PIMCO StocksPLUS International Fund Holdings history

Fund Profile

Current holdings

Data for period

30 Sep 24

(Last reporting period)

Total assets

$365.21 mm

Liabilities

$176.29 mm

Net assets

$188.92 mm

Number of holdings

751.00

Holding trends

Total assets and liabilities

Assets

Liabilities

Total number of holdings

Holdings history data

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

Filter holdings

All historic holdings

Current

Data to display

$Value

#Units

%Holdings

Shade data

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Holding	Dec 19	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 21	Sep 21	Dec 21	Mar 22	Jun 22	Sep 22	Dec 22	Mar 23	Jun 23	Sep 23	Dec 23	Mar 24	Jun 24	Sep 24
37 CAPITAL CLO I 2021-1A
3M COMPANY
ABBVIE INC
ACE SECURITIES CORP 2005-SD2
ACE SECURITIES CORP 2006-NC2
ACHV ABS TRUST 2023-3PL
AEP TRANSMISSION COMPANY LLC
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3
AIMCO CLO SERIES 2015-AA
AKER BP ASA
ALBACORE EURO CLO I DAC A
ALIMENTATION COUCHE-TARD INC
ALLEGRO CLO I LTD 2013-1A
ALLERGAN FUNDING SCS
ALLERGAN SALES LLC
ALLY AUTO RECEIVABLES TRUST 2023-1
ALLY AUTO RECEIVABLES TRUST 2024-1
AMAZONCOM INC
AMCOR FLEXIBLES NORTH AMERICA INC
AMEREN CORPORATION
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-3
AMERICAN ELECTRIC POWER COMPANY INC
AMERICAN EXPRESS COMPANY
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1
AMERICAN HOME MORTGAGE ASSETS 2006-4
AMERICAN HONDA FINANCE CORPORATION
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A1
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1
AMGEN INC
ANGLOGOLD ASHANTI HOLDINGS PLC
APPLE INC
AQUEDUCT EUROPEAN CLO 1-2017 DAC
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2 ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 AS 144A
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2 ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 B 144A
AREIT TRUST 2022-CRE7 AREIT CRE TRUST AREIT 2022 CRE7 A 144A
AREIT TRUST 2022-CRE7 AREIT CRE TRUST AREIT 2022 CRE7 AS 144A
ARES EUROPEAN CLO X BV 10A
ARES EUROPEAN CLO XII BV 12A
ARGENT SECURITIES INC 2003-W10
ARGENT SECURITIES INC 2006-M1
ARGENT SECURITIES INC 2006-W4
ARGENTINA GOVT
ARROW ELECTRONICS INC
ASSET BACKED SEC CORP HM EQ 2005-HE6
AT&T INC
ATHENE GLOBAL FUNDING
AURIUM CLO IV DAC #N/A FIELD NOT APPLICABLE-4A
AVIATION CAPITAL GROUP LLC
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A
AVOLON HOLDINGS FUNDING LIMITED
AVON FINANCE 4A
BACARDI-MARTINI BV
BAIDU INC
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 MONTREAL
BARCLAYS PLC
BAT CAPITAL CORPORATION
BAT INTERNATIONAL FINANCE PLC
BAY AREA TOLL AUTHORITY
BAYER US FINANCE LLC
BCAP LLC TRUST 2010-RR11
BEAR STEARNS ALT-A TRUST 2005-9
BEAR STEARNS ALT-A TRUST 2006-8 BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1
BEAR STEARNS ALT-A TRUST 2006-8 BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1
BEAR STEARNS ALT-A TRUST 2007-2
BEAR STEARNS ASSETBACK SEC 2006-HE7
BERKSHIRE HATHAWAY ENERGY COMPANY
BLUEMOUNTAIN FUJI EUR CLO II DAC 17-2A
BMW VEHICLE OWNER TRUST 2023-A
BNPP AM EURO CLO 2019 BV 19-1A
BOEING CO/THE
BPCRE HOLDER LLC 2022-FL2
BRAZIL GOVT
BROADCOM INC
CAIRN CLO IV BV 14-4A
CAIRN CLO X BV 18-10A
CAMPBELL SOUP COMPANY
CANADA GOVT
CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A1
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1
CARLYLE EURO CLO 2019-2 DAC 19-2A
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A
CARMAX AUTO OWNER TRUST 2022-4
CARMAX AUTO OWNER TRUST 2024-1
CARNOW AUTO RECEIVABLES TRUST 2022-1A
CARRIER GLOBAL CORPORATION
CARVANA AUTO RECEIVABLES TRUST 2019-3A
CARVANA AUTO RECEIVABLES TRUST 2023-N3
CARVANA AUTO RECEIVABLES TRUST 2023-P2
CATERPILLAR INCORPORATED
CCG RECEIVABLES TRUST 2022-1
CHARTER COMMUNICATIONS OPERATING LLC
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9
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
CHASE AUTO OWNER TRUST 2024-1A
CHASE ISSUANCE TRUST 2024-A2
CHASEFLEX TRUST 2007-3
CHENIERE CORPUS CHRISTI HOLDINGS LLC
CHEVRON CORPORATION
CHEVY CHASE MORTGAGE FUND CORP 2005-3A
CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE
CIGNA GROUP/THE
CIM TRUST 2017-6
CISCO SYSTEMS INC
CIT MTGE LOAN TRUST 2007-1
CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A4
CITIBANK NA
CITIGROUP INC
CITIGROUP MORTGAGE LOAN TRUST 2022-A
CITIGROUP MTGE LOAN TR INC 2006-AR3
CITIGROUP MTGE LOAN TR INC 2006-NC2
CITIGROUP MTGE LOAN TRUST INC 2005-OPT4
CITIZENS AUTO RECEIVABLES TRUST 2023-1 CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A
CITIZENS AUTO RECEIVABLES TRUST 2023-1 CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A
CITIZENS AUTO RECEIVABLES TRUST 2023-2
CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A
CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A
CITY OF CHICAGO
COCA COLA COMPANY
COMCAST CORPORATION
CONAGRA BRANDS INC
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
CONSTELLATION ENERGY GENERATION LLC
COUNTRYWIDE ALT LOAN TRUST 2006-OA22
COUNTRYWIDE ALTERNATIVE LN TR 2005-76
COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1
COUNTRYWIDE ALTERNATIVE LN TR 2007-HY3
COUNTRYWIDE ALTERNATIVE LN TR 2007-OH2
COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-27CB
COUNTRYWIDE ASSET-BACKED CERT 2005-16
COUNTRYWIDE ASSET-BACKED CERT 2005-6
COUNTRYWIDE ASSET-BACKED CERT 2006-13
COUNTRYWIDE ASSET-BACKED CERT 2006-15
COUNTRYWIDE ASSET-BACKED CERT 2006-8
COUNTRYWIDE ASSET-BACKED CERT 2007-5
COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8
COUNTRYWIDE ASSET-BACKED CERTS 2005-13
COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4
COUNTRYWIDE HOME LOANS 2004-22
COUNTRYWIDE HOME LOANS 2004-HYB9
CPS AUTO RECEIVABLES TRUST 2023-C
CRB SECURITIZATION TRUST 2023-1
CREDIT SUISSE AG/ LONDON BRANCH
CREDIT SUISSE GROUP AG
CROWN CASTLE INTERNATIONAL CORP (CCI)
CSMC 2021-JR2 TRUST
CSN RESOURCES SA
CSX CORPORATION
CVC CORDATUS LOAN FUND VII DAC 7A
CVC CORDATUS LOAN FUND XXIV DAC 24A
CVS HEALTH CORPORATION
DAE FUNDING LLC
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
DEUTSCHE ALT-A SECURITIES INC 2007-AR2
DEUTSCHE BANK AG
DIAGEO CAPITAL PLC
DLLAA LLC 2023 1A
DOMINION ENERGY INC
DOW INC
DRIVE AUTO RECEIVABLES TRUST 2024-1
DT AUTO OWNER TRUST 2023-3A
DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)
DUKE ENERGY CORPORATION
ELECTRICITE DE FRANCE SA (EDF)
ELLINGTON LOAN ACQUISITION TRUST 2007-2
ENBRIDGE (US) INC
ENBRIDGE INC
ENEL FINANCE AMERICA LLC
ENERGY TRANSFER LP
ENTERGY CORPORATION
ENTERPRISE FLEET FINANCING LLC 2022-2
ENTERPRISE FLEET FINANCING LLC 2023-1
EQUINOR ASA
EQUITABLE HOLDINGS INC
ERSTE GROUP BANK AG
EVERSOURCE ENERGY
EXELON CORPORATION
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3A
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2A
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5A EXETER AUTOMOBILE RECEIVABLES EART 2024 5A C
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5A EXETER AUTOMOBILE RECEIVABLES EART 2024 5A B
EXPEDIA GROUP INC
EXPORT-IMPORT BANK OF KOREA (KEXIM)
FAIRFAX FINANCIAL HOLDINGS LIMITED
FANNIE MAE 2005-79
FANNIE MAE 2007-63
FANNIE MAE 2007-65
FANNIE MAE 2007-96
FANNIE MAE REMICS 2012-31
FANNIE MAE-2005-75
FEDERAL HOME LOAN BANK (FLHB)
FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8299 FR 02/53 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G04913 FG 03/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL SD2612 FR 10/52 FIXED 4.5
FHLMC PASS THRU POOLS FED HM LN PC POOL C91195 FG 07/28 FIXED 5.5
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 RJ0137 FR 12/53 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G18659 FG 09/32 FIXED 3
FHLMC PASS THRU POOLS FED HM LN PC POOL RA8521 FR 02/53 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G03812 FG 02/38 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL A79624 FG 07/38 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5
FHLMC PASS THRU POOLS FED HM LN PC POOL A32472 FG 04/35 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8006 FR 08/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL ZM7852 FR 08/48 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL ZT1952 FR 05/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL ZT2087 FR 06/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8029 FR 12/49 FIXED 2.5
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8037 FR 01/50 FIXED 2.5
FIDELITY NATIONAL INFORMATION SERVICES INC
FIFTH THIRD AUTO TRUST 2023-1 FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A
FIFTH THIRD AUTO TRUST 2023-1 FIFTH THIRD AUTO TRUST FITAT 2023 1 A1
FIRST FRANKLIN MTG LN ASSET CERT2005-FF8
FIRST HORIZON MTGE PT TR 2007-AR3
FNMA PASS THRU POOLS FNMA POOL 745343 FN 03/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL3223 FN 09/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 936546 FN 07/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 735136 FN 01/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 678870 FN 01/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AA7176 FN 05/39 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AD6175 FN 09/25 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA3414 FN 07/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 888129 FN 02/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 838545 FN 10/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 985678 FN 10/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL BJ3996 FN 02/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 993084 FN 12/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AL0520 FN 07/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL0152 FN 06/40 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 257573 FN 02/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AL1319 FN 10/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 851336 FN 02/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 889697 FN 07/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 844984 FN 05/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 725946 FN 11/34 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA3356 FN 05/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 815722 FN 04/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 929952 FN 08/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AE7731 FN 11/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 869015 FN 05/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 887582 FN 07/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL MA3305 FN 03/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 905142 FN 02/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 762433 FN 01/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 831102 FN 11/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AE0484 FN 12/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA4840 FN 12/52 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 909287 FN 01/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 937645 FN 06/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 985616 FN 04/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 865283 FN 02/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL BJ2758 FN 05/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL MA3238 FN 01/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL FS2661 FN 07/52 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 683047 FN 02/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AJ7522 FN 01/27 FIXED 3
