| Market Value | 1,636,274,974 |
| Total Holdings | 899 |
| File Date | 2025-08-28 |
| Original Filing | (Click here) |
All hedge funds or institutions that manage over $100M are required by the SEC to file quarterly reports on their holdings. These reports are called 13F reports. However, the filings are required the following quarter from the reporting period, which means that by the time the filing is made (and we see them), the information could be five months old.
For funds with long term positions that make few trades, the holdings might closely resemble their current holdings, even after several months. However, for funds that have high turnover, the holdings data we see might differ significantly from their current holdings. Institutions are required to report CALL and PUT options, and those positions are identified in the table. However, they are not required to report short positions.
Click the link icon to see the full transaction history.
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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 NZD BOUGHT USD 20250804 / DFE (000000000) | |||||||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| GOLD CMX WR FAC 2001 JPM MSC / COMM (966QXE900) | |||||||
| WTI CRUDE FUTURE SEP25 XNYM 20250820 / DCO (000000000) | |||||||
| LME PRI ALUM FUTR JAN26 XLME 20260119 / DCO (000000000) | |||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNY BOUGHT USD 20250703 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| MLPIREIL TRS EQUITY FEDL01+65 BOA / DE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | |||||||
| INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| HENRY HB LD1 APR30 IFED 20300327 / DCO (000000000) | |||||||
| NATURAL GAS FUTR JAN26 XNYM 20251229 / DCO (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| 3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.049 08/15/24-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH / DIR (000000000) | |||||||
| LEAN HOGS FUTURE DEC25 XCME 20251212 / DCO (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| COMM SWAP PIMCODB MAC / DCO (000000000) | |||||||
| COMM SWAP PIMCODB CIB / DCO (000000000) | |||||||
| DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 | |||||||
| DK0009527293 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 | |||||||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | |||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | |||||||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| LME NICKEL FUTURE JUL25 XLME 20250714 / DCO (000000000) | |||||||
| LME PRI ALUM FUTR NOV25 XLME 20251117 / DCO (000000000) | |||||||
| LME PRI ALUM FUTR JUL25 XLME 20250714 / DCO (000000000) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| LME ZINC FUTURE SEP25 XLME 20250915 / DCO (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| LME COPPER FUTURE JUL25 XLME 20250714 / DCO (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD CNY BOUGHT USD 20250814 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| WH / Wyndham Hotels & Resorts, Inc. | |||||||
| HEES / H&E Equipment Services, Inc. | |||||||
| COOP / Mr. Cooper Group Inc. | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250723 / DFE (000000000) | |||||||
| IRS EUR 0.19000 11/04/22-30Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CZK SOLD USD 20250822 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| LME NICKEL FUTURE NOV25 XLME 20251117 / DCO (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH / DIR (000000000) | |||||||
| LME ZINC FUTURE JUL25 XLME 20250714 / DCO (000000000) | |||||||
| LME ZINC FUTURE NOV25 XLME 20251117 / DCO (000000000) | |||||||
| BOUGHT PHP SOLD USD 20250717 / DFE (000000000) | |||||||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| GOR / Gold Road Resources Limited | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | |||||||
| US12545CAE03 / COUNTRYWIDE HOME LOANS CWHL 2007 10 A5 | |||||||
| DK0009535478 / Nykredit Realkredit A/S, Series 01E. | |||||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | |||||||
| US35729TAE29 / FREMONT HOME LOAN TRUST FHLT 2006 C 2A3 | |||||||
| DK0002051093 / Nordea Kredit Realkreditaktieselskab | |||||||
| US83612MAG24 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2 | |||||||
| US05950BAS34 / Banc Of Amer 06-5 Cb17 Bond | |||||||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | |||||||
| US07388DAS71 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 | |||||||
| US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 | |||||||
| US66988YAD40 / NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C | |||||||
| US912828XL95 / United States Treasury Inflation Indexed Bonds | |||||||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | |||||||
| DK0002047224 / Nordea Kredit Realkreditaktieselskab | |||||||
| US61751GAD97 / Morgan Stanley Mortgage Loan Trust 2007-5AX | |||||||
| US67576FAA75 / Octagon Investment Partners 18-R Ltd | |||||||
| US054980AA58 / BDS 2022-FL11 LLC | |||||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | |||||||
| US12668PAA03 / Alternative Loan Trust 2006-OA17 | |||||||
| GB00H1Q11Z93 / WTI CRUDE FUTURE DEC25 IFEU 20251119 | |||||||
| US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C | |||||||
| SB12AGO32 / Peru - Sovereign or Government Agency Debt | |||||||
