PIMCO StocksPLUS Small Fund Holdings history

Fund Profile

Current holdings

Data for period

30 Sep 24

(Last reporting period)

Total assets

$2.29 bn

Liabilities

$1.34 bn

Net assets

$951.03 mm

Number of holdings

785.00

Holding trends

Total assets and liabilities

Assets

Liabilities

Total number of holdings

Holdings history data

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

Filter holdings

All historic holdings

Current

Data to display

$Value

#Units

%Holdings

Shade data

Download data

Holding	Dec 19	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
3M COMPANY
AAMES MORTGAGE INVESTMENT TRUST 2005-2
ABBVIE INC
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
ACHV ABS TRUST 2024-2PL
ADAGIO V CLO DAC V-A
ADJUSTABLE RATE MORTAGE TRUST 2007-3
ADVANCED MICRO DEVICES INC (AMD)
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3
AKER BP ASA
ALIMENTATION COUCHE-TARD INC
ALLEGRO CLO I LTD 2013-1A
ALLERGAN SALES LLC
ALLY AUTO RECEIVABLES TRUST 2023-1
ALLY AUTO RECEIVABLES TRUST 2024-1
ALLY FINANCIAL 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 MORTGAGE ASSETS 2006-5
AMERICAN HONDA FINANCE CORPORATION
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A1
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1
AMGEN INC
ANGLOGOLD ASHANTI HOLDINGS PLC
AOA 2021-1177 MORTGAGE TRUST
APPLE INC
ARES EUROPEAN CLO 7A
ARGENTINA GOVT
ARMADA EURO CLO III DAC 3A
ARROW ELECTRONICS INC
ASSET BACKED FUNDING CERT 2006-HE1
ASSET BACKED SEC CORP HM EQ 2005-HE6
AT&T INC
AT&T MOBILITY II LLC
ATHENE GLOBAL FUNDING
ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM
AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)
AVIATION CAPITAL GROUP LLC
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC
AVOLON HOLDINGS FUNDING LIMITED
AVON FINANCE 4A
BACARDI-MARTINI BV
BAIN CAPITAL EURO 2018-2 DAC 18-2A
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BOC
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)
BANK OF MONTREAL
BARCLAYS BANK PLC
BARCLAYS PLC
BAT CAPITAL CORPORATION
BAT INTERNATIONAL FINANCE PLC
BAY AREA TOLL AUTHORITY
BAYER US FINANCE LLC
BCAP LLC TRUST 2012-RR11
BEAR STEARNS ALT-A TRUST 2005-9 BEAR STEARNS ALT A TRUST BALTA 2005 9 26A1
BEAR STEARNS ALT-A TRUST 2005-9 BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE1
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE10
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE6
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE2
BEAR STEARNS ASSETBACK SEC 2006-HE7
BLACKROCK EUROPEAN CLO VII DAC 7A
BMW VEHICLE OWNER TRUST 2023-A
BNC MORTGAGE LOAN TRUST 2006-1
BOEING CO/THE
BRAZIL GOVT
BROADCOM INC
BSREP COMMERCIAL MORTGAGE TRUST 2021-DC
CAIRN CLO IV BV 14-4A
CAIRN CLO X BV 18-10A
CAMPBELL SOUP COMPANY
CANADA GOVT
CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)
CARLYLE EURO CLO 2019-2 DAC 19-2A
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A
CARRIER GLOBAL CORPORATION
CARVANA AUTO RECEIVABLES TRUST 2019-1A
CARVANA AUTO RECEIVABLES TRUST 2022-P2
CARVANA AUTO RECEIVABLES TRUST 2022-P3
CARVANA AUTO RECEIVABLES TRUST 2023-N3
CARVANA AUTO RECEIVABLES TRUST 2023-P3
CARVANA AUTO RECEIVABLES TRUST 2023-P5
CARVANA AUTO RECEIVABLES TRUST 2024-P1
CATERPILLAR INCORPORATED
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
CHASEFLEX TRUST 2007-3
CHENIERE CORPUS CHRISTI HOLDINGS LLC
CHEVRON CORPORATION
CIGNA GROUP/THE
CISCO SYSTEMS INC
CIT GROUP INC
CIT MTGE LOAN TRUST 2007-1
CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A2
CITIBANK NA
CITIGROUP INC
CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3
CITIGROUP MORTGAGE LOAN TRUST 2022-A
CITIGROUP MTGE LOAN TR INC 2006-AR1
CITIGROUP MTGE LOAN TR INC 2007-AHL3
CITIGROUP MTGE LOAN TR INC 2007-AMC1
CITIGROUP MTGE LOAN TR INC 2008-RR1
CITIGROUP MTGE LOAN TRUST INC 2005-4
CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4
CITIZENS AUTO RECEIVABLES TRUST 2023-1 CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A
CITIZENS AUTO RECEIVABLES TRUST 2023-1 CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A
CITIZENS AUTO RECEIVABLES TRUST 2023-2
CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A
CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A
CITY OF CHICAGO
COCA COLA COMPANY
COMCAST CORPORATION
COMM 2019-521F MORTGAGE TRUST
CONAGRA BRANDS INC
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
CONSTELLATION BRANDS INC
CONSTELLATION ENERGY GENERATION LLC
COUNTRYWIDE ALT LOAN TRUST 2006-43CB
COUNTRYWIDE ALT LOAN TRUST 2006-OA22
COUNTRYWIDE ALTERNATIVE LN TR 2005-28CB
COUNTRYWIDE ALTERNATIVE LN TR 2005-76
COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18
COUNTRYWIDE ALTERNATIVE LN TR 2007-HY8C
COUNTRYWIDE ALTERNATIVE LN TR 2007-OA6
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-13
COUNTRYWIDE ASSET-BACKED CERT 2004-2
COUNTRYWIDE ASSET-BACKED CERT 2006-12
COUNTRYWIDE ASSET-BACKED CERT 2006-15
COUNTRYWIDE ASSET-BACKED CERT 2006-24
COUNTRYWIDE ASSET-BACKED CERT 2006-26
COUNTRYWIDE ASSET-BACKED CERT 2006-6
COUNTRYWIDE ASSET-BACKED CERT 2007-10
COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8
COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4
COUNTRYWIDE ASSET-BACKED CERTS 2006-1 COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 MV1
COUNTRYWIDE ASSET-BACKED CERTS 2006-1 COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 AV3
COUNTRYWIDE HOME LOANS 2004-22
COUNTRYWIDE HOME LOANS 2004-HYB9
COUNTRYWIDE HOME LOANS 2005-24
COUNTRYWIDE HOME LOANS 2007-HY7
CPS AUTO RECEIVABLES TRUST 2023-C
CPS AUTO RECEIVABLES TRUST 2024-A
CREDIT BASED ASSET SRVC & SEC 2007-CB6
CREDIT SUISSE AG/ LONDON BRANCH
CREDIT SUISSE GROUP AG
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED
CROWN CASTLE INTERNATIONAL CORP (CCI)
CSMC 2021-RPL3 TRUST
CSN RESOURCES SA
CVC CORDATUS LOAN FUND VII DAC 7A
CVC CORDATUS LOAN FUND XI DAC 21-1
CVS HEALTH CORPORATION
DAE FUNDING LLC
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
DANSKE BANK A/S
DBGS MORTGAGE TRUST 2018-5BP
DBGS MORTGAGE TRUST 2019-1735
DENVER CITY & COUNTY SCHOOL DISTRICT NO 1
DEUTSCHE ALT-A SEC INC MTGE LO 2007-AR3
DEUTSCHE ALT-A SECURITIES LN TR 2007-1
DEUTSCHE BANK AKTIENGESELLSCHAFT
DIAGEO CAPITAL PLC
DISCOVER BANK/GREENWOOD BRANCH
DLLAA LLC 2023 1A
DOMINION ENERGY INC
DOW INC
DRIVE AUTO RECEIVABLES TRUST 2024-1
DT AUTO OWNER TRUST 2023-3A
DUKE ENERGY CORPORATION
ELECTRICITE DE FRANCE SA (EDF)
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
ERSTE GROUP BANK AG
EURO-GALAXY III CLO BV 13-3A
EVERSOURCE ENERGY
EXETER AUTOMOBILE RECEIVABLES TRUST 2019-1A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4A
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 A3
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A2
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2A EXETER AUTOMOBILE RECEIVABLES EART 2024 2A A2
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2A EXETER AUTOMOBILE RECEIVABLES EART 2024 2A A3
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A
EXPEDIA GROUP INC
EXPORT-IMPORT BANK OF KOREA (KEXIM)
FAIRFAX FINANCIAL HOLDINGS LIMITED
FANNIE MAE 2007-63
FANNIE MAE 2007-65
FANNIE MAE-2005-75
FEDERAL HOME LOAN BANK (FLHB)
FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)
FHLMC PASS THRU POOLS FED HM LN PC POOL Q53756 FG 01/48 FIXED 4
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 SD3942 FR 01/53 FIXED 4.5
FHLMC PASS THRU POOLS FED HM LN PC POOL C03475 FG 04/40 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5
FHLMC PASS THRU POOLS FED HM LN PC POOL ZA5943 FR 11/48 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL ZA6085 FR 12/48 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL G08831 FG 08/48 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8023 FR 11/49 FIXED 2.5
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8029 FR 12/49 FIXED 2.5
FIDELITY NATIONAL INFORMATION SERVICES INC
FIELDSTONE MORTGAGE INVESTMENT CORP 2005-2
FIFTH THIRD AUTO TRUST 2023-1 FIFTH THIRD AUTO TRUST FITAT 2023 1 A1
FIFTH THIRD AUTO TRUST 2023-1 FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A
FIRST FRANKLIN MTG LOAN ASSET 2005-FFH3
FNMA PASS THRU POOLS FNMA POOL 950891 FN 10/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 991860 FN 10/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 948848 FN 08/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 320728 FN 09/25 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL 580989 FN 05/31 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL MA3305 FN 03/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 889338 FN 12/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 966279 FN 12/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL MA3383 FN 06/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 357937 FN 07/35 FIXED 6
FNMA PASS THRU POOLS FNMA POOL BJ0163 FN 12/47 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 623398 FN 01/32 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL 357946 FN 09/35 FIXED 6
FNMA PASS THRU POOLS FNMA POOL MA3238 FN 01/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 545304 FN 11/31 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 524356 FN 12/29 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL 252806 FN 10/29 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL CB5580 FN 10/52 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL MA3276 FN 02/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL BJ2692 FN 04/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 492546 FN 02/28 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL AH6067 FN 03/26 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 573366 FN 04/31 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL 654063 FN 09/32 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL AL3365 FN 05/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA3414 FN 07/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 955802 FN 10/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 250322 FN 08/25 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL 888597 FN 07/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 867553 FN 02/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AH1305 FN 01/26 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 881746 FN 04/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 252492 FN 05/29 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL 572885 FN 04/31 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL BH7058 FN 12/47 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 906082 FN 01/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL MA3442 FN 08/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 950718 FN 10/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 892904 FN 08/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AL0152 FN 06/40 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 954876 FN 11/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AE3132 FN 09/25 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 888892 FN 11/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 420620 FN 12/24 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL 514131 FN 10/29 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL 190696 FN 06/24 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 250031 FN 05/24 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL 353309 FN 12/25 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL 303487 FN 05/25 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 190260 FN 04/24 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 988412 FN 09/23 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AE2321 FN 08/25 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 481841 FN 06/28 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL 455736 FN 09/27 FIXED 7.5
FNMA PASS THRU POOLS FNMA POOL AM0359 FN 08/22 FIXED 2.31
FNMA PASS THRU POOLS FNMA POOL AI3034 FN 05/21 FIXED 4
FNMA PASS THRU POOLS FNMA POOL CA1057 FN 01/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA3801 FN 10/49 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL MA3833 FN 11/49 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL MA3870 FN 12/49 FIXED 2.5
FORD CREDIT AUTO LEASE TRUST 2024-B
FORD MOTOR CREDIT COMPANY LLC
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2022-2
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2
FREDDIE MAC REMICS 3376
FREMONT HOME LOAN TRUST 2006-2
FREMONT HOME LOAN TRUST 2006-B
GE-WMC MORTGAGE SECURITIES LLC 2006-1
GEORGIA POWER COMPANY
GLG EURO CLO III DAC A
GLOBAL PAYMENTS INC
GLP CAPITAL LP / GLP FINANCING II INC
GLS AUTO RECEIVABLES ISSUER TRUST 2023-3A
GLS AUTO RECEIVABLES TRUST 2019-3A
GLS AUTO SELECT RECEIVABLES TRUST 2023-1A GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A
GLS AUTO SELECT RECEIVABLES TRUST 2023-1A GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A1
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A2A
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3
GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2023-1A
GNMA PASS THRU POOLS GNMA POOL 706464 GN 12/38 FIXED 6
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
GOLDENTREE LOAN MANAGEMENT EUR CLO 4 DAC 4A
GOLDMAN SACHS GROUP INC
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-19
GREENSKY HOME IMPROVEMENT TRUST 2024-1
GRIFFITH PARK CLO DAC 1A
GSAA HOME EQUITY TRUST 2006-4
GSAA HOME EQUITY TRUST 2007-4
GSAMP TRUST 2005-HE1
GSAMP TRUST 2005-HE5