FNMA PASS THRU POOLS FNMA POOL AE0616 FN 03/40 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AA1741 FN 01/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL BH2668 FN 09/47 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 888131 FN 02/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 995651 FN 11/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA3332 FN 04/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 735480 FN 04/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL3365 FN 05/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 955212 FN 12/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL BJ4012 FN 02/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL BJ3937 FN 01/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL MA3383 FN 06/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 888592 FN 08/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AE0801 FN 09/39 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL3478 FN 05/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL BJ0163 FN 12/47 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 745418 FN 04/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 932287 FN 12/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 929308 FN 04/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 865952 FN 03/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 845341 FN 01/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AH9708 FN 04/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 887398 FN 07/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 984277 FN 06/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 930688 FN 03/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL BJ3960 FN 01/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL MA3276 FN 02/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL AD8015 FN 07/25 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA3442 FN 08/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 829230 FN 08/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AJ0392 FN 09/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 954876 FN 11/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 689115 FN 02/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 190346 FN 12/33 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL BJ9279 FN 02/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL FS6048 FN 02/53 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 942498 FN 08/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AL3681 FN 10/40 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AD6062 FN 07/40 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL BJ3977 FN 01/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 555876 FN 10/33 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AD2612 FN 11/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 994431 FN 12/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 888209 FN 05/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL CA2028 FN 04/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 843096 FN 10/35 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL AA1151 FN 06/23 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 956167 FN 10/22 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 837981 FN 09/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AM0359 FN 08/22 FIXED 2.31
FNMA PASS THRU POOLS FNMA POOL 937855 FN 06/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 897571 FN 02/22 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AI9005 FN 08/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL BK8947 FN 09/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL MA3494 FN 10/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL BN5342 FN 03/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA3384 FN 06/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA3664 FN 05/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA3687 FN 06/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA3746 FN 08/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA3776 FN 09/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA3804 FN 10/49 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-A
FORD MOTOR CREDIT COMPANY LLC
FORT CRE 2022-FL3
FREDDIE MAC 3355
FREDDIE MAC 3360
FREDDIE MAC 3368
FREDDIE MAC 3898
FREDDIE MAC REMICS 3376
FREDDIE MAC REMICS 4077
FREDDIE MAC REMICS 5473
GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A
GECU AUTO RECEIVABLES TRUST 2023-1A
GENERAL MOTORS COMPANY
GEORGIA POWER COMPANY
GLOBAL PAYMENTS INC
GLS AUTO RECEIVABLES ISSUER TRUST 2022-2A GLS AUTO RECEIVABLES TRUST GCAR 2022 2A A1 144A
GLS AUTO RECEIVABLES ISSUER TRUST 2022-2A GLS AUTO RECEIVABLES TRUST GCAR 2022 2A A2 144A
GLS AUTO RECEIVABLES ISSUER TRUST 2023-2A
GLS AUTO RECEIVABLES ISSUER TRUST 2023-3A
GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A
GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A
GLS AUTO RECEIVABLES TRUST 2019-3A
GLS AUTO SELECT RECEIVABLES TRUST 2023-1A GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A
GLS AUTO SELECT RECEIVABLES TRUST 2023-1A GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A2B
