PIMCO StocksPLUS Absolute Return Fund Holdings history

Fund Profile

Current holdings

Data for period

31 Dec 24

(Last reporting period)

Total assets

$3.54 bn

Liabilities

$1.85 bn

Net assets

$1.69 bn

Number of holdings

894.00

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.

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All historic holdings

Current

Data to display

$Value

#Units

%Holdings

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Holding	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 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	Sep 24	Dec 24
3M COMPANY
AAMES MORTGAGE INVESTMENT TRUST 2005-2
ABBVIE INC
ACE SECURITIES CORP 2004-FM1
ACE SECURITIES CORP 2006-NC3
ACE SECURITIES CORP 2007-WM1
ACHV ABS TRUST 2023-4CP ACHV ABS TRUST ACHV 2023 4CP B 144A
ACHV ABS TRUST 2023-4CP ACHV ABS TRUST ACHV 2023 4CP A 144A
ADVANCED MICRO DEVICES INC (AMD)
AEGIS ASSET BACKED SECURITIES TR 2006-1
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3
AES CORPORATION
AKER BP ASA
ALIMENTATION COUCHE-TARD INC
ALLEGRO CLO I LTD 2013-1A
ALLERGAN FUNDING SCS
ALLERGAN SALES LLC
ALLY AUTO RECEIVABLES TRUST 2023-1
ALLY AUTO RECEIVABLES TRUST 2024-1
ALLY FINANCIAL INC
ALPHABET INC
AMAZONCOM INC
AMCOR FLEXIBLES NORTH AMERICA INC
AMEREN CORPORATION
AMERICAN ELECTRIC POWER COMPANY INC
AMERICAN EXPRESS COMPANY
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1
AMERICAN HOME MTGE INV TRUST 2004-4
AMERICAN HONDA FINANCE CORPORATION
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A1
AMERIQUEST MTAGE SEC INC 2004-R2
AMERIQUEST MTGE SECURITIES INC 2005-R4
AMGEN INC
ANGLOGOLD ASHANTI HOLDINGS PLC
APPLE INC
AREIT TRUST 2021-CRE5
ARES EUROPEAN CLO X BV 10A
ARES EUROPEAN CLO XII BV 12A
ARGENT SECURITIES INC 2004-W9
ARGENT SECURITIES INC 2005-W4
ARGENT SECURITIES INC 2006-W4
ARGENT SECURITIES TRUST 2006-W5
ARGENTINA GOVT
ARROW ELECTRONICS INC
ASCENT EDUCATION FUNDING TRUST 2024-A
ASSET BACKED FUNDING CERT 2004-FF1
ASSET BACKED FUNDING CERT 2006-HE1
ASSET BACKED SEC CORP HM EQ 2005-HE6
ASSET BACKED SEC HOME EQTY LN 2004-HE3
AT&T INC
AT&T MOBILITY II LLC
ATHENE GLOBAL FUNDING
ATLAS SENIOR LOAN FUND LTD 2017-8A
AURIUM CLO IV DAC #N/A FIELD NOT APPLICABLE-4A
AVERY POINT V CLO LTD 2014-5A
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A
AVOLON HOLDINGS FUNDING LIMITED
AVON FINANCE 4A
BACARDI-MARTINI BV
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX
BANC OF AMERICA FUNDING CORP 2005-D
BANC OF AMERICA FUNDING CORP 2006-J
BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)
BANCO DEL ESTADO DE CHILE
BANCO SANTANDER SA
BANK OF AMERICA AUTO TRUST 2023-1A
BANK OF AMERICA CORPORATION
BANK OF AMERICA CREDIT CARD TRUST 2023-A1
BANK OF AMERICA CREDIT CARD TRUST 2023-A2
BANK OF AMERICA NA
BANK OF IRELAND (AKA: GOVERNOR & CO OF THE BANK OF IRELAND)
BARCLAYS BANK PLC
BARCLAYS PLC
BAT CAPITAL CORPORATION
BAT INTERNATIONAL FINANCE PLC
BAY AREA TOLL AUTHORITY
BAYER US FINANCE LLC
BAYVIEW FINANCIAL ASSET TR 2007-SR1A
BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1 BOF URSA FUNDING BVABS 2024 SN1 A3 144A
BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1 BOF URSA FUNDING BVABS 2024 SN1 A2 144A
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 1A1
BEAR STEARNS ALT-A TRUST 2005-4
BEAR STEARNS ALT-A TRUST 2005-7
BEAR STEARNS ALT-A TRUST 2006-4
BEAR STEARNS ALT-A TRUST 2007-2
BEAR STEARNS ARM 2003-1
BEAR STEARNS ARM TRUST 2002-11
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE4
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1
BECTON DICKINSON AND COMPANY
BENEFIT STREET PARTNERS CLO XII LTD 2017-12A BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A2R 144A
BENEFIT STREET PARTNERS CLO XII LTD 2017-12A BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A
BLACK DIAMOND CLO 2019-1 DAC 19-1A
BMW CANADA AUTO TRUST 2024-1A
BMW VEHICLE OWNER TRUST 2023-A
BNC MORTGAGE LOAN TRUST 2006-1
BNP PARIBAS
BNPP AM EURO CLO 2019 BV 19-1A
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
BOEING CO/THE
BPCE SA
BPCRE HOLDER LLC 2022-FL2
BRAZIL GOVT
BROADCOM INC
CAIRN CLO X BV 18-10A
CAIXABANK SA (AKA: LA CAIXA)
CALIFORNIA STATE UNIVERSITY
CAMPBELL SOUP COMPANY
CANADA GOVT
CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)
CANADIAN NATURAL RESOURCES LIMITED
CARLYLE EURO CLO 2019-2 DAC 19-2A
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A
CARMAX SELECT RECEIVABLES TRUST 2024-A CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3
CARMAX SELECT RECEIVABLES TRUST 2024-A CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A
CARMAX SELECT RECEIVABLES TRUST 2024-A CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B
CARNOW AUTO RECEIVABLES TRUST 2022-1A
CARRIER GLOBAL CORPORATION
CARVANA AUTO RECEIVABLES TRUST 2021-P2
CARVANA AUTO RECEIVABLES TRUST 2022-P2
CARVANA AUTO RECEIVABLES TRUST 2023-N3
CARVANA AUTO RECEIVABLES TRUST 2023-P5
CARVANA AUTO RECEIVABLES TRUST 2024-N1
CARVANA AUTO RECEIVABLES TRUST 2024-N2 CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A
CARVANA AUTO RECEIVABLES TRUST 2024-N2 CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A
CARVANA AUTO RECEIVABLES TRUST 2024-P1
CATERPILLAR INCORPORATED
CENCORA INC
CENTENE CORPORATION
CHARTER COMMUNICATIONS OPERATING LLC
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 02/24 VAR
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 07/25 4.908
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 07/22 4.464
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 07/20 3.579
CHASE AUTO OWNER TRUST 2024-1A
CHASE AUTO OWNER TRUST 2024-4A CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A
CHASE AUTO OWNER TRUST 2024-4A CHASE AUTO OWNER TRUST CHAOT 2024 4A A1 144A
CHASE HOME LENDING MORTGAGE TRUST 2024-6
CHASE ISSUANCE TRUST 2024-A2
CHASEFLEX TRUST 2007-3
CHENIERE CORPUS CHRISTI HOLDINGS LLC
CHEVRON CORPORATION
CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE
CIFC FUNDING LTD 2015-5A
CIFC-2021-1A
CIM TRUST 2023-R2
CISCO SYSTEMS INC
CIT MTGE LOAN TRUST 2007-1 CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A
CIT MTGE LOAN TRUST 2007-1 CIT MORTGAGE LOAN TRUST CITM 2007 1 1A 144A
CITIBANK NA
CITIGROUP INC
CITIGROUP MORTGAGE LOAN TRUST 2022-A
CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3
CITIGROUP MTGE LOAN TR INC 2006-NC2
CITIGROUP MTGE LOAN TR INC 2007-10
CITIGROUP MTGE LOAN TRUST INC 2005-11
CITIZENS AUTO RECEIVABLES TRUST 2023-2
CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A
CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A
CITY OF CHICAGO
COCA COLA COMPANY
COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR
COMCAST CORPORATION
CONAGRA BRANDS INC
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
CONSTELLATION BRANDS INC
CONSTELLATION ENERGY GENERATION LLC
COUNTRYWIDE ALT LOAN TRUST 2003-J2
COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB
COUNTRYWIDE ALTERNATIVE LOAN 2005-27
COUNTRYWIDE ALTERNATIVE LOAN 2006-HY11
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA2
COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-27CB
COUNTRYWIDE ASSET BACKED CERT 2007-QH1
COUNTRYWIDE ASSET BACKED CERTS 2006-20
COUNTRYWIDE ASSET-BACKED CERT 2006-12 COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3
COUNTRYWIDE ASSET-BACKED CERT 2006-12 COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A
COUNTRYWIDE ASSET-BACKED CERT 2006-18
COUNTRYWIDE ASSET-BACKED CERT 2006-23
COUNTRYWIDE ASSET-BACKED CERT 2006-24
COUNTRYWIDE ASSET-BACKED CERT 2006-5
COUNTRYWIDE ASSET-BACKED CERT 2007-1
COUNTRYWIDE ASSET-BACKED CERT 2007-10
COUNTRYWIDE ASSET-BACKED CERT 2007-7
COUNTRYWIDE ASSET-BACKED CERT 2007-9
COUNTRYWIDE ASSET-BACKED CERTS 2006-1
COUNTRYWIDE HOME LOANS 2004-HYB9
COUNTRYWIDE HOME LOANS 2005-HYB9
COUNTY OF CLARK DEPARTMENT OF AVIATION
CPS AUTO RECEIVABLES TRUST 2024-A
CREDIT BASED ASSET SRVC & SEC 2006-CB3
CREDIT BASED ASSET SRVC & SEC 2006-CB6
CREDIT SUISSE AG/ LONDON BRANCH
CREDIT SUISSE GROUP AG
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2021-RPL9
CREDIT SUISSE MORTGAGE TRUST 2020-RPL6
CROWN CASTLE INTERNATIONAL CORP (CCI)
CS FIRST BOSTON MTGE SEC CORP 2001-HE17
CSMC 2021-JR2 TRUST
CSMC 2021-RPL7 TRUST
CSN RESOURCES SA
CVC CORDATUS LOAN FUND XI DAC 21-1
CVS HEALTH CORPORATION
CZECH REPUBLIC GOVT
DAE FUNDING LLC
DAIMLER FINANCE NORTH AMERICA LLC
DANSKE BANK A/S
DELHI INTERNATIONAL AIRPORT LIMITED
DELL INTERNATIONAL LLC / EMC CORP
DELTA AIR LINES INC / SKYMILES IP LTD
DEUTSCHE ALT-A SEC INC MTGE LO 2005-1
DEUTSCHE BANK AG/NEW YORK BRANCH
DIAGEO CAPITAL PLC
DLLAA LLC 2023 1A
DOMINION ENERGY INC
DOW INC
DRIVE AUTO RECEIVABLES TRUST 2024-1
DRYDEN 52 EURO CLO 2017 17-52A
DT AUTO OWNER TRUST 2023-3A
DUKE ENERGY CORPORATION
ECMC GROUP STUDENT LOAN TRUST 2019-1A
EDISON INTERNATIONAL
ELECTRICITE DE FRANCE SA (EDF)
ELLINGTON LOAN ACQUISITION TRUST 2007-1
ENBRIDGE (US) INC
ENBRIDGE INC
ENEL FINANCE AMERICA LLC
ENERGY TRANSFER LP
ENTERGY CORPORATION
ENTERPRISE FLEET FINANCING LLC 2022-2
EQUIFAX INC
EQUITABLE HOLDINGS INC
ERAC USA FINANCE LLC
ERSTE GROUP BANK AG
EURO-GALAXY III CLO BV 13-3A
EURO-GALAXY V CLO BV 16-5A
EUROPEAN LOAN CONDUIT 36A
EVERSOURCE ENERGY
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3 EXETER AUTOMOBILE RECEIVABLES EART 2023 3A A3
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3 EXETER AUTOMOBILE RECEIVABLES EART 2023 3A A2
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A2
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3
EXPEDIA GROUP INC EXPEDIA GROUP INC COMPANY GUAR 08/27 4.625
EXPEDIA GROUP INC EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25
EXPORT-IMPORT BANK OF KOREA (KEXIM)
FAIRFAX FINANCIAL HOLDINGS LIMITED
FANNIE MAE 2003-25
FANNIE MAE 2005-79
FANNIE MAE 2006-118
FANNIE MAE 2006-5
FANNIE MAE 2007-63
FANNIE MAE 2007-65
FANNIE MAE 2007-96
FANNIE MAE 2009-106
FANNIE MAE REMICS 2012-71
FANNIE MAE REMICS 2024-77
FANNIE MAE-2005-75
FANNIEMAE WHOLE LOAN 2004-W2
FCCU AUTO RECEIVABLES TRUST 2024-1 FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A
FCCU AUTO RECEIVABLES TRUST 2024-1 FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A
FCCU AUTO RECEIVABLES TRUST 2024-1 FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A1 144A
FCE BANK PLC
FDIC STRUCTURED SALE GUARANTEED NOTES 2010-S2
FEDERAL HOME LOAN BANK (FLHB)
FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)
FHF ISSUER TRUST 2024-1A
FHF ISSUER TRUST 2024-2A
FHLMC PASS THRU POOLS FED HM LN PC POOL G05956 FG 07/38 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5
FHLMC PASS THRU POOLS FED HM LN PC POOL Q52981 FG 12/47 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL G08789 FG 11/47 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL Q53756 FG 01/48 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL C91239 FG 03/29 FIXED 4.5
FHLMC PASS THRU POOLS FED HM LN PC POOL 781296 FH 03/34 FLOATING VAR
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8462 FR 09/54 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL G08877 FG 05/49 FIXED 4
FHLMC STRUCTURED PASS THROUGH SEC T-63
FIDELITY NATIONAL INFORMATION SERVICES INC
FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7
FIRST FRANKLIN MTG LOAN 2006-FF18
FIRST FRANKLIN MTG LOAN ABS 2006-FF11
FIRST HORIZON MTGE PASS-THRU TR 2005-AR3
FIRST NLC TRUST 2005-4
FIRSTENERGY CORP
FLAGSHIP CREDIT AUTO TRUST 2024-1
FNMA PASS THRU POOLS FNMA POOL MA3238 FN 01/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL BZ0976 FN 05/29 FIXED 4.85
FNMA PASS THRU POOLS FNMA POOL BZ1029 FN 06/29 FIXED 4.93
FNMA PASS THRU POOLS FNMA POOL MA3442 FN 08/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 745308 FN 01/36 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 544860 FN 09/34 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL BM7579 FN 10/29 VARIABLE
FNMA PASS THRU POOLS FNMA POOL 545204 FN 05/36 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 813035 FN 04/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL BS9220 FN 08/30 FIXED 4.72
FNMA PASS THRU POOLS FNMA POOL 894117 FN 10/36 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL 888029 FN 12/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA3356 FN 05/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL BS9867 FN 11/30 FIXED 5.3
FNMA PASS THRU POOLS FNMA POOL 701305 FN 06/33 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 898564 FN 10/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL BJ2692 FN 04/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL BJ0163 FN 12/47 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL MA3276 FN 02/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 724254 FN 08/33 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 826481 FN 07/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL BS9073 FN 07/30 FIXED 4.54
FNMA PASS THRU POOLS FNMA POOL BS9669 FN 10/28 FIXED 4.72
FNMA PASS THRU POOLS FNMA POOL MA3414 FN 07/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 357515 FN 03/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL BM5807 FN 04/48 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 795297 FN 07/44 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL MA3305 FN 03/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL MA3383 FN 06/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL BZ2582 FN 12/29 FIXED 4.3
FNMA PASS THRU POOLS FNMA POOL 976968 FN 02/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 544861 FN 12/36 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL BS9613 FN 10/28 FIXED 4.77
FNMA PASS THRU POOLS FNMA POOL BM7581 FN 09/31 VARIABLE
FNMA PASS THRU POOLS FNMA POOL 190372 FN 08/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 843096 FN 10/35 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL AL1983 FN 05/22 VARIABLE
FNMA PASS THRU POOLS FNMA POOL AM0359 FN 08/22 FIXED 2.31
FNMA PASS THRU POOLS FNMA POOL 748077 FN 09/33 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 471149 FN 05/22 FIXED 2.96
FNMA PASS THRU POOLS FNMA POOL BM2003 FN 10/47 FIXED VAR
FORD MOTOR CREDIT COMPANY LLC
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1
FREDDIE MAC 2559
FREDDIE MAC 3355
FREDDIE MAC 3360
FREDDIE MAC 3368
FREDDIE MAC 3898
FREDDIE MAC REMICS 3376
FREDDIE MAC REMICS 5480
FREDDIE MAC REMICS 5484
FREED ABS TRUST 2021-3FP
FREED ABS TRUST 2022-1FP
FREMONT HOME LOAN TRUST 2006-E
FROST CMBS 2021-1 DAC 21-1A
GALAXY XV CLO LTD 2013-15A
GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A
GE-WMC MORTGAGE SECURITIES LLC 2005-2
GENERAL MOTORS COMPANY
GENERAL MOTORS FINANCIAL COMPANY INC
GLG EURO CLO III DAC A
GLOBAL PAYMENTS INC
GLP CAPITAL LP / GLP FINANCING II INC
GLS AUTO RECEIVABLES ISSUER TRUST 2022-2A GLS AUTO RECEIVABLES TRUST GCAR 2022 2A A2 144A
GLS AUTO RECEIVABLES ISSUER TRUST 2022-2A GLS AUTO RECEIVABLES TRUST GCAR 2022 2A A1 144A
GLS AUTO RECEIVABLES ISSUER TRUST 2023-3A
GLS AUTO RECEIVABLES TRUST 2019-3A
GLS AUTO RECEIVABLES TRUST 2020-1A
GLS AUTO SELECT RECEIVABLES TRUST 2024-1
GLS AUTO SELECT RECEIVABLES TRUST 2024-3
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A2B
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A2A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A1
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1
GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2023-1A
GNMA PASS THRU POOLS GNMA POOL 782562 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA II POOL 080054 G2 03/27 FLOATING VAR
GNMA PASS THRU POOLS GNMA POOL 706707 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 677219 GN 08/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 717943 GN 09/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 692374 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 782528 GN 01/39 FIXED 5
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4.5 JUMBOS
GNMA PASS THRU POOLS GNMA POOL 685882 GN 05/38 FIXED 5
GNMA PASS THRU POOLS GNMA II POOL MA2391 G2 11/44 FLOATING VAR
GNMA PASS THRU POOLS GNMA POOL 527150 GN 02/30 FIXED 8
GNMA PASS THRU POOLS GNMA II TBA 30 YR 4.5 JUMBOS
GNMA PASS THRU POOLS GNMA POOL 692340 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA POOL 651787 GN 04/36 FIXED 5
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GOLDEN STATE TOBACCO SECURITIZATION
GOLDENTTREE LOAN MANAGEMENT US CLO 1 LTD 2017-1A
GOLDMAN SACHS GROUP INC
GRIFONAS FINANCE NO.1 PLC GRIF-1
GSAMP TRUST 2005-HE5 GSAMP TRUST GSAMP 2005 HE5 M4
GSAMP TRUST 2005-HE5 GSAMP TRUST GSAMP 2005 HE5 M3
GSAMP TRUST 2006-FM2
GSAMP TRUST 2006-HE5
GSAMP TRUST 2007-H1
GSMPS MORTGAGE LOAN TRUST 2006-RP1
GSR MORTGAGE LOAN TRUST 2005-AR7 GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1
GSR MORTGAGE LOAN TRUST 2005-AR7 GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1
GSR MORTGAGE LOAN TRUST 2007-2F
GSR MTGE LOAN TRUST 2003-2F
GSR MTGE LOAN TRUST 2004-7
HALCYON LOAN ADVISORS FUNDING 2014-3 LTD
HALEON UK CAPITAL PLC
HALSEYPOINT CLO 2 LTD
HARBORVIEW MORTGAGE LOAN TR 2005-2
HARBORVIEW MORTGAGE LOAN TR 2006-12
HARLEY-DAVIDSON FINANCIAL SERVICES INC
HARVEST CLO XVI DAC 16A
HARVEST CLO XX DAC 20A
HAWKSMOOR MORTGAGES 19-1A
HERTZ VEHICLE FINANCING III LLC 2021-1A
HERTZ VEHICLE FINANCING III LLC 2023-1A
HERTZ VEHICLE FINANCING III LLC 2024-1A
HERTZ VEHICLE FINANCING LLC 2022-1A
HOME DEPOT INC
HOME PARTNERS OF AMERICA TRUST 2021-2
HONEYWELL INTERNATIONAL INC
HSBC HOLDINGS PLC
HSI ASSET SEC CORP TRUST 2006-OPT4
HSI ASSET SECUR CORP TRUST 2007-OPT1
HUMANA INC
HUNGARY GOVT
HYATT HOTELS CORPORATION
HYUNDAI AUTO RECEIVABLES TRUST 2023-B
HYUNDAI AUTO RECEIVABLES TRUST 2024-A HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3
HYUNDAI AUTO RECEIVABLES TRUST 2024-A HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A
HYUNDAI CAPITAL AMERICA
ILLINOIS MUNICIPAL ELECTRIC AGENCY
IMPAC CMB TRUST 2003-9F
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
INDYMAC INDX MORTGAGE LOAN TR 2006-AR12
INDYMAC INDX MTGE LOAN TRUST 2004-AR2
INDYMAC RESIDENTIAL ASSET BACKED 2006-E
INEOS FINANCE PLC
ING GROEP NV
INTEL CORPORATION
INTERCONTINENTAL EXCHANGE INC
INTERCONTINENTAL HOTELS GROUP PLC
INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)
INTERNATIONAL FLAVORS & FRAGRANCES INC
