PIMCO Long-Term U.S. Government Portfolio Holdings history

Fund Profile

Current holdings

Data for period

30 Jun 24

(Last reporting period)

Total assets

$1.16 bn

Liabilities

$713.51 mm

Net assets

$447.98 mm

Number of holdings

196.00

Holding trends

Total assets and liabilities

Assets

Liabilities

Total number of holdings

Holdings history data

$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.

Filter holdings

All historic holdings

Current

Data to display

$Value

#Units

%Holdings

Shade data

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Holding	Dec 19	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 21	Sep 21	Sep 21	Dec 21	Mar 22	Jun 22	Sep 22	Dec 22	Mar 23	Jun 23	Sep 23	Dec 23	Mar 24	Jun 24
ASHFORD HOSPITALITY TRUST 2018-ASHF
ASHFORD HOSPITALITY TRUST 2018-KEYS
ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM
ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM
AUTOMATIC DATA PROCESSING INC
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-DSNY
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ
BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE6
BANK-2018-BN11
BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH
BEAR STEARNS ADJ RATE MTGE 2003-9
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8
BEAR STEARNS ARM 2003-1 BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1
BEAR STEARNS ARM 2003-1 BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 2A1
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1
BENCHMARK 2024-V6 MORTGAGE TRUST
BENCHMARK MORTGAGE TRUST 2019-B9
BSST 2021-1818 MORTGAGE TRUST
BWAY 2013-1515 MORTGAGE TRUST 2013-1515
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-SMRT
CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-WSS
CITYLINE COMMERCIAL MORTGAGE TRUST 2016-CLNE
COMM MORTGAGE TRUST 2018-HOME
COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M
COUNTRYWIDE ALTERNATIVE LN TR 2005-14
COUNTRYWIDE HOME LOANS 2005-2
CS FIRST BOSTON MTGE SEC CORP 2003-AR18
CS FIRST BOSTON MTGE SEC. CORP 2002-AR28
CSMC 2021-ADV TRUST
DBGS MORTGAGE TRUST 2018-5BP
DBWF MORTGAGE TRUST 2016-85T
DBWF-2018-GLKS
ECMC GROUP STUDENT LOAN TRUST 2018-1A
EXTENDED STAY AMERICA TRUST 2021-ESH
FANNIE MAE 2001-28
FANNIE MAE 2002-21
FANNIE MAE 2003-18
FANNIE MAE 2003-71
FANNIE MAE 2003-76
FANNIE MAE 2005-110
FANNIE MAE 2007-39
FANNIE MAE 2007-73
FANNIE MAE G-26
FANNIE MAE G92-51
FANNIE MAE REMICS 2016-61
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)
FHA REILLY 1997
FHLMC PASS THRU POOLS FED HM LN PC POOL C61507 FG 12/31 FIXED 7
FHLMC PASS THRU POOLS FED HM LN PC POOL ZN4495 FR 12/48 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL ZN2776 FR 01/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL ZN2824 FR 01/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL ZT1320 FR 11/48 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL ZT1864 FR 04/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8003 FR 07/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8006 FR 08/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8015 FR 10/49 FIXED 2.5
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8018 FR 10/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8037 FR 01/50 FIXED 2.5
FHLMC PASS THRU POOLS FED HM LN PC POOL ZT1777 FR 03/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL ZT1952 FR 05/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL ZT2087 FR 06/49 FIXED 4
FHLMC STRUCTURED PASS THROUGH SECURITIES T-66
FHLMC STRUCTURED PASS THRU SEC T-62
FHLMC STRUCTURED PASS THRU SEC T-67
FLORIDA HURRICANE CATASTROPHE FD FIN COR
FNMA PASS THRU POOLS FNMA POOL BK8819 FN 08/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL AM7912 FN 02/40 FIXED 3.6
FNMA PASS THRU POOLS FNMA POOL AM9431 FN 08/30 FIXED 3.58
FNMA PASS THRU POOLS FNMA POOL 677530 FN 01/33 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL AS8270 FN 11/46 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL CA3674 FN 06/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL CA4174 FN 02/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL CA4574 FN 08/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BN6594 FN 05/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL CA2948 FN 09/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL AN3746 FN 12/36 FIXED 3.09