| US69702HAA68 / Palmer Square Loan Funding Ltd | |||||||
| US61750SAA06 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 | |||||||
| US912828S505 / United States Treasury Inflation Indexed Bonds | |||||||
| US542514SW51 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4 | |||||||
| US02147QAD43 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4 | |||||||
| US32027NXX47 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 | |||||||
| DK0009528697 / Nykredit Realkredit A/S, Series 01E | |||||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250703 / DFE (000000000) | |||||||
| INF SWAP US IT 2.70 01/14/25-1Y LCH / DIR (000000000) | |||||||
| HENRY HB LD1 AUG30 IFED 20300729 / DCO (000000000) | |||||||
| RFRF USD SOFR/2.30000 11/15/23-5Y LCH / DIR (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| RFRF USD SOFR/2.28500 11/15/23-30Y LCH / DIR (000000000) | |||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | |||||||
| TSY INFL IX N/B 01/35 2.125 / DBT (91282CML2) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| DK0004622925 / Realkredit Danmark A/S, Series 23S | |||||||
| US437084QA78 / Home Equity Asset Trust | |||||||
| US76114CAG15 / Residential Asset Securitization Trust, Series 2007-A6, Class 2A1 | |||||||
| IRT / Independence Realty Trust, Inc. | |||||||
| NLOP / Net Lease Office Properties | |||||||
| US52522HAM43 / Lehman XS Trust, Series 2006-8, Class 3A4 | |||||||
| EZ343B02SK51 / CMBX.NA.AAA.8 SP GST | |||||||
| DK0002050442 / Nordea Kredit Realkreditaktieselskab | |||||||
| US40430MAD92 / HSI Asset Securitization Corp Trust 2006-WMC1 | |||||||
| BOUGHT RON SOLD USD 20250723 / DFE (000000000) | |||||||
| US12482NAN12 / CBAM 2019-10 Ltd | |||||||
| US81744MAA09 / Sequoia Mortgage Trust 2007-3 | |||||||
| US57644UAF21 / MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4 | |||||||
| US12669GTQ46 / CHL Mortgage Pass-Through Trust 2005-3 | |||||||
| XS2327983784 / Providus CLO IV DAC | |||||||
| US86359B7K13 / Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS | |||||||
| US02150EAN31 / Alternative Loan Trust 2007-5CB | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD CNY BOUGHT USD 20250814 / DFE (000000000) | |||||||
| US45661JAA16 / IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 | |||||||
| FR0014001N38 / French Republic | |||||||
| US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 | |||||||
| US912810QF84 / United States Treasury Inflation Indexed Bonds | |||||||
| US64830KAA51 / New Residential Mortgage Loan Trust 2018-3 | |||||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | |||||||
| BRX / Brixmor Property Group Inc. | |||||||
| BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 | |||||||
| US92922FBX50 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | |||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US060505FL38 / Bank of America Corp | |||||||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | |||||||
| DEA / Easterly Government Properties, Inc. | |||||||
| DEI / Douglas Emmett, Inc. | |||||||
| AHR / American Healthcare REIT, Inc. | |||||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | |||||||
| US05949CKT26 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 | |||||||
| US93363PAD24 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR14 1A4 | |||||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | |||||||
| OHI / Omega Healthcare Investors, Inc. | |||||||
| US912828N712 / United States Treasury Inflation Indexed Bonds | |||||||
| RHP / Ryman Hospitality Properties, Inc. | |||||||
| WELL / Welltower Inc. | |||||||
| US81377EAC84 / Securitized Asset Backed Receivables LLC Trust 2006-WM3 | |||||||
| US04942JAC53 / Atlas Senior Loan Fund X Ltd | |||||||
| DK0002050368 / Nordea Kredit Realkreditaktieselskab | |||||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | |||||||
| DK0009406746 / JYSKE REALKREDIT A/S COVERED 10/53 2 | |||||||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | |||||||
| US84751XAA00 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1 | |||||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | |||||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | |||||||
| US92925VAJ98 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2 | |||||||
| US61750SAB88 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2FP | |||||||
| US5764342H69 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 | |||||||
| DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | |||||||
| US33835NAA90 / 522 FUNDING CLO LTD MORGN 2018 3A AR 144A | |||||||
| US61749EAH09 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 12XS A6A | |||||||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | |||||||
| K / Kellanova | |||||||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | |||||||
| US50184VAR50 / LCM XIV LP | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| EZGKNZSHTVL4 / INF SWAP US IT 2.7675 05/13/21-5Y LCH | |||||||
| EPR / EPR Properties | |||||||
| XS2376115270 / Toro European CLO 6 DAC | |||||||
| US17307GGX07 / CITIGROUP MORTGAGE LOAN TRUST INC SER 2004-NCM2 CL 1CB1 REGD 5.50000000 | |||||||
| US38380LJY02 / Government National Mortgage Association | |||||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | |||||||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | |||||||