INTESA SANPAOLO SPA
ISRAEL GOVT
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12
JACKSON NATIONAL LIFE GLOBAL FUNDING
JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 07/24 0.00000
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/28 0.1
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/29 0.1
JFIN CLO LTD 2017-2A
JOHNSON & JOHNSON COMPANY
JONES LANG LASALLE FINANCE BV
JP MORGAN CHASE & CO
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2020-NNN
JP MORGAN MORTGAGE ACQI CORP 2006-CW2
JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2
JP MORGAN MORTGAGE TRUST 2005-A8
JP MORGAN MORTGAGE TRUST 2005-S3
JP MORGAN MORTGAGE TRUST 2006-A2
JP MORGAN MORTGAGE TRUST 2007-A1
JP MORGAN MTGE ACQUIS CORP 2007-CH3 JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 M1
JP MORGAN MTGE ACQUIS CORP 2007-CH3 JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 A4
JPMORGAN CHASE BANK NA
KEURIG DR PEPPER INC
KINDER MORGAN INC
KKR CLO 25 LTD
KKR CLO LTD 18 KKR FINANCIAL CLO LTD KKR 18 AR 144A
KKR CLO LTD 18 KKR FINANCIAL CLO LTD KKR 18 BR 144A
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)
LCM 31 LTD
LCM LP 13A
LEGACY MORTGAGE ASSET TRUST 2019-GS6
LEGACY MORTGAGE ASSET TRUST 2021-GS2
LEGACY MORTGAGE ASSET TRUST 2021-GS3
LEGACY MORTGAGE ASSET TRUST 2021-GS4
LEGACY MORTGAGE ASSET TRUST 2021-GS5
LEIDOS INC
LENDMARK FUNDING TRUST 2021-1A
LIBERTY LENDING ABS TRUST 2022-1A
LIBERTY LENDING ABS TRUST 2023-1A
LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH
LLOYDS BANKING GROUP PLC
LONDON WALL MORTGAGE CAPITAL PLC 17-FL1
LONG BEACH MORTGAGE LOAD TR 2005-WL2
LONG BEACH MORTGAGE LOAN TR 2005-3
LONG BEACH MTGE LOAN TRUST 2004-4
LSEGA FINANCING PLC
LUXE TRUST 2021-TRIP
M&T BANK AUTO RECEIVABLES TRUST 2024-1A M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A
M&T BANK AUTO RECEIVABLES TRUST 2024-1A M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A1 144A
M360 2021-CRE3 LLC
MADISON PARK EURO FUNDING X DAC 10A
MARATHON OIL CORPORATION
MARLETTE FUNDING TRUST 2022-3A MARLETTE FUNDING TRUST MFT 2022 3A B 144A
MARLETTE FUNDING TRUST 2022-3A MARLETTE FUNDING TRUST MFT 2022 3A A 144A
MARRIOTT INTERNATIONAL INC
MASTER CREDIT CARD TRUST II 2023-2A
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2 MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 1A1
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2 MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1
MASTR ASSET BACKED SEC TR 2006-HE5
MCDONALDS CORPORATION
MERCK & CO INC
MERRILL LYNCH MORTGAGE INV 2006-WMC1
MERRILL LYNCH MORTGAGE INVESTORS 2003-A1
MERRILL LYNCH MORTGAGE INVS 2005-A10
MERRILL LYNCH MORTGAGE INVS 2005-A2
MERRION SQUARE RESIDENTIAL 2024-1 DAC24-1A
MEXICO GOVT
MF1 2019-FL2 LTD
MF1 2022-FL8 LTD
MF1 2024-FL14 LLC
MICROCHIP TECHNOLOGY INCORPORATED
MICRON TECHNOLOGY INC
MICROSOFT CORPORATION
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
MIZUHO FINANCIAL GROUP INC
MLCC MORTGAGE INVESTORS INC 2005-3
MONDELEZ INTERNATIONAL INC
MORGAN STANLEY
MORGAN STANLEY ABS CAPITAL I 2005-WMC6
MORGAN STANLEY ABS CAPITAL I 2006-HE4
MORGAN STANLEY ABS CAPITAL I 2006-HE7
MORGAN STANLEY ABS CAPITAL I 2007-HE4 MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2B
MORGAN STANLEY ABS CAPITAL I 2007-HE4 MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D
MORGAN STANLEY ABS CAPITAL I 2007-HE5
MORGAN STANLEY ABS CAPITAL I 2007-HE6
MORGAN STANLEY ABS CAPITAL I 2007-NC2
MORGAN STANLEY BANK NATIONAL ASSOCIATION
MORGAN STANLEY CAPITAL I INC 2021-230P
MORGAN STANLEY MORTGAGE TRUST-2007-2AX
MOUNTAIN HAWK III CLO LTD 2014-3A
MPLX LP
MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP
N/A SOLD CNH BOUGHT USD 20250512
N/A RFR GBP SONIO/4.00000 09/18/24-5Y LCH
N/A IRS EUR 2.99000 12/08/23-10Y LCH
N/A SOLD TWD BOUGHT USD 20250122
N/A SOLD SGD BOUGHT USD 20250115
N/A RFR USD SOFR/3.75000 06/21/23-2Y CME
N/A SOLD TWD BOUGHT USD 20250122
N/A SOLD CNH BOUGHT USD 20250512
N/A BOUGHT INR SOLD USD 20250117
N/A BOUGHT GBP SOLD USD 20250115
N/A CDX EM41 ICE
N/A SOLD CNH BOUGHT USD 20250512
N/A 317U7Q8A8 PIMCO SWAPTION 3.93 PUT GBP 20250106
N/A BOUGHT TWD SOLD USD 20250122
N/A SOLD KRW BOUGHT USD 20250108
N/A SOLD MXN BOUGHT USD 20250106
N/A BOUGHT IDR SOLD USD 20250108
N/A BOUGHT IDR SOLD USD 20250115
N/A 317U7NNA8 PIMCO SWAPTION 5.85 PUT USD 20251124
N/A SOLD TRY BOUGHT USD 20250317
N/A SOLD CNH BOUGHT USD 20250115
N/A SOLD TWD BOUGHT USD 20250122
N/A SOLD TWD BOUGHT USD 20250122
N/A DJITR TRS EQUITY FEDL01+117 BPS
N/A IRS EUR 2.39000 10/01/24-10Y LCH
N/A SOLD KRW BOUGHT USD 20250115
N/A SOLD CNH BOUGHT USD 20250115
N/A SOLD KRW BOUGHT USD 20250115
N/A SOLD BRL BOUGHT USD 20250402
N/A CDX ITRAXX XOV42 5Y 35-100% SP JPM
N/A OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME
N/A SOLD MXN BOUGHT USD 20250319
N/A S+P500 EMINI FUT MAR25 XCME 20250321
N/A CDX IG43 5Y ICE
N/A SOLD CNH BOUGHT USD 20250512
N/A BOUGHT IDR SOLD USD 20250305
N/A 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103
N/A 317U7P1A7 PIMCO SWAPTION 3.933 PUT USD 2025010
N/A SOLD TWD BOUGHT USD 20250122
N/A SOLD TWD BOUGHT USD 20250425
N/A SOLD MXN BOUGHT USD 20250131
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A SOLD INR BOUGHT USD 20250117
N/A BOUGHT PLN SOLD USD 20250131
N/A SOLD HUF BOUGHT USD 20250109
N/A BOUGHT INR SOLD USD 20250321
N/A 317U7SEA7 PIMCO SWAPTION 4.1 PUT USD 20250116
N/A BOUGHT INR SOLD USD 20250117
N/A SOLD PEN BOUGHT USD 20250207
N/A SOLD ILS BOUGHT USD 20250317
N/A SPTR TRS EQUITY FEDL01+81 RBC
N/A SOLD INR BOUGHT USD 20250117
N/A BOUGHT NZD SOLD USD 20250115
N/A SOLD PEN BOUGHT USD 20250508
N/A AT&T INC SNR S* ICE
N/A SOLD CNH BOUGHT USD 20250115
N/A SOLD CHF BOUGHT USD 20250115
N/A SOLD GBP BOUGHT USD 20250115
N/A BOUGHT BRL SOLD USD 20250103
N/A RFR USD SOFR/3.69116 03/01/24-4Y* LCH
N/A SOLD KRW BOUGHT USD 20250122
N/A BOUGHT PLN SOLD USD 20250124
N/A BOUGHT PLN SOLD USD 20250117
N/A SOLD TWD BOUGHT USD 20250122
N/A RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME
N/A 317U7UDA3 PIMCO SWAPTION 4.275 PUT USD 2025012
N/A CDX HY43 5Y ICE
N/A SOLD TWD BOUGHT USD 20250425
N/A 317U7RWA9 PIMCO SWAPTION 3.62 CALL USD 2025011
N/A SOLD MXN BOUGHT USD 20250319
N/A BOUGHT TRY SOLD USD 20250106
N/A CDX EM36 ICE
N/A RFR USD SOFR/3.75000 12/18/24-10Y CME
N/A BOUGHT INR SOLD USD 20250321
N/A RFR USD SOFR/4.01500 12/30/24-10Y LCH
N/A SOLD KRW BOUGHT USD 20250115
N/A SPTR TRS EQUITY FEDL01+49 BULLET MBC
N/A RFR USD SOFR/3.75000 12/18/24-7Y LCH
N/A MSFT US TRS EQUITY FEDL01+145 GST
N/A SPTR TRS EQUITY FEDL01+74 BULLET FAR
N/A SOLD TWD BOUGHT USD 20250425
N/A RFR USD SOFR/3.00000 06/21/23-7Y CME
N/A CDX IG40 5Y ICE
N/A SOLD CNH BOUGHT USD 20250115
N/A SOLD TRY BOUGHT USD 20250121
N/A SOLD DKK BOUGHT USD 20250115
N/A EURO-BUXL 30Y BND MAR25 XEUR 20250306
N/A SOLD KRW BOUGHT USD 20250108
N/A SOLD PEN BOUGHT USD 20250508
N/A SPTR TRS EQUITY FEDL01+83 RBC
N/A BOUGHT INR SOLD USD 20250117
N/A BOUGHT INR SOLD USD 20250117
N/A IRS EUR 3.30500 11/27/23-10Y LCH
N/A SOLD CHF BOUGHT USD 20250115
N/A BOUGHT JPY SOLD USD 20250115
N/A RFR USD SOFR/3.84200 12/26/23-10Y LCH
N/A SOLD CHF BOUGHT USD 20250115
N/A BOUGHT KRW SOLD USD 20250108
N/A RFR USD SOFR/1.75000 06/15/22-30Y CME
N/A SPTR TRS EQUITY FEDL01+120 CIB
N/A SOLD PEN BOUGHT USD 20250527
N/A US 10YR ULTRA FUT MAR25 XCBT 20250320
N/A EURO-BUND FUTURE MAR25 XEUR 20250306
N/A RFR USD SOFR/3.86000 11/14/24-10Y LCH
N/A 317U7RVA0 PIMCO SWAPTION 3.97 PUT USD 20250113
N/A RFR USD SOFR/3.50000 12/18/24-30Y CME
N/A BOUGHT BRL SOLD USD 20250204
N/A SOLD INR BOUGHT USD 20250117
N/A SOLD PEN BOUGHT USD 20250425
N/A DJITR TRS EQUITY FEDL01+133 BPS
N/A SOLD TWD BOUGHT USD 20250122
N/A SOLD CAD BOUGHT USD 20250115
N/A SPTR TRS EQUITY FEDL01+76 RBC
N/A BOUGHT IDR SOLD USD 20250108
N/A RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME
N/A 317U7PVA4 PIMCO SWAPTION 1.97 CALL EUR 2025010
N/A BOUGHT PLN SOLD USD 20250124
N/A BOUGHT CNH SOLD USD 20250115
N/A SOLD BRL BOUGHT USD 20251002
N/A DJITR TRS EQUITY FEDL01+135 JPM
N/A REPO BANK AMERICA REPO
N/A IRS EUR 3.28000 11/22/23-10Y LCH
N/A DJITR TRS EQUITY FEDL01+106 FAR
N/A 317U7Q6A0 PIMCO SWAPTION 3.89 PUT USD 20250106
N/A BOUGHT PLN SOLD USD 20250131
N/A SOLD TWD BOUGHT USD 20250122
N/A SOLD PEN BOUGHT USD 20250324
N/A SOLD TRY BOUGHT USD 20250319
N/A IRS AUD 4.50000 09/20/23-10Y LCH
N/A SOLD INR BOUGHT USD 20250117
N/A SOLD GBP BOUGHT USD 20250115
N/A SOLD TWD BOUGHT USD 20250122
N/A SPTR TRS EQUITY FEDL01+72 RBC
N/A BOUGHT TRY SOLD USD 20250128
N/A RFR GBP SONIO/3.70000 03/28/24-10Y LCH
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT KRW SOLD USD 20250108
N/A 317U7W0A3 PIMCO SWAPTION 3.886 CALL USD 202501
N/A SOLD KRW BOUGHT USD 20250115
N/A SOLD INR BOUGHT USD 20250117
N/A SOLD INR BOUGHT USD 20250117
N/A SOLD BRL BOUGHT USD 20250402
N/A IRS CZK 3.76000 11/01/24-10Y CME
N/A US LONG BOND(CBT) MAR25 XCBT 20250320
N/A CDX EM40 ICE
N/A BOUGHT TRY SOLD USD 20250303
N/A BOUGHT IDR SOLD USD 20250122
N/A IRS EUR 3.12800 12/04/23-10Y LCH
N/A BOUGHT PLN SOLD USD 20250117
N/A IRS EUR 2.50000 03/19/25-5Y LCH
N/A SOLD CNH BOUGHT USD 20250115
N/A SOLD CNH BOUGHT USD 20250512
N/A 317U7QJA6 PIMCO SWAPTION 3.53 CALL USD 2025010
N/A SOLD INR BOUGHT USD 20250117
N/A BOUGHT GBP SOLD USD 20250115
N/A BOUGHT TRY SOLD USD 20250313
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT INR SOLD USD 20250321
N/A SOLD KRW BOUGHT USD 20250122
N/A SOLD THB BOUGHT USD 20250220
N/A SOLD PEN BOUGHT USD 20250421
N/A BOUGHT CNH SOLD USD 20250115
N/A SOLD PEN BOUGHT USD 20250421
N/A NVDA US TRS EQUITY FEDL01+145 GST
N/A CDX HY40 5Y ICE
N/A BOUGHT INR SOLD USD 20250321
N/A BARCLAYS BANK PLC SNR SE ICE
N/A SPTR TRS EQUITY FEDL01+49.5 BULLET MBC
N/A BOUGHT INR SOLD USD 20250321
N/A SOLD EUR BOUGHT USD 20250115
N/A IRS EUR 2.50000 03/19/25-10Y LCH
N/A BOUGHT PLN SOLD USD 20250117
N/A SOLD TWD BOUGHT USD 20250122
N/A SOLD CNH BOUGHT USD 20250214
N/A BOUGHT TWD SOLD USD 20250122
N/A US ULTRA BOND CBT MAR25 XCBT 20250320
N/A IRS EUR 2.58000 08/29/24-10Y LCH
N/A SOLD PEN BOUGHT USD 20250213
N/A RFR USD SOFR/3.23200 09/10/24-10Y LCH
N/A SPTR TRS EQUITY FEDL01+72 RBC
N/A US 10YR NOTE (CBT)MAR25 XCBT 20250320
N/A BOUGHT PLN SOLD USD 20250131
N/A BANK OF AMERICA CORPORATION SNR S* ICE
N/A OIS MXN TIIE1/9.00000 12/24/24-4Y* CME
N/A SOLD PEN BOUGHT USD 20250415
N/A SOLD KRW BOUGHT USD 20250319
N/A SOLD TWD BOUGHT USD 20250122
N/A SOLD DKK BOUGHT USD 20250115
N/A SOLD INR BOUGHT USD 20250117
N/A IRS MXN 9.39000 11/15/24-1Y* (WHT) CME
N/A RFR USD SOFR/3.86500 11/20/24-10Y LCH
N/A DJITR TRS EQUITY FEDL01+115 BOA
N/A SOLD TRY BOUGHT USD 20250106
N/A 317U7SPA5 PIMCO SWAPTION 3.69 CALL USD 2025011
N/A DJITR TRS EQUITY FEDL01+120 FAR
N/A BOUGHT KRW SOLD USD 20250122
N/A RFR USD SOFR/3.68400 01/03/24-10Y LCH
N/A SOLD TWD BOUGHT USD 20250122
N/A SOLD GBP BOUGHT USD 20250115
N/A BOUGHT JPY SOLD USD 20250115
N/A BOUGHT IDR SOLD USD 20250122
N/A 317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030
N/A SOLD KRW BOUGHT USD 20250108
N/A BOUGHT INR SOLD USD 20250117
N/A BOUGHT NOK SOLD USD 20250115
N/A BOUGHT IDR SOLD USD 20250108
N/A SOLD KRW BOUGHT USD 20250115
N/A RFR USD SOFR/4.00000 06/20/24-2Y CME
N/A SOLD CNH BOUGHT USD 20250115
N/A RFR USD SOFR/3.85500 11/19/24-10Y LCH
N/A SOLD IDR BOUGHT USD 20250108
N/A DJITR TRS EQUITY FEDL01+111 FAR
N/A SOLD SGD BOUGHT USD 20250115
N/A BOUGHT PLN SOLD USD 20250131
N/A BOUGHT TWD SOLD USD 20250122
N/A SOLD PEN BOUGHT USD 20250808
N/A SOLD PEN BOUGHT USD 20250421
N/A RFR USD SOFR/3.00000 06/21/23-10Y CME
N/A SOLD HKD BOUGHT USD 20250220
N/A SOLD SEK BOUGHT USD 20250115
N/A 317U7NKA1 PIMCO SWAPTION 5.85 PUT USD 20251121
N/A BOUGHT INR SOLD USD 20250117
N/A RFR USD SOFR/3.25000 06/21/23-5Y CME
N/A RFR USD SOFR/3.98235 12/02/24-2Y* LCH
N/A 317U7QIA7 PIMCO SWAPTION 3.88 PUT USD 20250109
N/A SOLD PEN BOUGHT USD 20250219
N/A BOUGHT IDR SOLD USD 20250115
N/A BOUGHT INR SOLD USD 20250117
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A 317U7Q9A7 PIMCO SWAPTION 3.64 CALL GBP 2025010
N/A SOLD TWD BOUGHT USD 20250122
N/A BOUGHT PLN SOLD USD 20250117
N/A BOUGHT INR SOLD USD 20250117
N/A SOLD TWD BOUGHT USD 20250122
N/A 317U7UYA0 PIMCO SWAPTION 3.9 CALL USD 20250123
N/A BOUGHT IDR SOLD USD 20250122
N/A SOLD KRW BOUGHT USD 20250122
N/A SOLD THB BOUGHT USD 20250220
N/A SOLD ILS BOUGHT USD 20250317
N/A SOLD BRL BOUGHT USD 20250402
N/A IRS EUR 2.59000 08/19/24-10Y LCH
N/A 317U7UWA2 PIMCO SWAPTION 3.822 CALL USD 202501
N/A RFR USD SOFR/3.70000 02/20/24-25Y LCH
N/A BOUGHT CNH SOLD USD 20250115
N/A GOOGL US TRS EQUITY FEDL01+145 GST
N/A BOUGHT INR SOLD USD 20250321
N/A SOLD DKK BOUGHT USD 20250401
N/A ABX.HE.AAA.06-2 SP BOA
N/A CDX EM34 ICE
N/A BOUGHT CNH SOLD USD 20250115
N/A BOUGHT IDR SOLD USD 20250115
N/A IRS EUR 3.14800 11/20/23-10Y LCH
N/A SOLD TRY BOUGHT USD 20250117
N/A BOUGHT ZAR SOLD USD 20250117
N/A 3 MONTH SOFR FUT DEC24 XCME 20250318
N/A SOLD KRW BOUGHT USD 20250319
N/A SOLD TWD BOUGHT USD 20250122
N/A SOLD TWD BOUGHT USD 20250425
N/A BOUGHT JPY SOLD USD 20250115
N/A 317U7PUA5 PIMCO SWAPTION 2.22 PUT EUR 20250106
N/A SOLD INR BOUGHT USD 20250117
N/A SPTR TRS EQUITY FEDL01+85 CIB
N/A IRS EUR 2.68000 08/07/24-10Y LCH
N/A SOLD DKK BOUGHT USD 20250401
N/A 317U7Q4A2 PIMCO SWAPTION 3.5 CALL USD 20250106
N/A CDX EM39 ICE
N/A BOUGHT IDR SOLD USD 20250122
N/A BOUGHT TWD SOLD USD 20250122
N/A RFRF USD SF+26.161/2.50 7/31/23-5Y* CME
N/A AT&T INC SNR S* ICE
N/A RFR USD SOFR/1.75000 06/15/22-5Y CME
N/A BOUGHT IDR SOLD USD 20250108
N/A SOLD CNH BOUGHT USD 20250512
N/A BOUGHT IDR SOLD USD 20250305
N/A BOUGHT DKK SOLD USD 20250401
N/A 317U7SOA6 PIMCO SWAPTION 4.09 PUT USD 20250117
N/A CDX EM38 ICE
N/A SOLD CNH BOUGHT USD 20250115
N/A BOUGHT ZAR SOLD USD 20250117
N/A IRS EUR 3.06300 12/06/23-10Y LCH
N/A SOLD INR BOUGHT USD 20250117
N/A 317U7VZA7 PIMCO SWAPTION 4.286 PUT USD 2025012
N/A RFR GBP SONIO/4.32000 10/20/23-10Y LCH
N/A SOLD PEN BOUGHT USD 20250220
N/A BOUGHT PLN SOLD USD 20250117
N/A SOLD CNH BOUGHT USD 20250115
N/A SOLD MXN BOUGHT USD 20250211
N/A BOUGHT INR SOLD USD 20250117
N/A BOUGHT JPY SOLD USD 20250115
N/A BOUGHT INR SOLD USD 20250117
N/A IRS EUR 2.91000 12/29/23-10Y LCH
N/A RFR USD SOFR/3.75000 06/20/24-4Y CME
N/A IRS EUR 3.25000 11/06/23-10Y LCH
N/A BOUGHT HUF SOLD USD 20250109
N/A BOUGHT IDR SOLD USD 20250115
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A SOLD KRW BOUGHT USD 20250115
N/A BOUGHT KRW SOLD USD 20250108
N/A BOUGHT INR SOLD USD 20250117
N/A SOLD PEN BOUGHT USD 20250508
N/A BOUGHT ZAR SOLD USD 20250117
N/A BOUGHT INR SOLD USD 20250321
N/A IRS EUR 2.38000 12/31/24-10Y LCH
N/A US 5YR NOTE (CBT) MAR25 XCBT 20250331
N/A SPTR TRS EQUITY FEDL01+71 BOA
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT CNH SOLD USD 20250115
N/A SOLD IDR BOUGHT USD 20250108
N/A SOLD IDR BOUGHT USD 20250305
N/A SOLD CNH BOUGHT USD 20250115
N/A SOLD TWD BOUGHT USD 20250122
N/A SOLD ILS BOUGHT USD 20250317
N/A BOUGHT INR SOLD USD 20250117
N/A SOLD CNH BOUGHT USD 20250214
N/A BOUGHT PLN SOLD USD 20250131
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD TRY BOUGHT USD 20250115
N/A IRS EUR 2.67000 04/03/24-10Y LCH
N/A SOLD KRW BOUGHT USD 20250319
N/A BOUGHT INR SOLD USD 20250321
N/A SOLD CZK BOUGHT USD 20250121
N/A SOLD KRW BOUGHT USD 20250115
N/A SPTR TRS EQUITY FEDL01+48 RBC
N/A 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103
N/A SOLD KRW BOUGHT USD 20250115
N/A 317U7SFA6 PIMCO SWAPTION 3.7 CALL USD 20250116
N/A 317U7P2A6 PIMCO SWAPTION 3.533 CALL USD 202501
N/A SPTR TRS EQUITY FEDL01+120 CIB
N/A 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103
N/A SOLD PEN BOUGHT USD 20250421
N/A RFR USD SOFR/3.50000 12/20/23-10Y CME
N/A SOLD ILS BOUGHT USD 20250317
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A SOLD HUF BOUGHT USD 20250109
N/A RFR USD SOFR/3.75000 06/20/24-10Y CME
N/A SOLD AUD BOUGHT USD 20250115
N/A BOUGHT PLN SOLD USD 20250131
N/A BOUGHT INR SOLD USD 20250117
N/A BOUGHT IDR SOLD USD 20250108
N/A SOLD KRW BOUGHT USD 20250115
N/A SPTR TRS EQUITY FEDL01+70 RBC
N/A BOUGHT IDR SOLD USD 20250115
N/A SOLD INR BOUGHT USD 20250117
N/A BOUGHT INR SOLD USD 20250117
N/A SOLD IDR BOUGHT USD 20250108
N/A OIS MXN TIIE1/9.39000 12/12/25-9Y* CME
N/A BOUGHT INR SOLD USD 20250117
N/A BOUGHT KRW SOLD USD 20250122
N/A BOUGHT IDR SOLD USD 20250305
N/A BOUGHT INR SOLD USD 20250321
N/A BOUGHT KRW SOLD USD 20250122
N/A 317U7VJA5 PIMCO SWAPTION 3.908 CALL USD 202501
N/A SOLD BRL BOUGHT USD 20250402
N/A IRS EUR 2.25000 03/19/25-30Y LCH
N/A SOLD TWD BOUGHT USD 20250122
N/A BOUGHT IDR SOLD USD 20250122
N/A BOUGHT PLN SOLD USD 20250124
N/A BOUGHT IDR SOLD USD 20250115
N/A BOUGHT INR SOLD USD 20250117
N/A SOLD HKD BOUGHT USD 20250220
N/A SOLD BRL BOUGHT USD 20250204
N/A 317U7UXA1 PIMCO SWAPTION 4.3 PUT USD 20250123
N/A SOLD MXN BOUGHT USD 20250127
N/A SOLD KRW BOUGHT USD 20250108
N/A BOUGHT INR SOLD USD 20250321
N/A BOUGHT IDR SOLD USD 20250122
N/A SOLD PEN BOUGHT USD 20250312
N/A BANK OF AMERICA CORPORATION SNR S* ICE
N/A RFR USD SOFR/3.47000 09/04/24-10Y LCH
N/A SOLD PEN BOUGHT USD 20250319
N/A SOLD BRL BOUGHT USD 20250103
N/A SOLD CNH BOUGHT USD 20250115
N/A SOLD MXN BOUGHT USD 20250319
N/A SOLD SGD BOUGHT USD 20250115
N/A BOUGHT INR SOLD USD 20250321
N/A RFR USD SOFR/3.60500 08/28/24-10Y LCH
N/A BOUGHT IDR SOLD USD 20250122
N/A SOLD PEN BOUGHT USD 20250224
N/A CDX EM42 ICE
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A 317U7VKA3 PIMCO SWAPTION 4.308 PUT USD 2025012
N/A BOUGHT TWD SOLD USD 20250122
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A SOLD MXN BOUGHT USD 20250106
N/A SOLD PEN BOUGHT USD 20250514
N/A SOLD EUR BOUGHT USD 20250115
N/A CDX IG41 5Y ICE
N/A SOLD TWD BOUGHT USD 20250122
N/A BOUGHT IDR SOLD USD 20250115
N/A SOLD PEN BOUGHT USD 20250206
N/A BOUGHT INR SOLD USD 20250117
N/A SOLD PEN BOUGHT USD 20250214
N/A BOUGHT KRW SOLD USD 20250115
N/A CDX EM35 ICE
N/A IRS MXN 9.43000 10/31/24-1Y* (WHT) CME
N/A BOUGHT PLN SOLD USD 20250124
N/A SPTR TRS EQUITY FEDL01+71 BULLET TOR
N/A RFR USD SOFR/3.00000 06/21/23-7Y CME
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD PEN BOUGHT USD 20241024
N/A BOUGHT IDR SOLD USD 20241016
