63901CAA9) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| RFR USD SOFR/3.88500 07/12/24-10Y LCH / DIR (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (03332DAA2) | |||||||
| RFR USD SOFR/3.48500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.88500 07/12/24-10Y LCH / DIR (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (03332DAA2) | |||||||
| RFR USD SOFR/3.70000 05/13/24-3Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251119 / DFE (000000000) | |||||||
| BARROW FUNDING PLC 11/62 0 / ABS-MBS (ACI2P8113) | |||||||
| JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (47048RAL9) | |||||||
| FNMA POOL DA0582 FN 09/53 FIXED 6.5 / ABS-MBS (3140A0UG2) | |||||||
| FNMA POOL DA0582 FN 09/53 FIXED 6.5 / ABS-MBS (3140A0UG2) | |||||||
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1 / ABS-MBS (61776YAA7) | |||||||
| IRS ZAR 8.38000 08/04/23-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.51453 09/03/24-4Y* LCH / DIR (000000000) | |||||||
| IRS ZAR 8.38000 08/04/23-5Y CME / DIR (000000000) | |||||||
| GMF CANADA LEASING TRUST GCOLT 2024 1A A3 144A / ABS-O (36252MDG2) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 9.99764 08/04/23-01/04/27 CME / DIR (000000000) | |||||||
| IRS EUR 3.45000 10/20/23-5Y LCH / DIR (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A A 144A / ABS-MBS (ACI2Q4KY8) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 9.99764 08/04/23-01/04/27 CME / DIR (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A / ABS-MBS (05555XAA3) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S4 2A9 / ABS-MBS (9292275B8) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | |||||||
| IRS EUR 0.50000 09/21/22-30Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.10 SP JPS / DCR (000000000) | |||||||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (000000000) | |||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000) | |||||||
| ZCS BRL 9.89906 08/03/23-01/02/26 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAM3) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A E 144A / ABS-O (21056EAK4) | |||||||
| RFR USD SOFR/3.49500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A E 144A / ABS-O (21056EAK4) | |||||||
| RFR USD SOFR/3.49500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA F 144A / ABS-MBS (ACI2QV5G4) | |||||||
| FNMA POOL 535889 FN 04/31 FIXED VAR / ABS-MBS (31384WKA7) | |||||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (39526JAA9) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL2 SA 144A / ABS-MBS (62956GAL2) | |||||||
| ISRAEL GOVT EM SP BRC / DCR (000000000) | |||||||
| AEGIS ASSET BACKED SECURITIES AABST 2005 1 M6 / ABS-MBS (00764MEQ6) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A1 / ABS-MBS (61751GAB3) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL2 SA 144A / ABS-MBS (62956GAL2) | |||||||
| ISRAEL GOVT EM SP BRC / DCR (000000000) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (75525PAA0) | |||||||
| WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) | |||||||
| WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) | |||||||
| SABINE RE LTD UNSECURED 144A 04/31 VAR / DBT (785628AA6) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (05685AAQ1) | |||||||
| SOLD PEN BOUGHT USD 20251103 / DFE (000000000) | |||||||
| SABINE RE LTD UNSECURED 144A 04/31 VAR / DBT (785628AA6) | |||||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (38013KAD2) | |||||||
| OIS MXN TIIE1+24/8.41* 12/11/25-0Y* CME / DIR (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (38013KAD2) | |||||||
| OIS MXN TIIE1+24/8.41* 12/11/25-0Y* CME / DIR (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) | |||||||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA R 144A / ABS-MBS (ACI2QV5J8) | |||||||
| IRS EUR 2.95000 10/27/22-7Y* LCH / DIR (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA R 144A / ABS-MBS (ACI2QV5J8) | |||||||
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A3 144A / ABS-O (78437PAC7) | |||||||
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A3 144A / ABS-O (78437PAC7) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A4 / ABS-MBS (316599AE9) | |||||||
| VALLEY FUNDING PLC VFUND 1A C 144A / ABS-MBS (ACI2SNZ69) | |||||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (64134MAJ5) | |||||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (64134MAJ5) | |||||||
| MFRA TRUST MFRA 2024 RPL1 A1 144A / ABS-MBS (55287AAA3) | |||||||
| MFRA TRUST MFRA 2024 RPL1 A1 144A / ABS-MBS (55287AAA3) | |||||||
| RFRF USD SF+26.161/1.60 8/15/23-4Y* CME / DIR (000000000) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAD4) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (ACI2MKRM5) | |||||||
| RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (000000000) | |||||||
| GREYWOLF CLO LTD GWOLF 2020 3RA A2R2 144A / ABS-CBDO (39809CBA1) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (69392MAA0) | |||||||
| GREYWOLF CLO LTD GWOLF 2020 3RA A2R2 144A / ABS-CBDO (39809CBA1) | |||||||
| RFR USD SOFR/3.70000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A / ABS-O (78437KAC8) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 1A2 / ABS-MBS (05948XXX4) | |||||||
| RFR USD SOFR/3.70000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.30000 06/14/23-10Y LCH / DIR (000000000) | |||||||
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (52603DAA1) | |||||||
| CENDANT MORTGAGE CORPORATION CDMC 2003 6 A5 / ABS-MBS (15132EEB0) | |||||||
| FNMA POOL FS3393 FN 10/52 FIXED VAR / ABS-MBS (3140XJXX6) | |||||||
| CENDANT MORTGAGE CORPORATION CDMC 2003 6 A5 / ABS-MBS (15132EEB0) | |||||||
| FNMA POOL FS3393 FN 10/52 FIXED VAR / ABS-MBS (3140XJXX6) | |||||||
| RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2005 1 A1 / ABS-MBS (885220GZ0) | |||||||
| EUROSAIL PLC ESAIL 2006 3X C1C REGS / ABS-MBS (B1HM7JII4) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A R 144A / ABS-O (876692AF1) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| ZCS BRL 10.072 03/27/24-01/04/27 CME / DIR (000000000) | |||||||
| ZCS BRL 10.072 03/27/24-01/04/27 CME / DIR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (05684AAY5) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (05684AAY5) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (903724CC4) | |||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (000000000) | |||||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (000000000) | |||||||
| CQS US CLO LTD CQS 2021 1A AR 144A / ABS-CBDO (12659UAL6) | |||||||
| BARROW FUNDING PLC BARRO 1A E / ABS-MBS (ACI2P7X69) | |||||||
| FREMONT HOME LOAN TRUST FHLT 2005 B M6 / ABS-MBS (35729PKA7) | |||||||
| RFR USD SOFR/1.65000 02/08/22-10Y LCH / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A / ABS-MBS (749420AA3) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A R / ABS-MBS (ACI2Q4L01) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A R / ABS-MBS (ACI2Q4L01) | |||||||
| PERFORMER FUNDING PERFF 1A F 144A / ABS-O (ACI2M1B51) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 3A1 / ABS-MBS (05946XXP3) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A / ABS-MBS (67448LAA0) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A / ABS-MBS (67448LAA0) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| CDX EM34 ICE / DCR (000000000) | |||||||
| CDX EM34 ICE / DCR (000000000) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 PT 144A / ABS-MBS (36269VAQ4) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 PT 144A / ABS-MBS (36269VAQ4) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A2R 144A / ABS-CBDO (05684RAN2) | |||||||
| CMBX.NA.AAA.9 SP SAL / DCR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290503 / DFE (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290503 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| WINSTON RE LTD UNSECURED 144A 02/31 VAR / DBT (975660AB7) | |||||||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | |||||||
| VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A / ABS-O (92512WAA5) | |||||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (000000000) | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (14051LAA0) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (83206EAA5) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 1A1 / ABS-MBS (05949CEA0) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 1A1 / ABS-MBS (05949CEA0) | |||||||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (758983AA8) | |||||||
| RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| MARATHON CLO LTD MCLO 2019 1A AAR2 144A / ABS-CBDO (56579ABJ8) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (034942AA0) | |||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (000000000) | |||||||
| ZCS BRL 10.3275 04/05/24-01/04/27 CME / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| FNMA POOL 903252 FN 10/36 FIXED 6.5 / ABS-MBS (31411BQD8) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A A 144A / ABS-MBS (ACI2PHLX1) | |||||||
| RFR USD SOFR/1.75000 06/15/22-5Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 26 2A1 / ABS-MBS (126694MY1) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A A 144A / ABS-MBS (ACI2PHLX1) | |||||||
| RFR USD SOFR/1.75000 06/15/22-5Y LCH / DIR (000000000) | |||||||
| FNMA POOL DA1681 FN 10/53 FIXED 6.5 / ABS-MBS (3140A12P1) | |||||||
| JP MORGAN SEASONED MORTGAGE TR JPSMT 2024 1 A3 144A / ABS-MBS (61777HAE5) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A2 / ABS-MBS (059522BD3) | |||||||
| CMBX.NA.AS.6 SP DUB / DCR (000000000) | |||||||
| ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A / ABS-MBS (00112EAA2) | |||||||
| FNMA POOL DA1681 FN 10/53 FIXED 6.5 / ABS-MBS (3140A12P1) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M3 / ABS-MBS (59020UUY9) | |||||||
| COLOMBIA LA SP BPS / DCR (000000000) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M3 / ABS-MBS (59020UUY9) | |||||||
| BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A / ABS-CBDO (09628VAW4) | |||||||
| COLOMBIA LA SP BPS / DCR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (83207QAA7) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (83207QAA7) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA C 144A / ABS-MBS (ACI2N0N18) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA C 144A / ABS-MBS (ACI2N0N18) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 B 144A / ABS-MBS (054987AC6) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (362963AA8) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (30336CAG0) | |||||||
| SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (87167GCH1) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| ACHV ABS TRUST ACHV 2024 3AL A 144A / ABS-O (00092KAA2) | |||||||
| ACHV ABS TRUST ACHV 2024 3AL A 144A / ABS-O (00092KAA2) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A / ABS-MBS (749414AA6) | |||||||
| ISRAEL GOVT EM SP CBK / DCR (000000000) | |||||||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (50201QAL8) | |||||||
| RFR USD SOFR/3.90000 04/15/24-10Y LCH / DIR (000000000) | |||||||
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1A 144A / ABS-O (78450CAA2) | |||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP CBK / DCR (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (50201QAL8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A E 144A / ABS-O (210927AK5) | |||||||
| ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (000000000) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A / ABS-O (19425MAB4) | |||||||
| MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (55821LAJ3) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A / ABS-O (19425MAB4) | |||||||
| MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (55821LAJ3) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 8AR 3A / ABS-MBS (61748HEE7) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (14688NAB5) | |||||||
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (69380WAA2) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 3 M7 / ABS-MBS (9497ENAG8) | |||||||
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 3 M7 / ABS-MBS (9497ENAG8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (21050UAB4) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 30CB 1A8 / ABS-MBS (12667GXS7) | |||||||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (21050UAB4) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A / ABS-O (36270YAC6) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A D / ABS-MBS (ACI2Q4LP6) | |||||||
| OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) | |||||||
| OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 4 A2A / ABS-O (14290DAB7) | |||||||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (88631YAL1) | |||||||
| RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH / DIR (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 AC7 A2 / ABS-MBS (073879MZ8) | |||||||
| SOLD PEN BOUGHT USD 20251029 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2025 4 A1 144A / ABS-MBS (69382KAA6) | |||||||
| PERFORMER FUNDING PERFF 1A D 144A / ABS-O (ACI2M1B02) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A / ABS-O (14687WAB6) | |||||||
| TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9) | |||||||
| RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (000000000) | |||||||
| TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL / LON (BA0008CR7) | |||||||
| RFRF USD SF+26.161/0.7* 07/28/23-7Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.73000 08/03/23-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.7* 07/28/23-7Y CME / DIR (000000000) | |||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/3.73000 08/03/23-10Y LCH / DIR (000000000) | |||||||
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A8CB A7 / ABS-MBS (45660LSV2) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR12 1A1 / ABS-MBS (22541N4S5) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A4 144A / ABS-O (876692AD6) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A / ABS-MBS (89183EAA9) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A / ABS-MBS (89183EAA9) | |||||||
| GNMA II POOL MA9722 G2 06/54 FIXED 4 / ABS-MBS (36179YYT5) | |||||||
| ATLX TRUST ATLX 2024 RPL1 A1 144A / ABS-MBS (049915AA9) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 SA 144A / ABS-MBS (52475VAT5) | |||||||
| BOUGHT KWD SOLD USD 20260617 / DFE (000000000) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 SA 144A / ABS-MBS (52475VAT5) | |||||||
| RFRF USD SF+26.161/0.9* 9/17/23-29Y* CME / DIR (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A D 144A / ABS-MBS (ACI2PHM28) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A B 144A / ABS-O (37989AAG9) | |||||||
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A1 / ABS-MBS (939336D42) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 2A A1 144A / ABS-O (52611JAA8) | |||||||
| BOUGHT KWD SOLD USD 20260617 / DFE (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA B 144A / ABS-MBS (ACI2N0NK6) | |||||||
| BOUGHT TRY SOLD USD 20250820 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (03329LAS0) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (03329LAS0) | |||||||
| US TREASURY N/B 03/26 4.5 / DBT (91282CKH3) | |||||||
| US TREASURY N/B 03/26 4.5 / DBT (91282CKH3) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2025 NQM1 A1 144A / ABS-MBS (74391EAA9) | |||||||
| PRP ADVISORS, LLC PRPM 2025 NQM1 A1 144A / ABS-MBS (74391EAA9) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A D 144A / ABS-MBS (ACI2V58Z0) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A D 144A / ABS-MBS (ACI2V58Z0) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| LUMINENT MORTGAGE TRUST LUM 2006 3 21A1 / ABS-MBS (55027AAA8) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAC5) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL DB1377 FN 04/54 FIXED 6.5 / ABS-MBS (3140AAQ75) | |||||||
| IMPAC CMB TRUST IMM 2005 4 1M3 / ABS-MBS (45254NPJ0) | |||||||
| FNMA POOL DB1377 FN 04/54 FIXED 6.5 / ABS-MBS (3140AAQ75) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A2 / ABS-O (14076LAB9) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 25T1 A4 / ABS-MBS (12667GRE5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A / ABS-O (69544AAA3) | |||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| 31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| 31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000 / DFE (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A G 144A / ABS-MBS (ACI2PMHL1) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A G 144A / ABS-MBS (ACI2PMHL1) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A D 144A / ABS-O (210927AE9) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2005 1 M6 / ABS-MBS (31659TDF9) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (74448LAA6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A D 144A / ABS-O (210927AE9) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2005 1 M6 / ABS-MBS (31659TDF9) | |||||||
| CLARITEV CORP SR SECURED 144A 03/31 6.75 / DBT (62548MAA8) | |||||||
| RFR USD SOFR/4.16500 09/27/23-10Y LCH / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 6A B4A 144A / ABS-MBS (64830BBS5) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PP6) | |||||||
| SOFI ALTERNATIVE TRUST SAT 2020 A R2 144A / ABS-O (83406X202) | |||||||
| BOUGHT PEN SOLD USD 20250710 / DFE (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 1A1 / ABS-MBS (05948XXW6) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 1A1 / ABS-MBS (05948XXW6) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 26A 5A / ABS-MBS (86359AT78) | |||||||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (00792MAA1) | |||||||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000) | |||||||
| AMERICAN HERITAGE AUTO RECEIVA AHART 2024 1A A2 144A / ABS-O (026944AB4) | |||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000) | |||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | |||||||
| FNMA POOL DA1048 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1EW3) | |||||||
| INF SWAP GB NI 4.055 09/15/21-10Y LCH / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (78436RAE0) | |||||||
| RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 2R 23A2 144A / ABS-MBS (12648EJA1) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (78436RAE0) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 5A1 / ABS-MBS (45660LF87) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 7F 4A1 / ABS-MBS (362341NF2) | |||||||
| BARROW FUNDING PLC BARRO 1A D / ABS-MBS (ACI2P7XN2) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 2A2 / ABS-MBS (05950RBC2) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A6 / ABS-MBS (126694EN4) | |||||||
| RFR USD SOFR/3.50000 06/21/23-3Y LCH / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CB6) | |||||||
| OIS MXN TIIE1/8.99000 12/24/24-5Y* CME / DIR (000000000) | |||||||
| APEX CREDIT CLO LLC APEXC 2024 1A A1 144A / ABS-CBDO (03753AAA8) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL MA5280 FN 02/44 FIXED 6.5 / ABS-MBS (31418E2N9) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL MA5280 FN 02/44 FIXED 6.5 / ABS-MBS (31418E2N9) | |||||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (26846VAA2) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (26846VAA2) | |||||||
| FNMA POOL BY2591 FN 10/53 FIXED 6 / ABS-MBS (3140NJ2Z6) | |||||||
| REACH FINANCIAL LLC REACH 2024 2A A 144A / ABS-O (75525HAA8) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (000000000) | |||||||
| MADISON PARK FUNDING LTD MDPK 2016 24A AR2 144A / ABS-CBDO (55820NAW1) | |||||||
| MADISON PARK FUNDING LTD MDPK 2016 24A AR2 144A / ABS-CBDO (55820NAW1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (21050QAG2) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A / ABS-O (37988XAB1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (21050QAG2) | |||||||
| FED HM LN PC POOL QH8919 FR 01/54 FIXED 6.5 / ABS-MBS (3133CM4C5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (694961AA1) | |||||||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A / ABS-O (89616PAA1) | |||||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (ACI2T3G55) | |||||||
| ABX.HE.AAA.07-2 SP BOA / DCR (000000000) | |||||||
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR / DBT (27332EAA9) | |||||||
| ABX.HE.AAA.07-2 SP BOA / DCR (000000000) | |||||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (55416AAA7) | |||||||
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR / DBT (27332EAA9) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A1 / ABS-MBS (362341SB6) | |||||||
| RESIDENTIAL MORTGAGE SECURIT 06/48 1 / ABS-MBS (ACI2PHN19) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 9 MF2 / ABS-MBS (126673GC0) | |||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A3 144A / ABS-O (96042YAD5) | |||||||
| OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A1 / ABS-MBS (362341SB6) | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (76090QAA1) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAP9) | |||||||
| GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (40172PAL6) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (78397XAB0) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| FED HM LN PC POOL ZS4219 FR 12/35 FIXED 6.5 / ABS-MBS (3132A4VL9) | |||||||
| NRPLM TRUST SERIES NRPLM 2024 RPL1 CERT 144A / ABS-MBS (62956LAA5) | |||||||
| IRS EUR -0.15500 07/27/20-5Y LCH / DIR (000000000) | |||||||
| FNMA POOL 733869 FN 12/32 FIXED 6.5 / ABS-MBS (31402NJN9) | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAP9) | |||||||
| RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.6 SP BOA / DCR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| COLOMBIA LA SP BRC / DCR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A1 / ABS-MBS (12668AUQ6) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A2 / ABS-MBS (126694EJ3) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A B / ABS-MBS (ACI2Q4L43) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PQ4) | |||||||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (15186PAA6) | |||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A2 / ABS-MBS (126694EJ3) | |||||||
| RFR USD SOFR/2.70000 07/21/23-5Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL1 SA 144A / ABS-MBS (36268LAH7) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (69547DAA4) | |||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300513 / DFE (000000000) | |||||||
| ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAM6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A1 144A / ABS-O (210928AA5) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D B 144A / ABS-O (78450PAC9) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A R 144A / ABS-O (21056DAL4) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 SJ1 PT 144A / ABS-MBS (36273PAR9) | |||||||
| OCEAN TRAILS CLO OCTR 2020 10A BR2 144A / ABS-CBDO (67516CAY5) | |||||||
| CENTEX HOME EQUITY CXHE 2005 B M6 / ABS-MBS (152314NG1) | |||||||
| RFR USD SOFR/2.70000 07/21/23-5Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2005 5 1M2 / ABS-MBS (07386HUD1) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA D 144A / ABS-MBS (ACI2QV5H2) | |||||||
| RFRF USD SF+26.161/0.6* 07/15/23-7Y CME / DIR (000000000) | |||||||
| 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD / DIR (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA Z / ABS-MBS (ACI2N0NQ3) | |||||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (04942MAN4) | |||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL1 SA 144A / ABS-MBS (36268LAH7) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (69547DAA4) | |||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300513 / DFE (000000000) | |||||||
| ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAM6) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (000000000) | |||||||
| AIRBUS FINANCE BV SNR SE ICE / DCR (000000000) | |||||||
| 31750PMB4 PIMCO FXVAN CALL USD TRY 52.72500000 / DFE (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A / ABS-O (16144CAC0) | |||||||
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS3 M6 / ABS-MBS (76112BLN8) | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A9 / ABS-MBS (161631AJ5) | |||||||
| AMSURG EQUITY EQTYAS910 / EC (902RDL901) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A / ABS-O (16144CAC0) | |||||||
| BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON A 144A / ABS-O (08860AAA7) | |||||||
| BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON A 144A / ABS-O (08860AAA7) | |||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.30000 12/02/24-29Y* CME / DIR (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (78435VAC6) | |||||||
| OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (67571GAB8) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B5B 144A / ABS-MBS (64830MEC3) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B A2 144A / ABS-O (80280BAA6) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A3 144A / ABS-O (29375QAC2) | |||||||
| OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (67571GAB8) | |||||||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A / ABS-MBS (06745JAM7) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A1 / ABS-MBS (12668AFG5) | |||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (000000000) | |||||||
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9) | |||||||
| RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (161917AB5) | |||||||
| FED HM LN PC POOL QH0139 FR 08/53 FIXED 6 / ABS-MBS (3133CCEL6) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (14319UAB6) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (161917AB5) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (14319UAG5) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (14319UAG5) | |||||||
| RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A B 144A / ABS-O (ACI2M1B10) | |||||||
| GREAT AMERICA LEASING RECEIVAB GALC 2024 2 A2 144A / ABS-O (39154GAB2) | |||||||
| SOLD PEN BOUGHT USD 20250818 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL5 PT 144A / ABS-MBS (362951AR6) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL5 PT 144A / ABS-MBS (362951AR6) | |||||||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A C 144A / ABS-MBS (ACI2V59B2) | |||||||
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX4 M4 / ABS-MBS (76110W6C5) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 15 3A / ABS-MBS (12669FG80) | |||||||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A C 144A / ABS-MBS (ACI2V59B2) | |||||||
| AT&T INC SNR S* ICE / DCR (000000000) | |||||||
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX4 M4 / ABS-MBS (76110W6C5) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A XS2 144A / ABS-MBS (ACI2PHLY9) | |||||||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (000000000) | |||||||
| ROMARK CREDIT FUNDING LTD RCF 2020 1A AV 144A / ABS-CBDO (77588EAA5) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A / ABS-CBDO (05682GAQ1) | |||||||
| BCAP LLC TRUST BCAP 2010 RR11 8A2 144A / ABS-MBS (05533JBU6) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A / ABS-MBS (ACI2NCB49) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A / ABS-O (78435VAD4) | |||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (000000000) | |||||||
| RNHB B.V. GALIBIER DPF222 RR / DBT (ACI2QBJY4) | |||||||
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M5 / ABS-MBS (61744CPL4) | |||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A3 / ABS-MBS (07386RAC3) | |||||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A3 / ABS-MBS (07386RAC3) | |||||||
| LEHMAN MORTGAGE TRUST LMT 2007 5 5A1 / ABS-MBS (52521RBN0) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| VERAISON RE LTD UNSECURED 144A 03/33 VAR / DBT (92335TAE9) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B3 144A / ABS-MBS (64830TBJ6) | |||||||
| RNHB B.V. GALIBIER DPF221 RR / DBT (ACI2QBKL0) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 25 A13 / ABS-MBS (126694HS0) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A / ABS-MBS (748949AA2) | |||||||
| RNHB B.V. GALIBIER DPF221 RR / DBT (ACI2QBKL0) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 25 A13 / ABS-MBS (126694HS0) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A / ABS-MBS (748949AA2) | |||||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 8 B1 / ABS-MBS (576433RB4) | |||||||
| LENDMARK FUNDING TRUST LFT 2024 2A A 144A / ABS-O (52590AAA2) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (68377TAA6) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A / ABS-O (14688XAB3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (14687RAC5) | |||||||
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (67118PAA0) | |||||||
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (62432UAN1) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A BR 144A / ABS-CBDO (ACI2S29G2) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (36272GAC3) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A2 / ABS-O (80287NAB1) | |||||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (01F070682) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A / ABS-MBS (67448MAA8) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A BR 144A / ABS-CBDO (ACI2S29G2) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (36272GAC3) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A2 / ABS-O (80287NAB1) | |||||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (01F070682) | |||||||
| ZCS BRL 10.25622 04/03/24-01/04/27 CME / DIR (000000000) | |||||||
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M5 / ABS-MBS (64352VKX8) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A C / ABS-MBS (ACI2Q4LQ4) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J1 1A6 / ABS-MBS (12668BKC6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A2 144A / ABS-O (210927AB5) | |||||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (92849FAC2) | |||||||
| ZCS BRL 10.25622 04/03/24-01/04/27 CME / DIR (000000000) | |||||||
| CMBX.NA.AAA.9 SP JPS / DCR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 11 6A2 / ABS-MBS (12669GUY5) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (00833BAA6) | |||||||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A2 / ABS-O (802919AB6) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (ACI2Q9953) | |||||||
| OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (67514UAU5) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (033296AG9) | |||||||
| RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (ACI2Q9953) | |||||||
| SUBCALIDORA 2 2024 EUR TERM LOAN / LON (BA0007DG2) | |||||||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (800130AN6) | |||||||
| FNMA POOL 351141 FN 06/26 FIXED 6.5 / ABS-MBS (31376CBJ2) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (ACI2W0KY9) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (83407UAD0) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (ACI2W0KY9) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A / ABS-O (55376YAB1) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 AE 144A / ABS-MBS (05494AAA7) | |||||||
| RFR USD SOFR/2.64500 07/24/24-2Y LCH / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (89141WAK8) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (39571MAC2) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (39571MAC2) | |||||||
| FNMA POOL 337790 FN 02/26 FIXED 6.5 / ABS-MBS (31375LF75) | |||||||
| FNMA POOL 337790 FN 02/26 FIXED 6.5 / ABS-MBS (31375LF75) | |||||||
| VALLEY FUNDING PLC VFUND 1A RC 144A / ABS-MBS (ACI2SP013) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| VALLEY FUNDING PLC VFUND 1A RC 144A / ABS-MBS (ACI2SP013) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| FNMA POOL 892617 FN 09/36 FIXED 6.5 / ABS-MBS (31410NVJ4) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A B 144A / ABS-O (21056EAC2) | |||||||
| RFRF USD SF+26.161/0.6* 08/05/23-7Y CME / DIR (000000000) | |||||||
| CMBX.NA.AAA.11 SP SAL / DCR (000000000) | |||||||
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 1 5A1 / ABS-MBS (073880AM8) | |||||||
| CMBX.NA.AAA.11 SP SAL / DCR (000000000) | |||||||
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 1 5A1 / ABS-MBS (073880AM8) | |||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000) | |||||||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 5 1A4 / ABS-MBS (05950NAD0) | |||||||
| RFR GBP SONIO/0.75000 09/21/22-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.50000 10/27/22-27Y* LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL ZS0503 FR 06/30 FIXED 6.5 / ABS-MBS (3132A0RY4) | |||||||
| IRS EUR 2.50000 10/27/22-27Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A / ABS-MBS (362948AA9) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (14688NAD1) | |||||||
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 A 144A / ABS-O (69544PAA0) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL4 A1 144A / ABS-MBS (74143RAA1) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A5 / ABS-MBS (86359BNX5) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| OIS MXN TIIE1+24/8.55* 12/18/25-3Y* CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A / ABS-O (69546QAA6) | |||||||
| TESLA AUTO LEASE TRUST TESLA 2024 B A2A 144A / ABS-O (881934AB9) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A / ABS-O (69546QAA6) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| BOEING CO/THE SNR S* ICE / DCR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 8 A1 144A / ABS-MBS (74448KAA8) | |||||||
| CMBX.NA.AAA.8 SP UAG / DCR (000000000) | |||||||
| CMBX.NA.AAA.8 SP UAG / DCR (000000000) | |||||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (000000000) | |||||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (000000000) | |||||||
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (49835JAB2) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A X 144A / ABS-MBS (ACI2Q4KZ5) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A / ABS-O (63942TAC9) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AF1 AV1A / ABS-MBS (59023RAG4) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AF1 AV1A / ABS-MBS (59023RAG4) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/46 7.75 / DBT (ACI2ML745) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (69544QAA8) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/46 7.75 / DBT (ACI2ML745) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (69544QAA8) | |||||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | |||||||
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR / DBT (89141WAH5) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 2A B2 144A / ABS-MBS (64828CBS7) | |||||||
| ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A3 / ABS-O (02007NAC2) | |||||||
| RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (000000000) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| ORANGE CAPITAL RE DAC 01/27 1 / DBT (ACI2L70B8) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 L 2A1 / ABS-MBS (05949CPG5) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 L 2A1 / ABS-MBS (05949CPG5) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 / ABS-O (21050QAB3) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (ACI2S2BG9) | |||||||
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A / ABS-CBDO (ACI2S1SP3) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (ACI2S2BG9) | |||||||
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A / ABS-CBDO (ACI2S1SP3) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2 / ABS-O (10806EAB0) | |||||||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251202 / DFE (000000000) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A / ABS-MBS (22757GAC7) | |||||||
| BOUGHT TRY SOLD USD 20250716 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (03331XAA9) | |||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | |||||||
| CDX HY43 5Y ICE / DCR (000000000) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A / ABS-MBS (22757GAC7) | |||||||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | |||||||
| 3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR28 2A3 / ABS-MBS (22541NNR6) | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| RNHB B.V. 01/27 1 / DBT (ACI2QBKK2) | |||||||
| ADJ / Adler Group S.A. | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 1A1 / ABS-MBS (36228FMM5) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 1.75000 09/21/22-5Y LCH / DIR (000000000) | |||||||
| ICG US CLO LTD ICG 2021 1A A1R 144A / ABS-CBDO (449303AL0) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (55820VAL7) | |||||||
| DUTCH MORTGAGE WAREHOUSE FINAN DMWF 2024 1A VFN 144A / ABS-MBS (ACI2Q96P2) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR25 1A2 / ABS-MBS (22541NEF2) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (30166UAB6) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 1A1 / ABS-MBS (36228FMM5) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 11 A2 / ABS-MBS (12544LAB7) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 1.75000 09/21/22-5Y LCH / DIR (000000000) | |||||||
| ICG US CLO LTD ICG 2021 1A A1R 144A / ABS-CBDO (449303AL0) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | |||||||
| XS2262961076 / ZF Finance GmbH | |||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2006 2 A2A / ABS-MBS (885220KV4) | |||||||
| RFRF USD SF+26.161/0.75 06/16/21-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL DA5111 FN 12/53 FIXED 6.5 / ABS-MBS (3140A5VD7) | |||||||
| RFRF USD SF+26.161/0.75 06/16/21-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL DA5111 FN 12/53 FIXED 6.5 / ABS-MBS (3140A5VD7) | |||||||
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| FNMA POOL 633864 FN 03/32 FIXED 6.5 / ABS-MBS (31389SFD1) | |||||||
| FNMA POOL 633864 FN 03/32 FIXED 6.5 / ABS-MBS (31389SFD1) | |||||||
| ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (000000000) | |||||||
| VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (92332YAE1) | |||||||
| ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (000000000) | |||||||
| VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (92332YAE1) | |||||||
| FNMA POOL DA5932 FN 01/54 FIXED 6.5 / ABS-MBS (3140A6SW7) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2025 LTV1 PT 144A / ABS-MBS (46659FAM5) | |||||||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (72133JAY3) | |||||||
| FNMA POOL DA5932 FN 01/54 FIXED 6.5 / ABS-MBS (3140A6SW7) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | |||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (29390HAB5) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A / ABS-MBS (924926AA6) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A3 / ABS-MBS (863579DU9) | |||||||
| RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (000000000) | |||||||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A3 144A / ABS-O (88164AAC8) | |||||||
| FNMA POOL 624885 FN 01/32 FIXED 6.5 / ABS-MBS (31389GF21) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 5 2A1 / ABS-MBS (12637VAC1) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| ABX.HE.AAA.06-2 SP MEI / DCR (000000000) | |||||||
| TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A / ABS-CBDO (89641CAU5) | |||||||
| ABX.HE.AAA.06-2 SP MEI / DCR (000000000) | |||||||
| RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251113 / DFE (000000000) | |||||||
| CDX IG44 5Y ICE / DCR (000000000) | |||||||
| FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (000000000) | |||||||
| RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.54300 08/04/23-5Y CME / DIR (000000000) | |||||||
| ABX.HE.AAA.07-1 SP GST / DCR (000000000) | |||||||
| RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (000000000) | |||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (000000000) | |||||||
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (82812LAN9) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (891944AA8) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A3 / ABS-O (30165BAC7) | |||||||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (89289EBL7) | |||||||
| ESKOM GG LOAN SNR EM SP DUB / DCR (000000000) | |||||||
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (04227FAE5) | |||||||
| NATURE COAST RE LTD UNSECURED 144A 12/30 VAR / DBT (63901CAA9) | |||||||
| SOLD PEN BOUGHT USD 20251119 / DFE (000000000) | |||||||
| BARROW FUNDING PLC 11/62 0 / ABS-MBS (ACI2P8113) | |||||||
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A / ABS-O (91682PAA6) | |||||||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 8CB A11 / ABS-MBS (02150FAL4) | |||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (000000000) | |||||||
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (82812LAN9) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (891944AA8) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A3 / ABS-O (30165BAC7) | |||||||
| IRS ZAR 8.40000 08/07/23-5Y CME / DIR (000000000) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A / ABS-CBDO (03330RAA3) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| GSAA HOME EQUITY TRUST GSAA 2006 15 AF5 / ABS-MBS (3622E8AE5) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2011 13R 1A2 144A / ABS-MBS (12646AAC6) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES1 A1A 144A / ABS-MBS (89183CAA3) | |||||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (000000000) | |||||||
| BANC AMER ALTERNATIVE LN 2003 10 CL0 / ABS-MBS (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (37989EAC0) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (37989EAC0) | |||||||
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (26244RAF8) | |||||||
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (26244RAF8) | |||||||
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (090975AA1) | |||||||
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (090975AA1) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (30336CAE5) | |||||||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (21050QAD9) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (21050QAD9) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (000000000) | |||||||
| RNHB B.V. GALIBIER DPF211 RR / DBT (ACI2QBKJ5) | |||||||
| AQFIT 2025 1 A 144A / ABS-MBS (955WCLII8) | |||||||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (000000000) | |||||||
| MNSH / MNSN Holdings Inc. | |||||||
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 D A3 / ABS-O (89239TAD4) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 SA 144A / ABS-MBS (36269VAH4) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MF4 / ABS-MBS (126673JF0) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 SA 144A / ABS-MBS (36269VAH4) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MF4 / ABS-MBS (126673JF0) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A A 144A / ABS-MBS (ACI2Q4KY8) | |||||||
| OIS CAD CAONREPO/3.4000 06/20/14-15Y CME / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A3 144A / ABS-O (96043CAD2) | |||||||
| GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (3618N5ML0) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| CMBX.NA.AAA.10 SP JPS / DCR (000000000) | |||||||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (000000000) | |||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000) | |||||||
| ZCS BRL 9.89906 08/03/23-01/02/26 CME / DIR (000000000) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A1 / ABS-MBS (61751GAB3) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (75525PAA0) | |||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (BP7M6FII1) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL1 A1 144A / ABS-MBS (69392FAA5) | |||||||
| FNMA POOL DA0049 FN 09/53 FIXED 6.5 / ABS-MBS (3140A0BT5) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (31568AAB2) | |||||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (000000000) | |||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (BP7M6FII1) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A / ABS-MBS (693989AA3) | |||||||
| ABX--0A08AGAD6-20380125 / DCR (000000000) | |||||||
| IRS ZAR 8.06250 01/08/25-6Y CME / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL1 A1 144A / ABS-MBS (69392FAA5) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL1 SA 144A / ABS-MBS (62956EAL7) | |||||||
| ARMOR RE II LTD UNSECURED 144A 01/32 VAR / DBT (04227FAF2) | |||||||
| SOLD PEN BOUGHT USD 20251103 / DFE (000000000) | |||||||
| CMBX.NA.AAA.9 SP DUB / DCR (000000000) | |||||||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S11 3A3 / ABS-MBS (92922FGY8) | |||||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL1 SA 144A / ABS-MBS (62956EAL7) | |||||||
| ARMOR RE II LTD UNSECURED 144A 01/32 VAR / DBT (04227FAF2) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 1A B2 144A / ABS-MBS (64829JAW3) | |||||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 B 144A / ABS-O (69544MAB5) | |||||||
| FNMA POOL BY6093 FN 09/53 FIXED 6.5 / ABS-MBS (3140NNXX8) | |||||||
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) | |||||||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A4 / ABS-MBS (316599AE9) | |||||||
| RFRF USD SF+26.161/1.60 8/15/23-4Y* CME / DIR (000000000) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAD4) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 1A B2 144A / ABS-MBS (64829JAW3) | |||||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FNMA POOL 621586 FN 12/31 FIXED 6.5 / ABS-MBS (31389CRF8) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A13 / ABS-MBS (16163FAN5) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| FNMA POOL DA1011 FN 09/53 FIXED 6.5 / ABS-MBS (3140A1DR5) | |||||||
| FNMA POOL DB1377 FN 04/54 FIXED 6.5 / ABS-MBS (3140AAQ75) | |||||||
| 31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000 / DFE (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV1 PT 144A / ABS-MBS (17331TDJ6) | |||||||
| RNHB B.V. GALIBIER DPFCMBS / DBT (ACI2QBKW6) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAC0) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 13 2A12 / ABS-MBS (41161PWC3) | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A / ABS-O (76088YAA8) | |||||||
| MLCC MORTGAGE INVESTORS INC MLCC 2007 3 2A1 / ABS-MBS (59022XAC1) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (69392MAA0) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A / ABS-O (78437KAC8) | |||||||
| RFR USD SOFR/3.30000 06/14/23-10Y LCH / DIR (000000000) | |||||||
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (52603DAA1) | |||||||
| RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (000000000) | |||||||
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (49835JAB2) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 2A B2 144A / ABS-MBS (64828CBS7) | |||||||
| FNMA POOL 621586 FN 12/31 FIXED 6.5 / ABS-MBS (31389CRF8) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A13 / ABS-MBS (16163FAN5) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A BR 144A / ABS-CBDO (05685AAU2) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A5 1A / ABS-MBS (5899293M8) | |||||||
| ACE SECURITIES CORP. ACE 2007 HE2 A1 / ABS-MBS (00443PAA7) | |||||||
| BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON B 144A / ABS-O (08860AAB5) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAF3) | |||||||
| PROJECT PANAMA SPV LLC CR LKD NTSER 2024 1 144A / ABS-O (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (000000000) | |||||||
| FREMONT HOME LOAN TRUST FHLT 2005 B M6 / ABS-MBS (35729PKA7) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A BR 144A / ABS-CBDO (05685AAU2) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A5 1A / ABS-MBS (5899293M8) | |||||||
| FNMA POOL DA1011 FN 09/53 FIXED 6.5 / ABS-MBS (3140A1DR5) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A G 144A / ABS-MBS (ACI2PMHL1) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A D 144A / ABS-O (210927AE9) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2005 1 M6 / ABS-MBS (31659TDF9) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 A2 144A / ABS-O (69545GAB7) | |||||||
| CASCADE FUNDING MORTGAGE TRUST CFMT 2025 HB16 A 144A / ABS-MBS (12531BAA6) | |||||||
| CROSSROADS ASSET TRUST XROAD 2025 A A2 144A / ABS-O (22767VAB4) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 7 1A1 / ABS-MBS (12669FXH1) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A / ABS-MBS (67119DAA6) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| TRALEE CLO LTD TRAL 2018 5A A1RR 144A / ABS-CBDO (89300JBA5) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3 / ABS-O (802920AD0) | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 7 1A1 / ABS-MBS (12669FXH1) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A / ABS-MBS (67119DAA6) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| TRALEE CLO LTD TRAL 2018 5A A1RR 144A / ABS-CBDO (89300JBA5) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3 / ABS-O (802920AD0) | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (88429PAU6) | |||||||
| TARANIS REINSURANCE DAC TARANIS REINSURANCE DAC / DBT (ACI2LHCP2) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| FED HM LN PC POOL QH5196 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHXZ3) | |||||||
| IRS ZAR 8.41500 08/04/23-5Y CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A R 144A / ABS-O (21056EAL2) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR27 1A1 / ABS-MBS (45660LN88) | |||||||
| BUMPER BUMP 2024 NL1 A REGS / ABS-O (ACI2QYK06) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2015 2R 3A2 144A / ABS-MBS (12649QAL8) | |||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | |||||||