| XS1692039206 / HARVEST CLO HARVT 12A AR 144A | |||||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | |||||||
| US05949CED48 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A1 | |||||||
| GTY / Getty Realty Corp. | |||||||
| BNL / Broadstone Net Lease, Inc. | |||||||
| US92917CAE21 / Voya CLO 2013-1 Ltd | |||||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | |||||||
| DK0009532889 / NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01E* 2.00000000 | |||||||
| US52520MEK53 / Lehman Mortgage Trust, Series 2005-3, Class 4A1 | |||||||
| US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 | |||||||
| US912810QP66 / United States Treasury Inflation Indexed Bonds | |||||||
| XS2357477400 / Voya Euro CLO II DAC, Series 2A, Class AR | |||||||
| CH1214797172 / Credit Suisse Group AG | |||||||
| DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | |||||||
| US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | |||||||
| US22943HAG11 / CSAB Mortgage-Backed Trust 2006-1 | |||||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | |||||||
| US05533YBC30 / BCAP LLC TRUST BCAP 2011 RR5 10A6 144A | |||||||
| GB00HB9WVH19 / 3 Month Euro Euribor | |||||||
| US92915UAG94 / VOYA CLO LTD VOYA 2017 2A A1R 144A | |||||||
| US649603AQ05 / NYMT 2006-1 2A3 | |||||||
| US25151EAF07 / DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A5B | |||||||
| US126673V337 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4 | |||||||
| GB00H47KCD10 / BRENT CRUDE FUTR DEC25 IFEU 20251031 | |||||||
| US12544RAA68 / COUNTRYWIDE HOME LOANS CWHL 2007 4 1A1 | |||||||
| US36179W7L60 / Ginnie Mae II Pool | |||||||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | |||||||
| INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A | |||||||
| RLJ / RLJ Lodging Trust | |||||||
| DK0009292559 / REALKREDIT DANMARK COVERED 07/47 2.5 | |||||||
| DK0004611803 / REALKREDIT DANMARK COVERED REGS 10/50 1.5 | |||||||
| DK0009798803 / NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 | |||||||
| US01F0426811 / UMBS TBA | |||||||
| US92914RAY80 / Voya CLO 2014-4 Ltd | |||||||
| US45660LJZ31 / Residential Asset Securitization Trust, Series 2005-A5, Class A3 | |||||||
| DK0009396681 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5 | |||||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | |||||||
| US15032AAN72 / Cedar Funding V CLO Ltd | |||||||
| EGP / EastGroup Properties, Inc. | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| BOUGHT CZK SOLD USD 20250822 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | |||||||
| LME ZINC FUTURE JUL25 XLME 20250714 / DCO (000000000) | |||||||
| US12669LAA89 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-6 CL 1A V/R REGD 1.90800000 | |||||||
| US48250MAK36 / KKR CLO 11 Ltd | |||||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | |||||||
| US912810FQ68 / United States Treas Bds Treas Bond | |||||||
| US02150EAD58 / Alternative Loan Trust 2007-5CB | |||||||
| BOUGHT PHP SOLD USD 20250717 / DFE (000000000) | |||||||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250702 / DFE (000000000) | |||||||
| US12481QAC96 / CBAM 2018-5 Ltd | |||||||
| EW / Edwards Lifesciences Corporation | |||||||
| US62432BAN38 / Mountain View CLO 2015-9 Ltd | |||||||
| DK0004619384 / REALKREDIT DANMARK COVERED REGS 10/53 1.5 | |||||||
| XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS | |||||||
| US89175JAA88 / TOWD POINT MORTGAGE TRUST | |||||||
| XS2259201098 / BAIN CAPITAL EURO CLO 2020-1 DAC | |||||||
| US71647NAK54 / Petrobras Global Finance BV | |||||||
| US45670LAA52 / IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class A11 | |||||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | |||||||
| US31418EHK91 / Fannie Mae Pool | |||||||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | |||||||
| US040104TG69 / Argent Securities Trust 2006-W4 | |||||||
| EZDDQB47XR47 / INF SWAP US IT 1.28 05/19/20-10Y LCH | |||||||
| US3132DWES89 / FR SD8245 | |||||||
| FR001400AQH0 / FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | |||||||
| US01F0406854 / UMBS TBA | |||||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | |||||||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | |||||||
| XHR / Xenia Hotels & Resorts, Inc. | |||||||
| US17311XAA37 / Citigroup Mortgage Loan Trust 2007-AMC2 | |||||||
| US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A | |||||||
| FR / First Industrial Realty Trust, Inc. | |||||||
| US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 | |||||||
| XS2418762923 / Madison Park Euro Funding XIV DAC | |||||||
| FR0013519253 / French Republic Government Bond OAT | |||||||
| US12668ALH67 / Alternative Loan Trust, Series 2005-50CB, Class 1A1 | |||||||
| DK0004616281 / REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53 | |||||||
| AAT / American Assets Trust, Inc. | |||||||
| CMDT / PIMCO ETF Trust - PIMCO Commodity Strategy Active Exchange-Traded Fund | |||||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | |||||||
| US362341VX40 / GSR MORTGAGE LOAN TRUST GSR 2005 8F 3A1 | |||||||
| DK0004619624 / Realkredit Danmark A/S | |||||||
| US3140XJ4D27 / Federal National Mortgage Association, Inc. | |||||||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | |||||||
| US61748BAC81 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 | |||||||