N/A SOLD CNH BOUGHT USD 20241120
N/A BOUGHT PLN SOLD USD 20241025
N/A SOLD SEK BOUGHT USD 20241002
N/A SOLD CAD BOUGHT USD 20241002
N/A SOLD DKK BOUGHT USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD GBP BOUGHT USD 20241002
N/A SOLD PEN BOUGHT USD 20241218
N/A SPTR TRS EQUITY FEDL01+83 RBC
N/A BOUGHT IDR SOLD USD 20241023
N/A BOUGHT TRY SOLD USD 20241211
N/A SOLD PLN BOUGHT USD 20241002
N/A 317U79VA0 PIMCO SWAPTION 3.495 PUT USD 2024102
N/A 317U78FA0 PIMCO SWAPTION 2.53 PUT EUR 20241024
N/A SOLD CAD BOUGHT USD 20241002
N/A SOLD PEN BOUGHT USD 20241018
N/A SOLD BRL BOUGHT USD 20241002
N/A RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME
N/A 317U6ZLA4 PIMCO SWAPTION 3.56 PUT USD 20240930
N/A RFR USD SOFR/3.75000 12/18/24-5Y LCH
N/A SOLD CNH BOUGHT USD 20241025
N/A RFR USD SOFR/4.00000 06/20/24-2Y CME
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT SGD SOLD USD 20241002
N/A US 10YR ULTRA FUT DEC24 XCBT 20241219
N/A RFR USD SOFR/3.75000 06/20/24-5Y CME
N/A IRS EUR 3.30500 11/27/23-10Y LCH
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT BRL SOLD USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD CAD BOUGHT USD 20241002
N/A RFR USD SOFR/3.28000 09/16/24-10Y LCH
N/A SOLD DKK BOUGHT USD 20241104
N/A 317U75JA2 PIMCO SWAPTION 2.49 PUT EUR 20241016
N/A SPTR TRS EQUITY FEDL01+62 MBC
N/A SOLD PEN BOUGHT USD 20241023
N/A REPO BANK AMERICA REPO
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT SEK SOLD USD 20241002
N/A SOLD PEN BOUGHT USD 20241021
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A BOUGHT IDR SOLD USD 20241015
N/A 317U71RA2 PIMCO SWAPTION 3.45 PUT USD 20241009
N/A BOUGHT DKK SOLD USD 20241002
N/A RFR USD SOFR/3.71500 08/07/24-10Y LCH
N/A SPTR TRS EQUITY FEDL01+70 RBC
N/A IRS EUR 3.06300 12/06/23-10Y LCH
N/A BOUGHT BRL SOLD USD 20241104
N/A BOUGHT DKK SOLD USD 20241002
N/A SPTR TRS EQUITY FEDL01+74 BULLET FAR
N/A BOUGHT IDR SOLD USD 20241016
N/A RFR USD SOFR/3.24800 09/18/24-10Y LCH
N/A BOUGHT PLN SOLD USD 20241002
N/A BOUGHT PLN SOLD USD 20241104
N/A SOLD CHF BOUGHT USD 20241002
N/A 317U6ZYA0 PIMCO SWAPTION 2.61 PUT EUR 20241003
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD PEN BOUGHT USD 20250224
N/A BOUGHT CAD SOLD USD 20241002
N/A BOUGHT AUD SOLD USD 20241002
N/A RFR GBP SONIO/4.00000 09/18/24-5Y LCH
N/A RFR GBP SONIO/4.32000 10/20/23-10Y LCH
N/A 317U74JA5 PIMCO SWAPTION 2.995 CALL USD 202410
N/A SOLD MXN BOUGHT USD 20241218
N/A US 10YR FUT OPTN NOV24P 112 EXP 10/25/2024
N/A RFR USD SOFR/1.75000 06/15/22-30Y CME
N/A RFR USD SOFR/3.84200 12/26/23-10Y LCH
N/A SOLD DKK BOUGHT USD 20241104
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD NZD BOUGHT USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A 317U77LA5 PIMCO SWAPTION 3.463 PUT USD 2024102
N/A BOUGHT DKK SOLD USD 20250401
N/A 317U70BA1 PIMCO SWAPTION 2.36 CALL EUR 2024100
N/A SOLD PEN BOUGHT USD 20241218
N/A SOLD HKD BOUGHT USD 20241018
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD DKK BOUGHT USD 20250401
N/A 317U6ZVA3 PIMCO SWAPTION 3.54 CALL GBP 2024100
N/A CDX HY41 5Y ICE
N/A SPTR TRS EQUITY FEDL01+62 RBC
N/A RFR USD SOFR/3.75000 06/20/24-4Y CME
N/A BOUGHT ZAR SOLD USD 20241018
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD PEN BOUGHT USD 20241021
N/A BOUGHT EUR SOLD USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD MXN BOUGHT USD 20250211
N/A BOUGHT IDR SOLD USD 20241023
N/A BOUGHT INR SOLD USD 20241024
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A BOUGHT DKK SOLD USD 20241002
N/A BOUGHT PLN SOLD USD 20241025
N/A SPTR TRS EQUITY FEDL01+49 BULLET MBC
N/A SOLD HKD BOUGHT USD 20241018
N/A SOLD DKK BOUGHT USD 20241104
N/A SOLD KRW BOUGHT USD 20241023
N/A EURO-BUND FUTURE DEC24 XEUR 20241206
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD KRW BOUGHT USD 20241016
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD EUR BOUGHT USD 20241002
N/A AT&T INC SNR S* ICE
N/A SOLD PEN BOUGHT USD 20241023
N/A BOUGHT CAD SOLD USD 20241002
N/A SOLD BRL BOUGHT USD 20250402
N/A RFR USD SOFR/3.64960 03/01/24-4Y* LCH
N/A SOLD PEN BOUGHT USD 20241023
N/A BOUGHT INR SOLD USD 20241024
N/A DJIA MINI E-CBOT DEC24 XCBT 20241220
N/A SOLD NZD BOUGHT USD 20241002
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD PEN BOUGHT USD 20250219
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD DKK BOUGHT USD 20241104
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A SOLD KRW BOUGHT USD 20241023
N/A OIS CAD CAONREPO/3.73250 03/20/24-2Y LCH
N/A BOUGHT PLN SOLD USD 20241104
N/A 317U72DA5 PIMCO SWAPTION 3.375 PUT USD 2024101
N/A BOUGHT DKK SOLD USD 20241002
N/A SOLD PEN BOUGHT USD 20241112
N/A SOLD KRW BOUGHT USD 20241016
N/A ABX.HE.AAA.06-2 SP BOA
N/A 317U77RA9 PIMCO SWAPTION 3.446 PUT USD 2024102
N/A BOUGHT ILS SOLD USD 20241018
N/A SOLD PEN BOUGHT USD 20241023
N/A SOLD JPY BOUGHT USD 20241002
N/A SOLD SGD BOUGHT USD 20241002
N/A IRS EUR 2.99000 12/08/23-10Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT CHF SOLD USD 20241002
N/A RFR USD SOFR/1.75000 06/15/22-5Y CME
N/A BOUGHT DKK SOLD USD 20241002
N/A CDX IG43 5Y ICE
N/A SOLD PEN BOUGHT USD 20241218
N/A SPTR TRS EQUITY FEDL01+41 RBC
N/A 317U72EA4 PIMCO SWAPTION 2.975 CALL USD 202410
N/A BOUGHT ZAR SOLD USD 20241018
N/A SOLD IDR BOUGHT USD 20241023
N/A 317U75IA3 PIMCO SWAPTION 2.26 CALL EUR 2024101
N/A SOLD ILS BOUGHT USD 20241018
N/A SOLD PEN BOUGHT USD 20241015
N/A BOUGHT IDR SOLD USD 20241023
N/A SOLD ZAR BOUGHT USD 20241018
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD CNH BOUGHT USD 20241025
N/A 317U71SA1 PIMCO SWAPTION 3.05 CALL USD 2024100
N/A BARCLAYS CAPITAL REPO REPO
N/A SOLD PEN BOUGHT USD 20241018
N/A BOUGHT CNH SOLD USD 20241120
N/A BOUGHT GBP SOLD USD 20241002
N/A IRS EUR 3.14800 11/20/23-10Y LCH
N/A SOLD KRW BOUGHT USD 20241023
N/A US 10YR FUT OPTN NOV24C 117 EXP 10/25/2024
N/A BOUGHT EUR SOLD USD 20241002
N/A SPTR TRS EQUITY FEDL01+72 RBC
N/A RFR USD SOFR/3.88000 10/16/23-30Y LCH
N/A 3 MONTH SOFR FUT DEC24 XCME 20250318
N/A RFRF USD SF+26.161/2.50 7/31/23-5Y* CME
N/A BOUGHT PLN SOLD USD 20241104
N/A BOUGHT NZD SOLD USD 20241104
N/A BOUGHT ZAR SOLD USD 20241018
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD TWD BOUGHT USD 20241118
N/A EURO-BUXL 30Y BND DEC24 XEUR 20241206
N/A BOUGHT TWD SOLD USD 20241118
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD THB BOUGHT USD 20241016
N/A IRS EUR 3.12800 12/04/23-10Y LCH
N/A BOUGHT INR SOLD USD 20241024
N/A RFR USD SOFR/3.59500 08/19/24-10Y LCH
N/A SOLD MXN BOUGHT USD 20241129
N/A SOLD PLN BOUGHT USD 20241002
N/A AT&T INC SNR S* ICE
N/A IRS EUR 3.25500 11/22/23-5Y LCH
N/A SOLD GBP BOUGHT USD 20241104
N/A SOLD KRW BOUGHT USD 20241023
N/A 317U78EA1 PIMCO SWAPTION 2.29 CALL EUR 2024102
N/A SPTR TRS EQUITY FEDL01+40 RBC
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD CNH BOUGHT USD 20241120
N/A RFR USD SOFR/3.75000 06/21/23-2Y CME
N/A SOLD SGD BOUGHT USD 20241104
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD TWD BOUGHT USD 20241118
N/A 317U74MA1 PIMCO SWAPTION 3.4 PUT USD 20241015
N/A BOUGHT IDR SOLD USD 20241016
N/A BOUGHT CHF SOLD USD 20241002
N/A BOUGHT MXN SOLD USD 20241218
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD CNH BOUGHT USD 20241120
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A SOLD ILS BOUGHT USD 20241018
N/A RFR USD SOFR/3.55500 03/05/24-30Y LCH
N/A BOUGHT ILS SOLD USD 20241018
N/A BOUGHT BRL SOLD USD 20241203
N/A SOLD BRL BOUGHT USD 20250402
N/A CDX EM42 ICE
N/A 317U70UA0 PIMCO SWAPTION 3.065 CALL USD 202410
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD PEN BOUGHT USD 20241028
N/A BOUGHT PLN SOLD USD 20241018
N/A SOLD PEN BOUGHT USD 20241021
N/A TORONTO DOMINION BANK REPO DUMMY ASSET
N/A SPTR TRS EQUITY FEDL01+72 RBC
N/A BOUGHT IDR SOLD USD 20241023
N/A SOLD TRY BOUGHT USD 20241213
N/A SOLD ILS BOUGHT USD 20241018
N/A SOLD ZAR BOUGHT USD 20241018
N/A SOLD TWD BOUGHT USD 20241118
N/A RFR JPY MUTK/1.00000 03/21/24-10Y LCH
N/A RFR USD SOFR/3.68400 01/03/24-10Y LCH
N/A SOLD PEN BOUGHT USD 20241024
N/A RFR USD SOFR/3.63761 03/01/24-4Y* LCH
N/A BOUGHT DKK SOLD USD 20241002
N/A SOLD PEN BOUGHT USD 20250214
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A BOUGHT PLN SOLD USD 20241018
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD CNH BOUGHT USD 20241120
N/A 317U74VA1 PIMCO SWAPTION 2.985 CALL USD 202410
N/A 317U7A0A1 PIMCO SWAPTION 3.135 CALL USD 202410
N/A SOLD PEN BOUGHT USD 20241021
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD CHF BOUGHT USD 20241104
N/A 317U79NA9 PIMCO SWAPTION 3.131 CALL USD 202410
N/A BOUGHT PLN SOLD USD 20241025
N/A SOLD AUD BOUGHT USD 20241002
N/A SPTR TRS EQUITY FEDL01+68 RBC
N/A SPTR TRS EQUITY FEDL01+76 RBC
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD CAD BOUGHT USD 20241002
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT PLN SOLD USD 20241104
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD KRW BOUGHT USD 20241023
N/A US 2YR NOTE (CBT) DEC24 XCBT 20241231
N/A SOLD TRY BOUGHT USD 20250106
N/A SOLD BRL BOUGHT USD 20250402
N/A RFR USD SOFR/3.25000 06/21/23-5Y CME
N/A BOUGHT IDR SOLD USD 20241016
N/A CDX IG42 5Y ICE
N/A SOLD ZAR BOUGHT USD 20241018
N/A BOUGHT NOK SOLD USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD MXN BOUGHT USD 20241211
N/A 317U74KA3 PIMCO SWAPTION 3.395 PUT USD 2024101
N/A 317U73TA6 PIMCO SWAPTION 2.1 CALL EUR 20241014
N/A RFR USD SOFR/3.70000 02/20/24-25Y LCH
N/A BOUGHT PLN SOLD USD 20241018
N/A RFR USD SOFR/3.87000 10/17/23-30Y LCH
N/A SOLD CHF BOUGHT USD 20241002
N/A BOUGHT ZAR SOLD USD 20241018
N/A SOLD BRL BOUGHT USD 20241002
N/A SOLD CAD BOUGHT USD 20241003
N/A SOLD DKK BOUGHT USD 20241002
N/A SOLD SEK BOUGHT USD 20241104
N/A SOLD TWD BOUGHT USD 20241118
N/A 317U77MA4 PIMCO SWAPTION 3.063 CALL USD 202410
N/A SOLD GBP BOUGHT USD 20241002
N/A RFR USD SOFR/3.85000 08/05/24-10Y LCH
N/A RFR USD SOFR/3.40750 09/05/24-10Y LCH
N/A 317U74NA0 PIMCO SWAPTION 3.0 CALL USD 20241015
N/A BOUGHT IDR SOLD USD 20241016
N/A 317U6ZMA3 PIMCO SWAPTION 3.16 CALL USD 2024093
N/A US 5YR NOTE (CBT) DEC24 XCBT 20241231
N/A BOUGHT PLN SOLD USD 20241018
N/A BOUGHT TWD SOLD USD 20241118
N/A SOLD TRY BOUGHT USD 20241113
N/A 317U74LA2 PIMCO SWAPTION 2.995 CALL USD 202410
N/A 317U74IA6 PIMCO SWAPTION 3.395 PUT USD 2024101
N/A SOLD CAD BOUGHT USD 20241002
N/A SPTR TRS EQUITY FEDL01+71 BOA
N/A BOUGHT ZAR SOLD USD 20241018
N/A SOLD ILS BOUGHT USD 20241018
N/A SOLD DKK BOUGHT USD 20241104
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD PEN BOUGHT USD 20241028
N/A SPTR TRS EQUITY FEDL01+48 RBC
N/A BOUGHT CNH SOLD USD 20241120
N/A S+P500 EMINI FUT DEC24 XCME 20241220
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A IRS AUD 4.50000 09/20/23-10Y LCH
N/A SOLD DKK BOUGHT USD 20250401
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD DKK BOUGHT USD 20241002
N/A SOLD ILS BOUGHT USD 20241018
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD KRW BOUGHT USD 20241016
N/A IRS EUR 3.28000 11/22/23-10Y LCH
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD PEN BOUGHT USD 20241023
N/A MERRILL LYNCH REPO CAD REPO
N/A SPTR TRS EQUITY FEDL01+49.5 BULLET MBC
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD EUR BOUGHT USD 20241104
N/A RFR USD SOFR/3.75000 06/20/24-10Y CME
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD PLN BOUGHT USD 20241002
N/A BOUGHT TRY SOLD USD 20241218
N/A SOLD PEN BOUGHT USD 20241218
N/A SOLD PEN BOUGHT USD 20241025
N/A SOLD BRL BOUGHT USD 20241104
N/A BOUGHT CNH SOLD USD 20241025
N/A US 10YR NOTE (CBT)DEC24 XCBT 20241219
N/A SOLD PEN BOUGHT USD 20241015
N/A RFR USD SOFR/3.83000 10/12/23-30Y LCH
N/A SOLD CNH BOUGHT USD 20241120
N/A CDX HY43 5Y ICE
N/A SOLD PEN BOUGHT USD 20241021
N/A SOLD PEN BOUGHT USD 20241127
N/A BOUGHT IDR SOLD USD 20241016
N/A SOLD CNH BOUGHT USD 20241025
N/A BOUGHT IDR SOLD USD 20241016
N/A BOUGHT ILS SOLD USD 20241018
N/A IRS EUR 2.30000 09/25/24-5Y LCH
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD TRY BOUGHT USD 20241211
N/A SOLD MXN BOUGHT USD 20241218
N/A BOUGHT NZD SOLD USD 20241104
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD PEN BOUGHT USD 20241023
N/A SOLD AUD BOUGHT USD 20241104
N/A SOLD ILS BOUGHT USD 20241018
N/A RFR USD SOFR/3.55800 08/21/24-10Y LCH
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A SPTR TRS EQUITY FEDL01+71 BULLET TOR
N/A CDX HY42 5Y ICE
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD CAD BOUGHT USD 20241004
N/A RFR USD SOFR/3.50000 12/20/23-10Y CME
N/A SOLD CAD BOUGHT USD 20241104
N/A SOLD CNH BOUGHT USD 20241120
N/A 317U79MA0 PIMCO SWAPTION 3.481 PUT USD 2024102
N/A SPTR TRS EQUITY FEDL01+42 RBC
N/A BOUGHT ILS SOLD USD 20241018
N/A SOLD NOK BOUGHT USD 20241002
N/A 317U77SA8 PIMCO SWAPTION 3.046 CALL USD 202410
N/A RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME
N/A SOLD DKK BOUGHT USD 20241104
N/A SOLD TWD BOUGHT USD 20241118
N/A IRS EUR 3.17900 11/29/23-5Y LCH
N/A US LONG BOND(CBT) DEC24 XCBT 20241219
N/A BOUGHT PLN SOLD USD 20241018
N/A 317U70TA2 PIMCO SWAPTION 3.515 PUT USD 2024100
N/A US ULTRA BOND CBT DEC24 XCBT 20241219
N/A IRS EUR 2.91000 12/29/23-10Y LCH
N/A RFR USD SOFR/3.67900 08/13/24-10Y LCH
N/A SOLD PEN BOUGHT USD 20241021
N/A 3 MONTH SOFR FUT SEP24 XCME 20241217
N/A 317U73UA4 PIMCO SWAPTION 2.39 PUT EUR 20241014
N/A SOLD CNH BOUGHT USD 20241120
N/A IRS EUR 2.65000 08/14/24-5Y LCH
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD CHF BOUGHT USD 20241104
N/A 317U74UA2 PIMCO SWAPTION 3.385 PUT USD 2024101
N/A RFR USD SOFR/3.00000 06/21/23-10Y CME
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT NOK SOLD USD 20241104
N/A 317U6ZWA2 PIMCO SWAPTION 3.85 PUT GBP 20241003
N/A IRS EUR 2.76000 01/03/24-5Y LCH
N/A BOUGHT NZD SOLD USD 20241002
N/A IRS EUR 3.25000 11/06/23-10Y LCH
N/A SOLD CNH BOUGHT USD 20241025
N/A BOUGHT SGD SOLD USD 20241002
N/A SPTR TRS EQUITY FEDL01+45 RBC
N/A 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729
N/A 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711
N/A BOUGHT CAD SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A SOLD EUR BOUGHT USD 20240702
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A SOLD ILS BOUGHT USD 20240719
N/A SOLD IDR BOUGHT USD 20240729
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD CAD BOUGHT USD 20240702
N/A SOLD MXN BOUGHT USD 20240710
N/A 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071
N/A SOLD CAD BOUGHT USD 20240708
N/A 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD MXN BOUGHT USD 20240918
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT IDR SOLD USD 20240726
N/A SOLD TWD BOUGHT USD 20240913
N/A US LONG BOND(CBT) SEP24 XCBT 20240919
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD EUR BOUGHT USD 20240802
N/A 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071
N/A IRS EUR 2.82700 05/06/24-5Y LCH
N/A SOLD DKK BOUGHT USD 20240702
N/A 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062
N/A SOLD AUD BOUGHT USD 20240702
N/A 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705
N/A IRS EUR 3.45000 10/20/23-5Y LCH
N/A 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071
N/A SOLD NOK BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT CAD SOLD USD 20240702
N/A 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722
N/A 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704
N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919
N/A 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717
N/A SOLD CAD BOUGHT USD 20240702
N/A 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628
N/A 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407
N/A RFR USD SOFR/4.15000 04/22/24-10Y LCH
N/A SOLD KRW BOUGHT USD 20240722
N/A 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD CAD BOUGHT USD 20240702
N/A 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628
N/A SOLD DKK BOUGHT USD 20250401
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A SOLD DKK BOUGHT USD 20240702
N/A 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072
N/A SOLD CAD BOUGHT USD 20240702
N/A 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070
N/A SOLD BRL BOUGHT USD 20250402
N/A RFRF USD SF+26.161/2.50 7/31/23-5Y* CME
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD SGD BOUGHT USD 20240702
N/A IRS EUR 3.27000 11/08/23-5Y LCH
N/A RFR USD SOFR/4.08000 04/17/24-10Y LCH
N/A 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071
N/A BOUGHT PLN SOLD USD 20240722
N/A SPTR TRS EQUITY FEDL01+48 RBC
N/A SOLD MXN BOUGHT USD 20240715
N/A SOLD EUR BOUGHT USD 20240702
N/A 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072
N/A BOUGHT PLN SOLD USD 20240722
N/A 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072
N/A BOUGHT NZD SOLD USD 20240802
N/A RFR USD SOFR/4.00000 03/20/24-2Y LCH
N/A IRS EUR 2.86000 04/24/24-5Y LCH
N/A SOLD JPY BOUGHT USD 20240930
N/A BOUGHT DKK SOLD USD 20240702
N/A SOLD AUD BOUGHT USD 20240702
N/A BOUGHT IDR SOLD USD 20240722
N/A 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD PLN BOUGHT USD 20240722
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT EUR SOLD USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD CHF BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD AUD BOUGHT USD 20240802
N/A EURO-BUND FUTURE SEP24 XEUR 20240906
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD KRW BOUGHT USD 20240715
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT JPY SOLD USD 20240702
N/A SOLD DKK BOUGHT USD 20250401
N/A IRS EUR 2.81800 06/26/24-5Y LCH
N/A SOLD TWD BOUGHT USD 20240913
N/A 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD SGD BOUGHT USD 20240702
N/A RFR USD SOFR/4.13000 05/03/24-10Y LCH
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD MXN BOUGHT USD 20240715
N/A BOUGHT PLN SOLD USD 20240722
N/A 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705
N/A SOLD AUD BOUGHT USD 20240802
N/A BOUGHT PLN SOLD USD 20240722
N/A 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062
N/A 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703
N/A SOLD BRL BOUGHT USD 20250402
N/A 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072
N/A SOLD CAD BOUGHT USD 20240703