GSAMP TRUST 2006-HE5
GSAMP TRUST 2006-HE8
GSR MORTGAGE LOAN TRUST 2005-AR7
HALCYON LOAN ADVISORS FUNDING 2014-3 LTD
HALEON UK CAPITAL PLC
HALSEYPOINT CLO 2 LTD
HARBORVIEW MORTGAGE LOAN TR 2006-11
HARBORVIEW MORTGAGE LOAN TR 2006-12 HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A
HARBORVIEW MORTGAGE LOAN TR 2006-12 HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A
HARVARD UNIVERSITY
HARVEST CLO XVI DAC 16A
HARVEST CLO XX DAC 20A
HARVEST CLO XXI DAC 21A HARVEST CLO HARVT 21A A2R 144A
HARVEST CLO XXI DAC 21A HARVEST CLO HARVT 21A A1R 144A
HAWKSMOOR MORTGAGES 19-1A
HERTZ VEHICLE FINANCING III LLC 2021-1A
HERTZ VEHICLE FINANCING III LLC 2024-1A
HOME DEPOT INC
HOME EQUITY LOAN TRUST 2007-FRE1
HONDA AUTO RECEIVABLES OWNER TRUST 2023-3
HONEYWELL INTERNATIONAL INC
HSBC HOLDINGS PLC
HUMANA INC
HUNGARY GOVT
HUNTINGTON INGALLS INDUSTRIES INC
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C
HYUNDAI AUTO RECEIVABLES TRUST 2023-B
HYUNDAI AUTO RECEIVABLES TRUST 2024-A HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A
HYUNDAI AUTO RECEIVABLES TRUST 2024-A HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3
HYUNDAI CAPITAL AMERICA
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
INDYMAC HOME EQUITY LOAN ABS TR 2004-B
INDYMAC RESIDENTIAL ASSET BCD TR 2005-B
INEOS FINANCE PLC
ING GROEP NV
INTEL CORPORATION
INTERCONTINENTAL EXCHANGE INC
INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)
INTERNATIONAL FLAVORS & FRAGRANCES INC
INTESA SANPAOLO SPA
INTOWN 2022-STAY MORTGAGE TRUST
ISRAEL GOVT
JACKSON NATIONAL LIFE GLOBAL FUNDING
JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 04/24 0.00000
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/28 0.1
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/29 0.1
JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 01/20 0.00000
JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 01/20 0.00000
JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 02/20 0.00000
JFIN CLO LTD 2017-2A
JOHNSON & JOHNSON COMPANY
JP MORGAN CHASE & CO
JP MORGAN MORTGAGE TRUST 2005-A4
JP MORGAN MORTGAGE TRUST 2005-S3
JP MORGAN MORTGAGE TRUST 2006-A3
JP MORGAN MORTGAGE TRUST 2007-A1
JP MORGAN MORTGAGE TRUST-2005-A1
JP MORGAN MTGE ACQUIS CORP 2006-CH2
JP MORGAN RESECURITIZATION TRUST SERIES 2015-3 JP MORGAN REREMIC JPMRR 2015 3 1A7 144A
JP MORGAN RESECURITIZATION TRUST SERIES 2015-3 JP MORGAN REREMIC JPMRR 2015 3 1A4 144A
JPMORGAN CHASE BANK NA
JUBILEE CLO 2014-XII BV 14-12A
JUBILEE CLO 2016-XVII BV 16-17A
KEURIG DR PEPPER INC
KINDER MORGAN INC
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)
LAURELIN 2016-1 DAC 16-1A
LCM LP 13A
LEGACY MORTGAGE ASSET TRUST 2021-SL2
LEHMAN MORTGAGE TRUST 2006-7
LEHMAN XS TRUST 2006 GP4
LEIDOS INC
LIBERTY LENDING ABS TRUST 2023-1A
LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH
LLOYDS BANKING GROUP PLC
LONG BEACH MORTGAGE LOAD TR 2005-WL2
LONG BEACH MORTGAGE LOAD TR 2006-1
LONG BEACH UNIFIED SCHOOL DISTRICT
LSEGA FINANCING PLC
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
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
MARLETTE FUNDING TRUST 2023-1A
MARRIOTT INTERNATIONAL INC
MASTER CREDIT CARD TRUST II 2023-2A
MASTER CREDIT CARD TRUST II SERIES 2018-1A
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 SPECIALIZED LOAN TRUST 2006-2
MASTR SPECIALIZED LOAN TRUST 2006-3
MCDONALDS CORPORATION
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
MERCK & CO INC
MERRILL LYNCH MORTGAGE INVEST TR 2005-A7
MERRILL LYNCH MORTGAGE INVS 2006-HE5
MEXICO GOVT
MF1 2022-FL10 LLC
MF1 2022-FL8 LTD
MICROCHIP TECHNOLOGY INCORPORATED
MICROSOFT CORPORATION
MIZUHO FINANCIAL GROUP INC
MONARCH GROVE CLO 2018-1A
MONDELEZ INTERNATIONAL INC
MORGAN STANLEY
MORGAN STANLEY ABS CAPITAL I 2006-HE7
MORGAN STANLEY ABS CAPITAL I 2006-WMC2
MORGAN STANLEY ABS CAPITAL I 2007-HE5
MORGAN STANLEY BANK NA
MORGAN STANLEY CAPITAL I INC 2021-230P
MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS
MORGAN STANLEY MORTGAGE TRUST-2005-6AR
MORTGAGEIT TRUST 2007-1
MOUNTAIN HAWK III CLO LTD 2014-3A
MPLX LP
N/A RFR USD SOFR/3.75000 01/02/24-10Y LCH
N/A SOLD DKK BOUGHT USD 20241002
N/A 317U74MA1 PIMCO SWAPTION 3.4 PUT USD 20241015
N/A CDX HY42 5Y ICE
N/A OIS CAD CAONREPO/3.73250 03/20/24-2Y LCH
N/A 317U73UA4 PIMCO SWAPTION 2.39 PUT EUR 20241014
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD CAD BOUGHT USD 20241002
N/A SOLD GBP BOUGHT USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD PEN BOUGHT USD 20241023
N/A CDX EM42 ICE
N/A BOUGHT DKK SOLD USD 20241104
N/A SOLD PEN BOUGHT USD 20241021
N/A SOLD TRY BOUGHT USD 20241213
N/A RFR USD SOFR/1.75000 06/15/22-10Y CME
N/A RFR USD SOFR/3.75000 12/18/24-5Y CME
N/A SOLD NZD BOUGHT USD 20241002
N/A RFR USD SOFR/3.68400 01/03/24-10Y LCH
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD BRL BOUGHT USD 20241002
N/A 3 MONTH SOFR FUT DEC24 XCME 20250318
N/A SOLD GBP BOUGHT USD 20241104
N/A BOUGHT TWD SOLD USD 20241118
N/A 317U72DA5 PIMCO SWAPTION 3.375 PUT USD 2024101
N/A SOLD PEN BOUGHT USD 20241028
N/A BOUGHT DKK SOLD USD 20241104
N/A RFR USD SOFR/3.27750 09/16/24-10Y LCH
N/A BOUGHT NZD SOLD USD 20241104
N/A RFR USD SOFR/1.75000 06/15/22-30Y CME
N/A SOLD PEN BOUGHT USD 20241021
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD ILS BOUGHT USD 20241018
N/A 317U74NA0 PIMCO SWAPTION 3.0 CALL USD 20241015
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD DKK BOUGHT USD 20241002
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD TWD BOUGHT USD 20241118
N/A US LONG BOND(CBT) DEC24 XCBT 20241219
N/A 317U6ZWA2 PIMCO SWAPTION 3.85 PUT GBP 20241003
N/A BOUGHT ZAR SOLD USD 20241018
N/A BOUGHT AUD SOLD USD 20241002
N/A SOLD PEN BOUGHT USD 20241021
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD PLN BOUGHT USD 20241002
N/A IRS EUR 3.14800 11/20/23-10Y LCH
N/A RFR GBP SONIO/3.70000 03/28/24-10Y LCH
N/A RU20INTR TRS EQUITY FEDL01+25 MBC
N/A SOLD THB BOUGHT USD 20241016
N/A BOUGHT TWD SOLD USD 20241118
N/A RFR USD SOFR/3.50000 12/20/23-10Y CME
N/A BOUGHT ZAR SOLD USD 20241018
N/A VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE
N/A SOLD EUR BOUGHT USD 20241104
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD TRY BOUGHT USD 20241113
N/A SOLD ZAR BOUGHT USD 20241018
N/A BOUGHT CHF SOLD USD 20241002
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD CNH BOUGHT USD 20241120
N/A CDX IG36 5Y ICE
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD PEN BOUGHT USD 20250214
N/A SOLD SEK BOUGHT USD 20241104
N/A BOUGHT CNH SOLD USD 20241025
N/A RFR USD SOFR/3.50000 12/18/24-30Y CME
N/A SOLD CNH BOUGHT USD 20241120
N/A BOUGHT IDR SOLD USD 20241016
N/A BOUGHT BRL SOLD USD 20241002
N/A J P MORGAN TERM REPO
N/A SOLD NZD BOUGHT USD 20241002
N/A SOLD KRW BOUGHT USD 20241023
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD SGD BOUGHT USD 20241002
N/A SOLD CAD BOUGHT USD 20241104
N/A BOUGHT PLN SOLD USD 20241018
N/A BOUGHT ZAR SOLD USD 20241018
N/A RFR USD SOFR/3.64300 08/28/24-10Y LCH
N/A SOLD ILS BOUGHT USD 20241018
N/A SOLD AUD BOUGHT USD 20241104
N/A RU20INTR TRS EQUITY FEDL01+43 JPM
N/A SOLD MXN BOUGHT USD 20241218
N/A CDX HY41 5Y ICE
N/A BOUGHT IDR SOLD USD 20241016
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A 317U74LA2 PIMCO SWAPTION 2.995 CALL USD 202410
N/A IRS AUD 4.50000 09/20/23-10Y LCH
N/A 317U79NA9 PIMCO SWAPTION 3.131 CALL USD 202410
N/A SOLD KRW BOUGHT USD 20241016
N/A BOUGHT BRL SOLD USD 20241203
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD ZAR BOUGHT USD 20241018
N/A US 5YR NOTE (CBT) DEC24 XCBT 20241231
N/A BOUGHT DKK SOLD USD 20241104
N/A RFRF USD SF+26.161/1.0* 9/15/23-7Y* CME
N/A SOLD PEN BOUGHT USD 20241023
N/A SOLD BRL BOUGHT USD 20250402
N/A CDX EM41 ICE
N/A RFR USD SOFR/3.75000 06/20/24-5Y CME
N/A SOLD CNH BOUGHT USD 20241120
N/A CDX EM38 ICE
N/A SOLD SGD BOUGHT USD 20241104
N/A RU20INTR TRS EQTY FEDL01+30 BULLET BOA
N/A SOLD PEN BOUGHT USD 20241024
N/A RFR JPY MUTK/1.00000 03/21/24-10Y LCH
N/A SOLD AUD BOUGHT USD 20241002
N/A SOLD EUR BOUGHT USD 20241002
N/A BOUGHT CNH SOLD USD 20241025
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A CDX IG41 5Y ICE
N/A 317U77RA9 PIMCO SWAPTION 3.446 PUT USD 2024102
N/A BOUGHT PLN SOLD USD 20241104
N/A SOLD KRW BOUGHT USD 20241016
N/A 317U78EA1 PIMCO SWAPTION 2.29 CALL EUR 2024102
N/A BOUGHT PLN SOLD USD 20241025
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT INR SOLD USD 20241024
N/A 317U6ZLA4 PIMCO SWAPTION 3.56 PUT USD 20240930
N/A 3 MONTH SOFR FUT SEP24 XCME 20241217
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD GBP BOUGHT USD 20241002
N/A US 10YR FUT OPTN NOV24C 117 EXP 10/25/2024
N/A RFR USD SOFR/3.59500 08/19/24-10Y LCH
N/A CDX IG38 5Y ICE
N/A IRS EUR 3.30500 11/27/23-10Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A RFR USD SOFR/3.75000 06/20/24-10Y CME
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT INR SOLD USD 20241024
N/A CDX HY43 5Y ICE
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD TWD BOUGHT USD 20241118
N/A 317U7A0A1 PIMCO SWAPTION 3.135 CALL USD 202410
N/A IRS EUR 2.67000 04/03/24-10Y LCH
N/A CDX EM34 ICE
N/A RFR USD SOFR/3.47000 09/04/24-10Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD ILS BOUGHT USD 20241018
N/A RFR USD SOFR/3.41000 09/05/24-10Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD MXN BOUGHT USD 20241218
N/A CDX HY40 5Y ICE
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD DKK BOUGHT USD 20241002
N/A 317U71SA1 PIMCO SWAPTION 3.05 CALL USD 2024100
N/A IRS EUR 2.89000 12/22/23-10Y LCH
N/A RFR USD SOFR/3.23100 09/18/24-10Y LCH
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT MXN SOLD USD 20241218
N/A SOLD JPY BOUGHT USD 20241002
N/A SOLD PEN BOUGHT USD 20241023
N/A RFR USD SOFR/3.70000 02/20/24-25Y LCH
N/A BOUGHT EUR SOLD USD 20241002
N/A RU20INTR TRS EQUITY FEDL01+43 BPS
N/A 317U6ZMA3 PIMCO SWAPTION 3.16 CALL USD 2024093
N/A SOLD PEN BOUGHT USD 20241218
N/A 317U75IA3 PIMCO SWAPTION 2.26 CALL EUR 2024101
N/A RFR USD SOFR/3.56900 08/14/24-10Y LCH
N/A SOLD PEN BOUGHT USD 20241021
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD CNH BOUGHT USD 20241120
N/A BOUGHT TRY SOLD USD 20241106
N/A BOUGHT ILS SOLD USD 20241018
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD CAD BOUGHT USD 20241002
N/A US 10YR NOTE (CBT)DEC24 XCBT 20241219
N/A CDX IG39 5Y ICE
N/A BOUGHT IDR SOLD USD 20241015
N/A BOUGHT ZAR SOLD USD 20241018
N/A AT&T INC SNR S* ICE
N/A 317U79VA0 PIMCO SWAPTION 3.495 PUT USD 2024102
N/A BOUGHT IDR SOLD USD 20241023
N/A BOUGHT CNH SOLD USD 20241120
N/A BOUGHT CHF SOLD USD 20241002
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT PLN SOLD USD 20241104
N/A SOLD ILS BOUGHT USD 20241018
N/A 317U73TA6 PIMCO SWAPTION 2.1 CALL EUR 20241014
N/A SOLD CHF BOUGHT USD 20241002
N/A BOUGHT TRY SOLD USD 20241211
N/A IRS EUR 2.39000 10/01/24-10Y LCH
N/A AT&T INC SNR S* ICE
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD DKK BOUGHT USD 20241002
N/A SOLD PEN BOUGHT USD 20241025
N/A SOLD HKD BOUGHT USD 20241018
N/A SOLD CHF BOUGHT USD 20241002
N/A SOLD KRW BOUGHT USD 20241016
N/A 317U72EA4 PIMCO SWAPTION 2.975 CALL USD 202410
N/A BOUGHT ZAR SOLD USD 20241018
N/A BOUGHT CHF SOLD USD 20241002
N/A BOUGHT CNH SOLD USD 20241025
N/A 317U74IA6 PIMCO SWAPTION 3.395 PUT USD 2024101
N/A CDX IG40 5Y ICE
N/A IRS EUR 2.65000 08/14/24-5Y LCH
N/A SOLD CAD BOUGHT USD 20241002
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT PLN SOLD USD 20241018
N/A SOLD PEN BOUGHT USD 20241023
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A 317U78FA0 PIMCO SWAPTION 2.53 PUT EUR 20241024
N/A IRS EUR 2.58000 08/29/24-10Y LCH
N/A BOUGHT GBP SOLD USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A SOLD INR BOUGHT USD 20241024
N/A SOLD MXN BOUGHT USD 20241211
N/A SOLD PEN BOUGHT USD 20241218
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD CHF BOUGHT USD 20241104
N/A RFR GBP SONIO/4.32000 10/20/23-10Y LCH
N/A 317U75JA2 PIMCO SWAPTION 2.49 PUT EUR 20241016
N/A BOUGHT SGD SOLD USD 20241002
N/A SOLD BRL BOUGHT USD 20250402
N/A CITIGROUP REPO REPO 5807
N/A SOLD PEN BOUGHT USD 20241028
N/A 317U6ZYA0 PIMCO SWAPTION 2.61 PUT EUR 20241003
N/A CDX EM35 ICE
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD KRW BOUGHT USD 20241023
N/A DJIA MINI E-CBOT DEC24 XCBT 20241220
N/A BOUGHT IDR SOLD USD 20241016
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD KRW BOUGHT USD 20241023
N/A BRITISH TELECOMMUNICATIONS PL SNR SE ICE
N/A IRS EUR 3.12800 12/04/23-10Y LCH
N/A RFR USD SOFR/3.75000 12/20/23-5Y CME
N/A IRS EUR 2.30000 09/25/24-5Y LCH
N/A BOUGHT SGD SOLD USD 20241002
N/A SOLD EUR BOUGHT USD 20241002
N/A BOUGHT TRY SOLD USD 20241106
N/A SOLD PEN BOUGHT USD 20250219
N/A 317U70BA1 PIMCO SWAPTION 2.36 CALL EUR 2024100
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A REPO BANK OF MONTREAL ZCP
N/A 317U77LA5 PIMCO SWAPTION 3.463 PUT USD 2024102
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD CAD BOUGHT USD 20241002
N/A SOLD ZAR BOUGHT USD 20241018
N/A US 10YR ULTRA FUT DEC24 XCBT 20241219
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT AUD SOLD USD 20241002
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD KRW BOUGHT USD 20241023
N/A RFR USD SOFR/3.23200 09/10/24-10Y LCH
N/A SOLD BRL BOUGHT USD 20241002
N/A CDX IG37 5Y ICE
N/A E-MINI RUSS 2000 DEC24 XCME 20241220
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD PEN BOUGHT USD 20241112
N/A RU20INTR TRS EQUITY FEDL01+37 RBC
N/A IRS EUR 2.68000 08/07/24-10Y LCH