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A1
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-3
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A3
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A2A
GMF FLOORPLAN OWNER REVOLVING TRUST 2019-2
GNMA PASS THRU POOLS GNMA POOL AM0248 GN 03/45 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL AN8471 GN 06/45 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL AL5245 GN 03/45 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL AJ5470 GN 09/44 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL AL5242 GN 02/45 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL 792905 GN 01/42 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL AA4844 GN 06/42 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL 701603 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL AM2750 GN 04/45 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL AD2336 GN 04/43 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL AM8586 GN 06/45 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL 782562 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 782387 GN 08/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL AB2761 GN 08/42 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL 798106 GN 03/42 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL AL7225 GN 05/45 FIXED 3.5
GNMA PASS THRU POOLS GNMA POOL 717099 GN 05/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 670341 GN 08/37 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
GOLDENTREE LOAN MANAGEMENT EUR CLO 4 DAC 4A
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HALCYON LOAN ADVISORS FUNDING 2014-3 LTD
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JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 08/24 0.00000
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/28 0.1
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JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 01/20 0.00000
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JFIN CLO LTD 2017-2A
JOHNSON & JOHNSON COMPANY
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KKR CLO LTD 18 KKR FINANCIAL CLO LTD KKR 18 BR 144A
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MAN GLG EURO 6A MAN GLG EURO CLO GLGE 6A B2R 144A
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MPLX LP
N/A SOLD SGD BOUGHT USD 20241104
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N/A RFR USD SOFR/3.64300 08/28/24-10Y LCH
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N/A RFR USD SOFR/4.09000 04/30/24-10Y LCH
N/A SOLD DKK BOUGHT USD 20241002
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N/A 317U6ZYA0 PIMCO SWAPTION 2.61 PUT EUR 20241003
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N/A IRS EUR 3.28000 11/22/23-10Y LCH
N/A BOUGHT CNH SOLD USD 20241120
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N/A DJIA MINI E-CBOT DEC24 XCBT 20241220
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N/A BOUGHT EUR SOLD USD 20241002
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N/A 317U7A4A7 PIMCO SWAPTION 3.115 CALL USD 202410
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N/A SOLD MXN BOUGHT USD 20241218
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N/A BOUGHT CNH SOLD USD 20241025
N/A RFR USD SOFR/3.28000 09/16/24-10Y LCH
N/A BOUGHT PLN SOLD USD 20241025
N/A SOLD CNH BOUGHT USD 20241025
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N/A IRS EUR 2.91000 12/29/23-10Y LCH
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N/A SOLD TWD BOUGHT USD 20241118
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N/A IRS EUR 3.14800 11/20/23-10Y LCH
N/A RFR USD SOFR/3.75000 06/20/24-5Y CME
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD CNH BOUGHT USD 20241025
N/A BOUGHT IDR SOLD USD 20241016
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N/A BOUGHT TWD SOLD USD 20241118
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N/A RFR USD SOFR/3.23100 09/18/24-10Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD EUR BOUGHT USD 20241002
N/A IRS EUR 3.12800 12/04/23-10Y LCH
N/A BOUGHT CNH SOLD USD 20241025
N/A US 10YR FUT OPTN NOV24C 117 EXP 10/25/2024
N/A BOUGHT IDR SOLD USD 20241016
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N/A BOUGHT BRL SOLD USD 20241203
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N/A SOLD EUR BOUGHT USD 20241002
N/A BOUGHT JPY SOLD USD 20241105
N/A RFRF USD SF+26.161/1.50 9/18/23-1Y* CME
N/A SOLD PEN BOUGHT USD 20241028
N/A BOUGHT PLN SOLD USD 20241104
N/A SOLD PEN BOUGHT USD 20241218
N/A IRS EUR 2.59000 08/19/24-10Y LCH
N/A BOUGHT CNH SOLD USD 20241120
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD DKK BOUGHT USD 20241104
N/A NDDUEAFE TRS EQUITY FEDL01+35 MYI
N/A 317U74IA6 PIMCO SWAPTION 3.395 PUT USD 2024101
N/A NDDUEAFE TRS EQUITY FEDL01+30 ULO
N/A BOUGHT DKK SOLD USD 20241002
N/A RFR USD SOFR/3.70000 02/20/24-25Y LCH
N/A SOLD CNH BOUGHT USD 20241120
N/A BOUGHT PLN SOLD USD 20241025
N/A SOLD SEK BOUGHT USD 20241002
N/A SOLD PEN BOUGHT USD 20241024
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N/A SOLD ILS BOUGHT USD 20241018
N/A IRS AUD 4.50000 09/20/23-10Y LCH
N/A RFR GBP SONIO/4.00000 09/18/24-5Y LCH
N/A 317U79ZA6 PIMCO SWAPTION 3.485 PUT USD 2024102
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD PLN BOUGHT USD 20241002
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N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT NZD SOLD USD 20241002
N/A BOUGHT CAD SOLD USD 20241002