N/A SOLD TWD BOUGHT USD 20240913
N/A SPTR TRS EQUITY FEDL01+39 BULLET FAR
N/A SOLD KRW BOUGHT USD 20240722
N/A IRS EUR 2.76000 03/04/24-10Y LCH
N/A IRS EUR 2.77000 04/29/24-10Y LCH
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD AUD BOUGHT USD 20240702
N/A BOUGHT ILS SOLD USD 20240718
N/A SPTR TRS EQUITY FEDL01+52 JPM
N/A CITIGROUP REPO REPO 5807
N/A RFR USD SOFR/3.95000 04/16/24-10Y LCH
N/A IRS EUR 2.92000 12/13/23-5Y LCH
N/A IRS EUR 2.89000 12/22/23-10Y LCH
N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930
N/A SOLD MXN BOUGHT USD 20240918
N/A SOLD AUD BOUGHT USD 20240702
N/A SOLD CAD BOUGHT USD 20240702
N/A SOLD SGD BOUGHT USD 20240802
N/A SOLD CNH BOUGHT USD 20240920
N/A SOLD JPY BOUGHT USD 20240702
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT CAD SOLD USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT KRW SOLD USD 20240708
N/A SOLD DKK BOUGHT USD 20250401
N/A SPTR TRS EQUITY FEDL01+40 CBK
N/A 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407
N/A SOLD CNH BOUGHT USD 20240920
N/A RFR USD SOFR/3.75000 06/20/24-4Y CME
N/A BOUGHT NZD SOLD USD 20240802
N/A SOLD SGD BOUGHT USD 20240702
N/A 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723
N/A BOUGHT TRY SOLD USD 20240910
N/A SOLD CHF BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072
N/A SOLD SGD BOUGHT USD 20240802
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD TRY BOUGHT USD 20240722
N/A IRS EUR 2.78000 05/02/24-5Y LCH
N/A US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024
N/A SOLD SGD BOUGHT USD 20240702
N/A SPTR TRS EQUITY FEDL01+42 RBC
N/A 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD KRW BOUGHT USD 20240715
N/A IRS EUR 3.37000 10/09/23-5Y LCH
N/A SOLD CHF BOUGHT USD 20240702
N/A SOLD CAD BOUGHT USD 20240702
N/A IRS EUR 2.75000 09/18/24-10Y LCH
N/A SOLD JPY BOUGHT USD 20240702
N/A BOUGHT ZAR SOLD USD 20240719
N/A IRS EUR 2.77000 04/16/24-5Y LCH
N/A 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071
N/A SOLD CHF BOUGHT USD 20240802
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD BRL BOUGHT USD 20240802
N/A BOUGHT ILS SOLD USD 20240718
N/A SOLD JPY BOUGHT USD 20240802
N/A BOUGHT INR SOLD USD 20240924
N/A RFR USD SOFR/4.10500 04/24/24-10Y LCH
N/A SOLD CAD BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD KRW BOUGHT USD 20240722
N/A IRS EUR 2.95000 12/29/23-5Y LCH
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD CNH BOUGHT USD 20240920
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725
N/A SOLD CAD BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT INR SOLD USD 20240924
N/A TORONTO DOMINION BANK REPO DUMMY ASSET
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD CHF BOUGHT USD 20240702
N/A RFR USD SOFR/3.90000 04/15/24-10Y LCH
N/A BOUGHT BRL SOLD USD 20240702
N/A IRS EUR 2.65000 01/08/24-10Y LCH
N/A BOUGHT ZAR SOLD USD 20240719
N/A BOUGHT INR SOLD USD 20240924
N/A RFR USD SOFR/3.90000 04/10/24-10Y LCH
N/A SOLD JPY BOUGHT USD 20240701
N/A 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT SGD SOLD USD 20240702
N/A SOLD NZD BOUGHT USD 20240702
N/A 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT BRL SOLD USD 20240702
N/A RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME
N/A RFR USD SOFR/4.09000 04/30/24-10Y LCH
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT INR SOLD USD 20240924
N/A SPTR TRS EQUITY FEDL01+68 RBC
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD HKD BOUGHT USD 20240719
N/A REPO BANK OF MONTREAL ZCP
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407
N/A BOUGHT AUD SOLD USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD CNH BOUGHT USD 20241025
N/A RFR USD SOFR/3.64960 03/01/24-4Y* LCH
N/A 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705
N/A SOLD JPY BOUGHT USD 20240702
N/A SPTR TRS EQUITY FEDL01+83 RBC
N/A S+P500 EMINI FUT SEP24 XCME 20240920
N/A BOUGHT SGD SOLD USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A IRS EUR 3.27000 08/21/23-10Y LCH
N/A SOLD KRW BOUGHT USD 20240722
N/A 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072
N/A IRS EUR 2.95000 06/12/24-5Y LCH
N/A SOLD DKK BOUGHT USD 20240702
N/A REPO BANK OF MONTREAL ZCP
N/A CITIGROUP REPO REPO 5807
N/A BOUGHT BRL SOLD USD 20240904
N/A US 10YR ULTRA FUT SEP24 XCBT 20240919
N/A 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072
N/A 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406
N/A SOLD CAD BOUGHT USD 20240702
N/A 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062
N/A RFR USD SOFR/3.55500 03/05/24-30Y LCH
N/A BOUGHT ZAR SOLD USD 20240719
N/A BOUGHT CNH SOLD USD 20241025
N/A 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070
N/A SPTR TRS EQUITY FEDL01+40 RBC
N/A AT&T INC SNR S* ICE
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT NZD SOLD USD 20240802
N/A BOUGHT GBP SOLD USD 20240702
N/A REPO BANK OF MONTREAL ZCP
N/A US ULTRA BOND CBT SEP24 XCBT 20240919
N/A SOLD NZD BOUGHT USD 20240702
N/A IRS EUR 2.75000 03/05/24-10Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT NZD SOLD USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT IDR SOLD USD 20240722
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD CAD BOUGHT USD 20240703
N/A 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT CHF SOLD USD 20240702
N/A 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407
N/A MERRILL LYNCH REPO CAD REPO
N/A SPTR TRS EQUITY FEDL01+49.5 BULLET MBC
N/A SOLD PLN BOUGHT USD 20240722
N/A SOLD TWD BOUGHT USD 20240913
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A SPTR TRS EQUITY FEDL01+71 BOA
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A BOUGHT CHF SOLD USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703
N/A SOLD KRW BOUGHT USD 20240715
N/A 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072
N/A SOLD CHF BOUGHT USD 20240802
N/A 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407
N/A SOLD KRW BOUGHT USD 20240715
N/A BOUGHT CAD SOLD USD 20240702
N/A 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD CAD BOUGHT USD 20240709
N/A US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD CNH BOUGHT USD 20240920
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT MXN SOLD USD 20240918
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT NOK SOLD USD 20240802
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD KRW BOUGHT USD 20240722
N/A AAPL US TRS EQUITY FEDL01+75 BOA
N/A 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726
N/A SOLD DKK BOUGHT USD 20240802
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT INR SOLD USD 20240924
N/A EURO-BUXL 30Y BND SEP24 XEUR 20240906
N/A BOUGHT DKK SOLD USD 20240702
N/A 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705
N/A BOUGHT ZAR SOLD USD 20240719
N/A IRS EUR 2.97000 12/15/23-10Y LCH
N/A BOUGHT BRL SOLD USD 20240802
N/A US 2YR NOTE (CBT) SEP24 XCBT 20240930
N/A 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704
N/A 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729
N/A RFR USD SOFR/4.07800 04/29/24-10Y LCH
N/A SOLD CNH BOUGHT USD 20241025
N/A 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705
N/A SPTR TRS EQUITY FEDL01+43 NGF
N/A 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708
N/A RFR USD SOFR/4.08000 06/05/24-10Y LCH
N/A SOLD CHF BOUGHT USD 20240702
N/A SOLD CNH BOUGHT USD 20241025
N/A SPTR TRS EQUITY FEDL01+52 TOR
N/A IRS EUR 2.88000 12/19/23-5Y LCH
N/A SOLD BRL BOUGHT USD 20250402
N/A SPTR TRS EQUITY FEDL01+41 RBC
N/A 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722
N/A SOLD CAD BOUGHT USD 20240802
N/A BOUGHT SGD SOLD USD 20240702
N/A SOLD DKK BOUGHT USD 20240802
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD GBP BOUGHT USD 20240702
N/A SOLD CAD BOUGHT USD 20240702
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD GBP BOUGHT USD 20240802
N/A BOUGHT NOK SOLD USD 20240702
N/A DJIA MINI E-CBOT SEP24 XCBT 20240920
N/A IRS EUR 2.50000 09/18/24-30Y LCH
N/A SPTR TRS EQUITY FEDL01+52 RBC
N/A BOUGHT MXN SOLD USD 20240918
N/A IRS EUR 3.30000 10/03/23-10Y LCH
N/A SOLD DKK BOUGHT USD 20240802
N/A SOLD NZD BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071
N/A BOUGHT BRL SOLD USD 20240702
N/A 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071
N/A BOUGHT PLN SOLD USD 20240722
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT NZD SOLD USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD SGD BOUGHT USD 20240702
N/A 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718
N/A SPTR TRS EQUITY FEDL01+71 BULLET TOR
N/A SOLD JPY BOUGHT USD 20240924
N/A BOUGHT PLN SOLD USD 20240722
N/A SPTR TRS EQUITY FEDL01+40 RBC
N/A SOLD BRL BOUGHT USD 20250402
N/A 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715
N/A BOUGHT AUD SOLD USD 20240702
N/A SOLD NZD BOUGHT USD 20240702
N/A SOLD MXN BOUGHT USD 20240918
N/A BOUGHT CAD SOLD USD 20240802
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD THB BOUGHT USD 20240719
N/A SPTR TRS EQUITY FEDL01+53 JPM
N/A SOLD TWD BOUGHT USD 20240913
N/A 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD BRL BOUGHT USD 20240802
N/A BOUGHT BRL SOLD USD 20240702
N/A SPTR TRS EQUITY FEDL01+49 BULLET MBC
N/A RFR USD SOFR/4.20000 05/06/24-10Y LCH
N/A US 10YR FUT OPTN MAY24P 109 EXP 04/26/2024
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240402
N/A SOLD TWD BOUGHT USD 20240620
N/A 317U5F2A0 PIMCO SWAPTION 3.9 PUT USD 20240411
N/A 317U5EOA9 PIMCO SWAPTION 3.9 PUT USD 20240408
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT AUD SOLD USD 20240402
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U5F8A4 PIMCO SWAPTION 2.77 PUT EUR 20240412
N/A 317U5BQA3 PIMCO SWAPTION 4.024 PUT USD 2024040
N/A SOLD KRW BOUGHT USD 20240429
N/A SPTR TRS EQUITY FEDL01+42 RBC
N/A FIXED INC CLEARING CORP.REPO
N/A 317U5HKA6 PIMCO SWAPTION 3.705 CALL USD 202404
N/A BOUGHT CNH SOLD USD 20240402
N/A BOUGHT DKK SOLD USD 20240502
N/A BOUGHT GBP SOLD USD 20240402
N/A DJIA MINI E-CBOT JUN24 XCBT 20240621
N/A SOLD CAD BOUGHT USD 20240404
N/A SOLD PLN BOUGHT USD 20240722
N/A BOUGHT INR SOLD USD 20240620
N/A SPTR TRS EQUITY FEDL01+52 RBC
N/A BOUGHT ZAR SOLD USD 20240419
N/A BOUGHT INR SOLD USD 20240620
N/A 317U5CTA8 PIMCO SWAPTION 2.49 CALL EUR 2024040
N/A 317U5G8A2 PIMCO SWAPTION 4.085 PUT USD 2024041
N/A US 10YR FUT OPTN MAY24C 111.5 EXP 04/26/2024
N/A SOLD CAD BOUGHT USD 20240402
N/A BOUGHT ZAR SOLD USD 20240419
N/A SOLD CNH BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT BRL SOLD USD 20240402
N/A US 10YR FUT OPTN MAY24C 113 EXP 04/26/2024
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240503
N/A BOUGHT MXN SOLD USD 20240620
N/A 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717
N/A SOLD TRY BOUGHT USD 20240522
N/A MERRILL LYNCH REPO CAD REPO
N/A SOLD CAD BOUGHT USD 20240426
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A AT&T INC SNR S* ICE
N/A US 10YR FUT OPTN MAY24P 108.5 EXP 04/26/2024
N/A SOLD CAD BOUGHT USD 20240502
N/A SOLD AUD BOUGHT USD 20240502
N/A BOUGHT KRW SOLD USD 20240620
N/A SPTR TRS EQUITY FEDL01+40 FAR
N/A BOUGHT CAD SOLD USD 20240402
N/A SPTR TRS EQUITY FEDL01+45 RBC
N/A SOLD BRL BOUGHT USD 20240402
N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT JPY SOLD USD 20240502
N/A SPTR TRS EQUITY FEDL01+41 RBC
N/A SOLD JPY BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A SPTR TRS EQUITY FEDL01+49 BULLET MBC
N/A SOLD KRW BOUGHT USD 20240620
N/A SPTR TRS EQUITY FEDL01+49.5 BULLET MBC
N/A SOLD TWD BOUGHT USD 20240620
N/A BOUGHT PLN SOLD USD 20240419
N/A SOLD BRL BOUGHT USD 20240702
N/A EURO-BUND FUTURE JUN24 XEUR 20240606
N/A SOLD AUD BOUGHT USD 20240502
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT BRL SOLD USD 20240402
N/A 317U5ECA2 PIMCO SWAPTION 2.5 CALL EUR 20240408
N/A SOLD IDR BOUGHT USD 20240430
N/A 317U5J6A8 PIMCO SWAPTION 4.09 PUT USD 20240426
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD CAD BOUGHT USD 20240502
N/A SPTR TRS EQUITY FEDL01+40 RBC
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5GKA8 PIMCO SWAPTION 2.85 PUT EUR 20240418
N/A SOLD KRW BOUGHT USD 20240620
N/A RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME
N/A 317U5BTA0 PIMCO SWAPTION 3.624 CALL USD 202404
N/A 317U5AZA5 PIMCO SWAPTION 3.75 CALL USD 2024040
N/A SOLD EUR BOUGHT USD 20240402
N/A 317U5HPA1 PIMCO SWAPTION 2.56 CALL EUR 2024042
N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628
N/A SOLD NZD BOUGHT USD 20240402
N/A RFR USD SOFR/3.75000 06/20/24-4Y CME
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT JPY SOLD USD 20240502
N/A S+P500 EMINI FUT JUN24 XCME 20240621
N/A SOLD CNH BOUGHT USD 20240419
N/A ROLLS-ROYCE PLC SNR SE ICE
N/A SOLD TWD BOUGHT USD 20240620
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD TWD BOUGHT USD 20240620
N/A 317U5HLA5 PIMCO SWAPTION 4.105 PUT USD 2024042
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U5EPA8 PIMCO SWAPTION 3.5 CALL USD 20240408
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240419
N/A RFR USD SOFR/3.68400 01/03/24-10Y LCH
N/A SOLD JPY BOUGHT USD 20240624
N/A SOLD KRW BOUGHT USD 20240429
N/A 317U5FHA4 PIMCO SWAPTION 3.55 CALL USD 2024041
N/A BOUGHT NOK SOLD USD 20240502
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD IDR BOUGHT USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT CAD SOLD USD 20240502
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240503
N/A RFR USD SOFR/3.64960 03/01/24-4Y* LCH
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD CAD BOUGHT USD 20240402
N/A 317U5HQA0 PIMCO SWAPTION 2.86 PUT EUR 20240422
N/A RFRF USD SF+26.161/2.50 7/31/23-5Y* CME
N/A SPTR TRS EQUITY FEDL01+45 RBC
N/A 317U5IJA6 PIMCO SWAPTION 2.48 CALL EUR 2024042
N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT JPY SOLD USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U5G7A3 PIMCO SWAPTION 3.68 CALL USD 2024041
N/A SOLD HKD BOUGHT USD 20240419
N/A SOLD HKD BOUGHT USD 20240419
N/A SOLD CNH BOUGHT USD 20240419
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT EUR SOLD USD 20240402
N/A BOUGHT NZD SOLD USD 20240402
N/A BOUGHT IDR SOLD USD 20240620
N/A RFR USD SOFR/3.80740 03/01/24-4Y* LCH
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U5G9A1 PIMCO SWAPTION 3.685 CALL USD 202404
N/A 317U5GFA4 PIMCO SWAPTION 2.55 CALL EUR 2024041
N/A SOLD AUD BOUGHT USD 20240502
N/A BOUGHT EUR SOLD USD 20240402
N/A SOLD JPY BOUGHT USD 20240415
N/A REPO BANK OF MONTREAL ZCP
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD IDR BOUGHT USD 20240430
N/A CITIGROUP REPO REPO 5807
N/A SOLD GBP BOUGHT USD 20240402
N/A 317U5AYA6 PIMCO SWAPTION 4.25 PUT USD 20240402
N/A BOUGHT AUD SOLD USD 20240402
N/A SOLD AUD BOUGHT USD 20240502
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD CAD BOUGHT USD 20240501
N/A SOLD AUD BOUGHT USD 20240502
N/A 317U5J4A0 PIMCO SWAPTION 4.09 PUT USD 20240426
N/A 317U5J5A9 PIMCO SWAPTION 3.69 CALL USD 2024042
N/A 317U5CUA6 PIMCO SWAPTION 2.81 PUT EUR 20240405
N/A SPTR TRS EQUITY FEDL01+39 BULLET FAR
N/A BOUGHT SEK SOLD USD 20240402
N/A 317U5GGA3 PIMCO SWAPTION 2.81 PUT EUR 20240415
N/A 317U5BRA2 PIMCO SWAPTION 3.688 CALL USD 202404
N/A 317U5IQA8 PIMCO SWAPTION 3.678 CALL USD 202404
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD CAD BOUGHT USD 20240402
N/A BOUGHT IDR SOLD USD 20240620
N/A SPTR TRS EQUITY FEDL01+37 FAR
N/A SOLD KRW BOUGHT USD 20240620
N/A EURO-BUXL 30Y BND JUN24 XEUR 20240606
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT JPY SOLD USD 20240402
N/A RFR USD SOFR/3.63761 03/01/24-4Y* LCH
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT AUD SOLD USD 20240402
N/A BOUGHT MXN SOLD USD 20240419
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD EUR BOUGHT USD 20240502
N/A SOLD JPY BOUGHT USD 20240402
N/A SOLD CAD BOUGHT USD 20240402
N/A BOUGHT IDR SOLD USD 20240620
N/A BOUGHT DKK SOLD USD 20240402
N/A 317U5EDA1 PIMCO SWAPTION 2.85 PUT EUR 20240408
N/A SOLD IDR BOUGHT USD 20240620
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT CAD SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD CAD BOUGHT USD 20240501
N/A SOLD KRW BOUGHT USD 20240620
N/A CDX HY42 5Y ICE
N/A 317U5F3A9 PIMCO SWAPTION 3.5 CALL USD 20240411
N/A 317U5IPA9 PIMCO SWAPTION 4.078 PUT USD 2024042
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT HUF SOLD USD 20240419
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD DKK BOUGHT USD 20250401
N/A 317U5F9A3 PIMCO SWAPTION 2.43 CALL EUR 2024041
N/A SOLD CNH BOUGHT USD 20240426
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD EUR BOUGHT USD 20240402
N/A SPTR TRS EQUITY FEDL01+52 TOR
N/A SOLD NZD BOUGHT USD 20240502
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD TWD BOUGHT USD 20240520
N/A BOUGHT IDR SOLD USD 20240620
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A SOLD MXN BOUGHT USD 20240620
N/A 317U5J7A7 PIMCO SWAPTION 3.69 CALL USD 2024042
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5FGA5 PIMCO SWAPTION 3.95 PUT USD 20240412
N/A SOLD AUD BOUGHT USD 20240402
N/A REPO BANK AMERICA REPO
N/A 317U5K0A1 PIMCO SWAPTION 2.48 CALL EUR 2024042
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD CAD BOUGHT USD 20240405
N/A US ULTRA BOND CBT JUN24 XCBT 20240618
N/A SOLD TWD BOUGHT USD 20240620
N/A SPTR TRS EQUITY FEDL01+29 RBC
N/A SOLD IDR BOUGHT USD 20240620
N/A BOUGHT BRL SOLD USD 20240402
N/A SPTR TRS EQUITY FEDL01+48 RBC
N/A 317U5IKA4 PIMCO SWAPTION 2.77 PUT EUR 20240425
N/A BOUGHT INR SOLD USD 20240620
N/A SPTR TRS EQUITY FEDL01+40 CBK
N/A 317U5GNA5 PIMCO SWAPTION 3.75 CALL USD 2024041
N/A SOLD DKK BOUGHT USD 20240502
N/A SOLD CAD BOUGHT USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A SOLD CNH BOUGHT USD 20240419
N/A BOUGHT DKK SOLD USD 20240402
N/A BOUGHT NOK SOLD USD 20240402
N/A BOUGHT JPY SOLD USD 20240402
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240426
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD TWD BOUGHT USD 20240620
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD EUR BOUGHT USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A BOUGHT IDR SOLD USD 20240620
N/A SPTR TRS EQUITY FEDL01+27 BULLET TOR
N/A SOLD CNH BOUGHT USD 20240506
N/A BOUGHT BRL SOLD USD 20240503
N/A 317U5K1A0 PIMCO SWAPTION 2.78 PUT EUR 20240429