FNMA PASS THRU POOLS FNMA POOL BL0137 FN 10/30 FIXED 3.61
FNMA PASS THRU POOLS FNMA POOL BN4333 FN 02/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BN4389 FN 03/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL FM1238 FN 03/49 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL FM1921 FN 08/49 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA3638 FN 04/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA3687 FN 06/49 FIXED 4
FREDDIE MAC 1935
FREDDIE MAC 2551
FREDDIE MAC 2559
FREDDIE MAC 2752
FREDDIE MAC 2797
FREDDIE MAC 4677
FREDDIE MAC 4790
FREDDIE MAC REMICS 4380
FREDDIE MAC REMICS 4387
FREDDIE MAC REMICS 4745
FREDDIE MAC-1043
FREDDIE MAC-1562
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4.5 JUMBOS
GNMA PASS THRU POOLS GNMA II POOL 080444 G2 08/30 FLOATING VAR
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4 JUMBOS
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-2
GOVERNMENT NATL MTGE ASSOC 2003-65
GS MORTGAGE SECURITIES TRUST 2015-590M
HARBORVIEW MORTGAGE LOAN TR 2005-2
HARBORVIEW MORTGAGE LOAN TR 2005-4
HARBORVIEW MORTGAGE LOAN TR 2007-1
HERTZ VEHICLE FINANCING LLC 2022-1A
HERTZ VEHICLE FINANCING LLC 2022-2A
HILTON USA TRUST 2016-HHV
IHPT-2018-STAY
IMPAC CMB TR 2004-4
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-WIKI
JP MORGAN MORTGAGE TRUST 2007-A1
JP MORGAN MORTGAGE TRUST 2019-6
JP MORGAN MTGGE ACQUIS CORP 2005-OPT2
L.A. ARENA FUNDING LLC 1
LUXE COMMERCIAL MORTGAGE TRUST 2021-MLBH
LUXE TRUST 2021-TRIP
MASTR ASSET BACKED SEC TR 2004-WMC3
MERRILL LYNCH MORTGAGE INV INC 2004-WMC5
MET TOWER GLOBAL FUNDING
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C32
MORGAN STANLEY CAPITAL I INC 2018-MP
MORGAN STANLEY CAPITAL I INC 2021-230P
MORGAN STANLEY CAPITAL I TRUST 2018-SUN
MOTEL 6 TRUST 2017-MTL6
MUFG UNION BANK NA (AKA: UNION BANK OF CALIFORNIA)
N/A RFR USD SOFR/3.90000 04/10/24-10Y LCH
N/A 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072
N/A RFR USD SOFR/3.47000 02/22/23-7Y LCH
N/A US 2YR NOTE (CBT) SEP24 XCBT 20240930
N/A RFR USD SOFR/3.66500 01/24/24-10Y LCH
N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930
N/A 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407
N/A RFR USD SOFR/1.75000 10/23/23-30Y CME
N/A RFR USD SOFR/4.09000 04/30/24-10Y LCH
N/A 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072
N/A 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071
N/A RFR USD SOFR/4.23000 10/23/23-10Y LCH
N/A RFR USD SOFR/3.37000 07/12/23-30Y LCH
N/A 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407
N/A 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071
N/A RFR USD SOFR/3.67875 03/01/24-4Y* LCH
N/A RFR USD SOFR/3.85400 12/29/23-10Y LCH
N/A RFRF USD SF+26.161/1.4* 9/23/23-8Y* CME
N/A 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070
N/A 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072
N/A RFR USD SOFR/3.75000 01/02/24-10Y LCH
N/A RFR USD SOFR/3.86000 02/21/24-10Y LCH
N/A RFR USD SOFR/3.97000 02/27/24-5Y LCH
N/A RFR USD SOFR/3.69387 03/01/24-4Y* LCH
N/A RFR USD SOFR/3.90000 08/30/23-10Y LCH
N/A RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH
N/A RFR USD SOFR/3.50000 06/22/23-7Y LCH
N/A RFRF USD SF+26.161/1.4* 07/16/23-8Y CME
N/A RFR USD SOFR/3.64750 01/08/24-10Y LCH
N/A RFR USD SOFR/4.16500 09/27/23-10Y LCH
N/A 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071
N/A RFR USD SOFR/3.84200 12/26/23-10Y LCH
N/A RFR USD SOFR/3.87000 10/17/23-30Y LCH
N/A RFR USD SOFR/3.80000 09/05/23-5Y LCH
N/A RFR USD SOFR/3.73500 08/07/23-10Y LCH
N/A RFR USD SOFR/4.17000 10/03/23-10Y LCH
N/A 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072
N/A RFR USD SOFR/3.70000 03/05/24-10Y LCH
N/A RFR USD SOFR/3.80000 03/10/23-5Y LCH
N/A RFR USD SOFR/4.15000 04/22/24-10Y LCH
N/A RFR USD SOFR/4.03000 12/15/23-10Y LCH
N/A RFR USD SOFR/4.03000 10/04/23-10Y LCH