| US86358EXQ42 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 8 M1 | |||||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | |||||||
| DWRTFT TRS EQUITY SOFR+44 CBK / DE (000000000) | |||||||
| US26251LAC81 / Dryden 64 CLO Ltd 2.79 | |||||||
| SNDPT / Sounds Point CLO IV-R LTD | |||||||
| DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | |||||||
| US12667G5V16 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1 | |||||||
| US76113MAB19 / Residential Asset Securitization Trust, Series 2006-R1, Class A2 | |||||||
| UMH / UMH Properties, Inc. | |||||||
| PSA / Public Storage | |||||||
| US056162AN09 / BABSN 2015-IA AR | |||||||
| US23245CAA80 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-1 CL 1A V/R REGD 1.84800000 | |||||||
| US01852TAA16 / Alliance Bancorp Trust | |||||||
| US05948KV976 / BANC OF AMERICA ALTERNATIVE LO BOAA 2005 11 4A1 | |||||||
| IIPR / Innovative Industrial Properties, Inc. | |||||||
| CUZ / Cousins Properties Incorporated | |||||||
| KRC / Kilroy Realty Corporation | |||||||
| US61750SAF92 / Morgan Stanley ABS Capital I Incorporated Trust | |||||||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | |||||||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | |||||||
| DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | |||||||
| DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | |||||||
| FYBR / Frontier Communications Parent, Inc. | |||||||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | |||||||
| US023138AA88 / Ambac Assurance Corp | |||||||
| SLG / SL Green Realty Corp. | |||||||
| PGRE / Paramount Group, Inc. | |||||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | |||||||
| US86360JAA97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 | |||||||
| US17309QAG91 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 | |||||||
| DK0002044551 / NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | |||||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | |||||||
| US57643LNG76 / MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1 | |||||||
| US126670GR39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4 | |||||||
| SBRA / Sabra Health Care REIT, Inc. | |||||||
| KRG / Kite Realty Group Trust | |||||||
| WPC / W. P. Carey Inc. | |||||||
| US12667CAD48 / Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 | |||||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | |||||||
| US928563AC98 / VMware Inc | |||||||
| STAG / STAG Industrial, Inc. | |||||||
| US45660L4H94 / RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2 | |||||||
| US31418EGJ38 / FN MA4700 | |||||||
| US61749BAD55 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2B | |||||||
| HIW / Highwoods Properties, Inc. | |||||||
| ADC / Agree Realty Corporation | |||||||
| US74923EAA64 / Rad CLO 5 Ltd | |||||||
| DK0009382707 / JYSKE REALKREDIT A/S COVERED 10/47 2.5 | |||||||
| XS2092257869 / DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A | |||||||
| DK0004620127 / REALKREDIT DANMARK COVERED REGS 10/53 2 | |||||||
| US12668BAE39 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A5 | |||||||
| XS2294714220 / Contego CLO IV Designated Activity Company | |||||||
| US86360KAE82 / Structured Asset Mortgage Investments II Trust 2006-AR3 | |||||||
| UHT / Universal Health Realty Income Trust | |||||||
| US02146VAC63 / Alternative Loan Trust 2006-30T1 | |||||||
| US83611DAA63 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A | |||||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | |||||||
| US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 | |||||||
| XS1850277838 / Tikehau CLO IV BV | |||||||
| NDASS / NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 | |||||||
| US12667LAE20 / Countrywide Asset-Backed Certificates, Series 2006-21, Class 2A4 | |||||||
| CURB / Curbline Properties Corp. | |||||||
| US93934NAQ88 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust | |||||||
| GMRE / Global Medical REIT Inc. | |||||||
| VRE / Veris Residential, Inc. | |||||||
| US35729TAD46 / FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 | |||||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | |||||||
| VTR / Ventas, Inc. | |||||||
| AMH / American Homes 4 Rent | |||||||
| CLDT / Chatham Lodging Trust | |||||||
| US83611MML99 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4 | |||||||
| DK0004619467 / Realkredit Danmark A/S | |||||||
| US52522EAA73 / Lehman XS Trust, Series 2006-7, Class 1A1A | |||||||
| SILA / Sila Realty Trust, Inc. | |||||||
| SITC / SITE Centers Corp. | |||||||
| US61749LAR24 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 6A1 | |||||||
| XS2419216622 / Toro European CLO 7 DAC | |||||||
| US75406YAD94 / RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4 | |||||||
| ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | |||||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | |||||||
| US25151WAA18 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 AB1 A1 | |||||||
| RDFN / Redfin Corporation | |||||||
| CDP / COPT Defense Properties | |||||||
| US32052DAG60 / First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 | |||||||
| US74924TAD63 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 | |||||||
| GNL / Global Net Lease, Inc. | |||||||
| US53947XAA00 / LoanCore 2021-CRE5 Issuer Ltd | |||||||
| CSR / Centerspace | |||||||