N/A BOUGHT DKK SOLD USD 20240402
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD GBP BOUGHT USD 20240502
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT AUD SOLD USD 20240402
N/A SPTR TRS EQUITY FEDL01+28.5 MBC
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD DKK BOUGHT USD 20250401
N/A BOUGHT IDR SOLD USD 20240620
N/A 317U5GMA6 PIMCO SWAPTION 4.15 PUT USD 20240418
N/A BOUGHT IDR SOLD USD 20240620
N/A SPTR TRS EQUITY FEDL01+43 JPM
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A PARIBAS REPO
N/A BOUGHT BRL SOLD USD 20240503
N/A 317U5GLA7 PIMCO SWAPTION 2.56 CALL EUR 2024041
N/A BOUGHT INR SOLD USD 20240620
N/A 317U5BOA5 PIMCO SWAPTION 4.088 PUT USD 2024040
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD AUD BOUGHT USD 20240402
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT DKK SOLD USD 20240402
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD JPY BOUGHT USD 20240701
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5G6A4 PIMCO SWAPTION 4.08 PUT USD 20240415
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD CNH BOUGHT USD 20240426
N/A SOLD CAD BOUGHT USD 20240405
N/A SPTR TRS EQUITY FEDL01+40 RBC
N/A BOUGHT INR SOLD USD 20240620
N/A RFR USD SOFR/1.75000 06/15/22-2Y CME
N/A CITIGROUP REPO REPO 5807
N/A BOUGHT JPY SOLD USD 20240502
N/A BOUGHT DKK SOLD USD 20240502
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A SOLD CAD BOUGHT USD 20240409
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT AUD SOLD USD 20240402
N/A BOUGHT MXN SOLD USD 20240620
N/A RFR USD SOFR/3.55500 03/05/24-30Y LCH
N/A RFR USD SOFR/3.76000 08/23/23-10Y LCH
N/A 317U4PNA6 PIMCO SWAPTION 4.05 PUT USD 20240112
N/A BOUGHT PLN SOLD USD 20240122
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240320
N/A RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD TWD BOUGHT USD 20240229
N/A SPTR TRS EQUITY FEDL01+37 FAR
N/A SOLD KRW BOUGHT USD 20240620
N/A SPTR TRS EQUITY FEDL01+26 RBC
N/A 317U4R2A5 PIMCO SWAPTION 3.2725 CALL USD 20240
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD DKK BOUGHT USD 20240109
N/A RFR USD SOFR/4.45000 11/01/23-10Y LCH
N/A 317U4NMA2 PIMCO SWAPTION 2.59 CALL EUR 2024010
N/A RFR USD SOFR/4.23000 10/23/23-10Y LCH
N/A 317U4MMA4 PIMCO SWAPTION 3.684 CALL USD 202312
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD GBP BOUGHT USD 20240109
N/A BOUGHT BRL SOLD USD 20240103
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD JPY BOUGHT USD 20240109
N/A 317U4R1A6 PIMCO SWAPTION 3.7225 PUT USD 202401
N/A US 2YR NOTE (CBT) MAR24 XCBT 20240328
N/A 317U4R0A7 PIMCO SWAPTION 3.3 CALL USD 20240116
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A SOLD CNH BOUGHT USD 20240326
N/A 317U4RPA0 PIMCO SWAPTION 3.285 CALL USD 202401
N/A SOLD CHF BOUGHT USD 20240109
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A 317U4SSA5 PIMCO SWAPTION 3.215 CALL USD 202401
N/A 317U4NOA0 PIMCO SWAPTION 3.594 CALL USD 202401
N/A SOLD KRW BOUGHT USD 20240620
N/A SPTR TRS EQUITY FEDL01+29 RBC
N/A SPTR TRS EQUITY FEDL01+41 RBC
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD IDR BOUGHT USD 20240108
N/A IRS EUR 3.00000 03/20/24-10Y LCH
N/A 317U4PBA9 PIMCO SWAPTION 3.955 PUT USD 2024010
N/A RFR USD SOFR/3.87000 10/17/23-30Y LCH
N/A RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME
N/A 317U4RAA6 PIMCO SWAPTION 2.7 PUT EUR 20240118
N/A 317U4T2A1 PIMCO SWAPTION 3.62 PUT USD 20240129
N/A SOLD EUR BOUGHT USD 20240109
N/A BOUGHT INR SOLD USD 20240229
N/A BOUGHT BRL SOLD USD 20240202
N/A RFR USD SOFR/4.25000 12/20/23-2Y CME
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT MXN SOLD USD 20240131
N/A S+P500 EMINI FUT MAR24 XCME 20240315
N/A SOLD KRW BOUGHT USD 20240620
N/A RFR USD SOFR/3.85400 12/29/23-10Y LCH
N/A BOUGHT CNH SOLD USD 20240326
N/A EURO-BUND FUTURE MAR24 XEUR 20240307
N/A BOUGHT IDR SOLD USD 20240320
N/A RFR USD SOFR/3.50000 12/20/23-7Y CME
N/A BOUGHT INR SOLD USD 20240320
N/A SPTR TRS EQUITY FEDL01+27 BULLET TOR
N/A SOLD CAD BOUGHT USD 20240102
N/A SOLD NOK BOUGHT USD 20240109
N/A BOUGHT BRL SOLD USD 20240103
N/A RFR USD SOFR/4.22000 10/20/23-10Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4QFA3 PIMCO SWAPTION 3.55 CALL USD 2024011
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD AUD BOUGHT USD 20240109
N/A SOLD CNH BOUGHT USD 20240326
N/A 317U4P3A8 PIMCO SWAPTION 3.489 CALL USD 202401
N/A SOLD GBP BOUGHT USD 20240109
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U4NKA4 PIMCO SWAPTION 3.67 CALL USD 2024010
N/A RFR USD SOFR/4.25000 11/22/23-10Y LCH
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD HKD BOUGHT USD 20240320
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD BRL BOUGHT USD 20240202
N/A AMD US TRS EQUITY FEDL01+73 FAR
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD CNH BOUGHT USD 20240326
N/A RFRF USD SF+26.161/2.50 7/31/23-5Y* CME
N/A 317U4P1A0 PIMCO SWAPTION 3.494 CALL USD 202401
N/A RFR USD SOFR/4.16500 09/27/23-10Y LCH
N/A BOUGHT MXN SOLD USD 20240131
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240326
N/A 317U4POA5 PIMCO SWAPTION 3.6 CALL USD 20240112
N/A 317U4NNA1 PIMCO SWAPTION 4.044 PUT USD 2024010
N/A 317U4NPA9 PIMCO SWAPTION 4.01 PUT USD 20240105
N/A RFR USD SOFR/3.95000 09/13/23-10Y LCH
N/A 317U4MVA4 PIMCO SWAPTION 2.76 CALL EUR 2023122
N/A RFR USD SOFR/3.73000 08/03/23-10Y LCH
N/A SOLD IDR BOUGHT USD 20240320
N/A IRS EUR 2.75000 03/20/24-30Y LCH
N/A SPTR TRS EQUITY FEDL01+52 RBC
N/A RFR USD SOFR/4.43500 11/01/23-10Y LCH
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD CNH BOUGHT USD 20240326
N/A BOUGHT ZAR SOLD USD 20240117
N/A SPTR TRS EQUITY FEDL01+49 BULLET MBC
N/A SOLD JPY BOUGHT USD 20240109
N/A RFR USD SOFR/3.90000 08/30/23-10Y LCH
N/A 317U4NJA6 PIMCO SWAPTION 4.12 PUT USD 20240104
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A SOLD BRL BOUGHT USD 20240103
N/A 317U4RIA8 PIMCO SWAPTION 3.35 CALL USD 2024011
N/A SOLD CAD BOUGHT USD 20240109
N/A RFR USD SOFR/3.88000 10/16/23-30Y LCH
N/A RFR USD SOFR/3.95000 12/19/23-10Y LCH
N/A AT&T INC SNR S* ICE
N/A BOUGHT INR SOLD USD 20240320
N/A RFR USD SOFR/4.25500 10/23/23-10Y LCH
N/A 317U4RJA7 PIMCO SWAPTION 3.744 PUT USD 2024011
N/A 317U4R9A8 PIMCO SWAPTION 2.31 CALL EUR 2024011
N/A BOUGHT AUD SOLD USD 20240109
N/A BOUGHT BRL SOLD USD 20240103
N/A 317U4RKA5 PIMCO SWAPTION 3.344 CALL USD 202401
N/A 317U4T3A0 PIMCO SWAPTION 3.17 CALL USD 2024012
N/A 317U4PLA8 PIMCO SWAPTION 2.49 CALL EUR 2024011
N/A BOUGHT TWD SOLD USD 20240229
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD CAD BOUGHT USD 20240201
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD GBP BOUGHT USD 20240109
N/A 317U4NIA7 PIMCO SWAPTION 3.6475 CALL USD 20240
N/A 317U4SMA1 PIMCO SWAPTION 3.205 CALL USD 202401
N/A BOUGHT ZAR SOLD USD 20240119
N/A 317U4ONA9 PIMCO SWAPTION 2.86 PUT EUR 20240108
N/A FIXED INC CLEARING CORP.REPO
N/A RFRF USD SF+26.161/0.5* 9/15/23-2Y* CME
N/A SOLD CNH BOUGHT USD 20240326
N/A RFR USD SOFR/3.80000 08/22/23-7Y LCH
N/A BOUGHT ZAR SOLD USD 20240117
N/A BOUGHT GBP SOLD USD 20240109
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT CAD SOLD USD 20240109
N/A RFR USD SOFR/3.73500 08/07/23-10Y LCH
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD MXN BOUGHT USD 20240131
N/A RFR JPY MUTK/1.00000 03/21/24-10Y LCH
N/A 317U4NQA8 PIMCO SWAPTION 3.56 CALL USD 2024010
N/A US 5YR NOTE (CBT) MAR24 XCBT 20240328
N/A SOLD KRW BOUGHT USD 20240620
N/A RFR USD SOFR/4.39250 10/25/23-10Y LCH
N/A MSFT US TRS EQUITY FEDL01+73 FAR
N/A 317U4QPA2 PIMCO SWAPTION 2.33 CALL EUR 2024011
N/A SOLD PLN BOUGHT USD 20240122
N/A SOLD BRL BOUGHT USD 20240103
N/A SPTR TRS EQUITY FEDL01+28.5 MBC
N/A SPTR TRS EQUITY FEDL01+49.5 BULLET MBC
N/A US 10YR NOTE (CBT)MAR24 XCBT 20240319
N/A SOLD MXN BOUGHT USD 20240131
N/A 317U4NBA4 PIMCO SWAPTION 3.03 PUT EUR 20240104
N/A BOUGHT HUF SOLD USD 20240104
N/A 317U4QOA3 PIMCO SWAPTION 2.74 PUT EUR 20240115
N/A 3 MONTH SOFR FUT MAR24 XCME 20240618
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD TWD BOUGHT USD 20240229
N/A 317U4ROA1 PIMCO SWAPTION 3.735 PUT USD 2024011
N/A RFR USD SOFR/4.45000 10/31/23-10Y LCH
N/A SOLD HKD BOUGHT USD 20240320
N/A BOUGHT MXN SOLD USD 20240131
N/A AAPL US TRS EQUITY FEDL01+73 FAR
N/A RFR USD SOFR/3.83000 10/12/23-30Y LCH
N/A BOUGHT ZAR SOLD USD 20240119
N/A SOLD EUR BOUGHT USD 20240109
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD AUD BOUGHT USD 20240109
N/A SOLD SEK BOUGHT USD 20240109
N/A RFR USD SOFR/4.20000 10/18/23-10Y LCH
N/A SOLD AUD BOUGHT USD 20240109
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT MXN SOLD USD 20240419
N/A 317U4SRA6 PIMCO SWAPTION 3.665 PUT USD 2024012
N/A BOUGHT BRL SOLD USD 20240103
N/A SPTR TRS EQUITY FEDL01+39 BULLET FAR
N/A SOLD NOK BOUGHT USD 20240109
N/A DEUTSCHE BANK REPO REPO
N/A SOLD PLN BOUGHT USD 20240122
N/A SOLD CAD BOUGHT USD 20240202
N/A SOLD TRY BOUGHT USD 20240118
N/A BOUGHT CHF SOLD USD 20240109
N/A BOUGHT IDR SOLD USD 20240131
N/A BOUGHT CNH SOLD USD 20240326
N/A SOLD DKK BOUGHT USD 20240109
N/A 317U4P0A1 PIMCO SWAPTION 3.994 PUT USD 2024010
N/A BOUGHT KRW SOLD USD 20240108
N/A SOLD KRW BOUGHT USD 20240122
N/A BOUGHT PLN SOLD USD 20240122
N/A SPTR TRS EQUITY FEDL01+40 RBC
N/A SOLD AUD BOUGHT USD 20240109
N/A 317U4PMA7 PIMCO SWAPTION 2.89 PUT EUR 20240112
N/A SOLD CAD BOUGHT USD 20240109
N/A 317U4OMA0 PIMCO SWAPTION 2.44 CALL EUR 2024010
N/A INTC US TRS EQUITY FEDL01+73 FAR
N/A SPTR TRS EQUITY FEDL01+52 TOR
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD PLN BOUGHT USD 20240122
N/A RFR USD SOFR/3.75000 12/20/23-5Y CME
N/A RFR USD SOFR/4.15500 10/02/23-10Y LCH
N/A SOLD ZAR BOUGHT USD 20240119
N/A SOLD MXN BOUGHT USD 20240131
N/A RFR USD SOFR/4.03000 12/15/23-10Y LCH
N/A SPTR TRS EQUITY FEDL01+29 RBC
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT MXN SOLD USD 20240131
N/A RFRF USD SF+26.161/1.2* 9/17/23-4Y* CME
N/A SPTR TRS EQUITY FEDL01+45 RBC
N/A SOLD JPY BOUGHT USD 20240109
N/A 317U4RHA9 PIMCO SWAPTION 3.75 PUT USD 20240118
N/A BOUGHT JPY SOLD USD 20240109
N/A RFR USD SOFR/3.75000 01/02/24-10Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4QZA1 PIMCO SWAPTION 3.75 PUT USD 20240116
N/A RFR USD SOFR/4.03000 10/04/23-10Y LCH
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD NOK BOUGHT USD 20240109
N/A 317U4P2A9 PIMCO SWAPTION 3.989 PUT USD 2024010
N/A AMZN US TRS EQUITY FEDL01+80 BULLET BO
N/A BOUGHT EUR SOLD USD 20240109
N/A EURO-BUXL 30Y BND MAR24 XEUR 20240307
N/A BOUGHT IDR SOLD USD 20240122
N/A SOLD KRW BOUGHT USD 20240131
N/A SOLD NZD BOUGHT USD 20240109
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT ZAR SOLD USD 20240119
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT IDR SOLD USD 20240108
N/A BOUGHT ZAR SOLD USD 20240119
N/A 317U4QCA6 PIMCO SWAPTION 3.545 CALL USD 202401
N/A SOLD CAD BOUGHT USD 20240109
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD TWD BOUGHT USD 20240320
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD ZAR BOUGHT USD 20240122
N/A SOLD JPY BOUGHT USD 20240109
N/A SOLD CNH BOUGHT USD 20240326
N/A 317U4SLA2 PIMCO SWAPTION 3.655 PUT USD 2024012
N/A SOLD KRW BOUGHT USD 20240620
N/A SPTR TRS EQUITY FEDL01+42 RBC
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD BRL BOUGHT USD 20240702
N/A US ULTRA BOND CBT MAR24 XCBT 20240319
N/A SPTR TRS EQUITY FEDL01+48 CBK
N/A RFRF USD SF+26.161/0.50 9/16/23-5Y* CME
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A 317U4MUA5 PIMCO SWAPTION 3.09 PUT EUR 20231229
N/A SOLD KRW BOUGHT USD 20240108
N/A BOUGHT AUD SOLD USD 20240109
N/A BOUGHT NOK SOLD USD 20240109
N/A BOUGHT ZAR SOLD USD 20240117
N/A BOUGHT MXN SOLD USD 20240131
N/A 3 MONTH SOFR FUT JUN24 XCME 20240917
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD GBP BOUGHT USD 20240109
N/A SOLD TWD BOUGHT USD 20240320
N/A RFR USD SOFR/3.84200 12/26/23-10Y LCH
N/A SPTR TRS EQUITY FEDL01+40 FAR
N/A 317U4NLA3 PIMCO SWAPTION 2.96 PUT EUR 20240105
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT PLN SOLD USD 20240320
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD HUF BOUGHT USD 20240124
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD CAD BOUGHT USD 20240109
N/A 317U4QDA5 PIMCO SWAPTION 3.995 PUT USD 2024011
N/A SPTR TRS EQUITY FEDL01+43 JPM
N/A BARCLAYS CAPITAL REPO REPO
N/A RFRF USD SF+26.161/1.00 9/16/23-2Y* CME
N/A 317U4NCA3 PIMCO SWAPTION 2.65 CALL EUR 2024010
N/A BOUGHT NZD SOLD USD 20240109
N/A RFR USD SOFR/4.17500 10/10/23-10Y LCH
N/A 317U4QEA4 PIMCO SWAPTION 4.0 PUT USD 20240116
N/A BOUGHT ZAR SOLD USD 20240117
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD AUD BOUGHT USD 20240109
N/A BARCLAYS CAPITAL REPO REPO
N/A BOUGHT BRL SOLD USD 20240202
N/A SOLD IDR BOUGHT USD 20240320
N/A RFR USD SOFR/4.17000 10/03/23-10Y LCH
N/A SOLD EUR BOUGHT USD 20240109
N/A BOUGHT MXN SOLD USD 20240131
N/A RFR USD SOFR/4.15000 10/12/23-10Y LCH
N/A 317U4PCA8 PIMCO SWAPTION 3.455 CALL USD 202401
N/A BOUGHT SEK SOLD USD 20240109
N/A BOUGHT JPY SOLD USD 20231220
N/A SOLD CAD BOUGHT USD 20231027
N/A SOLD CAD BOUGHT USD 20231102
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD HUF BOUGHT USD 20240124
N/A SOLD JPY BOUGHT USD 20231030
N/A CDX ITRAXX XOV40 5Y ICE
N/A CDX ITRAXX MAIN40 5Y ICE
N/A BOUGHT DKK SOLD USD 20231003
N/A SOLD DKK BOUGHT USD 20231102
N/A SOLD EUR BOUGHT USD 20231220
N/A SOLD SGD BOUGHT USD 20231220
N/A SOLD CNH BOUGHT USD 20240326
N/A BOUGHT AUD SOLD USD 20231003
N/A BOUGHT MXN SOLD USD 20231220
N/A SOLD AUD BOUGHT USD 20231102
N/A SOLD CAD BOUGHT USD 20231027
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD DKK BOUGHT USD 20231002
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD PLN BOUGHT USD 20231220
N/A SOLD SEK BOUGHT USD 20231115
N/A SOLD ZAR BOUGHT USD 20231121
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD JPY BOUGHT USD 20231102
N/A BOUGHT NZD SOLD USD 20231220
N/A SOLD AUD BOUGHT USD 20231003
N/A S+P500 EMINI FUT DEC23 XCME 20231215
N/A SPTR TRS EQUITY FEDL01+26 RBC
N/A SPTR TRS EQUITY FEDL01+27 BULLET FAR
N/A SPTR TRS EQUITY FEDL01+27 BULLET TOR
N/A SPTR TRS EQUITY FEDL01+28.5 MBC
N/A SPTR TRS EQUITY FEDL01+29 RBC
N/A SPTR TRS EQUITY FEDL01+29 RBC
N/A SPTR TRS EQUITY FEDL01+32 BULLET MBC
N/A SPTR TRS EQUITY FEDL01+35 JPM
N/A SPTR TRS EQUITY FEDL01+35 RBC
N/A SPTR TRS EQUITY FEDL01+37 FAR
N/A SPTR TRS EQUITY FEDL01+39 BULLET FAR
N/A SPTR TRS EQUITY FEDL01+39 RBC
N/A SPTR TRS EQUITY FEDL01+40 FAR
N/A SPTR TRS EQUITY FEDL01+45 RBC
N/A SPTR TRS EQUITY FEDL01+46 RBC
N/A SPTR TRS EQUITY FEDL01+52 RBC
N/A SPTR TRS EQUITY FEDL01+52 TOR
N/A 3 MONTH SOFR FUT DEC24 XCME 20250318
N/A 3 MONTH SOFR FUT SEP24 XCME 20241217
N/A ICE 3MTH SONIA FU SEP24 IFLL 20241217
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD AUD BOUGHT USD 20231003
N/A 317U3U4A7 PIMCO SWAPTION 2.9 CALL EUR 20230929
N/A 317U3U5A6 PIMCO SWAPTION 3.3 PUT EUR 20230929
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 317U3V7A2 PIMCO SWAPTION 3.58 CALL USD 2023100
N/A 317U3V8A1 PIMCO SWAPTION 4.03 PUT USD 20231002
N/A 317U3VZA1 PIMCO SWAPTION 3.07 CALL EUR 2023100
N/A 317U3W0A7 PIMCO SWAPTION 3.37 PUT EUR 20231005
N/A 317U3W6A1 PIMCO SWAPTION 4.175 PUT USD 2023100
N/A 317U3W7A0 PIMCO SWAPTION 3.725 CALL USD 202310
N/A 317U3WUA4 PIMCO SWAPTION 3.4 PUT EUR 20231009
N/A 317U3WVA3 PIMCO SWAPTION 3.1 CALL EUR 20231009
N/A 317U3X4A1 PIMCO SWAPTION 4.15 PUT USD 20231010
N/A 317U3X5A0 PIMCO SWAPTION 3.75 CALL USD 2023101
N/A 317U3XCA2 PIMCO SWAPTION 3.83 PUT USD 20231010
N/A 317U3XDA1 PIMCO SWAPTION 3.43 CALL USD 2023101
N/A 317U3XEA0 PIMCO SWAPTION 3.38 PUT EUR 20231012
N/A 317U3XFA9 PIMCO SWAPTION 3.08 CALL EUR 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 317U3YFA7 PIMCO SWAPTION 3.1 CALL EUR 20231016
N/A 317U3YGA6 PIMCO SWAPTION 3.4 PUT EUR 20231016
N/A 317U3YVA9 PIMCO SWAPTION 4.2 PUT USD 20231016
N/A 317U3YWA8 PIMCO SWAPTION 3.8 CALL USD 20231016
N/A 317U3YXA7 PIMCO SWAPTION 3.45 PUT EUR 20231018
N/A 317U3YYA6 PIMCO SWAPTION 3.15 CALL EUR 2023101
N/A 317U3Z4A6 PIMCO SWAPTION 4.22 PUT USD 20231018
N/A 317U3Z5A5 PIMCO SWAPTION 3.82 CALL USD 2023101
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 317U40SA6 PIMCO SWAPTION 4.32 PUT GBP 20231020
N/A 317U40TA5 PIMCO SWAPTION 3.98 CALL GBP 2023102
N/A 317U40UA3 PIMCO SWAPTION 3.48 PUT EUR 20231023
N/A 317U40VA2 PIMCO SWAPTION 3.23 CALL EUR 2023102
N/A 317U41UA1 PIMCO SWAPTION 4.3925 PUT USD 202310
N/A 317U41VA0 PIMCO SWAPTION 3.9425 CALL USD 20231
N/A 317U42BA0 PIMCO SWAPTION 3.46 PUT EUR 20231025
N/A 317U42CA9 PIMCO SWAPTION 3.2 CALL EUR 20231025
N/A 317U42ZA4 PIMCO SWAPTION 3.48 PUT EUR 20231027
N/A 317U43CA7 PIMCO SWAPTION 3.23 CALL EUR 2023102
N/A 317U43FA4 PIMCO SWAPTION 4.45 PUT USD 20231027
N/A 317U43GA3 PIMCO SWAPTION 3.95 CALL USD 2023102
N/A OIS CAD CAONREPO/3.2500 03/20/24-10Y LCH
N/A RFR GBP SONIO/4.50000 03/20/24-10Y LCH
N/A RFR JPY MUTK/0.90000 03/21/24-10Y LCH
N/A RFR JPY MUTK/1.00000 03/21/24-10Y LCH
N/A RFR USD SOFR/3.00000 03/20/24-30Y LCH
N/A RFR USD SOFR/3.25000 03/20/24-10Y LCH
N/A RFR USD SOFR/3.25000 03/20/24-5Y LCH
N/A RFR USD SOFR/3.50000 12/20/23-7Y CME
N/A RFR USD SOFR/3.73000 08/03/23-10Y LCH
N/A RFR USD SOFR/3.73500 08/07/23-10Y LCH
N/A RFR USD SOFR/3.75000 12/20/23-5Y CME
N/A RFR USD SOFR/3.80000 08/22/23-7Y LCH
N/A RFR USD SOFR/3.80000 08/30/23-10Y 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+26.161/0.5* 9/15/23-2Y* CME
N/A RFRF USD SF+26.161/0.50 9/15/23-0Y* CME
N/A RFRF USD SF+26.161/0.50 9/16/23-5Y* CME
N/A RFRF USD SF+26.161/1.00 9/16/23-2Y* CME
N/A RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME
N/A RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME
N/A RFRF USD SF+26.161/1.2* 9/17/23-4Y* CME
N/A RFRF USD SF+26.161/2.50 7/31/23-5Y* CME
N/A ZCS BRL 10.155 09/14/23-01/04/27 CME
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD GBP BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231102
N/A BOUGHT AUD SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231030
N/A SOLD AUD BOUGHT USD 20231003
N/A SOLD AUD BOUGHT USD 20231102
N/A SOLD CAD BOUGHT USD 20231101
N/A SOLD CAD BOUGHT USD 20231101
N/A SOLD NZD BOUGHT USD 20231115
N/A US 10YR FUT OPTN NOV23C 110 EXP 10/27/2023
N/A US 10YR FUT OPTN NOV23P 107 EXP 10/27/2023