N/A RFR USD SOFR/3.83000 10/12/23-30Y LCH
N/A RFR USD SOFR/3.95000 12/19/23-10Y LCH
N/A RFR USD SOFR/3.86842 03/01/24-7Y* LCH
N/A 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407
N/A 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724
N/A RFR USD SOFR/3.68500 01/24/24-10Y LCH
N/A RFR USD SOFR/3.72147 06/03/24-9Y* LCH
N/A 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723
N/A RFR USD SOFR/3.75000 06/20/24-7Y LCH
N/A 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407
N/A 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407
N/A RFR USD SOFR/3.80000 06/03/24-7Y* LCH
N/A 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240
N/A 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705
N/A RFRF USD SOFR/2.33000 10/25/23-30Y CME
N/A RFR USD SOFR/3.75000 06/20/24-10Y LCH
N/A RFR USD SOFR/1.60000 10/23/23-5Y CME
N/A 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070
N/A RFR USD SOFR/4.17500 10/10/23-10Y LCH
N/A 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407
N/A RFR USD SOFR/3.88000 10/16/23-30Y LCH
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A RFR USD SOFR/3.90000 04/15/24-10Y LCH
N/A RFR USD SOFR/4.15500 10/02/23-10Y LCH
N/A RFR USD SOFR/4.25500 10/23/23-10Y LCH
N/A RFR USD SOFR/3.83400 03/01/24-7Y* LCH
N/A US LONG BOND(CBT) SEP24 XCBT 20240919
N/A 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708
N/A RFRF USD SOFR/2.39500 10/25/23-5Y CME
N/A RFR USD SOFR/3.95000 09/13/23-10Y LCH
N/A RFR USD SOFR/3.34000 02/23/23-7Y LCH
N/A RFR USD SOFR/4.13000 05/03/24-10Y LCH
N/A US 10YR ULTRA FUT SEP24 XCBT 20240919
N/A RFR USD SOFR/3.55500 03/05/24-30Y LCH
N/A 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071
N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919
N/A RFR USD SOFR/4.08000 04/17/24-10Y LCH
N/A RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH
N/A RFR USD SOFR/4.10500 04/24/24-10Y LCH
N/A RFR USD SOFR/3.61000 12/12/22-10Y LCH
N/A RFR USD SOFR/3.08000 02/23/23-30Y LCH
N/A RFR USD SOFR/3.75000 07/12/23-10Y LCH
N/A 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407
N/A RFR USD SOFR/3.76000 08/23/23-10Y LCH
N/A RFR USD SOFR/3.73500 01/23/24-10Y LCH
N/A RFR USD SOFR/4.20000 10/18/23-10Y LCH
N/A RFR USD SOFR/3.82054 03/01/24-7Y* LCH
N/A RFR USD SOFR/3.60000 01/17/24-10Y LCH
N/A FIXED INC CLEARING CORP.REPO
N/A RFR USD SOFR/4.03000 12/15/23-10Y LCH
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A FIXED INC CLEARING CORP.REPO
N/A 317U5GNA5 PIMCO SWAPTION 3.75 CALL USD 2024041
N/A RFR USD SOFR/3.73500 01/23/24-10Y LCH
N/A RFR USD SOFR/4.25500 10/23/23-10Y LCH
N/A US 10YR FUT OPTN MAY24P 109 EXP 04/26/2024
N/A RFR USD SOFR/1.75000 10/23/23-30Y CME
N/A 317U5J7A7 PIMCO SWAPTION 3.69 CALL USD 2024042
N/A 317U5BTA0 PIMCO SWAPTION 3.624 CALL USD 202404
N/A 317U5J6A8 PIMCO SWAPTION 4.09 PUT USD 20240426
N/A 317U5HLA5 PIMCO SWAPTION 4.105 PUT USD 2024042
N/A US 10YR FUT OPTN MAY24C 111.5 EXP 04/26/2024
N/A US 10YR FUT OPTN MAY24C 113 EXP 04/26/2024
N/A RFR USD SOFR/3.63761 03/01/24-4Y* LCH
N/A RFR USD SOFR/3.75000 01/02/24-10Y LCH
N/A RFR USD SOFR/3.68500 01/24/24-10Y LCH
N/A 317U5EPA8 PIMCO SWAPTION 3.5 CALL USD 20240408
N/A RFR USD SOFR/3.80000 06/03/24-7Y* LCH
N/A 317U5EOA9 PIMCO SWAPTION 3.9 PUT USD 20240408
N/A 317U5GMA6 PIMCO SWAPTION 4.15 PUT USD 20240418
N/A RFRF USD SF+26.161/1.4* 07/16/23-8Y CME
N/A RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH
N/A 317U5AZA5 PIMCO SWAPTION 3.75 CALL USD 2024040
N/A RFR USD SOFR/3.83400 03/01/24-7Y* LCH
N/A US 10YR FUT OPTN MAY24P 108.5 EXP 04/26/2024
N/A RFRF USD SOFR/2.33000 10/25/23-30Y CME
N/A RFR USD SOFR/3.61000 12/12/22-10Y LCH
N/A RFR USD SOFR/1.60000 10/23/23-5Y CME
N/A RFR USD SOFR/3.80740 03/01/24-4Y* LCH
N/A RFRF USD SF+26.161/1.4* 9/23/23-8Y* CME
N/A RFR USD SOFR/3.67875 03/01/24-4Y* LCH
N/A RFRF USD SOFR/2.39500 10/25/23-5Y CME
N/A 317U5AYA6 PIMCO SWAPTION 4.25 PUT USD 20240402
N/A RFR USD SOFR/3.86842 03/01/24-7Y* LCH
N/A RFR USD SOFR/3.72147 06/03/24-9Y* LCH
N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628
N/A 317U5G7A3 PIMCO SWAPTION 3.68 CALL USD 2024041