| US05949A6C95 / Banc of America Mortgage Securities, Inc. | |||||||
| CHCT / Community Healthcare Trust Incorporated | |||||||
| SVC / Service Properties Trust | |||||||
| EXR / Extra Space Storage Inc. | |||||||
| PLD / Prologis, Inc. | |||||||
| NXRT / NexPoint Residential Trust, Inc. | |||||||
| US14315LAA26 / Carlyle Global Market Strategies CLO 2014-3-R Ltd | |||||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | |||||||
| DHC / Diversified Healthcare Trust | |||||||
| BDN / Brandywine Realty Trust | |||||||
| US76113XAA90 / Residential Asset Securitization Trust 2006-A12 | |||||||
| NNN / NNN REIT, Inc. | |||||||
| JP1120241K56 / Japanese Government CPI Linked Bond | |||||||
| EPRT / Essential Properties Realty Trust, Inc. | |||||||
| US92922F3J59 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A4 | |||||||
| APLE / Apple Hospitality REIT, Inc. | |||||||
| EQR / Equity Residential | |||||||
| JLL / Jones Lang LaSalle Incorporated | |||||||
| NSA / National Storage Affiliates Trust | |||||||
| NHI / National Health Investors, Inc. | |||||||
| HR / Healthcare Realty Trust Incorporated | |||||||
| US72201F4090 / PIMCO EMERGING MARKETS CURRENC PIMCO EM MRK CUR + S/T INS | |||||||
| INN / Summit Hotel Properties, Inc. | |||||||
| CTRE / CareTrust REIT, Inc. | |||||||
| FCPT / Four Corners Property Trust, Inc. | |||||||
| AVB / AvalonBay Communities, Inc. | |||||||
| EQIX / Equinix, Inc. | |||||||
| MPW / Medical Properties Trust, Inc. | |||||||
| ESRT / Empire State Realty Trust, Inc. | |||||||
| UE / Urban Edge Properties | |||||||
| HPP / Hudson Pacific Properties, Inc. | |||||||
| REG / Regency Centers Corporation | |||||||
| PK / Park Hotels & Resorts Inc. | |||||||
| PECO / Phillips Edison & Company, Inc. | |||||||
| SPG / Simon Property Group, Inc. | |||||||
| FRT / Federal Realty Investment Trust | |||||||
| AIV / Apartment Investment and Management Company | |||||||
| LXP / LXP Industrial Trust | |||||||
| O / Realty Income Corporation | |||||||
| REXR / Rexford Industrial Realty, Inc. | |||||||
| CBRE / CBRE Group, Inc. | |||||||
| TRNO / Terreno Realty Corporation | |||||||
| VNO / Vornado Realty Trust | |||||||
| HES / Hess Corporation | |||||||
| CUBE / CubeSmart | |||||||
| ELS / Equity LifeStyle Properties, Inc. | |||||||
| PDM / Piedmont Realty Trust, Inc. | |||||||
| SHO / Sunstone Hotel Investors, Inc. | |||||||
| PEB / Pebblebrook Hotel Trust | |||||||
| MAC / The Macerich Company | |||||||
| ARE / Alexandria Real Estate Equities, Inc. | |||||||
| KIM / Kimco Realty Corporation | |||||||
| ALEX / Alexander & Baldwin, Inc. | |||||||
| ANSS / ANSYS, Inc. | |||||||
| DK0009532020 / Nykredit Realkredit AS | |||||||
| ELME / Elme Communities | |||||||
| PLYM / Plymouth Industrial REIT, Inc. | |||||||
| SKT / Tanger Inc. | |||||||
| AKR / Acadia Realty Trust | |||||||
| UDR / UDR, Inc. | |||||||
| NTST / NETSTREIT Corp. | |||||||
| BXP / Boston Properties, Inc. | |||||||
| DRH / DiamondRock Hospitality Company | |||||||
| DOC / Healthpeak Properties, Inc. | |||||||
| COLD / Americold Realty Trust, Inc. | |||||||
| HST / Host Hotels & Resorts, Inc. | |||||||
| JBGS / JBG SMITH Properties | |||||||
| GOOD / Gladstone Commercial Corporation | |||||||
| DLR / Digital Realty Trust, Inc. | |||||||
| VICI / VICI Properties Inc. | |||||||
| MAR / Marriott International, Inc. | |||||||
| INVH / Invitation Homes Inc. | |||||||
| GLPI / Gaming and Leisure Properties, Inc. | |||||||
| ESS / Essex Property Trust, Inc. | |||||||
| MAA / Mid-America Apartment Communities, Inc. | |||||||
| CPT / Camden Property Trust | |||||||
| SUI / Sun Communities, Inc. | |||||||
| TSY INFL IX N/B 02/55 2.375 / DBT (912810UH9) | |||||||
| CA CARBON ALLOW 25DEC25 IFED 20251224 / DCO (000000000) | |||||||
| SILVER FUTURE DEC25 XCEC 20251229 / DCO (000000000) | |||||||
| WTI CRUDE FUTURE DEC25 XNYM 20251120 / DCO (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (000000000) | |||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | |||||||
| LME COPPER FUTURE AUG25 XLME 20250818 / DCO (000000000) | |||||||
| FED HM LN PC POOL SD8454 FR 08/54 FIXED 6 / ABS-MBS (3132DWMB6) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797PE1) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | |||||||
| HENRY HB LD1 AUG31 IFED 20310729 / DCO (000000000) | |||||||
| RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (82812LAN9) | |||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (449249AS0) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| LME NICKEL FUTURE JUL25 XLME 20250714 / DCO (000000000) | |||||||
| CORN FUTURE SEP25 XCBT 20250912 / DCO (000000000) | |||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | |||||||
| BOUGHT RON SOLD USD 20250723 / DFE (000000000) | |||||||
| TSY INFL IX N/B 07/34 1.875 / DBT (91282CLE9) | |||||||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (000000000) | |||||||
| FANNIE MAE FNR 2025 12 FG / ABS-MBS (3136BVFH6) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CORDATUS CLO PLC CORDA 21A A1E 144A / ABS-CBDO (ACI2RB2T2) | |||||||
| SOYBEAN FUTURE NOV25 XCBT 20251114 / DCO (000000000) | |||||||
| INF SWAP US IT P 1.8 07/20/16-10Y MYC / DIR (000000000) | |||||||
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (000000000) | |||||||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (224939AB4) | |||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| INF SWAP US IT 2.69 06/01/21-5Y LCH / DIR (000000000) | |||||||