N/A US 10YR NOTE (CBT)DEC23 XCBT 20231219
N/A US 2YR NOTE (CBT) DEC23 XCBT 20231229
N/A US 5YR NOTE (CBT) DEC23 XCBT 20231229
N/A US ULTRA BOND CBT DEC23 XCBT 20231219
N/A BOUGHT BRL SOLD USD 20231103
N/A SOLD BRL BOUGHT USD 20231003
N/A FIXED INC CLEARING CORP.REPO
N/A BARCLAYS CAPITAL REPO REPO
N/A CITIGROUP REPO REPO 5807
N/A CITIGROUP REPO REPO 5807
N/A ABX.HE.AAA.06-2 SP BOA
N/A AT&T INC SNR S* ICE
N/A AUST 10Y BOND FUT DEC23 XSFE 20231215
N/A SOLD AUD BOUGHT USD 20231003
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT CHF SOLD USD 20231003
N/A BOUGHT DKK SOLD USD 20231003
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD CHF BOUGHT USD 20231102
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD DKK BOUGHT USD 20231102
N/A SOLD EUR BOUGHT USD 20231220
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD HKD BOUGHT USD 20231220
N/A SOLD PLN BOUGHT USD 20240122
N/A SOLD PLN BOUGHT USD 20240122
N/A SOLD AUD BOUGHT USD 20231102
N/A SOLD CHF BOUGHT USD 20231003
N/A SOLD HUF BOUGHT USD 20231220
N/A SOLD MXN BOUGHT USD 20231220
N/A SOLD NOK BOUGHT USD 20231115
N/A SOLD PLN BOUGHT USD 20240122
N/A BOUGHT EUR SOLD USD 20231003
N/A BOUGHT ZAR SOLD USD 20231018
N/A BOUGHT ZAR SOLD USD 20231018
N/A BOUGHT ZAR SOLD USD 20231020
N/A SOLD BRL BOUGHT USD 20231220
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD CHF BOUGHT USD 20231220
N/A SOLD CHF BOUGHT USD 20231220
N/A SOLD CHF BOUGHT USD 20231220
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231102
N/A SOLD GBP BOUGHT USD 20231220
N/A SOLD GBP BOUGHT USD 20231220
N/A SOLD GBP BOUGHT USD 20231220
N/A SOLD HUF BOUGHT USD 20231220
N/A SOLD NOK BOUGHT USD 20231220
N/A CDX EM40 ICE
N/A CDX HY41 5Y ICE
N/A BOUGHT BRL SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231030
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD CAD BOUGHT USD 20231031
N/A SOLD DKK BOUGHT USD 20231002
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD KRW BOUGHT USD 20231220
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231016
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD JPY BOUGHT USD 20231102
N/A 3MO EURO EURIBOR DEC24 IFLL 20241216
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A EURO-BUND FUTURE DEC23 XEUR 20231207
N/A EURO-BUXL 30Y BND DEC23 XEUR 20231207
N/A BOUGHT MXN SOLD USD 20231004
N/A BOUGHT MXN SOLD USD 20231214
N/A SOLD BRL BOUGHT USD 20231103
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD CAD BOUGHT USD 20231101
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD TRY BOUGHT USD 20231113
N/A BOUGHT CAD SOLD USD 20231003
N/A BOUGHT EUR SOLD USD 20231003
N/A SOLD CNH BOUGHT USD 20230816
N/A BOUGHT BRL SOLD USD 20230905
N/A 317U3AYA8 PIMCO SWAPTION 3.78 PUT USD 20230731
N/A 317U3AZA7 PIMCO SWAPTION 3.38 CALL USD 2023073
N/A IRS EUR 2.50000 09/20/23-30Y LCH
N/A IRS EUR 3.00000 09/20/23-10Y LCH
N/A IRSF USD 0.50000 12/15/22-1Y* (WHT) CME
N/A IRSF USD 0.50000 12/16/22-1Y* (WHT) CME
N/A IRSF USD 0.52660 03/15/23-1Y* (WHT) CME
N/A IRSF USD 1.00000 12/16/22-1Y* (WHT) CME
N/A IRSF USD 1.25000 12/16/22-1Y* (WHT) CME
N/A IRSF USD 1.25000 12/17/22-1Y* (WHT) CME
N/A IRSF USD 1.62500 01/06/23-0Y* CME
N/A IRSF USD 2.50000 01/31/23-0Y* CME
N/A RFR USD SOFR/3.50000 12/20/23-7Y CME
N/A RFR USD SOFR/3.75000 12/20/23-5Y CME
N/A RFRF USD SF+26.161/0.5* 9/15/23-2Y* CME
N/A RFRF USD SF+26.161/0.50 9/15/23-0Y* CME
N/A RFRF USD SF+26.161/0.50 9/16/23-5Y* CME
N/A RFRF USD SF+26.161/1.00 9/16/23-2Y* CME
N/A RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME
N/A RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME
N/A RFRF USD SF+26.161/1.2* 9/17/23-4Y* CME
N/A RFRF USD SF+26.161/2.50 7/31/23-5Y* CME
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230705
N/A SOLD CAD BOUGHT USD 20230802
N/A SOLD CAD BOUGHT USD 20230802
N/A SOLD GBP BOUGHT USD 20230802
N/A BOUGHT ZAR SOLD USD 20230817
N/A BOUGHT ZAR SOLD USD 20230817
N/A SOLD DKK BOUGHT USD 20230802
N/A SOLD TRY BOUGHT USD 20230731
N/A SOLD TRY BOUGHT USD 20230731
N/A SOLD TRY BOUGHT USD 20230731
N/A US 10YR NOTE (CBT)SEP23 XCBT 20230920
N/A US 2YR NOTE (CBT) SEP23 XCBT 20230929
N/A US 5YR NOTE (CBT) SEP23 XCBT 20230929
N/A US ULTRA BOND CBT SEP23 XCBT 20230920
N/A FIXED INC CLEARING CORP.REPO
N/A BARCLAYS CAPITAL REPO REPO
N/A PARIBAS REPO
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A ABX.HE.AAA.06-2 SP BOA
N/A AT&T INC SNR S* ICE
N/A BOUGHT DKK SOLD USD 20230705
N/A SOLD DKK BOUGHT USD 20230705
N/A SOLD DKK BOUGHT USD 20230802
N/A SOLD HKD BOUGHT USD 20230920
N/A SOLD KRW BOUGHT USD 20230920
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT ZAR SOLD USD 20231018
N/A BOUGHT ZAR SOLD USD 20231018
N/A SOLD CNH BOUGHT USD 20230816
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230802
N/A CDX EM35 ICE
N/A CDX EM36 ICE
N/A CDX EM38 ICE
N/A BOUGHT GBP SOLD USD 20230705
N/A SOLD CNH BOUGHT USD 20230816
N/A SOLD DKK BOUGHT USD 20230705
N/A BOUGHT BRL SOLD USD 20230705
N/A SOLD BRL BOUGHT USD 20230705
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A EURO-BUND FUTURE SEP23 XEUR 20230907
N/A EURO-BUXL 30Y BND SEP23 XEUR 20230907
N/A BOUGHT BRL SOLD USD 20230705
N/A SOLD BRL BOUGHT USD 20230705
N/A SOLD BRL BOUGHT USD 20230905
N/A SOLD CAD BOUGHT USD 20230705
N/A SOLD GBP BOUGHT USD 20230705
N/A SOLD KRW BOUGHT USD 20230920
N/A SOLD CNH BOUGHT USD 20230816
N/A BOUGHT DKK SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230705
N/A SOLD DKK BOUGHT USD 20230802
N/A SOLD KRW BOUGHT USD 20230920
N/A SOLD CNH BOUGHT USD 20230816
N/A BOUGHT MXN SOLD USD 20230816
N/A S+P500 EMINI FUT SEP23 XCME 20230915
N/A SPTR TRS EQUITY FEDL01+26 RBC
N/A SPTR TRS EQUITY FEDL01+27 BULLET FAR
N/A SPTR TRS EQUITY FEDL01+27 BULLET TOR
N/A SPTR TRS EQUITY FEDL01+28.5 MBC
N/A SPTR TRS EQUITY FEDL01+29 RBC
N/A SPTR TRS EQUITY FEDL01+29 RBC
N/A SPTR TRS EQUITY FEDL01+30 TOR
N/A SPTR TRS EQUITY FEDL01+31 FAR
N/A SPTR TRS EQUITY FEDL01+31 RBC
N/A SPTR TRS EQUITY FEDL01+32 BULLET MBC
N/A SPTR TRS EQUITY FEDL01+35 JPM
N/A SPTR TRS EQUITY FEDL01+35 RBC
N/A SPTR TRS EQUITY FEDL01+37 FAR
N/A SPTR TRS EQUITY FEDL01+39 BULLET FAR
N/A SPTR TRS EQUITY FEDL01+40 FAR
N/A SOLD EUR BOUGHT USD 20230705
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.50000 12/15/21-2Y CME
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 1.00000 12/16/20-5Y CME
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.25000 06/17/20-7Y CME
N/A IRS USD 1.25000 12/16/20-15Y CME
N/A IRS USD 1.62500 01/06/20-10Y CME
N/A IRS USD 2.50000 01/31/18-10Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A SOLD GBP BOUGHT USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A US 10YR NOTE (CBT)JUN23 XCBT 20230621
N/A US 2YR NOTE (CBT) JUN23 XCBT 20230630
N/A US 5YR NOTE (CBT) JUN23 XCBT 20230630
N/A US ULTRA BOND CBT JUN23 XCBT 20230621
N/A FIXED INC CLEARING CORP.REPO
N/A BARCLAYS CAPITAL REPO REPO
N/A DEUTSCHE BANK REPO REPO
N/A REPO BANK AMERICA REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT ZAR SOLD USD 20230517
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD JPY BOUGHT USD 20230522
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD HKD BOUGHT USD 20230414
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT EUR SOLD USD 20230502
N/A BOUGHT KRW SOLD USD 20230414
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD KRW BOUGHT USD 20230628
N/A BOEING CO/THE SNR S* ICE
N/A BOEING CO/THE SNR S* ICE
N/A CDX EM39 ICE
N/A CDX HY36 5Y ICE
N/A CDX HY38 5Y ICE
N/A CDX HY39 5Y ICE
N/A CDX HY40 5Y ICE
N/A CDX IG35 5Y ICE
N/A CDX IG36 5Y ICE
N/A CDX IG37 5Y ICE
N/A CDX IG38 5Y ICE
N/A CDX IG39 5Y ICE
N/A BOUGHT DKK SOLD USD 20230403
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD DKK BOUGHT USD 20230502
N/A BOUGHT BRL SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230502
N/A EURO-BUND FUTURE JUN23 XEUR 20230608
N/A EURO-BUXL 30Y BND JUN23 XEUR 20230608
N/A BOUGHT ZAR SOLD USD 20230417
N/A SOLD BRL BOUGHT USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT GBP SOLD USD 20230404
N/A BOUGHT ZAR SOLD USD 20230517
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD TRY BOUGHT USD 20230427
N/A SOLD KRW BOUGHT USD 20230414
N/A BOUGHT GBP SOLD USD 20230404
N/A BOUGHT MXN SOLD USD 20230515
N/A SOLD GBP BOUGHT USD 20230502
N/A S+P500 EMINI FUT JUN23 XCME 20230616
N/A SPTR TRS EQUITY FEDL01+26 RBC
N/A SPTR TRS EQUITY FEDL01+27 BULLET FAR
N/A SPTR TRS EQUITY FEDL01+29 MBC
N/A SPTR TRS EQUITY FEDL01+30 TOR
N/A SPTR TRS EQUITY FEDL01+31 FAR
N/A SPTR TRS EQUITY FEDL01+31 RBC
N/A SPTR TRS EQUITY FEDL01+32 BULLET MBC
N/A SPTR TRS EQUITY FEDL01+32 MBC
N/A SPTR TRS EQUITY FEDL01+34 RBC
N/A SPTR TRS EQUITY FEDL01+35 MBC
N/A SPTR TRS EQUITY FEDL01+38 BULLET MBC
N/A SPTR TRS EQUITY FEDL01+38.5 BULLET FAR
N/A SOLD KRW BOUGHT USD 20230414
N/A SOLD KRW BOUGHT USD 20230414
N/A IRS EUR 1.50000 03/15/23-30Y LCH
N/A IRS EUR 1.75000 03/15/23-10Y LCH
N/A IRS USD 0.37000 08/04/21-3Y LCH
N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.25000 06/17/20-10Y CME
N/A IRS USD 1.25000 06/17/20-5Y CME
N/A IRS USD 1.25000 12/16/20-15Y CME
N/A IRS USD 1.50000 06/17/20-30Y CME
N/A IRS USD 2.50000 01/31/18-10Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A RFR USD SOFR/1.75000 06/15/22-10Y CME
N/A BOUGHT ZAR SOLD USD 20230118
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD TRY BOUGHT USD 20230118
N/A US 10YR NOTE (CBT)MAR23 XCBT 20230322
N/A US 2YR NOTE (CBT) MAR23 XCBT 20230331
N/A US 5YR NOTE (CBT) MAR23 XCBT 20230331
N/A US LONG BOND(CBT) MAR23 XCBT 20230322
N/A US ULTRA BOND CBT MAR23 XCBT 20230322
N/A FIXED INC CLEARING CORP.REPO
N/A BARCLAYS CAPITAL REPO REPO
N/A DEUTSCHE BANK REPO REPO
N/A REPO BANK AMERICA REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT ZAR SOLD USD 20230313
N/A BOUGHT EUR SOLD USD 20230110
N/A SOLD CNH BOUGHT USD 20230119
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A BOUGHT ZAR SOLD USD 20230213
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A CDX HY38 5Y ICE
N/A CDX HY39 5Y ICE
N/A CDX IG37 5Y ICE
N/A CDX IG38 5Y ICE
N/A CDX IG39 5Y ICE
N/A SOLD BRL BOUGHT USD 20230104
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD ILS BOUGHT USD 20230104
N/A SOLD ILS BOUGHT USD 20230104
N/A SOLD ILS BOUGHT USD 20230104
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD DKK BOUGHT USD 20230110
N/A EURO-BUND FUTURE MAR23 XEUR 20230308
N/A EURO-BUXL 30Y BND MAR23 XEUR 20230308
N/A BOUGHT BRL SOLD USD 20230104
N/A BOUGHT MXN SOLD USD 20230321
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD CNH BOUGHT USD 20230119
N/A SOLD HKD BOUGHT USD 20230119
N/A BOUGHT DKK SOLD USD 20230110
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD DKK BOUGHT USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD HKD BOUGHT USD 20230119
N/A BOUGHT DKK SOLD USD 20230110
N/A SOLD GBP BOUGHT USD 20230110
N/A SOLD DKK BOUGHT USD 20230110
N/A S+P500 EMINI FUT MAR23 XCME 20230317
N/A SPTR TRS EQUITY FEDL01+27 BULLET FAR
N/A SPTR TRS EQUITY FEDL01+29 MBC
N/A SPTR TRS EQUITY FEDL01+30 TOR
N/A SPTR TRS EQUITY FEDL01+31 FAR
N/A SPTR TRS EQUITY FEDL01+31 RBC
N/A SPTR TRS EQUITY FEDL01+32 BULLET MBC
N/A SPTR TRS EQUITY FEDL01+32 MBC
N/A SPTR TRS EQUITY FEDL01+34 RBC
N/A SPTR TRS EQUITY FEDL01+34.5 RBC
N/A SPTR TRS EQUITY FEDL01+35 MBC
N/A SPTR TRS EQUITY FEDL01+38 BULLET MBC
N/A SPTR TRS EQUITY FEDL01+38.5 BULLET FAR
N/A SOLD KRW BOUGHT USD 20230119
N/A SOLD KRW BOUGHT USD 20230119
N/A STELLANTIS NV SNR SE ICE
N/A SOLD GBP/BOUGHT USD
N/A ROLLS-ROYCE PLC SNR SE ICE
N/A S+P500 EMINI FUT DEC22 XCME 20221216
N/A SPTR TRS EQUITY 3ML+33 BULLET FAR
N/A SPTR TRS EQUITY 3ML+34 BULLET HUS
N/A SPTR TRS EQUITY FEDL01+29 MBC
N/A SPTR TRS EQUITY FEDL01+30 TOR
N/A SPTR TRS EQUITY FEDL01+31 FAR
N/A SPTR TRS EQUITY FEDL01+31 RBC
N/A SPTR TRS EQUITY FEDL01+32 MBC
N/A SPTR TRS EQUITY FEDL01+34 RBC
N/A SPTR TRS EQUITY FEDL01+34.5 RBC
N/A SPTR TRS EQUITY FEDL01+35 MBC
N/A SPTR TRS EQUITY FEDL01+38 BULLET MBC
N/A SPTR TRS EQUITY FEDL01+38.5 BULLET FAR
N/A SOLD EUR/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A STELLANTIS NV SNR SE ICE
N/A 317U911X8 PIMCO SWAPTION 0.0185 PUT USD 202403
N/A 317U912X7 PIMCO SWAPTION 0.028 PUT USD 2024031
N/A IRS EUR 0.25000 09/21/22-10Y LCH
N/A IRS EUR 0.50000 09/21/22-30Y LCH
N/A IRS EUR 1.50000 03/15/23-2Y LCH
N/A IRS EUR 1.50000 03/15/23-30Y LCH
N/A IRS EUR 1.75000 03/15/23-10Y LCH
N/A IRS USD 0.37000 08/04/21-3Y LCH
N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.50000 12/15/21-2Y CME
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 0.75000 12/16/20-2Y CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.25000 12/16/20-15Y CME
N/A IRS USD 2.50000 01/31/18-10Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A RFR USD SOFR/1.75000 06/15/22-10Y CME
N/A RFR USD SOFR/1.75000 06/15/22-30Y CME
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A US 10YR NOTE (CBT)DEC22 XCBT 20221220
N/A US 2YR NOTE (CBT) DEC22 XCBT 20221230
N/A US 5YR NOTE (CBT) DEC22 XCBT 20221230
N/A US LONG BOND(CBT) DEC22 XCBT 20221220
N/A US ULTRA BOND CBT DEC22 XCBT 20221220
N/A FIXED INC CLEARING CORP.REPO
N/A BARCLAYS CAPITAL REPO REPO
N/A GOLDMAN SACHS REPO REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A AT&T INC SNR S* ICE
N/A AT&T INC SNR S* ICE
N/A BOUGHT ZAR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOEING CO/THE SNR S* ICE
N/A BOEING CO/THE SNR S* ICE
N/A CDX EM34 ICE
N/A CDX EM35 ICE
N/A CDX EM36 ICE
N/A CDX EM38 ICE
N/A CDX HY36 5Y ICE
N/A CDX HY38 5Y ICE
N/A CDX HY39 5Y ICE
N/A CDX IG36 5Y ICE
N/A CDX IG37 5Y ICE
N/A CDX IG38 5Y ICE
N/A CDX IG39 5Y ICE
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD ILS/BOUGHT USD
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A EURO-BUND FUTURE DEC22 XEUR 20221208
N/A EURO-BUXL 30Y BND DEC22 XEUR 20221208
N/A SOLD ZAR/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A 317537140 PIMCO CDSOPT PUT EUR 1.6 20221019
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A 317535G48 PIMCO CDSOPT PUT EUR 5.25 20220720
N/A CDX ITRAXX XOV37 5Y ICE
N/A CDX ITRAXX MAIN34 5Y ICE
N/A 31750JEG6 PIMCO CDSOPT PUT EUR 1.1 20220720
N/A 317511W25 PIMCO CDSOPT PUT EUR 1.2 20220720
N/A 3175438A7 PIMCO CDSOPT PUT EUR 1.2 20220720
N/A 317514FO0 PIMCO CDSOPT PUT EUR 1.2 20220720
N/A 317551VP1 PIMCO CDSOPT PUT EUR 1.4 20220817
N/A 317554K28 PIMCO CDSOPT PUT EUR 1.6 20220817
N/A CDX ITRAXX MAIN37 5Y ICE
N/A SOLD SGD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A S+P500 EMINI FUT SEP22 XCME 20220916
N/A SPTR TRS EQUITY 3ML+33 BULLET FAR
N/A SPTR TRS EQUITY 3ML+33 HUS
N/A SPTR TRS EQUITY 3ML+34 BULLET HUS
N/A SPTR TRS EQUITY 3ML+35 RBC
N/A SPTR TRS EQUITY FEDL01+20 RBC
N/A SPTR TRS EQUITY FEDL01+29 MBC
N/A SPTR TRS EQUITY FEDL01+32 MBC
N/A SPTR TRS EQUITY FEDL01+34 RBC
N/A SPTR TRS EQUITY FEDL01+34.5 RBC
N/A SPTR TRS EQUITY FEDL01+35 MBC
N/A SPTR TRS EQUITY FEDL01+38 BULLET MBC
N/A SPTR TRS EQUITY FEDL01+38.5 BULLET FAR
N/A SPTR TRS EQUITY FEDL01+44 FAR
N/A BOUGHT GBP/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A STELLANTIS NV SNR SE ICE
N/A 317U911X8 PIMCO SWAPTION 0.0185 PUT USD 202403
N/A 317U912X7 PIMCO SWAPTION 0.028 PUT USD 2024031
N/A INF SWAP GB NI 3.49 09/15/18-10Y LCH
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N/A BOEING CO/THE SNR S* ICE
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N/A GENERAL ELECTRIC COMPANY SNR S* ICE
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N/A GENERAL ELECTRIC COMPANY SNR S* ICE
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N/A BOEING CO/THE SNR S* ICE
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N/A KRAFT HEINZ FOODS CO (AKA: HJ SNR S* ICE
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N/A STELLANTIS NV SNR SE ICE
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N/A US 2YR NOTE (CBT) MAR22 XCBT 20220331
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N/A 3175329H4 PIMCO CDSOPT PUT EUR 3.5 20211117
N/A 3175479Q2 PIMCO CDSOPT PUT EUR 3.75 20211020
N/A 3175889P8 PIMCO CDSOPT PUT EUR 3.75 20211020
N/A 3175999D2 PIMCO CDSOPT PUT EUR 3.5 20211020
N/A CDX ITRAXX XOV35 5Y ICE
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N/A 31753A549 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A 317556546 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175669Z2 PIMCO CDSOPT PUT EUR 0.75 20211117
N/A 3175759D2 PIMCO CDSOPT PUT EUR 0.8 20211117
N/A 3175769E8 PIMCO CDSOPT PUT EUR 0.7 20211117
N/A 3175883K5 PIMCO CDSOPT PUT EUR 0.8 20211117
N/A 3175889L7 PIMCO CDSOPT PUT EUR 0.75 20211117
N/A 3175899J0 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A CDX ITRAXX MAIN35 5Y ICE
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N/A KRAFT HEINZ FOODS CO (AKA: HJ SNR S* ICE
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N/A S+P500 EMINI FUT DEC21 XCME 20211217
N/A SPTR TRS EQUITY 3ML+17 BULLET FAR
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N/A SPTR TRS EQUITY 3ML+28 GST
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N/A 317U911X8 PIMCO SWAPTION 0.0185 PUT USD 202403
N/A 317U912X7 PIMCO SWAPTION 0.028 PUT USD 2024031
N/A INF SWAP GB NI 2.9997 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.0505 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.143 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.2171 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.272 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.2725 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.34 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.3967 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.415 02/15/20-10Y LCH
N/A INF SWAP GB NI 3.445 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.48 01/15/20-10Y LCH
N/A INF SWAP GB NI 3.51 11/15/20-10Y LCH
N/A IRS AUD 2.00000 06/16/21-10Y LCH
N/A IRS CAD 0.63600 12/21/20-3Y LCH
N/A IRS CAD 0.63700 12/21/20-3Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS CNY 2.68750 03/17/21-5Y LCH
N/A IRS CNY 2.69000 03/17/21-5Y LCH
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70500 03/17/21-5Y LCH
N/A IRS CNY 2.77000 03/17/21-5Y LCH
N/A IRS CNY 2.81000 03/17/21-5Y LCH
N/A IRS EUR -0.02500 11/03/21-10Y LCH