N/A OIS CAD CAONREPO/3.73250 03/20/24-2Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT IDR SOLD USD 20241023
N/A US 2YR NOTE (CBT) DEC24 XCBT 20241231
N/A RFR USD SOFR/2.75000 06/21/23-30Y CME
N/A SOLD TWD BOUGHT USD 20241118
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A NDDUEAFE TRS EQUITY FEDL01+48.5 MBC
N/A HOCHTIEF AG SNR SE SP JPM
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT BRL SOLD USD 20241104
N/A BOUGHT IDR SOLD USD 20241016
N/A BOUGHT GBP SOLD USD 20241002
N/A 3 MONTH SOFR FUT DEC24 XCME 20250318
N/A SOLD BRL BOUGHT USD 20241002
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT PLN SOLD USD 20241018
N/A RFR USD SOFR/3.75000 12/18/24-5Y CME
N/A SOLD MXN BOUGHT USD 20250211
N/A BOUGHT CNH SOLD USD 20241025
N/A BOUGHT INR SOLD USD 20241024
N/A US 10YR NOTE (CBT)DEC24 XCBT 20241219
N/A BOUGHT IDR SOLD USD 20241016
N/A RFR GBP SONIO/4.32000 10/20/23-10Y LCH
N/A RFR USD SOFR/3.41000 09/05/24-10Y LCH
N/A BOUGHT IDR SOLD USD 20241016
N/A IRS EUR 2.78000 05/02/24-5Y LCH
N/A SOLD HKD BOUGHT USD 20241018
N/A SOLD CNH BOUGHT USD 20241025
N/A NDDUEAFE TRS EQUITY FEDL01+30.5 MYI
N/A BOUGHT ZAR SOLD USD 20241018
N/A SOLD DKK BOUGHT USD 20241104
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD JPY BOUGHT USD 20241002
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD PEN BOUGHT USD 20241028
N/A CITIGROUP REPO REPO 5807
N/A 317U77LA5 PIMCO SWAPTION 3.463 PUT USD 2024102
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD ILS BOUGHT USD 20241018
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD TWD BOUGHT USD 20241118
N/A RFR USD SOFR/3.51400 09/04/24-10Y LCH
N/A SOLD PEN BOUGHT USD 20241015
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N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A BOUGHT TRY SOLD USD 20241218
N/A BOUGHT INR SOLD USD 20241024
N/A 317U77MA4 PIMCO SWAPTION 3.063 CALL USD 202410
N/A RFR USD SOFR/3.75000 12/20/23-5Y CME
N/A BOUGHT DKK SOLD USD 20241002
N/A CDX HY42 5Y ICE
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT EUR SOLD USD 20241002
N/A IRS EUR 2.68000 08/07/24-10Y LCH
N/A BOUGHT PLN SOLD USD 20241104
N/A BOUGHT DKK SOLD USD 20241002
N/A RFR USD SOFR/3.75000 06/21/23-2Y CME
N/A SOLD TWD BOUGHT USD 20241118
N/A RFR USD SOFR/3.80740 03/01/24-4Y* LCH
N/A IRS EUR 2.58000 08/29/24-10Y LCH
N/A US 5YR NOTE (CBT) DEC24 XCBT 20241231
N/A RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME
N/A SOLD PEN BOUGHT USD 20241021
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD ZAR BOUGHT USD 20241018
N/A SOLD AUD BOUGHT USD 20241104
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N/A BOUGHT INR SOLD USD 20241024
N/A SOLD JPY BOUGHT USD 20241002
N/A SOLD EUR BOUGHT USD 20241002
N/A 317U72EA4 PIMCO SWAPTION 2.975 CALL USD 202410
N/A SOLD PLN BOUGHT USD 20241002
N/A US LONG BOND(CBT) DEC24 XCBT 20241219
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT EUR SOLD USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT CNH SOLD USD 20241120
N/A SOLD PEN BOUGHT USD 20241218
N/A SOLD DKK BOUGHT USD 20241104
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD SGD BOUGHT USD 20241002
N/A 317U77SA8 PIMCO SWAPTION 3.046 CALL USD 202410
N/A SOLD TWD BOUGHT USD 20241118
N/A 317U71SA1 PIMCO SWAPTION 3.05 CALL USD 2024100
N/A 317U70BA1 PIMCO SWAPTION 2.36 CALL EUR 2024100
N/A VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD CAD BOUGHT USD 20241104
N/A 317U70UA0 PIMCO SWAPTION 3.065 CALL USD 202410
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N/A RFR USD SOFR/3.00000 06/21/23-10Y CME
N/A BOUGHT PLN SOLD USD 20241018
N/A RFR USD SOFR/3.50000 12/20/23-10Y CME
N/A SOLD PEN BOUGHT USD 20250219
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N/A BOUGHT INR SOLD USD 20241024
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N/A AT&T INC SNR S* ICE
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N/A 3 MONTH SOFR FUT SEP24 XCME 20241217
N/A SOLD PEN BOUGHT USD 20241015
N/A BOUGHT GBP SOLD USD 20241002
N/A SOLD GBP BOUGHT USD 20241002
N/A IRS EUR 2.97000 12/15/23-10Y LCH
N/A BOUGHT TRY SOLD USD 20241211
N/A BOUGHT MXN SOLD USD 20241218
N/A BOUGHT INR SOLD USD 20241024
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A SOLD EUR BOUGHT USD 20241002
N/A RFR USD SOFR/3.71500 08/07/24-10Y LCH
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N/A RFR USD SOFR/3.23200 09/10/24-10Y LCH
N/A RFR USD SOFR/3.75000 06/20/24-10Y CME
N/A BOUGHT AUD SOLD USD 20241002
N/A BOUGHT SGD SOLD USD 20241002
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N/A BOUGHT ZAR SOLD USD 20241018
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N/A 317U75IA3 PIMCO SWAPTION 2.26 CALL EUR 2024101
N/A SOLD CNH BOUGHT USD 20241120
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A BOUGHT BRL SOLD USD 20241002
N/A SOLD PEN BOUGHT USD 20241018
N/A RFR USD SOFR/1.75000 06/15/22-10Y CME
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD MXN BOUGHT USD 20241218
N/A BOUGHT CNH SOLD USD 20241120
N/A SOLD JPY BOUGHT USD 20241002
N/A SOLD DKK BOUGHT USD 20250401
N/A IRS EUR 2.39000 10/01/24-10Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD PEN BOUGHT USD 20250214
N/A BOUGHT NZD SOLD USD 20241104
N/A SOLD PEN BOUGHT USD 20250224
N/A SOLD SEK BOUGHT USD 20241104
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A SOLD PLN BOUGHT USD 20241002
N/A 317U74VA1 PIMCO SWAPTION 2.985 CALL USD 202410
N/A SOLD GBP BOUGHT USD 20241104
N/A MSCI EAFE DEC24 IFUS 20241220
N/A BOUGHT EUR SOLD USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT SEK SOLD USD 20241002