| FED HM LN PC POOL QH2941 FR 10/53 FIXED 6 / ABS-MBS (3133CFHS1) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR / DBT (159873AA6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A1 144A / ABS-O (21056DAA8) | |||||||
| SOLD PEN BOUGHT USD 20250807 / DFE (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A1 / ABS-MBS (06050HKP2) | |||||||
| RNHB B.V. GALIBIER?CRE / DBT (ACI2QBKX4) | |||||||
| BLETCHLEY PARK FUNDING BPKF 2024 1 A REGS / ABS-MBS (ACI2Q8963) | |||||||
| ARES CLO LTD ARES 2017 45A BR 144A / ABS-CBDO (04016QAG1) | |||||||
| RFR USD SOFR/3.88500 07/12/24-10Y LCH / DIR (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (03332DAA2) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR / DBT (159873AA6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A1 144A / ABS-O (21056DAA8) | |||||||
| SOLD PEN BOUGHT USD 20250807 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL2 SA 144A / ABS-MBS (362961AH7) | |||||||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| MARATHON CLO LTD MCLO 2019 1A AAR2 144A / ABS-CBDO (56579ABJ8) | |||||||
| JP MORGAN SEASONED MORTGAGE TR JPSMT 2024 1 A3 144A / ABS-MBS (61777HAE5) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A2 / ABS-MBS (059522BD3) | |||||||
| CMBX.NA.AS.6 SP DUB / DCR (000000000) | |||||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (ACI2VX3Q4) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 AR5 2A1 / ABS-MBS (362341MD8) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2004 1 1A1 / ABS-MBS (07386HFE6) | |||||||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| INF SWAP GB NI 4.066 09/15/21-10Y LCH / DIR (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL2 SA 144A / ABS-MBS (362961AH7) | |||||||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/2.90000 04/04/22-6Y* LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.8 SP MYC / DCR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/2.90000 04/04/22-6Y* LCH / DIR (000000000) | |||||||
| FNMA POOL DA0582 FN 09/53 FIXED 6.5 / ABS-MBS (3140A0UG2) | |||||||
| IRS ZAR 8.38000 08/04/23-5Y CME / DIR (000000000) | |||||||
| ZCS BRL 9.99764 08/04/23-01/04/27 CME / DIR (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A E 144A / ABS-O (21056EAK4) | |||||||
| RFR USD SOFR/3.49500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.8 SP MYC / DCR (000000000) | |||||||
| RFR USD SOFR/3.47000 11/01/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90000 04/15/24-10Y LCH / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 2A B3 144A / ABS-MBS (64830DBE2) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM1 A1 / ABS-MBS (80262BAA8) | |||||||
| IRS MXN 8.78000 11/18/24-1Y* (WHT) CME / DIR (000000000) | |||||||
| IRS ZAR 8.42600 08/01/23-5Y CME / DIR (000000000) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/33 7.125 / DBT (ACI2ML877) | |||||||
| DREAMWELL LTD COMMON / EC (954CQEII4) | |||||||
| ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 30CB 1A8 / ABS-MBS (12667GXS7) | |||||||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A D / ABS-MBS (ACI2Q4LP6) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL2 SA 144A / ABS-MBS (62956GAL2) | |||||||
| ISRAEL GOVT EM SP BRC / DCR (000000000) | |||||||
| WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) | |||||||
| SABINE RE LTD UNSECURED 144A 04/31 VAR / DBT (785628AA6) | |||||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (38013KAD2) | |||||||
| OIS MXN TIIE1+24/8.41* 12/11/25-0Y* CME / DIR (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA R 144A / ABS-MBS (ACI2QV5J8) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| 31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 1 2A2 / ABS-MBS (576433DC7) | |||||||
| IRS ZAR 8.01000 01/07/25-6Y CME / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (96042YAB9) | |||||||
| PRIMEX.ARM.2-AAA SP BRC / DCR (000000000) | |||||||
| RFR USD SOFR/2.60500 06/28/22-5Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 H 7A1 / ABS-MBS (05946XJ79) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL5 SA 144A / ABS-MBS (362951AH8) | |||||||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A3 144A / ABS-O (78437PAC7) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (64134MAJ5) | |||||||
| MFRA TRUST MFRA 2024 RPL1 A1 144A / ABS-MBS (55287AAA3) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (000000000) | |||||||
| GREYWOLF CLO LTD GWOLF 2020 3RA A2R2 144A / ABS-CBDO (39809CBA1) | |||||||
| RFR USD SOFR/3.70000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| CENDANT MORTGAGE CORPORATION CDMC 2003 6 A5 / ABS-MBS (15132EEB0) | |||||||
| FNMA POOL FS3393 FN 10/52 FIXED VAR / ABS-MBS (3140XJXX6) | |||||||
| ZCS BRL 10.072 03/27/24-01/04/27 CME / DIR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (05684AAY5) | |||||||
| RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH / DIR (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 AC7 A2 / ABS-MBS (073879MZ8) | |||||||
| PRP ADVISORS, LLC PRPM 2025 4 A1 144A / ABS-MBS (69382KAA6) | |||||||
| ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A / ABS-O (14687WAB6) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A4 144A / ABS-O (876692AD6) | |||||||
| 31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| CDX EM41 ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.58600 08/19/24-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 16 A20 / ABS-MBS (12669G3N9) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A BV 144A / ABS-CBDO (03332AAC4) | |||||||
| ABX.HE.AA.06-2 SP JPM / DCR (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (000000000) | |||||||
| KINBANE DAC KINBN 2024 RPL2A A 144A / ABS-MBS (ACI2S5NF1) | |||||||
| RBSSP RESECURITIZATION TRUST RBSSP 2011 3 2A2 144A / ABS-MBS (74930NAD1) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A R / ABS-MBS (ACI2Q4L01) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A / ABS-MBS (67448LAA0) | |||||||
| CDX EM34 ICE / DCR (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 PT 144A / ABS-MBS (36269VAQ4) | |||||||
| CDX EM41 ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.58600 08/19/24-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 16 A20 / ABS-MBS (12669G3N9) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A BV 144A / ABS-CBDO (03332AAC4) | |||||||
| ABX.HE.AA.06-2 SP JPM / DCR (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (80287LAC3) | |||||||
| FNMA POOL 606787 FN 10/31 FIXED 6.5 / ABS-MBS (31388KCY6) | |||||||
| RFR USD SOFR/3.59900 08/28/24-10Y LCH / DIR (000000000) | |||||||
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 3A1 / ABS-MBS (46627MBU0) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4 / ABS-O (146919AD7) | |||||||
| GNMA II POOL MA9722 G2 06/54 FIXED 4 / ABS-MBS (36179YYT5) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA B 144A / ABS-MBS (ACI2N0NK6) | |||||||
| BOUGHT TRY SOLD USD 20250820 / DFE (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (80287LAC3) | |||||||
| FNMA POOL 606787 FN 10/31 FIXED 6.5 / ABS-MBS (31388KCY6) | |||||||
| RFR USD SOFR/3.59900 08/28/24-10Y LCH / DIR (000000000) | |||||||
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 3A1 / ABS-MBS (46627MBU0) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4 / ABS-O (146919AD7) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A E / ABS-O (21050QAF4) | |||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A / ABS-CBDO (03330HAA5) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CMBX.NA.AAA.8 SP CBK / DCR (000000000) | |||||||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (000000000) | |||||||
| ARI FLEET LEASE TRUST ARIFL 2025 A A2 144A / ABS-O (04033CAB2) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A E / ABS-O (21050QAF4) | |||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A / ABS-CBDO (03330HAA5) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 B 144A / ABS-O (69544MAB5) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A2 / ABS-O (14076LAB9) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290503 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 B 144A / ABS-O (69544MAB5) | |||||||
| FNMA POOL BY6093 FN 09/53 FIXED 6.5 / ABS-MBS (3140NNXX8) | |||||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 1A1 / ABS-MBS (05949CEA0) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A A 144A / ABS-MBS (ACI2PHLX1) | |||||||
| FNMA POOL DA1681 FN 10/53 FIXED 6.5 / ABS-MBS (3140A12P1) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 C 144A / ABS-O (69544MAC3) | |||||||
| ARBOUR CLO ARBR 7A BR 144A / ABS-CBDO (ACI2S2B53) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAA4) | |||||||
| ABX.HE.AAA.07-2 SP MYC / DCR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A / ABS-CBDO (05682EAN3) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 1A / ABS-MBS (86359BFY2) | |||||||
| RENAISSANCE HOME EQUITY LOAN T RAMC 2005 4 A5 / ABS-MBS (759950FZ6) | |||||||
| ROUNDSTONE SECURITIES RNST 2A C 144A / ABS-MBS (ACI2NGCN7) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A2 144A / ABS-O (21056DAB6) | |||||||
| RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (000000000) | |||||||
| CTEV / Claritev Corporation | |||||||
| MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A / ABS-CBDO (56608KAW3) | |||||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 C 144A / ABS-O (69544MAC3) | |||||||
| ARBOUR CLO ARBR 7A BR 144A / ABS-CBDO (ACI2S2B53) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| FNMA POOL BY6093 FN 09/53 FIXED 6.5 / ABS-MBS (3140NNXX8) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAA4) | |||||||
| RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 2R 23A2 144A / ABS-MBS (12648EJA1) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 7F 4A1 / ABS-MBS (362341NF2) | |||||||
| RFR USD SOFR/3.50000 06/21/23-3Y LCH / DIR (000000000) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M3 / ABS-MBS (59020UUY9) | |||||||
| COLOMBIA LA SP BPS / DCR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (83207QAA7) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA C 144A / ABS-MBS (ACI2N0N18) | |||||||
| ACHV ABS TRUST ACHV 2024 3AL A 144A / ABS-O (00092KAA2) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAA4) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (16144LAC0) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2B 144A / ABS-O (96042YAC7) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A / ABS-MBS (74939FAA5) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| OIS MXN TIIE1/8.99000 12/24/24-5Y* CME / DIR (000000000) | |||||||
| APEX CREDIT CLO LLC APEXC 2024 1A A1 144A / ABS-CBDO (03753AAA8) | |||||||
| FNMA POOL BY2591 FN 10/53 FIXED 6 / ABS-MBS (3140NJ2Z6) | |||||||
| REACH FINANCIAL LLC REACH 2024 2A A 144A / ABS-O (75525HAA8) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A / ABS-O (37988XAB1) | |||||||
| FED HM LN PC POOL QH8919 FR 01/54 FIXED 6.5 / ABS-MBS (3133CM4C5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (694961AA1) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2B 144A / ABS-O (96042YAC7) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A / ABS-MBS (74939FAA5) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) | |||||||
| ISRAEL GOVT EM SP CBK / DCR (000000000) | |||||||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (50201QAL8) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A / ABS-O (19425MAB4) | |||||||
| MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (55821LAJ3) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 3 M7 / ABS-MBS (9497ENAG8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (21050UAB4) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 / ABS-O (21050QAB3) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2 / ABS-O (10806EAB0) | |||||||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251202 / DFE (000000000) | |||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8) | |||||||
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A / ABS-CBDO (04822JAA4) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A / ABS-O (30339EAB4) | |||||||
| ABX.HE.AAA.06-2 SP MYC / DCR (000000000) | |||||||
| POLARIS PLRS 2021 1 A REGS / ABS-MBS (ACI1Z5KF8) | |||||||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A / ABS-O (89616PAA1) | |||||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (ACI2T3G55) | |||||||
| OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 1A1 / ABS-MBS (05948XXW6) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A / ABS-MBS (173112AS2) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A / ABS-MBS (173112AS2) | |||||||
| CMBX.NA.AAA.10 SP MYC / DCR (000000000) | |||||||
| CMBX.NA.AAA.10 SP MYC / DCR (000000000) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A / ABS-O (30339EAB4) | |||||||
| ABX.HE.AAA.06-2 SP MYC / DCR (000000000) | |||||||
| POLARIS PLRS 2021 1 A REGS / ABS-MBS (ACI1Z5KF8) | |||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | |||||||
| KENTMERE KMR 3A R 144A / ABS-MBS (ACI2RTSJ7) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| OZLME OZLME 4A AR 144A / ABS-CBDO (ACI2W69B9) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) | |||||||
| RFRF USD SF+26.161/0.7* 07/28/23-7Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.73000 08/03/23-10Y LCH / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | |||||||
| KENTMERE KMR 3A R 144A / ABS-MBS (ACI2RTSJ7) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| OZLME OZLME 4A AR 144A / ABS-CBDO (ACI2W69B9) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| AQFIT 2025 1 B 144A AQFIT 2025 1 B 144A / ABS-MBS (955WAKII2) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| PFP III PFP 2024 11 A 144A / ABS-MBS (69291WAA0) | |||||||
| RFR USD SOFR/3.99400 07/02/24-10Y LCH / DIR (000000000) | |||||||
| SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (81124UAW4) | |||||||
| 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD / DIR (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (78397XAB0) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A B / ABS-MBS (ACI2Q4L43) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PQ4) | |||||||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (15186PAA6) | |||||||
| AQFIT 2025 1 B 144A AQFIT 2025 1 B 144A / ABS-MBS (955WAKII2) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| PFP III PFP 2024 11 A 144A / ABS-MBS (69291WAA0) | |||||||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A3 / ABS-O (14689MAC4) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A / ABS-MBS (89183EAA9) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 SA 144A / ABS-MBS (52475VAT5) | |||||||
| BOUGHT KWD SOLD USD 20260617 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (03329LAS0) | |||||||
| US TREASURY N/B 03/26 4.5 / DBT (91282CKH3) | |||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (000000000) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A / ABS-MBS (22758HAA8) | |||||||
| GROSVENOR PLACE CLO GROSV 2024 2A A 144A / ABS-CBDO (ACI2RYX19) | |||||||
| CMBX.NA.AAA.12 SP GST / DCR (000000000) | |||||||
| ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (00092BAA2) | |||||||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A3 / ABS-O (14689MAC4) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (883932AN5) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (883932AN5) | |||||||
| BCAP LLC TRUST BCAP 2006 AA1 A1 / ABS-MBS (055294AA0) | |||||||
| BCAP LLC TRUST BCAP 2006 AA1 A1 / ABS-MBS (055294AA0) | |||||||
| PRP ADVISORS, LLC PRPM 2025 NQM1 A1 144A / ABS-MBS (74391EAA9) | |||||||
| RIPON MORTGAGES RIPON 2025 1A D 144A / ABS-MBS (ACI2V58Z0) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL DB1377 FN 04/54 FIXED 6.5 / ABS-MBS (3140AAQ75) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A / ABS-MBS (22757BAA2) | |||||||
| OIS MXN TIIE1/9.02000 12/23/24-5Y* CME / DIR (000000000) | |||||||
| IRS ZAR 8.42100 08/04/23-5Y CME / DIR (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.30000 12/02/24-29Y* CME / DIR (000000000) | |||||||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A / ABS-MBS (06745JAM7) | |||||||
| FNMA POOL 735391 FN 12/34 FIXED VAR / ABS-MBS (31402Q7C9) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A / ABS-O (21050UAC2) | |||||||
| MAN EURO CLO MECLO 2023 1A A 144A / ABS-CBDO (ACI2KHWL0) | |||||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | |||||||
| 31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000 / DFE (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A G 144A / ABS-MBS (ACI2PMHL1) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A D 144A / ABS-O (210927AE9) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2005 1 M6 / ABS-MBS (31659TDF9) | |||||||
| FNMA POOL 735391 FN 12/34 FIXED VAR / ABS-MBS (31402Q7C9) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A / ABS-O (21050UAC2) | |||||||
| MAN EURO CLO MECLO 2023 1A A 144A / ABS-CBDO (ACI2KHWL0) | |||||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.7* 09/25/23-7Y CME / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A1 / ABS-MBS (12668AFG5) | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME / DIR (000000000) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.7* 09/25/23-7Y CME / DIR (000000000) | |||||||
| MASTR ASSET BACKED SECURITIES MABS 2005 HE1 M5 / ABS-MBS (57643LJJ6) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 1A1 / ABS-MBS (05948XXW6) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| MASTR ASSET BACKED SECURITIES MABS 2005 HE1 M5 / ABS-MBS (57643LJJ6) | |||||||
| IRS EUR 2.75000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A / ABS-O (16144YAB4) | |||||||
| IRS EUR 2.75000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A / ABS-O (16144YAB4) | |||||||
| AT&T INC SNR S* ICE / DCR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (000000000) | |||||||
| TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A / ABS-MBS (ACI2M6698) | |||||||
| TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A / ABS-MBS (ACI2M6698) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | |||||||
| IRS EUR 2.77000 04/16/24-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.95000 09/13/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.15000 04/22/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | |||||||
| IRS EUR 2.77000 04/16/24-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.95000 09/13/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.15000 04/22/24-10Y LCH / DIR (000000000) | |||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A4 / ABS-O (14689MAD2) | |||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (78436RAE0) | |||||||
| ROMARK CREDIT FUNDING LTD RCF 2020 1A AV 144A / ABS-CBDO (77588EAA5) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A4 / ABS-O (14689MAD2) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A C 144A / ABS-O (210927AD1) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A / ABS-O (96043CAB6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A C 144A / ABS-O (210927AD1) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A / ABS-O (96043CAB6) | |||||||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | |||||||
| REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) | |||||||
| XS2066744231 / Carnival PLC | |||||||
| RFR USD SOFR/4.39250 10/25/23-10Y LCH / DIR (000000000) | |||||||
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 3 2M2 / ABS-MBS (004375BS9) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL MA5280 FN 02/44 FIXED 6.5 / ABS-MBS (31418E2N9) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (26846VAA2) | |||||||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | |||||||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (000000000) | |||||||
| MADISON PARK FUNDING LTD MDPK 2016 24A AR2 144A / ABS-CBDO (55820NAW1) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (03331KAJ8) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A B 144A / ABS-O (210928AC1) | |||||||
| CMBX.NA.AS.6 SP MYC / DCR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A / ABS-MBS (74390KAK4) | |||||||
| RESIDENTIAL ASSET SECURITIZATI RAST 2004 A8 A5 / ABS-MBS (45660N4M4) | |||||||
| VERAISON RE LTD UNSECURED 144A 03/33 VAR / DBT (92335TAE9) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B3 144A / ABS-MBS (64830TBJ6) | |||||||
| RFR USD SOFR/3.75000 06/20/24-4Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (03331KAJ8) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (21050QAG2) | |||||||
| ABX.HE.AAA.07-2 SP BOA / DCR (000000000) | |||||||
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR / DBT (27332EAA9) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A B 144A / ABS-O (210928AC1) | |||||||
| CMBX.NA.AS.6 SP MYC / DCR (000000000) | |||||||
| RFR USD SOFR/3.80000 08/22/23-7Y LCH / DIR (000000000) | |||||||
| US90015LAB36 / Export Credit Bank of Turkey | |||||||
| RFR USD SOFR/3.80000 08/22/23-7Y LCH / DIR (000000000) | |||||||
| US90015LAB36 / Export Credit Bank of Turkey | |||||||
| DURHAM MORTGAGES DRHM 2024 BA X 144A / ABS-MBS (ACI2QV5B5) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A / ABS-MBS (67448MAA8) | |||||||
| RFR USD SOFR/3.50000 07/12/24-8Y CME / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A1 / ABS-MBS (362341SB6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A C 144A / ABS-O (21055PAD6) | |||||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A C 144A / ABS-O (21055PAD6) | |||||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (00833BAA6) | |||||||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAP9) | |||||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | |||||||
| DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | |||||||
| DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A2 / ABS-MBS (126694EJ3) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2008 1 3A1 / ABS-MBS (88522UAE7) | |||||||
| RFR USD SOFR/3.87000 10/17/23-30Y LCH / DIR (000000000) | |||||||
| CONSTELLATION OIL D SHS WARRNT WARRYU9O1 / DE (000000000) | |||||||
| SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A / ABS-CBDO (87169VAS4) | |||||||
| IRS EUR 2.54700 03/09/23-10Y LCH / DIR (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A / ABS-O (805922AC5) | |||||||
| SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A / ABS-CBDO (87169VAS4) | |||||||
| IRS EUR 2.54700 03/09/23-10Y LCH / DIR (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A / ABS-O (805922AC5) | |||||||
| RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT 03/60 5.39 / ABS-O (39571NAE6) | |||||||
| RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| BARROW FUNDING PLC BARRO 1A Z 144A / ABS-MBS (ACI2P7X44) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 6 1A1 / ABS-MBS (07386HDZ1) | |||||||
| RFR USD SOFR/2.70000 07/21/23-5Y LCH / DIR (000000000) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (505712AB5) | |||||||
| RFR USD SOFR/3.48500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 5 1A4 / ABS-MBS (05950NAD0) | |||||||
| GREENSKY HOME IMPROVEMENT 03/60 5.39 / ABS-O (39571NAE6) | |||||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 CERT 144A / ABS-O (69546YAF8) | |||||||
| SOLD PEN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL1 SA 144A / ABS-MBS (36268LAH7) | |||||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (69547DAA4) | |||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300513 / DFE (000000000) | |||||||
| ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.70000 05/13/24-3Y CME / DIR (000000000) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAM6) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 CERT 144A / ABS-O (69546YAF8) | |||||||
| FED HM LN PC POOL ZS0503 FR 06/30 FIXED 6.5 / ABS-MBS (3132A0RY4) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A / ABS-O (16144CAC0) | |||||||
| BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON A 144A / ABS-O (08860AAA7) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A5 / ABS-MBS (86359BNX5) | |||||||
| RFR USD SOFR/3.51453 09/03/24-4Y* LCH / DIR (000000000) | |||||||
| GMF CANADA LEASING TRUST GCOLT 2024 1A A3 144A / ABS-O (36252MDG2) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A / ABS-O (78450PAB1) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 3.45000 10/20/23-5Y LCH / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A / ABS-O (78450PAB1) | |||||||
| OIS MXN TIIE1+24/8.55* 12/18/25-3Y* CME / DIR (000000000) | |||||||
| TESLA AUTO LEASE TRUST TESLA 2024 B A2A 144A / ABS-O (881934AB9) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | |||||||
| BOEING CO/THE SNR S* ICE / DCR (000000000) | |||||||
| OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (67571GAB8) | |||||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (161917AB5) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (14319UAG5) | |||||||
| RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | |||||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (45833UAM3) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA F 144A / ABS-MBS (ACI2QV5G4) | |||||||
| FNMA POOL 535889 FN 04/31 FIXED VAR / ABS-MBS (31384WKA7) | |||||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (39526JAA9) | |||||||
| MORGAN STANLEY REREMIC TRUST MSRR 2015 R2 2B 144A / ABS-MBS (61690HAH2) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| MORGAN STANLEY REREMIC TRUST MSRR 2015 R2 2B 144A / ABS-MBS (61690HAH2) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL5 PT 144A / ABS-MBS (362951AR6) | |||||||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000) | |||||||
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR / DBT (89141WAH5) | |||||||
| ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A3 / ABS-O (02007NAC2) | |||||||
| RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (000000000) | |||||||
| AEGIS ASSET BACKED SECURITIES AABST 2005 1 M6 / ABS-MBS (00764MEQ6) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (05685AAQ1) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| CHARTER COMM OPETING LLC 2024 TERM LOAN B5 / LON (16117LCE7) | |||||||
| CHARTER COMM OPETING LLC 2024 TERM LOAN B5 / LON (16117LCE7) | |||||||
| RIPON MORTGAGES RIPON 2025 1A C 144A / ABS-MBS (ACI2V59B2) | |||||||
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX4 M4 / ABS-MBS (76110W6C5) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| ORANGE CAPITAL RE DAC 01/27 1 / DBT (ACI2L70B8) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2005 5 1A2 / ABS-MBS (863576AB0) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2005 5 1A2 / ABS-MBS (863576AB0) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| IRS EUR 2.95000 10/27/22-7Y* LCH / DIR (000000000) | |||||||
| VALLEY FUNDING PLC VFUND 1A C 144A / ABS-MBS (ACI2SNZ69) | |||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A3 / ABS-MBS (07386RAC3) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| IRS EUR 2.95000 10/27/22-6Y* LCH / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.95000 10/27/22-6Y* LCH / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR28 2A3 / ABS-MBS (22541NNR6) | |||||||
| ADJ / Adler Group S.A. | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 1A2 / ABS-MBS (05948XXX4) | |||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | |||||||
| RNHB B.V. GALIBIER DPF221 RR / DBT (ACI2QBKL0) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 25 A13 / ABS-MBS (126694HS0) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A / ABS-MBS (748949AA2) | |||||||
| THORNBURG MORTGAGE SECURITIES TMST 2005 1 A1 / ABS-MBS (885220GZ0) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (903724CC4) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A / ABS-MBS (03466DAA0) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A / ABS-MBS (03466DAA0) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (000000000) | |||||||
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (15487CAA1) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 8A4 / ABS-MBS (576433LK0) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A BR 144A / ABS-CBDO (ACI2S29G2) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 11 A2 / ABS-MBS (12544LAB7) | |||||||
| CQS US CLO LTD CQS 2021 1A AR 144A / ABS-CBDO (12659UAL6) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (36272GAC3) | |||||||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (000000000) | |||||||
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (15487CAA1) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 8A4 / ABS-MBS (576433LK0) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A2 / ABS-O (80287NAB1) | |||||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (01F070682) | |||||||
| BARROW FUNDING PLC BARRO 1A E / ABS-MBS (ACI2P7X69) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A / ABS-MBS (749420AA3) | |||||||
| RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 3A1 / ABS-MBS (05946XXP3) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (ACI2Q9953) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A2R 144A / ABS-CBDO (05684RAN2) | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (05684RAL6) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (05684RAL6) | |||||||
| AGL CLO 14, LTD. AGL 2021 14A AR 144A / ABS-CBDO (00851WAL3) | |||||||
| IMPAC CMB TRUST IMM 2004 7 M2 / ABS-MBS (45254NKL0) | |||||||
| AGL CLO 14, LTD. AGL 2021 14A AR 144A / ABS-CBDO (00851WAL3) | |||||||
| IMPAC CMB TRUST IMM 2004 7 M2 / ABS-MBS (45254NKL0) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (ACI2W0KY9) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (39571MAC2) | |||||||
| FNMA POOL 337790 FN 02/26 FIXED 6.5 / ABS-MBS (31375LF75) | |||||||
| TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A / ABS-CBDO (89641CAU5) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| WINSTON RE LTD UNSECURED 144A 02/31 VAR / DBT (975660AB7) | |||||||
| VALLEY FUNDING PLC VFUND 1A RC 144A / ABS-MBS (ACI2SP013) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (000000000) | |||||||
| RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 8 1A2 / ABS-MBS (86359BWC1) | |||||||
| CMBX.NA.AAA.11 SP SAL / DCR (000000000) | |||||||
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 1 5A1 / ABS-MBS (073880AM8) | |||||||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (758983AA8) | |||||||
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A / ABS-O (91682PAA6) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 8 1A2 / ABS-MBS (86359BWC1) | |||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (000000000) | |||||||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (000000000) | |||||||
| IRS EUR 2.50000 10/27/22-27Y* LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 8CB A11 / ABS-MBS (02150FAL4) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (034942AA0) | |||||||
| RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (000000000) | |||||||
| IRS EUR 2.76000 03/04/24-10Y LCH / DIR (000000000) | |||||||
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS2 M6 / ABS-MBS (76112BKG4) | |||||||
| GSAA HOME EQUITY TRUST GSAA 2006 15 AF5 / ABS-MBS (3622E8AE5) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2011 13R 1A2 144A / ABS-MBS (12646AAC6) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES1 A1A 144A / ABS-MBS (89183CAA3) | |||||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (000000000) | |||||||
| BANC AMER ALTERNATIVE LN 2003 10 CL0 / ABS-MBS (000000000) | |||||||
| IRS EUR 2.76000 03/04/24-10Y LCH / DIR (000000000) | |||||||
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS2 M6 / ABS-MBS (76112BKG4) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (30336CAE5) | |||||||
| ICG US CLO LTD ICG 2015 2RA A1R 144A / ABS-CBDO (44933WAL3) | |||||||
| ICG US CLO LTD ICG 2015 2RA A1R 144A / ABS-CBDO (44933WAL3) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| RNHB B.V. GALIBIER DPF211 RR / DBT (ACI2QBKJ5) | |||||||
| AQFIT 2025 1 A 144A / ABS-MBS (955WCLII8) | |||||||
| OIS MXN TIIE1/9.13500 01/02/25-5Y* CME / DIR (000000000) | |||||||
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A / ABS-CBDO (55953HBD4) | |||||||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | |||||||
| OIS MXN TIIE1/9.13500 01/02/25-5Y* CME / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 26 2A1 / ABS-MBS (126694MY1) | |||||||
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A / ABS-CBDO (55953HBD4) | |||||||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A / ABS-O (69546QAA6) | |||||||
| MNSH / MNSN Holdings Inc. | |||||||
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 D A3 / ABS-O (89239TAD4) | |||||||
| CMBX.NA.AAA.8 SP UAG / DCR (000000000) | |||||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (000000000) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AF1 AV1A / ABS-MBS (59023RAG4) | |||||||
| BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A / ABS-CBDO (09628VAW4) | |||||||
| OIS CAD CAONREPO/3.4000 06/20/14-15Y CME / DIR (000000000) | |||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000) | |||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A3 144A / ABS-O (96043CAD2) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/46 7.75 / DBT (ACI2ML745) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (69544QAA8) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A / ABS-MBS (749414AA6) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| FNMA POOL 576124 FN 06/31 FIXED 6.5 / ABS-MBS (31386XAZ9) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 L 2A1 / ABS-MBS (05949CPG5) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| FNMA POOL DA0049 FN 09/53 FIXED 6.5 / ABS-MBS (3140A0BT5) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (31568AAB2) | |||||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (ACI2S2BG9) | |||||||
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A / ABS-CBDO (ACI2S1SP3) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A E 144A / ABS-O (210927AK5) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| FNMA POOL 576124 FN 06/31 FIXED 6.5 / ABS-MBS (31386XAZ9) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A / ABS-MBS (22757GAC7) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A / ABS-MBS (693989AA3) | |||||||
| ABX--0A08AGAD6-20380125 / DCR (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (78436RAE0) | |||||||
| CMBX.NA.AAA.9 SP DUB / DCR (000000000) | |||||||
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (000000000) | |||||||
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (000000000) | |||||||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000) | |||||||
| KENTMERE KMR 3A A 144A / ABS-MBS (ACI2RTSC2) | |||||||
| KENTMERE KMR 3A A 144A / ABS-MBS (ACI2RTSC2) | |||||||
| RFR USD SOFR/4.45000 11/01/23-10Y LCH / DIR (000000000) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S11 3A3 / ABS-MBS (92922FGY8) | |||||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.45000 11/01/23-10Y LCH / DIR (000000000) | |||||||
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 13 2A12 / ABS-MBS (41161PWC3) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 4 A2A / ABS-O (14290DAB7) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (78437VAE0) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (78437VAE0) | |||||||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (88631YAL1) | |||||||
| TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A / ABS-O (76088YAA8) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 1A1 / ABS-MBS (36228FMM5) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| MLCC MORTGAGE INVESTORS INC MLCC 2007 3 2A1 / ABS-MBS (59022XAC1) | |||||||
| IRS EUR 1.75000 09/21/22-5Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME / DIR (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ACE SECURITIES CORP. ACE 2007 HE2 A1 / ABS-MBS (00443PAA7) | |||||||
| BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON B 144A / ABS-O (08860AAB5) | |||||||
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A8CB A7 / ABS-MBS (45660LSV2) | |||||||
| ABX.HE.AAA.07-1 SP CBK / DCR (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CE0) | |||||||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (000000000) | |||||||
| ICG US CLO LTD ICG 2021 1A A1R 144A / ABS-CBDO (449303AL0) | |||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (000000000) | |||||||
| ABX.HE.AAA.07-1 SP CBK / DCR (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CE0) | |||||||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.75 06/16/21-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL DA5111 FN 12/53 FIXED 6.5 / ABS-MBS (3140A5VD7) | |||||||
| FNMA POOL 633864 FN 03/32 FIXED 6.5 / ABS-MBS (31389SFD1) | |||||||
| ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (000000000) | |||||||
| VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (92332YAE1) | |||||||
| ZCS BRL 10.20325 04/02/24-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.20325 04/02/24-01/04/27 CME / DIR (000000000) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAF3) | |||||||
| FNMA POOL DA5932 FN 01/54 FIXED 6.5 / ABS-MBS (3140A6SW7) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A B 144A / ABS-O (37989AAG9) | |||||||
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A1 / ABS-MBS (939336D42) | |||||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 2A A1 144A / ABS-O (52611JAA8) | |||||||
| PROJECT PANAMA SPV LLC CR LKD NTSER 2024 1 144A / ABS-O (000000000) | |||||||
| 3175AC950 PIMCO CAP USD 0.026175 USD SOFR COMP / DIR (000000000) | |||||||
| ABX.HE.AAA.06-2 SP MEI / DCR (000000000) | |||||||
| 3175AC950 PIMCO CAP USD 0.026175 USD SOFR COMP / DIR (000000000) | |||||||
| FNMA POOL MA5421 FN 07/54 FIXED 6 / ABS-MBS (31418FAX5) | |||||||
| FNMA POOL MA5421 FN 07/54 FIXED 6 / ABS-MBS (31418FAX5) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (88429PAU6) | |||||||
| TARANIS REINSURANCE DAC TARANIS REINSURANCE DAC / DBT (ACI2LHCP2) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR -0.23000 07/29/20-5Y LCH / DIR (000000000) | |||||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (07304LAC5) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR -0.23000 07/29/20-5Y LCH / DIR (000000000) | |||||||
| IMPAC CMB TRUST IMM 2005 4 1M3 / ABS-MBS (45254NPJ0) | |||||||
| FED HM LN PC POOL QH5196 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHXZ3) | |||||||
| IRS ZAR 8.41500 08/04/23-5Y CME / DIR (000000000) | |||||||
| VALLEY FUNDING PLC 05/66 0 / ABS-MBS (ACI2SPFW9) | |||||||
| VALLEY FUNDING PLC 05/66 0 / ABS-MBS (ACI2SPFW9) | |||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 25T1 A4 / ABS-MBS (12667GRE5) | |||||||
| RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A / ABS-O (69544AAA3) | |||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (000000000) | |||||||
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (82812LAN9) | |||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A R 144A / ABS-O (21056EAL2) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR27 1A1 / ABS-MBS (45660LN88) | |||||||
| BUMPER BUMP 2024 NL1 A REGS / ABS-O (ACI2QYK06) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A1 / ABS-MBS (06050HKP2) | |||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (000000000) | |||||||
| RNHB B.V. GALIBIER?CRE / DBT (ACI2QBKX4) | |||||||
| BLETCHLEY PARK FUNDING BPKF 2024 1 A REGS / ABS-MBS (ACI2Q8963) | |||||||
| ARES CLO LTD ARES 2017 45A BR 144A / ABS-CBDO (04016QAG1) | |||||||
| PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (74448LAA6) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (891944AA8) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A3 / ABS-O (30165BAC7) | |||||||
| IRS EUR -0.32900 03/09/21-5Y* LCH / DIR (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (37989EAC0) | |||||||
| IRS EUR -0.32900 03/09/21-5Y* LCH / DIR (000000000) | |||||||
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (26244RAF8) | |||||||
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (090975AA1) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 6A B4A 144A / ABS-MBS (64830BBS5) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2015 4 B2 144A / ABS-MBS (89171UAL3) | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2015 4 B2 144A / ABS-MBS (89171UAL3) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (21050QAD9) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 26A 5A / ABS-MBS (86359AT78) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (000000000) | |||||||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (00792MAA1) | |||||||
| RFR USD SOFR/3.88500 07/12/24-10Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (03332DAA2) | |||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000) | |||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.70 12/18/20-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 22T1 A4 / ABS-MBS (12667GGR8) | |||||||
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R5 M2 / ABS-MBS (03072SRY3) | |||||||
| RFRF USD SF+26.161/0.70 12/18/20-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 22T1 A4 / ABS-MBS (12667GGR8) | |||||||
| FNMA POOL DA1048 FN 10/53 FIXED 6.5 / ABS-MBS (3140A1EW3) | |||||||
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R5 M2 / ABS-MBS (03072SRY3) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 SA 144A / ABS-MBS (36269VAH4) | |||||||
| HAYFIN EMERALD CLO HAYEM 14A A 144A / ABS-CBDO (ACI2SSWQ7) | |||||||
| FNMA POOL DA0582 FN 09/53 FIXED 6.5 / ABS-MBS (3140A0UG2) | |||||||
| IRS ZAR 8.38000 08/04/23-5Y CME / DIR (000000000) | |||||||
| HAYFIN EMERALD CLO HAYEM 14A A 144A / ABS-CBDO (ACI2SSWQ7) | |||||||
| BARROW FUNDING PLC BARRO 1A D / ABS-MBS (ACI2P7XN2) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 2A2 / ABS-MBS (05950RBC2) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A6 / ABS-MBS (126694EN4) | |||||||
| ZCS BRL 9.99764 08/04/23-01/04/27 CME / DIR (000000000) | |||||||
| CORPTB9D9 / DBT (954VMHII9) | |||||||
| CORPTB9D9 / DBT (954VMHII9) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MF4 / ABS-MBS (126673JF0) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| FORD MOTOR COMPANY SNR S* ICE / DCR (000000000) | |||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (BP7M6FII1) | |||||||
| FORD MOTOR COMPANY SNR S* ICE / DCR (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A / ABS-MBS (92540HAA4) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A / ABS-MBS (92540HAA4) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL1 A1 144A / ABS-MBS (69392FAA5) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL1 SA 144A / ABS-MBS (62956EAL7) | |||||||
| ARMOR RE II LTD UNSECURED 144A 01/32 VAR / DBT (04227FAF2) | |||||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A E 144A / ABS-O (21056EAK4) | |||||||
| RFR USD SOFR/3.49500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 1A B2 144A / ABS-MBS (64829JAW3) | |||||||
| RFR USD SOFR/1.75000 06/15/22-5Y CME / DIR (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE4 M3 / ABS-MBS (073879TV0) | |||||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL2 SA 144A / ABS-MBS (62956GAL2) | |||||||
| ISRAEL GOVT EM SP BRC / DCR (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURIT 06/48 1 / ABS-MBS (ACI2PHN19) | |||||||
| RFR USD SOFR/1.75000 06/15/22-5Y CME / DIR (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE4 M3 / ABS-MBS (073879TV0) | |||||||
| WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) | |||||||
| SABINE RE LTD UNSECURED 144A 04/31 VAR / DBT (785628AA6) | |||||||
| FNMA POOL 621586 FN 12/31 FIXED 6.5 / ABS-MBS (31389CRF8) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 9 MF2 / ABS-MBS (126673GC0) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A3 144A / ABS-O (96042YAD5) | |||||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (38013KAD2) | |||||||
| OIS MXN TIIE1+24/8.41* 12/11/25-0Y* CME / DIR (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.6* 7/20/23-6Y* CME / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300514 / DFE (000000000) | |||||||
| RFR USD SOFR/3.66500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.6* 7/20/23-6Y* CME / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300514 / DFE (000000000) | |||||||
| RFR USD SOFR/3.66500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA R 144A / ABS-MBS (ACI2QV5J8) | |||||||
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A3 144A / ABS-O (78437PAC7) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (64134MAJ5) | |||||||
| MFRA TRUST MFRA 2024 RPL1 A1 144A / ABS-MBS (55287AAA3) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A13 / ABS-MBS (16163FAN5) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A BR 144A / ABS-CBDO (05685AAU2) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAJ8) | |||||||
| RFR USD SOFR/3.71500 08/07/24-10Y LCH / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300516 / DFE (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAJ8) | |||||||
| RFR USD SOFR/3.71500 08/07/24-10Y LCH / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300516 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (83207VAA6) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (83207VAA6) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A5 1A / ABS-MBS (5899293M8) | |||||||
| GREYWOLF CLO LTD GWOLF 2020 3RA A2R2 144A / ABS-CBDO (39809CBA1) | |||||||
| RFR USD SOFR/3.70000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| CENDANT MORTGAGE CORPORATION CDMC 2003 6 A5 / ABS-MBS (15132EEB0) | |||||||
| FED HM LN PC POOL ZS4219 FR 12/35 FIXED 6.5 / ABS-MBS (3132A4VL9) | |||||||
| NRPLM TRUST SERIES NRPLM 2024 RPL1 CERT 144A / ABS-MBS (62956LAA5) | |||||||
| IRS EUR -0.15500 07/27/20-5Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 7 1A1 / ABS-MBS (12669FXH1) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 26A 1A / ABS-MBS (86359AS20) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 26A 1A / ABS-MBS (86359AS20) | |||||||
| FNMA POOL FS3393 FN 10/52 FIXED VAR / ABS-MBS (3140XJXX6) | |||||||
| ZCS BRL 10.072 03/27/24-01/04/27 CME / DIR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (05684AAY5) | |||||||
| FNMA POOL 733869 FN 12/32 FIXED 6.5 / ABS-MBS (31402NJN9) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A / ABS-MBS (67119DAA6) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| TRALEE CLO LTD TRAL 2018 5A A1RR 144A / ABS-CBDO (89300JBA5) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A R / ABS-MBS (ACI2Q4L01) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 9A 1A1 / ABS-MBS (86359ARC9) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3 / ABS-O (802920AD0) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 9A 1A1 / ABS-MBS (86359ARC9) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A / ABS-MBS (67448LAA0) | |||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | |||||||
| CDX EM34 ICE / DCR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 PT 144A / ABS-MBS (36269VAQ4) | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS3 M6 / ABS-MBS (76112BLN8) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A9 / ABS-MBS (161631AJ5) | |||||||
| AMSURG EQUITY EQTYAS910 / EC (902RDL901) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290503 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | |||||||
| CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR / DBT (159873AA6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A1 144A / ABS-O (21056DAA8) | |||||||
| SOLD PEN BOUGHT USD 20250807 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B5B 144A / ABS-MBS (64830MEC3) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B A2 144A / ABS-O (80280BAA6) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A3 144A / ABS-O (29375QAC2) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL2 SA 144A / ABS-MBS (362961AH7) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 1A1 / ABS-MBS (05949CEA0) | |||||||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (30336CAC9) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/2.90000 04/04/22-6Y* LCH / DIR (000000000) | |||||||
| GREAT AMERICA LEASING RECEIVAB GALC 2024 2 A2 144A / ABS-O (39154GAB2) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (30336CAC9) | |||||||
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 2 M6 / ABS-MBS (691215BC0) | |||||||
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 2 M6 / ABS-MBS (691215BC0) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (693581AA8) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (693581AA8) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CF7) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (78437VAC4) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CF7) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A A 144A / ABS-MBS (ACI2PHLX1) | |||||||
| FNMA POOL DA1681 FN 10/53 FIXED 6.5 / ABS-MBS (3140A12P1) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A XS2 144A / ABS-MBS (ACI2PHLY9) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (78437VAC4) | |||||||
| GNMA II POOL MA9485 G2 02/54 FIXED 4 / ABS-MBS (36179YRE6) | |||||||
| GNMA II POOL MA9485 G2 02/54 FIXED 4 / ABS-MBS (36179YRE6) | |||||||
| RFR USD SOFR/1.00000 06/15/22-7Y CME / DIR (000000000) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M3 / ABS-MBS (59020UUY9) | |||||||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (000000000) | |||||||
| RNHB B.V. GALIBIER DPF222 RR / DBT (ACI2QBJY4) | |||||||
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M5 / ABS-MBS (61744CPL4) | |||||||
| RFR USD SOFR/1.00000 06/15/22-7Y CME / DIR (000000000) | |||||||