N/A IRS EUR -0.47100 11/03/21-2Y LCH
N/A IRS EUR 0.25000 03/16/22-10Y LCH
N/A IRS EUR 0.50000 03/16/22-30Y LCH
N/A IRS JPY 0.35000 03/17/21-30Y LCH
N/A IRS JPY 0.38000 06/18/18-10Y LCH
N/A IRS USD 0.37000 08/04/21-3Y LCH
N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.50000 12/15/21-2Y CME
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.25000 12/16/20-15Y CME
N/A IRS USD 2.50000 01/31/18-10Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A OIS GBP SONIO/0.75000 03/16/22-10Y LCH
N/A OIS GBP SONIO/0.75000 03/16/22-30Y LCH
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A ZCS BRL 6.5717 05/26/21-01/02/23 CME
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N/A BOUGHT RUB/SOLD USD
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N/A LONG GILT FUTURE DEC21 IFLL 20211229
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
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N/A AT&T INC SNR S* ICE
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N/A BOEING CO/THE SNR S* ICE
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N/A CDX EM35 ICE
N/A CDX EM36 ICE
N/A 3175ER037 PIMCO CDSOPT PUT USD 101.0 20211020
N/A 3175ER060 PIMCO CDSOPT PUT USD 101.0 20211020
N/A 3175ER672 PIMCO CDSOPT PUT USD 100.0 20211117
N/A 3175ER722 PIMCO CDSOPT PUT USD 101.0 20211020
N/A 3175ER755 PIMCO CDSOPT PUT USD 102.0 20211117
N/A 3175ER888 PIMCO CDSOPT PUT USD 103.0 20211117
N/A 3175ER946 PIMCO CDSOPT PUT USD 101.0 20211117
N/A 3175JM207 PIMCO CDSOPT PUT USD 103.0 20211020
N/A 3175JM256 PIMCO CDSOPT PUT USD 103.0 20211020
N/A CDX HY36 5Y ICE
N/A CDX HY37 5Y ICE
N/A 3175EQ971 PIMCO CDSOPT PUT USD 0.85 20211020
N/A 3175ER474 PIMCO CDSOPT PUT USD 0.8 20211020
N/A 3175ER706 PIMCO CDSOPT PUT USD 0.75 20211020
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A EURO-BUND FUTURE SEP21 XEUR 20210908
N/A RXQ1C173 AUG21 173 CALL FSO
N/A RXQ1P171 AUG21 171 PUT FSO
N/A 3175EQ856 OTC EPUT G2 2.5 102.296875
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N/A SOLD BRL/BOUGHT EUR
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N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
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N/A CDX ITRAXX XOV35 5Y ICE
N/A 31754F6A2 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 31754OPA2 PIMCO CDSOPT CALL EUR 0.4 20210721
N/A 31754TD22 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175119X3 PIMCO CDSOPT PUT EUR 0.75 20210818
N/A 31751FE16 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175220P6 PIMCO CDSOPT PUT EUR 0.7 20210818
N/A 31753A549 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A 3175419W2 PIMCO CDSOPT PUT EUR 0.8 20210818
N/A 3175429X8 PIMCO CDSOPT PUT EUR 0.85 20210818
N/A 3175430X5 PIMCO CDSOPT PUT EUR 0.8 20210818
N/A 3175439A6 PIMCO CDSOPT PUT EUR 0.85 20210818
N/A 31754RW82 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175574D5 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175659Z4 PIMCO CDSOPT PUT EUR 0.825 20210818
N/A 3175669P4 PIMCO CDSOPT PUT EUR 0.8 20210915
N/A 3175759D2 PIMCO CDSOPT PUT EUR 0.8 20211117
N/A 3175809M2 PIMCO CDSOPT PUT EUR 0.8 20210915
N/A 3175849P7 PIMCO CDSOPT PUT EUR 0.7 20210721
N/A 3175883K5 PIMCO CDSOPT PUT EUR 0.8 20211117
N/A 3175983C2 PIMCO CDSOPT PUT EUR 0.8 20211020
N/A 3175DB983 PIMCO CDSOPT PUT EUR 0.8 20210915
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A CDX ITRAXX MAIN35 5Y ICE
N/A BOUGHT MXN/SOLD USD
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N/A KRAFT HEINZ FOODS CO (AKA: HJ SNR S* ICE
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N/A S+P500 EMINI FUT SEP21 XCME 20210917
N/A SPTR TRS EQUITY 3ML+12 HUS
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N/A SPTR TRS EQUITY 3ML+25 RBC
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N/A SPTR TRS EQUITY 3ML+32 HUS
N/A BOUGHT RUB/SOLD USD
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N/A BOUGHT IDR/SOLD USD
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N/A 317U221Y1 PIMCO SWAPTION 0.0176 PUT USD 202107
N/A 317U425U3 IRO EUR 2Y C 0.35 NOV21 0.35 CALL
N/A 317U426U2 IRO EUR 10Y C 0.164 NOV21 0.164 CALL
N/A 317U911X8 PIMCO SWAPTION 0.0185 PUT USD 202403
N/A 317U912X7 PIMCO SWAPTION 0.028 PUT USD 2024031
N/A INF SWAP EM NI 1.314 04/15/21-5Y LCH
N/A INF SWAP EM NI 1.5 05/15/21-5Y LCH
N/A INF SWAP GB NI 2.9997 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.0505 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.143 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.2171 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.272 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.2725 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.334 08/15/20-5Y LCH
N/A INF SWAP GB NI 3.34 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.3967 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.445 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.475 08/15/20-10Y LCH
N/A INF SWAP GB NI 3.51 11/15/20-10Y LCH
N/A IRS AUD 2.00000 06/16/21-10Y LCH
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N/A IRS CNY 2.68750 03/17/21-5Y LCH
N/A IRS CNY 2.69000 03/17/21-5Y LCH
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70500 03/17/21-5Y LCH
N/A IRS CNY 2.77000 03/17/21-5Y LCH
N/A IRS CNY 2.81000 03/17/21-5Y LCH
N/A IRS EUR 0.00000 09/15/21-10Y LCH
N/A IRS EUR 0.50000 09/15/21-30Y LCH
N/A IRS JPY 0.35000 03/17/21-30Y LCH
N/A IRS USD 0.37000 08/04/21-3Y LCH
N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.25000 12/16/20-15Y CME
N/A IRS USD 2.50000 01/31/18-10Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A OIS GBP SONIO/0.75000 09/15/21-10Y LCH
N/A OIS GBP SONIO/0.75000 09/15/21-30Y LCH
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A ZCS BRL 6.5717 05/26/21-01/02/23 CME
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N/A SOLD JPY/BOUGHT USD
N/A 31750IA31 OTC EPUT FN 2.0 99.0234375
N/A 317555GU8 OTC ECAL FN 2.5 104.046875
N/A 317563S13 OTC ECAL FN 2.0 101.2265625
N/A 3175648Z8 OTC ECAL FN 2.0 101.0234375
N/A 317565TE9 OTC ECAL FN 2.0 101.421875
N/A 317571057 OTC EPUT FN 2.0 99.6640625
N/A 317591AW5 OTC EPUT FN 2.5 102.046875
N/A 3175DC262 OTC EPUT FN 3.0 104.140625
N/A 3175ER235 OTC EPUT FN 3.0 103.984375
N/A 3175ER334 OTC EPUT FN 3.0 103.6953125
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N/A 3175SQ042 OTC EPUT FN 2.0 100.47265625
N/A 3175SR073 OTC EPUT FN 2.5 103.234375
N/A 3175SR081 OTC EPUT FN 2.5 102.234375
N/A 3175ZM381 OTC ECAL FN 2.0 101.3671875
N/A 3175ZN017 OTC EPUT FN 2.5 101.984375
N/A 3175ZN025 OTC ECAL FN 2.5 103.984375
N/A LONG GILT FUTURE SEP21 IFLL 20210928
N/A 31750HII2 PIMCO FXVAN CALL USD MXN 23.10000000
N/A 31750HIJ0 PIMCO FXVAN PUT USD MXN 19.12000000
N/A 31750HIO9 PIMCO FXVAN CALL USD MXN 23.00000000
N/A 31750HIP6 PIMCO FXVAN PUT USD MXN 19.00000000
N/A 31750HIQ4 PIMCO FXVAN PUT USD CNH 6.40000000
N/A 31750HIR2 PIMCO FXVAN CALL USD CNH 7.00000000
N/A 31750HOE4 PIMCO FXVAN CALL USD TWD 28.49000000
N/A 31750HOF1 PIMCO FXVAN CALL USD TWD 29.50000000
N/A US 10YR NOTE (CBT)SEP21 XCBT 20210921
N/A US 2YR NOTE (CBT) SEP21 XCBT 20210930
N/A US 5YR FUTR OPTN AUG21C 123.5 EXP 07/23/2021
N/A US 5YR NOTE (CBT) SEP21 XCBT 20210930
N/A US LONG BOND(CBT) SEP21 XCBT 20210921
N/A US ULTRA BOND CBT SEP21 XCBT 20210921
N/A ABX.HE.AAA.06-2 SP BOA
N/A AT&T INC SNR S* ICE
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A CDX EM35 ICE
N/A 3175EP940 PIMCO CDSOPT PUT USD 100.0 20210721
N/A CDX HY35 5Y ICE
N/A 3175ER037 PIMCO CDSOPT PUT USD 101.0 20211020
N/A 3175ER060 PIMCO CDSOPT PUT USD 101.0 20211020
N/A 3175JL423 PIMCO CDSOPT PUT USD 98.0 20210721
N/A 3175JM033 PIMCO CDSOPT PUT USD 104.0 20211020
N/A CDX HY36 5Y ICE
N/A 3175DB835 PIMCO CDSOPT CALL USD 0.475 20210818
N/A 3175EQ443 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ484 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ526 PIMCO CDSOPT PUT USD 0.75 20210818
N/A 3175EQ567 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ583 PIMCO CDSOPT PUT USD 0.8 20210915
N/A 3175EQ658 PIMCO CDSOPT CALL USD 0.475 20210818
N/A 3175EQ807 PIMCO CDSOPT PUT USD 0.75 20210818
N/A 3175EQ971 PIMCO CDSOPT PUT USD 0.85 20211020
N/A 3175ER474 PIMCO CDSOPT PUT USD 0.8 20211020
N/A 3175JL290 PIMCO CDSOPT PUT USD 0.9 20210915
N/A 3175JL522 PIMCO CDSOPT PUT USD 0.85 20210818
N/A 3175JL571 PIMCO CDSOPT PUT USD 0.8 20210915
N/A 3175JL589 PIMCO CDSOPT PUT USD 0.75 20210721
N/A 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175PS124 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175SI065 PIMCO CDSOPT PUT USD 0.95 20210915
N/A 3175ZM142 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175ZM621 PIMCO CDSOPT PUT USD 0.9 20210915
N/A 3175ZM662 PIMCO CDSOPT CALL USD 0.475 20210818
N/A CDX IG36 5Y ICE
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A EURO-BUND FUTURE JUN21 XEUR 20210608
N/A 31750HKS7 OTC EPUT G2 2.5 104.265625
N/A 3175219X2 OTC EPUT G2 2.0 100.046875
N/A 317556Y69 OTC EPUT G2 2.5 103.78125
N/A 3175652P3 OTC EPUT G2 2.5 104.125
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A CDX ITRAXX XOV34 5Y ICE
N/A CDX ITRAXX XOV35 5Y ICE
N/A 3175119L9 PIMCO CDSOPT PUT EUR 0.8 20210616
N/A 3175129U7 PIMCO CDSOPT PUT EUR 0.75 20210519
N/A 3175139U5 PIMCO CDSOPT PUT EUR 0.75 20210519
N/A 3175199P3 PIMCO CDSOPT PUT EUR 0.85 20210616
N/A 3175219G9 PIMCO CDSOPT PUT EUR 0.8 20210519
N/A 317522PM6 PIMCO CDSOPT PUT EUR 0.9 20210519
N/A 3175230A7 PIMCO CDSOPT PUT EUR 0.85 20210616
N/A 3175299K3 PIMCO CDSOPT PUT EUR 0.8 20210616
N/A 3175329E1 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 3175329J0 PIMCO CDSOPT PUT EUR 0.8 20210519
N/A 3175329T8 PIMCO CDSOPT PUT EUR 0.7 20210519
N/A 3175425A2 PIMCO CDSOPT CALL EUR 0.4 20210519
N/A 3175439U2 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 3175459D5 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 3175459E3 ITRAXX.O EU34 5Y V1 APR21 0.8 PUT
N/A 317545TH4 ITRAXX.O C0.375 EU34 APR21 0.375 CALL
N/A 317545VF5 ITRAXX.O P0.75 APR21 0.75 PUT
N/A 317546646 PIMCO CDSOPT PUT EUR 0.7 20210519
N/A 317546653 PIMCO CDSOPT PUT EUR 0.7 20210519
N/A 317546D48 PIMCO CDSOPT PUT EUR 0.7 20210519
N/A 317547834 PIMCO CDSOPT CALL EUR 0.4 20210519
N/A 317547842 PIMCO CDSOPT CALL EUR 0.4 20210519
N/A 3175479E9 PIMCO CDSOPT PUT EUR 0.8 20210616
N/A 317548592 PIMCO CDSOPT PUT EUR 0.8 20210519
N/A 31754A837 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 31754ADA5 PIMCO CDSOPT PUT EUR 0.8 20210421
N/A 31754F6A2 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 31754OPA2 PIMCO CDSOPT CALL EUR 0.4 20210721
N/A 31754TD22 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 317552354 PIMCO CDSOPT PUT EUR 0.8 20210519
N/A 3175609T9 PIMCO CDSOPT PUT EUR 0.9 20210519
N/A 3175619A8 PIMCO CDSOPT PUT EUR 0.85 20210616
N/A 317565FA2 PIMCO CDSOPT PUT EUR 0.75 20210519
N/A 317567220 PIMCO CDSOPT CALL EUR 0.375 20210421
N/A 3175930X0 PIMCO CDSOPT PUT EUR 0.75 20210519
N/A 3175FDSF0 PIMCO CDSOPT PUT EUR 0.8 20210421
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A KRAFT HEINZ FOODS CO (AKA: HJ SNR S* ICE
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT EUR/SOLD BRL
N/A SOLD BRL/BOUGHT EUR
N/A SOLD EUR/BOUGHT BRL
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A S+P500 EMINI FUT JUN21 XCME 20210618
N/A SPTR TRS EQUITY 3ML+0 FAR
N/A SPTR TRS EQUITY 3ML+11.5 HUS
N/A SPTR TRS EQUITY 3ML+12 HUS
N/A SPTR TRS EQUITY 3ML+15 CBK
N/A SPTR TRS EQUITY 3ML+16.5 BPS
N/A SPTR TRS EQUITY 3ML+16.5 FAR
N/A SPTR TRS EQUITY 3ML+17 BULLET FAR
N/A SPTR TRS EQUITY 3ML+17 BULLET GST
N/A SPTR TRS EQUITY 3ML+28 BULLET FAR
N/A SPTR TRS EQUITY 3ML+28 GST
N/A SPTR TRS EQUITY 3ML+3 BULLET BPS
N/A SPTR TRS EQUITY 3ML+6 HUS
N/A SPTR TRS EQUITY 3ML+8 HUS
N/A SPTR TRS EQUITY 3ML-2 CBK
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A 317U911X8 PIMCO SWAPTION 0.0185 PUT USD 202403
N/A 317U912X7 PIMCO SWAPTION 0.028 PUT USD 2024031
N/A INF SWAP GB NI 2.9997 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.0505 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.143 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.2171 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.272 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.2725 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.34 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.3967 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.445 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.51 11/15/20-10Y LCH
N/A IRS AUD 2.00000 06/16/21-10Y LCH
N/A IRS CAD 0.63600 12/21/20-3Y LCH
N/A IRS CAD 0.63700 12/21/20-3Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS CNY 2.68750 03/17/21-5Y LCH
N/A IRS CNY 2.69000 03/17/21-5Y LCH
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70500 03/17/21-5Y LCH
N/A IRS CNY 2.77000 03/17/21-5Y LCH
N/A IRS CNY 2.81000 03/17/21-5Y LCH
N/A IRS EUR -0.25000 06/16/21-10Y LCH
N/A IRS EUR 0.00000 06/16/21-30Y LCH
N/A IRS JPY 0.35000 03/17/21-30Y LCH
N/A IRS USD 0.37000 08/04/21-3Y LCH
N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.25000 12/16/20-15Y CME
N/A IRS USD 2.50000 01/31/18-10Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A OIS GBP SONIO/0.25000 06/16/21-10Y LCH
N/A OIS GBP SONIO/0.50000 06/16/21-30Y LCH
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A 31750HQA0 OTC EPUT FN 2.0 102.25
N/A 31750HTC3 OTC EPUT FN 2.0 99.9140625
N/A 31750HTY5 OTC ECAL FN 2.0 100.453125
N/A 31750HTZ2 OTC EPUT FN 2.0 98.453125
N/A 317511KO0 OTC ECAL FN 2.0 100.53125
N/A 317512EG2 OTC EPUT FN 2.0 99.4296875
N/A 317514RI0 OTC EPUT FN 2.5 101.546875
N/A 317514XO0 OTC EPUT FN 2.5 101.390625
N/A 317515526 OTC EPUT FN 2.0 102.375
N/A 317515CI3 OTC EPUT FN 2.0 99.546875
N/A 3175227J3 OTC ECAL FN 2.0 101.875
N/A 3175233R7 OTC EPUT FN 3.0 104.046875
N/A 317524PR1 OTC ECAL FN 2.0 101.390625
N/A 317526XI7 OTC EPUT FN 3.0 103.875
N/A 317531036 OTC EPUT FN 3.0 104.26171875
N/A 317534AK1 OTC ECAL FN 2.0 102.25
N/A 317534R80 OTC EPUT FN 2.5 101.7890625
N/A 317536LD0 OTC EPUT FN 2.0 101.484375
N/A 3175432Z8 OTC EPUT FN 3.0 103.89453125
N/A 317545YB1 OTC EPUT FN 3.0 103.7421875
N/A 317551463 OTC EPUT FN 3.0 103.7578125
N/A 317552SR9 OTC ECAL FN 2.0 102.078125
N/A 317554FM0 OTC EPUT FN 2.0 99.390625
N/A 317554PD9 OTC EPUT FN 2.5 101.51171875
N/A 317564L75 OTC ECAL FN 2.5 103.390625
N/A 317572I80 OTC EPUT FN 2.0 100.75
N/A 317573P15 OTC ECAL FN 2.0 101.4296875
N/A 317576UM6 OTC EPUT FN 2.0 101.84375
N/A 317581K39 OTC EPUT FN 2.0 98.53125
N/A 317586LS2 OTC EPUT FN 2.5 102.1171875
N/A 3175873A9 OTC ECAL FN 2.0 101.9140625
N/A 3175873J0 OTC EPUT FN 2.5 101.171875
N/A 3175875R0 OTC ECAL FN 2.0 101.890625
N/A 317593C09 OTC EPUT FN 2.0 99.890625
N/A 317594067 OTC EPUT FN 3.0 103.984375
N/A 317594X87 OTC EPUT FN 2.5 102.25
N/A 3175963G7 OTC ECAL FN 2.0 101.4375
N/A 317598UK4 OTC EPUT FN 2.0 99.875
N/A 317599JG4 OTC EPUT FN 2.0 100.078125
N/A LONG GILT FUTURE JUN21 IFLL 20210628
N/A 31750HII2 PIMCO FXVAN CALL USD MXN 23.10000000
N/A 31750HIJ0 PIMCO FXVAN PUT USD MXN 19.12000000
N/A 31750HIO9 PIMCO FXVAN CALL USD MXN 23.00000000
N/A 31750HIP6 PIMCO FXVAN PUT USD MXN 19.00000000
N/A 31750HIQ4 PIMCO FXVAN PUT USD CNH 6.40000000
N/A 31750HIR2 PIMCO FXVAN CALL USD CNH 7.00000000
N/A 31750HOE4 PIMCO FXVAN CALL USD TWD 28.49000000
N/A 31750HOF1 PIMCO FXVAN CALL USD TWD 29.50000000
N/A US 10YR NOTE (CBT)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 FIXED INC CLEARING CORP.REPO
N/A J P MORGAN TERM REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT TRY/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A CDX EM35 ICE
N/A 3175DB215 PIMCO CDSOPT PUT USD 103.0 20210519
N/A 3175DB603 PIMCO CDSOPT PUT USD 102.0 20210616
N/A 3175EN382 PIMCO CDSOPT PUT USD 100.0 20210421
N/A 3175EP890 PIMCO CDSOPT PUT USD 100.0 20210616
N/A 3175EP940 PIMCO CDSOPT PUT USD 100.0 20210721
N/A 3175PS132 PIMCO CDSOPT PUT USD 100.0 20210616
N/A CDX HY36 5Y ICE
N/A 3175DA944 PIMCO CDSOPT PUT USD 0.85 20210421
N/A 3175DA985 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175DB009 PIMCO CDSOPT PUT USD 1.05 20210519
N/A 3175DB017 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175DB249 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175DB512 PIMCO CDSOPT PUT USD 0.8 20210616
N/A 3175EM632 CDX.O P 1.00 IG35 APR21 1 PUT
N/A 3175EM640 CDX IG35 5Y V1 APR21 1 PUT
N/A 3175EM806 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EM814 PIMCO CDSOPT PUT USD 0.95 20210421
N/A 3175EM871 PIMCO CDSOPT PUT USD 0.85 20210421
N/A 3175EM897 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EM970 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EM996 PIMCO CDSOPT PUT USD 1.05 20210519
N/A 3175EN010 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175EN036 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175EN259 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175EN317 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175EN796 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 3175EP064 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175EP106 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 3175EP205 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 3175EP254 PIMCO CDSOPT PUT USD 0.9 20210616
N/A 3175EP338 PIMCO CDSOPT PUT USD 0.9 20210616
N/A 3175EP627 PIMCO CDSOPT PUT USD 0.8 20210616
N/A 3175EP734 PIMCO CDSOPT CALL USD 0.45 20210616
N/A 3175PS108 PIMCO CDSOPT PUT USD 0.9 20210616
N/A 3175SH737 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175SQ687 PIMCO CDSOPT PUT USD 0.95 20210519
N/A 3175ZP137 PIMCO CDSOPT PUT USD 0.85 20210519
N/A 3175ZP145 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175ZP418 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175DB561 PIMCO CDSOPT PUT USD 0.85 20210616
N/A 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175PS124 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175ZP905 PIMCO CDSOPT PUT USD 0.85 20210616
N/A CDX IG36 5Y ICE
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT EUR
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT BRL
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 31754D4F8 ITRAXX.O P 2.50 EU32 JAN21 2.5 PUT
N/A 3175129F0 ITRAXX.O C0.425 FEB21 0.425 CALL