N/A RFR USD SOFR/3.82054 03/01/24-7Y* LCH
N/A RFR USD SOFR/3.55500 03/05/24-30Y LCH
N/A 317U5F2A0 PIMCO SWAPTION 3.9 PUT USD 20240411
N/A 317U5HKA6 PIMCO SWAPTION 3.705 CALL USD 202404
N/A 317U5G6A4 PIMCO SWAPTION 4.08 PUT USD 20240415
N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618
N/A 317U5BPA4 PIMCO SWAPTION 4.027 PUT USD 2024040
N/A US LONG BOND(CBT) JUN24 XCBT 20240618
N/A RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH
N/A US 10YR ULTRA FUT JUN24 XCBT 20240618
N/A 317U5G8A2 PIMCO SWAPTION 4.085 PUT USD 2024041
N/A 317U5G9A1 PIMCO SWAPTION 3.685 CALL USD 202404
N/A RFR USD SOFR/4.20000 10/18/23-10Y LCH
N/A 317U5F3A9 PIMCO SWAPTION 3.5 CALL USD 20240411
N/A RFR USD SOFR/4.17500 10/10/23-10Y LCH
N/A US 5YR NOTE (CBT) MAR24 XCBT 20240328
N/A 317U4SPA8 PIMCO SWAPTION 3.685 PUT USD 2024012
N/A RFR USD SOFR/4.25500 10/23/23-10Y LCH
N/A RFR USD SOFR/1.60000 10/23/23-5Y CME
N/A RFR USD SOFR/3.80000 09/05/23-5Y LCH
N/A RFR USD SOFR/4.15500 10/02/23-10Y LCH
N/A RFR USD SOFR/3.95000 12/19/23-10Y LCH
N/A 3175134V8 OTC ECAL FN 6.0 FEB24 101.226563 CALL
N/A RFR USD SOFR/3.75000 01/02/24-10Y LCH
N/A RFRF USD SF+26.161/1.4* 9/23/23-8Y* CME
N/A RFR USD SOFR/3.83000 10/12/23-30Y LCH
N/A 317U4RJA7 PIMCO SWAPTION 3.744 PUT USD 2024011
N/A 317U4NPA9 PIMCO SWAPTION 4.01 PUT USD 20240105
N/A 317U4NIA7 PIMCO SWAPTION 3.6475 CALL USD 20240
N/A RFR USD SOFR/1.75000 10/23/23-30Y CME
N/A RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH
N/A RFR USD SOFR/4.23000 10/23/23-10Y LCH
N/A 317U4ROA1 PIMCO SWAPTION 3.735 PUT USD 2024011
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A 317U4SSA5 PIMCO SWAPTION 3.215 CALL USD 202401
N/A 317U4PNA6 PIMCO SWAPTION 4.05 PUT USD 20240112
N/A 317U4PCA8 PIMCO SWAPTION 3.455 CALL USD 202401
N/A RFR USD SOFR/4.03000 12/15/23-10Y LCH
N/A RFR USD SOFR/4.20000 10/18/23-10Y LCH
N/A 317U4QZA1 PIMCO SWAPTION 3.75 PUT USD 20240116
N/A US 10YR ULTRA FUT MAR24 XCBT 20240319
N/A 317U4R0A7 PIMCO SWAPTION 3.3 CALL USD 20240116
N/A 317U4PBA9 PIMCO SWAPTION 3.955 PUT USD 2024010
N/A 317U4RKA5 PIMCO SWAPTION 3.344 CALL USD 202401
N/A RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH
N/A RFRF USD SOFR/2.33000 10/25/23-30Y CME
N/A RFR USD SOFR/3.61000 12/12/22-10Y LCH
N/A RFRF USD SOFR/2.39500 10/25/23-5Y CME
N/A 317U4QFA3 PIMCO SWAPTION 3.55 CALL USD 2024011
N/A 317U4QEA4 PIMCO SWAPTION 4.0 PUT USD 20240116
N/A US 2YR NOTE (CBT) MAR24 XCBT 20240328
N/A 317U4RPA0 PIMCO SWAPTION 3.285 CALL USD 202401
N/A RFRF USD SF+26.161/1.4* 07/16/23-8Y CME
N/A RFR USD SOFR/4.16500 09/27/23-10Y LCH
N/A 317U4POA5 PIMCO SWAPTION 3.6 CALL USD 20240112
N/A 317U4P0A1 PIMCO SWAPTION 3.994 PUT USD 2024010
N/A 317U4NQA8 PIMCO SWAPTION 3.56 CALL USD 2024010
N/A RFR USD SOFR/3.37000 07/12/23-30Y LCH
N/A RFR USD SOFR/3.73500 08/07/23-10Y LCH
N/A RFR USD SOFR/3.85400 12/29/23-10Y LCH
N/A FIXED INC CLEARING CORP.REPO
N/A US 10YR NOTE (CBT)MAR24 XCBT 20240319
N/A RFR USD SOFR/3.87000 10/17/23-30Y LCH
N/A RFR USD SOFR/3.88000 10/16/23-30Y LCH
N/A 317584GC8 OTC EPUT FN 6.0 FEB24 99.226563 PUT
N/A 317U4P1A0 PIMCO SWAPTION 3.494 CALL USD 202401
N/A 317U4SRA6 PIMCO SWAPTION 3.665 PUT USD 2024012
N/A RFR USD SOFR/3.84200 12/26/23-10Y LCH
N/A 317U4SQA7 PIMCO SWAPTION 3.235 CALL USD 202401
N/A RFR USD SOFR/4.17000 10/03/23-10Y LCH
N/A 317U3U6A5 PIMCO SWAPTION 4.17 PUT USD 20230929
N/A 317U3U7A4 PIMCO SWAPTION 3.72 CALL USD 2023092
N/A 317U3V5A4 PIMCO SWAPTION 4.03 PUT USD 20231002
N/A 317U3V6A3 PIMCO SWAPTION 3.58 CALL USD 2023100
N/A 317U3W6A1 PIMCO SWAPTION 4.175 PUT USD 2023100
N/A 317U3W7A0 PIMCO SWAPTION 3.725 CALL USD 202310
N/A 317U3XCA2 PIMCO SWAPTION 3.83 PUT USD 20231010
N/A 317U3XDA1 PIMCO SWAPTION 3.43 CALL USD 2023101
N/A 317U3XHA7 PIMCO SWAPTION 3.88 PUT USD 20231012
N/A 317U3XIA6 PIMCO SWAPTION 3.48 CALL USD 2023101
N/A 317U3Y6A7 PIMCO SWAPTION 3.87 PUT USD 20231013
N/A 317U3Y7A6 PIMCO SWAPTION 3.47 CALL USD 2023101
N/A 317U3YVA9 PIMCO SWAPTION 4.2 PUT USD 20231016
N/A 317U3YWA8 PIMCO SWAPTION 3.8 CALL USD 20231016
N/A 317U3ZMA6 PIMCO SWAPTION 4.23 PUT USD 20231019