| CMBX.NA.AAA.8 SP MYC / DCR (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (83207QAA7) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA C 144A / ABS-MBS (ACI2N0N18) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (000000000) | |||||||
| LEHMAN MORTGAGE TRUST LMT 2007 5 5A1 / ABS-MBS (52521RBN0) | |||||||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| ACHV ABS TRUST ACHV 2024 3AL A 144A / ABS-O (00092KAA2) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 8 B1 / ABS-MBS (576433RB4) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| LENDMARK FUNDING TRUST LFT 2024 2A A 144A / ABS-O (52590AAA2) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (68377TAA6) | |||||||
| ISRAEL GOVT EM SP CBK / DCR (000000000) | |||||||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (50201QAL8) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A / ABS-O (19425MAB4) | |||||||
| MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (55821LAJ3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A / ABS-O (14688XAB3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (14687RAC5) | |||||||
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (67118PAA0) | |||||||
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (62432UAN1) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M5 / ABS-MBS (64352VKX8) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A C / ABS-MBS (ACI2Q4LQ4) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J1 1A6 / ABS-MBS (12668BKC6) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (ACI2RC930) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (ACI2RC930) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A2 144A / ABS-O (210927AB5) | |||||||
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 3 M7 / ABS-MBS (9497ENAG8) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A2 / ABS-O (802919AB6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (21050UAB4) | |||||||
| RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (000000000) | |||||||
| SUBCALIDORA 2 2024 EUR TERM LOAN / LON (BA0007DG2) | |||||||
| 31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (800130AN6) | |||||||
| OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A2 144A / ABS-O (446144AC1) | |||||||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A2 144A / ABS-O (446144AC1) | |||||||
| CDX EM41 ICE / DCR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (83407UAD0) | |||||||
| M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A / ABS-O (55376YAB1) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 AE 144A / ABS-MBS (05494AAA7) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A / ABS-O (98164HAB4) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A / ABS-O (98164HAB4) | |||||||
| RFR USD SOFR/2.64500 07/24/24-2Y LCH / DIR (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A / ABS-MBS (92540MAA3) | |||||||
| RFR USD SOFR/3.58600 08/19/24-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 16 A20 / ABS-MBS (12669G3N9) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A / ABS-MBS (92540MAA3) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA Z 144A / ABS-MBS (ACI2QV5K5) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA Z 144A / ABS-MBS (ACI2QV5K5) | |||||||
| NMLT TRUST NLT 2023 1 A1 144A / ABS-MBS (62917MAA1) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A BV 144A / ABS-CBDO (03332AAC4) | |||||||
| ABX.HE.AA.06-2 SP JPM / DCR (000000000) | |||||||
| NMLT TRUST NLT 2023 1 A1 144A / ABS-MBS (62917MAA1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A B 144A / ABS-O (21056EAC2) | |||||||
| RFRF USD SF+26.161/0.7* 07/28/23-7Y CME / DIR (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (80287LAC3) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 1A1 / ABS-MBS (863579JD1) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 1A1 / ABS-MBS (863579JD1) | |||||||
| FNMA POOL 606787 FN 10/31 FIXED 6.5 / ABS-MBS (31388KCY6) | |||||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.73000 08/03/23-10Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (000000000) | |||||||
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 3A1 / ABS-MBS (46627MBU0) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4 / ABS-O (146919AD7) | |||||||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (000000000) | |||||||
| GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (39573AAB8) | |||||||
| GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (39573AAB8) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A / ABS-MBS (89183EAA9) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 11 A10 / ABS-MBS (12544LAK7) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 SA 144A / ABS-MBS (52475VAT5) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 11 A10 / ABS-MBS (12544LAK7) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A / ABS-MBS (362948AA9) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A E / ABS-O (21050QAF4) | |||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | |||||||
| BOUGHT KWD SOLD USD 20260617 / DFE (000000000) | |||||||
| 3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO / DIR (000000000) | |||||||
| 3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO / DIR (000000000) | |||||||
| GNMA II POOL MA9665 G2 05/54 FIXED 4 / ABS-MBS (36179YW26) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A / ABS-CBDO (03330HAA5) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (03329LAS0) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (14688NAD1) | |||||||
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| GNMA II POOL MA9665 G2 05/54 FIXED 4 / ABS-MBS (36179YW26) | |||||||
| US TREASURY N/B 03/26 4.5 / DBT (91282CKH3) | |||||||
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 A 144A / ABS-O (69544PAA0) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL4 A1 144A / ABS-MBS (74143RAA1) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2025 NQM1 A1 144A / ABS-MBS (74391EAA9) | |||||||
| RIPON MORTGAGES RIPON 2025 1A D 144A / ABS-MBS (ACI2V58Z0) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (03331XAA9) | |||||||
| RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME / DIR (000000000) | |||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2B 144A / ABS-O (96042YAC7) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A / ABS-MBS (74939FAA5) | |||||||
| CDX HY43 5Y ICE / DCR (000000000) | |||||||
| RNHB B.V. 01/27 1 / DBT (ACI2QBKK2) | |||||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL MA5280 FN 02/44 FIXED 6.5 / ABS-MBS (31418E2N9) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (26846VAA2) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR25 1A2 / ABS-MBS (22541NEF2) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (30166UAB6) | |||||||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (000000000) | |||||||
| MADISON PARK FUNDING LTD MDPK 2016 24A AR2 144A / ABS-CBDO (55820NAW1) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A / ABS-O (30339EAB4) | |||||||
| ABX.HE.AAA.06-2 SP MYC / DCR (000000000) | |||||||
| POLARIS PLRS 2021 1 A REGS / ABS-MBS (ACI1Z5KF8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (21050QAG2) | |||||||
| ABX.HE.AAA.07-2 SP BOA / DCR (000000000) | |||||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | |||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (29390HAB5) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A / ABS-MBS (924926AA6) | |||||||
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR / DBT (27332EAA9) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A3 / ABS-MBS (863579DU9) | |||||||
| AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (00177LAJ9) | |||||||
| AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (00177LAJ9) | |||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | |||||||
| KENTMERE KMR 3A R 144A / ABS-MBS (ACI2RTSJ7) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| OZLME OZLME 4A AR 144A / ABS-CBDO (ACI2W69B9) | |||||||
| RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (000000000) | |||||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (000000000) | |||||||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A3 144A / ABS-O (88164AAC8) | |||||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.15500 10/02/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | |||||||
| AQFIT 2025 1 B 144A AQFIT 2025 1 B 144A / ABS-MBS (955WAKII2) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A1 / ABS-MBS (362341SB6) | |||||||
| RFR USD SOFR/4.15500 10/02/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | |||||||
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A1 / ABS-MBS (32056JAD6) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 5 2A1 / ABS-MBS (12637VAC1) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| PFP III PFP 2024 11 A 144A / ABS-MBS (69291WAA0) | |||||||
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A1 / ABS-MBS (32056JAD6) | |||||||
| RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20251113 / DFE (000000000) | |||||||
| IRS ZAR 8.54300 08/04/23-5Y CME / DIR (000000000) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAP9) | |||||||
| ABX.HE.AAA.07-1 SP GST / DCR (000000000) | |||||||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (89289EBL7) | |||||||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A3 / ABS-O (14689MAC4) | |||||||
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (000000000) | |||||||
| ESKOM GG LOAN SNR EM SP DUB / DCR (000000000) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (883932AN5) | |||||||
| FED HM LN PC POOL QH3540 FR 11/53 FIXED 6.5 / ABS-MBS (3133CF4Z9) | |||||||
| RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (000000000) | |||||||
| FED HM LN PC POOL QH3540 FR 11/53 FIXED 6.5 / ABS-MBS (3133CF4Z9) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (04227FAE5) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A2 / ABS-MBS (126694EJ3) | |||||||
| RFR USD SOFR/3.52738 09/03/24-25Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.52738 09/03/24-25Y* CME / DIR (000000000) | |||||||
| BCAP LLC TRUST BCAP 2006 AA1 A1 / ABS-MBS (055294AA0) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (16144LAB2) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (16144LAB2) | |||||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A2 144A / ABS-O (41284LAH7) | |||||||
| CHASE FUNDING LOAN ACQUISITION CFLAT 2003 C1 1A4 / ABS-MBS (161542CN3) | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (09709AAC6) | |||||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A2 144A / ABS-O (41284LAH7) | |||||||
| CHASE FUNDING LOAN ACQUISITION CFLAT 2003 C1 1A4 / ABS-MBS (161542CN3) | |||||||
| RFR USD SOFR/2.70000 07/21/23-5Y LCH / DIR (000000000) | |||||||
| NATURE COAST RE LTD UNSECURED 144A 12/30 VAR / DBT (63901CAA9) | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (09709AAC6) | |||||||
| SOLD PEN BOUGHT USD 20250710 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251119 / DFE (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A R 144A / ABS-MBS (ACI2V5FG4) | |||||||
| RIPON MORTGAGES RIPON 2025 1A R 144A / ABS-MBS (ACI2V5FG4) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL1 SA 144A / ABS-MBS (36268LAH7) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (69547DAA4) | |||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300513 / DFE (000000000) | |||||||
| BARROW FUNDING PLC 11/62 0 / ABS-MBS (ACI2P8113) | |||||||
| FNMA POOL 735391 FN 12/34 FIXED VAR / ABS-MBS (31402Q7C9) | |||||||
| ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAM6) | |||||||
| OIS MXN TIIE1+24/9.32* 12/18/25-5Y* CME / DIR (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A / ABS-O (16144CAC0) | |||||||
| OIS MXN TIIE1+24/9.32* 12/18/25-5Y* CME / DIR (000000000) | |||||||
| ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A / ABS-O (21050UAC2) | |||||||
| MAN EURO CLO MECLO 2023 1A A 144A / ABS-CBDO (ACI2KHWL0) | |||||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.65000 07/10/23-10Y LCH / DIR (000000000) | |||||||
| BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON A 144A / ABS-O (08860AAA7) | |||||||
| RFR USD SOFR/3.65000 07/10/23-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.7* 09/25/23-7Y CME / DIR (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 2 A1 / ABS-MBS (863579KG2) | |||||||
| MASTR ASSET BACKED SECURITIES MABS 2005 HE1 M5 / ABS-MBS (57643LJJ6) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 2 A1 / ABS-MBS (863579KG2) | |||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| IRS EUR 2.75000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A A 144A / ABS-MBS (ACI2Q4KY8) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A / ABS-O (16144YAB4) | |||||||
| TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A / ABS-MBS (ACI2M6698) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | |||||||
| IRS EUR 2.77000 04/16/24-5Y LCH / DIR (000000000) | |||||||
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A / ABS-CBDO (97314DAN8) | |||||||
| OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (67571GAB8) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (161917AB5) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (14319UAG5) | |||||||
| RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.10 SP JPS / DCR (000000000) | |||||||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (000000000) | |||||||
| RFR USD SOFR/3.95000 09/13/23-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (14689MAB6) | |||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000) | |||||||
| ZCS BRL 9.89906 08/03/23-01/02/26 CME / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (14689MAB6) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A4 / ABS-O (14689MAD2) | |||||||
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A1 / ABS-MBS (61751GAB3) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A / ABS-MBS (69391YAA5) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A / ABS-MBS (69391YAA5) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL5 PT 144A / ABS-MBS (362951AR6) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (75525PAA0) | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A C 144A / ABS-O (210927AD1) | |||||||
| SOLD PEN BOUGHT USD 20251103 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A / ABS-CBDO (ACI2RRG21) | |||||||
| RIPON MORTGAGES RIPON 2025 1A C 144A / ABS-MBS (ACI2V59B2) | |||||||
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX4 M4 / ABS-MBS (76110W6C5) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A / ABS-O (96043CAB6) | |||||||
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) | |||||||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (000000000) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (30340RAB2) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (30340RAB2) | |||||||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3 / ABS-O (14076LAC7) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (000000000) | |||||||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A4 / ABS-MBS (316599AE9) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3 / ABS-O (14076LAC7) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 2 1A / ABS-MBS (31659EAA6) | |||||||
| RFRF USD SF+26.161/1.60 8/15/23-4Y* CME / DIR (000000000) | |||||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (42815KAD4) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (000000000) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 2 1A / ABS-MBS (31659EAA6) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A3 / ABS-MBS (07386RAC3) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (03331KAJ8) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A B 144A / ABS-O (210928AC1) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A B / ABS-MBS (ACI2PHLZ6) | |||||||
| PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (69392MAA0) | |||||||
| CMBX.NA.AS.6 SP MYC / DCR (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A B / ABS-MBS (ACI2PHLZ6) | |||||||
| HOMEBANC MORTGAGE TRUST HMBT 2005 1 M5 / ABS-MBS (43739EAW7) | |||||||
| HOMEBANC MORTGAGE TRUST HMBT 2005 1 M5 / ABS-MBS (43739EAW7) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A / ABS-O (78437KAC8) | |||||||
| RFR USD SOFR/3.30000 06/14/23-10Y LCH / DIR (000000000) | |||||||
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (52603DAA1) | |||||||
| RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A2 144A / ABS-MBS (12654PAB4) | |||||||
| FED HM LN PC POOL QH4857 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHME2) | |||||||
| RFR USD SOFR/3.80000 08/22/23-7Y LCH / DIR (000000000) | |||||||
| RNHB B.V. GALIBIER DPF221 RR / DBT (ACI2QBKL0) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 25 A13 / ABS-MBS (126694HS0) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A / ABS-MBS (748949AA2) | |||||||
| RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (000000000) | |||||||
| US90015LAB36 / Export Credit Bank of Turkey | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BARROW FUNDING PLC BARRO 1A A 144A / ABS-MBS (ACI2P7WZ6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A C 144A / ABS-O (21055PAD6) | |||||||
| FREMONT HOME LOAN TRUST FHLT 2005 B M6 / ABS-MBS (35729PKA7) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A2 144A / ABS-O (39571NAB2) | |||||||
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| BARROW FUNDING PLC BARRO 1A A 144A / ABS-MBS (ACI2P7WZ6) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A2 144A / ABS-O (39571NAB2) | |||||||
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A BR 144A / ABS-CBDO (ACI2S29G2) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (36272GAC3) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A2 / ABS-O (80287NAB1) | |||||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | |||||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (01F070682) | |||||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | |||||||
| DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) | |||||||
| 3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) | |||||||
| 3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (ACI2Q9953) | |||||||
| SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A / ABS-CBDO (87169VAS4) | |||||||
| IRS EUR 2.54700 03/09/23-10Y LCH / DIR (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A / ABS-O (805922AC5) | |||||||
| RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT 03/60 5.39 / ABS-O (39571NAE6) | |||||||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (ACI2W0KY9) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (39571MAC2) | |||||||
| FNMA POOL 337790 FN 02/26 FIXED 6.5 / ABS-MBS (31375LF75) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A3 / ABS-O (14319EAE6) | |||||||
| VALLEY FUNDING PLC VFUND 1A RC 144A / ABS-MBS (ACI2SP013) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 CERT 144A / ABS-O (69546YAF8) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A3 / ABS-O (14319EAE6) | |||||||
| ARBOUR CLO ARBR 11A AR / ABS-CBDO (ACI2P5HV6) | |||||||
| ARBOUR CLO ARBR 11A AR / ABS-CBDO (ACI2P5HV6) | |||||||
| CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (223920AA7) | |||||||
| CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (223920AA7) | |||||||
| FED HM LN PC POOL QH7815 FR 01/54 FIXED 6.5 / ABS-MBS (3133CLVG8) | |||||||
| ALAMO RE LTD UNSECURED 144A 06/26 VAR / DBT (011395AQ3) | |||||||
| RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.11 SP SAL / DCR (000000000) | |||||||
| ALAMO RE LTD UNSECURED 144A 06/26 VAR / DBT (011395AQ3) | |||||||
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 1 5A1 / ABS-MBS (073880AM8) | |||||||
| IRS EUR 2.50000 10/27/22-27Y* LCH / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 32CB A14 / ABS-MBS (02147XAP2) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 32CB A14 / ABS-MBS (02147XAP2) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (03328QBL4) | |||||||
| MARATHON CLO LTD MCLO 2019 1A AAR2 144A / ABS-CBDO (56579ABJ8) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (03328QBL4) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A2 / ABS-O (30165BAB9) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A / ABS-O (78450PAB1) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A2 / ABS-O (30165BAB9) | |||||||
| RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (000000000) | |||||||
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR / DBT (65480CAJ4) | |||||||
| RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (000000000) | |||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (000000000) | |||||||
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR / DBT (65480CAJ4) | |||||||
| RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (000000000) | |||||||
| JP MORGAN SEASONED MORTGAGE TR JPSMT 2024 1 A3 144A / ABS-MBS (61777HAE5) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A2 / ABS-MBS (059522BD3) | |||||||
| CMBX.NA.AS.6 SP DUB / DCR (000000000) | |||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| VSTRONG AUTO RECEIVABLES TRUST VSTRG 2024 A A2 144A / ABS-O (92891PAC7) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 5A A2 144A / ABS-O (16144QAB1) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 5A A2 144A / ABS-O (16144QAB1) | |||||||
| MORGAN STANLEY REREMIC TRUST MSRR 2015 R2 2B 144A / ABS-MBS (61690HAH2) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 BA A3 144A / ABS-O (345214BV1) | |||||||
| STEELE CREEK CLO LTD STCR 2018 1A A 144A / ABS-CBDO (85815CAA7) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 BA A3 144A / ABS-O (345214BV1) | |||||||
| STEELE CREEK CLO LTD STCR 2018 1A A 144A / ABS-CBDO (85815CAA7) | |||||||
| MEXICO LA SP GST / DCR (000000000) | |||||||
| MEXICO LA SP GST / DCR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A / ABS-O (69546QAA6) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| CMBX.NA.AAA.8 SP UAG / DCR (000000000) | |||||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| CHARTER COMM OPETING LLC 2024 TERM LOAN B5 / LON (16117LCE7) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AF1 AV1A / ABS-MBS (59023RAG4) | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/46 7.75 / DBT (ACI2ML745) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (69544QAA8) | |||||||
| NEW YORK MORTGAGE TRUST NYMT 2024 INV1 A1 144A / ABS-MBS (62956XAA9) | |||||||
| RFR USD SOFR/3.90000 04/15/24-10Y LCH / DIR (000000000) | |||||||
| COLOMBIA LA SP CBK / DCR (000000000) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2005 5 1A2 / ABS-MBS (863576AB0) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 L 2A1 / ABS-MBS (05949CPG5) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (ACI2S2BG9) | |||||||
| RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (000000000) | |||||||
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A / ABS-CBDO (ACI2S1SP3) | |||||||
| ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (00190YBP9) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| IRS EUR 2.95000 10/27/22-6Y* LCH / DIR (000000000) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A / ABS-MBS (22757GAC7) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 B / ABS-O (802919AD2) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 B / ABS-O (802919AD2) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A E 144A / ABS-MBS (ACI2PHLV5) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.50000 06/22/23-7Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 06/22/23-7Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 30CB 1A8 / ABS-MBS (12667GXS7) | |||||||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (000000000) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A / ABS-MBS (03466DAA0) | |||||||
| ABX.HE.AAA.07-2 SP ULO / DCR (000000000) | |||||||
| ABX.HE.AAA.07-2 SP ULO / DCR (000000000) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A D / ABS-MBS (ACI2Q4LP6) | |||||||
| RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH / DIR (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 AC7 A2 / ABS-MBS (073879MZ8) | |||||||
| ABX.HE.AA.07-1 SP ULO / DCR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| AU3FN0029609 / AAI Ltd | |||||||
| ABX.HE.AA.07-1 SP ULO / DCR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| AU3FN0029609 / AAI Ltd | |||||||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (000000000) | |||||||
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (15487CAA1) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 8A4 / ABS-MBS (576433LK0) | |||||||
| PRP ADVISORS, LLC PRPM 2025 4 A1 144A / ABS-MBS (69382KAA6) | |||||||
| ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (000000000) | |||||||
| DRYDEN SENIOR LOAN FUND DRSLF 2016 43A AR3 144A / ABS-CBDO (26245CBQ5) | |||||||
| APIDOS CLO LTD APID 2012 11A AR4 144A / ABS-CBDO (03763YBY1) | |||||||
| APIDOS CLO LTD APID 2012 11A AR4 144A / ABS-CBDO (03763YBY1) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 1A1 / ABS-MBS (36228FMM5) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL2 A1 144A / ABS-MBS (36269MAA9) | |||||||
| ZCS BRL 10.05205 08/02/23-01/02/26 CME / DIR (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 1.75000 09/21/22-5Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A / ABS-O (14687WAB6) | |||||||
| ICG US CLO LTD ICG 2021 1A A1R 144A / ABS-CBDO (449303AL0) | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (05684RAL6) | |||||||
| AGL CLO 14, LTD. AGL 2021 14A AR 144A / ABS-CBDO (00851WAL3) | |||||||
| RFRF USD SF+26.161/0.75 06/16/21-10Y LCH / DIR (000000000) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A4 144A / ABS-O (876692AD6) | |||||||
| FNMA POOL DA5111 FN 12/53 FIXED 6.5 / ABS-MBS (3140A5VD7) | |||||||
| FNMA POOL 633864 FN 03/32 FIXED 6.5 / ABS-MBS (31389SFD1) | |||||||
| ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (000000000) | |||||||
| VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (92332YAE1) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL2 A1 144A / ABS-MBS (36269MAA9) | |||||||
| ZCS BRL 10.05205 08/02/23-01/02/26 CME / DIR (000000000) | |||||||
| IMPAC CMB TRUST IMM 2004 7 M2 / ABS-MBS (45254NKL0) | |||||||
| GNMA II POOL MA9722 G2 06/54 FIXED 4 / ABS-MBS (36179YYT5) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA B 144A / ABS-MBS (ACI2N0NK6) | |||||||
| SOLD PEN BOUGHT USD 20251110 / DFE (000000000) | |||||||
| FED HM LN PC POOL ZI5095 FR 07/36 FIXED 6.5 / ABS-MBS (3131WHUU9) | |||||||
| SOLD PEN BOUGHT USD 20251110 / DFE (000000000) | |||||||
| FED HM LN PC POOL ZI5095 FR 07/36 FIXED 6.5 / ABS-MBS (3131WHUU9) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250820 / DFE (000000000) | |||||||
| FNMA POOL DA5932 FN 01/54 FIXED 6.5 / ABS-MBS (3140A6SW7) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797LW5) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797LW5) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| FNMA POOL BY9280 FN 10/53 FIXED 6 / ABS-MBS (3140NSJ21) | |||||||
| ABX.HE.AAA.06-2 SP MEI / DCR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 8 1A2 / ABS-MBS (86359BWC1) | |||||||
| FNMA POOL BY9280 FN 10/53 FIXED 6 / ABS-MBS (3140NSJ21) | |||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (000000000) | |||||||
| IRS EUR 2.76000 03/04/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (000000000) | |||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (000000000) | |||||||
| AVOCA STATIC CLO AVOST 1A BR 144A / ABS-CBDO (ACI2S1QG5) | |||||||
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 11A1 / ABS-MBS (07384M2V3) | |||||||
| AVOCA STATIC CLO AVOST 1A BR 144A / ABS-CBDO (ACI2S1QG5) | |||||||
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 11A1 / ABS-MBS (07384M2V3) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 5F 4A1 / ABS-MBS (36242D6X6) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 5F 4A1 / ABS-MBS (36242D6X6) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A2 / ABS-O (14076LAB9) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS2 M6 / ABS-MBS (76112BKG4) | |||||||
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (82812LAN9) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (891944AA8) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | |||||||
| ICG US CLO LTD ICG 2015 2RA A1R 144A / ABS-CBDO (44933WAL3) | |||||||
| OIS MXN TIIE1/9.13500 01/02/25-5Y* CME / DIR (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A3 / ABS-O (30165BAC7) | |||||||
| VALLEY FUNDING PLC VFUND 1A Z 144A / ABS-MBS (ACI2SNZ44) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (37989EAC0) | |||||||
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (26244RAF8) | |||||||
| VALLEY FUNDING PLC VFUND 1A Z 144A / ABS-MBS (ACI2SNZ44) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 B 144A / ABS-O (69544AAB1) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (090975AA1) | |||||||
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A / ABS-CBDO (55953HBD4) | |||||||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 B 144A / ABS-O (69544AAB1) | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (21050QAD9) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M6 / ABS-MBS (61744CNG7) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M6 / ABS-MBS (61744CNG7) | |||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A RC / ABS-O (ACI2M18T3) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251110 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A RC / ABS-O (ACI2M18T3) | |||||||
| RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251110 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | |||||||
| RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 2R 23A2 144A / ABS-MBS (12648EJA1) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 SA 144A / ABS-MBS (36269VAH4) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 7F 4A1 / ABS-MBS (362341NF2) | |||||||
| RFR USD SOFR/3.50000 06/21/23-3Y LCH / DIR (000000000) | |||||||
| FNMA POOL 576124 FN 06/31 FIXED 6.5 / ABS-MBS (31386XAZ9) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MF4 / ABS-MBS (126673JF0) | |||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (BP7M6FII1) | |||||||
| OIS MXN TIIE1/8.99000 12/24/24-5Y* CME / DIR (000000000) | |||||||
| APEX CREDIT CLO LLC APEXC 2024 1A A1 144A / ABS-CBDO (03753AAA8) | |||||||
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (000000000) | |||||||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (000000000) | |||||||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (000000000) | |||||||
| FNMA POOL BY2591 FN 10/53 FIXED 6 / ABS-MBS (3140NJ2Z6) | |||||||
| KENTMERE KMR 3A A 144A / ABS-MBS (ACI2RTSC2) | |||||||
| RFR USD SOFR/4.45000 11/01/23-10Y LCH / DIR (000000000) | |||||||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 2 A 144A / ABS-O (75907AAA1) | |||||||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 2 A 144A / ABS-O (75907AAA1) | |||||||
| REACH FINANCIAL LLC REACH 2024 2A A 144A / ABS-O (75525HAA8) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A4 144A / ABS-O (39571XAD6) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL1 A1 144A / ABS-MBS (69392FAA5) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL1 SA 144A / ABS-MBS (62956EAL7) | |||||||
| ARMOR RE II LTD UNSECURED 144A 01/32 VAR / DBT (04227FAF2) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (78437VAE0) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 1A B2 144A / ABS-MBS (64829JAW3) | |||||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | |||||||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A / ABS-O (37988XAB1) | |||||||
| FED HM LN PC POOL QH8919 FR 01/54 FIXED 6.5 / ABS-MBS (3133CM4C5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (694961AA1) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | |||||||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A / ABS-O (89616PAA1) | |||||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (ACI2T3G55) | |||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.73500 01/23/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.73500 01/23/24-10Y LCH / DIR (000000000) | |||||||
| ABX.HE.AAA.07-1 SP CBK / DCR (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CE0) | |||||||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (000000000) | |||||||
| OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| FNMA POOL 621586 FN 12/31 FIXED 6.5 / ABS-MBS (31389CRF8) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A13 / ABS-MBS (16163FAN5) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A BR 144A / ABS-CBDO (05685AAU2) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A / ABS-MBS (67118RAA6) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A / ABS-O (14687VAC6) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (75888TAL9) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| 3175AC950 PIMCO CAP USD 0.026175 USD SOFR COMP / DIR (000000000) | |||||||
| FNMA POOL MA5421 FN 07/54 FIXED 6 / ABS-MBS (31418FAX5) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A5 1A / ABS-MBS (5899293M8) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (78397XAB0) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A B / ABS-MBS (ACI2Q4L43) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| IRS EUR -0.23000 07/29/20-5Y LCH / DIR (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PQ4) | |||||||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (15186PAA6) | |||||||
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A / ABS-CBDO (63942YAA2) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A A3 144A / ABS-O (37989AAE4) | |||||||
| DOMIVEST B.V. DOMI 2024 1 A REGS / ABS-MBS (ACI2P94C4) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2004 7 1A1 / ABS-MBS (12669FXH1) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A / ABS-MBS (67119DAA6) | |||||||
| TRALEE CLO LTD TRAL 2018 5A A1RR 144A / ABS-CBDO (89300JBA5) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3 / ABS-O (802920AD0) | |||||||
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A / ABS-CBDO (63942YAA2) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A A3 144A / ABS-O (37989AAE4) | |||||||
| DOMIVEST B.V. DOMI 2024 1 A REGS / ABS-MBS (ACI2P94C4) | |||||||
| TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A / ABS-CBDO (89640YBN3) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (92538XAA3) | |||||||
| VALLEY FUNDING PLC 05/66 0 / ABS-MBS (ACI2SPFW9) | |||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A / ABS-CBDO (89640YBN3) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (92538XAA3) | |||||||
| OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (000000000) | |||||||
| OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A1 144A / ABS-O (210927AA7) | |||||||
| GOLDEN BAR SECURITISATION GOLDB 2023 2 A REGS / ABS-O (ACI2KTMD3) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| IRS EUR -0.32900 03/09/21-5Y* LCH / DIR (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2015 4 B2 144A / ABS-MBS (89171UAL3) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A1 144A / ABS-O (210927AA7) | |||||||
| GOLDEN BAR SECURITISATION GOLDB 2023 2 A REGS / ABS-O (ACI2KTMD3) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.30000 12/02/24-29Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| TRAINER WORTHAM FIRST REPUBLIC TRAIN 2004 5A A2 144A / ABS-CBDO (89288FAB8) | |||||||
| RFR USD SOFR/3.60243 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR / DBT (159873AA6) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| TRAINER WORTHAM FIRST REPUBLIC TRAIN 2004 5A A2 144A / ABS-CBDO (89288FAB8) | |||||||
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A2 / ABS-O (26207AAC7) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 A SA 144A / ABS-MBS (17295GAD4) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A B 144A / ABS-CBDO (ACI2TS586) | |||||||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A / ABS-MBS (06745JAM7) | |||||||
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A2 / ABS-O (26207AAC7) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 A SA 144A / ABS-MBS (17295GAD4) | |||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.70 12/18/20-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 22T1 A4 / ABS-MBS (12667GGR8) | |||||||
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R5 M2 / ABS-MBS (03072SRY3) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A1 144A / ABS-O (21056DAA8) | |||||||
| SOLD PEN BOUGHT USD 20250807 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL2 SA 144A / ABS-MBS (362961AH7) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A B 144A / ABS-CBDO (ACI2TS586) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) | |||||||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (224939AB4) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) | |||||||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (224939AB4) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 11A A 144A / ABS-CBDO (03330KAA8) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 11A A 144A / ABS-CBDO (03330KAA8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A D 144A / ABS-O (21056EAE8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A D 144A / ABS-O (21056EAE8) | |||||||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300515 / DFE (000000000) | |||||||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (000000000) | |||||||
| HAYFIN EMERALD CLO HAYEM 14A A 144A / ABS-CBDO (ACI2SSWQ7) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A1 / ABS-MBS (12668AFG5) | |||||||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300515 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/2.90000 04/04/22-6Y* LCH / DIR (000000000) | |||||||
| NEW YORK NY NYC 02/55 FIXED 6.385 / DBT (64966SNJ1) | |||||||
| NEW YORK NY NYC 02/55 FIXED 6.385 / DBT (64966SNJ1) | |||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (000000000) | |||||||
| CORPTB9D9 / DBT (954VMHII9) | |||||||
| FORD MOTOR COMPANY SNR S* ICE / DCR (000000000) | |||||||
| AT&T INC SNR S* ICE / DCR (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A / ABS-MBS (92540HAA4) | |||||||
| RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251119 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251119 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CMBX.NA.AAA.8 SP MYC / DCR (000000000) | |||||||
| ROMARK CREDIT FUNDING LTD RCF 2020 1A AV 144A / ABS-CBDO (77588EAA5) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE4 M3 / ABS-MBS (073879TV0) | |||||||
| CIM TRUST CIM 2025 R1 A1 144A / ABS-MBS (12575LAA1) | |||||||
| CIM TRUST CIM 2025 R1 A1 144A / ABS-MBS (12575LAA1) | |||||||
| SOLD KWD BOUGHT USD 20300514 / DFE (000000000) | |||||||
| RFR USD SOFR/3.66500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| VERAISON RE LTD UNSECURED 144A 03/33 VAR / DBT (92335TAE9) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B3 144A / ABS-MBS (64830TBJ6) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAJ8) | |||||||
| RFR USD SOFR/3.71500 08/07/24-10Y LCH / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300516 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (83207VAA6) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| OIS CAD CAONREPO/3.0000 03/19/12-15Y CME / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A / ABS-MBS (67448MAA8) | |||||||
| RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (000000000) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 26A 1A / ABS-MBS (86359AS20) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (00833BAA6) | |||||||
| REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (75888TAL9) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 BA A1 144A / ABS-O (345214BR0) | |||||||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (000000000) | |||||||
| 31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 BA A1 144A / ABS-O (345214BR0) | |||||||
| RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (000000000) | |||||||
| PROJECT HUDSON II FIXED TERM LOAN / ABS-MBS (BA0004RR0) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A / ABS-MBS (89183FAP3) | |||||||
| PROJECT HUDSON II FIXED TERM LOAN / ABS-MBS (BA0004RR0) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A / ABS-MBS (89183FAP3) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 9A 1A1 / ABS-MBS (86359ARC9) | |||||||
| CDX EM41 ICE / DCR (000000000) | |||||||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.58600 08/19/24-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 16 A20 / ABS-MBS (12669G3N9) | |||||||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A BV 144A / ABS-CBDO (03332AAC4) | |||||||
| ABX.HE.AA.06-2 SP JPM / DCR (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (80287LAC3) | |||||||
| FNMA POOL 606787 FN 10/31 FIXED 6.5 / ABS-MBS (31388KCY6) | |||||||
| RFR USD SOFR/3.59900 08/28/24-10Y LCH / DIR (000000000) | |||||||
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 3A1 / ABS-MBS (46627MBU0) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4 / ABS-O (146919AD7) | |||||||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| JPMMT 2025 LTV2 JPMMT 2025 LTV2 PT 144A / ABS-MBS (955UAOII8) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/1.60000 01/16/24-2Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 5 1A4 / ABS-MBS (05950NAD0) | |||||||
| JPMMT 2025 LTV2 JPMMT 2025 LTV2 PT 144A / ABS-MBS (955UAOII8) | |||||||
| IRS ZAR 8.46000 08/02/23-5Y CME / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D R 144A / ABS-O (78450PAF2) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D R 144A / ABS-O (78450PAF2) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A E / ABS-O (21050QAF4) | |||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | |||||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL ZS0503 FR 06/30 FIXED 6.5 / ABS-MBS (3132A0RY4) | |||||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A / ABS-CBDO (03330HAA5) | |||||||
| CUMULUS STATIC CLO CMLST 2024 1A A 144A / ABS-CBDO (ACI2NK2H2) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A5 / ABS-MBS (86359BNX5) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (30336CAC9) | |||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | |||||||
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 2 M6 / ABS-MBS (691215BC0) | |||||||
| OIS MXN TIIE1+24/8.55* 12/18/25-3Y* CME / DIR (000000000) | |||||||
| TESLA AUTO LEASE TRUST TESLA 2024 B A2A 144A / ABS-O (881934AB9) | |||||||
| TRINITAS EURO CLO TRNTE 1A AR 144A / ABS-CBDO (ACI2XTDT4) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 B 144A / ABS-O (69544MAB5) | |||||||
| TRINITAS EURO CLO TRNTE 1A AR 144A / ABS-CBDO (ACI2XTDT4) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (693581AA8) | |||||||
| DLLMT LLC DLLMT 2024 1A A2 144A / ABS-O (23347AAC5) | |||||||
| IRS EUR 0.83000 12/09/42-10Y LCH / DIR (000000000) | |||||||
| BOEING CO/THE SNR S* ICE / DCR (000000000) | |||||||
| DLLMT LLC DLLMT 2024 1A A2 144A / ABS-O (23347AAC5) | |||||||
| IRS EUR 0.83000 12/09/42-10Y LCH / DIR (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CF7) | |||||||
| FNMA POOL BY6093 FN 09/53 FIXED 6.5 / ABS-MBS (3140NNXX8) | |||||||
| BOUGHT TRY SOLD USD 20250710 / DFE (000000000) | |||||||
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A / ABS-CBDO (ACI2VQ1V0) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (78437VAC4) | |||||||
| GNMA II POOL MA9485 G2 02/54 FIXED 4 / ABS-MBS (36179YRE6) | |||||||
| RFR USD SOFR/1.00000 06/15/22-7Y CME / DIR (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 10R 2A2 144A / ABS-MBS (12649BAG2) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 10R 2A2 144A / ABS-MBS (12649BAG2) | |||||||
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR / DBT (89141WAH5) | |||||||
| ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A3 / ABS-O (02007NAC2) | |||||||
| RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (000000000) | |||||||
| CDX IG43 5Y ICE / DCR (000000000) | |||||||
| ORANGE CAPITAL RE DAC 01/27 1 / DBT (ACI2L70B8) | |||||||
| AMERICAN AIRLINES INC 2025 TERM LOAN / LON (02376CBS3) | |||||||
| AMERICAN AIRLINES INC 2025 TERM LOAN / LON (02376CBS3) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 9.87397 08/03/23-01/02/26 CME / DIR (000000000) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAA4) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| ZCS BRL 9.87397 08/03/23-01/02/26 CME / DIR (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 10 A11 144A / ABS-MBS (46658LAX9) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (88430TAQ4) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 10 A11 144A / ABS-MBS (46658LAX9) | |||||||
| SOLD PEN BOUGHT USD 20251110 / DFE (000000000) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (88430TAQ4) | |||||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | |||||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | |||||||
| ROUNDSTONE SECURITIES RNST 2A R / ABS-MBS (ACI2NGCQ0) | |||||||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | |||||||
| ROUNDSTONE SECURITIES RNST 2A R / ABS-MBS (ACI2NGCQ0) | |||||||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (ACI2RC930) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2B 144A / ABS-O (96042YAC7) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A / ABS-MBS (74939FAA5) | |||||||
| RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (000000000) | |||||||
| DILOSK RMBS DILSK 10 A REGS / ABS-MBS (ACI2R6TY3) | |||||||
| DILOSK RMBS DILSK 10 A REGS / ABS-MBS (ACI2R6TY3) | |||||||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR28 2A3 / ABS-MBS (22541NNR6) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) | |||||||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| ADJ / Adler Group S.A. | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250829 / DFE (000000000) | |||||||
| ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 11 A2 / ABS-MBS (12544LAB7) | |||||||
| SOLD PEN BOUGHT USD 20250829 / DFE (000000000) | |||||||
| ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A / ABS-O (30339EAB4) | |||||||
| ABX.HE.AAA.06-2 SP MYC / DCR (000000000) | |||||||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A2 144A / ABS-O (446144AC1) | |||||||
| POLARIS PLRS 2021 1 A REGS / ABS-MBS (ACI1Z5KF8) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A / ABS-O (98164HAB4) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A / ABS-MBS (92540MAA3) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (000000000) | |||||||
| RBSSP RESECURITIZATION TRUST RBSSP 2009 6 1A2 144A / ABS-MBS (74928XAF8) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (000000000) | |||||||
| RBSSP RESECURITIZATION TRUST RBSSP 2009 6 1A2 144A / ABS-MBS (74928XAF8) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA Z 144A / ABS-MBS (ACI2QV5K5) | |||||||
| NMLT TRUST NLT 2023 1 A1 144A / ABS-MBS (62917MAA1) | |||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | |||||||
| KENTMERE KMR 3A R 144A / ABS-MBS (ACI2RTSJ7) | |||||||
| OZLME OZLME 4A AR 144A / ABS-CBDO (ACI2W69B9) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 1A1 / ABS-MBS (863579JD1) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 5A B4B 144A / ABS-MBS (64829XBV3) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 5A B4B 144A / ABS-MBS (64829XBV3) | |||||||
| AQFIT 2025 1 B 144A AQFIT 2025 1 B 144A / ABS-MBS (955WAKII2) | |||||||
| GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (39573AAB8) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 11 A10 / ABS-MBS (12544LAK7) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (03331FAA8) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (03331FAA8) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| PFP III PFP 2024 11 A 144A / ABS-MBS (69291WAA0) | |||||||
| TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A / ABS-CBDO (89641CAU5) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| 3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO / DIR (000000000) | |||||||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| GNMA II POOL MA9665 G2 05/54 FIXED 4 / ABS-MBS (36179YW26) | |||||||
| PERFORMER FUNDING PERFF 1A E 144A / ABS-O (ACI2M19Z8) | |||||||
| PERFORMER FUNDING PERFF 1A E 144A / ABS-O (ACI2M19Z8) | |||||||
| FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (000000000) | |||||||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A3 / ABS-O (14689MAC4) | |||||||
| ROLLS-ROYCE PLC SNR SE ICE / DCR (000000000) | |||||||
| ROLLS-ROYCE PLC SNR SE ICE / DCR (000000000) | |||||||
| RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (000000000) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (883932AN5) | |||||||
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A / ABS-O (91682PAA6) | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (000000000) | |||||||
| BCAP LLC TRUST BCAP 2006 AA1 A1 / ABS-MBS (055294AA0) | |||||||
| ZCS BRL 11.7 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| ZCS BRL 11.7 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 8CB A11 / ABS-MBS (02150FAL4) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A C 144A / ABS-O (210928AD9) | |||||||
| GSAA HOME EQUITY TRUST GSAA 2006 15 AF5 / ABS-MBS (3622E8AE5) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2011 13R 1A2 144A / ABS-MBS (12646AAC6) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES1 A1A 144A / ABS-MBS (89183CAA3) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A C 144A / ABS-O (210928AD9) | |||||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (000000000) | |||||||
| BANC AMER ALTERNATIVE LN 2003 10 CL0 / ABS-MBS (000000000) | |||||||