| BOUGHT CLP SOLD USD 20250711 / DFE (000000000) | |||||||
| INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| HENRY HB LD1 MAY30 IFED 20300426 / DCO (000000000) | |||||||
| HENRY HB LD1 MAR31 IFED 20310226 / DCO (000000000) | |||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (000000000) | |||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| GOLD CMX WR FAC 6010 DELAWARE MSC / COMM (966RBV904) | |||||||
| INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) | |||||||
| LME ZINC FUTURE SEP25 XLME 20250915 / DCO (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250721 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | |||||||
| 317U4NEA1 PIMCO SWAPTION 2.465 PUT EUR 2025120 / DIR (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (000000000) | |||||||
| HENRY HB LD1 MAY31 IFED 20310428 / DCO (000000000) | |||||||
| DWRTFT TRS EQUITY SOFR+49 CBK / DE (000000000) | |||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | |||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797PG6) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5508 DF / ABS-MBS (3137HJG84) | |||||||
| GOLD CMX WR FAC 4001(BRNIKS) MSC / COMM (935MCS909) | |||||||
| LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | |||||||
| INF SWAP US IT 2.335 02/05/18-10Y LCH / DIR (000000000) | |||||||
| HENRY HB LD1 MAR30 IFED 20300226 / DCO (000000000) | |||||||
| NATURAL GAS FUTR AUG25 XNYM 20250729 / DCO (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| FED HM LN PC POOL RJ2702 FR 08/54 FIXED 6 / ABS-MBS (3142GTAC0) | |||||||
| FANNIE MAE FNR 2025 18 FA / ABS-MBS (3136BU7K0) | |||||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | |||||||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (000000000) | |||||||
| NY HARB ULSD FUT DEC25 XNYM 20251128 / DCO (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | |||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (ACI2NJ0V6) | |||||||
| HAYFIN EMERALD CLO HAYEM 10A AR / ABS-CBDO (ACI2PCMS2) | |||||||
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (ACI2NDKJ4) | |||||||
| BRENT CRUDE FUTR MAR26 IFEU 20260130 / DCO (000000000) | |||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (3137HKEX8) | |||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | |||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| LME NICKEL FUTURE NOV25 XLME 20251117 / DCO (000000000) | |||||||
| IRS EUR 0.19000 11/04/22-30Y LCH / DIR (000000000) | |||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| LOW SU GASOIL G DEC25 IFEU 20251211 / DCO (000000000) | |||||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 6A A1R 144A / ABS-CBDO (05684PAL0) | |||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | |||||||
| TSY INFL IX N/B 04/29 2.125 / DBT (91282CKL4) | |||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| KC HRW WHEAT FUT DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797PW1) | |||||||
| HENRY HB LD1 SEP31 IFED 20310827 / DCO (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT PHP SOLD USD 20250717 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| DRYDEN LEVERAGED LOAN CDO DRYD 2019 69A AR 144A / ABS-CBDO (ACI2Q4GN7) | |||||||
| NAT GAS EURO OPT AUG25P 3.5 EXP 07/28/2025 / DCO (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| INF SWAP US IT 2.41875 03/05/21-5Y LCH / DIR (000000000) | |||||||
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOYBEAN MEAL FUTR DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | |||||||
| SUGAR 11 (WORLD) OCT25 IFUS 20250930 / DCO (000000000) | |||||||
| FTSE 100 IDX FUT SEP25 IFLL 20250919 / DE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250710 / DFE (000000000) | |||||||
| 317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 / DIR (000000000) | |||||||
| TREASURY BILL 08/25 0.00000 / DBT (912797PP6) | |||||||
| TSY INFL IX N/B 10/29 1.625 / DBT (91282CLV1) | |||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | |||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | |||||||
| RFR USD SOFR/3.25000 06/18/25-9Y LCH / DIR (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| COCOA FUTURE DEC25 IFUS 20251215 / DCO (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| HENRY HB LD1 JUN30 IFED 20300529 / DCO (000000000) | |||||||
| BRENT CRUDE FUTR SEP25 IFEU 20250731 / DCO (000000000) | |||||||
| COPPER FUTURE AUG25 XCEC 20250827 / DCO (000000000) | |||||||
| HENRY HB LD1 APR31 IFED 20310327 / DCO (000000000) | |||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | |||||||
| INF SWAP US IT 2.813 05/14/21-5Y LCH / DIR (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| HENRY HB LD1 DEC31 IFED 20311125 / DCO (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| 317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (000000000) | |||||||
| GNMA II POOL MB0088 G2 12/54 FIXED 3.5 / ABS-MBS (3618N5C23) | |||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD CNY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| LME PRI ALUM FUTR JUL25 XLME 20250714 / DCO (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| IRS EUR 2.12000 09/03/25-2Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| GOLD CMX WR FAC 4003 (BRINKS 3 MSC / COMM (936RTU904) | |||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | |||||||