N/A 317U3ZNA5 PIMCO SWAPTION 3.83 CALL USD 2023101
N/A 317U3ZRA1 PIMCO SWAPTION 4.255 PUT USD 2023101
N/A 317U3ZSA0 PIMCO SWAPTION 3.855 CALL USD 202310
N/A 317U633Z0 PIMCO SWAPTION 2.395 PUT USD 2023102
N/A 317U634Z9 PIMCO SWAPTION 2.33 PUT USD 20231023
N/A OIS USD SOFR/1.60000 10/23/23-5Y CME
N/A RFR USD SOFR/1.75000 10/23/23-30Y CME
N/A RFR USD SOFR/3.37000 07/12/23-30Y LCH
N/A RFR USD SOFR/3.61000 12/12/22-10Y LCH
N/A RFR USD SOFR/3.73500 08/07/23-10Y LCH
N/A RFR USD SOFR/3.75000 07/12/23-10Y LCH
N/A RFR USD SOFR/3.80000 08/30/23-10Y LCH
N/A RFR USD SOFR/3.80000 09/05/23-5Y LCH
N/A RFR USD SOFR/3.90000 08/30/23-10Y LCH
N/A RFR USD SOFR/4.15500 10/02/23-10Y LCH
N/A RFR USD SOFR/4.16500 09/27/23-10Y LCH
N/A RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH
N/A RFRF USD SF+26.161/0.7* 9/16/23-0Y* CME
N/A RFRF USD SF+26.161/1.4* 07/16/23-8Y CME
N/A RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH
N/A RFRF USD SF+26.161/1.4* 9/23/23-8Y* CME
N/A US 10YR NOTE (CBT)DEC23 XCBT 20231219
N/A US 10YR ULTRA FUT DEC23 XCBT 20231219
N/A US 2YR NOTE (CBT) DEC23 XCBT 20231229
N/A US 5YR NOTE (CBT) DEC23 XCBT 20231229
N/A FIXED INC CLEARING CORP.REPO
N/A 317U2YXA8 PIMCO SWAPTION 3.8 PUT USD 20230831
N/A 317U2YYA7 PIMCO SWAPTION 3.1 CALL USD 20230831
N/A 317U2Z5A6 PIMCO SWAPTION 3.4 PUT USD 20230703
N/A 317U2Z6A5 PIMCO SWAPTION 3.0 CALL USD 20230703
N/A 317U32LA0 PIMCO SWAPTION 3.75 PUT USD 20230710
N/A 317U32MA9 PIMCO SWAPTION 3.3 CALL USD 20230710
N/A 317U33BA9 PIMCO SWAPTION 3.37 PUT USD 20230710
N/A 317U33CA8 PIMCO SWAPTION 3.07 CALL USD 2023071
N/A 317U35HA8 PIMCO SWAPTION 3.36 PUT USD 20230714
N/A 317U35IA7 PIMCO SWAPTION 3.06 CALL USD 2023071
N/A 317U38DA6 PIMCO SWAPTION 3.67 PUT USD 20230724
N/A 317U38EA5 PIMCO SWAPTION 3.27 CALL USD 2023072
N/A 317U39FA2 PIMCO SWAPTION 3.66 PUT USD 20230726
N/A 317U39GA1 PIMCO SWAPTION 3.26 CALL USD 2023072
N/A 317U39HA0 PIMCO SWAPTION 3.66 PUT USD 20230726
N/A 317U39IA9 PIMCO SWAPTION 3.26 CALL USD 2023072
N/A 317U39QA0 PIMCO SWAPTION 3.85 PUT USD 20230727
N/A 317U39RA9 PIMCO SWAPTION 3.35 CALL USD 2023072
N/A 317U39SA8 PIMCO SWAPTION 3.85 PUT USD 20230727
N/A 317U39TA7 PIMCO SWAPTION 3.35 CALL USD 2023072
N/A 317U3AYA8 PIMCO SWAPTION 3.78 PUT USD 20230731
N/A 317U3AZA7 PIMCO SWAPTION 3.38 CALL USD 2023073
N/A 317U633Z0 PIMCO SWAPTION 2.395 PUT USD 2023102
N/A 317U634Z9 PIMCO SWAPTION 2.33 PUT USD 20231023
N/A IRSF USD 0.00000 03/30/21-3Y* LCH
N/A IRSF USD 0.00000 07/21/21-2Y LCH
N/A IRSF USD 0.75000 12/16/22-1Y* (WHT) CME
N/A IRSF USD 1.25000 12/16/22-1Y* (WHT) CME
N/A IRSF USD 1.45200 01/16/23-0Y* CME
N/A IRSF USD 1.48700 12/23/22-1Y* (WHT) CME
N/A OIS USD SOFR/1.60000 10/23/23-5Y CME
N/A RFR USD SOFR/1.75000 10/23/23-30Y CME
N/A RFR USD SOFR/3.50000 06/22/23-7Y LCH
N/A RFR USD SOFR/3.61000 12/12/22-10Y LCH
N/A RFR USD SOFR/3.80000 03/10/23-5Y LCH
N/A RFRF USD SF+26.161/0.00 03/30/21-3Y* LCH
N/A RFRF USD SF+26.161/0.00 07/21/21-2Y LCH
N/A RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH
N/A RFRF USD SF+26.161/0.7* 9/16/23-0Y* CME
N/A RFRF USD SF+26.161/1.4* 07/16/23-8Y CME
N/A RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH
N/A RFRF USD SF+26.161/1.4* 9/23/23-8Y* CME
N/A US 10YR NOTE (CBT)SEP23 XCBT 20230920
N/A US 10YR ULTRA FUT SEP23 XCBT 20230920
N/A US 2YR NOTE (CBT) SEP23 XCBT 20230929
N/A US 5YR NOTE (CBT) SEP23 XCBT 20230929
N/A FIXED INC CLEARING CORP.REPO
N/A 317U2JRA8 PIMCO SWAPTION 3.7 PUT USD 20230414
N/A 317U2JSA7 PIMCO SWAPTION 3.05 CALL USD 2023041
N/A 317U2N7A1 PIMCO SWAPTION 3.5 PUT USD 20230428
N/A 317U2N8A0 PIMCO SWAPTION 3.0 CALL USD 20230428
N/A 317U633Z0 PIMCO SWAPTION 2.395 PUT USD 2023102
N/A 317U634Z9 PIMCO SWAPTION 2.33 PUT USD 20231023
N/A IRS USD 0.75000 03/30/21-10Y LCH
N/A IRS USD 0.75000 12/16/20-3Y CME
N/A IRS USD 1.25000 12/16/20-30Y CME
N/A IRS USD 1.44100 07/21/21-10Y LCH
N/A IRS USD 1.45200 07/16/21-10Y CME
N/A IRS USD 1.48700 06/23/21-10Y CME
N/A OIS USD SOFR/1.60000 10/23/23-5Y CME
N/A RFR USD SOFR/1.75000 10/23/23-30Y CME
N/A RFR USD SOFR/3.37000 03/01/23-10Y LCH
N/A RFR USD SOFR/3.61000 12/12/22-10Y LCH