| FNMA POOL DA1011 FN 09/53 FIXED 6.5 / ABS-MBS (3140A1DR5) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (30336CAE5) | |||||||
| FNMA POOL 735391 FN 12/34 FIXED VAR / ABS-MBS (31402Q7C9) | |||||||
| ABX.HE.AAA.07-1 SP ULO / DCR (000000000) | |||||||
| ABX.HE.AAA.07-1 SP ULO / DCR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 C 144A / ABS-O (69544MAC3) | |||||||
| ARBOUR CLO ARBR 7A BR 144A / ABS-CBDO (ACI2S2B53) | |||||||
| RNHB B.V. GALIBIER DPF211 RR / DBT (ACI2QBKJ5) | |||||||
| AQFIT 2025 1 A 144A / ABS-MBS (955WCLII8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A / ABS-O (21050UAC2) | |||||||
| MAN EURO CLO MECLO 2023 1A A 144A / ABS-CBDO (ACI2KHWL0) | |||||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 1A1 / ABS-MBS (07384MA85) | |||||||
| RFRF USD SF+26.161/0.7* 09/25/23-7Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (000000000) | |||||||
| MNSH / MNSN Holdings Inc. | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 1A1 / ABS-MBS (07384MA85) | |||||||
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 D A3 / ABS-O (89239TAD4) | |||||||
| MASTR ASSET BACKED SECURITIES MABS 2005 HE1 M5 / ABS-MBS (57643LJJ6) | |||||||
| IRS EUR 2.75000 03/05/24-10Y LCH / DIR (000000000) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A / ABS-O (16144YAB4) | |||||||
| TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A / ABS-MBS (ACI2M6698) | |||||||
| OIS CAD CAONREPO/3.4000 06/20/14-15Y CME / DIR (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A / ABS-O (81885BAC9) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A / ABS-O (81885BAC9) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A / ABS-MBS (173112AS2) | |||||||
| CMBX.NA.AAA.10 SP MYC / DCR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A3 144A / ABS-O (96043CAD2) | |||||||
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR / DBT (54307MAA6) | |||||||
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR / DBT (54307MAA6) | |||||||
| ZCS BRL 9.93932 08/07/23-01/02/26 CME / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | |||||||
| ZCS BRL 9.93932 08/07/23-01/02/26 CME / DIR (000000000) | |||||||
| IRS EUR 2.77000 04/16/24-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.95000 09/13/23-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME / DIR (000000000) | |||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (000000000) | |||||||
| FNMA POOL DA0049 FN 09/53 FIXED 6.5 / ABS-MBS (3140A0BT5) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (31568AAB2) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA B 144A / ABS-MBS (ACI2QV533) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA B 144A / ABS-MBS (ACI2QV533) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A4 / ABS-O (14689MAD2) | |||||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A / ABS-MBS (693989AA3) | |||||||
| ABX--0A08AGAD6-20380125 / DCR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A C 144A / ABS-O (210927AD1) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A / ABS-O (96043CAB6) | |||||||
| TREASURY BILL 10/25 0.00000 / DBT (912797RD1) | |||||||
| TREASURY BILL 10/25 0.00000 / DBT (912797RD1) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL6 A1 144A / ABS-MBS (69381QAA4) | |||||||
| CMBX.NA.AAA.9 SP DUB / DCR (000000000) | |||||||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL6 A1 144A / ABS-MBS (69381QAA4) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 21 A38 / ABS-MBS (126694EE4) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF4 A1 144A / ABS-MBS (74448JAA1) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S11 3A3 / ABS-MBS (92922FGY8) | |||||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (000000000) | |||||||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 21 A38 / ABS-MBS (126694EE4) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF4 A1 144A / ABS-MBS (74448JAA1) | |||||||
| NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (63943EAA5) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 13 2A12 / ABS-MBS (41161PWC3) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (03331KAJ8) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (63943EAA5) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A B 144A / ABS-O (210928AC1) | |||||||
| CMBX.NA.AS.6 SP MYC / DCR (000000000) | |||||||
| AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (00177LAJ9) | |||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A / ABS-O (76088YAA8) | |||||||
| MLCC MORTGAGE INVESTORS INC MLCC 2007 3 2A1 / ABS-MBS (59022XAC1) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 1A1 / ABS-MBS (05951GAP7) | |||||||
| ACE SECURITIES CORP. ACE 2007 HE2 A1 / ABS-MBS (00443PAA7) | |||||||
| RFR USD SOFR/3.80000 08/22/23-7Y LCH / DIR (000000000) | |||||||
| US90015LAB36 / Export Credit Bank of Turkey | |||||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.15500 10/02/23-10Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 1A1 / ABS-MBS (05951GAP7) | |||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | |||||||
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A1 / ABS-MBS (32056JAD6) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A C 144A / ABS-O (21055PAD6) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 B 144A / ABS-O (69544PAB8) | |||||||
| RFR USD SOFR/1.00000 06/15/22-5Y CME / DIR (000000000) | |||||||
| BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON B 144A / ABS-O (08860AAB5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 B 144A / ABS-O (69544PAB8) | |||||||
| RFR USD SOFR/1.00000 06/15/22-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/1.78750 05/03/22-5Y LCH / DIR (000000000) | |||||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (45870GAF3) | |||||||
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | |||||||
| RFR USD SOFR/1.78750 05/03/22-5Y LCH / DIR (000000000) | |||||||
| 31750PMA6 PIMCO FXVAN PUT USD TRY 40.57500000 / DFE (000000000) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B C 144A / ABS-O (80280BAC2) | |||||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | |||||||
| PROJECT PANAMA SPV LLC CR LKD NTSER 2024 1 144A / ABS-O (000000000) | |||||||
| 31750PMA6 PIMCO FXVAN PUT USD TRY 40.57500000 / DFE (000000000) | |||||||
| FED HM LN PC POOL QH3540 FR 11/53 FIXED 6.5 / ABS-MBS (3133CF4Z9) | |||||||
| DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 1A1 / ABS-MBS (00703QAA0) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 8 A1 144A / ABS-MBS (92540PAA6) | |||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B C 144A / ABS-O (80280BAC2) | |||||||
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 1A1 / ABS-MBS (00703QAA0) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 8 A1 144A / ABS-MBS (92540PAA6) | |||||||
| RFR USD SOFR/3.52738 09/03/24-25Y* CME / DIR (000000000) | |||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (88429PAU6) | |||||||
| SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A / ABS-CBDO (87169VAS4) | |||||||
| IRS EUR 2.54700 03/09/23-10Y LCH / DIR (000000000) | |||||||
| TARANIS REINSURANCE DAC TARANIS REINSURANCE DAC / DBT (ACI2LHCP2) | |||||||
| FED HM LN PC POOL QH5196 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHXZ3) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (16144LAB2) | |||||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A2 144A / ABS-O (41284LAH7) | |||||||
| CHASE FUNDING LOAN ACQUISITION CFLAT 2003 C1 1A4 / ABS-MBS (161542CN3) | |||||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A / ABS-O (805922AC5) | |||||||
| RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (000000000) | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (09709AAC6) | |||||||
| RIPON MORTGAGES RIPON 2025 1A R 144A / ABS-MBS (ACI2V5FG4) | |||||||
| GREENSKY HOME IMPROVEMENT 03/60 5.39 / ABS-O (39571NAE6) | |||||||
| IRS ZAR 8.41500 08/04/23-5Y CME / DIR (000000000) | |||||||
| OIS MXN TIIE1+24/9.32* 12/18/25-5Y* CME / DIR (000000000) | |||||||
| ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (000000000) | |||||||
| ABX.HE.AAA.07-1 SP BOA / DCR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A R 144A / ABS-O (21056EAL2) | |||||||
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR27 1A1 / ABS-MBS (45660LN88) | |||||||
| BUMPER BUMP 2024 NL1 A REGS / ABS-O (ACI2QYK06) | |||||||
| ABX.HE.AAA.07-1 SP BOA / DCR (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A1 / ABS-MBS (06050HKP2) | |||||||
| RNHB B.V. GALIBIER?CRE / DBT (ACI2QBKX4) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BLETCHLEY PARK FUNDING BPKF 2024 1 A REGS / ABS-MBS (ACI2Q8963) | |||||||
| RFR USD SOFR/3.65000 07/10/23-10Y LCH / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 CERT 144A / ABS-O (69546YAF8) | |||||||
| ARES CLO LTD ARES 2017 45A BR 144A / ABS-CBDO (04016QAG1) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 2 A1 / ABS-MBS (863579KG2) | |||||||
| BOUGHT PEN SOLD USD 20250930 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250930 / DFE (000000000) | |||||||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (000000000) | |||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| DANSKE / Danske Bank A/S | |||||||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A / ABS-O (78450PAB1) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (14689MAB6) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| 317U0TIA8 PIMCO FPPSWAPTION 2.17 PUT USD / DIR (000000000) | |||||||
| THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) | |||||||
| RFR USD SOFR/3.88500 07/12/24-10Y LCH / DIR (000000000) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (03332DAA2) | |||||||
| 317U0TIA8 PIMCO FPPSWAPTION 2.17 PUT USD / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A / ABS-MBS (69391YAA5) | |||||||
| THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) | |||||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| MORGAN STANLEY REREMIC TRUST MSRR 2015 R2 2B 144A / ABS-MBS (61690HAH2) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| FNMA POOL DA0582 FN 09/53 FIXED 6.5 / ABS-MBS (3140A0UG2) | |||||||
| IRS ZAR 8.38000 08/04/23-5Y CME / DIR (000000000) | |||||||
| ZCS BRL 9.99764 08/04/23-01/04/27 CME / DIR (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (30340RAB2) | |||||||
| OSCAR US FUNDING TRUST OSCAR 2024 2A A3 144A / ABS-O (68784BAC8) | |||||||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3 / ABS-O (14076LAC7) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| OSCAR US FUNDING TRUST OSCAR 2024 2A A3 144A / ABS-O (68784BAC8) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 / ABS-O (30165AAB1) | |||||||
| TRANSDIGM INC 2024 TERM LOAN K / LON (89364MCB8) | |||||||
| CHARTER COMM OPETING LLC 2024 TERM LOAN B5 / LON (16117LCE7) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 / ABS-O (30165AAB1) | |||||||
| TRANSDIGM INC 2024 TERM LOAN K / LON (89364MCB8) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 2 1A / ABS-MBS (31659EAA6) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2005 5 1A2 / ABS-MBS (863576AB0) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A E 144A / ABS-O (21056EAK4) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A B / ABS-MBS (ACI2PHLZ6) | |||||||
| OIS CAD CAONREPO/2.7500 12/17/12-15Y CME / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP JPM / DCR (000000000) | |||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | |||||||
| HOMEBANC MORTGAGE TRUST HMBT 2005 1 M5 / ABS-MBS (43739EAW7) | |||||||
| NRPL TRUST SERIES NRPL 2024 RPL2 SA 144A / ABS-MBS (62956GAL2) | |||||||
| ISRAEL GOVT EM SP BRC / DCR (000000000) | |||||||
| WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) | |||||||
| OIS CAD CAONREPO/2.7500 12/17/12-15Y CME / DIR (000000000) | |||||||
| IRS EUR 2.95000 10/27/22-6Y* LCH / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1B 144A / ABS-O (78450CAB0) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1B 144A / ABS-O (78450CAB0) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SABINE RE LTD UNSECURED 144A 04/31 VAR / DBT (785628AA6) | |||||||
| BARROW FUNDING PLC BARRO 1A A 144A / ABS-MBS (ACI2P7WZ6) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A2 144A / ABS-O (39571NAB2) | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A / ABS-MBS (03466DAA0) | |||||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (38013KAD2) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (96043RAD9) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (96043RAD9) | |||||||
| BMW VEHICLE LEASE TRUST BMWLT 2024 2 A3 / ABS-O (05613MAD1) | |||||||
| BMW VEHICLE LEASE TRUST BMWLT 2024 2 A3 / ABS-O (05613MAD1) | |||||||
| OIS MXN TIIE1+24/8.41* 12/11/25-0Y* CME / DIR (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (000000000) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL1 A1 144A / ABS-MBS (921962AA4) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA R 144A / ABS-MBS (ACI2QV5J8) | |||||||
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A3 144A / ABS-O (78437PAC7) | |||||||
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A / ABS-CBDO (89641QAN0) | |||||||
| RFR USD SOFR/2.88000 03/30/22-6Y* LCH / DIR (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A7 / ABS-MBS (16162WRD3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A2 / ABS-O (146919AB1) | |||||||
| RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (000000000) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL1 A1 144A / ABS-MBS (921962AA4) | |||||||
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| 317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD / DIR (000000000) | |||||||
| 317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD / DIR (000000000) | |||||||
| KKR FINANCIAL CLO LTD KKR 28A AR 144A / ABS-CBDO (48253WAL6) | |||||||
| 3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) | |||||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (64134MAJ5) | |||||||
| MFRA TRUST MFRA 2024 RPL1 A1 144A / ABS-MBS (55287AAA3) | |||||||
| COLOMBIA LA SP GST / DCR (000000000) | |||||||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (000000000) | |||||||
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (15487CAA1) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 8A4 / ABS-MBS (576433LK0) | |||||||
| COLOMBIA LA SP GST / DCR (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| GREYWOLF CLO LTD GWOLF 2020 3RA A2R2 144A / ABS-CBDO (39809CBA1) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A / ABS-CBDO (34956NAL6) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| CENDANT MORTGAGE CORPORATION CDMC 2003 6 A5 / ABS-MBS (15132EEB0) | |||||||
| FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A / ABS-CBDO (34956NAL6) | |||||||
| FNMA POOL FS3393 FN 10/52 FIXED VAR / ABS-MBS (3140XJXX6) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (05684AAY5) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A2 144A / ABS-O (876692AB0) | |||||||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (000000000) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A2 144A / ABS-O (876692AB0) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (05684RAL6) | |||||||
| AGL CLO 14, LTD. AGL 2021 14A AR 144A / ABS-CBDO (00851WAL3) | |||||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A1 144A / ABS-O (41284LAG9) | |||||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A1 144A / ABS-O (41284LAG9) | |||||||
| IMPAC CMB TRUST IMM 2004 7 M2 / ABS-MBS (45254NKL0) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A R / ABS-MBS (ACI2Q4L01) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A3 / ABS-O (14319EAE6) | |||||||
| ARBOUR CLO ARBR 11A AR / ABS-CBDO (ACI2P5HV6) | |||||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A3 / ABS-O (023947AD6) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A / ABS-MBS (67448LAA0) | |||||||
| CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (223920AA7) | |||||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A3 / ABS-O (023947AD6) | |||||||
| ALAMO RE LTD UNSECURED 144A 06/26 VAR / DBT (011395AQ3) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 32CB A14 / ABS-MBS (02147XAP2) | |||||||
| CDX EM34 ICE / DCR (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 PT 144A / ABS-MBS (36269VAQ4) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (03328QBL4) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A2 / ABS-O (30165BAB9) | |||||||
| SOLD PEN BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 8 1A2 / ABS-MBS (86359BWC1) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (000000000) | |||||||
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR / DBT (65480CAJ4) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20290503 / DFE (000000000) | |||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (000000000) | |||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| IRS EUR 2.76000 03/04/24-10Y LCH / DIR (000000000) | |||||||
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS2 M6 / ABS-MBS (76112BKG4) | |||||||
| ICG US CLO LTD ICG 2015 2RA A1R 144A / ABS-CBDO (44933WAL3) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 5A A2 144A / ABS-O (16144QAB1) | |||||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (000000000) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 BA A3 144A / ABS-O (345214BV1) | |||||||
| STEELE CREEK CLO LTD STCR 2018 1A A 144A / ABS-CBDO (85815CAA7) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 1A1 / ABS-MBS (05949CEA0) | |||||||
| IRS EUR 2.77000 04/29/24-10Y LCH / DIR (000000000) | |||||||
| MEXICO LA SP GST / DCR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| OIS MXN TIIE1/9.13500 01/02/25-5Y* CME / DIR (000000000) | |||||||
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A / ABS-CBDO (55953HBD4) | |||||||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | |||||||
| IRS EUR 2.77000 04/29/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RMAC PLC RMAC 3 A REGS / ABS-MBS (ACI2JQ870) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| RMAC PLC RMAC 3 A REGS / ABS-MBS (ACI2JQ870) | |||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000) | |||||||
| IRS ZAR 8.05250 01/07/25-6Y CME / DIR (000000000) | |||||||
| IRS ZAR 8.05250 01/07/25-6Y CME / DIR (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A A 144A / ABS-MBS (ACI2PHLX1) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST SERIE 07/55 9 / ABS-MBS (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST SERIE 07/55 9 / ABS-MBS (000000000) | |||||||
| FNMA POOL DA1681 FN 10/53 FIXED 6.5 / ABS-MBS (3140A12P1) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M3 / ABS-MBS (59020UUY9) | |||||||
| FED HM LN PC POOL ZJ3074 FR 10/28 FIXED 6.5 / ABS-MBS (3131WTMX6) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 B / ABS-O (802919AD2) | |||||||
| RFR USD SOFR/3.50000 06/22/23-7Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| FED HM LN PC POOL ZJ3074 FR 10/28 FIXED 6.5 / ABS-MBS (3131WTMX6) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (83207QAA7) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA C 144A / ABS-MBS (ACI2N0N18) | |||||||
| FNMA POOL 576124 FN 06/31 FIXED 6.5 / ABS-MBS (31386XAZ9) | |||||||
| ABX.HE.AAA.07-2 SP ULO / DCR (000000000) | |||||||
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (000000000) | |||||||
| KENTMERE KMR 3A A 144A / ABS-MBS (ACI2RTSC2) | |||||||
| AU3FN0029609 / AAI Ltd | |||||||
| IRS EUR 0.65000 04/12/22-5Y LCH / DIR (000000000) | |||||||
| GS MORTGAGE SECURITIES CORP. GSMSC 2014 3R 1B 144A / ABS-MBS (36249XAG7) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A3 / ABS-O (10805NAC9) | |||||||
| ACHV ABS TRUST ACHV 2024 3AL A 144A / ABS-O (00092KAA2) | |||||||
| ABX.HE.AA.07-1 SP ULO / DCR (000000000) | |||||||
| RFR USD SOFR/4.45000 11/01/23-10Y LCH / DIR (000000000) | |||||||
| APIDOS CLO LTD APID 2012 11A AR4 144A / ABS-CBDO (03763YBY1) | |||||||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (50201QAL8) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (78437VAE0) | |||||||
| ISRAEL GOVT EM SP CBK / DCR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2025 3 A1 144A / ABS-MBS (74449DAA3) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A / ABS-O (19425MAB4) | |||||||
| MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (55821LAJ3) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| 31750R6D4 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (000000000) | |||||||
| ZCS BRL 10.05205 08/02/23-01/02/26 CME / DIR (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL2 A1 144A / ABS-MBS (36269MAA9) | |||||||
| US466247SE42 / JP Morgan Mortgage Trust 2005-A5 | |||||||
| ABX.HE.AAA.07-1 SP CBK / DCR (000000000) | |||||||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CE0) | |||||||
| FED HM LN PC POOL ZI5095 FR 07/36 FIXED 6.5 / ABS-MBS (3131WHUU9) | |||||||
| ISRAEL GOVT EM SP MYC / DCR (000000000) | |||||||
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 3 M7 / ABS-MBS (9497ENAG8) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (21050UAB4) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) | |||||||
| 3175AC950 PIMCO CAP USD 0.026175 USD SOFR COMP / DIR (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797LW5) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL BY9280 FN 10/53 FIXED 6 / ABS-MBS (3140NSJ21) | |||||||
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 11A1 / ABS-MBS (07384M2V3) | |||||||
| FNMA POOL MA5421 FN 07/54 FIXED 6 / ABS-MBS (31418FAX5) | |||||||
| FED HM LN PC POOL RJ0203 FR 11/53 FIXED 6.5 / ABS-MBS (3142GQGM8) | |||||||
| AVOCA STATIC CLO AVOST 1A BR 144A / ABS-CBDO (ACI2S1QG5) | |||||||
| RFRF USD SF+26.161/0.7* 07/28/23-7Y CME / DIR (000000000) | |||||||
| IRS EUR -0.23000 07/29/20-5Y LCH / DIR (000000000) | |||||||
| RIPON MORTGAGES RIPON 2025 1A B 144A / ABS-MBS (ACI2V5997) | |||||||
| SOLD KWD BOUGHT USD 20290508 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.73000 08/03/23-10Y LCH / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (69547DAA4) | |||||||
| IRS ZAR 8.08000 01/08/25-6Y CME / DIR (000000000) | |||||||
| HEXAGON IV RE LTD HEXAGON IV RE LTD / DBT (ACI2L2QX3) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A / ABS-MBS (89183EAA9) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (05684NAL5) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 5F 4A1 / ABS-MBS (36242D6X6) | |||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | |||||||
| VALLEY FUNDING PLC 05/66 0 / ABS-MBS (ACI2SPFW9) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| FED HM LN PC POOL RJ0203 FR 11/53 FIXED 6.5 / ABS-MBS (3142GQGM8) | |||||||
| RIPON MORTGAGES RIPON 2025 1A B 144A / ABS-MBS (ACI2V5997) | |||||||
| SOLD KWD BOUGHT USD 20290508 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260617 / DFE (000000000) | |||||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 SA 144A / ABS-MBS (52475VAT5) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (30336CAC9) | |||||||
| VALLEY FUNDING PLC VFUND 1A Z 144A / ABS-MBS (ACI2SNZ44) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| US TREASURY N/B 03/26 4.5 / DBT (91282CKH3) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 B 144A / ABS-O (69544AAB1) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (03329LAS0) | |||||||
| PRP ADVISORS, LLC PRPM 2025 NQM1 A1 144A / ABS-MBS (74391EAA9) | |||||||
| EZYP3FB7TK33 / CDX EM35 ICE | |||||||
| IRS EUR -0.32900 03/09/21-5Y* LCH / DIR (000000000) | |||||||
| PERFORMER FUNDING PERFF 1A RC / ABS-O (ACI2M18T3) | |||||||
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M6 / ABS-MBS (61744CNG7) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2015 4 B2 144A / ABS-MBS (89171UAL3) | |||||||
| RIPON MORTGAGES RIPON 2025 1A D 144A / ABS-MBS (ACI2V58Z0) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251110 / DFE (000000000) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | |||||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.70 12/18/20-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| FNMA POOL DB1377 FN 04/54 FIXED 6.5 / ABS-MBS (3140AAQ75) | |||||||
| FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A / ABS-MBS (31737DAA4) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF6 A1 144A / ABS-MBS (74390FAA7) | |||||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2B / ABS-O (023947AC8) | |||||||
| SOLD PEN BOUGHT USD 20251229 / DFE (000000000) | |||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) | |||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000) | |||||||
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R5 M2 / ABS-MBS (03072SRY3) | |||||||
| NEW YORK NY NYC 02/55 FIXED 6.385 / DBT (64966SNJ1) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 22T1 A4 / ABS-MBS (12667GGR8) | |||||||
| 31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A D 144A / ABS-O (210927AE9) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A G 144A / ABS-MBS (ACI2PMHL1) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| HAYFIN EMERALD CLO HAYEM 14A A 144A / ABS-CBDO (ACI2SSWQ7) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2005 1 M6 / ABS-MBS (31659TDF9) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (000000000) | |||||||
| CORPTB9D9 / DBT (954VMHII9) | |||||||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 2 A 144A / ABS-O (75907AAA1) | |||||||
| SOLD KWD BOUGHT USD 20300513 / DFE (000000000) | |||||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | |||||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 1A1 / ABS-MBS (05948XXW6) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| FORD MOTOR COMPANY SNR S* ICE / DCR (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A / ABS-MBS (92540HAA4) | |||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | |||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | |||||||
| RFR USD SOFR/3.73500 01/23/24-10Y LCH / DIR (000000000) | |||||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (78436RAE0) | |||||||
| RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE4 M3 / ABS-MBS (073879TV0) | |||||||
| RFR USD SOFR/3.66500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.6* 7/20/23-6Y* CME / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300514 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| S56431109 / Northam Platinum Holdings Ltd | |||||||
| FNMA POOL MA5280 FN 02/44 FIXED 6.5 / ABS-MBS (31418E2N9) | |||||||
| RFR USD SOFR/3.71500 08/07/24-10Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAJ8) | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (26846VAA2) | |||||||
| SOLD KWD BOUGHT USD 20300516 / DFE (000000000) | |||||||
| ABX.HE.AAA.07-2 SP BOA / DCR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (83207VAA6) | |||||||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (000000000) | |||||||
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A / ABS-CBDO (63942YAA2) | |||||||
| MADISON PARK FUNDING LTD MDPK 2016 24A AR2 144A / ABS-CBDO (55820NAW1) | |||||||
| OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (000000000) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A A3 144A / ABS-O (37989AAE4) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (21050QAG2) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 26A 1A / ABS-MBS (86359AS20) | |||||||
| DOMIVEST B.V. DOMI 2024 1 A REGS / ABS-MBS (ACI2P94C4) | |||||||
| TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A / ABS-CBDO (89640YBN3) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (92538XAA3) | |||||||
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR / DBT (27332EAA9) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A1 144A / ABS-O (210927AA7) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL1 SA 144A / ABS-MBS (36268LAH7) | |||||||
| RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (000000000) | |||||||
| GOLDEN BAR SECURITISATION GOLDB 2023 2 A REGS / ABS-O (ACI2KTMD3) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A1 / ABS-MBS (362341SB6) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 9A 1A1 / ABS-MBS (86359ARC9) | |||||||
| CMBX.NA.AAA.9 SP SAL / DCR (000000000) | |||||||
| TRAINER WORTHAM FIRST REPUBLIC TRAIN 2004 5A A2 144A / ABS-CBDO (89288FAB8) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAP9) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A B 144A / ABS-CBDO (ACI2TS586) | |||||||
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A2 / ABS-O (26207AAC7) | |||||||
| RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (000000000) | |||||||
| WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 A SA 144A / ABS-MBS (17295GAD4) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| HEXAGON IV RE LTD HEXAGON IV RE LTD / DBT (ACI2L2QX3) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (05684NAL5) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (224939AB4) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A2 / ABS-MBS (126694EJ3) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 11A A 144A / ABS-CBDO (03330KAA8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A D 144A / ABS-O (21056EAE8) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300515 / DFE (000000000) | |||||||
| RFR USD SOFR/2.70000 07/21/23-5Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | |||||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (30014LAM6) | |||||||
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 2 M6 / ABS-MBS (691215BC0) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A / ABS-O (16144CAC0) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (693581AA8) | |||||||
| BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON A 144A / ABS-O (08860AAA7) | |||||||
| RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CF7) | |||||||
| RFR USD SOFR/1.00000 06/15/22-7Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20251119 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| GNMA II POOL MA9485 G2 02/54 FIXED 4 / ABS-MBS (36179YRE6) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (78437VAC4) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (161917AB5) | |||||||
| US43710EAB65 / INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 1A2 | |||||||
| RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (000000000) | |||||||
| OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (67571GAB8) | |||||||
| US68389FHD96 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 2 M3 | |||||||
| US02660TBL61 / American Home Mortgage Investment Trust 2004-3 | |||||||
| US3138YBTV57 / FNMA POOL AX9563 FN 03/45 FIXED 4.5 | |||||||
| US3140N83F37 / FNCL UMBS 5.0 BX4397 12-01-52 | |||||||
| CIM TRUST CIM 2025 R1 A1 144A / ABS-MBS (12575LAA1) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| US12667GJ208 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J8 1A3 | |||||||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (000000000) | |||||||
| US3140FQXM47 / FNMA POOL BE5183 FN 03/47 FIXED 4 | |||||||
| US36179XLF14 / Ginnie Mae II Pool | |||||||
| US466247YH09 / JP Morgan Mortgage Trust 2005-A8 | |||||||
| US12544EAA55 / CHL Mortgage Pass-Through Trust, Series 2007-HY1, Class 1A1 | |||||||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (000000000) | |||||||
| US03076MAE49 / ARGENT SECURITIES INC. ARSI 2006 M3 A2D | |||||||
| US86359BU748 / STRUCTURED ASSET SECURITIES CO SASC 2004 23XS M1 | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (14319UAG5) | |||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL5 PT 144A / ABS-MBS (362951AR6) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX4 M4 / ABS-MBS (76110W6C5) | |||||||
| RIPON MORTGAGES RIPON 2025 1A C 144A / ABS-MBS (ACI2V59B2) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A3 / ABS-MBS (07386RAC3) | |||||||
| US36209DGP33 / GNMA POOL 468306 GN 02/28 FIXED 6.49 | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| US92978GAC33 / Wachovia Mortgage Loan Trust Series 2006-ALT1 | |||||||
| ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (ACI2RC930) | |||||||
| US576433GF78 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 3A1 | |||||||
| RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| US3617GSQD48 / GNMA II POOL BG7652 G2 06/48 FIXED 4 | |||||||
| PROJECT HUDSON II FIXED TERM LOAN / ABS-MBS (BA0004RR0) | |||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (000000000) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 BA A1 144A / ABS-O (345214BR0) | |||||||
| US23332UBE38 / DSLA MORTGAGE LOAN TRUST DSLA 2004 AR3 1A1B | |||||||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A2 144A / ABS-O (446144AC1) | |||||||
| RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (000000000) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A / ABS-MBS (89183FAP3) | |||||||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000) | |||||||
| US86359BEK35 / STRUCTURED ASSET SECURITIES CO SASC 2003 40A 3A2 | |||||||
| US31412RMV68 / FNMA POOL 932872 FN 01/26 FIXED 3 | |||||||
| US17329YAQ61 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 X 144A | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 25 A13 / ABS-MBS (126694HS0) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A / ABS-MBS (92540MAA3) | |||||||
| US31418CVB70 / Fannie Mae Pool | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A / ABS-O (98164HAB4) | |||||||
| US3138WFYT78 / FNMA 30YR 4% 11/01/2045#AS6121 | |||||||
| US3133KYSK63 / UMBS | |||||||
| RNHB B.V. GALIBIER DPF221 RR / DBT (ACI2QBKL0) | |||||||
| NMLT TRUST NLT 2023 1 A1 144A / ABS-MBS (62917MAA1) | |||||||
| US3128MJ3N81 / Federal Home Loan Mortgage Corp. | |||||||
| DURHAM MORTGAGES DRHM 2024 BA Z 144A / ABS-MBS (ACI2QV5K5) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A / ABS-MBS (748949AA2) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A2 / ABS-O (80287NAB1) | |||||||
| US3132WJUU30 / Freddie Mac Gold Pool | |||||||
| US02147HAA05 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC5 1A | |||||||
| US3133KHZ903 / FED HM LN PC POOL RA2568 FR 01/50 FIXED 4.5 | |||||||
| US3140F3WR54 / FNMA POOL BC7855 FN 04/46 FIXED 4 | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (36272GAC3) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A BR 144A / ABS-CBDO (ACI2S29G2) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 1A1 / ABS-MBS (863579JD1) | |||||||
| JPMMT 2025 LTV2 JPMMT 2025 LTV2 PT 144A / ABS-MBS (955UAOII8) | |||||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (000000000) | |||||||
| GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (39573AAB8) | |||||||
| US456610AA20 / IndyMac INDX Mortgage Loan Trust 2006-AR15 | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| US3140GYAV18 / FNMA 30YR 4% 09/47#BH9019 | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 11 A10 / ABS-MBS (12544LAK7) | |||||||
| US3140X6S931 / FANNIE MAE POOL UMBS P#FM3243 3.50000000 | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D R 144A / ABS-O (78450PAF2) | |||||||
| US05532VBJ52 / BCAP LLC TRUST BCAP 2010 RR2 5A6 144A | |||||||
| US11044MAA45 / British Airways 2020-1 Class A Pass Through Trust | |||||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (01F070682) | |||||||
| US362334CN28 / GSR MORTGAGE LOAN TRUST GSR 2006 2F 2A2 | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| 3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO / DIR (000000000) | |||||||
| US3140FL4T22 / FNMA POOL BE1733 FN 11/46 FIXED 4 | |||||||
| INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (ACI2Q9953) | |||||||
| GNMA II POOL MA9665 G2 05/54 FIXED 4 / ABS-MBS (36179YW26) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000) | |||||||
| US3132XSWC04 / FREDDIE MAC GOLD POOL P#Q50642 3.50000000 | |||||||
| US3140H4JT21 / FNMA 15YR 2.5% 11/01/2032#BJ2973 | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (ACI2W0KY9) | |||||||
| US3138EQLM20 / FNMA POOL AL7531 FN 09/28 FIXED VAR | |||||||
| TRINITAS EURO CLO TRNTE 1A AR 144A / ABS-CBDO (ACI2XTDT4) | |||||||
| US3140LRC227 / FNMA POOL BT2788 FN 08/51 FIXED 2.5 | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| US3132DQJX51 / FED HM LN PC POOL SD2978 FR 04/53 FIXED 6.5 | |||||||
| US362375AE70 / GSAA Home Equity Trust 2006-10 | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (39571MAC2) | |||||||
| DLLMT LLC DLLMT 2024 1A A2 144A / ABS-O (23347AAC5) | |||||||
| FNMA POOL 337790 FN 02/26 FIXED 6.5 / ABS-MBS (31375LF75) | |||||||
| VALLEY FUNDING PLC VFUND 1A RC 144A / ABS-MBS (ACI2SP013) | |||||||
| IRS EUR 0.83000 12/09/42-10Y LCH / DIR (000000000) | |||||||
| US3140X64S74 / FN FM3532 | |||||||
| CMBX.NA.AAA.11 SP SAL / DCR (000000000) | |||||||
| US38376RNM42 / Government National Mortgage Association | |||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | |||||||
| FNMA POOL DA1011 FN 09/53 FIXED 6.5 / ABS-MBS (3140A1DR5) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 10R 2A2 144A / ABS-MBS (12649BAG2) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 1 5A1 / ABS-MBS (073880AM8) | |||||||
| AMERICAN AIRLINES INC 2025 TERM LOAN / LON (02376CBS3) | |||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | |||||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF4 A1 144A / ABS-MBS (74448JAA1) | |||||||
| US3128MJ3A60 / Freddie Mac Gold Pool | |||||||
| US63942AAA43 / Navient Private Education Loan Trust 2020-I | |||||||
| ARBOUR CLO ARBR 7A BR 144A / ABS-CBDO (ACI2S2B53) | |||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | |||||||
| US320278AD69 / First Franklin Mortgage Loan Trust 2006-FF8 | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 C 144A / ABS-O (69544MAC3) | |||||||
| US3128MJW894 / Freddie Mac Gold Pool | |||||||
| IRS EUR 2.50000 10/27/22-27Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 9.87397 08/03/23-01/02/26 CME / DIR (000000000) | |||||||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (88430TAQ4) | |||||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 10 A11 144A / ABS-MBS (46658LAX9) | |||||||
| ROUNDSTONE SECURITIES RNST 2A R / ABS-MBS (ACI2NGCQ0) | |||||||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| US3140F0BD58 / FNMA POOL BC4535 FN 06/46 FIXED 4 | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A / ABS-MBS (173112AS2) | |||||||
| CMBX.NA.AAA.10 SP MYC / DCR (000000000) | |||||||
| US3140GPDW56 / FNMA POOL BH1016 FN 09/47 FIXED 4 | |||||||
| RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/4.45000 11/01/23-10Y LCH / DIR (000000000) | |||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (000000000) | |||||||
| ZCS BRL 10.20325 04/02/24-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.6* 7/20/23-6Y* CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.71500 08/07/24-10Y LCH / DIR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A / ABS-O (69546QAA6) | |||||||
| RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (000000000) | |||||||
| US07386HSN25 / Bear Stearns ALT-A Trust 2005-3 | |||||||
| RFR USD SOFR/1.00000 06/15/22-7Y CME / DIR (000000000) | |||||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (000000000) | |||||||
| DILOSK RMBS DILSK 10 A REGS / ABS-MBS (ACI2R6TY3) | |||||||
| CMBX.NA.AAA.8 SP UAG / DCR (000000000) | |||||||
| US08182FAN96 / Benefit Street Partners CLO XX Ltd | |||||||
| US3128MJ3J79 / Freddie Mac Gold Pool | |||||||
| RFR USD SOFR/3.46300 10/23/24-10Y LCH / DIR (000000000) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AF1 AV1A / ABS-MBS (59023RAG4) | |||||||
| US3140HMQX52 / FANNIE MAE POOL FN BK7669 | |||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (000000000) | |||||||
| US31418CGR97 / Fannie Mae Pool | |||||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/46 7.75 / DBT (ACI2ML745) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (69544QAA8) | |||||||
| US3132QN6D69 / FED HM LN PC POOL Q32667 FG 04/45 FIXED 3 | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250829 / DFE (000000000) | |||||||
| US92977YAY77 / WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 WMC1 M2 | |||||||
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A / ABS-CBDO (97314DAN8) | |||||||
| ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | |||||||
| RBSSP RESECURITIZATION TRUST RBSSP 2009 6 1A2 144A / ABS-MBS (74928XAF8) | |||||||
| US89175JAB61 / Towd Point Mortgage Trust 2017-6 | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 L 2A1 / ABS-MBS (05949CPG5) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (ACI2S2BG9) | |||||||
| US3138ET2G03 / Fannie Mae Pool | |||||||
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A / ABS-CBDO (ACI2S1SP3) | |||||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| RFR USD SOFR/4.15500 10/02/23-10Y LCH / DIR (000000000) | |||||||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (000000000) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| HOMEBANC MORTGAGE TRUST HMBT 2005 1 M5 / ABS-MBS (43739EAW7) | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A / ABS-MBS (22757GAC7) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US36209LZ256 / GNMA POOL 475161 GN 06/28 FIXED 6.1 | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 5A B4B 144A / ABS-MBS (64829XBV3) | |||||||
| PERFORMER FUNDING PERFF 1A E 144A / ABS-O (ACI2M19Z8) | |||||||
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (00177LAJ9) | |||||||
| US3140X6S774 / FANNIE MAE POOL UMBS P#FM3241 3.00000000 | |||||||
| US3140QGTB37 / Fannie Mae Pool | |||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | |||||||
| US3138WGST26 / FNMA POOL AS6829 FN 03/46 FIXED 3.5 | |||||||
| US01F0204895 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 08-01-35 | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (03331FAA8) | |||||||
| US3133TRUS20 / FHLMC, REMIC, Series 2296, Class PD | |||||||
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A1 / ABS-MBS (32056JAD6) | |||||||
| US3138EMYK13 / Fannie Mae Pool | |||||||
| US3140EB4Z10 / FNMA POOL BA7139 FN 01/46 FIXED 3 | |||||||
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A2 144A / ABS-O (39571NAB2) | |||||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (000000000) | |||||||
| ROLLS-ROYCE PLC SNR SE ICE / DCR (000000000) | |||||||
| US3140FSF733 / 4.5% 01 Jan 2047 | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 1A1 / ABS-MBS (36228FMM5) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | |||||||
| ZCS BRL 11.7 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.52738 09/03/24-25Y* CME / DIR (000000000) | |||||||
| FED HM LN PC POOL QH3540 FR 11/53 FIXED 6.5 / ABS-MBS (3133CF4Z9) | |||||||
| IRS EUR 1.75000 09/21/22-5Y LCH / DIR (000000000) | |||||||
| VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (92332YAE1) | |||||||
| FNMA POOL DA5111 FN 12/53 FIXED 6.5 / ABS-MBS (3140A5VD7) | |||||||
| ICG US CLO LTD ICG 2021 1A A1R 144A / ABS-CBDO (449303AL0) | |||||||
| RFR USD SOFR/3.65000 07/10/23-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL 633864 FN 03/32 FIXED 6.5 / ABS-MBS (31389SFD1) | |||||||
| RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (000000000) | |||||||
| CHASE FUNDING LOAN ACQUISITION CFLAT 2003 C1 1A4 / ABS-MBS (161542CN3) | |||||||
| RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (000000000) | |||||||
| FNMA POOL DA5932 FN 01/54 FIXED 6.5 / ABS-MBS (3140A6SW7) | |||||||
| RFRF USD SF+26.161/0.75 06/16/21-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (000000000) | |||||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A2 144A / ABS-O (41284LAH7) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A C 144A / ABS-O (210928AD9) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (16144LAB2) | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (09709AAC6) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US3137AVMW41 / FREDDIE MAC FHR 4116 PS | |||||||
| RIPON MORTGAGES RIPON 2025 1A R 144A / ABS-MBS (ACI2V5FG4) | |||||||
| US3138AP3A46 / FNMA POOL AI9792 FN 08/26 FIXED 3.5 | |||||||
| ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A / ABS-O (81885BAC9) | |||||||
| OIS MXN TIIE1+24/9.32* 12/18/25-5Y* CME / DIR (000000000) | |||||||
| ABX.HE.AAA.07-1 SP ULO / DCR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 1A1 / ABS-MBS (07384MA85) | |||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| US3140K3B509 / FNMA POOL BO7259 FN 01/35 FIXED 3 | |||||||
| US31418EP387 / UMBS | |||||||
| US04544RAC97 / ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES SER 2007-HE1 CL A4 V/R REGD 1.84800000 | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| US3137FH5A75 / FREDDIE MAC FHR 4826 NI | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 2 A1 / ABS-MBS (863579KG2) | |||||||
| ABX.HE.AAA.06-2 SP MEI / DCR (000000000) | |||||||
| RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.73500 01/23/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (000000000) | |||||||
| US32027GAA40 / First Franklin Mortgage Loan Trust 2006-FF12 | |||||||
| US12544RAE80 / COUNTRYWIDE HOME LOANS CWHL 2007 4 1A5 | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (82812LAN9) | |||||||
| US3132LAHZ83 / FED HM LN PC POOL V84748 FG 10/48 FIXED 3.5 | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (891944AA8) | |||||||
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (26244RAF8) | |||||||
| RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (000000000) | |||||||
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR / DBT (54307MAA6) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (37989EAC0) | |||||||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA B 144A / ABS-MBS (ACI2QV533) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (14689MAB6) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ZCS BRL 9.93932 08/07/23-01/02/26 CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (21050QAD9) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A / ABS-MBS (69391YAA5) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3 / ABS-O (14076LAC7) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A3 / ABS-O (30165BAC7) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| US3140FBMD97 / FNMA POOL BD3955 FN 08/46 FIXED 3.5 | |||||||
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (090975AA1) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 21 A38 / ABS-MBS (126694EE4) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (30340RAB2) | |||||||
| TREASURY BILL 10/25 0.00000 / DBT (912797RD1) | |||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (000000000) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 2 1A / ABS-MBS (31659EAA6) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 SA 144A / ABS-MBS (36269VAH4) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL6 A1 144A / ABS-MBS (69381QAA4) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| EZ6MPW8FKYP3 / CDX EM36 ICE | |||||||
| NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (63943EAA5) | |||||||
| US74160MLQ32 / PRIME MORTGAGE TRUST PRIME 2005 5 1A1 | |||||||
| US152314FS45 / CENTEX HOME EQUITY CXHE 2002 C M1 | |||||||
| RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A B / ABS-MBS (ACI2PHLZ6) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MF4 / ABS-MBS (126673JF0) | |||||||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| RFR USD SOFR/1.78750 05/03/22-5Y LCH / DIR (000000000) | |||||||
| CDX ITRAXX MAIN43 5Y ICE / DCR (000000000) | |||||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000) | |||||||
| FNMA POOL 928413 FN 06/37 FIXED 6.5 / ABS-MBS (31412LN63) | |||||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (BP7M6FII1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A D 144A / ABS-O (21056DAE0) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A2 144A / ABS-O (505709AB1) | |||||||
| RFR USD SOFR/1.25000 06/15/22-10Y LCH / DIR (000000000) | |||||||
| US193938AD96 / College Ave Student Loans 2023-A LLC | |||||||
| US542514QW79 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL1 M1 | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US3133C3RS78 / FED HM LN PC POOL QG3197 FR 05/53 FIXED 5 | |||||||
| US31417YHJ91 / FNMA POOL MA0232 FN 11/29 FIXED 4.5 | |||||||
| EZ3T1CL4JRC6 / INF SWAP GB NI 4.25 11/15/21-10Y LCH | |||||||
| US3617GNML13 / GNMA II POOL BG3963 G2 06/48 FIXED 4 | |||||||
| US3138WKQG35 / FNCL UMBS 4.0 AS9454 04-01-47 | |||||||
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| US362341D712 / ASSET BACKED SECURITY | |||||||
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| RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (000000000) | |||||||
| CIM TRUST CIM 2024 R1 A1 144A / ABS-MBS (17179VAA8) | |||||||
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| S56431109 / Northam Platinum Holdings Ltd | |||||||
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| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL DA5068 FN 11/53 FIXED 6.5 / ABS-MBS (3140A5T24) | |||||||
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| SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A / ABS-MBS (81749EAA3) | |||||||
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| US3140JWCF56 / FNMA POOL BO1869 FN 12/48 FIXED 3.5 | |||||||
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| CCO / Clear Channel Outdoor Holdings, Inc. | |||||||
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| XS0590171103 / THAMES WATER UTC | |||||||
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| US12595VAD91 / COMM 2018-COR3 Mortgage Trust | |||||||
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| SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A / ABS-O (805922AG6) | |||||||
| 944YFGII6 / SOFTBANK VISION FUND II FIXED TERM LOAN | |||||||
| US3140X4XT87 / FNCL UMBS 3.5 FM1589 09-01-49 | |||||||
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| US3133BUWH67 / FNCL UMBS 5.5 QF6948 02-01-53 | |||||||