N/A RFR USD SOFR/4.00000 06/20/24-2Y CME
N/A SOLD CNH BOUGHT USD 20241025
N/A BOUGHT IDR SOLD USD 20241016
N/A SOLD PEN BOUGHT USD 20241021
N/A SOLD ZAR BOUGHT USD 20241018
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD PEN BOUGHT USD 20241112
N/A BOUGHT ZAR SOLD USD 20241018
N/A SOLD PEN BOUGHT USD 20241025
N/A BOUGHT CNH SOLD USD 20241025
N/A 317U74JA5 PIMCO SWAPTION 2.995 CALL USD 202410
N/A 317U74LA2 PIMCO SWAPTION 2.995 CALL USD 202410
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD PEN BOUGHT USD 20241218
N/A US 10YR FUT OPTN NOV24P 112 EXP 10/25/2024
N/A SOLD KRW BOUGHT USD 20241023
N/A US 10YR ULTRA FUT DEC24 XCBT 20241219
N/A NDDUEAFE TRS EQUITY FEDL01+31.5 BULLET
N/A SOLD TRY BOUGHT USD 20241213
N/A SOLD TWD BOUGHT USD 20241118
N/A US ULTRA BOND CBT DEC24 XCBT 20241219
N/A SOLD HKD BOUGHT USD 20241018
N/A IRS EUR 3.25000 11/06/23-10Y LCH
N/A RFR JPY MUTK/1.00000 03/21/24-10Y LCH
N/A SOLD PEN BOUGHT USD 20241127
N/A BRITISH TELECOMMUNICATIONS PL SNR SE ICE
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD KRW BOUGHT USD 20241016
N/A BOUGHT IDR SOLD USD 20241023
N/A 317U6ZLA4 PIMCO SWAPTION 3.56 PUT USD 20240930
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT IDR SOLD USD 20241023
N/A BOUGHT GBP SOLD USD 20241002
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD MXN BOUGHT USD 20241218
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD PEN BOUGHT USD 20241023
N/A SOLD CNH BOUGHT USD 20241120
N/A RFR USD SOFR/4.25000 12/20/23-2Y CME
N/A SOLD TWD BOUGHT USD 20241118
N/A 317U79NA9 PIMCO SWAPTION 3.131 CALL USD 202410
N/A RFR USD SOFR/3.50000 12/18/24-30Y CME
N/A 317U79MA0 PIMCO SWAPTION 3.481 PUT USD 2024102
N/A SOLD ILS BOUGHT USD 20241018
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT IDR SOLD USD 20241016
N/A 317U74KA3 PIMCO SWAPTION 3.395 PUT USD 2024101
N/A SOLD PEN BOUGHT USD 20241023
N/A BOUGHT NZD SOLD USD 20241104
N/A BOUGHT PLN SOLD USD 20241002
N/A BOUGHT ILS SOLD USD 20241018
N/A 317U73TA6 PIMCO SWAPTION 2.1 CALL EUR 20241014
N/A SOLD DKK BOUGHT USD 20241002
N/A 317U74UA2 PIMCO SWAPTION 3.385 PUT USD 2024101
N/A 317U71RA2 PIMCO SWAPTION 3.45 PUT USD 20241009
N/A IRS EUR 2.67000 04/03/24-10Y LCH
N/A IRS EUR 2.25000 03/19/25-30Y LCH
N/A RFR USD SOFR/3.64960 03/01/24-4Y* LCH
N/A RFR USD SOFR/3.75000 12/18/24-10Y CME
N/A BOUGHT DKK SOLD USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT CNH SOLD USD 20241120
N/A 317U73UA4 PIMCO SWAPTION 2.39 PUT EUR 20241014
N/A SOLD CAD BOUGHT USD 20241002
N/A 317U72DA5 PIMCO SWAPTION 3.375 PUT USD 2024101
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD KRW BOUGHT USD 20241023
N/A 317U6ZMA3 PIMCO SWAPTION 3.16 CALL USD 2024093
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD MXN BOUGHT USD 20241129
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT DKK SOLD USD 20241002
N/A 317U75JA2 PIMCO SWAPTION 2.49 PUT EUR 20241016
N/A SOLD DKK BOUGHT USD 20241104
N/A SOLD BRL BOUGHT USD 20241104
N/A IRS EUR 2.50000 03/19/25-10Y LCH
N/A 317U77RA9 PIMCO SWAPTION 3.446 PUT USD 2024102
N/A NDDUEAFE TRS EQUITY FEDL01+20.5 ULO
N/A 317U70TA2 PIMCO SWAPTION 3.515 PUT USD 2024100
N/A CDX HY43 5Y ICE
N/A RFR USD SOFR/1.75000 06/15/22-30Y CME
N/A SOLD KRW BOUGHT USD 20241016
N/A SOLD DKK BOUGHT USD 20241002
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD CHF BOUGHT USD 20240702
N/A SOLD CAD BOUGHT USD 20240802
N/A BOUGHT TRY SOLD USD 20240910
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD MXN BOUGHT USD 20240918
N/A BOUGHT ZAR SOLD USD 20240702
N/A 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071
N/A SOLD AUD BOUGHT USD 20240802
N/A 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708
N/A 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT CHF SOLD USD 20240702
N/A SOLD JPY BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20250402
N/A 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT ZAR SOLD USD 20240719
N/A RFR USD SOFR/4.13000 05/03/24-10Y LCH
N/A RFR USD SOFR/4.20000 05/06/24-10Y LCH
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD BRL BOUGHT USD 20250402
N/A 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705
N/A IRS EUR 2.82700 05/06/24-5Y LCH
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD AUD BOUGHT USD 20240702
N/A SOLD EUR BOUGHT USD 20240802
N/A 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407
N/A SOLD ZAR BOUGHT USD 20240719
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT EUR SOLD USD 20240702
N/A BOUGHT SGD SOLD USD 20240702
N/A RFR USD SOFR/4.10500 04/24/24-10Y LCH
N/A BOUGHT SEK SOLD USD 20240702
N/A BOUGHT NZD SOLD USD 20240702
N/A SOLD JPY BOUGHT USD 20240802
N/A SOLD NZD BOUGHT USD 20240702
N/A SOLD AUD BOUGHT USD 20240702
N/A SOLD INR BOUGHT USD 20240924
N/A BOUGHT TWD SOLD USD 20240913
N/A SOLD EUR BOUGHT USD 20240702
N/A 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703
N/A 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705
N/A 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407
N/A BOUGHT BRL SOLD USD 20240904
N/A 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628
N/A NDDUEAFE TRS EQUITY FEDL01+35 MYI
N/A 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715
N/A SOLD TWD BOUGHT USD 20240913
N/A 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722
N/A BOUGHT PLN SOLD USD 20240722
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A IRS EUR 3.27000 11/08/23-5Y LCH
N/A US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024
N/A SOLD CNH BOUGHT USD 20240920
N/A BOUGHT DKK SOLD USD 20240702