N/A BOUGHT BRL SOLD USD 20241104
N/A IRS EUR 2.95000 12/29/23-5Y LCH
N/A BOUGHT SEK SOLD USD 20241002
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT TRY SOLD USD 20241107
N/A BOUGHT PLN SOLD USD 20241002
N/A BOUGHT PLN SOLD USD 20241104
N/A BOUGHT CAD SOLD USD 20241002
N/A BOUGHT PLN SOLD USD 20241104
N/A BOUGHT TWD SOLD USD 20241118
N/A BOUGHT TRY SOLD USD 20241218
N/A BOUGHT PLN SOLD USD 20241025
N/A BOUGHT DKK SOLD USD 20250401
N/A SOLD CNH BOUGHT USD 20241120
N/A ABX.HE.AAA.06-2 SP BRC
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT CNH SOLD USD 20241120
N/A BOUGHT IDR SOLD USD 20241023
N/A BOUGHT CNH SOLD USD 20241120
N/A BOUGHT DKK SOLD USD 20241104
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD DKK BOUGHT USD 20241002
N/A SOLD DKK BOUGHT USD 20241002
N/A SOLD CHF BOUGHT USD 20241104
N/A SOLD DKK BOUGHT USD 20250401
N/A BOUGHT ILS SOLD USD 20241018
N/A BOUGHT IDR SOLD USD 20241016
N/A BOUGHT IDR SOLD USD 20241016
N/A 317U74KA3 PIMCO SWAPTION 3.395 PUT USD 2024101
N/A BOUGHT INR SOLD USD 20241024
N/A IRS EUR 2.50000 03/19/25-10Y LCH
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD CAD BOUGHT USD 20241002
N/A IRS EUR 3.17900 11/29/23-5Y LCH
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD PEN BOUGHT USD 20241018
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT TRY SOLD USD 20250506
N/A 317U74UA2 PIMCO SWAPTION 3.385 PUT USD 2024101
N/A RFR USD SOFR/3.50000 12/20/23-7Y CME
N/A SOLD TRY BOUGHT USD 20241211
N/A 317U6ZVA3 PIMCO SWAPTION 3.54 CALL GBP 2024100
N/A BOUGHT CNH SOLD USD 20241025
N/A IRS EUR 3.06300 12/06/23-10Y LCH
N/A CDX IG42 5Y ICE
N/A CDX EM40 ICE
N/A SOLD TWD BOUGHT USD 20241118
N/A RFR USD SOFR/4.25000 12/20/23-2Y CME
N/A BOUGHT ZAR SOLD USD 20241018
N/A SOLD SEK BOUGHT USD 20241002
N/A 317U79MA0 PIMCO SWAPTION 3.481 PUT USD 2024102
N/A SOLD PEN BOUGHT USD 20241218
N/A RFR USD SOFR/3.75000 12/18/24-7Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD PEN BOUGHT USD 20241023
N/A BOUGHT CNH SOLD USD 20241120
N/A SOLD PEN BOUGHT USD 20241018
N/A US ULTRA BOND CBT DEC24 XCBT 20241219
N/A BOUGHT NZD SOLD USD 20241104
N/A 317U77MA4 PIMCO SWAPTION 3.063 CALL USD 202410
N/A RFR USD SOFR/3.88500 07/12/24-10Y LCH
N/A US 2YR NOTE (CBT) DEC24 XCBT 20241231
N/A BOUGHT DKK SOLD USD 20241104
N/A CDX IG35 5Y ICE
N/A SOLD PEN BOUGHT USD 20241023
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT TWD SOLD USD 20241118
N/A SOLD DKK BOUGHT USD 20250401
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A BOUGHT DKK SOLD USD 20241002
N/A BOUGHT INR SOLD USD 20241024
N/A RFR USD SOFR/4.00000 06/20/24-2Y CME
N/A BOUGHT ILS SOLD USD 20241018
N/A BOUGHT PLN SOLD USD 20241018
N/A RFR USD SOFR/3.55500 03/05/24-30Y LCH
N/A 317U70UA0 PIMCO SWAPTION 3.065 CALL USD 202410
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT DKK SOLD USD 20241002
N/A BARCLAYS CAPITAL REPO REPO
N/A US 10YR FUT OPTN NOV24P 112 EXP 10/25/2024
N/A 317U77SA8 PIMCO SWAPTION 3.046 CALL USD 202410
N/A SOLD HKD BOUGHT USD 20241018
N/A CDX IG43 5Y ICE
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD PLN BOUGHT USD 20241002
N/A IRS EUR 3.28000 11/22/23-10Y LCH
N/A RU20INTR TRS EQUITY FEDL01+27 BULLET M
N/A BOUGHT DKK SOLD USD 20241002
N/A BOUGHT IDR SOLD USD 20241016
N/A RFR USD SOFR/3.75000 06/21/23-2Y CME
N/A SOLD CAD BOUGHT USD 20241003
N/A SOLD ILS BOUGHT USD 20241018
N/A 317U74VA1 PIMCO SWAPTION 2.985 CALL USD 202410
N/A BOUGHT DKK SOLD USD 20241104
N/A SOLD PLN BOUGHT USD 20241002
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD MXN BOUGHT USD 20241129
N/A BOUGHT IDR SOLD USD 20241023
N/A BOUGHT IDR SOLD USD 20241016
N/A 317U71RA2 PIMCO SWAPTION 3.45 PUT USD 20241009
N/A 317U70TA2 PIMCO SWAPTION 3.515 PUT USD 2024100
N/A IRS EUR 2.91000 12/29/23-10Y LCH
N/A 317U74JA5 PIMCO SWAPTION 2.995 CALL USD 202410
N/A RFR USD SOFR/3.79500 08/06/24-10Y LCH
N/A RFR USD SOFR/3.75000 12/18/24-10Y CME
N/A BOUGHT PLN SOLD USD 20241025
N/A BOUGHT IDR SOLD USD 20241016
N/A RFR GBP SONIO/4.00000 09/18/24-5Y LCH
N/A SOLD PEN BOUGHT USD 20250224
N/A SOLD ILS BOUGHT USD 20241018
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD MXN BOUGHT USD 20250211
N/A SOLD BRL BOUGHT USD 20241104
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD PEN BOUGHT USD 20241127
N/A SOLD PEN BOUGHT USD 20241024
N/A BOUGHT PLN SOLD USD 20241018
N/A BOUGHT NZD SOLD USD 20241002
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD ZAR BOUGHT USD 20241018
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A RFR USD SOFR/3.55800 08/21/24-10Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT CAD SOLD USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT IDR SOLD USD 20241023
N/A SOLD MXN BOUGHT USD 20241218
N/A BOUGHT EUR SOLD USD 20241002
N/A IRS EUR 2.25000 03/19/25-30Y LCH
N/A CDX EM39 ICE
N/A SOLD TWD BOUGHT USD 20240913
N/A 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071
N/A BOUGHT BRL SOLD USD 20240702
N/A IRS EUR 3.25000 11/06/23-10Y LCH
N/A IRS EUR 3.27000 11/08/23-5Y LCH
N/A RFR USD SOFR/4.00000 03/20/24-2Y LCH
N/A SOLD ZAR BOUGHT USD 20240719
N/A RFR USD SOFR/4.15000 04/22/24-10Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD IDR BOUGHT USD 20240729
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD MXN BOUGHT USD 20240715
N/A BOUGHT PLN SOLD USD 20240722
N/A 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD EUR BOUGHT USD 20240802
N/A BOUGHT BRL SOLD USD 20240702
N/A RFR USD SOFR/3.95000 04/16/24-10Y LCH
N/A 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705
N/A SOLD MXN BOUGHT USD 20240710
N/A CITIGROUP REPO REPO 5807
N/A SOLD KRW BOUGHT USD 20240722
N/A IRS EUR 2.78000 05/02/24-5Y LCH
N/A SOLD KRW BOUGHT USD 20240715
N/A SOLD HKD BOUGHT USD 20240719
N/A SOLD SGD BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20250402
N/A RU20INTR TRS EQUITY FEDL01+13 ULO
N/A SOLD CNH BOUGHT USD 20240920
N/A BOUGHT BRL SOLD USD 20240802
N/A SOLD CHF BOUGHT USD 20240702
N/A RU20INTR TRS EQUITY FEDL01+32.5 JPM
N/A SOLD SGD BOUGHT USD 20240802
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A IRS EUR 2.77000 04/16/24-5Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A IRS EUR 3.45000 10/20/23-5Y LCH
N/A 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715
N/A 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT ZAR SOLD USD 20240719
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A RU20INTR TRS EQUITY FEDL01+27 BULLET M
N/A IRS EUR 2.88000 12/19/23-5Y LCH
N/A RFR USD SOFR/4.07800 04/29/24-10Y LCH
N/A US LONG BOND(CBT) SEP24 XCBT 20240919
N/A IRS EUR 2.50000 09/18/24-30Y LCH
N/A IRS EUR 2.92000 12/13/23-5Y LCH
N/A SOLD JPY BOUGHT USD 20240802
N/A 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062
N/A 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072
N/A SOLD TWD BOUGHT USD 20240913
N/A 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407
N/A 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071
N/A 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072
N/A BOUGHT PLN SOLD USD 20240722
N/A REPO BANK OF MONTREAL ZCP
N/A RFRF USD SF+26.161/1.0* 9/15/23-7Y* CME
N/A SOLD EUR BOUGHT USD 20240702
N/A BOUGHT GBP SOLD USD 20240702
N/A RFR USD SOFR/3.55500 03/05/24-30Y LCH
N/A IRS EUR 2.95000 06/12/24-5Y LCH
N/A SOLD AUD BOUGHT USD 20240702
N/A 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704
N/A BOUGHT CAD SOLD USD 20240702
N/A US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024
N/A BOUGHT AUD SOLD USD 20240702
N/A SOLD GBP BOUGHT USD 20240702
N/A 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071
N/A BOUGHT BRL SOLD USD 20240904
N/A US 10YR ULTRA FUT SEP24 XCBT 20240919
N/A SOLD GBP BOUGHT USD 20240802
N/A SOLD CAD BOUGHT USD 20240708
N/A SOLD CHF BOUGHT USD 20240802
N/A RFR USD SOFR/4.09000 04/30/24-10Y LCH
N/A 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722
N/A 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407
N/A 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD CNH BOUGHT USD 20241025
N/A 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718
N/A SOLD CNH BOUGHT USD 20240920
N/A BOUGHT IDR SOLD USD 20240722
N/A SOLD MXN BOUGHT USD 20240918
N/A MERRILL LYNCH REPO CAD REPO
N/A SOLD BRL BOUGHT USD 20240802
N/A SOLD JPY BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD CHF BOUGHT USD 20240702
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD DKK BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717
N/A IRS EUR 3.30000 10/03/23-10Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD BRL BOUGHT USD 20250402
N/A 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072
N/A SOLD BRL BOUGHT USD 20240702
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071
N/A SOLD NOK BOUGHT USD 20240802
N/A 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT IDR SOLD USD 20240722
N/A CITIGROUP REPO REPO 5807
N/A SOLD SGD BOUGHT USD 20240802
N/A BOUGHT CNH SOLD USD 20241025
N/A 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704
N/A 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705
N/A AT&T INC SNR S* ICE
N/A 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071
N/A SOLD MXN BOUGHT USD 20240715
N/A 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072
N/A RU20INTR TRS EQUITY FEDL01+37 RBC
N/A 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD IDR BOUGHT USD 20240726
N/A IRS EUR 2.76000 01/03/24-5Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT BRL SOLD USD 20240702
N/A FIXED INC CLEARING CORP.REPO
N/A 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407
N/A SOLD NZD BOUGHT USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT INR SOLD USD 20240924
N/A 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD INR BOUGHT USD 20240924
N/A IRS EUR 2.75000 09/18/24-10Y LCH
N/A BOUGHT DKK SOLD USD 20240702
N/A BOUGHT CHF SOLD USD 20240702
N/A SOLD KRW BOUGHT USD 20240715
N/A SOLD EUR BOUGHT USD 20240702
N/A ABX.HE.AAA.06-2 SP BRC
N/A BOUGHT ILS SOLD USD 20240718
N/A IRS EUR 2.82700 05/06/24-5Y LCH
N/A SOLD CAD BOUGHT USD 20240802
N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919
N/A BOUGHT ILS SOLD USD 20240718
N/A BOUGHT KRW SOLD USD 20240708
N/A SOLD CNH BOUGHT USD 20240920
N/A SOLD AUD BOUGHT USD 20240702
N/A BOUGHT CAD SOLD USD 20240702
N/A RFR USD SOFR/4.08000 04/17/24-10Y LCH
N/A BOUGHT MXN SOLD USD 20240918
N/A RFR USD SOFR/3.90000 04/15/24-10Y LCH
N/A 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726
N/A 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD AUD BOUGHT USD 20240702
N/A SOLD SGD BOUGHT USD 20240702
N/A SOLD CNH BOUGHT USD 20240920
N/A 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT CHF SOLD USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT SGD SOLD USD 20240702
N/A SOLD BRL BOUGHT USD 20250402
N/A 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705
N/A SOLD TWD BOUGHT USD 20240913
N/A IRS EUR 2.86000 04/24/24-5Y LCH
N/A RFR USD SOFR/4.20000 05/06/24-10Y LCH
N/A BOUGHT NZD SOLD USD 20240802
N/A BOUGHT PLN SOLD USD 20240722
N/A IRS EUR 3.27000 08/21/23-10Y LCH
N/A IRS EUR 2.75000 03/05/24-10Y LCH
N/A 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD KRW BOUGHT USD 20240715
N/A SOLD CHF BOUGHT USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071
N/A BOUGHT NZD SOLD USD 20240802
N/A BOUGHT NZD SOLD USD 20240802
N/A 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT PLN SOLD USD 20240722
N/A 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD NZD BOUGHT USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD NZD BOUGHT USD 20240702
N/A SOLD SGD BOUGHT USD 20240702
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT DKK SOLD USD 20240802
N/A 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628
N/A SOLD MXN BOUGHT USD 20240918
N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930
N/A SOLD BRL BOUGHT USD 20240802
N/A IRS EUR 2.99000 12/08/23-10Y LCH
N/A SOLD CHF BOUGHT USD 20240702
N/A 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072
N/A SOLD CAD BOUGHT USD 20240703
N/A RU20INTR TRS EQUITY FEDL01+10 ULO
N/A BOUGHT INR SOLD USD 20240924
N/A 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711
N/A IRS EUR 2.76000 03/04/24-10Y LCH
N/A BOUGHT ZAR SOLD USD 20240719
N/A DJIA MINI E-CBOT SEP24 XCBT 20240920
N/A E-MINI RUSS 2000 SEP24 XCME 20240920
N/A 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703
N/A 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A SOLD TRY BOUGHT USD 20240722
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT ZAR SOLD USD 20240719
N/A BOUGHT PLN SOLD USD 20240722
N/A US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT DKK SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT NZD SOLD USD 20240702
N/A SOLD DKK BOUGHT USD 20240702
N/A 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407
N/A IRS EUR 2.65000 01/08/24-10Y LCH
N/A 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703
N/A BOUGHT DKK SOLD USD 20240802
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT NZD SOLD USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT MXN SOLD USD 20240918
N/A 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705
N/A SOLD AUD BOUGHT USD 20240802
N/A BOUGHT PLN SOLD USD 20240722
N/A 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729
N/A RFR USD SOFR/4.08000 06/05/24-10Y LCH
N/A 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT INR SOLD USD 20240924
N/A IRS EUR 3.37000 10/09/23-5Y LCH
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT ZAR SOLD USD 20240719