N/A RFR USD SOFR/3.80000 03/10/23-5Y LCH
N/A 317555EM8 OTC EPUT FN 4.0 95.625
N/A US 10YR FUT OPTN MAY23C 118 EXP 04/21/2023
N/A US 10YR FUT OPTN MAY23C 119 EXP 04/21/2023
N/A US 10YR FUT OPTN MAY23P 112 EXP 04/21/2023
N/A US 10YR FUT OPTN MAY23P 112.5 EXP 04/21/2023
N/A US 10YR NOTE (CBT)JUN23 XCBT 20230621
N/A US 10YR ULTRA FUT JUN23 XCBT 20230621
N/A US 2YR NOTE (CBT) JUN23 XCBT 20230630
N/A US 5YR NOTE (CBT) JUN23 XCBT 20230630
N/A FIXED INC CLEARING CORP.REPO
N/A 317U1QJA2 PIMCO SWAPTION 3.8 PUT USD 20230112
N/A 317U1QKA0 PIMCO SWAPTION 3.2 CALL USD 20230112
N/A 317U1SYA1 PIMCO SWAPTION 3.73 PUT USD 20230123
N/A 317U1SZA0 PIMCO SWAPTION 3.23 CALL USD 2023012
N/A 317U633Z0 PIMCO SWAPTION 2.395 PUT USD 2023102
N/A 317U634Z9 PIMCO SWAPTION 2.33 PUT USD 20231023
N/A IRS USD 0.75000 12/16/20-3Y CME
N/A IRS USD 1.44100 07/21/21-10Y LCH
N/A IRS USD 1.45200 07/16/21-10Y CME
N/A IRS USD 1.48700 06/23/21-10Y CME
N/A OIS USD SOFR/1.60000 10/23/23-5Y CME
N/A OIS USD SOFR/1.75000 10/23/23-30Y CME
N/A RFR USD SOFR/3.61000 12/12/22-10Y LCH
N/A 31750KMK5 OPTION MAR23 ECAL FN 4.5 99 CALL
N/A 317536AI1 OTC ECAL FN 5.5 JAN23 101.890625 CALL
N/A 317543GN0 OTC EPUT FN 5.0 MAR23 98.765625 PUT
N/A 3175544B6 OPTION MAR23 EPUT FN 4.5 PUT 97
N/A 317575BD9 OTC ECAL FN 5.0 MAR23 100.765625 CALL
N/A US 10YR NOTE (CBT)MAR23 XCBT 20230322
N/A US 10YR ULTRA FUT MAR23 XCBT 20230322
N/A US 2YR NOTE (CBT) MAR23 XCBT 20230331
N/A US 5YR NOTE (CBT) MAR23 XCBT 20230331
N/A FIXED INC CLEARING CORP.REPO
N/A REPO BANK AMERICA REPO
N/A 317U633Z0 PIMCO SWAPTION 2.395 PUT USD 2023102
N/A 317U634Z9 PIMCO SWAPTION 2.33 PUT USD 20231023
N/A IRS USD 0.75000 12/16/20-3Y CME
N/A IRS USD 1.15000 03/30/21-30Y LCH
N/A IRS USD 1.25000 06/09/21-20Y LCH
N/A IRS USD 1.44100 07/21/21-10Y LCH
N/A IRS USD 1.45200 07/16/21-10Y CME
N/A IRS USD 1.48700 06/23/21-10Y CME
N/A OIS USD SOFR/1.60000 10/23/23-5Y CME
N/A OIS USD SOFR/1.75000 10/23/23-30Y CME
N/A US 10YR NOTE (CBT)DEC22 XCBT 20221220
N/A US 10YR ULTRA FUT DEC22 XCBT 20221220
N/A US 2YR NOTE (CBT) DEC22 XCBT 20221230
N/A US 5YR NOTE (CBT) DEC22 XCBT 20221230
N/A US ULTRA BOND CBT DEC22 XCBT 20221220
N/A FIXED INC CLEARING CORP.REPO
N/A 317U0DPA5 PIMCO SWAPTION 3.05 PUT USD 20220816
N/A 317U0DQA4 PIMCO SWAPTION 2.35 CALL USD 2022081
N/A 317U633Z0 PIMCO SWAPTION 2.395 PUT USD 2023102
N/A 317U634Z9 PIMCO SWAPTION 2.33 PUT USD 20231023
N/A IRS USD 0.75000 12/16/20-3Y CME
N/A IRS USD 1.25000 06/09/21-20Y LCH
N/A IRS USD 1.44100 07/21/21-10Y LCH
N/A IRS USD 1.45200 07/16/21-10Y CME
N/A IRS USD 1.48700 06/23/21-10Y CME
N/A OIS USD SOFR/1.60000 10/23/23-5Y CME
N/A OIS USD SOFR/1.75000 10/23/23-30Y CME
N/A US 10YR NOTE (CBT)SEP22 XCBT 20220921
N/A US 10YR ULTRA FUT SEP22 XCBT 20220921
N/A US 2YR NOTE (CBT) SEP22 XCBT 20220930
N/A US 5YR NOTE (CBT) SEP22 XCBT 20220930
N/A US ULTRA BOND CBT SEP22 XCBT 20220921
N/A FIXED INC CLEARING CORP.REPO
N/A 317565WP0 OTC ECAL G2 3.0 101.191406
N/A 317U633Z0 PIMCO SWAPTION 2.395 PUT USD 2023102
N/A 317U634Z9 PIMCO SWAPTION 2.33 PUT USD 20231023
N/A IRS USD 0.75000 12/16/20-3Y CME
N/A IRS USD 1.25000 06/09/21-20Y LCH
N/A IRS USD 1.44100 07/21/21-10Y LCH
N/A IRS USD 1.45200 07/16/21-10Y CME
N/A IRS USD 1.48700 06/23/21-10Y CME
N/A OIS USD SOFR/1.60000 10/23/23-5Y CME
N/A OIS USD SOFR/1.75000 10/23/23-30Y CME
N/A 317526M57 OTC ECAL FN 2.5 98.523437
N/A 3175581N4 OTC ECAL FN 2.5 99.00781
N/A 3175729C1 OTC ECAL FN 2.5 98.828125
N/A 317594EW5 OTC ECAL FN 2.5 98.617187
N/A 317594NT2 OTC ECAL FN 2.5 98.390625
N/A US 10YR NOTE (CBT)JUN22 XCBT 20220621
N/A US 10YR ULTRA FUT JUN22 XCBT 20220621
N/A US 2YR NOTE (CBT) JUN22 XCBT 20220630
N/A US 5YR NOTE (CBT) JUN22 XCBT 20220630
N/A US ULTRA BOND CBT JUN22 XCBT 20220621
N/A FIXED INC CLEARING CORP.REPO
N/A 317U633Z0 PIMCO SWAPTION 2.395 PUT USD 2023102
N/A 317U634Z9 PIMCO SWAPTION 2.33 PUT USD 20231023
N/A IRS USD 0.75000 12/16/20-3Y CME
N/A IRS USD 1.25000 06/09/21-20Y LCH
N/A IRS USD 1.44100 07/21/21-10Y LCH
N/A IRS USD 1.45200 07/16/21-10Y CME
N/A IRS USD 1.48700 06/23/21-10Y CME
N/A OIS USD SOFR/1.60000 10/23/23-5Y CME