| DWRTFT TRS EQUITY FEDL01+59 MYI / DE (000000000) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | |||||||
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) | |||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8) | |||||||
| INF SWAP US IT 2.341 11/07/24-1Y LCH / DIR (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| INF SWAP US IT 2.36 05/09/18-10Y LCH / DIR (000000000) | |||||||
| SILVER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | |||||||
| TREASURY BILL 09/25 0.00000 / DBT (912797QU4) | |||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | |||||||
| TREASURY BILL 07/25 0.00000 / DBT (912797NX1) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| CARBON EMISSIONS FUTURES NDEX 20251215 / DCO (000000000) | |||||||
| DUNEDIN PARK CLO DUNEP 1A AR 144A / ABS-CBDO (ACI2R6693) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | |||||||
| LIVE CATTLE FUTR OCT25 XCME 20251031 / DCO (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SGX IRON ORE 62 SEP25 XSIM 20250930 / DCO (000000000) | |||||||
| KC HRW WHEAT FUT SEP25 XCBT 20250912 / DCO (000000000) | |||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| LME PRI ALUM FUTR NOV25 XLME 20251117 / DCO (000000000) | |||||||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| LIVE CATTLE FUTR DEC25 XCME 20251231 / DCO (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CMBX.NA.AAA.10 SP GST / DCR (000000000) | |||||||
| 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (000000000) | |||||||
| BOUGHT CNY SOLD USD 20250805 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (000000000) | |||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (03331KAJ8) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A / ABS-CBDO (63942YAA2) | |||||||
| INF SWAP US IT 2.573 08/26/21-7Y LCH / DIR (000000000) | |||||||
| HENRY HB LD1 NOV31 IFED 20311029 / DCO (000000000) | |||||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC / ABS-MBS (38383KVE9) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH / DIR (000000000) | |||||||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (000000000) | |||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| EURO STOXX 50 SEP25 XEUR 20250919 / DE (000000000) | |||||||
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (89856JAA4) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (13876LAW7) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | |||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A / ABS-CBDO (ACI2Q3MV4) | |||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | |||||||
| VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (92915QBG7) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| INF SWAP US IT P 1.805 09/20/16-10Y MYC / DIR (000000000) | |||||||
| HENRY HB LD1 JUL31 IFED 20310626 / DCO (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| DWRTFT TRS EQUITY SOFR+54 MYI / DE (000000000) | |||||||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (3137HKKP8) | |||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | |||||||
| CMBX.NA.AAA.10 SP MYC / DCR (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | |||||||
| LME COPPER FUTURE JUL25 XLME 20250714 / DCO (000000000) | |||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | |||||||
| LME NICKEL FUTURE JAN26 XLME 20260119 / DCO (000000000) | |||||||
| HENRY HB LD1 JUL30 IFED 20300626 / DCO (000000000) | |||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | |||||||
| COTTON NO.2 FUTR DEC25 IFUS 20251208 / DCO (000000000) | |||||||
| SNPS US TRS EQUITY FEDL01+0 BOA / DE (000000000) | |||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | |||||||
| INF SWAP US IT 2.165 04/16/19-10Y LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| IRS EUR 1.83000 09/17/25-2Y LCH / DIR (000000000) | |||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | |||||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (000000000) | |||||||
| COFFEE 'C' FUTURE DEC25 IFUS 20251218 / DCO (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| HENRY HB LD1 FEB30 IFED 20300129 / DCO (000000000) | |||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | |||||||
| HENRY HB LD1 JUN31 IFED 20310528 / DCO (000000000) | |||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | |||||||
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 / ABS-MBS (3618N5GK9) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| FANNIE MAE FNR 2025 19 FC / ABS-MBS (3136BVBY3) | |||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | |||||||
| HENRY HB LD1 NOV30 IFED 20301029 / DCO (000000000) | |||||||
| HENRY HB LD1 FEB31 IFED 20310129 / DCO (000000000) | |||||||
| VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (92917RAL3) | |||||||
| INF SWAP US IT 2.31375 02/26/21-5Y LCH / DIR (000000000) | |||||||
| REPO BANK AMERICA REPO / RA (000000000) | |||||||
| HENRY HB LD1 SEP30 IFED 20300828 / DCO (000000000) | |||||||
| SOYBEAN OIL FUTR JAN26 XCBT 20260114 / DCO (000000000) | |||||||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (3618N5PE3) | |||||||
| SOYBEAN FUTURE JAN26 XCBT 20260114 / DCO (000000000) | |||||||
| GOLD CMX WR FAC 5001 HSBC MSC / COMM (966QTYII2) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | |||||||