N/A 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724
N/A BOUGHT CNH SOLD USD 20241025
N/A 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072
N/A 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD CHF BOUGHT USD 20240702
N/A SOLD SGD BOUGHT USD 20240702
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD THB BOUGHT USD 20240719
N/A BOUGHT TRY SOLD USD 20240910
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD CAD BOUGHT USD 20240702
N/A BOUGHT NZD SOLD USD 20240702
N/A MERRILL LYNCH REPO CAD REPO
N/A BOUGHT NOK SOLD USD 20240702
N/A BOUGHT EUR SOLD USD 20240702
N/A SOLD EUR BOUGHT USD 20240702
N/A BOUGHT CNH SOLD USD 20241025
N/A 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD EUR BOUGHT USD 20240802
N/A 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062
N/A BOUGHT SGD SOLD USD 20240702
N/A SOLD MXN BOUGHT USD 20240918
N/A 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628
N/A 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072
N/A SOLD GBP BOUGHT USD 20240702
N/A 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072
N/A IRS EUR 2.77000 04/29/24-10Y LCH
N/A SOLD ZAR BOUGHT USD 20240719
N/A RFR USD SOFR/3.90000 04/10/24-10Y LCH
N/A IRS EUR 3.25500 11/22/23-5Y LCH
N/A RFR USD SOFR/4.10500 04/24/24-10Y LCH
N/A RU20INTR TRS EQTY FEDL01+30 BULLET BOA
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT IDR SOLD USD 20240726
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD SGD BOUGHT USD 20240702
N/A IRS EUR 2.97000 12/15/23-10Y LCH
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD TWD BOUGHT USD 20240913
N/A AAPL US TRS EQUITY FEDL01+75 BOA
N/A BOUGHT PLN SOLD USD 20240722
N/A RFR USD SOFR/4.13000 05/03/24-10Y LCH
N/A IRS EUR 2.81800 06/26/24-5Y LCH
N/A SOLD NOK BOUGHT USD 20240702
N/A SOLD EUR BOUGHT USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A US 2YR NOTE (CBT) SEP24 XCBT 20240930
N/A SOLD KRW BOUGHT USD 20240715
N/A SOLD CAD BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725
N/A 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723
N/A SOLD ILS BOUGHT USD 20240719
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT SGD SOLD USD 20240702
N/A SOLD PLN BOUGHT USD 20240722
N/A 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT KRW SOLD USD 20240620
N/A 317U5AYA6 PIMCO SWAPTION 4.25 PUT USD 20240402
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240429
N/A 317U5BPA4 PIMCO SWAPTION 4.027 PUT USD 2024040
N/A SOLD AUD BOUGHT USD 20240502
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A 317U5IKA4 PIMCO SWAPTION 2.77 PUT EUR 20240425
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT TWD SOLD USD 20240620
N/A BOUGHT JPY SOLD USD 20240502
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD CNH BOUGHT USD 20240506
N/A SOLD CNH BOUGHT USD 20240426
N/A 317U5F2A0 PIMCO SWAPTION 3.9 PUT USD 20240411
N/A BOUGHT IDR SOLD USD 20240620
N/A 317U5G8A2 PIMCO SWAPTION 4.085 PUT USD 2024041
N/A BOUGHT AUD SOLD USD 20240402
N/A SOLD CNH BOUGHT USD 20240426
N/A BOUGHT CAD SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240415
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD HKD BOUGHT USD 20240419
N/A 317U5EDA1 PIMCO SWAPTION 2.85 PUT EUR 20240408
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U5GMA6 PIMCO SWAPTION 4.15 PUT USD 20240418
N/A BOUGHT IDR SOLD USD 20240620
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A BOUGHT INR SOLD USD 20240620
N/A US 10YR FUT OPTN MAY24P 109 EXP 04/26/2024
N/A DJIA MINI E-CBOT JUN24 XCBT 20240621
N/A 317U5J7A7 PIMCO SWAPTION 3.69 CALL USD 2024042
N/A 317U5K0A1 PIMCO SWAPTION 2.48 CALL EUR 2024042
N/A BOUGHT INR SOLD USD 20240620
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A SOLD CAD BOUGHT USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A BOUGHT CNH SOLD USD 20240402
N/A SOLD CAD BOUGHT USD 20240401
N/A 317U5CUA6 PIMCO SWAPTION 2.81 PUT EUR 20240405
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT AUD SOLD USD 20240402
N/A 317U5G7A3 PIMCO SWAPTION 3.68 CALL USD 2024041
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD HKD BOUGHT USD 20240419
N/A 317U5J6A8 PIMCO SWAPTION 4.09 PUT USD 20240426
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD EUR BOUGHT USD 20240502
N/A RU20INTR TRS EQUITY FEDL01+13 ULO
N/A SOLD BRL BOUGHT USD 20240503
N/A 317U5F8A4 PIMCO SWAPTION 2.77 PUT EUR 20240412
N/A 317U5HPA1 PIMCO SWAPTION 2.56 CALL EUR 2024042
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U5GFA4 PIMCO SWAPTION 2.55 CALL EUR 2024041
N/A BOUGHT JPY SOLD USD 20240502
N/A BOUGHT INR SOLD USD 20240620
N/A 317U5GKA8 PIMCO SWAPTION 2.85 PUT EUR 20240418
N/A SOLD KRW BOUGHT USD 20240620
N/A RU20INTR TRS EQUITY FEDL01+14 GST
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD CAD BOUGHT USD 20240404
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD EUR BOUGHT USD 20240402
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT ZAR SOLD USD 20240419
N/A BOUGHT DKK SOLD USD 20240502
N/A CITIGROUP REPO REPO 5807
N/A 317U5F3A9 PIMCO SWAPTION 3.5 CALL USD 20240411
N/A 317U5IQA8 PIMCO SWAPTION 3.678 CALL USD 202404
N/A BOUGHT INR SOLD USD 20240620
N/A CITIGROUP REPO REPO 5807
N/A SOLD AUD BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD CNH BOUGHT USD 20240402
N/A 317U5ECA2 PIMCO SWAPTION 2.5 CALL EUR 20240408
N/A BOUGHT BRL SOLD USD 20240402
N/A 317U5BRA2 PIMCO SWAPTION 3.688 CALL USD 202404
N/A SOLD BRL BOUGHT USD 20240702
N/A RFR USD SOFR/3.68400 01/03/24-10Y LCH
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD TWD BOUGHT USD 20240620
N/A 317U5J4A0 PIMCO SWAPTION 4.09 PUT USD 20240426
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A 317U5EPA8 PIMCO SWAPTION 3.5 CALL USD 20240408
N/A BOUGHT DKK SOLD USD 20240402
N/A 317U5FGA5 PIMCO SWAPTION 3.95 PUT USD 20240412
N/A 317U5G6A4 PIMCO SWAPTION 4.08 PUT USD 20240415
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD TWD BOUGHT USD 20240620
N/A RU20INTR TRS EQUITY FEDL01+10 ULO
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A ABX.HE.AAA.06-2 SP BRC
N/A 317U5CTA8 PIMCO SWAPTION 2.49 CALL EUR 2024040
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD EUR BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240426
N/A BOUGHT DKK SOLD USD 20240502
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD DKK BOUGHT USD 20250401
N/A BOUGHT DKK SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U5BSA1 PIMCO SWAPTION 3.627 CALL USD 202404
N/A BOUGHT DKK SOLD USD 20240402
N/A BOUGHT BRL SOLD USD 20240503
N/A SOLD AUD BOUGHT USD 20240502
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U5F9A3 PIMCO SWAPTION 2.43 CALL EUR 2024041
N/A SOLD DKK BOUGHT USD 20250401
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A ROLLS-ROYCE PLC SNR SE ICE
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT MXN SOLD USD 20240419
N/A REPO BANK AMERICA REPO
N/A 317U5FHA4 PIMCO SWAPTION 3.55 CALL USD 2024041
N/A SOLD IDR BOUGHT USD 20240430
N/A CDX HY42 5Y ICE
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240624
N/A US 10YR FUT OPTN MAY24C 111.5 EXP 04/26/2024
N/A BOUGHT BRL SOLD USD 20240402
N/A 317U5J5A9 PIMCO SWAPTION 3.69 CALL USD 2024042
N/A 317U5HLA5 PIMCO SWAPTION 4.105 PUT USD 2024042
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT BRL SOLD USD 20240503
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A SOLD JPY BOUGHT USD 20240402
N/A BOUGHT JPY SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5GGA3 PIMCO SWAPTION 2.81 PUT EUR 20240415
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD KRW BOUGHT USD 20240429
N/A BOUGHT IDR SOLD USD 20240620
N/A FIXED INC CLEARING CORP.REPO
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD EUR BOUGHT USD 20240402
N/A SOLD IDR BOUGHT USD 20240620
N/A AT&T INC SNR S* ICE
N/A RFRF USD SF+26.161/1.0* 9/15/23-7Y* CME
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD AUD BOUGHT USD 20240402
N/A SOLD AUD BOUGHT USD 20240502
N/A 317U5HKA6 PIMCO SWAPTION 3.705 CALL USD 202404
N/A SOLD CAD BOUGHT USD 20240409
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD DKK BOUGHT USD 20250401
N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628
N/A SOLD CNH BOUGHT USD 20240402
N/A BOUGHT MXN SOLD USD 20240620
N/A E-MINI RUSS 2000 JUN24 XCME 20240621
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD DKK BOUGHT USD 20240502
N/A BOUGHT AUD SOLD USD 20240402
N/A 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717
N/A RU20INTR TRS EQUITY FEDL01+27 BULLET M
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD CAD BOUGHT USD 20240401
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD CAD BOUGHT USD 20240502
N/A BOUGHT IDR SOLD USD 20240620
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT CAD SOLD USD 20240402
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A SOLD KRW BOUGHT USD 20240620
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A SOLD AUD BOUGHT USD 20240502
N/A US 10YR FUT OPTN MAY24C 113 EXP 04/26/2024
N/A SOLD TRY BOUGHT USD 20240522
N/A SOLD GBP BOUGHT USD 20240502
N/A 317U5IPA9 PIMCO SWAPTION 4.078 PUT USD 2024042
N/A 317U5EOA9 PIMCO SWAPTION 3.9 PUT USD 20240408
N/A 317U5GNA5 PIMCO SWAPTION 3.75 CALL USD 2024041
N/A SOLD TWD BOUGHT USD 20240620
N/A BOUGHT ZAR SOLD USD 20240419
N/A SOLD CAD BOUGHT USD 20240405
N/A REPO BANK OF MONTREAL ZCP
N/A SOLD CNH BOUGHT USD 20240419
N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT INR SOLD USD 20240620
N/A 317U5BOA5 PIMCO SWAPTION 4.088 PUT USD 2024040
N/A 317U5AZA5 PIMCO SWAPTION 3.75 CALL USD 2024040
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD JPY BOUGHT USD 20240402
N/A SOLD CAD BOUGHT USD 20240426
N/A SOLD GBP BOUGHT USD 20240402
N/A BOUGHT GBP SOLD USD 20240402
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A RFR USD SOFR/3.55500 03/05/24-30Y LCH
N/A SOLD KRW BOUGHT USD 20240429
N/A BOUGHT IDR SOLD USD 20240620
N/A RU20INTR TRS EQUITY FEDL01+14 MYI
N/A SOLD IDR BOUGHT USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT BRL SOLD USD 20240503
N/A SOLD TWD BOUGHT USD 20240520
N/A SOLD IDR BOUGHT USD 20240620
N/A US 10YR FUT OPTN MAY24P 108.5 EXP 04/26/2024
N/A BOUGHT AUD SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U5BTA0 PIMCO SWAPTION 3.624 CALL USD 202404
N/A 317U5IJA6 PIMCO SWAPTION 2.48 CALL EUR 2024042
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5HQA0 PIMCO SWAPTION 2.86 PUT EUR 20240422
N/A BOUGHT EUR SOLD USD 20240402
N/A SOLD CAD BOUGHT USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A RFR USD SOFR/3.75000 01/02/24-10Y LCH
N/A 317U5BQA3 PIMCO SWAPTION 4.024 PUT USD 2024040
N/A RU20INTR TRS EQTY FEDL01+30 BULLET BOA
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A TORONTO DOMINION BANK REPO DUMMY ASSET
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT MXN SOLD USD 20240620
N/A 317U5K1A0 PIMCO SWAPTION 2.78 PUT EUR 20240429
N/A 317U5GLA7 PIMCO SWAPTION 2.56 CALL EUR 2024041
N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT CNH SOLD USD 20240419
N/A SOLD AUD BOUGHT USD 20240502
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U5G9A1 PIMCO SWAPTION 3.685 CALL USD 202404
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD MXN BOUGHT USD 20240620
N/A BOUGHT KRW SOLD USD 20240620
N/A SOLD TWD BOUGHT USD 20240620
N/A 317U4NIA7 PIMCO SWAPTION 3.6475 CALL USD 20240
N/A 317U4MUA5 PIMCO SWAPTION 3.09 PUT EUR 20231229
N/A US 10YR NOTE (CBT)MAR24 XCBT 20240319
N/A RFR USD SOFR/3.87000 10/17/23-30Y LCH
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U4QFA3 PIMCO SWAPTION 3.55 CALL USD 2024011
N/A 317U4SRA6 PIMCO SWAPTION 3.665 PUT USD 2024012
N/A 317U4QZA1 PIMCO SWAPTION 3.75 PUT USD 20240116
N/A 317U4NOA0 PIMCO SWAPTION 3.594 CALL USD 202401
N/A RFR USD SOFR/4.25500 10/23/23-10Y LCH
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT ZAR SOLD USD 20240122
N/A RFR USD SOFR/3.90000 08/30/23-10Y LCH
N/A 317U4PPA4 PIMCO SWAPTION 4.05 PUT USD 20240112
N/A BOUGHT ZAR SOLD USD 20240117
N/A BOUGHT BRL SOLD USD 20240103
N/A BOUGHT ZAR SOLD USD 20240117
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT INR SOLD USD 20240320
N/A 317U4PQA3 PIMCO SWAPTION 3.6 CALL USD 20240112
N/A 317U4P3A8 PIMCO SWAPTION 3.489 CALL USD 202401
N/A US LONG BOND(CBT) MAR24 XCBT 20240319
N/A RFR USD SOFR/4.43500 11/01/23-10Y LCH
N/A RU20INTR TRS EQUITY FEDL01+18 BPS
N/A RFRF USD SF+26.161/1.2* 9/17/23-4Y* CME
N/A BOUGHT IDR SOLD USD 20240108
N/A SOLD GBP BOUGHT USD 20240109
N/A RU20INTR TRS EQUITY FEDL01+13 ULO
N/A AAPL US TRS EQUITY FEDL01+73 FAR
N/A 317U4RAA6 PIMCO SWAPTION 2.7 PUT EUR 20240118
N/A 317U4QPA2 PIMCO SWAPTION 2.33 CALL EUR 2024011
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT KRW SOLD USD 20240108
N/A SOLD EUR BOUGHT USD 20240109
N/A BOUGHT INR SOLD USD 20240320
N/A RFR USD SOFR/4.22000 10/20/23-10Y LCH
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD CAD BOUGHT USD 20240109
N/A 317U4T3A0 PIMCO SWAPTION 3.17 CALL USD 2024012
N/A BOUGHT MXN SOLD USD 20240131
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT BRL SOLD USD 20240402
N/A INTC US TRS EQUITY FEDL01+73 FAR
N/A SOLD CNH BOUGHT USD 20240326
N/A 317U4R0A7 PIMCO SWAPTION 3.3 CALL USD 20240116
N/A BOUGHT AUD SOLD USD 20240109
N/A RFR USD SOFR/4.45000 10/31/23-10Y LCH
N/A 317U4NBA4 PIMCO SWAPTION 3.03 PUT EUR 20240104
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U4QOA3 PIMCO SWAPTION 2.74 PUT EUR 20240115
N/A 317U4RJA7 PIMCO SWAPTION 3.744 PUT USD 2024011
N/A RFR USD SOFR/3.80000 08/22/23-7Y LCH
N/A SOLD TWD BOUGHT USD 20240320