N/A OIS USD SOFR/1.75000 10/23/23-30Y CME
N/A 31750J303 OTC ECAL FN 2.0 FEB22 100.4375 CALL
N/A 31750J6L4 OTC ECAL FN 3.0 103.7578125
N/A 317514EE3 OTC ECAL FN 2.0 100.484375
N/A 317517MA5 OTC ECAL FN 2.0 100.355468
N/A 317541IV4 OTC ECAL FN 2.0 100.351562
N/A 317543GC4 OTC ECAL FN 3.0 103.7109375
N/A 3175457D7 OTC ECAL FN 2.0 100.15625
N/A 317545YX3 OTC ECAL FN 2.0 100.296875
N/A 317568O57 OTC ECAL FN 2.0 100.273437
N/A 317574TU5 OTC ECAL FN 3.0 103.75390625
N/A 317593W07 ECAL FN2.0 FEB22 100.33203125 CALL
N/A 317596RP1 OTC ECAL FN 2.0 100.386718
N/A 317599XC7 OTC ECAL FN 2.0 100.375
N/A US 10YR NOTE (CBT)MAR22 XCBT 20220322
N/A US 10YR ULTRA FUT MAR22 XCBT 20220322
N/A US 2YR NOTE (CBT) MAR22 XCBT 20220331
N/A US 5YR NOTE (CBT) MAR22 XCBT 20220331
N/A US ULTRA BOND CBT MAR22 XCBT 20220322
N/A FIXED INC CLEARING CORP.REPO
N/A 317U337Z9 PIMCO SWAPTION 0.010 PUT USD 2021122
N/A 317U338Z8 PIMCO SWAPTION 0.016575 PUT USD 2021
N/A IRS USD 0.75000 12/16/20-3Y CME
N/A IRS USD 1.00000 03/17/21-30Y LCH
N/A IRS USD 1.00000 12/16/20-10Y CME
N/A IRS USD 1.25000 06/09/21-20Y LCH
N/A IRS USD 1.44100 07/21/21-10Y LCH
N/A IRS USD 1.45200 07/16/21-10Y CME
N/A IRS USD 1.46750 07/15/21-10Y CME
N/A IRS USD 1.48700 06/23/21-10Y CME
N/A 317584BW9 OTC ECAL FN 2.5 103.078125
N/A 317591RK3 OTC ECAL FN 2.0 100.4140625
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 2YR NOTE (CBT) DEC21 XCBT 20211231
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A US ULTRA BOND CBT DEC21 XCBT 20211221
N/A FIXED INC CLEARING CORP.REPO
N/A 317U337Z9 PIMCO SWAPTION 0.010 PUT USD 2021122
N/A 317U338Z8 PIMCO SWAPTION 0.016575 PUT USD 2021
N/A IRS USD 0.75000 12/16/20-3Y CME
N/A IRS USD 1.00000 03/17/21-30Y LCH
N/A IRS USD 1.25000 06/09/21-20Y LCH
N/A IRS USD 1.44100 07/21/21-10Y LCH
N/A IRS USD 1.45200 07/16/21-10Y CME
N/A IRS USD 1.46750 07/15/21-10Y CME
N/A IRS USD 1.48700 06/23/21-10Y CME
N/A 317584BW9 OTC ECAL FN 2.5 103.078125
N/A 317591RK3 OTC ECAL FN 2.0 100.4140625
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 2YR NOTE (CBT) DEC21 XCBT 20211231
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A US ULTRA BOND CBT DEC21 XCBT 20211221
N/A FIXED INC CLEARING CORP.REPO
N/A 317U422Y8 PIMCO SWAPTION 0.018675 PUT USD 2021
N/A 317U423Y7 PIMCO SWAPTION 0.014675 CALL USD 202
N/A 317U429Y1 PIMCO SWAPTION 0.01852 PUT USD 20210
N/A 317U430Y8 PIMCO SWAPTION 0.01452 CALL USD 2021
N/A 317U454Y9 PIMCO SWAPTION 0.01855 PUT USD 20210
N/A 317U455Y8 PIMCO SWAPTION 0.01441 CALL USD 2021
N/A 317U606Y6 PIMCO SWAPTION 0.016975 PUT USD 2021
N/A 317U607Y5 PIMCO SWAPTION 0.012975 CALL USD 202
N/A IRS USD 0.75000 12/16/20-3Y CME
N/A IRS USD 1.00000 03/17/21-30Y LCH
N/A IRS USD 1.25000 06/09/21-20Y LCH
N/A IRS USD 1.48700 06/23/21-10Y CME
N/A US 10YR NOTE (CBT)SEP21 XCBT 20210921
N/A US 2YR NOTE (CBT) SEP21 XCBT 20210930
N/A US 5YR NOTE (CBT) SEP21 XCBT 20210930
N/A US ULTRA BOND CBT SEP21 XCBT 20210921
N/A IRS USD 0.75000 12/16/20-3Y CME
N/A IRS USD 1.00000 03/17/21-30Y LCH
N/A IRS USD 1.25000 06/09/21-20Y LCH
N/A 317515CI3 OTC EPUT FN 2.0 99.546875
N/A 3175227J3 OTC ECAL FN 2.0 101.875
N/A 317547T49 OTC EPUT FN 3.0 104.1796875
N/A 317552SR9 OTC ECAL FN 2.0 102.078125
N/A 317594X87 OTC EPUT FN 2.5 102.25
N/A 317598UK4 OTC EPUT FN 2.0 99.875
N/A 317599JG4 OTC EPUT FN 2.0 100.078125
N/A US 10YR NOTE (CBT)JUN21 XCBT 20210621
N/A US 10YR ULTRA FUT JUN21 XCBT 20210621
N/A US 2YR NOTE (CBT) JUN21 XCBT 20210630
N/A US 5YR NOTE (CBT) JUN21 XCBT 20210630
N/A US LONG BOND(CBT) JUN21 XCBT 20210621
N/A US ULTRA BOND CBT JUN21 XCBT 20210621
N/A IRS USD 0.75000 12/16/20-3Y CME
N/A IRS USD 1.00000 03/17/21-30Y LCH
N/A IRS USD 1.25000 06/09/21-20Y LCH
N/A US 10YR NOTE (CBT)MAR21 XCBT 20210322
N/A US 10YR ULTRA FUT MAR21 XCBT 20210322
N/A US 2YR NOTE (CBT) MAR21 XCBT 20210331
N/A US 5YR NOTE (CBT) MAR21 XCBT 20210331
N/A US LONG BOND(CBT) MAR21 XCBT 20210322
N/A US ULTRA BOND CBT MAR21 XCBT 20210322
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A IRS USD 0.30000 12/07/20-5Y CME
N/A IRS USD 0.70000 12/07/20-10Y CME
N/A IRS USD 0.75000 12/16/20-3Y CME