| IRS EUR 3.27000 08/21/23-10Y LCH / DIR (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL6 SA 144A / ABS-MBS (36272QAH0) | |||||||
| US3140GTYF17 / FNMA POOL BH5209 FN 08/47 FIXED 4 | |||||||
| US92943AAA25 / WSTN_23-MAUI | |||||||
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| US86363WAC38 / STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 1A3 | |||||||
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| US3138WCXS73 / FNMA POOL AS3388 FN 09/44 FIXED 4 | |||||||
| US46654PAA49 / JPMCC_21-HTL5 | |||||||
| US542514ND26 / Long Beach Mortgage Loan Trust 2005-WL2 | |||||||
| US3140JXL972 / FNCI UMBS 3.0 BO3051 07-01-34 | |||||||
| US07325VAG95 / BAYVIEW FINANCIAL ACQUISITION BAYV 2007 A 2A | |||||||
| US12597GAG38 / CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 1B3 144A | |||||||
| US3140Q7EF04 / Fannie Mae Pool | |||||||
| US3138AW5B56 / FNMA POOL AJ5341 FN 11/26 FIXED 3.5 | |||||||
| US3137FKAT30 / FREDDIE MAC FHR 4851 MO | |||||||
| US76716XAB82 / RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 | |||||||
| US939336N665 / WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 MS9 2A | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3 / ABS-O (14688PAC8) | |||||||
| US3140HAQJ21 / FNMA POOL BJ8556 FN 03/48 FIXED 4 | |||||||
| US31738PAV04 / Financial Asset Securities Corp AAA Trust 2005-1 | |||||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (01F070690) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL6 SA 144A / ABS-MBS (36272QAH0) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A D 144A / ABS-O (21055PAE4) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A B / ABS-O (21050QAC1) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| US TREASURY N/B 05/54 4.625 / DBT (912810UA4) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| US74978FAH29 / RAAC SERIES RAAC 2007 SP3 A2 | |||||||
| US3132Y1MR64 / FED HM LN PC POOL Q57567 FG 08/48 FIXED 4 | |||||||
| US22943HAG11 / CSAB Mortgage-Backed Trust 2006-1 | |||||||
| US07386HRA13 / Bear Stearns ALT-A Trust 2005-2 | |||||||
| US3132WPVZ77 / FED HM LN PC POOL Q49631 FG 07/47 FIXED 4 | |||||||
| US3140FGU729 / FNCL UMBS 3.5 BD8705 12-01-46 | |||||||
| UNIT / Unity Group LLC | |||||||
| US3140HNV257 / FNMA POOL BK8732 FN 12/48 FIXED 4.5 | |||||||
| US694308HP52 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95 | |||||||
| US3138WGMV36 / FNMA POOL AS6671 FN 02/46 FIXED 4 | |||||||
| US589929K567 / Merrill Lynch Mortgage Investors Trust Series MLCC 2003-B | |||||||
| US31371M5R40 / FNMA POOL 256556 FN 01/27 FIXED 6 | |||||||
| US3140XLFD50 / FNMA POOL FS4663 FN 05/53 FIXED VAR | |||||||
| US52524YAC75 / Lehman XS Trust Series 2007-12N | |||||||
| US74929CAG15 / RBSSP RESECURITIZATION TRUST RBSSP 2010 2 3A2 144A | |||||||
| US55265WCB72 / MSSTR_04-2 | |||||||
| US852060AT99 / Sprint Capital Corp 8.750% Notes 03/15/32 | |||||||
| US3138WJTT55 / Fannie Mae Pool | |||||||
| US3138E1AH02 / FNMA POOL AJ8107 FN 12/41 FIXED 4 | |||||||
| US3132DWF737 / FR SD8290 | |||||||
| US3140F3YT92 / FNMA POOL BC7921 FN 04/46 FIXED 4.5 | |||||||
| US57646LAN38 / MASTR Asset Backed Securities Trust 2007-HE2 | |||||||
| US31412TMK69 / FANNIE MAE POOL UMBS P#934262 6.00000000 | |||||||
| US31390CTA44 / Fannie Mae Pool | |||||||
| US31418B6H43 / Fannie Mae Pool | |||||||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (88164AAB0) | |||||||
| US69380RAA32 / PRPM 2023-RCF2 LLC 4% 11/25/2053 144A | |||||||
| US761118EN47 / RALI Series 2005-QO1 Trust | |||||||
| US3140GYBN82 / FNMA POOL BH9044 FN 11/47 FIXED 4 | |||||||
| US3140JN3W83 / FNMA POOL BN6212 FN 03/49 FIXED 4 | |||||||
| US073879BM99 / BEAR STEARNS ASSET-BACKED SECURITIES TRUST | |||||||
| US3138XQM656 / FNMA POOL AW1280 FN 07/29 FIXED 3 | |||||||
| US14318UAD37 / Carmax Auto Owner Trust 2022-4 | |||||||
| US3138WHNT53 / Fannie Mae Pool | |||||||
| US12569UAA97 / CORP CMO | |||||||
| US45254TMF83 / IMPAC SECURED ASSETS CORP. IMSA 2003 1 A1 | |||||||
| US3140GUDD60 / FNMA POOL BH5499 FN 09/47 FIXED 4 | |||||||
| XS2244322082 / ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625 | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A2 144A / ABS-MBS (64830NAB7) | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A2 144A / ABS-O (29374MAB4) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 SA 144A / ABS-MBS (173112AR4) | |||||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR / DBT (13947LAF9) | |||||||
| US31417YRB55 / Fannie Mae Pool | |||||||
| US3131WNTY00 / FED HM LN PC POOL ZI9567 FR 12/39 FIXED 4.5 | |||||||
| US86360NAP78 / STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN | |||||||
| US9128286B18 / United States Treasury Note/Bond | |||||||
| US07387AAD72 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 1 2A2 | |||||||
| IHRTB / iHeartMedia, Inc. | |||||||
| US31417BPM36 / FNMA POOL AB4927 FN 04/27 FIXED 3 | |||||||
| US74928XDH17 / RBSSP RESECURITIZATION TRUST RBSSP 2009 6 18A2 144A | |||||||
| US36209DGS71 / GNMA POOL 468309 GN 02/28 FIXED 6.49 | |||||||
| US31329PBS11 / FED HM LN PC POOL ZA5449 FR 05/48 FIXED 3.5 | |||||||
| US126379AW65 / CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4 5A1 | |||||||
| US073880AA42 / Bear Stearns ARM Trust 2007-1 | |||||||
| US94985JCA60 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A49 | |||||||
| US3137FJK811 / FREDDIE MAC FHR 4839 WO | |||||||
| US86364LAD47 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A4 | |||||||
| US12566TAD90 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A7 1A4 | |||||||
| US31412GLX78 / FNMA POOL 924742 FN 05/37 FIXED 6 | |||||||
| US92926UAA97 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1 | |||||||
| US30327CAA45 / FHF TRUST 2022-1 FHF 2022-1A A | |||||||
| US3140N0TA30 / FN BW7744 | |||||||
| US3132ADUG14 / FED HM LN PC POOL ZT1483 FR 10/48 FIXED 4 | |||||||
| US12544RAB42 / COUNTRYWIDE HOME LOANS CWHL 2007 4 1A2 | |||||||
| US3617GUZZ05 / GNMA II POOL BG9760 G2 05/48 FIXED 4 | |||||||
| US251513AU11 / DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A2 | |||||||
| VICI / VICI Properties Inc. | |||||||
| BOUGHT TWD SOLD USD 20250703 / DFE (000000000) | |||||||
| US36225CTZ94 / GNMA II POOL 080567 G2 01/32 FLOATING VAR | |||||||
| US749241AA33 / RALI Series 2007-QH9 Trust | |||||||
| RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/2.55000 07/21/23-30Y LCH / DIR (000000000) | |||||||
| US44329EAE14 / HSI ASSET LOAN OBLIGATION HALO 2007 AR2 3A1 | |||||||
| US3140MMMG01 / FNMA POOL BV7558 FN 11/52 FIXED 6 | |||||||
| THAMES WATER UTILITIES LIMITED 2021 GBP REVOLVER / LON (BA0008XV5) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A B 144A / ABS-O (21056DAC4) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| RFR USD SOFR/3.55500 03/05/24-30Y LCH / DIR (000000000) | |||||||
| US12668ACG85 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1 | |||||||
| RFR USD SOFR/2.59000 07/23/24-2Y LCH / DIR (000000000) | |||||||
| US3140GRNE05 / FNMA POOL BH3088 FN 05/47 FIXED 4 | |||||||
| US32053LAF94 / First Horizon Alternative Mortgage Securities Trust 2007-FA2 | |||||||
| XS0271529967 / Alba 2006-2 PLC | |||||||
| US05568QAA31 / BNC MORTGAGE LOAN TRUST BNCMT 2007 3 A1 | |||||||
| US31418MNJ70 / FNMA POOL AD0392 FN 10/39 FIXED VAR | |||||||
| US83611MPK89 / Soundview Home Loan Trust 2006-OPT3 | |||||||
| US437084KV79 / HEAT 2005-3 M6 | |||||||
| XS2585545820 / SHAMROCK RESIDENTIAL SROCK 2023 1X A REGS | |||||||
| ZCS BRL 10.17 04/01/24-01/04/27 CME / DIR (000000000) | |||||||
| PALM RE LTD UNSECURED 144A 06/32 VAR / DBT (69664FAB4) | |||||||
| US86360UAG13 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A2 | |||||||
| XS0268693743 / Thames Water Utilities Finance PLC | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A F 144A / ABS-MBS (ACI2PHM10) | |||||||
| US32028GAF28 / FFML 2006-FF15 A | |||||||
| US12597AAD37 / CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 B1 144A | |||||||
| US3138YCCV14 / FNMA POOL AX9983 FN 01/45 FIXED 4 | |||||||
| US76716XAC65 / RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 | |||||||
| US30162RAD35 / Exela Intermediate LLC/Exela Finance, Inc. | |||||||
| US040104PD74 / ARGENT SECURITIES INC. ARSI 2005 W3 M2 | |||||||
| US3132DWBM47 / FREDDIE MAC POOL FR SD8144 | |||||||
| US3138A6CE89 / FNMA POOL AH4568 FN 03/41 FIXED 4 | |||||||
| US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 | |||||||
| REPUBLIC OF PANAMA EUR TERM LOAN / LON (BA000GRH5) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM1 PT 144A / ABS-MBS (36271LAL3) | |||||||
| 317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) | |||||||
| US41161QAM33 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A | |||||||
| XS1697686928 / WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | |||||||
| US3128MJYT11 / Freddie Mac Gold Pool | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A3 144A / ABS-O (29374MAC2) | |||||||
| US3140FAVS82 / FNMA POOL BD3324 FN 10/46 FIXED 3.5 | |||||||
| US3138EKU603 / FNMA POOL AL3304 FN 03/28 FIXED VAR | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| XS2667753425 / AVON FINANCE AVON 3A X 144A | |||||||
| US59022VAA98 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 OPT1 A1 | |||||||
| FED HM LN PC POOL SD3117 FR 07/52 FIXED 4 / ABS-MBS (3132DQPA8) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B B / ABS-O (78450CAC8) | |||||||
| US88156PAC59 / TERWIN MORTGAGE TRUST TMTS 2006 7 1A2B 144A | |||||||
| US05946XBV47 / BANC OF AMERICA FUNDING CORPOR BAFC 2003 1 A1 | |||||||
| US36270PAH47 / GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL2 SA 144A | |||||||
| US31384WGU80 / FANNIE MAE 6.50% 04/01/2031 FNMA 30 | |||||||
| XS1789787568 / KIRKBY RMBS KIRK 1A A 144A | |||||||
| US01F0506844 / UMBS TBA | |||||||
| US073879R596 / BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE9 M2 | |||||||
| USP87324BE10 / Peruvian Government International Bond | |||||||
| US362348AB02 / GSAA HOME EQUITY TRUST GSAA 2006 8 2A1 | |||||||
| XS0333305299 / Mansard Mortgages 2007-2 PLC | |||||||
| US3140NAG238 / FNMA POOL BX5616 FN 01/53 FIXED 6 | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2004 12 2A2 / ABS-MBS (36242DKV4) | |||||||
| RFR USD SOFR/3.37000 07/12/23-30Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A R 144A / ABS-O (210928AL1) | |||||||
| US46631NDZ96 / JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 1A96 | |||||||
| US3140MLRP71 / FNCL UMBS 4.0 BV6793 10-01-52 | |||||||
| BOUGHT KWD SOLD USD 20260602 / DFE (000000000) | |||||||
| T MOBILE US TRUST TMUST 2024 2A A 144A / ABS-O (87268CAA5) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A / ABS-O (78450XAA6) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| US3140FHA497 / FNMA POOL BD9026 FN 03/47 FIXED 4 | |||||||
| US3131XWF240 / FED HM LN PC POOL ZM2885 FR 03/47 FIXED 4.5 | |||||||
| US02376UAA34 / American Airlines Pass Through Trust, Series 2016-1, Class AA | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A1 / ABS-O (21050QAA5) | |||||||
| US23243HAE18 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 2A4 | |||||||
| US25151VAA35 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA1 A1 | |||||||
| US31416W6J66 / FNMA POOL AB1772 FN 11/25 FIXED 3 | |||||||
| US3140FTRJ21 / FNMA POOL BE7688 FN 03/47 FIXED 4 | |||||||
| US57643LNH59 / MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M2 | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250703 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250703 / DFE (000000000) | |||||||
| RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (000000000) | |||||||
| US76110WD525 / RESIDENTIAL ASSET SECURITIES C RASC 2004 KS8 MII1 | |||||||
| RFR USD SOFR/2.55000 07/21/23-30Y LCH / DIR (000000000) | |||||||
| US05956DAD66 / Banc of America Funding Trust | |||||||
| US31329LAP76 / FHLG 15YR 3% 04/01/2027#ZA2714 | |||||||
| US3140FT2P54 / FNMA POOL BE7981 FN 02/47 FIXED 4 | |||||||
| THAMES WATER UTILITIES LIMITED 2021 GBP REVOLVER / LON (BA0008XV5) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A B 144A / ABS-O (21056DAC4) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| RFR USD SOFR/3.55500 03/05/24-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/2.59000 07/23/24-2Y LCH / DIR (000000000) | |||||||
| US12545AAA25 / COUNTRYWIDE HOME LOANS CWHL 2007 8 1A1 | |||||||
| US3140F9V287 / FNMA POOL BD2432 FN 01/47 FIXED 4 | |||||||
| US3140FFTW10 / UMBS, 30 Year | |||||||
| US65106FAA03 / NEWCASTLE MORTGAGE SECURITIES TRUST 2007-1 NCMT 2007-1 1A1 | |||||||
| US36225CJD92 / GNMA II POOL 080259 G2 02/29 FLOATING VAR | |||||||
| US456618AH09 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR8 A4A | |||||||
| ACI01UNP7 / BONDHOLDCO ALPHABET I SHARES | |||||||
| US12668ALH67 / Alternative Loan Trust, Series 2005-50CB, Class 1A1 | |||||||
| US3138WFVN36 / Federal National Mortgage Association, Inc. | |||||||
| CASCADE MH ASSET TRUST CMHAT 2024 MH1 A1 144A / ABS-O (14731VAA6) | |||||||
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (67592CAL0) | |||||||
| RFR USD SOFR/3.60240 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| US3128MJ5G13 / FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2048 G30 | |||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A / ABS-MBS (28225GAA2) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 CES2 PT 144A / ABS-MBS (46658QAN0) | |||||||
| US31329PX733 / FED HM LN PC POOL ZA6102 FR 12/48 FIXED 4 | |||||||
| US912810RD28 / United States Treas Bds Bond | |||||||
| US86358EPC48 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 10 M1 | |||||||
| US86361BAE74 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 3A1 | |||||||
| US31418CSK17 / FNMA POOL MA3221 FN 12/27 FIXED 3 | |||||||
| FNMA POOL BY6371 FN 07/53 FIXED 6.5 / ABS-MBS (3140NPCH1) | |||||||
| WOODSIDE FINANCE LTD WOODSIDE FINANCE LTD / DBT (980236AR4) | |||||||
| US3133BQPZ37 / FED HM LN PC POOL QF3140 FR 11/52 FIXED 6 | |||||||
| US36202D6S56 / GNII II 4.5% 07/20/2034#003581 | |||||||
| US64352VNL17 / NCHET 2005-B M2 | |||||||
| US3140HDFB52 / FNMA POOL BK0161 FN 02/48 FIXED 3.5 | |||||||
| US3617H4MZ17 / GNMA II POOL BH6676 G2 06/48 FIXED 4 | |||||||
| US904678AU32 / UniCredit SpA | |||||||
| US3140JN3X66 / FNMA POOL BN6213 FN 03/49 FIXED 4 | |||||||
| US3140KKAR55 / FNMA POOL BQ0015 FN 07/50 FIXED 4 | |||||||
| US31384VYU06 / Federal National Mortgage Association | |||||||
| US3140NA2T96 / FNMA POOL BX6185 FN 02/53 FIXED 5.5 | |||||||
| US52473LAF94 / LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B2 144A | |||||||
| US3133BTJZ40 / FHLG 30YR 5.5% 01/01/2053#QF5680 | |||||||
| US3140F3P449 / FNMA POOL BC7642 FN 06/46 FIXED 4 | |||||||
| PALM RE LTD UNSECURED 144A 06/32 VAR / DBT (69664FAB4) | |||||||
| US3140GV6Y61 / FNMA POOL BH7186 FN 10/47 FIXED 4 | |||||||
| XS2306577342 / CANADA SQUARE FUNDING CSF 2021 1 A REGS | |||||||
| US3138XY5Z31 / FNMA POOL AW8963 FN 07/44 FIXED 4 | |||||||
| US17312WAA45 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 A 144A | |||||||
| US70069FLJ48 / PARK PLACE SECURITIES INC PPSI 2005 WCW2 M3 | |||||||
| US46628KAN00 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 4A1 | |||||||
| IRS EUR 2.30000 09/25/24-5Y LCH / DIR (000000000) | |||||||
| US3140FUJ582 / FNMA POOL BE8383 FN 03/47 FIXED 4 | |||||||
| US456606JP87 / INDYMAC RESIDENTIAL ASSET BACK INABS 2005 D M1 | |||||||
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL / LON (949ABEII2) | |||||||
| US251563FA50 / DEUTSCHE MORTGAGE SECURITIES, DMSI 2004 4 4AR1 | |||||||
| SAGB / Republic of South Africa Government Bond | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 8T2 A3 / ABS-MBS (05951UAD3) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A B2 144A / ABS-MBS (64830MCA9) | |||||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (ACI2NQX93) | |||||||
| REACH FINANCIAL LLC REACH 2024 1A A 144A / ABS-O (75526PAA9) | |||||||
| US36267WAS08 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL2 PT 144A | |||||||
| US3128HDRD37 / FED HM LN PC POOL 846784 FH 05/29 FLOATING VAR | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A F 144A / ABS-MBS (ACI2PHM10) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A B 144A / ABS-O (21055PAC8) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2004 11 1A2 / ABS-MBS (36242DFQ1) | |||||||
| RFR USD SOFR/2.53700 07/24/23-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.80000 09/05/23-5Y LCH / DIR (000000000) | |||||||
| US3132DVKY01 / Freddie Mac Pool | |||||||
| US863579VM76 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 | |||||||
| US05948XBY67 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 3A1 | |||||||
| US3140NEPM17 / FNMA POOL BX9427 FN 03/53 FIXED 5.5 | |||||||
| US3138WJFY96 / Fannie Mae Pool | |||||||
| RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (000000000) | |||||||
| US3132AEKA37 / FED HM LN PC POOL ZT2089 FR 06/49 FIXED 5 | |||||||
| US404280BK42 / HSBC Holdings PLC | |||||||
| US01F0424758 / Fannie Mae or Freddie Mac | |||||||
| US63860HAG48 / Nationstar Home Equity Loan Trust 2007-A | |||||||
| US04542BNM09 / ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE2 M4 | |||||||
| US193938AB31 / COLLEGE AVE STUDENT LOANS 2023-A LLC SER 2023-A CL A2 REGD 144A P/P 5.33000000 | |||||||
| US362440AD15 / GSAMP TRUST 2007-HE2 | |||||||
| US86361JAR14 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 3A5 | |||||||
| US748940AA13 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1 | |||||||
| US694308JK48 / PACIFIC GAS and ELECTRIC CO 3.75% 07/01/2028 | |||||||
| US31419BBT17 / Fannie Mae Pool | |||||||
| US3138YWSZ18 / FNMA POOL AZ5035 FN 10/45 FIXED 4.5 | |||||||
| US05948XZB09 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 K 1A1 | |||||||
| US3133TV5T91 / FHLMC, REMIC, Series 2359, Class ZB | |||||||
| US3140GYMU07 / FANNIE MAE POOL FN BH9370 | |||||||
| US31359RAQ56 / FANNIE MAE FNR 1997 79 PL | |||||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A3 144A / ABS-O (29374MAC2) | |||||||
| US31334YZF77 / FED HM LN PC POOL QA2542 FR 08/49 FIXED 3 | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (000000000) | |||||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | |||||||
| US3140JYXK78 / FNMA POOL BO4281 FN 07/49 FIXED 4 | |||||||
| US17331EAR45 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP5 SA 144A | |||||||
| US29445UAN54 / Equifirst Loan Securitization Trust 2007-1 | |||||||
| US52474AAE55 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B1 144A | |||||||
| US694308GZ44 / Pacific Gas & Electric 4.45% Senior Notes 04/15/42 | |||||||
| US3138XJAX59 / FNMA POOL AV6321 FN 01/29 FIXED 3.5 | |||||||
| US59020UFL44 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 HE1 B1 144A | |||||||
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (000000000) | |||||||
| EZ9L4HD15422 / FORD MOTOR COMPANY SNR S* ICE | |||||||
| US74958YAN22 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S4 A14 | |||||||
| US32051GV446 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA1 2A1 | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A2 144A / ABS-O (505920AB4) | |||||||
| US61756XBT19 / MORGAN STANLEY MORTGAGE LOAN TRUST 2007-15AR | |||||||
| US36228F3P94 / GSAA 2004-3 AF4 | |||||||
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| RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 1A14 / ABS-MBS (05951FBQ6) | |||||||
| US36179XNC64 / Ginnie Mae II Pool | |||||||
| US12653MAM82 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL4 PT 144A | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 2A A2A 144A / ABS-O (73328NAB7) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A C 144A / ABS-O (68377TAC2) | |||||||
| US52473MAF77 / LEGACY MORTGAGE ASSET TRUST LMAT 2019 RPL1 B2 144A | |||||||
| US31417YFM49 / FNMA 20YR 4.50% 9/29 #MA0171 | |||||||
| US12660QAQ10 / CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 SA 144A | |||||||
| US3617BAT456 / GNMA II POOL BC6871 G2 08/47 FIXED 3.5 | |||||||
| US55274QAL95 / MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A11 | |||||||
| US3132A5HV04 / FED HM LN PC POOL ZS4744 FR 11/47 FIXED 4 | |||||||
| US00105HDC79 / AFC HOME EQUITY LOAN TRUST AFC 1997 3 2A | |||||||
| US17316AAR14 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 10 4A2 144A | |||||||
| US12666RAF73 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 9 1AF6 | |||||||
| US09774XBD30 / BOMBARDIER CAPITAL MORTGAGE SE BCM 1999 B A3 | |||||||
| US3132XXWM70 / FED HM LN PC POOL Q55151 FG 04/48 FIXED 4 | |||||||
| US46629TAL44 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M6 | |||||||
| ZAG000125980 / Republic of South Africa Government Bond | |||||||
| US3132DWF323 / Freddie Mac Pool | |||||||
| SOLD PEN BOUGHT USD 20250718 / DFE (000000000) | |||||||
| ATLX TRUST ATLX 2024 RPL2 A1 144A / ABS-MBS (049919AA1) | |||||||
| VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE / DBT (959DHQII0) | |||||||
| FNMA POOL 695007 FN 03/33 FIXED 6.5 / ABS-MBS (31400RDL2) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 C 144A / ABS-O (69544AAC9) | |||||||
| US22944JDG31 / Credit Suisse Commerical Mortgage Trust | |||||||
| US3138E2MD43 / Fannie Mae Pool | |||||||
| TRT061124T11 / Turkey Government Bond | |||||||
| US12464YAC30 / C-BASS 2007-CB5 Trust | |||||||
| US65536RAF38 / Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-WF1 | |||||||
| US05946XYP22 / BARFC 2005-F 1A1 MTGE | |||||||
| US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 | |||||||
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A / ABS-CBDO (66860CAL7) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A / ABS-O (345214BJ8) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A / ABS-O (69548BAC3) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (262487AJ0) | |||||||
| SOFI CONSUMER LOAN PROGR 06/34 0 / ABS-O (000000000) | |||||||
| CMBX.NA.AS.9 SP GST / DCR (000000000) | |||||||
| US92328MAB90 / Venture Global Calcasieu Pass LLC | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 D 1A1 / ABS-MBS (05949A4G2) | |||||||
| RFR JPY MUTK/0.17625 04/27/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL6 PT 144A / ABS-MBS (36272QAS6) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (693987AA7) | |||||||
| US313920XQ80 / FANNIE MAE FNR 2001 46 ZL | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1B2 / ABS-MBS (92922F2J6) | |||||||
| RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH / DIR (000000000) | |||||||
| ROUNDSTONE SECURITIES RNST 2A E 144A / ABS-MBS (ACI2NGD06) | |||||||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (000000000) | |||||||
| HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (ACI2QFVZ8) | |||||||
| RFR USD SOFR/3.74901 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 3 2A1 / ABS-MBS (576433YQ3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A4 / ABS-O (14076LAD5) | |||||||
| RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (000000000) | |||||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A / ABS-O (525938AC0) | |||||||
| FNMA POOL 894625 FN 11/36 FIXED 6.5 / ABS-MBS (31410Q4J7) | |||||||
| RFR USD SOFR/3.6062* 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3 / ABS-O (80288AAC6) | |||||||
| ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (77587BAA2) | |||||||
| US761118PZ57 / Residential Accredit Loans, Inc. | |||||||
| CMBX.NA.AAA.10 SP DUB / DCR (000000000) | |||||||
| US17307GLP18 / Credit-Based Asset Servicing and Securitization LLC | |||||||
| US589929M704 / MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERI SER 2003-A2 CL 1A1 V/R REGD 4.35915200 | |||||||
| US345397A860 / Ford Motor Credit Co LLC | |||||||
| US38376RMD51 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FB | |||||||
| US38144RAB33 / GSAA Home Equity Trust, Series 2007-8, Class A2 | |||||||
| US3140J7YZ27 / FNMA POOL BM3427 FN 09/31 FIXED VAR | |||||||
| US12667GN580 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 2A3 | |||||||
| US76110W4G82 / RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL1 M2 | |||||||
| US31418DKK71 / Fannie Mae Pool | |||||||
| US3140FG5W59 / FNMA POOL BD8960 FN 10/40 FIXED 3.5 | |||||||
| US3133C1QV50 / FED HM LN PC POOL QG1368 FR 04/53 FIXED 6 | |||||||
| US03072SWS03 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R11 M3 | |||||||
| US3140GWK287 / FNMA POOL BH7512 FN 09/47 FIXED 4 | |||||||
| US3138YVEJ49 / FNMA POOL AZ3736 FN 11/45 FIXED 3 | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL3 A1 144A / ABS-MBS (69382RAA1) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| TITANIUM 2L BONDCO S.? R.L. EO 01/31 6.25 / DBT (ACI2R0R44) | |||||||
| US292480AK65 / Enable Midstream Partners LP | |||||||
| US45661ECM49 / INDX 06-AR5 2A1 ARH10 FRN 05-25-36 | |||||||
| US3140X7AV12 / FNMA POOL FM3619 FN 01/50 FIXED VAR | |||||||
| XS0800186222 / THAMES WATER UTC | |||||||
| US61755AAE64 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2D | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A / ABS-MBS (161927AC2) | |||||||
| US3138XVLC22 / FNMA POOL AW5722 FN 09/44 FIXED 4 | |||||||
| US80287JAE47 / Santander Drive Auto Receivables Trust, Series 2023-2, Class C | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US12657VAA08 / CSWF 2021-SOP2 | |||||||
| US45660LY609 / IndyMac INDA Mortgage Loan Trust 2005-AR2 | |||||||
| US12544XAW56 / COUNTRYWIDE HOME LOANS CWHL 2007 9 A12 | |||||||
| US83610JAA43 / SOUND POINT CLO XIX Ltd | |||||||
| US576433D529 / MASTR Adjustable Rate Mortgages Trust 2005-7 | |||||||
| US3140FPC983 / Fannie Mae Pool | |||||||
| US36185MBL54 / GMAC MORTGAGE CORPORATION LOAN TRUST | |||||||
| US31329KF582 / FED HM LN PC POOL ZA1988 FR 04/27 FIXED 5.5 | |||||||
| US3622ELAD89 / GSAA HOME EQUITY TRUST GSAA 2006 18 AF4A | |||||||
| US126694JY54 / COUNTRYWIDE HOME LOANS CWHL 2005 24 A8 | |||||||
| US31389L2Y48 / Fannie Mae Pool | |||||||
| US251510GV90 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 AR2 5A1 | |||||||
| US83612TAE29 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A4 | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2010 9R 30A5 144A / ABS-MBS (12644NUH7) | |||||||
| GCAT GCAT 2023 NQM4 A1 144A / ABS-MBS (36171FAA1) | |||||||
| US3138ETDZ63 / FANNIE MAE POOL UMBS P#AL8219 4.00000000 | |||||||
| US12594YAA01 / CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 A1 144A | |||||||
| US25151WAA18 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 AB1 A1 | |||||||
| US3140FVT894 / Fannie Mae Pool | |||||||
| US617451DR76 / Morgan Stanley Capital I Incorporated Trust | |||||||
| US12668BXA69 / CWALT 2006 12CB A5 | |||||||
| PRP ADVISORS, LLC PRPM 2025 3 A1 144A / ABS-MBS (74449DAA3) | |||||||
| FNMA POOL 607020 FN 10/31 FIXED 6.5 / ABS-MBS (31388KK92) | |||||||
| SOLD TRY BOUGHT USD 20250708 / DFE (000000000) | |||||||
| IRS ZAR 8.36000 08/07/23-5Y CME / DIR (000000000) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| IRS ZAR 8.00100 01/06/25-6Y CME / DIR (000000000) | |||||||
| US12662NAE31 / CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 A2 144A | |||||||
| US628989AA35 / NRPLM TRUST SERIES NRPLM 2023 RPL1 CERT 144A | |||||||
| US03072SZ815 / AMERIQUEST MORTGAGE SECURITIES AMSI 2006 R2 M2 | |||||||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | |||||||
| US129890AA73 / CALI Mortgage Trust 2019-101C | |||||||
| US31392CR301 / FANNIE MAE FNR 2002 26 A1 | |||||||
| US36242DKU62 / GSR MORTGAGE LOAN TRUST GSR 2004 12 2A1 | |||||||
| US43710EAE05 / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-B | |||||||
| US3140H7YG65 / FNMA POOL BJ6110 FN 12/47 FIXED 3.5 | |||||||
| SOLD PEN BOUGHT USD 20250718 / DFE (000000000) | |||||||
| US3132DWFH16 / Freddie Mac Pool | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| ATLX TRUST ATLX 2024 RPL2 A1 144A / ABS-MBS (049919AA1) | |||||||
| US31418DLM29 / FNCI UMBS 3.0 MA3931 02-01-35 | |||||||
| VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE / DBT (959DHQII0) | |||||||
| FNMA POOL 695007 FN 03/33 FIXED 6.5 / ABS-MBS (31400RDL2) | |||||||
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A / ABS-CBDO (66860CAL7) | |||||||
| US3140J8FV07 / Fannie Mae Pool | |||||||
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| US12669MAB46 / CHL Mortgage Pass-Through Trust 2007-J1 | |||||||
| US3132A73K52 / FNCI UMBS 3.0 ZS7102 07-01-28 | |||||||
| US126670JV14 / CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB9 SER 2005-HYB9 CL 2A1 V/R REGD 3.93850000 | |||||||
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| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (000000000) | |||||||
| US31403MM975 / FN 752884 | |||||||
| US3140N46W24 / FNMA POOL BX0884 FN 02/53 FIXED 5.5 | |||||||
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| US293601AC42 / ENT_23-1A | |||||||
| US097023CU76 / BOEING CO 5.04% 05/01/2027 | |||||||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | |||||||
| US59020UUK95 / Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A1 | |||||||
| US31377F7G59 / FNMA POOL 376295 FN 03/36 FLOATING VAR | |||||||
| US12667TAE55 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4 | |||||||
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| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| XS1172951508 / Petroleos Mexicanos | |||||||
| US3140X6FL02 / FN FM2870 | |||||||
| US3132L87D37 / Freddie Mac Gold Pool | |||||||
| US12591TAL08 / COMM MORTGAGE TRUST COMM 2014 LC15 XB 144A | |||||||
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| US3132WGYX93 / FED HM LN PC POOL Q43425 FG 10/46 FIXED 3 | |||||||
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| US126694YR39 / COUNTRYWIDE HOME LOANS CWHL 2006 3 3A2 | |||||||
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| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (000000000) | |||||||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 3.27000 08/21/23-10Y LCH / DIR (000000000) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1B2 / ABS-MBS (92922F2J6) | |||||||
| CMBX.NA.AS.9 SP GST / DCR (000000000) | |||||||
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| US3140FUNM68 / Fannie Mae Pool | |||||||
| US45254NQW01 / IMPAC CMB TRUST IMM 2005 6 1A2 | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A4 144A / ABS-O (39571XAD6) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A / ABS-MBS (67118RAA6) | |||||||
| US16678RBV87 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A2 144A | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A / ABS-O (14687VAC6) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| US3128MJX397 / FHLMC Gold Pools, 30 Year | |||||||
| US004375DX64 / ACCREDITED MORTGAGE LOAN TRUST ACCR 2005 3 M4 | |||||||
| US31371MWC71 / FNMA POOL 256343 FN 06/26 FIXED 5 | |||||||
| EZVCF3JV76H8 / VERIZON COMMUNICATIONS INC SNR S* ICE | |||||||
| US83611PBY60 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M5 | |||||||
| US81744FDV67 / Sequoia Mortgage Trust, Series 2004-9, Class A1 | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (693987AA7) | |||||||
| US06738EBD67 / Barclays PLC | |||||||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (000000000) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (83406YAA9) | |||||||
| US23332UDC53 / DSLA MORTGAGE LOAN TRUST 2005-AR2 DSLA 2005-AR2 2A1A | |||||||
| RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (000000000) | |||||||
| XAN5200EAC56 / McDermott Technology Americas Inc 2020 Make Whole Term Loan | |||||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (90323WAP5) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 5 1A1 / ABS-MBS (07386HDD0) | |||||||
| IRS ZAR 8.00000 01/03/25-6Y CME / DIR (000000000) | |||||||
| FINANCE OF AMERICA STRUCTURED FASST 2025 S1 A1 144A / ABS-MBS (31741BAB0) | |||||||
| SOLD PEN BOUGHT USD 20251229 / DFE (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 4 A1 144A / ABS-MBS (74390EAA0) | |||||||
| US313921FG83 / FANNIEMAE GRANTOR TRUST FNGT 2001 T9 A1 | |||||||
| US3138YV4G13 / FNMA POOL AZ4422 FN 07/45 FIXED 4 | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| US54251TAD19 / Long Beach Mortgage Loan Trust 2006-7 | |||||||
| US3136ABUE14 / FANNIE MAE FNR 2013 7 IO | |||||||
| US75970QAG55 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF4 | |||||||
| US14686JAC45 / Carvana Auto Receivables Trust 2022-P2 | |||||||
| US590238AD33 / Merrill Lynch Mortgage Investors Trust Series 2007-HE3 | |||||||
| US86358ENJ19 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC2 M1 | |||||||
| US3140FNJR68 / UMBS | |||||||
| US939344AK34 / Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A1 | |||||||
| US3132DWHS52 / FEDERAL HOME LOAN MORTGAGE CORPORATION | |||||||
| US3140NC2S77 / FNMA POOL BX7984 FN 03/53 FIXED 5 | |||||||
| US31418BRB44 / Fannie Mae Pool | |||||||
| US12651YAA01 / CSMC 2017-RPL3 Trust | |||||||
| FNMA POOL 894625 FN 11/36 FIXED 6.5 / ABS-MBS (31410Q4J7) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3 / ABS-O (80288AAC6) | |||||||
| US81744MAS17 / SEQUOIA MORTGAGE TRUST SEMT 2007 3 2CA1 | |||||||
| XAF6628DAK00 / ALTICE FRANCE SA TERM B12 | |||||||
| US3133BWMK62 / FNCL UMBS 5.5 QF8462 03-01-53 | |||||||
| US590216AA57 / Merrill Lynch Mortgage Investors Trust Series 2006-RM2 | |||||||
| US12566RAG65 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A6 1A7 | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1A 144A / ABS-O (78450PAA3) | |||||||
| US3132Y0KG45 / FED HM LN PC POOL Q56594 FG 06/48 FIXED 3.5 | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| US46115HCF29 / INTESA SANPAOLO SPA REGD 144A P/P 7.80000000 | |||||||
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN / LON (BA000HYC6) | |||||||
| US07384MVP49 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 4 2A1 | |||||||
| FLATIRON CLO LTD FLAT 2019 1A AR2 144A / ABS-CBDO (33883JAW1) | |||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB2 1A1 / ABS-MBS (12669GWQ0) | |||||||
| FIRST NLC TRUST FNLC 2005 1 M6 / ABS-MBS (32113JAG0) | |||||||
| FNMA POOL 894625 FN 11/36 FIXED 6.5 / ABS-MBS (31410Q4J7) | |||||||
| US3140N9UX23 / FANNIE MAE POOL UMBS P#BX5097 5.50000000 | |||||||
| US36179XFF87 / Government National Mortgage Association (GNMA) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 4 A1A 144A / ABS-MBS (89183GAA4) | |||||||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000) | |||||||
| US12668BYB34 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 7CB 1A10 | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A2 144A / ABS-O (78436XAB3) | |||||||
| US3140NMNC78 / FNMA POOL BY4886 FN 07/53 FIXED 5.5 | |||||||
| RFR USD SOFR/4.45000 10/31/23-10Y LCH / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM1 A1 144A / ABS-MBS (693977AA8) | |||||||
| COLOMBIA LA SP BPS / DCR (000000000) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A / ABS-O (69548KAA7) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B C / ABS-O (78450CAD6) | |||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A / ABS-O (21050UAD0) | |||||||
| US02147DAU54 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A4 | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL2 A1 144A / ABS-MBS (69392CAA2) | |||||||
| US31418EMR89 / FNCL UMBS 4.5 MA4867 01-01-53 | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A3 / ABS-O (30166UAC4) | |||||||
| US TREASURY N/B 08/54 4.25 / DBT (912810UC0) | |||||||
| FNMA POOL DA0912 FN 09/53 FIXED 6.5 / ABS-MBS (3140A1AN7) | |||||||
| ROUNDSTONE SECURITIES RNST 2A Z 144A / ABS-MBS (ACI2NGCK3) | |||||||
| US55291KAD90 / Master Asset Backed Securities Trust | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A4 144A / ABS-O (39571XAD6) | |||||||
| US17309SAG57 / Citigroup Mortgage Loan Trust Inc | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A / ABS-MBS (67118RAA6) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A / ABS-O (14687VAC6) | |||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | |||||||
| US54251YAE86 / Long Beach Mortgage Loan Trust 2006-10 | |||||||
| US3138EG3S13 / Fannie Mae Pool | |||||||
| US12667AAD81 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3 | |||||||
| US78457JAA07 / SMRT, Series 2022-MINI, Class A | |||||||
| US45660LUD99 / IndyMac INDX Mortgage Loan Trust 2005-AR16IP | |||||||
| US3617GWNL03 / GNMA II POOL BH0395 G2 06/48 FIXED 4 | |||||||
| US38376RJ724 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F | |||||||
| US80281LAT26 / Santander UK Group Holdings plc | |||||||
| 952NPG907 / CREDIT SUISSE GROUP AG JR SUB REGS | |||||||
| US83206NAA54 / SMB Private Education Loan Trust 2022-B | |||||||
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A / ABS-CBDO (ACI2VQ1V0) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A3 / ABS-O (30165AAC9) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FNMA POOL DA2825 FN 09/53 FIXED 6.5 / ABS-MBS (3140A3D75) | |||||||
| ROUNDSTONE SECURITIES RNST 2A F 144A / ABS-MBS (ACI2NGD22) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (14686WAW1) | |||||||
| US31418NQF05 / FNMA POOL AD1353 FN 01/40 FIXED 4.5 | |||||||
| US52520CAL90 / LEHMAN MORTGAGE TRUST LMT 2006 3 1A8 | |||||||
| US3140X7JC40 / FNMA POOL FM3858 FN 02/50 FIXED VAR | |||||||
| US11042TAA16 / British Airways Pass-Through Trust, Series 2018-1, Class AA | |||||||
| US922646AS37 / Venezuela Government International Bond | |||||||
| US00442LAA70 / ACE SECURITIES CORP. ACE 2007 HE4 A1 | |||||||
| US12668AJ894 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 67CB A1 | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (83406YAA9) | |||||||
| US93935BAG59 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 3A5 | |||||||
| US863576AF16 / Structured Asset Securities Corp Trust 2005-5 | |||||||
| US466278AC20 / CORP CMO | |||||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (90323WAP5) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 5 1A1 / ABS-MBS (07386HDD0) | |||||||
| IRS ZAR 8.00000 01/03/25-6Y CME / DIR (000000000) | |||||||
| FINANCE OF AMERICA STRUCTURED FASST 2025 S1 A1 144A / ABS-MBS (31741BAB0) | |||||||
| US3138WKRH09 / Fannie Mae Pool | |||||||
| US31418CQM90 / FNCN UMBS 3.0 MA3159 10-01-27 | |||||||
| US023764AA14 / American Airlin Bond | |||||||
| PRP ADVISORS, LLC PRPM 2024 4 A1 144A / ABS-MBS (74390EAA0) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US3138M8MT75 / FNMA POOL AP4869 FN 09/27 FIXED 3.5 | |||||||
| BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A / ABS-CBDO (08180FBU4) | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (14311UBA5) | |||||||
| IRS EUR 2.36000 10/07/24-5Y LCH / DIR (000000000) | |||||||
| FNMA POOL DA9751 FN 03/54 FIXED 6.5 / ABS-MBS (3140YXZR5) | |||||||
| IRS EUR -0.13500 07/24/20-5Y LCH / DIR (000000000) | |||||||
| US3138Y14K84 / FNMA POOL AX0825 FN 09/44 FIXED 4 | |||||||
| XS2667752450 / AVON FINANCE AVON 3A C 144A | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| XS2332975007 / Altice France SA/France | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1A 144A / ABS-O (78450PAA3) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN / LON (BA000HYC6) | |||||||
| FLATIRON CLO LTD FLAT 2019 1A AR2 144A / ABS-CBDO (33883JAW1) | |||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB2 1A1 / ABS-MBS (12669GWQ0) | |||||||
| FIRST NLC TRUST FNLC 2005 1 M6 / ABS-MBS (32113JAG0) | |||||||
| US45660LXA24 / IndyMac INDX Mortgage Loan Trust 2005-AR19 | |||||||
| US3138EJUJ56 / FNMA POOL AL2384 FN 12/41 FIXED VAR | |||||||
| US03072SQD08 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R3 M2 | |||||||
| US3140FRCM58 / Fannie Mae Pool | |||||||
| US31359VU270 / FANNIE MAE REMICS SER 1999-25 CL Z 6.00000000 | |||||||
| US46625SAE63 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE2 A5 | |||||||
| US12660QAN88 / CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 XS 144A | |||||||
| US3138AFC245 / Fannie Mae Pool | |||||||
| US07401TAA43 / Bear Stearns Mortgage Funding Trust, Series 2007-AR2, Class A1 | |||||||
| US31398FR459 / FANNIE MAE FNR 2009 87 HS | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A D 144A / ABS-O (210928AE7) | |||||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 3 A 144A / ABS-O (33843YAA5) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 2 A2 / ABS-O (80286YAB8) | |||||||
| US760985Y884 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 KR1 MII1 144A | |||||||
| US31417DCU54 / FNMA 15YR 3.5% 10/01/2027#AB6382 | |||||||
| US25151RAA23 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR1 A1 | |||||||
| US3138EJCG10 / FNMA POOL AL1870 FN 05/27 FIXED VAR | |||||||
| US86360PAE79 / STRUCTURED ASSET SECURITIES CO SASC 2006 NC1 A5 | |||||||
| US694308HH37 / PACIFIC GAS + ELECTRIC SR UNSECURED 02/44 4.75 | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A / ABS-O (69548KAA7) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B C / ABS-O (78450CAD6) | |||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A / ABS-O (21050UAD0) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL2 A1 144A / ABS-MBS (69392CAA2) | |||||||
| US20846QDJ40 / CONSECO FINANCE SECURITIZATION CNF 2000 3 A 144A | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A3 / ABS-O (30166UAC4) | |||||||
| US TREASURY N/B 08/54 4.25 / DBT (912810UC0) | |||||||
| FNMA POOL DA0912 FN 09/53 FIXED 6.5 / ABS-MBS (3140A1AN7) | |||||||
| US69121PBU66 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 | |||||||
| ROUNDSTONE SECURITIES RNST 2A Z 144A / ABS-MBS (ACI2NGCK3) | |||||||
| US12660QAB41 / CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 A1A 144A | |||||||
| US12532ABD00 / CFCRE Commercial Mortgage Trust 2016-C6 | |||||||
| US39538WHF86 / GreenPoint Mortgage Funding Trust 2006-AR3 | |||||||
| US3140H2XM55 / FNMA POOL BJ1583 FN 10/47 FIXED 3.5 | |||||||
| US05950TAC99 / BANKOF AMERICA MORTGAGE SECURITIES | |||||||
| US81377XAB82 / Securitized Asset Backed Receivables LLC Trust 2006-WM4 | |||||||
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) | |||||||
| DANSKE / Danske Bank A/S | |||||||
| DURHAM MORTGAGES DRHM 2024 AA E 144A / ABS-MBS (ACI2N0NH3) | |||||||
| RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (000000000) | |||||||
| FNMA POOL DA6015 FN 03/54 FIXED 6.5 / ABS-MBS (3140A6VH6) | |||||||
| US3132VNTN37 / FED HM LN PC POOL Q62356 FG 03/49 FIXED 3.5 | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A3 / ABS-O (30165AAC9) | |||||||
| FNMA POOL DA2825 FN 09/53 FIXED 6.5 / ABS-MBS (3140A3D75) | |||||||
| ROUNDSTONE SECURITIES RNST 2A F 144A / ABS-MBS (ACI2NGD22) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (14686WAW1) | |||||||
| US31336CMM28 / Freddie Mac Non Gold Pool | |||||||
| 31750PIZ6 PIMCO FXVAN PUT USD TRY 39.75000000 / DFE (000000000) | |||||||
| US12662NAA19 / CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 A1 144A | |||||||
| RFR USD SOFR/2.25000 06/17/22-5Y LCH / DIR (000000000) | |||||||
| CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (22411JAA3) | |||||||
| US3140H5LU31 / FNMA POOL BJ3938 FN 12/47 FIXED 3.5 | |||||||
| VALLEY FUNDING PLC VFUND 1A E 144A / ABS-MBS (ACI2SNZ77) | |||||||
| PRIME PROPERTY 7YR SR UNSEC / DBT (954VLVII9) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B D 144A / ABS-O (19425MAE8) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A3 / ABS-O (10805NAC9) | |||||||
| US073879U970 / Bear Stearns Asset Backed Securities I Trust 2005-CL1 | |||||||
| US31396X4J03 / FANNIE MAE FNR 2007 112 SD | |||||||
| US3138EQLL47 / FNMA POOL AL7530 FN 11/28 FIXED VAR | |||||||
| BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A / ABS-CBDO (08180FBU4) | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (14311UBA5) | |||||||
| IRS EUR 2.36000 10/07/24-5Y LCH / DIR (000000000) | |||||||
| FNMA POOL DA9751 FN 03/54 FIXED 6.5 / ABS-MBS (3140YXZR5) | |||||||
| IRS EUR -0.13500 07/24/20-5Y LCH / DIR (000000000) | |||||||
| US456674AE03 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR4 3A1 | |||||||
| US748939AA32 / RALI Series 2006-QA4 Trust | |||||||
| US31396VDZ85 / FANNIE MAE FNR 2007 32 SC | |||||||
| RFR USD SOFR/3.52738 09/03/24-25Y* CME / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A8 / ABS-MBS (12667GKH5) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| US01F0304703 / UMBS 15YR TBA(REG B) 3.0 UMBS TBA 07-01-35 | |||||||
| US45660LVL07 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A1 | |||||||
| RFR USD SOFR/4.10500 04/24/24-10Y LCH / DIR (000000000) | |||||||
| BONANZA RE LTD UNSECURED 144A 01/26 VAR / DBT (09785EAN1) | |||||||
| XS2099272846 / CIFI Holdings Group Co Ltd | |||||||
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A / ABS-O (881943AE4) | |||||||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 SA 144A / ABS-MBS (06745JAH8) | |||||||
| US040104LN92 / ARSI 2004 W10 M1 | |||||||
| US17330JAV52 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP2 PT 144A | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| US07820QCD51 / BELLA VISTA MORTGAGE TRUST BVMBS 2005 2 2A1 | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A D 144A / ABS-O (210928AE7) | |||||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 3 A 144A / ABS-O (33843YAA5) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 2 A2 / ABS-O (80286YAB8) | |||||||
| US03072SHJ78 / AMERIQUEST MORTGAGE SECURITIES AMSI 2003 AR3 M4 | |||||||
| US31419KU861 / UMBS | |||||||
| US542514SS40 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 1A | |||||||
| US3131XBND79 / FED HM LN PC POOL ZK7588 FR 02/29 FIXED 3 | |||||||
| US12662NAS27 / CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 SA 144A | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2010 9R 30A5 144A / ABS-MBS (12644NUH7) | |||||||
| IRS ZAR 8.00100 01/06/25-6Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US3140JM4J81 / FNMA POOL BN5324 FN 03/49 FIXED 4 | |||||||
| COLOMBIA LA SP JPM / DCR (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797QK6) | |||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | |||||||
| US92978GAB59 / Wachovia Mortgage Loan Trust Series 2006-ALT1 | |||||||
| DANSKE / Danske Bank A/S | |||||||
| DURHAM MORTGAGES DRHM 2024 AA E 144A / ABS-MBS (ACI2N0NH3) | |||||||
| RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (000000000) | |||||||
| FNMA POOL DA6015 FN 03/54 FIXED 6.5 / ABS-MBS (3140A6VH6) | |||||||
| US3140N1ZZ99 / FNMA POOL BW8859 FN 09/52 FIXED 4 | |||||||
| US3140QSKJ91 / FNMA 30YR 5.5% 05/01/2053#CB6596 | |||||||
| US12597GAB41 / CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 1A1 144A | |||||||
| US17309FBB31 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR5 2A7A | |||||||
| US12657MAA09 / CSMCM TRUST CERTIFICATES CSMCM 2018 RP12 CERT 144A | |||||||
| US654744AD34 / Nissan Motor Co Ltd | |||||||
| US3140NHFF07 / FNMA POOL BY1065 FN 04/53 FIXED 5 | |||||||
| VALLEY FUNDING PLC VFUND 1A E 144A / ABS-MBS (ACI2SNZ77) | |||||||
| PRIME PROPERTY 7YR SR UNSEC / DBT (954VLVII9) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B D 144A / ABS-O (19425MAE8) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A3 / ABS-O (10805NAC9) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A8 / ABS-MBS (12667GKH5) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| FNMA POOL DA5748 FN 12/53 FIXED 6.5 / ABS-MBS (3140A6L61) | |||||||
| US86360UAC09 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3 | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST B 144A / ABS-MBS (05555XAB1) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797MH7) | |||||||
| VOYA CLO LTD VOYA 2024 1A A1 144A / ABS-CBDO (92920DAA3) | |||||||
| US74924YAE32 / RESIDENTIAL ASSET SECURITIES C RASC 2007 KS3 AII | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A1 144A / ABS-O (21050UAA6) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| RFR USD SOFR/4.10500 04/24/24-10Y LCH / DIR (000000000) | |||||||
| BONANZA RE LTD UNSECURED 144A 01/26 VAR / DBT (09785EAN1) | |||||||
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A / ABS-O (881943AE4) | |||||||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 SA 144A / ABS-MBS (06745JAH8) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| CMBX.NA.AAA.10 SP GST / DCR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 1A B4C 144A / ABS-MBS (64830GBP0) | |||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | |||||||
| US76113XAC56 / RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A3 | |||||||
| XAF6628DAP96 / ALTICE FRANCE S A 2023 EUR EXTENDED TL B11 | |||||||
| US761118DU98 / RALI Series 2005-QS12 Trust | |||||||
| US17329HAJ95 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 B2 144A | |||||||
| US05950PAL76 / Banc of America Funding Trust, Series 2006-H, Class 4A2 | |||||||
| US3140ECNB15 / FNMA POOL BA7585 FN 03/46 FIXED 4 | |||||||
| US3140Q8DR34 / FNMA POOL CA1011 FN 01/43 FIXED 4 | |||||||
| US66988UAB61 / NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 2A1A | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| COLOMBIA LA SP JPM / DCR (000000000) | |||||||
| US617451EV79 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2D | |||||||
| US65535VDR69 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 AR1 3A | |||||||
| US75405WAG78 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS10 M3 | |||||||
| US31418CWW09 / Fannie Mae Pool | |||||||
| US3140GSAH55 / FNMA POOL BH3607 FN 05/47 FIXED 3.5 | |||||||
| US74042FAB76 / PREFERRED TERM SECS XXV SR SECURED 144A 06/37 VAR | |||||||
| US12545EAJ55 / CHL Mortgage Pass-Through Trust 2007-J2 | |||||||
| US16165LAF76 / CHASEFLEX TRUST CFLX 2006 1 A4 | |||||||
| US93363NAH89 / WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust | |||||||
| ROUNDSTONE SECURITIES RNST 2A X2 / ABS-MBS (ACI2NGD30) | |||||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | |||||||
| US073881AA25 / Bear Stearns ARM Trust 2007-3 | |||||||