N/A RU20INTR TRS EQUITY FEDL01+22 MYI
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240122
N/A SOLD CNH BOUGHT USD 20240326
N/A BOUGHT JPY SOLD USD 20240109
N/A BOUGHT ZAR SOLD USD 20240117
N/A RFR USD SOFR/4.39250 10/25/23-10Y LCH
N/A AMZN US TRS EQUITY FEDL01+80 BULLET BO
N/A 317U4NQA8 PIMCO SWAPTION 3.56 CALL USD 2024010
N/A RU20INTR TRS EQUITY FEDL01+3 BULLETMYI
N/A SOLD IDR BOUGHT USD 20240108
N/A RFRF USD SF+26.161/1.0* 9/15/23-7Y* CME
N/A SOLD IDR BOUGHT USD 20240320
N/A 317U4T2A1 PIMCO SWAPTION 3.62 PUT USD 20240129
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4PLA8 PIMCO SWAPTION 2.49 CALL EUR 2024011
N/A 317U4QDA5 PIMCO SWAPTION 3.995 PUT USD 2024011
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD CAD BOUGHT USD 20240102
N/A BOUGHT INR SOLD USD 20240320
N/A RFR USD SOFR/3.00000 06/21/23-7Y CME
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4SSA5 PIMCO SWAPTION 3.215 CALL USD 202401
N/A 317U4PBA9 PIMCO SWAPTION 3.955 PUT USD 2024010
N/A BOUGHT ZAR SOLD USD 20240117
N/A BOUGHT BRL SOLD USD 20240103
N/A RFR USD SOFR/3.76000 08/23/23-10Y LCH
N/A RFR USD SOFR/4.15500 10/02/23-10Y LCH
N/A SOLD BRL BOUGHT USD 20240103
N/A AT&T INC SNR S* ICE
N/A RFR USD SOFR/4.20000 10/18/23-10Y LCH
N/A DEUTSCHE BANK REPO REPO
N/A 317U4P2A9 PIMCO SWAPTION 3.989 PUT USD 2024010
N/A RFR USD SOFR/4.16500 09/27/23-10Y LCH
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD IDR BOUGHT USD 20240320
N/A RFR USD SOFR/4.45000 11/01/23-10Y LCH
N/A 317U4OMA0 PIMCO SWAPTION 2.44 CALL EUR 2024010
N/A SOLD CAD BOUGHT USD 20240102
N/A US 2YR NOTE (CBT) MAR24 XCBT 20240328
N/A 3 MONTH SOFR FUT JUN24 XCME 20240917
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U4QEA4 PIMCO SWAPTION 4.0 PUT USD 20240116
N/A SOLD CAD BOUGHT USD 20240201
N/A 3 MONTH SOFR FUT MAR24 XCME 20240618
N/A SOLD CAD BOUGHT USD 20240202
N/A 317U4RHA9 PIMCO SWAPTION 3.75 PUT USD 20240118
N/A SOLD IDR BOUGHT USD 20240320
N/A AMD US TRS EQUITY FEDL01+73 FAR
N/A SOLD BRL BOUGHT USD 20240103
N/A 317U4NCA3 PIMCO SWAPTION 2.65 CALL EUR 2024010
N/A SOLD GBP BOUGHT USD 20240109
N/A RFR USD SOFR/3.85400 12/29/23-10Y LCH
N/A RFR USD SOFR/3.75000 01/02/24-10Y LCH
N/A SOLD CNH BOUGHT USD 20240326
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD ZAR BOUGHT USD 20240119
N/A 317U4P5A6 PIMCO SWAPTION 3.475 CALL USD 202401
N/A RFRF USD SF+26.161/1.2* 06/17/20-10Y LCH
N/A SOLD EUR BOUGHT USD 20240109
N/A 317U4SLA2 PIMCO SWAPTION 3.655 PUT USD 2024012
N/A BOUGHT INR SOLD USD 20240229
N/A 317U4PCA8 PIMCO SWAPTION 3.455 CALL USD 202401
N/A 317U4NKA4 PIMCO SWAPTION 3.67 CALL USD 2024010
N/A BARCLAYS CAPITAL REPO REPO
N/A BOUGHT AUD SOLD USD 20240109
N/A SOLD CAD BOUGHT USD 20240109
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD IDR BOUGHT USD 20240320
N/A ABX.HE.AAA.06-2 SP BRC
N/A 317U4RPA0 PIMCO SWAPTION 3.285 CALL USD 202401
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U4NNA1 PIMCO SWAPTION 4.044 PUT USD 2024010
N/A MSFT US TRS EQUITY FEDL01+73 FAR
N/A SOLD ZAR BOUGHT USD 20240122
N/A BOUGHT CNH SOLD USD 20240326
N/A SOLD CAD BOUGHT USD 20240109
N/A BOUGHT JPY SOLD USD 20240109
N/A 317U4NJA6 PIMCO SWAPTION 4.12 PUT USD 20240104
N/A BOUGHT MXN SOLD USD 20240131
N/A FIXED INC CLEARING CORP.REPO
N/A 317U4R9A8 PIMCO SWAPTION 2.31 CALL EUR 2024011
N/A SOLD AUD BOUGHT USD 20240109
N/A E-MINI RUSS 2000 MAR24 XCME 20240315
N/A BOUGHT ZAR SOLD USD 20240119
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD CNH BOUGHT USD 20240326
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT TWD SOLD USD 20240229
N/A RFRF USD SF+26.161/0.8* 8/15/23-22Y* CME
N/A RFR USD SOFR/4.25000 11/22/23-10Y LCH
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A IRS EUR 3.00000 03/20/24-10Y LCH
N/A BOUGHT CNH SOLD USD 20240326
N/A RFR USD SOFR/4.23000 10/23/23-10Y LCH
N/A 317U4PMA7 PIMCO SWAPTION 2.89 PUT EUR 20240112
N/A RFR USD SOFR/3.95000 12/19/23-10Y LCH
N/A 317U4QCA6 PIMCO SWAPTION 3.545 CALL USD 202401
N/A US 5YR NOTE (CBT) MAR24 XCBT 20240328
N/A SOLD CAD BOUGHT USD 20240202
N/A 317U4NMA2 PIMCO SWAPTION 2.59 CALL EUR 2024010
N/A SOLD HKD BOUGHT USD 20240320
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT ZAR SOLD USD 20240119
N/A BOUGHT BRL SOLD USD 20240103
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A SOLD MXN BOUGHT USD 20240131
N/A RFR JPY MUTK/1.00000 03/21/24-10Y LCH
N/A 317U4NPA9 PIMCO SWAPTION 4.01 PUT USD 20240105
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4RIA8 PIMCO SWAPTION 3.35 CALL USD 2024011
N/A RFR USD SOFR/4.15000 10/12/23-10Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD MXN BOUGHT USD 20240131
N/A IRS EUR 2.75000 03/20/24-30Y LCH
N/A SOLD BRL BOUGHT USD 20240702
N/A US ULTRA BOND CBT MAR24 XCBT 20240319
N/A 317U4ROA1 PIMCO SWAPTION 3.735 PUT USD 2024011
N/A BOUGHT MXN SOLD USD 20240131
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD CAD BOUGHT USD 20240201
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD KRW BOUGHT USD 20240108
N/A SOLD HUF BOUGHT USD 20240104
N/A RU20INTR TRS EQUITY FEDL01+5 BULLET RB
N/A SOLD GBP BOUGHT USD 20240109
N/A RFR USD SOFR/3.25000 06/21/23-5Y CME
N/A RFR USD SOFR/4.03000 10/04/23-10Y LCH
N/A RU20INTR TRS EQUITY FEDL01+18 GST
N/A BOUGHT INR SOLD USD 20240320
N/A RFR USD SOFR/4.17500 10/10/23-10Y LCH
N/A SOLD MXN BOUGHT USD 20240131
N/A RFR USD SOFR/4.17000 10/03/23-10Y LCH
N/A SOLD HKD BOUGHT USD 20240320
N/A BOUGHT BRL SOLD USD 20240103
N/A BOUGHT IDR SOLD USD 20240320
N/A RU20INTR TRS EQUITY FEDL01+10 ULO
N/A SOLD TWD BOUGHT USD 20240320
N/A 317U4NLA3 PIMCO SWAPTION 2.96 PUT EUR 20240105
N/A 317U4P4A7 PIMCO SWAPTION 3.975 PUT USD 2024010
N/A SOLD TRY BOUGHT USD 20240118
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD GBP BOUGHT USD 20240109
N/A RFR USD SOFR/3.84200 12/26/23-10Y LCH
N/A RFR USD SOFR/3.73500 08/07/23-10Y LCH
N/A 317U4MVA4 PIMCO SWAPTION 2.76 CALL EUR 2023122
N/A SOLD HUF BOUGHT USD 20240104
N/A RFR USD SOFR/3.95000 09/13/23-10Y LCH
N/A SOLD KRW BOUGHT USD 20240131
N/A BOUGHT IDR SOLD USD 20240131
N/A RFR USD SOFR/3.83000 10/12/23-30Y LCH
N/A RFR USD SOFR/4.03000 12/15/23-10Y LCH
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U4RKA5 PIMCO SWAPTION 3.344 CALL USD 202401
N/A SOLD BRL BOUGHT USD 20240103
N/A RFRF USD SF+26.161/0.5* 9/15/23-2Y* CME
N/A RFRF USD SF+26.161/2.7* 12/15/23-3Y CME
N/A BOUGHT TWD SOLD USD 20240320
N/A BOUGHT MXN SOLD USD 20240131
N/A 317U4MMA4 PIMCO SWAPTION 3.684 CALL USD 202312
N/A SOLD CNH BOUGHT USD 20240326
N/A BOUGHT TWD SOLD USD 20240229
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT BRL SOLD USD 20240103
N/A BOUGHT JPY SOLD USD 20240109
N/A SOLD CAD BOUGHT USD 20240109
N/A BOUGHT ZAR SOLD USD 20240119
N/A SOLD MXN BOUGHT USD 20240131
N/A DEUTSCHE BANK REPO REPO
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT BRL SOLD USD 20240202
N/A SOLD TWD BOUGHT USD 20240229
N/A RFR USD SOFR/3.00000 06/21/23-10Y CME
N/A BOUGHT BRL SOLD USD 20240103
N/A 317U4ONA9 PIMCO SWAPTION 2.86 PUT EUR 20240108
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U4SMA1 PIMCO SWAPTION 3.205 CALL USD 202401
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A RFR USD SOFR/3.73000 08/03/23-10Y LCH
N/A RFRF USD SF+26.161/0.8* 8/15/23-22Y* CME
N/A RFR USD SOFR/3.88000 10/16/23-30Y LCH
N/A BOUGHT MXN SOLD USD 20240419
N/A BOUGHT IDR SOLD USD 20240122
N/A BOUGHT JPY SOLD USD 20231113
N/A SOLD CAD BOUGHT USD 20231027
N/A SOLD CAD BOUGHT USD 20231102
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231030
N/A SOLD JPY BOUGHT USD 20231113
N/A SOLD MXN BOUGHT USD 20231016
N/A BOUGHT ZAR SOLD USD 20231121
N/A SOLD CAD BOUGHT USD 20231027
N/A SOLD DKK BOUGHT USD 20231002
N/A E-MINI RUSS 2000 DEC23 XCME 20231215
N/A RU20INTR TRS EQUITY FEDL01+10 ULO
N/A RU20INTR TRS EQUITY FEDL01+13 ULO
N/A RU20INTR TRS EQUITY FEDL01+3 BULLETMYI
N/A RU20INTR TRS EQUITY FEDL01+3 MYI
N/A RU20INTR TRS EQUITY FEDL01+4 MYI
N/A RU20INTR TRS EQUITY FEDL01+5 BULLET RB
N/A RU20INTR TRS EQUITY FEDL01-9 BPS
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 RFR JPY MUTK/1.00000 03/21/24-10Y 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+26.161/0.8* 8/15/23-22Y* CME
N/A RFRF USD SF+26.161/0.8* 8/15/23-22Y* CME
N/A RFRF USD SF+26.161/1.0* 9/15/23-7Y* CME
N/A RFRF USD SF+26.161/1.2* 9/17/23-4Y* CME
N/A RFRF USD SF+26.161/2.7* 12/15/23-3Y CME
N/A ZCS BRL 10.155 09/14/23-01/04/27 CME
N/A BOUGHT AUD SOLD USD 20231003
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD AUD BOUGHT USD 20231102
N/A SOLD GBP BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231102
N/A BOUGHT JPY SOLD USD 20231030
N/A SOLD CAD BOUGHT USD 20231101
N/A SOLD CAD BOUGHT USD 20231101
N/A SOLD EUR 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 LONG BOND(CBT) DEC23 XCBT 20231219
N/A US ULTRA BOND CBT DEC23 XCBT 20231219
N/A FIXED INC CLEARING CORP.REPO
N/A CITIGROUP REPO REPO 5807
N/A PARIBAS REPO
N/A PARIBAS REPO
N/A ABX.HE.AAA.06-2 SP BRC
N/A AT&T INC SNR S* ICE
N/A SOLD AUD BOUGHT USD 20231003
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD HKD BOUGHT USD 20231220
N/A SOLD AUD BOUGHT USD 20231003
N/A BOUGHT ZAR SOLD USD 20231018
N/A BOUGHT ZAR SOLD USD 20231018
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD EUR BOUGHT USD 20231115
N/A CDX EM40 ICE
N/A CDX HY39 5Y ICE
N/A CDX HY41 5Y ICE
N/A CDX IG38 5Y ICE
N/A BOUGHT JPY SOLD USD 20231030
N/A BOUGHT MXN SOLD USD 20231214
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD CAD BOUGHT USD 20231031
N/A SOLD DKK BOUGHT USD 20231002
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD EUR BOUGHT USD 20231115
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A BOUGHT MXN SOLD USD 20231016
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 MXN BOUGHT USD 20231004
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 CNH SOLD USD 20230816
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 0.00000 06/17/20-3Y* LCH
N/A IRSF USD 0.00000 07/21/21-2Y LCH
N/A IRSF USD 0.00000 12/20/17-6Y* LCH
N/A IRSF USD 0.52660 03/15/23-1Y* (WHT) CME
N/A IRSF USD 0.84046 11/15/22-1Y* (WHT) CME
N/A IRSF USD 0.84490 11/15/22-1Y* (WHT) CME
N/A IRSF USD 1.06310 03/15/23-1Y* (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 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+26.161/0.00 12/20/17-6Y* LCH
N/A RFRF USD SF+26.161/0.000 07/21/21-2Y LCH
N/A RFRF USD SF+26.161/0.5* 9/15/23-2Y* CME
N/A RFRF USD SF+26.161/0.8* 8/15/23-22Y* CME
N/A RFRF USD SF+26.161/0.8* 8/15/23-22Y* CME
N/A RFRF USD SF+26.161/1.0* 9/15/23-7Y* CME
N/A RFRF USD SF+26.161/1.2* 9/17/23-4Y* CME
N/A RFRF USD SF+26.161/2.7* 12/15/23-3Y CME
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230705
N/A BOUGHT JPY 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 SOLD JPY BOUGHT USD 20230802
N/A BOUGHT ZAR SOLD USD 20230817
N/A BOUGHT ZAR SOLD USD 20230817
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 LONG BOND(CBT) SEP23 XCBT 20230920
N/A US ULTRA BOND CBT SEP23 XCBT 20230920
N/A BARCLAYS CAPITAL REPO REPO
N/A CITIGROUP REPO REPO 5807
N/A REPO TORONTO DOMINION GRAND CAYMAN
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A ABX.HE.AAA.06-2 SP BRC
N/A AT&T INC SNR S* ICE
N/A BOUGHT MXN SOLD USD 20230718
N/A SOLD HKD BOUGHT USD 20230920
N/A BOUGHT ZAR SOLD USD 20231018
N/A BOUGHT ZAR SOLD USD 20231018
N/A SOLD JPY BOUGHT USD 20230705
N/A CDX EM35 ICE
N/A CDX EM38 ICE
N/A CDX HY39 5Y ICE
N/A BOUGHT EUR SOLD USD 20230816
N/A BOUGHT EUR SOLD USD 20230816
N/A BOUGHT GBP SOLD USD 20230705
N/A SOLD MXN BOUGHT USD 20230714
N/A BOUGHT BRL SOLD USD 20230705
N/A SOLD BRL BOUGHT USD 20230705
N/A GENERAL MOTORS COMPANY SNR S* ICE
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 EUR BOUGHT USD 20230816
N/A SOLD GBP BOUGHT USD 20230705
N/A BOUGHT JPY SOLD USD 20230705
N/A SOLD EUR BOUGHT USD 20230816
N/A SOLD JPY BOUGHT USD 20230802
N/A SOLD MXN BOUGHT USD 20231016
N/A BOUGHT GBP SOLD USD 20230705
N/A BOUGHT MXN SOLD USD 20230714
N/A SOLD MXN BOUGHT USD 20230816
N/A E-MINI RUSS 2000 SEP23 XCME 20230915
N/A RU20INTR TRS EQUITY FEDL01+3 BULLETMYI
N/A RU20INTR TRS EQUITY FEDL01+4 MYI
N/A RU20INTR TRS EQUITY FEDL01+5 BULLET RB
N/A RU20INTR TRS EQUITY FEDL01-10 CBK
N/A RU20INTR TRS EQUITY FEDL01-17 BPS
N/A RU20INTR TRS EQUITY FEDL01-9 BPS
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 0.84046 06/30/20-25Y* CME
N/A IRS USD 0.84490 06/30/20-25Y* 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 06/17/20-10Y LCH
N/A IRS USD 1.25000 06/17/20-7Y CME
N/A IRS USD 1.27700 07/21/21-10Y LCH
N/A IRS USD 2.50000 12/20/17-10Y LCH
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A RFR USD SOFR/1.75000 06/15/22-5Y CME
N/A RFR USD SOFR/2.75000 06/21/23-30Y CME
N/A SOLD GBP 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 LONG BOND(CBT) JUN23 XCBT 20230621
N/A US ULTRA BOND CBT JUN23 XCBT 20230621
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A DEUTSCHE BANK REPO REPO
N/A PARIBAS REPO
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A ABX.HE.AAA.06-2 SP BRC
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT EUR SOLD USD 20230516
N/A SOLD HKD BOUGHT USD 20230414
N/A SOLD JPY BOUGHT USD 20230508
N/A SOLD JPY BOUGHT USD 20230515
N/A BOUGHT MXN SOLD USD 20230420
N/A SOLD EUR BOUGHT USD 20230516
N/A SOLD MXN BOUGHT USD 20230621
N/A SOLD MXN BOUGHT USD 20230630
N/A BOEING CO/THE SNR S* ICE
N/A BOEING CO/THE SNR S* ICE
N/A CDX EM39 ICE
N/A CDX HY40 5Y ICE
N/A BOUGHT EUR SOLD USD 20230516
N/A BOUGHT BRL SOLD USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230705