| HENRY HB LD1 JAN30 IFED 20291227 / DCO (000000000) | |||||||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL SD8409 FR 03/54 FIXED 6 / ABS-MBS (3132DWKW2) | |||||||
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (55820VAL7) | |||||||
| INF SWAP EM NI 1.636 06/15/25-2Y LCH / DIR (000000000) | |||||||
| NY HARB ULSD FUT SEP25 XNYM 20250829 / DCO (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| INF SWAP US IT 2.3525 05/09/18-10Y LCH / DIR (000000000) | |||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | |||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| GASOLINE RBOB FUT DEC25 XNYM 20251128 / DCO (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| LOW SU GASOIL G SEP25 IFEU 20250911 / DCO (000000000) | |||||||
| HENRY HB LD1 OCT31 IFED 20310926 / DCO (000000000) | |||||||
| 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (000000000) | |||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | |||||||
| GOLD CMX WR FAC 3002 SCOTIA MSC / COMM (965ZMP908) | |||||||
| 317U4NFA0 PIMCO SWAPTION 2.465 CALL EUR 202512 / DIR (000000000) | |||||||
| WHEAT FUTURE(CBT) DEC25 XCBT 20251212 / DCO (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | |||||||
| INF SWAP US IT 2.38 10/15/24-1Y LCH / DIR (000000000) | |||||||
| FANNIE MAE FNR 2025 16 FA / ABS-MBS (3136BU5D8) | |||||||
| GOLD 100 OZ FUTR AUG25 XCEC 20250827 / DCO (000000000) | |||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.034 09/15/24-10Y LCH / DIR (000000000) | |||||||
| RKT US TRS EQUITY SOFR-900 BOA / DE (000000000) | |||||||
| DWRTFT TRS EQUITY SOFR+35 CBK / DE (000000000) | |||||||
| CMBX.NA.AAA.9 SP GST / DCR (000000000) | |||||||
| 317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 / DIR (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | |||||||
| GOLD CMX WR FAC 4002(BRNIKS 2) MSC / COMM (936RVL901) | |||||||
| WHEAT FUTURE(CBT) SEP25 XCBT 20250912 / DCO (000000000) | |||||||
| COPPER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | |||||||
| GOLD CMX WR FAC 6001 DELAWARE DELAWARE MSC / COMM (935REV909) | |||||||
| ST PAULS CLO SPAUL 10A AR 144A / ABS-CBDO (ACI1WJ0Z9) | |||||||
| INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| CMBX.NA.AAA.10 SP UAG / DCR (000000000) | |||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FREDDIE MAC FHR 5546 FJ / ABS-MBS (3137HLMF6) | |||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250723 / DFE (000000000) | |||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | |||||||
| INF SWAP US IT 2.364 05/10/18-10Y LCH / DIR (000000000) | |||||||
| REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) | |||||||
| CCA VINTAGE 2026 DEC26 IFED 20261224 / DCO (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000) | |||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (000000000) | |||||||
| RFR USD SOFR/3.08500 02/13/24-10Y LCH / DIR (000000000) | |||||||
| HENRY HB LD1 DEC30 IFED 20301126 / DCO (000000000) | |||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| HENRY HB LD1 JAN31 IFED 20301227 / DCO (000000000) | |||||||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (000000000) | |||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| AMED / Amedisys, Inc. | |||||||
| GASOLINE RBOB FUT SEP25 XNYM 20250829 / DCO (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | |||||||
| HENRY HB LD1 OCT30 IFED 20300926 / DCO (000000000) | |||||||
| FCT / Fincantieri S.p.A. | |||||||
| PROVIDUS CLO PRVD 2A ARR 144A / ABS-CBDO (ACI2RB411) | |||||||
| CVX US TRS EQUITY FEDL01+0 MYI / DE (000000000) | |||||||
| SOLD TRY BOUGHT USD 20250711 / DFE (000000000) | |||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | |||||||
| GOLD 100 OZ FUTR DEC25 XCEC 20251229 / DCO (000000000) | |||||||
| DWRTFT TRS EQUITY SOFR+47 MYI / DE (000000000) | |||||||
| IRS EUR 0.19700 11/08/22-30Y LCH / DIR (000000000) | |||||||
| FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5 / ABS-MBS (3132DWMA8) | |||||||
| LME ZINC FUTURE NOV25 XLME 20251117 / DCO (000000000) | |||||||
| FREDDIE MAC FHR 5505 AF / ABS-MBS (3137HJ6H5) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | |||||||
| TSY INFL IX N/B 02/54 2.125 / DBT (912810TY4) | |||||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (14016CAN6) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| BOUGHT TRY SOLD USD 20250717 / DFE (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (000000000) | |||||||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH / DIR (000000000) | |||||||
| TREASURY BILL 10/25 0.00000 / DBT (912797RD1) | |||||||
| MLPIREIS TRS EQUITY FEDL01+50 BOA / DE (000000000) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | |||||||
| FANNIE MAE FNR 2025 47 FJ / ABS-MBS (3136BWNH5) | |||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | |||||||
| WTI CRUDE FUTURE SEP25 IFEU 20250819 / DCO (000000000) | |||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | |||||||
| IRS EUR 2.11200 09/02/25-2Y LCH / DIR (000000000) | |||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | |||||||
| REVERSE REPO BANK OF MONTREAL REVERSE REPO / RA (000000000) | |||||||
| INF SWAP GB NI 3.466 09/15/24-10Y LCH / DIR (000000000) | |||||||
| BOUGHT COP SOLD USD 20250811 / DFE (000000000) | |||||||
| BOUGHT MYR SOLD USD 20250716 / DFE (000000000) | |||||||
| DK0004616018 / Realkredit Danmark A/S | |||||||
| DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 |