| US3140H63F47 / FNMA POOL BJ5297 FN 02/48 FIXED 4 | |||||||
| US00441XAE40 / ACE SECURITIES CORP. ACE 2006 NC2 A2D | |||||||
| US57645MAA09 / MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A1 | |||||||
| US3132CWBR43 / FHLMC | |||||||
| US17312TAA16 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A | |||||||
| US74043AAG67 / PREFERRED TERM XXIII SECURED 144A 12/36 VAR | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2002 21A 1A3 / ABS-MBS (86359ABR3) | |||||||
| US004375AX91 / ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 2 A2 | |||||||
| US61911GAA22 / Mortgage Equity Conversion Asset Trust 2007-FF3 | |||||||
| US86363NAC39 / STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR3 1A3 | |||||||
| US3133BUVX27 / FED HM LN PC POOL QF6930 FR 02/53 FIXED 5.5 | |||||||
| US3138WJRA82 / FNMA POOL AS8580 FN 01/47 FIXED 3.5 | |||||||
| US3140Q75P81 / Fannie Mae Pool | |||||||
| US12669GR371 / COUNTRYWIDE HOME LOANS CWHL 2005 15 A7 | |||||||
| FNMA POOL MA5471 FN 09/54 FIXED 6 / ABS-MBS (31418FCH8) | |||||||
| UBSG / UBS Group AG | |||||||
| US3138YBUY77 / FNMA POOL AX9598 FN 03/45 FIXED 4.5 | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797QK6) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA E 144A / ABS-MBS (ACI2QV5W9) | |||||||
| US3140H1FD75 / FNMA POOL BJ0163 FN 12/47 FIXED 3.5 | |||||||
| US761118BP22 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA8 CB11 | |||||||
| US152314MH07 / CENTEX HOME EQUITY LOAN TRUST 2005-A CXHE 2005-A M1 | |||||||
| US45661XAD49 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR13 A3 | |||||||
| RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH / DIR (000000000) | |||||||
| US3132WHPC31 / FED HM LN PC POOL Q44018 FG 10/46 FIXED 3 | |||||||
| US41161PHR73 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 9 1A | |||||||
| US02146SAG49 / Alternative Loan Trust 2006-OA14 | |||||||
| US073873AK72 / BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 | |||||||
| US81744FEW32 / Sequoia Mortgage Trust 2004-10 | |||||||
| US576433BM74 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2002 3 4A1 | |||||||
| US3622X1AC34 / GSMSC Pass-Through Trust, Series 2008-2R, Class 2A1 | |||||||
| US3138A5RK02 / FNMA POOL AH4089 FN 02/26 FIXED 3.5 | |||||||
| US525221EN32 / LEHMAN XS TRUST SERIES 2005-7N SER 2005-7N CL 1A1B V/R REGD 2.30800000 | |||||||
| US3617H5BG20 / GNMA II POOL BH7239 G2 07/48 FIXED 4 | |||||||
| US3140H44J05 / FNMA POOL BJ3524 FN 11/47 FIXED 4 | |||||||
| US3140EYKX81 / FNMA POOL BC3909 FN 04/46 FIXED 4 | |||||||
| COLOMBIA LA SP MYC / DCR (000000000) | |||||||
| US32027NMJ71 / First Franklin Mortgage Loan Trust | |||||||
| FNMA POOL DA5748 FN 12/53 FIXED 6.5 / ABS-MBS (3140A6L61) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST B 144A / ABS-MBS (05555XAB1) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797MH7) | |||||||
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| US92539GAA94 / Verus Securitization Trust 2023-3 | |||||||
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| US07384MZ888 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A1 | |||||||
| US345397B777 / Ford Motor Credit Co LLC | |||||||
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| US3140K0SM17 / FNCL UMBS BO5023 12-01-49 | |||||||
| US75116BAB45 / RALI Series 2007-QS3 Trust | |||||||
| US32053AAB26 / FIRST HORIZON MORTGAGE PASS TH FHASI 2006 AR4 1A2 | |||||||
| XS2331742036 / Romanian Government International Bond | |||||||
| US3128MJ4A51 / Federal Home Loan Mortgage Corp. | |||||||
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| US3138WGVH41 / FNMA POOL AS6915 FN 09/26 FIXED 3.5 | |||||||
| 31750PIY9 PIMCO FXVAN CALL USD TRY 51.75000000 / DFE (000000000) | |||||||
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| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 1A B4C 144A / ABS-MBS (64830GBP0) | |||||||
| CMBX.NA.AAA.10 SP DUB / DCR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250708 / DFE (000000000) | |||||||
| GCAT GCAT 2023 NQM4 A1 144A / ABS-MBS (36171FAA1) | |||||||
| PRP ADVISORS, LLC PRPM 2025 3 A1 144A / ABS-MBS (74449DAA3) | |||||||
| US61749BAF04 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D | |||||||
| US3140FPPC73 / FNMA POOL BE4018 FN 12/46 FIXED 3.5 | |||||||
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| US39538WEA27 / GreenPoint Mortgage Funding Trust 2005-AR5 | |||||||
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| PRP ADVISORS, LLC PRPM 2024 RCF5 A1 144A / ABS-MBS (69381JAA0) | |||||||
| DUTCH PROPERTY FINANCE DPF 2023 1 A REGS / ABS-MBS (ACI2CMRY6) | |||||||
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| US17307GY361 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 12 1A1 144A | |||||||
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| US126670ZC58 / GSC CAPITAL CORP MORTGAGE TRUS GSCC 2006 1 A1 | |||||||
| US466247UG61 / JP Morgan Mortgage Trust 2005-A6 | |||||||
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| US288547AS17 / ELLINGTON LOAN ACQUISITION TRU ELAT 2007 2 A2F 144A | |||||||
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| US17312GAS03 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A1 144A | |||||||
| US12668BAE39 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A5 | |||||||
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| US3140J5RC58 / FNMA POOL BM1382 FN 03/31 FIXED VAR | |||||||
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| US31339WBV72 / FHLMC, REMIC, Series 2423, Class MC | |||||||
| US16163BAJ35 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S2 1A9 | |||||||
| US92925CDB54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | |||||||
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| US12667GCF81 / Alternative Loan Trust 2005-14 | |||||||
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| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.41500 07/31/23-5Y CME / DIR (000000000) | |||||||
| XS0287192727 / LANDMARK MORTGAGE SECURITIES P LMS 2 AC REGS | |||||||
| US17310EAG35 / CITICORP RESIDENTIAL MORTGAGE CRMSI 2006 2 M1 | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | |||||||
| FNMA POOL 607020 FN 10/31 FIXED 6.5 / ABS-MBS (31388KK92) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B D / ABS-O (78450CAE4) | |||||||
| ABX.HE.AAA.06-2 SP GST / DCR (000000000) | |||||||
| US07384YPH35 / BEAR STEARNS ASSET BACKED SECURITIES, INC. | |||||||
| US29256PAZ71 / ENCORE CR RECEIVABLES TR 05-4 M4 1ML+60 01/25/2036 | |||||||
| US12655BAA61 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP10 A1 144A | |||||||
| US75114RAE53 / RALI Series 2006-QA3 Trust | |||||||
| US004424AE79 / ACE Securities Corp Home Equity Loan Trust Series 2007-WM1 | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES2 A1A 144A / ABS-MBS (74938PAA4) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A3 144A / ABS-O (73328AAD1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A B 144A / ABS-O (210927AC3) | |||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (000000000) | |||||||
| ABX.HE.AAA.07-2 SP GST / DCR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A / ABS-O (78450XAB4) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| RFRF USD SF+26.161/2.00 8/18/23-9Y* CME / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 5 1A18 / ABS-MBS (05946XPF4) | |||||||
| US3140X4GR15 / FNMA POOL FM1107 FN 06/49 FIXED VAR | |||||||
| US31402DL812 / FNMA POOL 725851 FN 07/34 FIXED VAR | |||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (000000000) | |||||||
| FED HM LN PC POOL QH7815 FR 01/54 FIXED 6.5 / ABS-MBS (3133CLVG8) | |||||||
| US59024FAF18 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C | |||||||
| VSTRONG AUTO RECEIVABLES TRUST VSTRG 2024 A A2 144A / ABS-O (92891PAC7) | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A / ABS-CBDO (14311NAU8) | |||||||
| US68400DAA28 / OPTION ONE MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1A1 V/R REGD 1.84800000 | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 E 144A / ABS-O (69546YAB7) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.3* 07/19/23-8Y CME / DIR (000000000) | |||||||
| US3140HP2L03 / FNMA POOL BK9778 FN 08/48 FIXED 4 | |||||||
| US17330EAH71 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 B2 144A | |||||||
| US02146QAC78 / CORP CMO | |||||||
| US12669D2Y35 / COUNTRYWIDE HOME LOANS CWHL 2003 HYB2 1A1 | |||||||
| US3140L07M33 / FNMA POOL BR2699 FN 02/51 FIXED 2.5 | |||||||
| US90931GAA76 / United Airlines 2020-1 Class A Pass Through Trust | |||||||
| US46631JAL26 / JP Morgan Mortgage Trust, Series 2007-A4, Class 3A1 | |||||||
| US3133A15E84 / FED HM LN PC POOL QA7145 FR 02/50 FIXED 4.5 | |||||||
| US3133BNCP60 / FED HM LN PC POOL QF0978 FR 10/52 FIXED 5.5 | |||||||
| US17311VAF67 / Citigroup Mortgage Loan Trust 2007-AHL1 | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (03330LAA6) | |||||||
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 1A1 / ABS-MBS (007036HU3) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000) | |||||||
| IRS ZAR 8.41500 07/31/23-5Y CME / DIR (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A / ABS-CBDO (39809CAY0) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL2 A1 144A / ABS-MBS (69392LAA2) | |||||||
| NEW YORK MORTGAGE TRUST NYMT 2024 INV1 A1 144A / ABS-MBS (62956XAA9) | |||||||
| RFR USD SOFR/3.60089 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US3132A84D82 / UMBS, 15 Year | |||||||
| CASCADE FUNDING MORTGAGE TRUST CFMT 2024 RM5 A 144A / ABS-MBS (147275AA9) | |||||||
| US65535VAT52 / Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A1 | |||||||
| US93934FHC95 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 AR1 A1A | |||||||
| US65536HBX52 / NOMURA HOME EQUITY LOAN INC HOME EQUITY LOAN TRUST SERIES 2006-FM1 | |||||||
| US84751WAD65 / SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B D / ABS-O (78450CAE4) | |||||||
| ABX.HE.AAA.06-2 SP GST / DCR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A / ABS-O (78450XAB4) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| RFRF USD SF+26.161/2.00 8/18/23-9Y* CME / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 5 1A18 / ABS-MBS (05946XPF4) | |||||||
| US2620511053 / Drillco Holdings Luxembourg SA | |||||||
| US12646DBA37 / CREDIT SUISSE MORTGAGE TRUST CSMC 2012 4R 5A3 144A | |||||||
| US761118TN81 / RALI Series 2006-QA2 Trust | |||||||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | |||||||
| XS2262961076 / ZF Finance GmbH | |||||||
| US073868AV35 / Bear Stearns ALT-A Trust 2006-6 | |||||||
| BLUE RIDGE RE LTD UNSECURED 144A 01/31 VAR / DBT (096003AA6) | |||||||
| US83368RBS04 / Societe Generale SA | |||||||
| RFR USD SOFR/2.62000 07/24/24-1Y LCH / DIR (000000000) | |||||||
| US3140H2B316 / FNMA POOL BJ0957 FN 11/47 FIXED 3.5 | |||||||
| US863579Q929 / Structured Adjustable Rate Mortgage Loan Trust Series 2006-1 | |||||||
| US456680AA58 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR5 1A1 | |||||||
| RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (000000000) | |||||||
| ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (00190YBP9) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A E 144A / ABS-MBS (ACI2PHLV5) | |||||||
| US86360JAA97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 | |||||||
| US83611MKG23 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 4 M3 | |||||||
| US3138WAAK39 / Fannie Mae Pool | |||||||
| US17313JAL89 / Citigroup Mortgage Loan Trust Inc | |||||||
| US05542GAK40 / BCAP LLC TRUST BCAP 2013 RR2 2A2 144A | |||||||
| US466247TZ61 / JP Morgan Mortgage Trust 2005-A6 | |||||||
| US12544MAA71 / CHL Mortgage Pass-Through Trust 2007-16 | |||||||
| US17025MAC01 / COUNTRYWIDE HOME LOANS CWHL 2007 HY6 2A1 | |||||||
| US20846QBP28 / CONSECO FINANCE SECURITIZATION CNF 2000 1 A5 | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A / ABS-CBDO (14311NAU8) | |||||||
| XS0307505601 / RMAC SECURITIES PLC RMACS 2007 NS1X A2C REGS | |||||||
| US3132AAJV70 / FED HM LN PC POOL ZS9276 FR 03/37 FIXED 2.5 | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 E 144A / ABS-O (69546YAB7) | |||||||
| US76110H4J56 / RALI Series 2005-QA4 Trust | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| US38376RYX87 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H21 AF | |||||||
| RFRF USD SF+26.161/1.3* 07/19/23-8Y CME / DIR (000000000) | |||||||
| US17329YAH62 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 B1 144A | |||||||
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A / ABS-CBDO (39809CAY0) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL2 A1 144A / ABS-MBS (69392LAA2) | |||||||
| US68403HAC60 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 2A2 | |||||||
| US3140L05J22 / FNMA POOL BR2648 FN 02/51 FIXED 2.5 | |||||||
| US74042EAB02 / PREFERRED TERM SECS XVII SECURED 144A 06/35 VAR | |||||||
| RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (000000000) | |||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (ACI2VXTH6) | |||||||
| RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (000000000) | |||||||
| US75114HAK32 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO5 3A4 | |||||||
| US3140X6F482 / FNCL UMBS 3.0 FM2886 05-01-50 | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| RFR USD SOFR/4.25000 03/20/24-7Y CME / DIR (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| DRYDEN SENIOR LOAN FUND DRSLF 2016 43A AR3 144A / ABS-CBDO (26245CBQ5) | |||||||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CASCADE FUNDING MORTGAGE TRUST CFMT 2024 RM5 A 144A / ABS-MBS (147275AA9) | |||||||
| XS2262961076 / ZF Finance GmbH | |||||||
| BLUE RIDGE RE LTD UNSECURED 144A 01/31 VAR / DBT (096003AA6) | |||||||
| RFR USD SOFR/2.62000 07/24/24-1Y LCH / DIR (000000000) | |||||||
| US12566QAB95 / CitiMortgage Alternative Loan Trust Series 2007-A1 | |||||||
| US59020UWV33 / MLCC MORTGAGE INVESTORS INC MLCC 2005 B A2 | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (693987AA7) | |||||||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| TRINITAS CLO LTD TRNTS 2022 20A A1R 144A / ABS-CBDO (89640EAN8) | |||||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAE9) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A1 144A / ABS-O (21056EAA6) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3 / ABS-O (80288AAC6) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 4 A1A 144A / ABS-MBS (89183GAA4) | |||||||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (000000000) | |||||||
| US52522DAG60 / LEHMAN XS TRUST LXS 2006 16N A321 | |||||||
| US68389FJK12 / Option One Mortgage Loan Trust 2005-4 Asset-Backed Certificates Series 2005-4 | |||||||
| US61915YAC57 / MORTGAGEIT TRUST MHL 2007 1 2A12 | |||||||
| US3140A1DV62 / FNMA POOL DA1015 FN 09/53 FIXED 4.5 | |||||||
| RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (000000000) | |||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (ACI2VXTH6) | |||||||
| US31418BS809 / FNMA POOL MA2342 FN 07/45 FIXED 4 | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| RFR USD SOFR/4.25000 03/20/24-7Y CME / DIR (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US16162WQM46 / Chase Mortgage Finance Trust, Series 2005-A2, Class 3A5 | |||||||
| US05949AZE36 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 L 2A1 | |||||||
| US75971EAH99 / Renaissance Home Equity Loan Trust | |||||||
| US31412RLS49 / FNMA POOL 932837 FN 12/25 FIXED 3 | |||||||
| US3140MAV924 / FNCL UMBS 4.0 BU8739 06-01-52 | |||||||
| US45660LW702 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 4A1 | |||||||
| US3132VMVK86 / FED HM LN PC POOL Q61517 FG 02/49 FIXED 3.5 | |||||||
| US12489WQH06 / CREDIT BASED ASSET SERVICING A CBASS 2005 CB8 M1 | |||||||
| US3140NLRD33 / FNMA POOL BY4083 FN 06/53 FIXED 5.5 | |||||||
| US694308JT56 / Pacific Gas and Electric Co | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A3A / ABS-MBS (12638PAE9) | |||||||
| CMBX.NA.AAA.6 SP SAL / DCR (000000000) | |||||||
| IRS EUR 1.00000 05/13/22-5Y LCH / DIR (000000000) | |||||||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (ACI2PXBX7) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (14687QAB9) | |||||||
| US41161PHC05 / HARBORVIEW MORTGAGE LOAN TRUST 2004-8 HVMLT 2004-8 2A4A | |||||||
| US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 | |||||||
| SOLD PEN BOUGHT USD 20250812 / DFE (000000000) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A2 144A / ABS-O (78436XAB3) | |||||||
| RFR USD SOFR/4.45000 10/31/23-10Y LCH / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM1 A1 144A / ABS-MBS (693977AA8) | |||||||
| US46637RAJ32 / JP MORGAN REREMIC JPMRR 2012 3 A9 144A | |||||||
| US31419HZQ81 / Fannie Mae Pool | |||||||
| US36202EZE21 / GNMA | |||||||
| US61690TAQ67 / MORGAN STANLEY REREMIC TRUST MSRR 2015 R3 7B 144A | |||||||
| US694308JL21 / PACIFIC GAS and ELECTRIC CO 3.45% 07/01/2025 | |||||||
| TRINITAS CLO LTD TRNTS 2022 20A A1R 144A / ABS-CBDO (89640EAN8) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAE9) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A1 144A / ABS-O (21056EAA6) | |||||||
| LEHMAN XS TRUST LXS 2005 6 2A1 / ABS-MBS (525221CZ8) | |||||||
| US86360BAL27 / Structured Adjustable Rate Mortgage Loan Trust Series 2006-4 | |||||||
| US466247XG35 / JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 2A1 | |||||||
| SOLD PEN BOUGHT USD 20251117 / DFE (000000000) | |||||||
| US251510KG77 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A2 | |||||||
| US3131X7TT55 / FNCI UMBS 3.0 ZK4162 05-01-27 | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 B1 / ABS-MBS (863579JK5) | |||||||
| RFR USD SOFR/4.03000 10/04/23-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (000000000) | |||||||
| VALLEY FUNDING PLC VFUND 1A A 144A / ABS-MBS (ACI2SNZ85) | |||||||
| CMBX.NA.AAA.8 SP MEI / DCR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A C 144A / ABS-O (21056DAD2) | |||||||
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS3 M8 / ABS-MBS (76110WS80) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| US57643QAE52 / MASTR Reperforming Loan Trust 2005-2 | |||||||
| US05531RAX52 / BCAP LLC TRUST BCAP 2009 RR4 10A2 144A | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A3A / ABS-MBS (12638PAE9) | |||||||
| CMBX.NA.AAA.6 SP SAL / DCR (000000000) | |||||||
| IRS EUR 1.00000 05/13/22-5Y LCH / DIR (000000000) | |||||||
| US3140J5GY97 / FNMA POOL BM1114 FN 04/47 FIXED VAR | |||||||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (ACI2PXBX7) | |||||||
| US3132A9YA95 / FED HM LN PC POOL ZS8805 FR 07/26 FIXED 6 | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (14687QAB9) | |||||||
| SOLD PEN BOUGHT USD 20250812 / DFE (000000000) | |||||||
| LEHMAN XS TRUST LXS 2005 6 2A1 / ABS-MBS (525221CZ8) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP2 SA 144A / ABS-MBS (17332KAR9) | |||||||
| ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (449249AS0) | |||||||
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M3 / ABS-MBS (76110WQ74) | |||||||
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| US96106JAE91 / WESTMORELAND COAL CO PIK TERM LOAN | |||||||
| US32028GAA31 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A1 | |||||||
| US3138WFCL80 / Fannie Mae Pool | |||||||
| US05533XAC65 / BCAP LLC 2011-RR4-I Trust | |||||||
| US71654QCC42 / Petroleos Mexicanos Bond | |||||||
| US23244JAA43 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC11 1A | |||||||
| US12662NAF06 / CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 M1 144A | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (83406YAA9) | |||||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (90323WAP5) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 5 1A1 / ABS-MBS (07386HDD0) | |||||||
| IRS ZAR 8.00000 01/03/25-6Y CME / DIR (000000000) | |||||||
| FINANCE OF AMERICA STRUCTURED FASST 2025 S1 A1 144A / ABS-MBS (31741BAB0) | |||||||
| PRP ADVISORS, LLC PRPM 2024 4 A1 144A / ABS-MBS (74390EAA0) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US3140FUJV14 / FNMA POOL BE8375 FN 02/47 FIXED 4 | |||||||
| US07401LAQ68 / BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR1 2A1 | |||||||
| SOLD PEN BOUGHT USD 20251117 / DFE (000000000) | |||||||
| US3140NDJ814 / FNMA POOL BX8386 FN 03/53 FIXED 5.5 | |||||||
| US43709BAF67 / INDYMAC RESIDENTIAL ASSET BACK INABS 2006 C 3A4 | |||||||
| US3138WHGK28 / Fannie Mae Pool | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 B1 / ABS-MBS (863579JK5) | |||||||
| RFR USD SOFR/4.03000 10/04/23-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (000000000) | |||||||
| VALLEY FUNDING PLC VFUND 1A A 144A / ABS-MBS (ACI2SNZ85) | |||||||
| US03072SXE08 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M2 | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A C 144A / ABS-O (21056DAD2) | |||||||
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS3 M8 / ABS-MBS (76110WS80) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (000000000) | |||||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A / ABS-O (52609YAB7) | |||||||
| US05532GAD25 / BCAP LLC TRUST BCAP 2009 RR12 2A2 144A | |||||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | |||||||
| US3128MJ3H14 / Freddie Mac Gold Pool | |||||||
| US3140GUDL86 / FNMA POOL BH5506 FN 09/47 FIXED 4 | |||||||
| US31417C3G88 / FNMA POOL AB6198 FN 09/27 FIXED 3 | |||||||
| CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (146865AJ9) | |||||||
| US040104PT27 / ARGENT SECURITIES INC. ARSI 2005 W4 A2D | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A B3 144A / ABS-MBS (64830KBK2) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1A 144A / ABS-O (78450PAA3) | |||||||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000) | |||||||
| US3140F9WL54 / Fannie Mae Pool | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| US35729PPX23 / FHLT 2006-2 2A3 | |||||||
| US466247WL39 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 1A4 | |||||||
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN / LON (BA000HYC6) | |||||||
| US3140FXLS95 / FNMA POOL BF0336 FN 01/59 FIXED 4 | |||||||
| US04541GQD78 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3 | |||||||
| FLATIRON CLO LTD FLAT 2019 1A AR2 144A / ABS-CBDO (33883JAW1) | |||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB2 1A1 / ABS-MBS (12669GWQ0) | |||||||
| FIRST NLC TRUST FNLC 2005 1 M6 / ABS-MBS (32113JAG0) | |||||||
| US863579B236 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 1A | |||||||
| US3137BY6F24 / FREDDIE MAC FHR 4680 FP | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP2 SA 144A / ABS-MBS (17332KAR9) | |||||||
| ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (449249AS0) | |||||||
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M3 / ABS-MBS (76110WQ74) | |||||||
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (000000000) | |||||||
| US22541SRY62 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR7 6M1 | |||||||
| US07401WAA71 / BEAR STEARNS SECOND LIEN TRUST BSSLT 2007 1 1A | |||||||
| US3617H0RF85 / GNMA II POOL BH3186 G2 07/48 FIXED 4 | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A / ABS-O (69548KAA7) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B C / ABS-O (78450CAD6) | |||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A / ABS-O (21050UAD0) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL2 A1 144A / ABS-MBS (69392CAA2) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A3 / ABS-O (30166UAC4) | |||||||
| US TREASURY N/B 08/54 4.25 / DBT (912810UC0) | |||||||
| FNMA POOL DA0912 FN 09/53 FIXED 6.5 / ABS-MBS (3140A1AN7) | |||||||
| ROUNDSTONE SECURITIES RNST 2A Z 144A / ABS-MBS (ACI2NGCK3) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| US41165AAB89 / HarborView Mortgage Loan Trust 2007-5 | |||||||
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (000000000) | |||||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A / ABS-O (52609YAB7) | |||||||
| US12543UAR32 / COUNTRYWIDE HOME LOANS CWHL 2006 15 A6 | |||||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | |||||||
| US93934FQP08 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A | |||||||
| US86359BPD72 / SARM_04-4 | |||||||
| US3140Q73S49 / Federal National Mortgage Association | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A1 144A / ABS-O (21055PAA2) | |||||||
| US05541YAL48 / BCAP LLC TRUST BCAP 2012 RR11 5A3 144A | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| US12667FR237 / Alternative Loan Trust 2004-36CB | |||||||
| US07386HQ387 / BEAR STEARNS ALT A TRUST BALTA 2006 3 33A1 | |||||||
| US3140EW4L61 / FNMA POOL BC2626 FN 11/46 FIXED 3.5 | |||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000) | |||||||
| US21H0426799 / Ginnie Mae | |||||||
| ES0377964038 / TITULIZACION DE ACTIVOS TDA 19 D REGS | |||||||
| US3133BV6C48 / FED HM LN PC POOL QF8067 FR 02/53 FIXED 6 | |||||||
| US94984MAM64 / Wells Fargo Mortgage Backed Securities 2006-AR14 Trust | |||||||
| US3132XSLZ18 / FED HM LN PC POOL Q50343 FG 08/47 FIXED 4 | |||||||
| CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (146865AJ9) | |||||||
| US32027NFF33 / FFML 2003-FF5 M3 | |||||||
| US3138XFAS43 / Fannie Mae Pool | |||||||
| US75115AAC53 / RALI Series 2006-QS8 Trust | |||||||
| US32051GHJ76 / First Horizon Alternative Mortgage Securities Trust | |||||||
| US01448MAB54 / ALESCO PREFERRED FUNDING LTD ALESC 3A A2 144A | |||||||
| US12591QAS12 / COMMERCIAL MORT BACKED SEC IO | |||||||
| US12669FZM84 / COUNTRYWIDE HOME LOANS CWHL 2004 8 1A5 | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A3 / ABS-O (30165AAC9) | |||||||
| FNMA POOL DA2825 FN 09/53 FIXED 6.5 / ABS-MBS (3140A3D75) | |||||||
| ROUNDSTONE SECURITIES RNST 2A F 144A / ABS-MBS (ACI2NGD22) | |||||||
| US32051GL785 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 FA11 1A4A | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (14686WAW1) | |||||||
| US3140QCMJ22 / FNMA 30YR UMBS | |||||||
| US3138XBVE14 / Fannie Mae Pool | |||||||
| BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A / ABS-CBDO (08180FBU4) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A B3 144A / ABS-MBS (64830KBK2) | |||||||
| RFR USD SOFR/1.60000 01/16/24-2Y LCH / DIR (000000000) | |||||||
| US3133C24R60 / FED HM LN PC POOL QG2632 FR 05/53 FIXED 5 | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A1 144A / ABS-O (21055PAA2) | |||||||
| US32051GQA66 / First Horizon Alternative Mortgage Securities Trust 2005-AA6 | |||||||
| US004421PU18 / ACE SECURITIES CORP. ACE 2005 HE4 M5 | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM3 A1 144A / ABS-MBS (69381FAA8) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A3 144A / ABS-O (505709AC9) | |||||||
| CMBX.NA.AAA.8 SP SAL / DCR (000000000) | |||||||
| HARDWOOD FUNDING LLC CORP0HRD7 / DBT (955NUHII7) | |||||||
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S3 A8 / ABS-MBS (76111XP64) | |||||||
| FED HM LN PC POOL QG7216 FR 07/53 FIXED 5 / ABS-MBS (3133C8AR6) | |||||||
| US3140Q75Y98 / Fannie Mae Pool | |||||||
| US46628BCC28 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 4A1 | |||||||
| US3140Q7RP49 / Fannie Mae Pool | |||||||
| US3131XBNF28 / FNCI UMBS 3.0 ZK7590 01-01-29 | |||||||
| US3138XYCC61 / FNMA POOL AW8166 FN 02/27 FIXED 3 | |||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM3 A1 144A / ABS-MBS (69381FAA8) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A3 144A / ABS-O (505709AC9) | |||||||
| CMBX.NA.AAA.8 SP SAL / DCR (000000000) | |||||||
| HARDWOOD FUNDING LLC CORP0HRD7 / DBT (955NUHII7) | |||||||
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S3 A8 / ABS-MBS (76111XP64) | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (14311UBA5) | |||||||
| IRS EUR 2.36000 10/07/24-5Y LCH / DIR (000000000) | |||||||
| FNMA POOL DA9751 FN 03/54 FIXED 6.5 / ABS-MBS (3140YXZR5) | |||||||
| IRS EUR -0.13500 07/24/20-5Y LCH / DIR (000000000) | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M6 / ABS-MBS (86358ESQ0) | |||||||
| BOUGHT KWD SOLD USD 20260528 / DFE (000000000) | |||||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 / ABS-O (412922AB2) | |||||||
| CDX HY42 5Y ICE / DCR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260504 / DFE (000000000) | |||||||
| US36179TNT87 / Ginnie Mae II Pool | |||||||
| US17324AAE01 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2015 6 2A2 144A | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A D 144A / ABS-O (210928AE7) | |||||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 3 A 144A / ABS-O (33843YAA5) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 2 A2 / ABS-O (80286YAB8) | |||||||
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) | |||||||
| FED HM LN PC POOL QG7216 FR 07/53 FIXED 5 / ABS-MBS (3133C8AR6) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M6 / ABS-MBS (86358ESQ0) | |||||||
| BOUGHT KWD SOLD USD 20260528 / DFE (000000000) | |||||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 / ABS-O (412922AB2) | |||||||
| RFR USD SOFR/4.00000 12/20/23-3Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| IRS EUR 0.65000 04/12/22-5Y LCH / DIR (000000000) | |||||||
| GS MORTGAGE SECURITIES CORP. GSMSC 2014 3R 1B 144A / ABS-MBS (36249XAG7) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US52524LAG68 / Lehman XS Trust, Series 2007-2N | |||||||
| CDX HY42 5Y ICE / DCR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260504 / DFE (000000000) | |||||||
| US3132DWGS61 / Freddie Mac Pool | |||||||
| US3138YAXH35 / FNMA POOL AX8779 FN 02/30 FIXED 3 | |||||||
| RFR USD SOFR/4.00000 12/20/23-3Y LCH / DIR (000000000) | |||||||
| US86358EXQ42 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 8 M1 | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| DURHAM MORTGAGES DRHM 2024 AA E 144A / ABS-MBS (ACI2N0NH3) | |||||||
| RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (000000000) | |||||||
| FNMA POOL DA6015 FN 03/54 FIXED 6.5 / ABS-MBS (3140A6VH6) | |||||||
| 31750PIZ6 PIMCO FXVAN PUT USD TRY 39.75000000 / DFE (000000000) | |||||||
| RFR USD SOFR/2.25000 06/17/22-5Y LCH / DIR (000000000) | |||||||
| CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (22411JAA3) | |||||||
| VALLEY FUNDING PLC VFUND 1A E 144A / ABS-MBS (ACI2SNZ77) | |||||||
| PRIME PROPERTY 7YR SR UNSEC / DBT (954VLVII9) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B D 144A / ABS-O (19425MAE8) | |||||||
| US25150WAA27 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA3 | |||||||
| US61770YAA38 / Morgan Stanley Capital I Trust 2020-CNP | |||||||
| US36202DUS88 / GNMA II POOL 003293 G2 07/32 FIXED 4.5 | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A / ABS-O (21050UAF5) | |||||||
| US86359DDU81 / STRUCTURED ASSET SECURITIES CO SASC 2005 9XS M1 | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (000000000) | |||||||
| DU0000100962 / Janus Henderson Cash Liquidity Fund | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A B 144A / ABS-O (36270YAG7) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B B 144A / ABS-O (19425MAC2) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A / ABS-CBDO (89641QAN0) | |||||||
| RFR USD SOFR/2.88000 03/30/22-6Y* LCH / DIR (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A7 / ABS-MBS (16162WRD3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A2 / ABS-O (146919AB1) | |||||||
| KKR FINANCIAL CLO LTD KKR 28A AR 144A / ABS-CBDO (48253WAL6) | |||||||
| GSAMP TRUST GSAMP 2006 HE5 A2D / ABS-MBS (362437AE5) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A / ABS-O (96043RAC1) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 4A A2 144A / ABS-O (36271BAC5) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL5 A1 144A / ABS-MBS (74143QAA3) | |||||||
| RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (000000000) | |||||||
| US31418CEH34 / Fannie Mae Pool | |||||||
| US3138E9L242 / Federal National Mortgage Association | |||||||
| US23242EAK55 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 3AV3 | |||||||
| US12598KAA60 / CSMCM TRUST CERTIFICATES CSMCM 2021 RPL8 CERT 144A | |||||||
| US3140FLFN35 / FNMA POOL BE1072 FN 10/46 FIXED 3.5 | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A8 / ABS-MBS (12667GKH5) | |||||||
| RFR USD SOFR/4.10500 04/24/24-10Y LCH / DIR (000000000) | |||||||
| BONANZA RE LTD UNSECURED 144A 01/26 VAR / DBT (09785EAN1) | |||||||
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A / ABS-O (881943AE4) | |||||||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 SA 144A / ABS-MBS (06745JAH8) | |||||||
| CMBX.NA.AAA.10 SP GST / DCR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A / ABS-O (21050UAF5) | |||||||
| US059526AC72 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 6 A2 | |||||||
| US86364XAA46 / STRUCTURED ASSET SECURITIES CO SASC 2007 BNC1 A1 | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| US12465MAA27 / C-BASS 2006-CB9 TRUST | |||||||
| RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (000000000) | |||||||
| US126670SP45 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 IM1 A2 | |||||||
| DU0000100962 / Janus Henderson Cash Liquidity Fund | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A B 144A / ABS-O (36270YAG7) | |||||||
| XS2404309754 / NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875 | |||||||
| US3138WE4S50 / Fannie Mae Pool | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B B 144A / ABS-O (19425MAC2) | |||||||
| US22541QWZ17 / CMO | |||||||
| US3138EGHY32 / FNMA POOL AL0246 FN 03/26 FIXED VAR | |||||||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | |||||||
| US93364FAL58 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1 | |||||||
| US126694UT31 / COUNTRYWIDE HOME LOANS CWHL 2005 31 4A2 | |||||||
| GSAMP TRUST GSAMP 2006 HE5 A2D / ABS-MBS (362437AE5) | |||||||
| US3128NCQ642 / FED HM LN PC POOL 1G0477 FH 05/35 FLOATING VAR | |||||||
| US12544WAG24 / COUNTRYWIDE HOME LOANS CWHL 2007 HY3 4A1 | |||||||
| US48248JAA79 / KGS ALPHA SBA COOF TRUST KSBA 2012 5 A 144A | |||||||
| US86358EWD48 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 7 M2 | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2010 9R 30A5 144A / ABS-MBS (12644NUH7) | |||||||
| IRS ZAR 8.36000 08/07/23-5Y CME / DIR (000000000) | |||||||
| IRS ZAR 8.00100 01/06/25-6Y CME / DIR (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797QK6) | |||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | |||||||
| RFRF USD SF+26.161/0.5* 12/18/20-7Y LCH / DIR (000000000) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A4 / ABS-MBS (92927XAF1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A D / ABS-O (21050QAE7) | |||||||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A / ABS-O (96043RAC1) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 4A A2 144A / ABS-O (36271BAC5) | |||||||
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (000000000) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL5 A1 144A / ABS-MBS (74143QAA3) | |||||||
| RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (000000000) | |||||||
| US694308JC22 / Pacific Gas and Electric Co | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| US05948XTV37 / Banc of America Alternative Loan Trust 2003-8 | |||||||
| US3137A5L773 / FHLMC_3785 | |||||||
| US004421GJ63 / ACE SECURITIES CORP. ACE 2004 FM2 M1 | |||||||
| US3132A9M794 / FED HM LN PC POOL ZS8482 FR 03/28 FIXED 2 | |||||||
| US07401WBA62 / BEAR STEARNS SECOND LIEN TRUST BSSLT 2007 1 3A | |||||||
| US12464YAB56 / C-BASS 2007-CB5 Trust | |||||||
| US75970QAE08 / Renaissance Home Equity Loan Trust 2007-2 | |||||||
| DURHAM MORTGAGES DRHM 2024 BA E 144A / ABS-MBS (ACI2QV5W9) | |||||||
| FNMA POOL DA5748 FN 12/53 FIXED 6.5 / ABS-MBS (3140A6L61) | |||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST B 144A / ABS-MBS (05555XAB1) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797MH7) | |||||||
| VOYA CLO LTD VOYA 2024 1A A1 144A / ABS-CBDO (92920DAA3) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (30336NAC5) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 / ABS-O (80287LAB5) | |||||||
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A / ABS-CBDO (89641GAN2) | |||||||
| IRS ZAR 8.41000 08/07/23-5Y CME / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A / ABS-O (55286TAC9) | |||||||
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A B 144A / ABS-O (68377TAB4) | |||||||
| US03072SET87 / AMERIQUEST MORTGAGE SECURITIES AMSI 2003 2 M2 | |||||||
| RFRF USD SF+26.161/0.5* 12/18/20-7Y LCH / DIR (000000000) | |||||||
| US3133C5VS70 / Freddie Mac Pool | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A4 / ABS-MBS (92927XAF1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A D / ABS-O (21050QAE7) | |||||||
| US45660LMF30 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 1A1 | |||||||
| US16678RCT23 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 1A A1 144A | |||||||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (000000000) | |||||||
| US12544KAB98 / Countrywide Home Loan Mortgage Pass-Through Trust | |||||||
| US57109X1072 / MARLETTE FUNDING TRUST MFT 2019 1A CERT 144A | |||||||
| US76112BDW72 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS10 MI2 | |||||||
| US3138AM3U72 / FNMA POOL AI8010 FN 08/26 FIXED 3.5 | |||||||
| US3140MJPA74 / FNMA POOL BV4916 FN 04/37 FIXED 3 | |||||||
| US31418CR973 / Federal National Mortgage Association | |||||||
| US3617GUKE31 / GNMA II POOL BG9293 G2 06/48 FIXED 4 | |||||||
| IXIS / IXIS Real Estate Capital Trust 2006-HE1 | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A1 144A / ABS-O (21050UAA6) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| 31750PIY9 PIMCO FXVAN CALL USD TRY 51.75000000 / DFE (000000000) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A4 144A / ABS-O (505920AD0) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 1A B4C 144A / ABS-MBS (64830GBP0) | |||||||
| CMBX.NA.AAA.10 SP DUB / DCR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250708 / DFE (000000000) | |||||||
| GCAT GCAT 2023 NQM4 A1 144A / ABS-MBS (36171FAA1) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 A PT 144A / ABS-MBS (17295GAE2) | |||||||
| IRS EUR 3.37000 10/09/23-5Y LCH / DIR (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (14319FAC7) | |||||||
| US863579UU02 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 4A1 | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A / ABS-MBS (92540GAA6) | |||||||
| US31416WTS16 / Fannie Mae Pool | |||||||
| US3128MJWU02 / Freddie Mac Gold Pool | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 1A B1 144A / ABS-MBS (64830CAL9) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (30336NAC5) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 / ABS-O (80287LAB5) | |||||||
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A / ABS-CBDO (89641GAN2) | |||||||
| US466247E904 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A4 | |||||||
| US3140FNU857 / FNMA POOL BE3306 FN 12/46 FIXED 4 | |||||||
| US759950AW86 / Renaissance Home Equity Loan Trust 2003-2 | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A / ABS-O (55286TAC9) | |||||||
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A B 144A / ABS-O (68377TAB4) | |||||||
| US01449WAB28 / ALESCO PREFERRED FUNDING LTD ALESC 10A A2A 144A | |||||||
| US805564SW28 / SAXON ASSET SECURITIES TRUST SAST 2005 3 M5 | |||||||
| US362341KE87 / GSAMP Trust, Series 2005-HE4, Class M-3 | |||||||
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| US749575AG17 / RFMSI Series 2006-SA3 Trust | |||||||
| US17329YAR45 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 SA 144A | |||||||
| US3132WGJQ18 / FED HM LN PC POOL Q42970 FG 09/46 FIXED 3 | |||||||
| US3138EHRM66 / Fannie Mae Pool | |||||||
| US3140L1T470 / FNMA POOL BR3270 FN 02/51 FIXED 2.5 | |||||||
| ROUNDSTONE SECURITIES RNST 2A X2 / ABS-MBS (ACI2NGD30) | |||||||
| US05532YAT82 / BCAP LLC TRUST BCAP 2010 RR4 5A14 144A | |||||||
| US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 | |||||||
| US92978EAB02 / WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 AMN1 A2 | |||||||
| US59020UGH23 / Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A3 | |||||||
| US54251MAD65 / Long Beach Mortgage Loan Trust | |||||||
| FNMA POOL MA5471 FN 09/54 FIXED 6 / ABS-MBS (31418FCH8) | |||||||
| XS2210960378 / Country Garden Holdings Co Ltd | |||||||
| US52472WAC38 / LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 C 144A | |||||||
| US38375UXM79 / Government National Mortgage Association | |||||||
| US17329NAB38 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 A2 144A | |||||||
| US02377AAA60 / American Airlines Pass Through Trust, Series 2014-1, Class A | |||||||
| US3138A3KW64 / FNMA POOL AH2108 FN 01/26 FIXED 3.5 | |||||||
| US92332YAC57 / Venture Global LNG Inc | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 A PT 144A / ABS-MBS (17295GAE2) | |||||||
| IRS EUR 3.37000 10/09/23-5Y LCH / DIR (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (14319FAC7) | |||||||
| US36297XAE31 / GSR MORTGAGE LOAN TRUST GSR 2006 5F 2A4 | |||||||
| US17307GTJ75 / CITIGROUP MORTGAGE LOAN TRUST, INC. | |||||||
| US02147DAB73 / Alternative Loan Trust 2006-OA11 | |||||||
| US61754HAD44 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 | |||||||
| SOLD PEN BOUGHT USD 20250915 / DFE (000000000) | |||||||
| US3140LYUQ48 / FNMA POOL BT9590 FN 09/51 FIXED 4 | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3 / ABS-O (98164HAD0) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A / ABS-MBS (92540GAA6) | |||||||
| US45669AAB08 / IndyMac INDA Mortgage Loan Trust 2007-AR1 | |||||||
| US16162WNQ86 / CHASE MORTGAGE FINANCE CORPORA CHASE 2005 S3 A14 | |||||||
| US75115EAC75 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS11 1A3 | |||||||
| US3132D53U44 / Freddie Mac Pool | |||||||
| US12667GCH48 / Alternative Loan Trust 2005-14 | |||||||
| US320520AE98 / FIRST HORIZON MORTGAGE PASS TH FHASI 2007 2 1A5 | |||||||
| US86359B6S57 / STRUCTURED ASSET SECURITIES CO SASC 2005 RMS1 M1 | |||||||
| US86359AS959 / Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-26A, Class 3A5 | |||||||
| US05951VAH24 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 4A1 | |||||||
| US00075VAE11 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A3C | |||||||
| US74922KAL98 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 2A5 | |||||||
| US02640CAN56 / AMERICAN GENERAL MORTGAGE LOAN AGFMT 2009 1 CE 144A | |||||||
| US3140Q9MQ33 / FNCI UMBS 4.5 CA2166 08-01-48 | |||||||
| US17329YAG89 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 M2 144A | |||||||
| US3140H1Z291 / FNMA 30YR 4% 10/01/2047#BJ0760 | |||||||
| XAF6628DAN49 / Numericable U.S. LLC, Term Loan B14 | |||||||
| US761118RM27 / RALI Series 2006-QO1 Trust | |||||||
| US86358BAE20 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A5 | |||||||
| US3132DWH485 / FHLG 30YR 6.5% 08/01/2053# | |||||||
| US12669GQ951 / CHL Mortgage Pass-Through Trust 2005-15 | |||||||
| XS2280833133 / Country Garden Holdings Co Ltd | |||||||
| US17310RAM16 / Citigroup Mortgage Loan Trust 2006-AR9 | |||||||
| US3138WER927 / FNMA POOL AS5011 FN 05/45 FIXED 3.5 | |||||||
| US759676AF64 / Renaissance Home Equity Loan Trust | |||||||
| US3617H16K83 / GNMA II POOL BH4474 G2 07/48 FIXED 4 | |||||||
| US46630PBB04 / JP Morgan Mortgage Trust 2007-A2 | |||||||
| US251510HN65 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 5 1A3 | |||||||
| US3133BXCM12 / FHLG 30YR 5.5% 03/01/2053#QF9076 | |||||||
| US456606KU53 / INDYMAC RESIDENTIAL ASSET BACK INABS 2006 A A4 | |||||||
| US31418DB769 / Fannie Mae Pool | |||||||
| US3138YUMC21 / FNMA POOL AZ3054 FN 07/45 FIXED 4 | |||||||
| US45670CAA53 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 | |||||||
| US36251XAT46 / GS MORTGAGE SECURITIES TRUST 2016-GS4 SER 2016-GS4 CL XA V/R REGD 0.69414900 | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| US07384M4L32 / BSARM 2004-10 31A1 | |||||||
| US144531CN88 / CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M5 | |||||||
| US09774XAJ19 / BCMSC Trust 1998-B | |||||||
| US939336G230 / WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR3 1A | |||||||
| US3140N8CB22 / FNMA POOL BX3665 FN 12/52 FIXED 5.5 | |||||||
| US3140FUES30 / FNMA POOL BE8244 FN 02/47 FIXED 4 | |||||||
| 952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | |||||||
| US36179UGA43 / GNMA | |||||||
| US40430HAJ77 / HSI ASSET SECURITIZATION CORP TRUST 2005-NC1 SER 2005-NC1 CL M3 V/R REGD 2.97838000 | |||||||
| US021468AB99 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A2 | |||||||
| US31371M6G75 / FNMA 6.50% 12/26 #256571 | |||||||
| US3138ERYP96 / Fannie Mae Pool | |||||||
| US07387VAC37 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A1 | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 1A B1 144A / ABS-MBS (64830CAL9) | |||||||
| SOLD PEN BOUGHT USD 20250915 / DFE (000000000) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3 / ABS-O (98164HAD0) | |||||||
| US17330WAR51 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP4 SA 144A | |||||||
| US3140KGHZ96 / FNMA POOL BP8347 FN 06/50 FIXED 3.5 | |||||||
| US1266944B18 / COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 2AB3 | |||||||
| US3140HNGX46 / FNMA POOL BK8313 FN 09/48 FIXED 3.5 | |||||||
| US31395A3J20 / Freddie Mac Structured Pass-Through Certificates | |||||||
| US3128MJX884 / Freddie Mac Gold Pool | |||||||
| US45661VAB27 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A2 | |||||||
| US3140HLG831 / FNMA POOL BK6522 FN 07/48 FIXED 4.5 | |||||||
| US3140JVDG48 / FANNIE MAE POOL FN BO1002 | |||||||
| US93935DAA46 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR7 A1A | |||||||
| US31418ACN63 / Fannie Mae Pool | |||||||
| US31419H2W19 / Fannie Mae Pool | |||||||
| US3138Y14W23 / FNMA POOL AX0836 FN 09/44 FIXED 4 | |||||||
| US07386HC585 / Bear Stearns ALT-A Trust 2006-1 | |||||||
| US52473LAD47 / LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 XS 144A | |||||||
| US021466AA50 / ALTERNATIVE LOAN TRUST 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 1.82800000 | |||||||
| ACI01UGC4 / BONDHOLDCO ALPHABET D SHARES | |||||||
| US03072SXG55 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M4 | |||||||
| US3138XBWZ34 / Fannie Mae Pool | |||||||
| US94987FAE60 / WELLS FARGO MORTGAGE LOAN TRUS WFMLT 2010 RR4 1A2 144A | |||||||
| US52474TAD63 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL5 SA 144A | |||||||
| US05954DAJ54 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 E 5A1 | |||||||
| US3133BWKC64 / FED HM LN PC POOL QF8391 FR 02/53 FIXED 6 | |||||||
| US31419AX775 / FNMA POOL AE0701 FN 12/40 FIXED VAR | |||||||
| US3140NBWK39 / FNMA POOL BX6949 FN 02/53 FIXED 6 | |||||||
| US12594YAE23 / CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B2 144A | |||||||
| US542514DK78 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2003 1 M2 | |||||||
| US05571AAQ85 / BPCE SA | |||||||
| US52521YAD85 / LEHMAN MORTGAGE TRUST LMT 2007 8 2A2 | |||||||
| US07386HB835 / BEAR STEARNS ALT-A TRUST | |||||||
| US31411YUW10 / FNMA POOL 918697 FN 06/37 FIXED 6 | |||||||
| US80281LAR69 / Santander UK Group Holdings PLC | |||||||
| US126694PS13 / COUNTRYWIDE HOME LOANS CWHL 2005 28 A12 | |||||||
| US12654UAF49 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B3 144A | |||||||
| US76113WAE30 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A3 2A1 | |||||||
| US86358RMY08 / AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A | |||||||
| US12554XAJ19 / CIFC Funding 2019-V Ltd | |||||||
| US07387NAC11 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC3 2A1 | |||||||
| US3138WJDN59 / Uniform Mortgage-Backed Securities | |||||||
| US3140F2RD41 / FNMA POOL BC6783 FN 05/46 FIXED 3.5 | |||||||
| US3140QRUR25 / FN CB5991 | |||||||
| US69381AAA97 / PRPM 2023-RCF1 LLC SER 2023-RCF1 CL A1 V/R REGD 144A P/P 4.00000000 | |||||||
| US040104TG69 / Argent Securities Trust 2006-W4 | |||||||
| US92925GAD51 / WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust | |||||||
| US3140H8MK88 / FNMA POOL BJ6661 FN 01/48 FIXED 4 | |||||||
| US74978BAA61 / RAAC SERIES RAAC 2007 RP3 A 144A | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| RFR USD SOFR/2.74750 07/25/23-5Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAC3) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 14 A2 / ABS-MBS (863579TN8) | |||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000) | |||||||
| YELLOW TULIP ASSETCO B.V. GALIBIER ASSETCO PPN / DBT (ACI2QBL39) | |||||||
| GCAT GCAT 2024 NQM2 A1 144A / ABS-MBS (36831CAA0) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | |||||||
| US3140HFFH70 / FNMA POOL BK1967 FN 03/48 FIXED 4 | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| XS1789788889 / KIRKBY RMBS KIRK 1A C 144A | |||||||
| US31416WT518 / Fannie Mae Pool | |||||||
| US5899292N73 / MLCC MORTGAGE INVESTORS INC MLCC 2003 F A2 | |||||||
| US3131YAGE44 / FED HM LN PC POOL ZN3797 FR 03/39 FIXED 3.5 | |||||||
| US585525FN38 / MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A | |||||||
| US12667GYX59 / Alternative Loan Trust 2005-31 | |||||||
| US3133KYTS80 / FED HM LN PC POOL RB5061 FR 07/40 FIXED 3.5 | |||||||
| US74922UAJ25 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS8 A9 | |||||||
| US362341GP80 / GSAA HOME EQUITY TRUST GSAA 2005 9 M3 | |||||||
| US3140FMQ337 / FNMA POOL BE2273 FN 02/47 FIXED 4 | |||||||
| US754065AD25 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX6 A4 | |||||||
| US07384YMC74 / Bear Stearns Asset Backed Securities Trust 2003-AC5 | |||||||
| US3138EJKA57 / FNMA POOL AL2088 FN 09/26 FIXED VAR | |||||||
| US93935BAD29 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust | |||||||
| US3140H2Z430 / Fannie Mae Pool | |||||||