N/A BOUGHT ZAR SOLD USD 20230417
N/A SOLD BRL BOUGHT USD 20230404
N/A BOUGHT JPY SOLD USD 20230404
N/A BOUGHT ZAR SOLD USD 20230517
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD EUR BOUGHT USD 20230516
N/A SOLD JPY BOUGHT USD 20230502
N/A SOLD TRY BOUGHT USD 20230427
N/A BOUGHT MXN SOLD USD 20230420
N/A SOLD JPY BOUGHT USD 20230404
N/A BOUGHT GBP SOLD USD 20230404
N/A BOUGHT MXN SOLD USD 20230515
N/A BOUGHT MXN SOLD USD 20230714
N/A SOLD GBP BOUGHT USD 20230502
N/A SOLD MXN BOUGHT USD 20230420
N/A E-MINI RUSS 2000 JUN23 XCME 20230616
N/A RU20INTR TRS EQUITY FEDL01+3 BULLETMYI
N/A RU20INTR TRS EQUITY FEDL01+5 BULLET RB
N/A RU20INTR TRS EQUITY FEDL01-13 MYI
N/A RU20INTR TRS EQUITY FEDL01-5 BPS
N/A RU20INTR TRS EQUITY FEDL01-5 JPM
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 0.52660 03/15/21-5Y CME
N/A IRS USD 0.84046 06/30/20-25Y* CME
N/A IRS USD 0.84490 06/30/20-25Y* CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.17000 08/04/21-10Y LCH
N/A IRS USD 1.25000 06/17/20-5Y CME
N/A IRS USD 2.25000 06/20/18-10Y LCH
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 RFR USD SOFR/1.75000 06/15/22-2Y 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 THE BANK OF NOVA SCOTIA REPO REPO
N/A PARIBAS REPO
N/A ABX.HE.AAA.06-2 SP BRC
N/A SOLD EUR BOUGHT USD 20230216
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A BOUGHT ZAR SOLD USD 20230213
N/A SOLD EUR BOUGHT USD 20230216
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A CDX EM36 ICE
N/A CDX HY36 5Y ICE
N/A CDX HY38 5Y ICE
N/A CDX IG37 5Y ICE
N/A CDX IG39 5Y ICE
N/A SOLD BRL BOUGHT USD 20230104
N/A SOLD ILS BOUGHT USD 20230104
N/A SOLD HUF BOUGHT USD 20230103
N/A BOUGHT BRL SOLD USD 20230104
N/A BOUGHT CNH SOLD USD 20230119
N/A BOUGHT MXN SOLD USD 20230321
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD HKD BOUGHT USD 20230119
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD HKD BOUGHT USD 20230119
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD GBP BOUGHT USD 20230110
N/A BOUGHT EUR SOLD USD 20230216
N/A BOUGHT MXN SOLD USD 20230315
N/A SOLD MXN BOUGHT USD 20230420
N/A E-MINI RUSS 2000 MAR23 XCME 20230317
N/A RU20INTR TRS EQUITY FEDL01+29 BULLET F
N/A RU20INTR TRS EQUITY FEDL01+5 BULLET RB
N/A RU20INTR TRS EQUITY FEDL01-13 MYI
N/A RU20INTR TRS EQUITY FEDL01-5 BPS
N/A RU20INTR TRS EQUITY FEDL01-5 JPM
N/A S+P500 EMINI FUT MAR23 XCME 20230317
N/A STELLANTIS NV SNR SE ICE
N/A SOLD GBP/BOUGHT USD
N/A ROLLS-ROYCE PLC SNR SE ICE
N/A E-MINI RUSS 2000 DEC22 XCME 20221216
N/A RU20INTR TRS EQUITY 3ML+9 FAR
N/A RU20INTR TRS EQUITY FEDL01+21 BULLET F
N/A RU20INTR TRS EQUITY FEDL01+29 BULLET F
N/A RU20INTR TRS EQUITY FEDL01-13 JPM
N/A RU20INTR TRS EQUITY FEDL01-5 JPM
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT DKK/SOLD 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 0.52660 03/15/21-5Y CME
N/A IRS USD 0.75000 12/16/20-2Y CME
N/A IRS USD 0.84046 06/30/20-25Y* CME
N/A IRS USD 0.84490 06/30/20-25Y* CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.17000 08/04/21-10Y LCH
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.27700 07/21/21-10Y LCH
N/A IRS USD 1.50000 12/18/19-5Y CME
N/A IRS USD 2.25000 06/20/18-10Y LCH
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 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 CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/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 ABX.HE.AAA.06-2 SP BRC
N/A AT&T INC SNR S* ICE
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOEING CO/THE SNR S* ICE
N/A BOEING CO/THE SNR S* ICE
N/A BRITISH TELECOMMUNICATIONS PL SNR SE 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 SOLD BRL/BOUGHT USD
N/A SOLD BRL/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 SOLD MXN/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 BOUGHT DKK/SOLD 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 CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A 31750JPQ2 PIMCO CDSOPT PUT EUR 7.0 20220817
N/A 317592QN6 PIMCO CDSOPT PUT EUR 7.0 20220817
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 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 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 CAD/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A E-MINI RUSS 2000 SEP22 XCME 20220916
N/A RU20INTR TRS EQUITY 3ML+9 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML+9 FAR
N/A RU20INTR TRS EQUITY FEDL01+21 BULLET F
N/A RU20INTR TRS EQUITY FEDL01+29 BULLET F
N/A RU20INTR TRS EQUITY FEDL01-13 JPM
N/A BOUGHT GBP/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/BOUGHT 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
N/A INF SWAP GB NI 3.5925 11/15/18-10Y LCH
N/A INF SWAP GB NI 4.25 11/15/21-10Y LCH
N/A IRS CAD 2.20000 12/18/19-30Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS CAD 2.75000 12/18/18-30Y LCH
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 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 0.84046 06/30/20-25Y* CME
N/A IRS USD 0.84490 06/30/20-25Y* CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.17000 08/04/21-10Y LCH
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.27700 07/21/21-10Y LCH
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 USD SOFR/1.00000 06/15/22-7Y CME
N/A RFR GBP SONIO/0.75000 09/21/22-10Y LCH
N/A RFR GBP SONIO/0.75000 09/21/22-30Y LCH
N/A RFR USD SOFR/1.25000 06/15/22-10Y CME
N/A RFR USD SOFR/1.25000 12/15/21-7Y CME
N/A RFR USD SOFR/1.50000 12/15/21-10Y CME
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MXN/SOLD 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)SEP22 XCBT 20220921
N/A US 2YR NOTE (CBT) SEP22 XCBT 20220930
N/A US 5YR NOTE (CBT) SEP22 XCBT 20220930
N/A US LONG BOND(CBT) SEP22 XCBT 20220921
N/A US ULTRA BOND CBT SEP22 XCBT 20220921
N/A FIXED INC CLEARING CORP.REPO
N/A ABX.HE.AAA.06-2 SP BRC
N/A AT&T INC SNR S* ICE
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/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 SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT GBP/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 BOUGHT ZAR/SOLD 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 BOEING CO/THE SNR S* ICE
N/A BOEING CO/THE SNR S* ICE
N/A BRITISH TELECOMMUNICATIONS PL SNR SE ICE
N/A CDX EM35 ICE
N/A CDX EM36 ICE
N/A CDX HY36 5Y ICE
N/A CDX HY38 5Y ICE
N/A CDX IG36 5Y ICE
N/A 317562G00 PIMCO CDSOPT PUT USD 1.2 20220720
N/A CDX IG37 5Y ICE
N/A 317575GC6 PIMCO CDSOPT PUT USD 1.2 20220720
N/A CDX IG38 5Y ICE
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 DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT 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 SEP22 XEUR 20220908
N/A EURO-BUXL 30Y BND SEP22 XEUR 20220908
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD 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 SOLD MXN/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT 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 JUN22 XEUR 20220608
N/A EURO-BUXL 30Y BND JUN22 XEUR 20220608
N/A BOUGHT EUR/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 BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 31750JDB8 PIMCO CDSOPT PUT EUR 5.25 20220615
N/A 3175139W1 PIMCO CDSOPT PUT EUR 5.25 20220615
N/A 317521C59 PIMCO CDSOPT PUT EUR 5.0 20220615
N/A 317543R57 PIMCO CDSOPT PUT EUR 4.5 20220518
N/A 3175632H6 PIMCO CDSOPT PUT EUR 5.0 20220615
N/A 317565P86 PIMCO CDSOPT PUT EUR 4.25 20220420
N/A 317583YR7 PIMCO CDSOPT PUT EUR 4.25 20220518
N/A CDX ITRAXX XOV36 5Y ICE
N/A CDX ITRAXX XOV37 5Y ICE
N/A CDX ITRAXX MAIN35 5Y ICE
N/A 317513OB0 PIMCO CDSOPT PUT EUR 1.0 20220518
N/A 317514OF9 PIMCO CDSOPT PUT EUR 0.95 20220615
N/A 317523ZS0 PIMCO CDSOPT PUT EUR 1.05 20220518
N/A 317534HS7 PIMCO CDSOPT PUT EUR 1.2 20220615
N/A 317541035 PIMCO CDSOPT PUT EUR 0.9 20220518
N/A 317541Z94 PIMCO CDSOPT PUT EUR 1.0 20220615
N/A 317553J48 PIMCO CDSOPT PUT EUR 0.85 20220518
N/A 317553WQ4 PIMCO CDSOPT PUT EUR 1.1 20220615
N/A 317557KO3 PIMCO CDSOPT PUT EUR 0.85 20220518
N/A 317564HC9 PIMCO CDSOPT PUT EUR 0.9 20220518
N/A 317567113 PIMCO CDSOPT PUT EUR 1.0 20220615
N/A 317568WH2 PIMCO CDSOPT PUT EUR 1.1 20220615
N/A 3175737M9 PIMCO CDSOPT PUT EUR 1.2 20220615
N/A 317574XG1 PIMCO CDSOPT PUT EUR 0.95 20220518
N/A 317581528 PIMCO CDSOPT PUT EUR 0.85 20220420
N/A 317589X20 PIMCO CDSOPT PUT EUR 1.0 20220518
N/A 317593NE7 PIMCO CDSOPT PUT EUR 0.85 20220420
N/A CDX ITRAXX MAIN36 5Y ICE
N/A CDX ITRAXX MAIN37 5Y ICE
N/A BOUGHT MXN/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A E-MINI RUSS 2000 JUN22 XCME 20220617
N/A RU20INTR TRS EQUITY 3ML+3 RBC
N/A RU20INTR TRS EQUITY 3ML+9 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML+9 FAR
N/A RU20INTR TRS EQUITY FEDL01+21 BULLET F
N/A RU20INTR TRS EQUITY FEDL01+29 BULLET F
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD GBP/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 4.25 11/15/21-10Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
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 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 0.84046 06/30/20-25Y* CME
N/A IRS USD 0.84490 06/30/20-25Y* CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.17000 08/04/21-10Y LCH
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.27700 07/21/21-10Y LCH
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 09/21/22-10Y LCH
N/A OIS GBP SONIO/0.75000 09/21/22-30Y LCH
N/A OIS USD SOFR/1.00000 06/15/22-7Y CME
N/A OIS USD SOFR/1.25000 06/15/22-10Y CME
N/A OIS USD SOFR/1.25000 12/15/21-7Y CME
N/A OIS USD SOFR/1.50000 12/15/21-10Y CME
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A LONG GILT FUTURE JUN22 IFLL 20220628
N/A US 10YR NOTE (CBT)JUN22 XCBT 20220621
N/A US 2YR NOTE (CBT) JUN22 XCBT 20220630
N/A US 5YR NOTE (CBT) JUN22 XCBT 20220630
N/A US LONG BOND(CBT) JUN22 XCBT 20220621
N/A US ULTRA BOND CBT JUN22 XCBT 20220621
N/A FIXED INC CLEARING CORP.REPO
N/A J P MORGAN TERM REPO
N/A REPO SOCIETE GENERALE REPO
N/A ABX.HE.AAA.06-2 SP BRC
N/A AT&T INC SNR S* ICE
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/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 BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A BOEING CO/THE SNR S* ICE
N/A BOEING CO/THE SNR S* ICE
N/A BRITISH TELECOMMUNICATIONS PL SNR SE ICE
N/A CDX EM35 ICE
N/A CDX EM36 ICE
N/A CDX HY36 5Y ICE
N/A 31750J9T4 PIMCO CDSOPT PUT USD 100.0 20220420
N/A 317533YA9 PIMCO CDSOPT PUT USD 100.0 20220518
N/A 317535YE6 PIMCO CDSOPT PUT USD 101.0 20220518
N/A 317593986 PIMCO CDSOPT PUT USD 101.0 20220420
N/A CDX HY37 5Y ICE
N/A CDX HY38 5Y ICE
N/A CDX IG36 5Y ICE
N/A 31750J3P8 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 31750JB20 PIMCO CDSOPT PUT USD 1.0 20220615
N/A 31750JB53 PIMCO CDSOPT PUT USD 1.1 20220615
N/A 317513XQ7 PIMCO CDSOPT PUT USD 1.05 20220518
N/A 317522GZ7 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 3175439N8 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 3175470N8 PIMCO CDSOPT PUT USD 1.2 20220615
N/A 317556S25 PIMCO CDSOPT PUT USD 0.95 20220518
N/A 317556UU0 PIMCO CDSOPT PUT USD 0.85 20220518
N/A 317557BS4 PIMCO CDSOPT PUT USD 0.9 20220518
N/A 317562WO0 PIMCO CDSOPT PUT USD 0.9 20220518
N/A 3175646R8 PIMCO CDSOPT PUT USD 0.95 20220420
N/A 317566CK1 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 317575IA8 PIMCO CDSOPT PUT USD 0.85 20220518
N/A 3175772F0 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 317585NL7 PIMCO CDSOPT PUT USD 1.1 20220615
N/A 317595OW1 PIMCO CDSOPT PUT USD 0.95 20220420
N/A CDX IG37 5Y ICE
N/A CDX IG38 5Y ICE
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A 90DAY EUR FUTR DEC22 XCME 20221219
N/A 90DAY EUR FUTR DEC24 XCME 20241216
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 MAR22 XEUR 20220308
N/A BOUGHT EUR/SOLD 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 BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A 317557H90 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175654F3 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175890J9 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175839H7 PIMCO CDSOPT PUT EUR 3.75 20220119
N/A 317589J67 PIMCO CDSOPT PUT EUR 4.25 20220216
N/A CDX ITRAXX XOV36 5Y ICE
N/A CDX ITRAXX MAIN35 5Y ICE
N/A 317515OI0 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317516UH3 PIMCO CDSOPT PUT EUR 0.8 20220216
N/A 317525GI8 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317532B73 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317551042 PIMCO CDSOPT PUT EUR 0.75 20220119
N/A 3175775Q3 PIMCO CDSOPT PUT EUR 0.95 20220316
N/A 3175955A0 PIMCO CDSOPT PUT EUR 0.8 20220316
N/A CDX ITRAXX MAIN36 5Y ICE
N/A SOLD HKD/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A E-MINI RUSS 2000 MAR22 XCME 20220318
N/A RU20INTR TRS EQUITY 3ML+3 RBC
N/A RU20INTR TRS EQUITY 3ML+9 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML+9 FAR
N/A RU20INTR TRS EQUITY FEDL01+21 BULLET F
N/A RU20INTR TRS EQUITY FEDL01+29 BULLET F
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD BRL/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 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 GB NI 4.25 11/15/21-10Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
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 0.00000 03/17/21-1Y (WHT) 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 0.84046 06/30/20-25Y* CME
N/A IRS USD 0.84490 06/30/20-25Y* CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.17000 08/04/21-10Y LCH