N/A IRS USD 0.90000 12/07/20-30Y CME
N/A 31750GRS2 OTC EPUT FN 2.0 103.28125
N/A 317513JI1 OTC EPUT FN 2.0 101.984375
N/A 317521Q13 OTC EPUT FN 2.0 102.1875
N/A 3175363L2 OTC ECAL FN 2.0 OCT20 103.28125 CALL
N/A 317544831 OTC EPUT FN 2.0 OCT20 102.140625 PUT
N/A 317555C57 OTC EPUT FN 2.0 OCT20 101.953125 PUT
N/A 317557551 OTC ECAL FN 2.0 103.96875
N/A US 10YR NOTE (CBT)DEC20 XCBT 20201221
N/A US 10YR ULTRA FUT DEC20 XCBT 20201221
N/A US 2YR NOTE (CBT) DEC20 XCBT 20201231
N/A US 5YR NOTE (CBT) DEC20 XCBT 20201231
N/A US LONG BOND(CBT) DEC20 XCBT 20201221
N/A US ULTRA BOND CBT DEC20 XCBT 20201221
N/A FIXED INC CLEARING CORP.REPO
N/A IRS USD 0.95750 03/31/20-10Y CME
N/A IRS USD 1.25000 06/17/20-5Y CME
N/A IRS USD 1.62000 02/25/20-10Y CME
N/A IRS USD 1.62500 01/16/20-30Y CME
N/A IRS USD 1.62500 02/03/20-30Y CME
N/A IRS USD 1.75000 01/22/20-30Y CME
N/A IRS USD 1.87500 02/07/20-30Y CME
N/A IRS USD 2.00000 01/15/20-30Y CME
N/A IRS USD 2.25000 03/12/20-30Y CME
N/A IRS USD 2.25000 12/11/19-30Y CME
N/A IRS USD 2.38387 09/07/17-30Y CME
N/A IRS USD 2.45000 05/13/20-2Y CME
N/A IRS USD 2.51000 05/13/20-10Y CME
N/A IRS USD 3.00000 02/04/21-2Y CME
N/A IRS USD 3.22000 11/15/18-10Y CME
N/A 3175826B5 OTC EPUT FN 2.5 8 5 AUG20 102.421875 PUT
N/A 3175SG754 OTC EPUT FN 2.0 100.421875
N/A US 10YR NOTE (CBT)SEP20 XCBT 20200921
N/A US 10YR ULTRA FUT SEP20 XCBT 20200921
N/A US 2YR NOTE (CBT) SEP20 XCBT 20200930
N/A US 5YR NOTE (CBT) SEP20 XCBT 20200930
N/A US LONG BOND(CBT) SEP20 XCBT 20200921
N/A FIXED INC CLEARING CORP.REPO
N/A 317U285Q1 IRO USD 2Y C 2.45000 MAY20 2.45 CALL
N/A 317U286Q0 IRO USD 10Y C 2.5100 MAY20 2.51 CALL
N/A IRS USD 0.95750 03/31/20-10Y CME
N/A IRS USD 1.62000 02/25/20-10Y CME
N/A IRS USD 2.38387 09/07/17-30Y CME
N/A IRS USD 3.00000 02/04/21-2Y CME
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A 317513DG1 INF FLR USD 216.687 APR20 .001 PUT
N/A 317U285Q1 IRO USD 2Y C 2.45000 MAY20 2.45 CALL
N/A 317U286Q0 IRO USD 10Y C 2.5100 MAY20 2.51 CALL
N/A 317U913M0 IRO USD 10Y P 4.0000 FEB20 4 PUT
N/A 317U914M9 IRO USD 30Y P 3.7500 FEB20 3.75 PUT
N/A IRS USD 2.38387 09/07/17-30Y CME
N/A IRS USD 3.00000 02/04/21-2Y CME
N/A 317513DG1 INF FLR USD 216.687 APR20 .001 PUT
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-LVL
NEW CENTURY HOME EQUITY LOAN TR 2005-2
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1
ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2018-1A
PIMCO FUNDS PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND
PIMCO FUNDS PIMCO PRV SHORT TERM FLT III MUTUAL FUND
PORT OF MORROW OR
RAAC SERIES 2006-SP4
READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC
RENAISSANCE HOME EQUITY LN TR 2003-2
RESIDENTIAL ACCREDIT LOANS 2006-QS7
RESIDENTIAL FUNDING MTG SEC I 2003-S9
RESOLUTION FUNDING CORP RESOLUTION FUNDING STRIP BONDS 10/28 0.00000
RESOLUTION FUNDING CORP RFC PRINCIPAL STRIP BONDS 01/30 0.00000
RESOLUTION FUNDING CORP RESOLUTION FUNDING STRIP BONDS 04/28 0.00000
RESOLUTION FUNDING CORP RESOLUTION FUNDING STRIP BONDS 04/29 0.00000
RESOLUTION FUNDING CORP RFC PRINCIPAL STRIP BONDS 10/20 0.00000
SEQUOIA MORTGAGE TRUST 2003-4
SFO COMMERCIAL MORTGAGE TRUST 2021-555
SLM CONSOLIDATION STUD LN TRUST 2004-10
SLM STUDENT LOAN TRUST 2008-9
SMALL BUSINESS ADMIN PART CERTS 2003-20H
SMALL BUSINESS ADMIN PART CERTS 2007-20L
STRUCTURED ADJUSTABLE RT MTGE LN 2007-4
STRUCTURED ASSEET MTGE INV INC 2002-AR3
STRUCTURED ASSET MTG INV INC 2003-AR1
TENNESSEE VALLEY AUTHORITY (TVA)
THARALDSON HOTEL PORTFOLIO TRUST 2018
TOWD POINT MORTGAGE TRUST 2019-4
TOWD POINT MORTGAGE TRUST 2020-1
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 1.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST
UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST
UNITED STATES GOVT
VESSEL MANAGEMENT SERVICES INC
VNDO TRUST 2016-350P
WASHINGTON MUTUAL 2002-AR9
WASHINGTON MUTUAL 2006-AR13
WASHINGTON MUTUAL 2006-AR9
WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1
WASHINGTON MUTUAL MSC MTG CTFS 2003-AR2
WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36
WORLDWIDE PLAZA TRUST 2017-WWP