| US64352VEF40 / New Century Home Equity Loan Trust, Series 2003-5, Class AI7 | |||||||
| US225470SA28 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 7A1 | |||||||
| US3133BTJK70 / FED HM LN PC POOL QF5666 FR 01/53 FIXED 6 | |||||||
| US07384MJ296 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 1 15A1 | |||||||
| US54251UAD81 / Long Beach Mortgage Loan Trust | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US86362YAD85 / Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2 | |||||||
| RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH / DIR (000000000) | |||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (000000000) | |||||||
| US760985X894 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 KR1 MI1 144A | |||||||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | |||||||
| US12659HAA95 / CSMCM TRUST CERTIFICATES CSMCM 2019 RP11 CERT 144A | |||||||
| ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN / LON (BA000JN59) | |||||||
| KENTMERE KMR 3A Y 144A / ABS-MBS (ACI2RTSH1) | |||||||
| GCAT GCAT 2024 NQM2 A1 144A / ABS-MBS (36831CAA0) | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| RFR USD SOFR/2.74750 07/25/23-5Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAC3) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 14 A2 / ABS-MBS (863579TN8) | |||||||
| US41161PKH54 / HarborView Mortgage Loan Trust 2004-11 | |||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000) | |||||||
| US17025MAE66 / COUNTRYWIDE HOME LOANS CWHL 2007 HY6 3A1 | |||||||
| YELLOW TULIP ASSETCO B.V. GALIBIER ASSETCO PPN / DBT (ACI2QBL39) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B B 144A / ABS-O (02007G4C4) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 / ABS-O (107933AC7) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| US3128MJZP89 / Freddie Mac Gold Pool | |||||||
| SOLD PEN BOUGHT USD 20250821 / DFE (000000000) | |||||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3 / ABS-O (44934QAD3) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF5 A1 144A / ABS-MBS (69381JAA0) | |||||||
| DUTCH PROPERTY FINANCE DPF 2023 1 A REGS / ABS-MBS (ACI2CMRY6) | |||||||
| BENEFIT STREET PARTNERS CLO LT BSP 2021 25A A1R 144A / ABS-CBDO (08186YAL8) | |||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (000000000) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B B 144A / ABS-O (02007G4C4) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 / ABS-O (107933AC7) | |||||||
| US3131YBQM33 / FREDDIE MAC POOL FN ZN4960 | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| US36197CFA36 / GNMA II POOL AZ0161 G2 08/47 FIXED 3.5 | |||||||
| US3140H15N61 / FNMA POOL BJ0852 FN 11/47 FIXED 4.5 | |||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | |||||||
| MORGAN STANLEY REREMIC TRUST MSRR 2010 R4 2B 144A / ABS-MBS (61759FAJ0) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| RFR USD SOFR/3.76000 08/23/23-10Y LCH / DIR (000000000) | |||||||
| US83611MDJ45 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT1 M3 | |||||||
| US46626LJR24 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC1 M1 | |||||||
| US46628VAG14 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S3 A4 | |||||||
| US45660LCN73 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR2 2A2A | |||||||
| XS2438026366 / Thames Water Utilities Finance PLC | |||||||
| US3140GWPE71 / Fannie Mae Pool | |||||||
| US81744HAH66 / Sequoia Mortgage Trust | |||||||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | |||||||
| US32027NZX29 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF2 A1 | |||||||
| US361841AQ25 / GLP Capital LP / GLP Financing II Inc | |||||||
| US46629CAP23 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 4A1 | |||||||
| US3140NMZF71 / FNMA POOL BY5241 FN 06/53 FIXED 5.5 | |||||||
| US31418ES357 / Fannie Mae Pool | |||||||
| US3131Y0ZB11 / Freddie Mac Pool | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV3 PT 144A / ABS-MBS (17332ACD0) | |||||||
| REVERSE REPO MERRILL LYNCH / RA (000000000) | |||||||
| IRS EUR 0.65000 05/11/22-5Y LCH / DIR (000000000) | |||||||
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A / ABS-CBDO (83615CAL0) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 2 1A16 / ABS-MBS (05946XTF0) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (96043RAB3) | |||||||
| RIPON MORTGAGES RIPON 2025 1A Z 144A / ABS-MBS (ACI2V5FF6) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US3138XJ5T06 / Fannie Mae Pool | |||||||
| US073866BN44 / BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 | |||||||
| US368266AH50 / Gazprom PJSC Via Gaz Capital SA | |||||||
| US3128M9Z210 / Freddie Mac Gold Pool | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV3 PT 144A / ABS-MBS (17332ACD0) | |||||||
| REVERSE REPO MERRILL LYNCH / RA (000000000) | |||||||
| IRS EUR 0.65000 05/11/22-5Y LCH / DIR (000000000) | |||||||
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A / ABS-CBDO (83615CAL0) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 2 1A16 / ABS-MBS (05946XTF0) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (96043RAB3) | |||||||
| RIPON MORTGAGES RIPON 2025 1A Z 144A / ABS-MBS (ACI2V5FF6) | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A3 144A / ABS-O (36270YAE2) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A B3 144A / ABS-MBS (64830WBJ9) | |||||||
| RFRF USD SF+26.161/0.6* 07/29/23-7Y CME / DIR (000000000) | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A4 / ABS-MBS (761118DA3) | |||||||
| TRINITAS CLO LTD TRNTS 2018 9A ARRR 144A / ABS-CBDO (89641JAW6) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A / ABS-MBS (74390BAA6) | |||||||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | |||||||
| US59024UAA97 / Merrill Lynch Mortgage Investors Trust Series 2007-MLN1 | |||||||
| FREMONT HOME LOAN TRUST FHLT 2005 B M7 / ABS-MBS (35729PKB5) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES6 A1 144A / ABS-MBS (891947AA1) | |||||||
| US3132XXJX82 / FED HM LN PC POOL Q54777 FG 03/48 FIXED 3.5 | |||||||
| US3140FBEF38 / FNMA POOL BD3733 FN 08/46 FIXED 3.5 | |||||||
| US3138WGYZ12 / FANNIE MAE POOL FN AS7027 | |||||||
| FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A / ABS-MBS (31737DAA4) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF6 A1 144A / ABS-MBS (74390FAA7) | |||||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2B / ABS-O (023947AC8) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A B3 144A / ABS-MBS (64830WBJ9) | |||||||
| US3128JRR323 / FED HM LN PC POOL 847706 FH 01/35 FLOATING VAR | |||||||
| RFRF USD SF+26.161/0.6* 07/29/23-7Y CME / DIR (000000000) | |||||||
| US31403DV223 / FNMA POOL 745933 FN 09/36 FIXED VAR | |||||||
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A4 / ABS-MBS (761118DA3) | |||||||
| US3138AAYJ48 / Fannie Mae Pool | |||||||
| TRINITAS CLO LTD TRNTS 2018 9A ARRR 144A / ABS-CBDO (89641JAW6) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A / ABS-MBS (74390BAA6) | |||||||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | |||||||
| US9497EYAC35 / WELLS FARGO HOME EQUITY TRUST WFHET 2007 2 A3 | |||||||
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (000000000) | |||||||
| GATEWAY LEASE CTL A WHLN03785 / ABS-O (963SPPII4) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US93934FMA74 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 2 1A10 | |||||||
| US3140E6NU27 / FNMA POOL BA2202 FN 12/45 FIXED 4 | |||||||
| US86360WAB81 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2 | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A / ABS-CBDO (ACI2RRG21) | |||||||
| NRPLM TRUST SERIES NRPLM 2024 RPL2 CERT 144A / ABS-MBS (669978AA6) | |||||||
| WINSTON RE LTD UNSECURED 144A 02/28 VAR / DBT (975660AC5) | |||||||
| US83611VAS79 / SOUND POINT CLO XXVII LTD SER 2020-2A CL AR V/R REGD 144A P/P 0.00000000 | |||||||
| US694308JJ74 / Pacific Gas and Electric Co | |||||||
| US05946XC270 / BANC OF AMERICA FUNDING CORPOR BAFC 2005 G A2 | |||||||
| US3138M8HY26 / Fannie Mae Pool | |||||||
| US75114NAA28 / RALI Series Trust | |||||||
| US23246BAK70 / Countrywide Asset-Backed Certificates | |||||||
| US61745M4P58 / Morgan Stanley Mortgage Loan Trust 2005-3AR | |||||||
| US863579MS48 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-4 | |||||||
| US3140GYL729 / FNMA POOL BH9349 FN 04/45 FIXED 4 | |||||||
| US3132L8ZS92 / Freddie Mac Gold Pool | |||||||
| US31410TYJ86 / FNMA POOL 897213 FN 08/36 FIXED 6 | |||||||
| US251510HQ96 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 5 1A5 | |||||||
| US07384MW653 / Bear Stearns ARM Trust 2004-6 | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES6 A1 144A / ABS-MBS (891947AA1) | |||||||
| US31410LRR59 / Fannie Mae Pool | |||||||
| US3617H4CJ84 / GNMA II POOL BH6373 G2 06/48 FIXED 4 | |||||||
| US93364FAM32 / WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust | |||||||
| US75115DAE58 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A5 | |||||||
| US17319TAF30 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2012 8 3A2 144A | |||||||
| US3138Y3X717 / Fannie Mae Pool | |||||||
| US36179UCC45 / Ginnie Mae II Pool | |||||||
| US126673BB70 / CWABS Inc Asset-Backed Certificates Trust 2004-6 | |||||||
| US74042JAB98 / Preferred Term Securities XXI Ltd / Preferred Term Securities XXI Inc | |||||||
| US3140FKVW76 / FNMA UMBS, 30 Year | |||||||
| US31418CPE83 / Fannie Mae Pool | |||||||
| XS0277409446 / RMAC Securities No 1 PLC | |||||||
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (000000000) | |||||||
| GATEWAY LEASE CTL A WHLN03785 / ABS-O (963SPPII4) | |||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | |||||||
| US362334AV61 / First Frankin Mortgage Loan Trust | |||||||
| US07401EAE95 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 2 3A1 | |||||||
| US3128MJY619 / Freddie Mac Gold Pool | |||||||
| US3138A8C619 / FNMA POOL AH6392 FN 02/41 FIXED 4 | |||||||
| US36179SYS03 / Ginnie Mae II Pool | |||||||
| US65539WAB81 / NOMURA RESECURITIZATION TRUST NMRR 2012 1R B 144A | |||||||
| US3132XWA843 / Freddie Mac Gold Pool | |||||||
| US01448XAB10 / ALESCO PREFERRED FUNDING LTD ALESC 6A A2 144A | |||||||
| XS0311809452 / UROPA SECURITIES PLC UROPA 2007 1 A4A REGS | |||||||
| US12669G3T67 / COUNTRYWIDE HOME LOANS CWHL 2005 16 A25 | |||||||
| US20846QER56 / Conseco Finance Securitizations Corp | |||||||
| US88157YAA91 / TERWIN MORTGAGE TRUST TMTS 2007 QHL1 A1 144A | |||||||
| US07401CAV54 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 4 22A1 | |||||||
| US86359DKT36 / LEHMAN XS TRUST LXS 2005 1 3A3A | |||||||
| XS2594135324 / GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A B 144A | |||||||
| US3140X7JP52 / FNMA POOL FM3869 FN 06/35 FIXED VAR | |||||||
| COPA PPN PLACEHODER / ABS-MBS (938KTSII3) | |||||||
| US3138WKRG26 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | |||||||
| 3175MR9F2 PIMCO CAP USD 0.0255 USD SOFR COMPOU / DIR (000000000) | |||||||
| US62947EAP07 / NRPL TRUST SERIES NRPL 2019 1A PT 144A | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A / ABS-O (69544MAA7) | |||||||
| US92922F7Q56 / WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust | |||||||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE4 M6 / ABS-MBS (04541GRQ7) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A2 / ABS-MBS (06050HKQ0) | |||||||
| BARROW FUNDING PLC BARRO 1A C / ABS-MBS (ACI2P7XQ5) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E13 / ABS-MBS (073866BK0) | |||||||
| 5831 / Shizuoka Financial Group,Inc. | |||||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE4 M6 / ABS-MBS (04541GRQ7) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A2 / ABS-MBS (06050HKQ0) | |||||||
| BARROW FUNDING PLC BARRO 1A C / ABS-MBS (ACI2P7XQ5) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MF5 / ABS-MBS (126673JG8) | |||||||
| US0738795S34 / BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE12 M3 | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A2 144A / ABS-MBS (12654PAB4) | |||||||
| FED HM LN PC POOL QH4857 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHME2) | |||||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES2 A1A 144A / ABS-MBS (74938PAA4) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A3 144A / ABS-O (73328AAD1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A B 144A / ABS-O (210927AC3) | |||||||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (83207QAB5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A / ABS-O (69545AAA2) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| RFR USD SOFR/3.78300 02/07/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.40000 10/17/24-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.80000 08/30/23-10Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/2.50800 07/25/23-30Y LCH / DIR (000000000) | |||||||
| US00764SAC89 / AEGIS ASSET BACKED SECURITIES AABST 2006 1 A3 | |||||||
| US3132A5GD15 / FED HM LN PC POOL ZS4696 FR 12/46 FIXED 2.5 | |||||||
| US863579ZL57 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 20 3A3 | |||||||
| US3138LTX298 / FNMA POOL AO3396 FN 05/27 FIXED 3 | |||||||
| US3138A4DR36 / FNMA POOL AH2811 FN 02/26 FIXED 4 | |||||||
| XS0353588386 / Ludgate Funding PLC | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E13 / ABS-MBS (073866BK0) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (83207QAB5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A / ABS-O (69545AAA2) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| US94984CAF32 / Wells Fargo Mortgage Backed Securities 2006-AR11 Trust | |||||||
| US3140FCGT96 / FNMA POOL BD4709 FN 08/46 FIXED 3.5 | |||||||
| US31329KKY90 / FED HM LN PC POOL ZA2111 FR 01/29 FIXED 5 | |||||||
| RFR USD SOFR/2.50800 07/25/23-30Y LCH / DIR (000000000) | |||||||
| US617505AD48 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C | |||||||
| US36242DJQ79 / GSMPS Mortgage Loan Trust, Series 2004-4, Class 1AF | |||||||
| RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (000000000) | |||||||
| US3138WDNA58 / FNMA POOL AS3984 FN 12/29 FIXED 3 | |||||||
| US456671AA42 / INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F1 1A1 | |||||||
| US86359ARE54 / STRUCTURED ASSET SECURITIES CO SASC 2003 9A 2A1 | |||||||
| US59025GAA94 / Merrill Lynch Mortgage Backed Securities Trust Series 2007-2 | |||||||
| US46629VAA35 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE3 A1 | |||||||
| US3133BNSV64 / FHLG 30YR 5% 10/01/2052#QF1432 | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (03330LAA6) | |||||||
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 1A1 / ABS-MBS (007036HU3) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FED HM LN PC POOL ZI4145 FR 01/36 FIXED 6.5 / ABS-MBS (3131WGTA7) | |||||||
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B / LON (953RGXII1) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| VALLEY FUNDING PLC VFUND 1A F 144A / ABS-MBS (ACI2SNZQ5) | |||||||
| US9393366F58 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 4 CB11 | |||||||
| US12668BEE92 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 85CB 1A1 | |||||||
| US3617GP6Z36 / GNMA II POOL BG5388 G2 05/48 FIXED 4 | |||||||
| US17309VAH69 / CitiMortgage Alternative Loan Trust, Series 2006-A4, Class 1A8 | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| US41161PYW75 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 2A1A | |||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (000000000) | |||||||
| US293601AE08 / ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A | |||||||
| FED HM LN PC POOL ZI6345 FR 08/37 FIXED 6.5 / ABS-MBS (3131WKBN9) | |||||||
| US3140GUNQ63 / FNMA POOL BH5798 FN 07/47 FIXED 4 | |||||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | |||||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 B 144A / ABS-O (14051LAB8) | |||||||
| FED HM LN PC POOL ZI4145 FR 01/36 FIXED 6.5 / ABS-MBS (3131WGTA7) | |||||||
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B / LON (953RGXII1) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| VALLEY FUNDING PLC VFUND 1A F 144A / ABS-MBS (ACI2SNZQ5) | |||||||
| US31418EPD66 / Fannie Mae Pool | |||||||
| US12668BPN72 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 4CB 1A2 | |||||||
| US17325DAJ28 / Citigroup Commercial Mortgage Trust 2016-P5 | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (000000000) | |||||||
| FED HM LN PC POOL ZI6345 FR 08/37 FIXED 6.5 / ABS-MBS (3131WKBN9) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B D / ABS-O (78450CAE4) | |||||||
| ABX.HE.AAA.06-2 SP GST / DCR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A / ABS-O (78450XAB4) | |||||||
| ISRAEL GOVT EM SP GST / DCR (000000000) | |||||||
| RFRF USD SF+26.161/2.00 8/18/23-9Y* CME / DIR (000000000) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 5 1A18 / ABS-MBS (05946XPF4) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US12667GRV76 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 17 1A1 | |||||||
| SOLD CLP BOUGHT USD 20250917 / DFE (000000000) | |||||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000) | |||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| US456612AC42 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A | |||||||
| US38375UZZ64 / Government National Mortgage Association | |||||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (000000000) | |||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| VSTRONG AUTO RECEIVABLES TRUST VSTRG 2024 A A2 144A / ABS-O (92891PAC7) | |||||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A / ABS-CBDO (14311NAU8) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 E 144A / ABS-O (69546YAB7) | |||||||
| RFRF USD SF+26.161/1.3* 07/19/23-8Y CME / DIR (000000000) | |||||||
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A / ABS-CBDO (39809CAY0) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL2 A1 144A / ABS-MBS (69392LAA2) | |||||||
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A / ABS-O (04362VAA3) | |||||||
| VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (92917RAL3) | |||||||
| FNMA POOL DA3301 FN 10/53 FIXED 6 / ABS-MBS (3140A3U35) | |||||||
| US12668A4P73 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 AR1 1A | |||||||
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A / ABS-O (04362VAA3) | |||||||
| VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (92917RAL3) | |||||||
| FNMA POOL DA3301 FN 10/53 FIXED 6 / ABS-MBS (3140A3U35) | |||||||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (000000000) | |||||||
| US161546GR12 / Chase Funding Trust Series 2003-5 | |||||||
| US3140J5UE77 / FNMA POOL BM1480 FN 04/47 FIXED VAR | |||||||
| CASCADE FUNDING MORTGAGE TRUST CFMT 2024 RM5 A 144A / ABS-MBS (147275AA9) | |||||||
| XS2262961076 / ZF Finance GmbH | |||||||
| BLUE RIDGE RE LTD UNSECURED 144A 01/31 VAR / DBT (096003AA6) | |||||||
| RFR USD SOFR/2.62000 07/24/24-1Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.23000 10/23/23-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A R 144A / ABS-O (21055PAG9) | |||||||
| FNMA POOL 895072 FN 08/36 FIXED 6.5 / ABS-MBS (31410RMV8) | |||||||
| WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (98164LAD1) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (14319FAD5) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 2A A 144A / ABS-O (00833BAG3) | |||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A / ABS-O (83206EAB3) | |||||||
| US84751YAA82 / SPECIALTY UNDERWRITING + RESID SURF 2006 BC4 A1 | |||||||
| RFR USD SOFR/4.23000 10/23/23-10Y LCH / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A R 144A / ABS-O (21055PAG9) | |||||||
| FNMA POOL 895072 FN 08/36 FIXED 6.5 / ABS-MBS (31410RMV8) | |||||||
| WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (98164LAD1) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (14319FAD5) | |||||||
| AFFIRM MASTER TRUST AFRMT 2025 2A A 144A / ABS-O (00833BAG3) | |||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A / ABS-O (83206EAB3) | |||||||
| ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (00190YBP9) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A E 144A / ABS-MBS (ACI2PHLV5) | |||||||
| US3140FFRL72 / Fannie Mae Pool | |||||||
| US3140JAND69 / FANNIE MAE POOL UMBS P#BM5787 4.00000000 | |||||||
| RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (000000000) | |||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (ACI2VXTH6) | |||||||
| RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | |||||||
| US3133BJJH69 / FED HM LN PC POOL QE8364 FR 07/52 FIXED 4 | |||||||
| US3140Q75V59 / Fannie Mae Pool | |||||||
| ELEVATION CLO LTD AWPT 2018 3A A1R2 144A / ABS-CBDO (28623VAN9) | |||||||
| US07386HMF54 / BEAR STEARNS ALT A TRUST BALTA 2004 10 M2 | |||||||
| IRS ZAR 8.42000 07/31/23-5Y CME / DIR (000000000) | |||||||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (000000000) | |||||||
| 31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| US36179TV774 / Ginnie Mae II Pool | |||||||
| RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (000000000) | |||||||
| COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (19688VAA8) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| US22877LAB36 / CRSNT TR 2021 MOON 04/36 1 | |||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | |||||||
| US3140H7GJ07 / FNMA POOL BJ5600 FN 12/47 FIXED 4 | |||||||
| ELEVATION CLO LTD AWPT 2018 3A A1R2 144A / ABS-CBDO (28623VAN9) | |||||||
| IRS ZAR 8.42000 07/31/23-5Y CME / DIR (000000000) | |||||||
| 31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (000000000) | |||||||
| COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (19688VAA8) | |||||||
| US073888BE80 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 1A2B | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| US12594CBD11 / COMM 2016-DC2 Mortgage Trust | |||||||
| US3138WHNS70 / Fannie Mae Pool | |||||||
| DRYDEN SENIOR LOAN FUND DRSLF 2016 43A AR3 144A / ABS-CBDO (26245CBQ5) | |||||||
| US02151CAE66 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 15CB A5 | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US05541DBD75 / BCAP LLC TRUST BCAP 2012 RR8 5A6 144A | |||||||
| TRINITAS CLO LTD TRNTS 2022 20A A1R 144A / ABS-CBDO (89640EAN8) | |||||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (000000000) | |||||||
| ROUNDSTONE SECURITIES RNST 2A B 144A / ABS-MBS (ACI2NGCZ0) | |||||||
| ABX.HE.AA.06-2 SP ULO / DCR (000000000) | |||||||
| US1266942J61 / COUNTRYWIDE HOME LOANS CWHL 2006 10 1A12 | |||||||
| US3140FMAZ92 / FNMA POOL BE1823 FN 10/46 FIXED 4 | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 4CB 3A3 / ABS-MBS (12667FCL7) | |||||||
| US17291MAS26 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP3 PT 144A | |||||||
| US863576DL56 / STRUCTURED ASSET SECURITIES CO SASC 2005 WF4 M6 | |||||||
| ROUNDSTONE SECURITIES RNST 2A B 144A / ABS-MBS (ACI2NGCZ0) | |||||||
| ABX.HE.AA.06-2 SP ULO / DCR (000000000) | |||||||
| PEMEX LCDS SP DUB / DCR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 4CB 3A3 / ABS-MBS (12667FCL7) | |||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | |||||||
| US05526WAE30 / BANC OF AMERICA MERRILL LYNCH BAMLL 2015 HAUL XA 144A | |||||||
| US00081WAH43 / ABSC MANUFACTURED HOUSING CONT ABSMH 2004 CN1 A2 144A | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A1 144A / ABS-O (21056EAA6) | |||||||
| US07386HVV04 / BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1 | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A3A / ABS-MBS (12638PAE9) | |||||||
| CMBX.NA.AAA.6 SP SAL / DCR (000000000) | |||||||
| IRS EUR 1.00000 05/13/22-5Y LCH / DIR (000000000) | |||||||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (ACI2PXBX7) | |||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000) | |||||||
| JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (47047RAN6) | |||||||
| IRS EUR 2.95000 06/12/24-5Y LCH / DIR (000000000) | |||||||
| MADISON PARK FUNDING LTD MDPK 2019 36A A1RR 144A / ABS-CBDO (55819PBE8) | |||||||
| SEASONED CREDIT RISK TRANSFER 11/64 1 / ABS-MBS (35563VAA4) | |||||||
| CMBX.NA.AS.6 SP BOA / DCR (000000000) | |||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000) | |||||||
| JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (47047RAN6) | |||||||
| IRS EUR 2.95000 06/12/24-5Y LCH / DIR (000000000) | |||||||
| MADISON PARK FUNDING LTD MDPK 2019 36A A1RR 144A / ABS-CBDO (55819PBE8) | |||||||
| SEASONED CREDIT RISK TRANSFER 11/64 1 / ABS-MBS (35563VAA4) | |||||||
| CMBX.NA.AS.6 SP BOA / DCR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (14687QAB9) | |||||||
| US36228F7F76 / GSAA HOME EQUITY TRUST GSAA 2004 6 M1 | |||||||
| SOLD PEN BOUGHT USD 20250812 / DFE (000000000) | |||||||
| LEHMAN XS TRUST LXS 2005 6 2A1 / ABS-MBS (525221CZ8) | |||||||
| SOLD PEN BOUGHT USD 20251117 / DFE (000000000) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 B1 / ABS-MBS (863579JK5) | |||||||
| RFR USD SOFR/4.03000 10/04/23-10Y LCH / DIR (000000000) | |||||||
| ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (000000000) | |||||||
| VALLEY FUNDING PLC VFUND 1A A 144A / ABS-MBS (ACI2SNZ85) | |||||||
| CMBX.NA.AAA.8 SP MEI / DCR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A C 144A / ABS-O (21056DAD2) | |||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000) | |||||||
| US46630KAA43 / JP Morgan Mortgage Acquisition Trust 2007-HE1 | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| US05949CCA27 / BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2 | |||||||
| US12660QAD07 / CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 M1 144A | |||||||
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS3 M8 / ABS-MBS (76110WS80) | |||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 4020 / Saudi Real Estate Company | |||||||
| REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (75888TAL9) | |||||||
| US3617HAHV20 / GNMA II POOL BI1144 G2 08/48 FIXED 4 | |||||||
| US3140FT5R83 / Fannie Mae Pool | |||||||
| US12544VCN73 / CWHL 2007-5 A51 | |||||||
| ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (449249AS0) | |||||||
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M3 / ABS-MBS (76110WQ74) | |||||||
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (000000000) | |||||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A / ABS-O (52609YAB7) | |||||||
| ACHV ABS TRUST ACHV 2024 2PL A 144A / ABS-O (00092HAA9) | |||||||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A / ABS-CBDO (05683EAW2) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 7 2AS2 / ABS-MBS (86364DAT7) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (83407UAB4) | |||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | |||||||
| US29445FCD87 / EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 3 M7 | |||||||
| ACHV ABS TRUST ACHV 2024 2PL A 144A / ABS-O (00092HAA9) | |||||||
| US12668AVP73 / Alternative Loan Trust 2005-61 | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A / ABS-CBDO (05683EAW2) | |||||||
| US12662NAN30 / CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 B 144A | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 7 2AS2 / ABS-MBS (86364DAT7) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (83407UAB4) | |||||||
| US31418CBR43 / Fannie Mae Pool | |||||||
| EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE | |||||||
| US3138WPKK97 / FNMA POOL AT2097 FN 04/43 FIXED 4 | |||||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | |||||||
| CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (146865AJ9) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A B3 144A / ABS-MBS (64830KBK2) | |||||||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/1.60000 01/16/24-2Y LCH / DIR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (14687VAB8) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (03330YAJ9) | |||||||
| US9292276K70 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR7, Class A7 | |||||||
| MASTR ALTERNATIVE LOANS TRUST MALT 2005 3 6A3 / ABS-MBS (576434N42) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A / ABS-CBDO (ACI2QLH16) | |||||||
| FNMA POOL BY7622 FN 07/53 FIXED 6 / ABS-MBS (3140NQPG7) | |||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | |||||||
| ABX--0A08AGAC8-20370825 / DCR (000000000) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (14687VAB8) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (03330YAJ9) | |||||||
| US3133KHLP90 / Freddie Mac Pool | |||||||
| MASTR ALTERNATIVE LOANS TRUST MALT 2005 3 6A3 / ABS-MBS (576434N42) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A / ABS-CBDO (ACI2QLH16) | |||||||
| US126694UU04 / COUNTRYWIDE HOME LOANS CWHL 2005 31 4A3 | |||||||
| FNMA POOL BY7622 FN 07/53 FIXED 6 / ABS-MBS (3140NQPG7) | |||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | |||||||
| ABX--0A08AGAC8-20370825 / DCR (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (465970AA9) | |||||||
| SOLD KWD BOUGHT USD 20290507 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250925 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| US55265WDN02 / MASTR SEASONED SECURITIZATION MSSTR 2005 2 5A1 | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A / ABS-MBS (22758DAA7) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (67119CAA8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A1 144A / ABS-O (21055PAA2) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM3 A1 144A / ABS-MBS (69381FAA8) | |||||||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A3 144A / ABS-O (505709AC9) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (465970AA9) | |||||||
| SOLD KWD BOUGHT USD 20290507 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250925 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| US12667FVN22 / Alternative Loan Trust, Series 2004-24CB, Class 1A1 | |||||||
| CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A / ABS-MBS (22758DAA7) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (67119CAA8) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL2 PT 144A / ABS-MBS (362961AR5) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (83407UAA6) | |||||||
| BARROW FUNDING PLC BARRO 1A B / ABS-MBS (ACI2P7XP7) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2002 21A 1A1 / ABS-MBS (86359ABP7) | |||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 6A1 / ABS-MBS (466247ZB2) | |||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (ACI2NJ0V6) | |||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL2 PT 144A / ABS-MBS (362961AR5) | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (83407UAA6) | |||||||
| BARROW FUNDING PLC BARRO 1A B / ABS-MBS (ACI2P7XP7) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2002 21A 1A1 / ABS-MBS (86359ABP7) | |||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 6A1 / ABS-MBS (466247ZB2) | |||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (ACI2NJ0V6) | |||||||
| CMBX.NA.AAA.8 SP SAL / DCR (000000000) | |||||||
| HARDWOOD FUNDING LLC CORP0HRD7 / DBT (955NUHII7) | |||||||
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S3 A8 / ABS-MBS (76111XP64) | |||||||
| FED HM LN PC POOL QG7216 FR 07/53 FIXED 5 / ABS-MBS (3133C8AR6) | |||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | |||||||
| ZCS BRL 10.16509 04/01/24-01/04/27 CME / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (74448PAA7) | |||||||
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 1A1 / ABS-MBS (007036AA4) | |||||||
| ABX.HE.AAA.07-1 SP MYC / DCR (000000000) | |||||||
| DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A / ABS-CBDO (25255NAQ1) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A / ABS-O (072926AB4) | |||||||
| GCAT GCAT 2019 RPL1 M2 144A / ABS-MBS (36167CAC0) | |||||||
| ZCS BRL 10.16509 04/01/24-01/04/27 CME / DIR (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (74448PAA7) | |||||||
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 1A1 / ABS-MBS (007036AA4) | |||||||
| ABX.HE.AAA.07-1 SP MYC / DCR (000000000) | |||||||
| DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A / ABS-CBDO (25255NAQ1) | |||||||
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A / ABS-O (072926AB4) | |||||||
| GCAT GCAT 2019 RPL1 M2 144A / ABS-MBS (36167CAC0) | |||||||
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M6 / ABS-MBS (86358ESQ0) | |||||||
| BOUGHT KWD SOLD USD 20260528 / DFE (000000000) | |||||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 / ABS-O (412922AB2) | |||||||
| CDX HY42 5Y ICE / DCR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT KWD SOLD USD 20260504 / DFE (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 7CB 2A1 / ABS-MBS (12667F4L6) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 D 144A / ABS-O (69546YAA9) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2007 AR2 6A1 / ABS-MBS (3622N6AL3) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 9 A11 144A / ABS-MBS (46593DAX5) | |||||||
| US3140GXCA79 / FNMA POOL BH8164 FN 07/47 FIXED 3.5 | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 7CB 2A1 / ABS-MBS (12667F4L6) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 D 144A / ABS-O (69546YAA9) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| US912828P469 / United States Treasury Note/Bond | |||||||
| US92990GAC78 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1 | |||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2007 AR2 6A1 / ABS-MBS (3622N6AL3) | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 9 A11 144A / ABS-MBS (46593DAX5) | |||||||
| RFR USD SOFR/4.00000 12/20/23-3Y LCH / DIR (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| IRS EUR 0.65000 04/12/22-5Y LCH / DIR (000000000) | |||||||
| GS MORTGAGE SECURITIES CORP. GSMSC 2014 3R 1B 144A / ABS-MBS (36249XAG7) | |||||||
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A / ABS-CBDO (89641QAN0) | |||||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3 / ABS-O (448976AD2) | |||||||
| FNMA POOL 748135 FN 11/33 FIXED 6.5 / ABS-MBS (31403GEG3) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A11 / ABS-MBS (12667GKL6) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US46628MAH97 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW1 M2 | |||||||
| US81879MAF68 / SG Mortgage Securities Trust | |||||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3 / ABS-O (448976AD2) | |||||||
| FNMA POOL 748135 FN 11/33 FIXED 6.5 / ABS-MBS (31403GEG3) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A11 / ABS-MBS (12667GKL6) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/2.88000 03/30/22-6Y* LCH / DIR (000000000) | |||||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A7 / ABS-MBS (16162WRD3) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A2 / ABS-O (146919AB1) | |||||||
| KKR FINANCIAL CLO LTD KKR 28A AR 144A / ABS-CBDO (48253WAL6) | |||||||
| US362341FH73 / GSR MORTGAGE LOAN TRUST 2005-AR4 GSR 2005-AR4 2A1 | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A / ABS-O (21050UAF5) | |||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (000000000) | |||||||
| RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (000000000) | |||||||
| DU0000100962 / Janus Henderson Cash Liquidity Fund | |||||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A B 144A / ABS-O (36270YAG7) | |||||||
| COLLEGE AVE STUDENT LOANS CASL 2023 B B 144A / ABS-O (19425MAC2) | |||||||
| GSAMP TRUST GSAMP 2006 HE5 A2D / ABS-MBS (362437AE5) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A / ABS-O (96043RAC1) | |||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 4A A2 144A / ABS-O (36271BAC5) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (673921AA0) | |||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | |||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| IRS ZAR 8.20250 01/10/25-6Y CME / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B2 144A / ABS-MBS (64830TBB3) | |||||||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (67592BAY4) | |||||||
| US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A E / ABS-MBS (ACI2Q4KR3) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 2A B4C 144A / ABS-MBS (64828CDL0) | |||||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (673921AA0) | |||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| IRS ZAR 8.20250 01/10/25-6Y CME / DIR (000000000) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A B2 144A / ABS-MBS (64830TBB3) | |||||||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (67592BAY4) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A E / ABS-MBS (ACI2Q4KR3) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 2A B4C 144A / ABS-MBS (64828CDL0) | |||||||
| IRS AUD 3.00000 03/21/17-10Y LCH / DIR (000000000) | |||||||
| IRS AUD 3.00000 03/21/17-10Y LCH / DIR (000000000) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE3 M6 / ABS-MBS (04541GQZ8) | |||||||
| IRS EUR 0.25000 06/17/20-30Y LCH / DIR (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR GBP SONIO/0.75000 09/21/22-30Y LCH / DIR (000000000) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B C 144A / ABS-O (02007G4D2) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A2 144A / ABS-O (21055PAB0) | |||||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/0.5* 12/18/20-7Y LCH / DIR (000000000) | |||||||
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A4 / ABS-MBS (92927XAF1) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A D / ABS-O (21050QAE7) | |||||||
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE3 M6 / ABS-MBS (04541GQZ8) | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| RFR GBP SONIO/0.75000 09/21/22-30Y LCH / DIR (000000000) | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B C 144A / ABS-O (02007G4D2) | |||||||
| IRS EUR 0.25000 06/17/20-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (000000000) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A2 144A / ABS-O (21055PAB0) | |||||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| FNMA POOL 655780 FN 08/32 FIXED 6.5 / ABS-MBS (31390TQ93) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 8CB A7 / ABS-MBS (02150FAG5) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 5 1A2 / ABS-MBS (07386HDF5) | |||||||
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (89856JAA4) | |||||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A / ABS-CBDO (55287HAA8) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A F / ABS-MBS (ACI2Q4L35) | |||||||
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A / ABS-CBDO (97314DAN8) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A / ABS-CBDO (ACI2RRG21) | |||||||
| NRPLM TRUST SERIES NRPLM 2024 RPL2 CERT 144A / ABS-MBS (669978AA6) | |||||||
| WINSTON RE LTD UNSECURED 144A 02/28 VAR / DBT (975660AC5) | |||||||
| FED HM LN PC POOL QH6141 FR 11/53 FIXED 6.5 / ABS-MBS (3133CJZE4) | |||||||
| FNMA POOL 655780 FN 08/32 FIXED 6.5 / ABS-MBS (31390TQ93) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 8CB A7 / ABS-MBS (02150FAG5) | |||||||
| BEAR STEARNS ALT A TRUST BALTA 2003 5 1A2 / ABS-MBS (07386HDF5) | |||||||
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (89856JAA4) | |||||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A / ABS-CBDO (55287HAA8) | |||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A F / ABS-MBS (ACI2Q4L35) | |||||||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (000000000) | |||||||
| US86359DDG97 / SASC 2005-WF2 M6 | |||||||
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (30336NAC5) | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 / ABS-O (80287LAB5) | |||||||
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A / ABS-CBDO (89641GAN2) | |||||||
| US16163EAD04 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S2 1A4 | |||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A / ABS-O (55286TAC9) | |||||||
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (000000000) | |||||||
| USP17625AE71 / Venezuela Government International Bond | |||||||
| US31418CS542 / FANNIE MAE 4.00% 01/01/2048 FNL FNCL | |||||||
| US31418AFQ67 / Fannie Mae Pool | |||||||
| US38239JAA97 / Goodman US Finance Three LLC | |||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A2 / ABS-O (802920AC2) | |||||||
| COPA PPN PLACEHODER / ABS-MBS (938KTSII3) | |||||||
| 3175MR9F2 PIMCO CAP USD 0.0255 USD SOFR COMPOU / DIR (000000000) | |||||||
| US86359DVD64 / STRUCTURED ASSET SECURITIES CO SASC 2005 OPT1 A3 | |||||||
| US3138Y7MH26 / FNMA POOL AX5759 FN 10/44 FIXED 4 | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A / ABS-O (69544MAA7) | |||||||
| US3138YWKA49 / FANNIE MAE POOL UMBS P#AZ4788 4.00000000 | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M2 / ABS-MBS (59020UUX1) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A / ABS-O (80280BAB4) | |||||||
| 317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD / DIR (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000) | |||||||
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M2 / ABS-MBS (59020UUX1) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A / ABS-O (80280BAB4) | |||||||
| US162765AT83 / CHEC Loan Trust 2004-2 | |||||||
| US31403DXB09 / FNMA POOL 745974 FN 10/36 FLOATING VAR | |||||||
| US07325QAB14 / Bayview Financial Asset Trust 2007-SSR1 | |||||||
| 317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD / DIR (000000000) | |||||||
| US023138AA88 / Ambac Assurance Corp | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| US144528AC05 / CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC3 A3 | |||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (000000000) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3 / ABS-O (98164NAD7) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 A B 144A / ABS-O (68377TAB4) | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 A PT 144A / ABS-MBS (17295GAE2) | |||||||
| IRS EUR 3.37000 10/09/23-5Y LCH / DIR (000000000) | |||||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (14319FAC7) | |||||||
| RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (000000000) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A / ABS-MBS (92540GAA6) | |||||||
| XAN5200EAB73 / Lealand Finance Company BV, Term Loan | |||||||
| US863579FW33 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-18 | |||||||
| US05949AJ434 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 A 4A1 | |||||||
| US3138XSL621 / FNMA POOL AW3048 FN 04/44 FIXED 4.5 | |||||||
| US3138EHW654 / Fannie Mae Pool | |||||||
| US36179UMM17 / Ginnie Mae II Pool | |||||||
| COLOMBIA LA SP CBK / DCR (000000000) | |||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (000000000) | |||||||
| RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (000000000) | |||||||
| US17311XAC92 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3C | |||||||
| US02147FAR73 / Alternative Loan Trust 2006-18CB | |||||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | |||||||
| US22541SUQ91 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 4 3A4 | |||||||
| US61744CGD20 / Morgan Stanley ABS Capital I Inc Trust 2004-HE7 | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (83407UAC2) | |||||||
| US5899294G05 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A6 1A | |||||||
| US126673VQ20 / ENCORE CREDIT RECEIVABLES TRUS ECR 2005 1 M2 | |||||||
| US17329YAJ29 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 B2 144A | |||||||
| RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (000000000) | |||||||
| US07386HL339 / BEAR STEARNS ALT A TRUST BALTA 2006 3 22A1 | |||||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | |||||||
| US12654UAJ60 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 SA 144A | |||||||
| US3140NBXM85 / FNMA POOL BX6983 FN 03/53 FIXED 5.5 | |||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (83407UAC2) | |||||||
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MF5 / ABS-MBS (126673JG8) | |||||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A2 144A / ABS-MBS (12654PAB4) | |||||||
| FED HM LN PC POOL QH4857 FR 11/53 FIXED 6.5 / ABS-MBS (3133CHME2) | |||||||
| US761118KG22 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS15 1A | |||||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (000000000) | |||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES2 A1A 144A / ABS-MBS (74938PAA4) | |||||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A3 144A / ABS-O (73328AAD1) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 1A B1 144A / ABS-MBS (64830CAL9) | |||||||
| SOLD PEN BOUGHT USD 20250915 / DFE (000000000) | |||||||
| US12655FAJ84 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 SA 144A | |||||||
| US12665VAA08 / CVS Pass-Through Trust, Series 2014 | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3 / ABS-O (98164HAD0) | |||||||
| PEP01000C5I0 / BONOS DE TESORERIA | |||||||
| US07387AGC36 / Bear Stearns ARM Trust, Series 2005-12, Class 22A1 | |||||||
| US3132XTHH49 / FREDDIE MAC GOLD POOL P#Q51131 3.50000000 | |||||||
| US03072SDK87 / AMERIQUEST MORTGAGE SECURITIES AMSI 2002 4 M3 | |||||||
| US3132QTLU86 / FED HM LN PC POOL Q36638 FG 10/45 FIXED 3.5 | |||||||
| US07325NDW92 / BAYVIEW FINANCIAL ACQUISITION BAYV 2006 B M3 | |||||||
| US3140K44Y35 / FANNIE MAE POOL FN BO8938 | |||||||
| US05532KAU51 / BCAP LLC TRUST BCAP 2009 RR13 20A2 144A | |||||||
| US3140N44W42 / FANNIE MAE POOL UMBS P#BX0836 5.50000000 | |||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | |||||||
| US31339M2H00 / FREDDIE MAC FHR 2388 EZ | |||||||
| US863576FM12 / STRUCTURED ASSET SECURITIES CO SASC 2006 WF1 M5 | |||||||
| RFR USD SOFR/2.74750 07/25/23-5Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAC3) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 14 A2 / ABS-MBS (863579TN8) | |||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A B 144A / ABS-O (210927AC3) | |||||||
| US76112BR772 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC7 AI4 | |||||||
| ABX.HE.AAA.07-2 SP GST / DCR (000000000) | |||||||
| US3132DQXP61 / FEDERAL HOME LOAN MORTGAGE CORP | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (03330LAA6) | |||||||
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 1A1 / ABS-MBS (007036HU3) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000) | |||||||
| US89708BAA17 / TROPIC CDO CORP TROPC 2006 5A A1L1 144A | |||||||
| US74924NAD93 / RESIDENTIAL ASSET SECURITIES C RASC 2007 KS4 A4 | |||||||
| US02156LAE11 / Altice France SA/France | |||||||
| YELLOW TULIP ASSETCO B.V. GALIBIER ASSETCO PPN / DBT (ACI2QBL39) | |||||||
| GCAT GCAT 2024 NQM2 A1 144A / ABS-MBS (36831CAA0) | |||||||
| US31418ABA51 / FNMA 3.50% 12/41 #MA0932 | |||||||
| US05950NAL29 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 5 1A11 | |||||||
| US60688HAA32 / MMCAPS FUND XVIII LTD SR SECURED 144A 12/39 VAR | |||||||
| US040104TH43 / ARGENT SECURITIES INC. ARSI 2006 W4 A2D | |||||||
| US3138EEBP31 / FNCI UMBS 3.0 AK9045 04-01-27 | |||||||
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B B 144A / ABS-O (02007G4C4) | |||||||
| VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (92915QBG7) | |||||||
| IRS ZAR 8.46000 08/02/23-5Y CME / DIR (000000000) | |||||||
| US45660L2H13 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR35 2A1 | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 1A1 / ABS-MBS (05949CBW5) | |||||||
| US31336CK519 / FED HM LN PC POOL 972116 FH 02/33 FLOATING VAR | |||||||
| US617463AD63 / Morgan Stanley IXIS Real Estate Capital Trust | |||||||
| US3140EVK979 / Fannie Mae Pool | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (740936AA7) | |||||||
| US39538RBW88 / GreenPoint MTA Trust 2005-AR3 | |||||||
| FNMA POOL MA5445 FN 08/54 FIXED 6 / ABS-MBS (31418FBP1) | |||||||
| US3140H6BR94 / Fannie Mae Pool | |||||||
| US3140QL6U57 / FN 10/51 FIXED 2 | |||||||
| US31414C6X16 / FNMA POOL 962686 FN 04/38 FIXED 4.5 | |||||||
| XS2240971825 / Country Garden Holdings Co Ltd | |||||||
| US46592FAA12 / J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-2NU | |||||||
| RFRF USD SF+26.161/1.3* 07/20/23-8Y CME / DIR (000000000) | |||||||
| US3140H9SV62 / FNCI UMBS 4.5 BJ7731 03-01-49 | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PN1) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL3 A1 144A / ABS-MBS (92243QAA4) | |||||||
| US31418CF663 / Fannie Mae Pool | |||||||
| VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (92915QBG7) | |||||||
| US760985B346 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2003 RS9 MII1 | |||||||
| US3138ETVC76 / FNMA POOL AL8710 FN 07/29 FIXED VAR | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 1A1 / ABS-MBS (05949CBW5) | |||||||
| US90137LAA89 / 20 Times Square Trust, Series 2018-20TS, Class A | |||||||
| US007036TE63 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11 | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (740936AA7) | |||||||
| US542514GM08 / Long Beach Mortgage Loan Trust, Series 2004-3, Class M1 | |||||||
| FNMA POOL MA5445 FN 08/54 FIXED 6 / ABS-MBS (31418FBP1) | |||||||
| US31418DC916 / UMBS, 15 Year | |||||||
| US61752UAB17 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 | |||||||
| US46629KAD19 / JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC3 | |||||||
| US3138YPYR76 / FNMA POOL AY9719 FN 06/45 FIXED 4 | |||||||
| US05949AH529 / BOAMS 2005-A 1A1 | |||||||
| RFRF USD SF+26.161/1.3* 07/20/23-8Y CME / DIR (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PN1) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL3 A1 144A / ABS-MBS (92243QAA4) | |||||||
| US23246LAA70 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 1A | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| FNMA POOL 607020 FN 10/31 FIXED 6.5 / ABS-MBS (31388KK92) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B D / ABS-O (78450CAE4) | |||||||