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.27700 07/21/21-10Y LCH
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 03/16/22-10Y LCH
N/A OIS GBP SONIO/0.75000 03/16/22-30Y LCH
N/A OIS JPY MUT+5.89/0.00000 03/17/21-1Y LCH
N/A OIS JPY MUT+5.89/0.3500 03/17/21-30Y LCH
N/A OIS USD SOFR/1.00000 06/15/22-7Y CME
N/A OIS USD SOFR/1.25000 06/15/22-10Y CME
N/A OIS USD SOFR/1.25000 12/15/21-7Y CME
N/A OIS USD SOFR/1.50000 12/15/21-10Y CME
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
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A LONG GILT FUTURE MAR22 IFLL 20220329
N/A US 10YR NOTE (CBT)MAR22 XCBT 20220322
N/A US 2YR NOTE (CBT) MAR22 XCBT 20220331
N/A US 5YR NOTE (CBT) MAR22 XCBT 20220331
N/A US LONG BOND(CBT) MAR22 XCBT 20220322
N/A US ULTRA BOND CBT MAR22 XCBT 20220322
N/A FIXED INC CLEARING CORP.REPO
N/A ABX.HE.AAA.06-2 SP BRC
N/A AT&T INC SNR S* ICE
N/A BOUGHT CNH/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD TRY/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT IDR/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 BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A BOEING CO/THE SNR S* ICE
N/A BOEING CO/THE SNR S* ICE
N/A BRITISH TELECOMMUNICATIONS PL SNR SE ICE
N/A CDX EM35 ICE
N/A CDX EM36 ICE
N/A 3175ES290 PIMCO CDSOPT PUT USD 102.0 20220119
N/A CDX HY36 5Y ICE
N/A 317563LY8 PIMCO CDSOPT PUT USD 96.0 20220316
N/A 317581EU6 PIMCO CDSOPT PUT USD 101.0 20220119
N/A CDX HY37 5Y ICE
N/A 3175ES373 PIMCO CDSOPT PUT USD 0.725 20220119
N/A 3175XZ012 PIMCO CDSOPT PUT USD 0.75 20220119
N/A CDX IG36 5Y ICE
N/A 317514CE5 PIMCO CDSOPT PUT USD 0.85 20220119
N/A 317537IP5 PIMCO CDSOPT PUT USD 0.8 20220119
N/A 317550NN7 PIMCO CDSOPT PUT USD 0.9 20220316
N/A 317555DI8 PIMCO CDSOPT PUT USD 0.8 20220119
N/A 317561KN7 PIMCO CDSOPT PUT USD 1.0 20220316
N/A 3175629V0 PIMCO CDSOPT PUT USD 0.95 20220316
N/A 317564ML3 PIMCO CDSOPT PUT USD 0.85 20220119
N/A CDX IG37 5Y ICE
N/A BOUGHT ZAR/SOLD 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 MXN/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A 3175ER706 PIMCO CDSOPT PUT USD 0.75 20211020
N/A 3175ES035 PIMCO CDSOPT PUT USD 0.8 20211215
N/A 3175ES043 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175ES233 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175JJ634 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175JM249 PIMCO CDSOPT PUT USD 0.7 20211020
N/A 3175JM520 PIMCO CDSOPT PUT USD 0.7 20211020
N/A 3175SR503 PIMCO CDSOPT PUT USD 0.75 20211117
N/A CDX IG36 5Y ICE
N/A CDX IG37 5Y ICE
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CNH/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 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 MXN/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A 90DAY EUR FUTR DEC22 XCME 20221219
N/A 90DAY EUR FUTR DEC24 XCME 20241216
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A EURO-BUND FUTURE DEC21 XEUR 20211208
N/A BOUGHT IDR/SOLD 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 BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT IDR/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 SOLD ILS/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
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 CDX ITRAXX XOV35 5Y ICE
N/A CDX ITRAXX XOV36 5Y ICE
N/A 3175229Z5 PIMCO CDSOPT PUT EUR 0.8 20211117
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 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A CDX ITRAXX MAIN35 5Y ICE
N/A CDX ITRAXX MAIN36 5Y ICE
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A E-MINI RUSS 2000 DEC21 XCME 20211217
N/A RU20INTR TRS EQUITY 3ML+2 BULLET CBK
N/A RU20INTR TRS EQUITY 3ML+3 RBC
N/A RU20INTR TRS EQUITY 3ML+5 FAR
N/A RU20INTR TRS EQUITY 3ML+5 MYI
N/A RU20INTR TRS EQUITY 3ML+9 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML-1 BULLET BOA
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT EUR/SOLD BRL
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT EUR
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD BRL/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 3.415 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 0.52660 03/15/21-5Y CME
N/A IRS USD 0.84046 06/30/20-25Y* CME
N/A IRS USD 0.84490 06/30/20-25Y* CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.17000 08/04/21-10Y LCH
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.27700 07/21/21-10Y LCH
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 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
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD MXN/BOUGHT 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 EUR/BOUGHT USD
N/A LONG GILT FUTURE DEC21 IFLL 20211229
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 2YR NOTE (CBT) DEC21 XCBT 20211231
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A US LONG BOND(CBT) DEC21 XCBT 20211221
N/A US ULTRA BOND CBT DEC21 XCBT 20211221
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A ABX.HE.AAA.06-2 SP BRC
N/A AT&T INC SNR S* ICE
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/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 CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOEING CO/THE SNR S* ICE
N/A BOEING CO/THE SNR S* ICE
N/A BRITISH TELECOMMUNICATIONS PL SNR SE ICE
N/A CDX EM35 ICE
N/A CDX EM36 ICE
N/A 3175DC544 PIMCO CDSOPT PUT USD 104.0 20211215
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 3175ER946 PIMCO CDSOPT PUT USD 101.0 20211117
N/A 3175ES282 PIMCO CDSOPT PUT USD 104.0 20211215
N/A 3175ES381 PIMCO CDSOPT PUT USD 104.0 20211215
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 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
N/A 3175SR198 OTC EPUT G2 2.5 102.234375
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT EUR/SOLD BRL
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 BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT EUR
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT BRL
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
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 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
N/A SOLD TRY/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A E-MINI RUSS 2000 SEP21 XCME 20210917
N/A RU20INTR TRS EQUITY 3ML+2 BULLET CBK
N/A RU20INTR TRS EQUITY 3ML+3 RBC
N/A RU20INTR TRS EQUITY 3ML+5 FAR
N/A RU20INTR TRS EQUITY 3ML+5 MYI
N/A RU20INTR TRS EQUITY 3ML+9 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML-1 BULLET BOA
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD BRL/BOUGHT USD
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
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 0.00000 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 0.83546 06/30/20-25Y* CME
N/A IRS USD 0.83547 06/30/20-25Y* CME
N/A IRS USD 0.84046 06/30/20-25Y* CME
N/A IRS USD 0.84490 06/30/20-25Y* CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.17000 08/04/21-10Y LCH
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.27700 07/21/21-10Y LCH
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
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
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
N/A 3175SQ034 OTC EPUT FN 2.0 99.47265625
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 BRC
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 SOLD CAD/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A BRITISH TELECOMMUNICATIONS PL SNR SE ICE
N/A CDX EM35 ICE
N/A 3175EP940 PIMCO CDSOPT PUT USD 100.0 20210721
N/A CDX HY35 5Y ICE
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 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 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 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 SOLD CNH/BOUGHT USD
N/A BOUGHT BRL/SOLD EUR
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 CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
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 HKD/BOUGHT USD
N/A SOLD ILS/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 EUR/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT CNY/SOLD USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT EUR/SOLD BRL
N/A SOLD BRL/BOUGHT EUR
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A BOUGHT JPY/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 E-MINI RUSS 2000 JUN21 XCME 20210618
N/A RU20INTR TRS EQUITY 3ML+2 BULLET CBK
N/A RU20INTR TRS EQUITY 3ML+4 FAR
N/A RU20INTR TRS EQUITY 3ML+5 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML-1 BULLET BOA
N/A RU20INTR TRS EQUITY 3ML-19 FAR
N/A RU20INTR TRS EQUITY 3ML-40 MYI
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD 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 SOLD JPY/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 0.83546 06/30/20-25Y* CME
N/A IRS USD 0.83547 06/30/20-25Y* CME
N/A IRS USD 0.84046 06/30/20-25Y* CME
N/A IRS USD 0.84490 06/30/20-25Y* CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.17000 08/04/21-10Y LCH
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.27700 07/21/21-10Y LCH
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 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 3175160G8 OTC EPUT FN 2.5 101.5859375
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 ABX.HE.AAA.06-2 SP BRC
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CAD/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 EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A BRITISH TELECOMMUNICATIONS PL SNR SE ICE
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 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 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 ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD BRL/BOUGHT EUR
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CNH/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 CNY/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT ZAR/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 BOUGHT NZD/SOLD USD
N/A E-MINI RUSS 2000 MAR21 XCME 20210319
N/A RU20INTR TRS EQUITY 3ML+2 BULLET CBK
N/A RU20INTR TRS EQUITY 3ML+5 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML-1 BULLET BOA
N/A RU20INTR TRS EQUITY 3ML-10 SOG
N/A RU20INTR TRS EQUITY 3ML-19 FAR
N/A RU20INTR TRS EQUITY 3ML-36 FAR
N/A RU20INTR TRS EQUITY 3ML-40 MYI
N/A BOUGHT GBP/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/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 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 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 0.84046 06/30/20-25Y* CME
N/A IRS USD 0.84490 06/30/20-25Y* 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 SOLD EUR/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 BRC
N/A BOUGHT EUR/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 SOLD BRL/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A CDX HY32 5Y ICE
N/A CDX HY34 5Y ICE
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 MXN/SOLD USD
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 CAD/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 MXN/SOLD USD
N/A BOUGHT ZAR/SOLD USD
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 E-MINI RUSS 2000 DEC20 XCME 20201218
N/A RU20INTR TRS EQUITY 3ML-1 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML-11 BULLET ULO
N/A RU20INTR TRS EQUITY 3ML+5 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML-19 FAR
N/A RU20INTR TRS EQUITY 3ML-35 FBF
N/A RU20INTR TRS EQUITY 3ML-36 FAR
N/A RU20INTR TRS EQUITY 3ML-40 MYI
N/A RU20INTR TRS EQUITY 3ML-54 FAR
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 CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 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 0.84046 06/30/20-25Y* CME
N/A IRS USD 0.84490 06/30/20-25Y* 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 EUR/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 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 BRC
N/A SOLD HKD/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
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 CAD/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MXN/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 EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT 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 TWD/BOUGHT USD
N/A BOUGHT CNY/SOLD USD
N/A BOUGHT GBP/SOLD 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 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 EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT SGD/SOLD USD
N/A E-MINI RUSS 2000 SEP20 XCME 20200918
N/A RU20INTR TRS EQUITY 3ML-1 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML-11 BULLET ULO
N/A RU20INTR TRS EQUITY 3ML-9 GST
N/A RU20INTR TRS EQUITY 3ML+5 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML-19 FAR
N/A RU20INTR TRS EQUITY 3ML-35 FBF
N/A RU20INTR TRS EQUITY 3ML-36 FAR
N/A RU20INTR TRS EQUITY 3ML-40 MYI
N/A RU20INTR TRS EQUITY 3ML-50 SOG
N/A RU20INTR TRS EQUITY 3ML-54 FAR
N/A BOUGHT ZAR/SOLD USD
N/A SOLD GBP/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 SOLD MXN/BOUGHT USD
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 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 0.84046 06/30/20-25Y* CME
N/A IRS USD 0.84490 06/30/20-25Y* CME
N/A IRS USD 0.85122 06/30/20-25Y* CME
N/A IRS USD 0.85498 06/30/20-25Y* 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 EUR/SOLD 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 BRC