N/A RFR USD SOFR/4.15000 04/22/24-10Y LCH
N/A RFR USD SOFR/3.86000 02/21/24-10Y LCH
N/A SOLD CHF BOUGHT USD 20240802
N/A 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072
N/A BOUGHT NZD SOLD USD 20240802
N/A NDDUEAFE TRS EQUITY FEDL01+6 ULO
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT BRL SOLD USD 20240702
N/A IRS EUR 2.75000 03/05/24-10Y LCH
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 PLN SOLD USD 20240722
N/A 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072
N/A IRS EUR 2.77000 04/16/24-5Y LCH
N/A SOLD CNH BOUGHT USD 20240920
N/A SOLD NZD BOUGHT USD 20240702
N/A BOUGHT BRL SOLD USD 20240802
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD GBP BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20250402
N/A 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062
N/A SOLD MXN BOUGHT USD 20240918
N/A RFR USD SOFR/3.95000 04/16/24-10Y LCH
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240802
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD JPY BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240802
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD HKD BOUGHT USD 20240719
N/A 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407
N/A SOLD JPY BOUGHT USD 20240701
N/A BOUGHT JPY SOLD USD 20240702
N/A BOUGHT KRW SOLD USD 20240722
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD DKK BOUGHT USD 20250401
N/A 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070
N/A 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729
N/A SOLD MXN BOUGHT USD 20240918
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD MXN BOUGHT USD 20240715
N/A 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704
N/A BOUGHT EUR SOLD USD 20240702
N/A SOLD GBP BOUGHT USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD SGD BOUGHT USD 20240702
N/A SOLD CHF BOUGHT USD 20240702
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT INR SOLD USD 20240924
N/A IRS EUR 2.50000 09/18/24-30Y LCH
N/A RFR USD SOFR/4.00000 03/20/24-2Y LCH
N/A SOLD BRL BOUGHT USD 20240702
N/A IRS EUR 3.27000 08/21/23-10Y LCH
N/A BOUGHT NZD SOLD USD 20240802
N/A 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071
N/A SOLD SEK BOUGHT USD 20240702
N/A BOUGHT CNH SOLD USD 20241025
N/A 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071
N/A BOUGHT JPY SOLD USD 20240701
N/A SOLD MXN BOUGHT USD 20240715
N/A 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062
N/A 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072
N/A IRS EUR 2.92000 12/13/23-5Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT CHF SOLD USD 20240702
N/A BOUGHT NZD SOLD USD 20240802
N/A IRS EUR 2.89000 12/22/23-10Y LCH
N/A SOLD SGD BOUGHT USD 20240802
N/A IRS EUR 2.88000 12/19/23-5Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT CAD SOLD USD 20240702
N/A NDDUEAFE TRS EQUITY FEDL01+20.5 ULO
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT GBP SOLD USD 20240702
N/A BOUGHT GBP SOLD USD 20240702
N/A SOLD BRL BOUGHT USD 20250402
N/A 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT IDR SOLD USD 20240722
N/A SOLD DKK BOUGHT USD 20240702
N/A BOUGHT EUR SOLD USD 20240702
N/A 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407
N/A BOUGHT MXN SOLD USD 20240918
N/A IRS EUR 3.30000 10/03/23-10Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD BRL BOUGHT USD 20240702
N/A RFR USD SOFR/4.08000 04/17/24-10Y LCH
N/A BOUGHT ILS SOLD USD 20240718
N/A SOLD CNH BOUGHT USD 20241025
N/A AAPL US TRS EQUITY FEDL01+75 BOA
N/A 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT PLN SOLD USD 20240722
N/A 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT BRL SOLD USD 20240702
N/A 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717
N/A BOUGHT SGD SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT JPY SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT CNH SOLD USD 20241025
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406
N/A IRS EUR 2.65000 01/08/24-10Y LCH
N/A IRS EUR 3.25500 11/22/23-5Y LCH
N/A SOLD DKK BOUGHT USD 20240702
N/A BOUGHT CNH SOLD USD 20241025
N/A BOUGHT SGD SOLD USD 20240702
N/A NDDUEAFE TRS EQUITY FEDL01+30.5 MYI
N/A 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703
N/A IRS EUR 2.99000 12/08/23-10Y LCH
N/A 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071
N/A SOLD JPY BOUGHT USD 20240702
N/A SOLD SEK BOUGHT USD 20240802
N/A BOUGHT AUD SOLD USD 20240702
N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919
N/A SOLD SGD BOUGHT USD 20240802
N/A SOLD DKK BOUGHT USD 20240802
N/A SOLD JPY BOUGHT USD 20240702
N/A 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071
N/A BOUGHT DKK SOLD USD 20240702
N/A CITIGROUP REPO REPO 5807
N/A SOLD CHF BOUGHT USD 20240702
N/A 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT NZD SOLD USD 20240702
N/A 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729
N/A SOLD KRW BOUGHT USD 20240722
N/A 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072
N/A 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070
N/A BOUGHT INR SOLD USD 20240924
N/A 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628
N/A IRS EUR 3.17900 11/29/23-5Y LCH
N/A BOUGHT ZAR SOLD USD 20240802
N/A 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407
N/A SOLD CNH BOUGHT USD 20241025
N/A 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT IDR SOLD USD 20240726
N/A 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705
N/A BOUGHT BRL SOLD USD 20240702
N/A INF SWAP US IT 2.4525 07/20/22-30Y LCH
N/A 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717