| ABX.HE.AAA.06-2 SP GST / DCR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A / ABS-O (78450XAB4) | |||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 / ABS-O (107933AC7) | |||||||
| US3138WTR651 / FNMA POOL AT5908 FN 06/43 FIXED 4 | |||||||
| US31393D6J59 / Fannie Mae REMICS | |||||||
| US68389FJJ49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 | |||||||
| FED HM LN PC POOL RJ0203 FR 11/53 FIXED 6.5 / ABS-MBS (3142GQGM8) | |||||||
| RIPON MORTGAGES RIPON 2025 1A B 144A / ABS-MBS (ACI2V5997) | |||||||
| SOLD KWD BOUGHT USD 20290508 / DFE (000000000) | |||||||
| US3138WJ6U79 / Fannie Mae Pool | |||||||
| XS0971721963 / Russian Foreign Bond - Eurobond | |||||||
| HEXAGON IV RE LTD HEXAGON IV RE LTD / DBT (ACI2L2QX3) | |||||||
| OIS CAD CAONREPO/3.0000 03/19/12-15Y CME / DIR (000000000) | |||||||
| PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (72132WAN9) | |||||||
| US3140GX5X51 / FNMA POOL BH8961 FN 08/47 FIXED 4 | |||||||
| US12653HAJ68 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 SA 144A | |||||||
| PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (72132WAN9) | |||||||
| US3622MPAA62 / GSR MORTGAGE LOAN TRUST GSR 2007 1F 3A1 | |||||||
| US144531BZ28 / CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC2 M6 | |||||||
| US12543PAN33 / COUNTRYWIDE HOME LOANS CWHL 2006 21 A13 | |||||||
| US31418B3C82 / FNMA POOL MA2594 FN 03/46 FIXED 4.5 | |||||||
| US715638CZ34 / REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4 | |||||||
| US36298BAG59 / GSR MORTGAGE LOAN TRUST GSR 2006 6F 2A4 | |||||||
| US68403HAA05 / Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 | |||||||
| US92539YAA01 / Verus Securitization Trust 2023-7 | |||||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | |||||||
| US05540FBP62 / BCAP LLC TRUST BCAP 2012 RR2 5A7 144A | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV3 PT 144A / ABS-MBS (17332ACD0) | |||||||
| REVERSE REPO MERRILL LYNCH / RA (000000000) | |||||||
| IRS EUR 0.65000 05/11/22-5Y LCH / DIR (000000000) | |||||||
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A / ABS-CBDO (83615CAL0) | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 2 1A16 / ABS-MBS (05946XTF0) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (96043RAB3) | |||||||
| RIPON MORTGAGES RIPON 2025 1A Z 144A / ABS-MBS (ACI2V5FF6) | |||||||
| ROUNDSTONE SECURITIES RNST 2A A 144A / ABS-MBS (ACI2NG9C5) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A B 144A / ABS-O (876692AE4) | |||||||
| RFRF USD SF+26.161/0.6* 10/01/23-7Y CME / DIR (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CMBX.NA.AS.6 SP BRC / DCR (000000000) | |||||||
| US617525AA88 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A1 144A | |||||||
| ROUNDSTONE SECURITIES RNST 2A A 144A / ABS-MBS (ACI2NG9C5) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A B 144A / ABS-O (876692AE4) | |||||||
| RFRF USD SF+26.161/0.6* 10/01/23-7Y CME / DIR (000000000) | |||||||
| US3617G6VB06 / GNMA POOL BF0610 GN 03/48 FIXED 3.5 | |||||||
| USP97475AJ95 / Venezuela Government International Bond | |||||||
| US83406X1037 / SOFI ALTERNATIVE TRUST SAT 2020 A R1 144A | |||||||
| US3131XHPL48 / FED HM LN PC POOL ZL2227 FR 10/41 FIXED 4 | |||||||
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| FNMA POOL DA3301 FN 10/53 FIXED 6 / ABS-MBS (3140A3U35) | |||||||
| OPORTUN FUNDING LLC OPTN 2025 1 A 144A / ABS-O (68377PAA4) | |||||||
| US924934AA00 / Verus Securitization Trust, Series 2023-5, Class A1 | |||||||
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| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| US12651DAG34 / CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A | |||||||
| US3133AFJF90 / FED HM LN PC POOL QB8362 FR 02/51 FIXED 2.5 | |||||||
| US40430RAD89 / HSI ASSET SECURITIZATION CORPO HASC 2007 HE2 2A3 | |||||||
| IRS ZAR 8.41000 08/04/23-5Y CME / DIR (000000000) | |||||||
| US3140FVJF47 / FNMA 30YR 4.5% 03/01/2047#BE9261 | |||||||
| US3133KYRW11 / UMBS, 20 Year | |||||||
| US3138WFHF67 / Fannie Mae Pool | |||||||
| US912810SF66 / Us Treasury Bond | |||||||
| 902JPT909 / SSB MANUFACTURING COMPANY SSB EQUIPMENT COMPANY, INC. | |||||||
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| US61744CXM36 / MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C | |||||||
| US23242HAE27 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC3 M1 | |||||||
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| US74923HAE18 / RALI Series 2007-QS4 Trust | |||||||
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| US3138E9QQ62 / FNMA POOL AK4962 FN 03/42 FIXED 4 | |||||||
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| US46627MEN39 / JP Morgan Alternative Loan Trust 2006-S1 | |||||||
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| CA19521DAD36 / Cologix Canadian Issuer LP | |||||||
| US12668BMG58 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 8T1 1A3 | |||||||
| US46631NDR70 / JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 1A88 | |||||||
| US83368RBQ48 / Societe Generale SA | |||||||
| US3138WG7A60 / FNMA 30YR 4% 05/01/46#AS7188 | |||||||
| CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (146865AJ9) | |||||||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A B3 144A / ABS-MBS (64830KBK2) | |||||||
| US05533NCE22 / BCAP LLC TRUST BCAP 2010 RR12 3A11 144A | |||||||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (000000000) | |||||||
| US3132DWD344 / Federal Home Loan Mortgage Corp. | |||||||
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| US31417YMB01 / Fannie Mae Pool | |||||||
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| US90137LAN01 / 20 Times Square Trust 2018-20TS | |||||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | |||||||
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| US31418DGG16 / Fannie Mae Pool | |||||||
| US3138A2VV89 / Fannie Mae Pool | |||||||
| DIAMETER CREDIT FUNDING DCF 2019 1A A 144A / ABS-CBDO (25255AAA4) | |||||||
| US31417YSZ15 / Fannie Mae Pool | |||||||
| US52474EAL11 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 PT 144A | |||||||
| US59023XAA46 / Merrill Lynch Mortgage Investors Trust Series 2006-HE6 | |||||||
| US3140NPQ789 / UMBS | |||||||
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M1 / ABS-MBS (61744CMK9) | |||||||
| OPORTUN FUNDING LLC OPTN 2024 2 A 144A / ABS-O (68377KAA5) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
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| US3140F9M690 / FNMA POOL BD2180 FN 07/46 FIXED 3.5 | |||||||
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| US16163CAN20 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 | |||||||
| US3138EQDD13 / FNCI UMBS 4.0 AL7299 08-01-27 | |||||||
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| US78443CCU62 / SLM Private Credit Student Loan Trust 2006-B | |||||||
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| US31418WCJ71 / Fannie Mae Pool | |||||||
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| HARDWOOD FUNDING LLC CORP0HRD7 / DBT (955NUHII7) | |||||||
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S3 A8 / ABS-MBS (76111XP64) | |||||||
| FED HM LN PC POOL QG7216 FR 07/53 FIXED 5 / ABS-MBS (3133C8AR6) | |||||||
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| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A / ABS-MBS (054987AA0) | |||||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (000000000) | |||||||
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A13 / ABS-MBS (05949CHA7) | |||||||
| US3138WKRF43 / Fannie Mae Pool | |||||||
| US31329KYT59 / FED HM LN PC POOL ZA2522 FR 09/38 FIXED 3.5 | |||||||
| US52520MCA99 / LEHMAN MORTGAGE TRUST LMT 2005 2 3A3 | |||||||
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| US173114AH25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 B1 144A | |||||||
| US07386HSW24 / Bear Stearns ALT-A Trust 2005-4 | |||||||
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| US86362XAP33 / CORP CMO | |||||||
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| US058928AL69 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 6A1 | |||||||
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| US12668AEV35 / CORP CMO | |||||||
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| US31325UPA87 / FREDDIEMAC STRIP FHS 304 C21 | |||||||
| US912810RQ31 / United States Treas Bds Bond | |||||||
| US3617HAGX94 / GNMA II POOL BI1114 G2 07/48 FIXED 4 | |||||||
| US78449HAC16 / SMB Private Education Loan Trust 2023-B | |||||||
| US05952DAQ16 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 A 2A4 | |||||||
| US126694D703 / COUNTRYWIDE HOME LOANS CWHL 2006 HYB2 4A1 | |||||||
| US92539XAA28 / Verus Securitization Trust 2023-6 | |||||||
| US3138WBSL03 / UMBS | |||||||
| US93934FFF45 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 9 5A5 | |||||||
| XS2576550326 / Thames Water Utilities Finance PLC | |||||||
| US59020U5W12 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1 | |||||||
| US126694FN36 / CHL MORTGAGE PASS-THROUGH TRUST 2005-20 CWHL 2005-20 A7 | |||||||
| US93363RAA41 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A | |||||||
| US3140FS7E70 / UMBS | |||||||
| US45660LY864 / IndyMac INDA Mortgage Loan Trust 2005-AR2 | |||||||
| US3132DWGZ05 / Freddie Mac Pool | |||||||
| US12668BCM37 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 77T1 2A3 | |||||||
| US3140J5MF35 / Fannie Mae Pool | |||||||
| US63941CAC73 / Navient Private Education Refi Loan Trust 2019-D | |||||||
| US52521JAB52 / LEHMAN MORTGAGE TRUST LMT 2007 3 1A2 | |||||||
| US55275BAD91 / MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A4 | |||||||
| US31417A6X21 / FNMA POOL AB4485 FN 02/27 FIXED 3 | |||||||
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| US3138ENTP48 / UMBS | |||||||
| US12545EAA47 / COUNTRYWIDE HOME LOANS CWHL 2007 J2 1A1 | |||||||
| US67448GAA13 / OBX 23-NQM4 A1 144A 6.113% 03-25-63/05-25-27 | |||||||
| US36242DH716 / GSR Mortgage Loan Trust 2005-AR2 | |||||||
| US36225DLE21 / GNMA II POOL 081224 G2 01/35 FLOATING VAR | |||||||
| US04541GVM13 / Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1 | |||||||
| US44328AAD28 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A3 | |||||||
| US3140E9G750 / Fannie Mae Pool | |||||||
| US3138Y8QT01 / FNMA POOL AX6765 FN 01/45 FIXED 4 | |||||||
| US52472WAB54 / LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 B 144A | |||||||
| US3140Q7X284 / UMBS | |||||||
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| US3140H1JA90 / FNMA POOL BJ0256 FN 10/47 FIXED 4 | |||||||
| US3132XUNA94 / Freddie Mac Gold Pool | |||||||
| US31371NUC72 / Fannie Mae Pool | |||||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | |||||||
| US456606LA80 / INDYMAC RESIDENTIAL ASSET BACK INABS 2006 B 2A4 | |||||||
| US12666SAE81 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 2A4 | |||||||
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| US02146PAF27 / Alternative Loan Trust 2006-HY12 | |||||||
| US23245FAA12 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC10 1A | |||||||
| US65538NAD57 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 2A4 | |||||||
| US3140QAG793 / FNMA 30YR 3% 10/01/2048#CA2921 | |||||||
| US31417YQP50 / FNMA POOL MA0461 FN 07/30 FIXED 4.5 | |||||||
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| US17315QAN60 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 4 3A6 144A | |||||||
| US76112BJA98 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS1 MI2 | |||||||
| US146869AM47 / Carvana Co. | |||||||
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| US31390N4G42 / FNMA POOL 651623 FN 07/32 FLOATING VAR | |||||||
| US46602WAD65 / IXIS Real Estate Capital Trust 2006-HE2 | |||||||
| US68402BAC00 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A2 | |||||||
| US442451AB62 / HOUT BAY HOUT 2006 1A A2 144A | |||||||
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| US3132A5HU21 / Freddie Mac Pool | |||||||
| US3140F1LT73 / FNMA POOL BC5737 FN 07/29 FIXED 3 | |||||||
| US3140XCHZ46 / FNMA POOL FM8347 FN 12/33 FIXED VAR | |||||||
| US3623414F31 / GSR Mortgage Loan Trust 2006-AR1 | |||||||
| XS2433210007 / PROSUS NV SR UNSECURED 144A 01/34 2.778 | |||||||
| US36265TAF75 / GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 M1 144A | |||||||
| US3140H6HW26 / Fannie Mae Pool | |||||||
| US3132XTHQ48 / FED HM LN PC POOL Q51138 FG 10/47 FIXED 3.5 | |||||||
| US23332UCM45 / DSLA Mortgage Loan Trust 2005-AR1 | |||||||
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| US3132XTBU14 / FED HM LN PC POOL Q50950 FG 09/47 FIXED 4 | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| US46630MAE21 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH2 AF4 | |||||||
| US3138XDJ437 / Fannie Mae Pool | |||||||
| US45660NS482 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR5 2A1B | |||||||
| US152314MK36 / CENTEX HOME EQUITY CXHE 2005 A M3 | |||||||
| US225458W950 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 8 1A2 | |||||||
| GSR MORTGAGE LOAN TRUST GSR 2005 5F 4A1 / ABS-MBS (36242D6X6) | |||||||
| MX0SGO0000F0 / Mexican Udibonos | |||||||
| US00441XAD66 / ACE SECURITIES CORP. ACE 2006 NC2 A2C | |||||||
| US59020UPS86 / CREDIT BASED ASSET SERVICING A CBASS 2004 CB8 M2 | |||||||
| US576434RL01 / MASTR Alternative Loan Trust 2004-5 | |||||||
| US3136B13D42 / FANNIE MAE FNR 2018 41 PI | |||||||
| US3140FNCP75 / FNMA POOL BE2777 FN 11/47 FIXED 3.5 | |||||||
| US525221JX68 / LEHMAN XS TRUST LXS 2006 5 2A3 | |||||||
| US86359DDE40 / SASC 2005-WF2 M4 | |||||||
| US225470RY13 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1 | |||||||
| 31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (000000000) | |||||||
| US76112BH781 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M4 | |||||||
| US542512AA67 / Long Beach Mortgage Loan Trust 2006-11 | |||||||
| US25151AAB70 / DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR3 A2 | |||||||
| USP17625AD98 / Venezuela Government International Bond | |||||||
| US41161PKA02 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 2A2A | |||||||
| US232422AE52 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 2A4 | |||||||
| US3140FNDD37 / FNMA POOL BE2799 FN 01/48 FIXED 3.5 | |||||||
| US12659DAA81 / COMM 2022-HC Mortgage Trust | |||||||
| US05949CPD29 / Banc of America Mortgage 2005-L Trust | |||||||
| US76112BVU15 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC2 M6 | |||||||
| US144539AD50 / CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC5 A4 | |||||||
| US00764MDH79 / AEGIS ASSET BACKED SECURITIES AABST 2004 5 M2 | |||||||
| US3138WG7C27 / FNMA POOL AS7190 FN 05/46 FIXED 4 | |||||||
| US31419EZQ50 / FNMA POOL AE4350 FN 10/40 FIXED 4 | |||||||
| RMAC PLC RMAC 3 A REGS / ABS-MBS (ACI2JQ870) | |||||||
| US3137FMBD35 / FREDDIE MAC FHR 4885 AF | |||||||
| US29445FCT30 / EQUIFIRST MORTGAGE LOAN TRUST EMLT 2005 1 M6 | |||||||
| US17312GAT85 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A2 144A | |||||||
| US3138XLZG08 / FNMA POOL AV8842 FN 09/44 FIXED 4 | |||||||
| US3133TL5G97 / FHLMC, REMIC, Series 2169, Class TB | |||||||
| US31417Y2J56 / Fannie Mae Pool | |||||||
| US3617GT4K03 / GNMA II POOL BG8926 G2 06/48 FIXED 4 | |||||||
| US61692BBV18 / Morgan Stanley Capital I Trust 2020-HR8 | |||||||
| US36249KAE01 / GS MORTGAGE SECURITIES TRUST GSMS 2010 C1 X 144A | |||||||
| US3131XWSZ73 / FREDDIE MAC POOL UMBS P#ZM3236 4.00000000 | |||||||
| US3140FUH503 / UMBS, 30 Year | |||||||
| US12656XAA72 / CSMCM TRUST CERTIFICATES CSMCM 2018 RP11 CERT 144A | |||||||
| US912810TU25 / United States Treasury Note/Bond | |||||||
| US12566VAL62 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A11 | |||||||
| US61749NAE76 / Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE5, Class A2D | |||||||
| US3132WLEP74 / Freddie Mac Gold Pool | |||||||
| US92922FJ251 / WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust | |||||||
| US88339FAA12 / Theorem Funding Trust 2022-2 | |||||||
| US36242DFT54 / GSR Mortgage Loan Trust, Series 2004-11, Class 2A2 | |||||||
| US17307GQY79 / Citigroup Mortgage Loan Trust Inc | |||||||
| US073879PA06 / BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 | |||||||
| US362440AE97 / GSAMP TRUST GSAMP 2007 HE2 A2D | |||||||
| US22942KAN00 / CREDIT SUISSE MORTGAGE TRUST CSMC 2006 7 3A4 | |||||||
| US12669FJC86 / CHL Mortgage Pass-Through Trust 2003-60 | |||||||
| US05948KU721 / BANC OF AMERICA ALTERNATIVE LOAN TRUST 2005-11 SER 2005-11 CL 1CB4 REGD 5.50000000 | |||||||
| US38237CAA62 / Goodleap Sustainable Home Solutions Trust 2023-3 | |||||||
| US863579PF99 / Structured Adjustable Rate Mortgage Loan Trust | |||||||
| US12668NAA54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A | |||||||
| US22239EAG17 / CHL Mortgage Pass-Through Trust 2007-HYB1 | |||||||
| US3617H4P399 / GNMA II POOL BH6742 G2 07/48 FIXED 4 | |||||||
| US46629NAA19 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A1A | |||||||
| US3138Y24U49 / FNMA POOL AX1734 FN 10/44 FIXED 4 | |||||||
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| US193938AC14 / COLLEGE AVE STUDENT LOANS CASL 2023 A B 144A | |||||||
| US52474BAB99 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 A1IO 144A | |||||||
| US576433MC73 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 4 3A1 | |||||||
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| US12669FNP44 / CHL Mortgage Pass-Through Trust 2004-HYB1 | |||||||
| US3140J55V78 / Fannie Mae Pool | |||||||
| US45660LTS87 / RESIDENTIAL ASSET SECURITIZATI RAST 2005 A9 A5 | |||||||
| US12638PBL22 / CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 3A1 | |||||||
| US3140F8CP06 / FNMA POOL BD0977 FN 04/46 FIXED 4 | |||||||
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| US74958YAB83 / RFMSI Series 2007-S4 Trust | |||||||
| US63860FAG81 / NSTR 2006-B M3 | |||||||
| US3140FFNQ06 / FNMA POOL BD7598 FN 10/46 FIXED 3.5 | |||||||
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| US46626LAK61 / JPMAC 2005-OPT1 M | |||||||
| US86359A5V14 / Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-34A | |||||||
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| US31417YK891 / Federal National Mortgage Association, Inc. | |||||||
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| US02660TGW71 / AMERICAN HOME MORTGAGE INVESTMENT TRUST 2005-4 AHM 2005-4 5A | |||||||
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| US617451DS59 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 M1 | |||||||
| US3138EQHV74 / Uniform Mortgage-Backed Securities | |||||||
| US12489WQX55 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | |||||||
| US3128MJ2W99 / Freddie Mac Gold Pool | |||||||
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| US83612PAA84 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 1 1A1 | |||||||
| US3132VN5C38 / FED HM LN PC POOL Q62642 FG 03/49 FIXED 3.5 | |||||||
| RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (000000000) | |||||||
| US3133KKAG40 / Freddie Mac Pool | |||||||
| US3617BKHT10 / GNMA II POOL BD3842 G2 07/48 FIXED 4 | |||||||
| US94982XAD49 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 7 2A1 | |||||||
| US93934FEL22 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 9 1CB | |||||||
| US07384YPJ90 / Bear Stearns Asset Backed Securities Trust 2003-AC7 | |||||||
| US3132D9CX07 / FED HM LN PC POOL SC0086 FR 10/40 FIXED 2.5 | |||||||
| US3132ADRA80 / FED HM LN PC POOL ZT1381 FR 04/48 FIXED 4 | |||||||
| US3140NGAH35 / FNCL UMBS 5.5 BY0007 04-01-53 | |||||||
| US073879X453 / BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE10 M2 | |||||||
| US12597GAE89 / CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 1B1 144A | |||||||
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| US86359BBZ31 / Structured Asset Securities Corp | |||||||
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| US3138WHU429 / FNMA 30YR 3.5% 08/01/2046#AS7802 | |||||||
| US87241EAQ89 / TCW CLO 2019-1 AMR Ltd | |||||||
| US32052FAM86 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA6 2A5 | |||||||
| US61744CQP40 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M5 | |||||||
| US71654QDF63 / Petroleos Mexicanos | |||||||
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| US12668A5X98 / Alternative Loan Trust 2005-82 | |||||||
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| US32027NDF50 / FIRST FRANKLIN MTG LOAN ASSET FFML 2003 FF3 1A | |||||||
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| EW / Edwards Lifesciences Corporation | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| US17307GE462 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 8 1A2A | |||||||
| US74043AAD37 / PREFERRED TERM XXIII SR SECURED 144A 12/36 VAR | |||||||
| US07386HWZ09 / CORP CMO | |||||||
| XS0294367205 / Petroleos de Venezuela SA | |||||||
| US78447EAC03 / SLM Student Loan Trust 2012-5 | |||||||
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| US3140QK6B94 / FNMA POOL CB0865 FN 06/51 FIXED 3.5 | |||||||
| US86359BZ465 / STRUCTURED ASSET SECURITIES CO SASC 2005 NC1 M4 | |||||||
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| US02379KAA25 / American Airlines 2021-1 Class A Pass Through Trust | |||||||
| US81376WAC91 / SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-CB5 CL A3 V/R REGD 2.15838000 | |||||||
| US31408DXE92 / FANNIE MAE 3.09% 12/01/2035 FAR FNARM | |||||||
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| US12669GW561 / CHL Mortgage Pass-Through Trust 2005-J2 | |||||||
| US39539KAD54 / GreenPoint Mortgage Funding Trust Series 2007-AR1 | |||||||
| US040114HW38 / Argentine Republic Government International Bond | |||||||
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| US3138AD5U53 / FNMA POOL AI0858 FN 12/41 FIXED 4 | |||||||
| US12506YCM93 / CDCMC 2004-HE1 M2 | |||||||
| US05542AAH41 / BCAP LLC TRUST BCAP 2012 RR11 2A4 144A | |||||||
| US3140FVLZ72 / FNMA POOL BE9343 FN 03/47 FIXED 3.5 | |||||||
| US31388TMD27 / FN 614256 | |||||||
| US12544RAG39 / COUNTRYWIDE HOME LOANS CWHL 2007 4 1A7 | |||||||
| US3617G7X751 / GNMA II POOL BF1602 G2 05/48 FIXED 4 | |||||||
| US05401AAR23 / Avolon Holdings Funding Ltd | |||||||
| US59023LAD47 / Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1 | |||||||
| US12667GC849 / Alternative Loan Trust 2005-43 | |||||||
| US32027NTB72 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH1 M2 | |||||||
| US3138ETYN05 / Fannie Mae 4.50 09/01/2045 | |||||||
| US1266944E56 / COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 3A1A | |||||||
| US76110WG676 / RASC 2004-KS10 M4 | |||||||
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| US3140E83A41 / FNMA POOL BA4392 FN 12/30 FIXED 3 | |||||||
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| US31385JJF66 / Fnma Pool 545762 Bond | |||||||
| XS0277437223 / RMAC Securities No 1 PLC | |||||||
| US31371NEK72 / FNMA 20YR 6.50% 5/27 #256738 | |||||||
| US40431LAF58 / HSI Asset Loan Obligation Trust 2007-AR1 | |||||||
| US00703QAD43 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A11 | |||||||
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| EW / Edwards Lifesciences Corporation | |||||||
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| US61753NAD21 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B | |||||||
| US31370Q6L89 / Fannie Mae Pool | |||||||
| US90137LAL45 / 20 Times Square Trust, Series 2018-20TS, Class F | |||||||
| US152314KT62 / CENTEX HOME EQUITY CXHE 2004 C M3 | |||||||
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| US61750SAE28 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C | |||||||
| US36202EBF51 / Govt Natl Mortg Assn 6.00% 11/20/2034 Gnma Ii Bond | |||||||
| US36209DGK46 / GNMA POOL 468302 GN 01/28 FIXED 6.49 | |||||||
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| US44328AAB61 / HSI Asset Securitization Corp Trust 2006-HE1 | |||||||
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| US12544RAF55 / COUNTRYWIDE HOME LOANS CWHL 2007 4 1A6 | |||||||
| US933637AE07 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3 | |||||||
| NWIDE / Nationwide Building Society | |||||||
| US93362FAD50 / WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust | |||||||
| US3137AXGY37 / FREDDIE MAC FHR 4146 US | |||||||
| US31418CDN11 / Federal National Mortgage Association (FNMA) | |||||||
| US36185MBG69 / GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 1A1 | |||||||
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| US126673XT41 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB1 M2 | |||||||
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| US3140FREL57 / FNMA POOL BE5538 FN 03/47 FIXED 4 | |||||||
| US17329NAG25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 M2 144A | |||||||
| US126673XD98 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MV7 | |||||||
| US3128MJVR81 / Freddie Mac Gold Pool | |||||||
| US896006AA11 / TRIAXX PRIME CDO TRIAX 2007 1A A1T 144A | |||||||
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| EW / Edwards Lifesciences Corporation | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| US36263MCL90 / GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 SIO 144A | |||||||
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| US63860KAE29 / Nationstar Home Equity Loan Trust 2007-C | |||||||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (88430TAQ4) | |||||||
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| US12668KAA16 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 1A | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| US05951KAN37 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 7 1A12 | |||||||
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| US02146TAQ04 / Alternative Loan Trust 2006-24CB | |||||||
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| US759950GW23 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 1 AF4 | |||||||
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| EZ343B02SK51 / CMBX.NA.AAA.8 SP GST | |||||||
| US225401AP33 / Credit Suisse Group AG | |||||||
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| US12669FX736 / COUNTRYWIDE HOME LOANS CWHL 2004 16 1A2 | |||||||
| US3140JLYQ19 / FNMA POOL BN4318 FN 01/49 FIXED 4 | |||||||
| US91327TAA97 / Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC | |||||||
| US694308JQ18 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 | |||||||
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| US3140E9AG19 / FNMA POOL BA4506 FN 12/45 FIXED 4 | |||||||
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| US07820QBL86 / BELLA VISTA MORTGAGE TRUST BVMBS 2005 1 1A1 | |||||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 10 A11 144A / ABS-MBS (46658LAX9) | |||||||
| US17311CAF86 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH1 M3 | |||||||
| ACI01UGT7 / BONDHOLDCO ALPHABET H | |||||||
| ROUNDSTONE SECURITIES RNST 2A R / ABS-MBS (ACI2NGCQ0) | |||||||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | |||||||
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| US362463AA93 / GSAMP Trust 2006-NC2 | |||||||
| DILOSK RMBS DILSK 10 A REGS / ABS-MBS (ACI2R6TY3) | |||||||
| US86359DUR69 / Lehman XS Trust Series 2005-5N | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A / ABS-O (78450PAB1) | |||||||
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| US12668AHA60 / CWALT INC SER 2005-43 REGD V/R 2.01800000 | |||||||
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| US05946XH550 / Banc of America Funding 2005-H Trust | |||||||
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| US93364AAC62 / WaMu Mortgage Pass-Through Certificates Series 2007-OA3 Trust | |||||||
| US3140KDFH85 / FNMA 30YR 3.5% 06/01/2050#BP5567 | |||||||
| US61764KAY91 / MORGAN STANLEY REREMIC TRUST MSRR 2014 R8 4B 144A | |||||||
| US12549BAY48 / CIFC Funding 2013-II Ltd | |||||||
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| US01F0626899 / Uniform Mortgage-Backed Security, TBA | |||||||
| US36265TAP57 / GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 B 144A | |||||||
| US3140H6CU15 / FNMA 30YR 4% 02/01/2048#BJ4582 | |||||||
| PERFORMER FUNDING PERFF 1A E 144A / ABS-O (ACI2M19Z8) | |||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (03331FAA8) | |||||||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (000000000) | |||||||
| XS2264968665 / Ivory Coast Government International Bond | |||||||
| US61750MAF23 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D | |||||||
| US61915RCJ32 / MortgageIT Mortgage Loan Trust 2006-1 | |||||||
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| US65106TAA07 / NEWCASTLE INVESTMENT TRUST NCIT 2014 MH1 A 144A | |||||||
| ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A / ABS-MBS (03466DAA0) | |||||||
| US007036JA51 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 7A1 | |||||||
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 8A4 / ABS-MBS (576433LK0) | |||||||
| US3133A3FX12 / FED HM LN PC POOL QA8282 FR 03/50 FIXED 4 | |||||||
| US92332YAD31 / Venture Global LNG Inc | |||||||
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH / DIR (000000000) | |||||||
| US3140X3B801 / UMBS | |||||||
| US3138WKXB64 / FNMA 30YR 3.5% 05/01/2047#AS9673 | |||||||
| US57643LHS88 / MASTR ASSET BACKED SECURITIES MABS 2005 OPT1 M4 | |||||||
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| US57643GAD97 / MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A4 | |||||||
| US12667GWF61 / Alternative Loan Trust 2005-36 | |||||||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (000000000) | |||||||
| US040104SR34 / ARGENT SECURITIES INC. ARSI 2006 W3 A2C | |||||||
| US3137FUZX58 / Freddie Mac Multifamily Structured Pass Through Certificates | |||||||
| US61752JAJ97 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 2A4C | |||||||
| US9497EVAB13 / WELLS FARGO HOME EQUITY TRUST WFHET 2007 1 A2 | |||||||
| US004421GM92 / ACE SECURITIES CORP. ACE 2004 FM2 M4 | |||||||
| US89708BAB99 / TROPIC CDO CORP TROPC 2006 5A A1L2 144A | |||||||
| ROLLS-ROYCE PLC SNR SE ICE / DCR (000000000) | |||||||
| US3140EXQZ92 / FNMA POOL BC3171 FN 03/46 FIXED 3.5 | |||||||
| IMPAC CMB TRUST IMM 2004 7 M2 / ABS-MBS (45254NKL0) | |||||||
| RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (000000000) | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| US12668RAE80 / Alternative Loan Trust 2006-OA19 | |||||||
| ABX.HE.AAA.07-1 SP ULO / DCR (000000000) | |||||||
| US3138WKWX93 / Fannie Mae Pool | |||||||
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (15487CAA1) | |||||||
| ZCS BRL 11.7 03/24/22-01/04/27 CME / DIR (000000000) | |||||||
| US17331PAR91 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP2 SA 144A | |||||||
| US03465HAD61 / ANGEL OAK MORTGAGE TRUST 2021-5 | |||||||
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 1A1 / ABS-MBS (07384MA85) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US31418CVC53 / Fannie Mae Pool | |||||||
| US3140HAGE44 / FNMA POOL BJ8296 FN 01/48 FIXED 3.5 | |||||||
| US3132ACSK70 / FREDDIE MAC POOL FR ZT0522 | |||||||
| ZCS BRL 9.93932 08/07/23-01/02/26 CME / DIR (000000000) | |||||||
| RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (000000000) | |||||||
| US12564NAJ19 / COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR C 144A | |||||||
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR / DBT (54307MAA6) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (05684RAL6) | |||||||
| AGL CLO 14, LTD. AGL 2021 14A AR 144A / ABS-CBDO (00851WAL3) | |||||||
| US3132XXB328 / FHLG 30YR 3.5% 03/01/2048#Q54557 | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 8 1A2 / ABS-MBS (86359BWC1) | |||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A / ABS-O (81885BAC9) | |||||||
| US63861VAJ61 / Nationwide Building Society | |||||||
| DURHAM MORTGAGES DRHM 2024 BA B 144A / ABS-MBS (ACI2QV533) | |||||||
| US57643LRL26 / MASTR ASSET BACKED SECURITIES MABS 2006 WMC1 A4 | |||||||
| US31405HWD69 / FNMA POOL 790044 FN 08/34 FIXED 6 | |||||||
| US3140J9HU88 / FANNIE MAE POOL UMBS P#BM4742 2.00000000 | |||||||
| US92539JAA34 / VERUS_22-INV1 | |||||||
| US92539FAA12 / VERUS_23-INV1 | |||||||
| US3140EA5R03 / FNMA POOL BA6255 FN 12/45 FIXED 4 | |||||||
| US31384DRK09 / FNMA POOL 520790 FN 04/28 FLOATING VAR | |||||||
| US08163AAM53 / BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XB 144A | |||||||
| US43289VAA17 / Hilton USA Trust 2016-SFP | |||||||
| US12667FY332 / Alternative Loan Trust, Series 2005-3CB, Class 1A13 | |||||||
| US32027NRW38 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF5 M4 | |||||||
| IRS EUR 2.76000 03/04/24-10Y LCH / DIR (000000000) | |||||||
| US31398GQR38 / FANNIE MAE FNR 2009 111 ZB | |||||||
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A / ABS-CBDO (55953HBD4) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL6 A1 144A / ABS-MBS (69381QAA4) | |||||||
| TREASURY BILL 10/25 0.00000 / DBT (912797RD1) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2005 21 A38 / ABS-MBS (126694EE4) | |||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (000000000) | |||||||
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS2 M6 / ABS-MBS (76112BKG4) | |||||||
| EZ5XBRXGFQK1 / ROLLS-ROYCE PLC SNR SE ICE | |||||||
| US3132A2P974 / FED HM LN PC POOL ZS2248 FR 08/37 FIXED 6.5 | |||||||
| EZG3MM4J6J03 / CDX IG38 5Y ICE | |||||||
| XS0304504003 / Ludgate Funding PLC | |||||||
| US007036FT88 / Adjustable Rate Mortgage Trust, Series 2005-1, Class 4A1 | |||||||
| ICG US CLO LTD ICG 2015 2RA A1R 144A / ABS-CBDO (44933WAL3) | |||||||
| US3138WGDN11 / Fannie Mae Pool | |||||||
| US1248MGAJ39 / C-BASS 2007-CB1 TRUST | |||||||
| US31419KEV35 / FNMA POOL AE8247 FN 11/25 FIXED 3.5 | |||||||
| US07402PAL76 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R8 6A1A | |||||||
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 1A1 / ABS-MBS (05951GAP7) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF4 A1 144A / ABS-MBS (74448JAA1) | |||||||
| US00105HDX17 / AFC HOME EQUITY LOAN TRUST AFC 1999 1 1A1 | |||||||
| US362334BR41 / GSAA Home Equity Trust | |||||||
| US36242DNU36 / GSAMP_04-OPT | |||||||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | |||||||
| US3138YHZD55 / FNMA POOL AY4339 FN 12/29 FIXED 3 | |||||||
| OIS MXN TIIE1/9.13500 01/02/25-5Y* CME / DIR (000000000) | |||||||
| NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (63943EAA5) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/1.78750 05/03/22-5Y LCH / DIR (000000000) | |||||||
| US3617H16B84 / GNMA II POOL BH4466 G2 06/48 FIXED 4 | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 8 A1 144A / ABS-MBS (92540PAA6) | |||||||
| 31750PMA6 PIMCO FXVAN PUT USD TRY 40.57500000 / DFE (000000000) | |||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (000000000) | |||||||
| US31418CUL61 / FNCN UMBS 3.0 MA3286 02-01-28 | |||||||
| US31400XZG68 / FANNIE MAE 3.884% 04/01/2033 FAR FNARM | |||||||
| US3132QUC847 / FED HM LN PC POOL Q37294 FG 11/45 FIXED 3 | |||||||
| US36209SSM43 / GNMA POOL 480324 GN 01/29 FIXED 6.49 | |||||||
| US3140EBWY34 / FNMA POOL BA6962 FN 03/46 FIXED 3.5 | |||||||
| US362631AC72 / GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A2 | |||||||
| US05949CGY66 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A11 | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 B 144A / ABS-O (69544PAB8) | |||||||
| FNMA POOL 576124 FN 06/31 FIXED 6.5 / ABS-MBS (31386XAZ9) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (78437VAE0) | |||||||
| RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (000000000) | |||||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B C 144A / ABS-O (80280BAC2) | |||||||
| US65023PAN06 / NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30 | |||||||
| US36179WXL70 / Ginnie Mae II Pool | |||||||
| US3140GYM222 / FNMA POOL BH9376 FN 10/47 FIXED 4 | |||||||
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 1A1 / ABS-MBS (00703QAA0) | |||||||
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (000000000) | |||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| US12489WPM00 / CREDIT BASED ASSET SERVICING A CBASS 2005 CB7 M2 | |||||||
| US3132DWHG15 / Freddie Mac Pool | |||||||
| US3140KYPH13 / FNMA POOL BR1323 FN 02/51 FIXED 2.5 | |||||||
| US3138WG3Q58 / Fannie Mae Pool | |||||||
| US761118CW63 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 2A | |||||||
| US61751QAB14 / Morgan Stanley Home Equity Loan Trust 2007-1 | |||||||
| IRS EUR -0.23000 07/29/20-5Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (000000000) | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (903724CE0) | |||||||
| ABX.HE.AAA.07-1 SP BOA / DCR (000000000) | |||||||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (000000000) | |||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | |||||||
| BOUGHT PEN SOLD USD 20250930 / DFE (000000000) | |||||||
| THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) | |||||||
| FNMA POOL MA5421 FN 07/54 FIXED 6 / ABS-MBS (31418FAX5) | |||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE4 M3 / ABS-MBS (073879TV0) | |||||||
| ABX.HE.AAA.07-1 SP CBK / DCR (000000000) | |||||||
| 317U0TIA8 PIMCO FPPSWAPTION 2.17 PUT USD / DIR (000000000) | |||||||
| OSCAR US FUNDING TRUST OSCAR 2024 2A A3 144A / ABS-O (68784BAC8) | |||||||
| US3140H3AB21 / FNMA POOL BJ1801 FN 10/47 FIXED 3.5 | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 / ABS-O (30165AAB1) | |||||||
| US3133KR3H52 / Freddie Mac Pool | |||||||
| 3175AC950 PIMCO CAP USD 0.026175 USD SOFR COMP / DIR (000000000) | |||||||
| US06738ECJ29 / Barclays PLC | |||||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A3 / ABS-O (023947AD6) | |||||||
| HAYFIN EMERALD CLO HAYEM 14A A 144A / ABS-CBDO (ACI2SSWQ7) | |||||||
| RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (000000000) | |||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1B 144A / ABS-O (78450CAB0) | |||||||
| US3140K13C87 / Fannie Mae Pool | |||||||
| US17329HAF73 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 M1 144A | |||||||
| US3132L9XZ37 / Freddie Mac Gold Pool | |||||||
| US126650BV16 / CVS Pass Through Trust | |||||||
| FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A / ABS-CBDO (34956NAL6) | |||||||
| TOWD POINT MORTGAGE TRUST TPMT 2015 4 B2 144A / ABS-MBS (89171UAL3) | |||||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL1 A1 144A / ABS-MBS (921962AA4) | |||||||
| TRANSDIGM INC 2024 TERM LOAN K / LON (89364MCB8) | |||||||
| SOLD PEN BOUGHT USD 20251002 / DFE (000000000) | |||||||
| VALLEY FUNDING PLC 05/66 0 / ABS-MBS (ACI2SPFW9) | |||||||
| RFRF USD SF+26.161/0.70 12/18/20-10Y LCH / DIR (000000000) | |||||||
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R5 M2 / ABS-MBS (03072SRY3) | |||||||
| 317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD / DIR (000000000) | |||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (83207VAA6) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 22T1 A4 / ABS-MBS (12667GGR8) | |||||||
| IRS EUR -0.32900 03/09/21-5Y* LCH / DIR (000000000) | |||||||
| OIS CAD CAONREPO/2.7500 12/17/12-15Y CME / DIR (000000000) | |||||||
| CORPTB9D9 / DBT (954VMHII9) | |||||||
| US76112BTX81 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS6 M6 | |||||||
| US93935HAK32 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A7 | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000) | |||||||
| US576438AD71 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 2 3A1 | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A / ABS-MBS (92540HAA4) | |||||||
| SOLD KWD BOUGHT USD 20300514 / DFE (000000000) | |||||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (96043RAD9) | |||||||
| TAUPE FUNDING TRUST TAUPE 2024 1A A2 144A / ABS-O (876692AB0) | |||||||
| BMW VEHICLE LEASE TRUST BMWLT 2024 2 A3 / ABS-O (05613MAD1) | |||||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A1 144A / ABS-O (41284LAG9) | |||||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (05494AAJ8) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 9A 1A1 / ABS-MBS (86359ARC9) | |||||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (000000000) | |||||||
| SOLD KWD BOUGHT USD 20300516 / DFE (000000000) | |||||||
| US362334GS78 / GSAA HOME EQUITY TRUST GSAA 2006 5 2A2 | |||||||
| RMAC PLC RMAC 3 A REGS / ABS-MBS (ACI2JQ870) | |||||||
| STRUCTURED ASSET SECURITIES CO SASC 2003 26A 1A / ABS-MBS (86359AS20) | |||||||
| IRS EUR 2.77000 04/29/24-10Y LCH / DIR (000000000) | |||||||
| US31418B3D65 / FNMA POOL MA2595 FN 04/46 FIXED 4 | |||||||
| US31419JAE82 / FNMA POOL AE7204 FN 11/25 FIXED 3.5 | |||||||
| FED HM LN PC POOL ZJ3074 FR 10/28 FIXED 6.5 / ABS-MBS (3131WTMX6) | |||||||
| JP MORGAN MORTGAGE TRUST SERIE 07/55 9 / ABS-MBS (000000000) | |||||||
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (693581AA8) | |||||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (78437VAC4) | |||||||
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 2 M6 / ABS-MBS (691215BC0) | |||||||
| GNMA II POOL MA9485 G2 02/54 FIXED 4 / ABS-MBS (36179YRE6) | |||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (30336CAC9) | |||||||
| US36242DUQ41 / GSR Mortgage Loan Trust 2005-AR1 | |||||||
| US86361NAD30 / Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4 | |||||||
| US3128MJXK11 / Freddie Mac Gold Pool | |||||||
| US3138A5AY88 / FNMA POOL AH3622 FN 01/26 FIXED 4 | |||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (903724CF7) | |||||||
| US654740BT54 / Nissan Motor Acceptance Corp | |||||||
| US3140X8X515 / FNMA 30YR 3.5% 05/01/2050#FM5199 | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| US36242DBM48 / GSR Mortgage Loan Trust 2004-9 | |||||||
| US097023CY98 / BOEING CO 5.15 5/30 | |||||||
| US31393ELQ07 / Fannie Mae Trust 2003-W12 | |||||||
| ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (ACI2RC930) | |||||||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A2 144A / ABS-O (446144AC1) | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 1A1 / ABS-MBS (863579JD1) | |||||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A / ABS-O (98164HAB4) | |||||||
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A / ABS-MBS (92540MAA3) | |||||||
| GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (39573AAB8) | |||||||
| NMLT TRUST NLT 2023 1 A1 144A / ABS-MBS (62917MAA1) | |||||||
| DURHAM MORTGAGES DRHM 2024 BA Z 144A / ABS-MBS (ACI2QV5K5) | |||||||
| GNMA II POOL MA9665 G2 05/54 FIXED 4 / ABS-MBS (36179YW26) | |||||||
| US63942TAB17 / Navient Student Loan Trust | |||||||
| US3140N17J67 / FNCL UMBS 4.5 BW8996 10-01-52 | |||||||
| US74924QAD25 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX5 A4 | |||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | |||||||
| COUNTRYWIDE HOME LOANS CWHL 2007 11 A10 / ABS-MBS (12544LAK7) | |||||||
| ARBOUR CLO ARBR 7A BR 144A / ABS-CBDO (ACI2S2B53) | |||||||
| XS2161831776 / THAMES WATER UTL | |||||||
| US748956AA71 / RCKT Mortgage Trust 2023-CES2 | |||||||
| 3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO / DIR (000000000) | |||||||
| US05533TAD37 / BCAP LLC 2011-RR2 Trust | |||||||
| US3140JR2B64 / FNMA POOL BN8869 FN 05/49 FIXED 3.5 | |||||||
| US3132WD4S06 / FED HM LN PC POOL Q40832 FG 06/46 FIXED 3 | |||||||
| CMBX.NA.AAA.10 SP MYC / DCR (000000000) | |||||||
| US3140FMTU05 / Fannie Mae Pool | |||||||
| US06050HKR83 / Bank of America Mortgage 2002-G Trust | |||||||
| US3138YWJV05 / Fannie Mae Pool | |||||||
| US3138ABTT67 / FNMA POOL AH9561 FN 08/26 FIXED 3.5 | |||||||
| US3140GVJK23 / FNMA POOL BH6565 FN 08/47 FIXED 4 | |||||||
| FNMA POOL DA1011 FN 09/53 FIXED 6.5 / ABS-MBS (3140A1DR5) | |||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 C 144A / ABS-O (69544MAC3) | |||||||
| US31418EP460 / Federal National Mortgage Association (FNMA) | |||||||
| US3133AGC491 / FED HM LN PC POOL QB9091 FR 02/51 FIXED 2.5 | |||||||
| US07400HAQ65 / BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR3 2A1 | |||||||
| US31418EPE40 / FNCL UMBS 6.0 MA4920 02-01-53 | |||||||
| US3140J92F73 / Fannie Mae Pool | |||||||
| RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME / DIR (000000000) | |||||||
| US3138YJ5U68 / FNMA POOL AY5358 FN 03/45 FIXED 4 | |||||||
| US81377XAD49 / Securitized Asset Backed Receivables LLC Trust 2006-WM4 | |||||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A / ABS-MBS (173112AS2) | |||||||
| AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (00177LAJ9) | |||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | |||||||
| RFR USD SOFR/4.15500 10/02/23-10Y LCH / DIR (000000000) | |||||||
| US3133BUMV61 / FED HM LN PC POOL QF6672 FR 01/53 FIXED 5.5 | |||||||
| US3138EPN912 / Fannie Mae Pool | |||||||
| IRS ZAR 8.42760 07/31/23-5Y CME / DIR (000000000) | |||||||
| US3138WCHX43 / Fannie Mae Pool | |||||||
| US3133KYS424 / FED HM LN PC POOL RB5039 FR 03/40 FIXED 3.5 | |||||||
| XS2331735253 / Romanian Government International Bond | |||||||
| SOLD PEN BOUGHT USD 20251014 / DFE (000000000) | |||||||
| FED HM LN PC POOL QH3540 FR 11/53 FIXED 6.5 / ABS-MBS (3133CF4Z9) | |||||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (000000000) | |||||||
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (000000000) | |||||||
| OIS MXN TIIE1+24/9.32* 12/18/25-5Y* CME / DIR (000000000) | |||||||
| ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (000000000) | |||||||
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A1 / ABS-MBS (32056JAD6) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (14689MAB6) | |||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A / ABS-MBS (69391YAA5) | |||||||
| US12669GQ530 / COUNTRYWIDE HOME LOANS CWHL 2005 15 A1 | |||||||
| BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (09709AAC6) | |||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3 / ABS-O (14076LAC7) | |||||||
| US3132A5GU30 / FED HM LN PC POOL ZS4711 FR 02/47 FIXED 2.5 | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (16144LAB2) | |||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (000000000) | |||||||
| CHASE FUNDING LOAN ACQUISITION CFLAT 2003 C1 1A4 / ABS-MBS (161542CN3) | |||||||
| RIPON MORTGAGES RIPON 2025 1A R 144A / ABS-MBS (ACI2V5FG4) | |||||||
| XS0800185174 / THAMES WATER UTC | |||||||
| US3133BSFB35 / FED HM LN PC POOL QF4662 FR 12/52 FIXED 6 | |||||||
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 2 A1 / ABS-MBS (863579KG2) | |||||||
| RFR USD SOFR/3.65000 07/10/23-10Y LCH / DIR (000000000) | |||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000) | |||||||
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A B / ABS-MBS (ACI2PHLZ6) | |||||||
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 2 1A / ABS-MBS (31659EAA6) | |||||||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (000000000) | |||||||
| FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (30340RAB2) | |||||||
| BARROW FUNDING PLC BARRO 1A A 144A / ABS-MBS (ACI2P7WZ6) | |||||||
| HOMEBANC MORTGAGE TRUST HMBT 2005 1 M5 / ABS-MBS (43739EAW7) | |||||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A2 144A / ABS-O (39571NAB2) | |||||||
| 3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) | |||||||
| RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (000000000) | |||||||
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 32CB A14 / ABS-MBS (02147XAP2) | |||||||
| ARBOUR CLO ARBR 11A AR / ABS-CBDO (ACI2P5HV6) | |||||||
| STEELE CREEK CLO LTD STCR 2018 1A A 144A / ABS-CBDO (85815CAA7) | |||||||
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A3 / ABS-O (14319EAE6) | |||||||
| CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (223920AA7) | |||||||
| ALAMO RE LTD UNSECURED 144A 06/26 VAR / DBT (011395AQ3) | |||||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (000000000) | |||||||
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR / DBT (65480CAJ4) | |||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A2 / ABS-O (30165BAB9) | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (03328QBL4) | |||||||
| CHASE AUTO OWNER TRUST CHAOT 2024 5A A2 144A / ABS-O (16144QAB1) | |||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 BA A3 144A / ABS-O (345214BV1) | |||||||
| US3138WJZ432 / Fannie Mae Pool | |||||||
| US649603AD91 / New York Mortgage Trust 2005-2 | |||||||
| US362334AW45 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF3 M1 | |||||||
| US31416CEX02 / FNMA POOL 995750 FN 05/29 FIXED VAR | |||||||
| US31406DAF33 / Fannie Mae Pool | |||||||
| US12668KAD54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A3 | |||||||
| US362437AA39 / GSAMP TRUST GSAMP 2006 HE5 A1 | |||||||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | |||||||
| USN7163RAR41 / PROSUS NV SR UNSECURED REGS 07/31 3.061 | |||||||
| US3136AA4K80 / FANNIE MAE FNR 2012 149 NI | |||||||
| US3132L8ZJ93 / FED HM LN PC POOL V83445 FG 09/47 FIXED 3.5 | |||||||
| US126670DE52 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 11 MV5 | |||||||
| US3140H7ZB69 / Fannie Mae Pool | |||||||
| US3140N5HJ63 / FNCL UMBS 4.5 BX1132 11-01-52 | |||||||
| US31380EHK38 / Fannie Mae Pool | |||||||
| US3140NCW215 / UMBS | |||||||
| US3132XWPW52 / Freddie Mac Gold Pool | |||||||
| US3132WNVN99 / FED HM LN PC POOL Q48720 FG 06/47 FIXED 3 | |||||||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | |||||||
| US36255WAA36 / GS Mortgage Securities Corp II | |||||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | |||||||
| US3132A8HT96 / FED HM LN PC POOL ZS7442 FR 03/26 FIXED 2 | |||||||
| US3138A4Y414 / Fannie Mae Pool | |||||||
| US3140FFQ877 / Fannie Mae Pool | |||||||
| US3132WFDU01 / FED HM LN PC POOL Q41914 FG 07/46 FIXED 3.5 | |||||||
| US57645JAB52 / Master Asset Backed Securities Trust | |||||||
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