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 CNH/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT GBP/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 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 ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD EUR/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 MXN/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 GBP/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CNY/SOLD USD
N/A BOUGHT EUR/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 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 ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A E-MINI RUSS 2000 JUN20 XCME 20200619
N/A RU20INTR TRS EQUITY 3ML-1 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML-11 BULLET ULO
N/A RU20INTR TRS EQUITY 3ML-7 BRC
N/A RU20INTR TRS EQUITY 3ML-9 GST
N/A RU20INTR TRS EQUITY 3ML-100 SOG
N/A RU20INTR TRS EQUITY 3ML-50 SOG
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 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 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 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 06/17/20-30Y CME
N/A IRS USD 1.62500 01/16/20-30Y CME
N/A IRS USD 1.62500 02/03/20-30Y CME
N/A IRS USD 1.75000 01/22/20-30Y CME
N/A IRS USD 1.87500 02/07/20-30Y CME
N/A IRS USD 2.00000 01/15/20-30Y CME
N/A IRS USD 2.00000 06/20/18-7Y CME
N/A IRS USD 2.25000 06/15/16-10Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.56900 10/23/19-5Y 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 EUR/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 BOUGHT RUB/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A G M0C175 JUN20 175 CALL FSO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A ABX.HE.AAA.06-2 SP BRC
N/A BOUGHT CNY/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT GBP/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 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 GBP/BOUGHT USD
N/A SOLD INR/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A CDX HY33 5Y ICE
N/A CDX IG28 5Y ICE
N/A CDX IG31 5Y ICE
N/A CDX IG32 5Y ICE
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT MXN/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 CAD/BOUGHT USD
N/A SOLD COP/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 EUR/BOUGHT BRL
N/A SOLD IDR/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 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 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 SOLD CNH/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A E-MINI RUSS 2000 MAR20 XCME 20200320
N/A RU20INTR TRS EQUITY 3ML-1 BULLET BRC
N/A RU20INTR TRS EQUITY 3ML-11 BULLET ULO
N/A RU20INTR TRS EQUITY 3ML-12 BOA
N/A RU20INTR TRS EQUITY 3ML-7 BRC
N/A RU20INTR TRS EQUITY 3ML-9 GST
N/A BOUGHT CNY/SOLD USD
N/A SOLD INR/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A 317U012Q1 IRO USD 30Y P 3.3700 MAR20 3.37 PUT
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 CALL
N/A 317U485U0 IRO USD 6Y P 2.109 FEB20 2.109 PUT
N/A 317U532U3 IRO USD 6Y P 2.101 FEB20 2.101 PUT
N/A 317U533U2 IRO USD 6Y P 2.04 FEB20 2.04 PUT
N/A INF SWAP EM NI 0.74 01/15/15-5Y LCH
N/A INF SWAP EM NI R 0.9925 03/30/15-5Y GLM
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 USD 1.50000 06/21/17-10Y CME
N/A IRS USD 1.75000 12/18/19-7Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.50000 12/20/17-10Y CME
N/A IRS USD 2.56900 10/23/19-5Y 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 SOLD COP/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A UNICREDIT SPA SUB SE BP BPS
N/A ABX.HE.AAA.06-2 SP BRC
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 3175FL906 CDX.O P 0.90 IG33 JAN20 0.9 PUT
N/A 3175JD553 CDX.O P 0.90 IG33 JAN20 0.9 PUT
N/A 3175SF780 CDX.O P 0.90 IG33 5Y JAN20 0.9 PUT
N/A 3175SF830 CDX.O P 1.00 IG33 5Y JAN20 1 PUT
N/A CDX IG33 5Y ICE
N/A BOUGHT COP/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/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 GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT KRW/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A 3174489Q3 ITRAXX.O P 0.70 FEB20 0.70 PUT
N/A 3174589M1 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT
N/A 3174589Y5 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT
N/A 3174589Z2 ITRAXX.O P 0.80 EU32 FEB20 0.8 PUT
N/A 3175189F7 ITRAXX.O C 0.425 FEB20 0.425 CALL
N/A 3175409R5 ITRAXX.O P 0.80 EU3 MAR20 0.8 PUT
N/A 317541233 ITRAXX.O C 0.425 MAR20 0.425 CALL
N/A 317544419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317544484 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317545648 ITRAXX.O C 0.45 EU3 MAR20 0.45 CALL
N/A 317545655 ITRAXX.O P 0.80 EU3 MAR20 0.8 PUT
N/A 317546448 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317546463 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317546471 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317546489 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 3175469E1 ITRAXX.O C 0.425 EU MAR20 0.425 CALL
N/A 317547875 ITRAXX.O C 0.45 EU32 FEB20 0.45 CALL
N/A 3175479W9 ITRAXX.O C 0.425 EU MAR20 0.425 CALL
N/A 317548AE5 ITRAXX.O C 0.475 EU3 FEB20 0.475 CALL
N/A 3175499U9 ITRAXX.O P 0.70 EU MAR20 0.7 PUT
N/A 3175499Z8 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317563419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317564565 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317566628 ITRAXX.O P 0.70 EU32 MAR20 0.7 PUT
N/A 3175699F0 ITRAXX.O P 0.70 EU MAR20 0.7 PUT
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
NATIONAL GRID NORTH AMERICA INC (AKA: NATIONAL GRID HOLDINGS INC)
NATIONWIDE BUILDING SOCIETY
NATWEST GROUP PLC
NAVIENT CORPORATION
NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A
NELNET STUDENT LOAN TRUST 2023-AA NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A
NELNET STUDENT LOAN TRUST 2023-AA NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1
NEW YORK STATE THRUWAY AUTHORITY HIGHWAY & BRIDGE TRUST FUND
NEXTERA ENERGY CAPITAL HOLDINGS INC
NIKE INC
NISSAN MOTOR ACCEPTANCE CORPORATION
NISSAN MOTOR CO LTD
NOMURA HOLDINGS INC
NORDEA KREDIT REALKREDITAKTIESELSKAB
NYKREDIT REALKREDIT A/S
NYMT LOAN TRUST 2022-SP1
OCCIDENTAL PETROLEUM CORPORATION
OHA CREDIT PARTNERS IX LTD 2013-9A
ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)
OPORTUN ISSUANCE TRUST 2022-2
OPTION ONE MORTGAGE LOAN TRUST 2006-2
OPTION ONE MORTGAGE LOAN TRUST 2007-1
OPTION ONE MORTGAGE LOAN TRUST 2007-3
OPTION ONE MORTGAGE LOAN TRUST 2007-4 OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 2A4
OPTION ONE MORTGAGE LOAN TRUST 2007-4 OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1
OPTION ONE MORTGAGE LOAN TRUST 2007-5
OPTION ONE MORTGAGE LOAN TRUST 2007-6
ORACLE CORPORATION
PACIFIC GAS AND ELECTRIC CO
PAGAYA AI DEBT TRUST 2022-3
PAGAYA AI DEBT TRUST 2023-1
PAGAYA AI DEBT TRUST 2023-5
PAGAYA AI DEBT TRUST 2023-6
PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A
PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC
PARK PLACE SECURITIES INC 2004-WHQ2
PAWNEE EQUIPMENT RECEIVABLES 2022-1
PENSKE TRUCK LEASING CO LP
PEOPLES CHOICE HOME LOAN SEC TR 2005-4
PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)
PERU GOVT
PETROBRAS GLOBAL FINANCE BV
PIMCO FUNDS PIMCO PRV SHORT TERM FLT III MUTUAL FUND
PIMCO FUNDS PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND
PINNACLE WEST CAPITAL CORPORATION
POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2006-C
PRET 2021-NPL5 LLC
PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2
PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3
PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1
PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL2
PRKCM 2023-AFC4 TRUST
PROCTER & GAMBLE COMPANY
PROLOGIS LP
PRPM-2022-1
QATAR GOVT
QUANTA SERVICES INC
READYCAP COMMERCIAL MORTGAGE TRUST 2021-FL7
REALKREDIT DANMARK A/S
RECKITT BENCKISER TREASURY SERVICES PLC
RENAISSANCE HOME EQUITY LOAN TR 2006-3
REPUBLIC SERVICES INC
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2021-2A
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A
RESIDENTIAL ACCREDIT LOAN, INC. 2007-QO4
RESIDENTIAL ACCREDIT LOANS 2006-QA7
RESIDENTIAL ASSET MTGE PROD 2005-EFC1
RESIDENTIAL ASSET SEC CORP 2007-KS3
RESIDENTIAL ASSET SECURITIES 2006-KS1
REYNOLDS AMERICAN INC
RIPON MORTGAGES PLC 1A
RIPON MORTGAGES PLC 1X RIPON MORTGAGES RIPON 1X A1 REGS
RIPON MORTGAGES PLC 1X RIPON MORTGAGES RIPON 1X A2 REGS
ROGERS COMMUNICATIONS INC
ROYAL BANK OF CANADA
RTX CORPORATION
RUSSIAN GOVT
S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)
SALESFORCE INC
SANDS CHINA LTD
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1
SANTANDER UK GROUP HOLDINGS PLC
SANTANDER UK PLC
SASOL FINANCING USA LLC
SAUDI ARABIA GOVT
SCCU AUTO RECEIVABLES TRUST 2024-1A SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A
SCCU AUTO RECEIVABLES TRUST 2024-1A SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A
SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)
SCULPTOR EUROPEAN CLO V DAC 5A
SEC ASSET BACKED REC LLC 2006-FR1
SEC ASSET BACKED REC LLC 2006-FR3
SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-HE1
SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2
SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A
SEMPRA
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A
SG MORTGAGE SECURITIES TRUST 2006-FRE1
SLM STUDENT LOAN TR 2003-2
SMALL BUSINESS ADMIN PART CERTS 2007-20L
SMALL BUSINESS ADMIN PART CERTS 2008-20H
SMALL BUSINESS ADMIN PART CERTS 2009-20A
SMB PRIVATE EDUCATION LOAN TRUST 2022-B
SMB PRIVATE EDUCATION LOAN TRUST 2023-C
SMB PRIVATE EDUCATION LOAN TRUST 2024-C
SOCIETE GENERALE SA
SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A
SOUND POINT CLO XIV LTD 2016-3A
SOUND POINT CLO XVI LTD 2017-2A
SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1
SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT2
SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ1
SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2
SOUNDVIEW HOME EQUITY LOAN TRUST 2007-1
SOUTH AFRICA GOVT
SOUTHERN CALIFORNIA EDISON COMPANY
SOUTHERN CO
SPECIALTY UNDERWRITING & RESID 2006-AB1
SPIRIT AEROSYSTEMS INC
SPRINT CORP (SPRINT COMMUNICATIONS INC)
SPRINT CORPORATION
STANDARD CHARTERED PLC
STELLANTIS FINANCE US INC
STICHTING AK RABOBANK CERTIFICATEN
STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A
STRUCTURED ADJUSTABLE RT MTGE LN 2005-7
STRUCTURED ASSET MTG INV INC 2006-AR1
STRUCTURED ASSET MTG INV INC 2006-AR7
STRUCTURED ASSET SEC CORP 2005-RF2
STRUCTURED ASSET SECURITIES CO-2007-BC3
SYMPHONY STATIC CLO 2021-1A
SYNCHRONY CARD ISSUANCE TRUST 2024-A2
T-MOBILE USA INC
TAKEDA PHARMACEUTICAL COMPANY LIMITED
TARGA RESOURCES CORP
TAURUS 2021-1 UK DAC 21-UK1A
TCI-SYMPHONY CLO LTD 2016-1A
THE BANK OF NOVA SCOTIA
THEOREM FUNDING TRUST 2022-2A
THOMSON REUTERS CORPORATION
TIKEHAU CLO BV
TORONTO-DOMINION BANK
TOWD POINT MORTGAGE FUNDING 19-A13A
TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC
TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A
TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST
TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 C A1
TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 C A2A
TOYOTA MOTOR CREDIT CORPORATION
TRAVELERS COMPANIES INC
TRICOLOR AUTO SECURITIZATION TRUST 2024-1
TRINITAS EURO CLO II DAC 2A A
TRINITY SQUARE 2021-1 PLC A
TURKEY GOVT
UBS AG
UBS COMMERCIAL MORTGAGE TRUST 2017-C6
UBS GROUP AG
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 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 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 6.5 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 5.5 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 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 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 6 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 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 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 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 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 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 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
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST
UNITED STATES GOVT
UNITEDHEALTH GROUP INCORPORATED
UPSTART PASS-THROUGH TRUST SERIES 2022-ST2
VENTURE 38 CLO LTD VENTURE CDO LTD VENTR 2019 38A A2R 144A
VENTURE 38 CLO LTD VENTURE CDO LTD VENTR 2019 38A BR 144A
VENTURE CDO LTD 2016-25A VENTURE CDO LTD VENTR 2016 25A ARR 144A
VENTURE CDO LTD 2016-25A VENTURE CDO LTD VENTR 2016 25A AR 144A
VERIZON COMMUNICATIONS INC
VEROS AUTO RECEIVABLES TRUST 2023-1
VERUS SECURITIZATION TRUST 2022-6
VF CORPORATION
VICI PROPERTIES LP
VISA INC
VOLT LXII LLC 2017-NPL9
VW CREDIT INC
WALGREENS BOOTS ALLIANCE INC
WALMART INC
WALT DISNEY COMPANY
WAMU MTGE P/T CERT 2007-HY6
WARNERMEDIA HOLDINGS INC
WASHINGTON MUTUAL 2005-AR14
WASHINGTON MUTUAL 2005-AR15
WASHINGTON MUTUAL 2006-AR11
WASHINGTON MUTUAL 2006-AR13
WASHINGTON MUTUAL 2006-AR18
WASHINGTON MUTUAL 2006-AR19
WASHINGTON MUTUAL 2006-AR8
WASHINGTON MUTUAL 2007-OA4
WASHINGTON STATE CONVENTION CENTER PUBLIC FACILITIES DISTRICT
WELLS FARGO & COMPANY
WELLS FARGO BANK NA
WELLS FARGO MTGE BK SEC TR 2006-AR19
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A1 144A
WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C14
WIND RIVER CLO LTD 2015-2A
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C
WPC EUROBOND BV
YPF SA
ZIMMER BIOMET HOLDINGS INC