N/A 3175219A2 ITRAXX.O C0.45 JAN21 0.45 CALL
N/A 3175319G8 ITRAXX.O P0.75 MAR21 0.75 PUT
N/A 3175329G6 ITRAXX.O P 0.70 MAR21 0.7 PUT
N/A 3175339Y5 ITRAXX.O P0.80 FEB21 0.80 PUT
N/A 3175459D5 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 3175459E3 ITRAXX.O EU34 5Y V1 APR21 0.8 PUT
N/A 317545GR6 ITRAXX.O P0.70 FEB21 0.70 PUT
N/A 317545TH4 ITRAXX.O C0.375 EU34 APR21 0.375 CALL
N/A 317545VF5 ITRAXX.O P0.75 APR21 0.75 PUT
N/A 31754A9F9 ITRAXX.O C0.425 FEB21 0.425 CALL
N/A 3175539D9 ITRAXX EU34 5Y MAR21 0.7 PUT
N/A 31755DE17 ITRAXX.O P0.75 MAR21 0.75 PUT
N/A 31755FA65 ITRAXX.O C0.425 MAR21 0.425 CALL
N/A 317561GG7 ITRAXX.O P0.80 MAR21 0.80 PUT
N/A 3175646G2 ITRAXX.O P0.85 EU34 MAR21 0.85 PUT
N/A 3175659G6 ITRAXX.O C0.40 MAR21 0.40 CALL
N/A 3175659H4 ITRAXX.O P0.70 FEB21 0.70 PUT
N/A 317566GG6 ITRAXX.O C0.40 MAR21 0.40 CALL
N/A 317567220 PIMCO CDSOPT CALL EUR 0.375 20210421
N/A 3175819A6 ITRAXX.O P0.7 EU34 MAR21 0.7 PUT
N/A 3175KAFK3 ITRAXX.O P0.80 FEB21 0.80 PUT
N/A 3175PPGG3 ITRAXX.O C0.425 MAR21 0.425 CALL
N/A KRAFT HEINZ FOODS CO (AKA: HJ SNR S* ICE
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A S+P500 EMINI FUT MAR21 XCME 20210319
N/A SPTR TRS EQUITY 3ML+0 FAR
N/A SPTR TRS EQUITY 3ML+11.5 HUS
N/A SPTR TRS EQUITY 3ML+12 HUS
N/A SPTR TRS EQUITY 3ML+15 CBK
N/A SPTR TRS EQUITY 3ML+16.5 BPS
N/A SPTR TRS EQUITY 3ML+16.5 FAR
N/A SPTR TRS EQUITY 3ML+17 BULLET FAR
N/A SPTR TRS EQUITY 3ML+17 BULLET GST
N/A SPTR TRS EQUITY 3ML+18 FAR
N/A SPTR TRS EQUITY 3ML+23 BULLET FAR
N/A SPTR TRS EQUITY 3ML+3 BULLET BPS
N/A SPTR TRS EQUITY 3ML+3 GST
N/A SPTR TRS EQUITY 3ML+6 HUS
N/A SPTR TRS EQUITY 3ML+8 HUS
N/A SPTR TRS EQUITY 3ML-2 CBK
N/A SPTR TRS EQUITY 3ML-5 HUS
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A 317U164W4 IRO EUR 30Y C 0.2 MAR21 0.2 CALL
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A INF SWAP EM NI 1.71 03/15/18-15Y LCH
N/A INF SWAP EM NI 1.946 03/15/18-30Y LCH
N/A INF SWAP GB NI 2.9997 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.0505 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.143 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.2171 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.272 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.2725 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.34 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.3967 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.445 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.51 11/15/20-10Y LCH
N/A INF SWAP US IT 1.669 06/19/19-5Y LCH
N/A IRS CAD 0.63600 12/21/20-3Y LCH
N/A IRS CAD 0.63700 12/21/20-3Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70500 03/17/21-5Y LCH
N/A IRS CNY 2.77000 03/17/21-5Y LCH
N/A IRS CNY 2.81000 03/17/21-5Y LCH
N/A IRS USD 1.25000 12/16/20-15Y CME
N/A IRS USD 2.50000 01/31/18-10Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A BOUGHT CAD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 31750H968 OTC EPUT FN 2.0 101.671875
N/A 317512G88 OTC ECAL FN 2.0 104.140625
N/A 317513ZY8 OTC EPUT FN 2.0 102.265625
N/A 317537YF9 OTC EPUT FN 2.0 102.125
N/A 317542UX4 OTC EPUT FN 2.0 102.140625
N/A 317548YP4 OTC EPUT FN 2.0 102.140625
N/A 317563QO5 OTC EPUT FN 2.0 101.5625
N/A 317581RV0 OTC EPUT FN 2.0 102.140625
N/A 317582RQ9 OTC EPUT FN 1.5 99.6875
N/A 317584IR3 OTC EPUT FN 2.0 102.1875
N/A 3175874E0 OTC ECAL FN 2.0 104.140625
N/A LONG GILT FUTURE MAR21 IFLL 20210329
N/A 31750HII2 PIMCO FXVAN CALL USD MXN 23.10000000
N/A 31750HIJ0 PIMCO FXVAN PUT USD MXN 19.12000000
N/A 31750HIO9 PIMCO FXVAN CALL USD MXN 23.00000000
N/A 31750HIP6 PIMCO FXVAN PUT USD MXN 19.00000000
N/A 31750HIQ4 PIMCO FXVAN PUT USD CNH 6.40000000
N/A 31750HIR2 PIMCO FXVAN CALL USD CNH 7.00000000
N/A US 10YR NOTE (CBT)MAR21 XCBT 20210322
N/A US 2YR NOTE (CBT) MAR21 XCBT 20210331
N/A US 5YR NOTE (CBT) MAR21 XCBT 20210331
N/A US ULTRA BOND CBT MAR21 XCBT 20210322
N/A FIXED INC CLEARING CORP.REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT ZAR/SOLD USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD TWD/BOUGHT USD
N/A 3175JL035 CDX.O P 98.25 JAN21 98.25 PUT
N/A 3175GS876 CDX.O P 1.00 IG34 JAN21 1 PUT
N/A CDX IG34 5Y ICE
N/A 3175DA290 CDX IG35 5Y V1 JAN21 1.1 PUT
N/A 3175DA415 CDX.O P 0.90 IG35 JAN21 0.90 PUT
N/A 3175DA613 CDX.O P 0.80 IG35 JAN21 0.8 PUT
N/A 3175EL527 CDX IG35 5Y V1 JAN21 1 PUT
N/A 3175EL733 CDX.O P1.00 IG35 JAN21 1 PUT
N/A 3175EL857 CDX.O P1.10 IG35 JAN21 1.10 PUT
N/A 3175EL881 CDX.O P 1.10 IG35 FEB21 1.10 PUT
N/A 3175EL964 CDX.O P 0.90 IG35 FEB21 0.9 PUT
N/A 3175EL998 CDX.O P0.90 FEB21 0.90 PUT
N/A 3175EM376 CDX.O C0.425 MAR21 0.425 CALL
N/A 3175EM384 CDX.O P0.80 MAR21 0.8 PUT
N/A 3175EM442 CDX.O C0.45 FEB21 0.45 CALL
N/A 3175EM459 CDX.O P0.75 IG FEB21 0.75 PUT
N/A 3175EM491 CDX.O P0.80 IG35 MAR21 0.80 PUT
N/A 3175EM517 CDX.O P0.80 IG35 MAR21 0.80 PUT
N/A 3175EM566 PIMCO CDSOPT PUT USD 0.85 20210317
N/A 3175EM624 CDX IG35 5Y V1 MAR21 0.775 PUT
N/A 3175EM632 CDX.O P 1.00 IG35 APR21 1 PUT
N/A 3175EM640 CDX IG35 5Y V1 APR21 1 PUT
N/A 3175JJ055 CDX.O P0.95 JAN21 0.95 PUT
N/A 3175JL100 CDX IG35 5Y V1 MAR21 0.8 PUT
N/A BOUGHT ZAR/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A EURO-BUND FUTURE MAR21 XEUR 20210308
N/A 31750HJQ3 OTC EPUT G2 2.5 104
N/A 317512OG1 OTC EPUT G2 2.5 103.578125
N/A 317516RE4 OTC EPUT G2 2.5 103.3671875
N/A 317535N65 OTC EPUT G2 2.5 103.59375
N/A 317543619 OTC EPUT G2 2.0 102.90625
N/A 317544YH1 OTC EPUT G2 2.5 103.7734375
N/A 3175652P3 OTC EPUT G2 2.5 104.125
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT EUR/SOLD BRL
N/A BOUGHT JPY/SOLD USD
N/A 31754D4F8 ITRAXX.O P 2.50 EU32 JAN21 2.5 PUT
N/A 3175119G0 ITRAXX.O P 0.90 NOV20 0.9 PUT
N/A 3175129B9 ITRAXX.O C 0.475 OCT20 0.475 CALL
N/A 3175129G8 ITRAXX.O C 0.475 DEC20 0.475 CALL
N/A CDX ITRAXX MAIN33 5Y ICE
N/A 31752W9C0 ITRAXX.O P0.85 EU34 DEC20 0.85 PUT
N/A 31752W9D8 ITRAXX EU34 5Y DEC20 0.9 PUT
N/A BOUGHT ZAR/SOLD USD
N/A KRAFT HEINZ FOODS CO (AKA: HJ SNR S* ICE
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A S+P500 EMINI FUT DEC20 XCME 20201218
N/A SPTR TRS EQUITY 3ML+0 FAR
N/A SPTR TRS EQUITY 3ML+11.5 HUS
N/A SPTR TRS EQUITY 3ML+12 HUS
N/A SPTR TRS EQUITY 3ML+15 CBK
N/A SPTR TRS EQUITY 3ML+17 BULLET BPS
N/A SPTR TRS EQUITY 3ML+17 BULLET FAR
N/A SPTR TRS EQUITY 3ML+17 BULLET GST
N/A SPTR TRS EQUITY 3ML+18 FAR
N/A SPTR TRS EQUITY 3ML+19 BPS
N/A SPTR TRS EQUITY 3ML+23 BULLET FAR
N/A SPTR TRS EQUITY 3ML+3 BULLET BPS
N/A SPTR TRS EQUITY 3ML+3 GST
N/A SPTR TRS EQUITY 3ML+6 HUS
N/A SPTR TRS EQUITY 3ML+8 HUS
N/A SPTR TRS EQUITY 3ML-2 CBK
N/A SPTR TRS EQUITY 3ML-40 FAR
N/A SPTR TRS EQUITY 3ML-5 HUS
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U269U2 IRO USD 15Y C 2.4 MAR21 2.4 CALL
N/A 317U270U9 IRO USD 15Y C 2.19 MAR21 2.19 CALL
N/A 317U271U8 IRO USD 15Y C 1.55 JUL21 1.55 CALL
N/A 317U272U7 IRO USD 15Y C 1.59 AUG21 1.59 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A INF SWAP US IT 1.669 06/19/19-5Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS GBP 0.90800 01/17/45-10Y LCH
N/A IRS GBP 0.95500 01/20/45-10Y LCH
N/A IRS GBP 1.02000 01/17/35-10Y LCH
N/A IRS GBP 1.07100 01/22/35-10Y LCH
N/A IRS USD 2.50000 01/31/18-10Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A BOUGHT JPY/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317513JI1 OTC EPUT FN 2.0 101.984375
N/A 317521Q13 OTC EPUT FN 2.0 102.1875
N/A 317532F20 OTC ECAL FN 2.0 104.09375
N/A 317532HL6 OTC ECAL FN 1.5 101.171875
N/A 317535UE0 OTC EPUT FN 2.0 101.5546875
N/A 317544831 OTC EPUT FN 2.0 OCT20 102.140625 PUT
N/A 317546BD0 OTC EPUT FN 2.0 101.9375
N/A 317551KW8 OTC EPUT FN 2.0 101.4375
N/A 317553G25 OTC EPUT FN 2.0 102.09375
N/A 317555C57 OTC EPUT FN 2.0 OCT20 101.953125 PUT
N/A 317555VA5 OTC EPUT FN 2.0 102.078125
N/A 3175569Q3 OTC EPUT FN 2.0 OCT20 102.292968 PUT
N/A 317557551 OTC ECAL FN 2.0 103.96875
N/A 317562ZF6 OTC ECAL FN 2.0 103.9375
N/A 317581R16 OTC EPUT FN 2.0 101.8359375
N/A 317583PV8 OTC EPUT FN 2.5 104.5
N/A 3175860X4 OTC EPUT FN 1.5 99.21875
N/A LONG GILT FUTURE DEC20 IFLL 20201229
N/A US 10YR NOTE (CBT)DEC20 XCBT 20201221
N/A US 2YR NOTE (CBT) DEC20 XCBT 20201231
N/A US 5YR NOTE (CBT) DEC20 XCBT 20201231
N/A US ULTRA BOND CBT DEC20 XCBT 20201221
N/A FIXED INC CLEARING CORP.REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A SOLD HKD/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A CDX IG32 5Y ICE
N/A 3175DA084 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM443 CDX.O P 1.00 OCT20 1 PUT
N/A 3175DM450 CDX.O P 1.20 DEC20 1.2 PUT
N/A 3175DM500 CDX.O P 0.90 IG34 OCT20 0.9 PUT
N/A 3175DM658 CDX.O P 1.00 IG34 NOV20 1 PUT
N/A 3175DM708 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM724 CDX IG34 5Y V1 DEC20 0.95 PUT
N/A 3175DM757 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM765 CDX.O P 1.05 IG34 NOV20 1.05 PUT
N/A 3175GS876 CDX.O P 1.00 IG34 JAN21 1 PUT
N/A 3175JK227 CDX IG34 5Y V1 OCT20 1 PUT
N/A 3175JK243 CDX.O P 1.00 OCT20 1 PUT
N/A 3175JK524 CDX.O P 1.00 IG34 NOV20 1 PUT
N/A 3175JK532 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175JK607 CDX.O P0.80 IG34 OCT20 0.8 PUT
N/A 3175SQ620 CDX.O P 0.95 NOV20 95 PUT
N/A 3175ZX205 CDX.O P 1.15 NOV20 1.15 PUT
N/A 3175ZY690 CDX.O C 0.60 IG34 OCT20 0.6 CALL
N/A 3175ZY716 CDX.O C 0.60 OCT20 0.6 CALL
N/A 3175ZY864 CDX.O P 0.80 OCT20 0.8 PUT
N/A 3175ZY997 CDX IG34 5Y V1 DEC20 1 PUT
N/A 3175DA274 CDX.O P 1.10 IG35 DEC20 1.1 PUT
N/A 3175DA290 CDX IG35 5Y V1 JAN21 1.1 PUT
N/A 3175DA308 CDX.O P 0.95 DEC20 0.95 PUT
N/A 3175JK870 CDX.O C 0.50 NOV20 0.5 CALL
N/A 3175SG473 CDX.O P0.90 IG35 DEC20 0.9 PUT
N/A 3175SH430 CDX IG35 5Y V1 DEC20 0,8 PUT
N/A 3175SH448 CDXO P 090 DEC20 0.9 PUT
N/A 3175SH455 CDXO C 045 DEC20 0.45 CALL
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A EURO-BUND FUTURE DEC20 XEUR 20201208
N/A RXX0C174 NOV20 174 CALL FSO
N/A RXX0P172.5 NOV20 172.5 PUT FSO
N/A 317510TB1 OTC EPUT G2 2.0 DEC20 102.1875 PUT
N/A 317516RE4 OTC EPUT G2 2.5 103.3671875
N/A 317535N65 OTC EPUT G2 2.5 JAN21 103.59375 PUT
N/A 317563A46 OTC EPUT G2 3.0 104
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT EUR/SOLD BRL
N/A SOLD BRL/BOUGHT EUR
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT BRL
N/A SOLD GBP/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT SGD/SOLD USD
N/A S+P500 EMINI FUT SEP20 XCME 20200918
N/A SPTR TRS EQUITY 3ML+0 FAR
N/A SPTR TRS EQUITY 3ML+11.5 HUS
N/A SPTR TRS EQUITY 3ML+12 HUS
N/A SPTR TRS EQUITY 3ML+15 BOA
N/A SPTR TRS EQUITY 3ML+17 BULLET BPS
N/A SPTR TRS EQUITY 3ML+17 BULLET FAR
N/A SPTR TRS EQUITY 3ML+17 BPS
N/A SPTR TRS EQUITY 3ML+19 BPS
N/A SPTR TRS EQUITY 3ML+19 BPS
N/A SPTR TRS EQUITY 3ML+23 BULLET FAR
N/A SPTR TRS EQUITY 3ML+23 BULLET SOG
N/A SPTR TRS EQUITY 3ML+3 BULLET BPS
N/A SPTR TRS EQUITY 3ML+3 GST
N/A SPTR TRS EQUITY 3ML+6 HUS
N/A SPTR TRS EQUITY 3ML+8 HUS
N/A SPTR TRS EQUITY 3ML-2 CBK
N/A SPTR TRS EQUITY 3ML-30 CBK
N/A SPTR TRS EQUITY 3ML-40 FAR
N/A SPTR TRS EQUITY 3ML-5 HUS
N/A BOUGHT ZAR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT EUR/SOLD BRL
N/A SOLD BRL/BOUGHT EUR
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT BRL
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U269U2 IRO USD 15Y C 2.4 MAR21 2.4 CALL
N/A 317U270U9 IRO USD 15Y C 2.19 MAR21 2.19 CALL
N/A 317U271U8 IRO USD 15Y C 1.55 JUL21 1.55 CALL
N/A 317U272U7 IRO USD 15Y C 1.59 AUG21 1.59 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A INF SWAP US IT 1.669 06/19/19-5Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS USD 2.50000 01/31/18-10Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 31750GE15 OTC EPUT FN 2.5 102.0546875
N/A 317513MN6 OTC EPUT FN 2.5 102.1328125
N/A 317521A85 OTC EPUT FN 2.5 102.09375
N/A 317535HI6 OTC EPUT FN 2.5 102.1328125
N/A 3175475D5 OTC EPUT FN 2.5 102.5625
N/A 317563N18 OTC EPUT FN 2.5 102.078125
N/A 317575AI9 OTC EPUT FN 2.5 102.50390625
N/A 3175973A8 OTC EPUT FN 2.5 102.53125
N/A 3175SG655 OTC EPUT FN 2.0 JUL20 100.7226563 PUT
N/A 3175SG663 OTC EPUT FN 2.0 100.7890625
N/A 3175SG697 OTC EPUT FN 2.0 101
N/A 3175SG705 OTC EPUT FN 2.0 100.8671875
N/A 3175ZZ549 OTC EPUT FN 2.0 100.3984375
N/A 3175ZZ572 OTC EPUT FN 2.0 100.45703125
N/A LONG GILT FUTURE SEP20 IFLL 20200928
N/A US 10YR NOTE (CBT)SEP20 XCBT 20200921
N/A US 2YR NOTE (CBT) SEP20 XCBT 20200930
N/A US 5YR NOTE (CBT) SEP20 XCBT 20200930
N/A US ULTRA BOND CBT SEP20 XCBT 20200921
N/A FIXED INC CLEARING CORP.REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A 3175DM419 CDX.O C 0.625 AUG20 0.625 CALL
N/A 3175JJ378 SWAPTION SEP20 1.2 PUT
N/A 3175JJ675 CDX.O C 0.55 SEP20 0.55 CALL
N/A 3175JJ691 SWAPTION AUG20 1.1 PUT
N/A 3175JJ717 CDX.O P 1.10 AUG20 1.1 PUT
N/A 3175JJ725 CDX.O C 0.60 AUG20 0.6 CALL
N/A 3175JJ733 SWAPTION AUG20 0.6 CALL
N/A 3175JJ758 CDX.O C 0.60 AUG20 0.6 CALL
N/A 3175JJ782 SWAPTION AUG20 1.15 PUT
N/A 3175JJ808 CDX.O P 1.20 AUG20 1.2 PUT
N/A 3175SH026 CDX.O P 1.10 SEP20 1.1 PUT
N/A 3175ZZ325 CDX.O P 1.10 AUG20 1.1 PUT
N/A 3175ZZ804 SWAPTION SEP20 0.55 CALL
N/A BOUGHT COP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A EURO-BUND FUTURE SEP20 XEUR 20200908
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A 31754D4F8 ITRAXX.O P 2.50 EU32 JAN21 2.5 PUT
N/A 3175429S9 ITRAXX.O P 1.1 SEP20 1.1 PUT
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A KRAFT HEINZ FOODS CO (AKA: HJ SNR S* ICE
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A S+P500 EMINI FUT JUN20 XCME 20200619
N/A SPTR TRS EQUITY 3ML+12 HUS
N/A SPTR TRS EQUITY 3ML+15 BOA
N/A SPTR TRS EQUITY 3ML+15 HUS
N/A SPTR TRS EQUITY 3ML+16 BRC
N/A SPTR TRS EQUITY 3ML+17 BULLET BPS
N/A SPTR TRS EQUITY 3ML+17 BULLET FAR
N/A SPTR TRS EQUITY 3ML+17 BPS
N/A SPTR TRS EQUITY 3ML+19 BPS
N/A SPTR TRS EQUITY 3ML+19 BPS
N/A SPTR TRS EQUITY 3ML+19 BPS
N/A SPTR TRS EQUITY 3ML+19 FAR
N/A SPTR TRS EQUITY 3ML+19 HUS
N/A SPTR TRS EQUITY 3ML+23 BULLET FAR
N/A SPTR TRS EQUITY 3ML+23 BULLET SOG
N/A SPTR TRS EQUITY 3ML+3 BULLET BPS
N/A SPTR TRS EQUITY 3ML+3 GST
N/A SPTR TRS EQUITY 3ML+7 BOA
N/A SPTR TRS EQUITY 3ML-30 CBK
N/A SPTR TRS EQUITY 3ML-60 CBK
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U269U2 IRO USD 15Y C 2.4 MAR21 2.4 CALL
N/A 317U270U9 IRO USD 15Y C 2.19 MAR21 2.19 CALL
N/A 317U271U8 IRO USD 15Y C 1.55 JUL21 1.55 CALL
N/A 317U272U7 IRO USD 15Y C 1.59 AUG21 1.59 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U390V2 IRO EUR 30Y AUG20 0.0000001 CALL
N/A 317U410V8 IRO EUR 30Y C Q AUG20 0.0000001 CALL
N/A 317U465V2 IRO EUR 30Y C AUG20 0.0000001 CALL
N/A INF SWAP GB NI 3.49 09/15/18-10Y LCH
N/A INF SWAP US IT 1.669 06/19/19-5Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS EUR 0.20500 08/26/20-30Y LCH
N/A IRS EUR 0.20500 08/31/20-30Y LCH
N/A IRS EUR 0.21400 08/27/20-30Y LCH
N/A IRS EUR 0.68000 01/21/25-10Y LCH
N/A IRS EUR 0.68000 01/22/25-10Y LCH
N/A IRS EUR 0.87500 01/22/35-10Y LCH
N/A IRS USD 0.70510 06/30/20-7Y* CME
N/A IRS USD 0.72950 06/30/20-7Y* CME
N/A IRS USD 0.73867 06/30/20-7Y* CME
N/A IRS USD 0.73992 06/30/20-7Y* CME
N/A IRS USD 1.50000 12/18/19-5Y 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 1.75000 12/18/19-7Y 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 2.00000 06/20/18-7Y CME
N/A IRS USD 2.25000 03/12/20-30Y CME
N/A IRS USD 2.25000 06/15/16-10Y CME
N/A IRS USD 2.50000 01/31/18-10Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A IRS USD 2.93300 09/28/18-7Y* CME
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A G M0C175 JUN20 175 CALL FSO
N/A MERRILL LYNCH REPO CAD REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A SOLD GBP/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD INR/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A EURO-BUND FUTURE JUN20 XEUR 20200608
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT EUR/SOLD BRL
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT EUR
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD MXN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A 31754D4F8 ITRAXX.O P 2.50 EU32 JAN21 2.5 PUT
N/A CDX ITRAXX MAIN32 5Y ICE
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CNH/BOUGHT USD
NASSAU LTD 2017-IA
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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 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 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 3 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 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 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 4.5 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 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 6.5 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 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 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 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 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 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 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 15 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 15 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 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 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 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 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 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 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 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 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 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UNICREDIT SPA
UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST
UNITED STATES GOVT
UNITEDHEALTH GROUP INCORPORATED
UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A
VENTURE 38 CLO LTD VENTURE CDO LTD VENTR 2019 38A A2R 144A
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VENTURE CDO LTD 2016-25A VENTURE CDO LTD VENTR 2016 25A ARR 144A
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VERIZON COMMUNICATIONS INC
VF CORPORATION
VICI PROPERTIES LP
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VOLKSWAGEN AUTO LEASE TRUST 2024-A
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