N/A SOLD JPY BOUGHT USD 20240819
N/A BOUGHT NZD SOLD USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A RFRF USD SF+26.161/1.50 9/18/23-1Y* CME
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD GBP BOUGHT USD 20240702
N/A IRS EUR 2.77000 04/29/24-10Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD CHF BOUGHT USD 20240802
N/A 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704
N/A IRS EUR 2.86000 04/24/24-5Y LCH
N/A SOLD SGD BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD CNH BOUGHT USD 20240920
N/A BOUGHT IDR SOLD USD 20240726
N/A SOLD TWD BOUGHT USD 20240913
N/A US 2YR NOTE (CBT) SEP24 XCBT 20240930
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT BRL SOLD USD 20240702
N/A IRS EUR 3.45000 10/20/23-5Y LCH
N/A RFR USD SOFR/3.90000 04/10/24-10Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD MXN BOUGHT USD 20240710
N/A 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708
N/A IRS EUR 2.95000 06/12/24-5Y LCH
N/A SOLD CNH BOUGHT USD 20241025
N/A US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024
N/A BOUGHT ILS SOLD USD 20240718
N/A DJIA MINI E-CBOT SEP24 XCBT 20240920
N/A RFR USD SOFR/3.64960 03/01/24-4Y* LCH
N/A NDDUEAFE TRS EQUITY FEDL01+6.5 BULLET
N/A US LONG BOND(CBT) SEP24 XCBT 20240919
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD GBP BOUGHT USD 20240802
N/A US 10YR ULTRA FUT SEP24 XCBT 20240919
N/A 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD EUR BOUGHT USD 20240702
N/A 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD GBP BOUGHT USD 20240802
N/A BOUGHT ZAR SOLD USD 20240719
N/A BOUGHT INR SOLD USD 20240924
N/A 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705
N/A RFR USD SOFR/4.08000 06/05/24-10Y LCH
N/A SOLD SGD BOUGHT USD 20240702
N/A SOLD CAD BOUGHT USD 20240702
N/A SOLD KRW BOUGHT USD 20240722
N/A RFR USD SOFR/3.90000 04/15/24-10Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A US ULTRA BOND CBT SEP24 XCBT 20240919
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072
N/A 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071
N/A SOLD NZD BOUGHT USD 20240702
N/A FIXED INC CLEARING CORP.REPO
N/A SOLD KRW BOUGHT USD 20240722
N/A IRS EUR 2.75000 09/18/24-10Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT IDR SOLD USD 20240722
N/A SOLD NZD BOUGHT USD 20240702
N/A SOLD DKK BOUGHT USD 20240802
N/A SOLD TWD BOUGHT USD 20240913
N/A NDDUEAFE TRS EQUITY FEDL01+48.5 MBC
N/A BOUGHT CNH SOLD USD 20241025
N/A 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD CNH BOUGHT USD 20240920
N/A IRS EUR 2.76000 03/04/24-10Y LCH
N/A SOLD SGD BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722
N/A AT&T INC SNR S* ICE
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD ILS BOUGHT USD 20240719
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD CHF BOUGHT USD 20240702
N/A SOLD ZAR BOUGHT USD 20240702
N/A 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705
N/A 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071
N/A SOLD EUR BOUGHT USD 20240702
N/A 317U5J6A8 PIMCO SWAPTION 4.09 PUT USD 20240426
N/A SOLD EUR BOUGHT USD 20240502
N/A SOLD CNH BOUGHT USD 20240419
N/A CDX IG42 5Y ICE
N/A NDDUEAFE TRS EQUITY FEDL01+6 ULO
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD IDR BOUGHT USD 20240620
N/A 317U5FHA4 PIMCO SWAPTION 3.55 CALL USD 2024041
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD EUR BOUGHT USD 20240402
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U5EPA8 PIMCO SWAPTION 3.5 CALL USD 20240408
N/A SOLD KRW BOUGHT USD 20240620
N/A NDDUEAFE TRS EQUITY FEDL01-3 ULO
N/A 317U5EDA1 PIMCO SWAPTION 2.85 PUT EUR 20240408
N/A NDDUEAFE TRS EQUITY FEDL01+3.5 MYI
N/A BOUGHT CHF SOLD USD 20240502
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT DKK SOLD USD 20240502
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U5GFA4 PIMCO SWAPTION 2.55 CALL EUR 2024041
N/A 317U5EOA9 PIMCO SWAPTION 3.9 PUT USD 20240408
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD HKD BOUGHT USD 20240419
N/A BOUGHT MXN SOLD USD 20240419
N/A 317U5BQA3 PIMCO SWAPTION 4.024 PUT USD 2024040
N/A BOUGHT CNH SOLD USD 20240402
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U5G9A1 PIMCO SWAPTION 3.685 CALL USD 202404
N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628
N/A US 10YR FUT OPTN MAY24P 108.5 EXP 04/26/2024
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD IDR BOUGHT USD 20240430
N/A RFRF USD SF+26.161/1.50 9/18/23-1Y* CME
N/A SOLD EUR BOUGHT USD 20240402
N/A SOLD IDR BOUGHT USD 20240620
N/A US 10YR FUT OPTN MAY24P 109 EXP 04/26/2024
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240415
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD TWD BOUGHT USD 20240620
N/A 317U5AZA5 PIMCO SWAPTION 3.75 CALL USD 2024040
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A SOLD BRL BOUGHT USD 20240402
N/A DJIA MINI E-CBOT JUN24 XCBT 20240621
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD CNH BOUGHT USD 20240506
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD TWD BOUGHT USD 20240620
N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618
N/A 317U5K0A1 PIMCO SWAPTION 2.48 CALL EUR 2024042
N/A 317U5G6A4 PIMCO SWAPTION 4.08 PUT USD 20240415
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U5K1A0 PIMCO SWAPTION 2.78 PUT EUR 20240429
N/A SOLD IDR BOUGHT USD 20240430
N/A 317U5HKA6 PIMCO SWAPTION 3.705 CALL USD 202404
N/A RFR USD SOFR/3.80740 03/01/24-4Y* LCH
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD CNH BOUGHT USD 20240419
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD IDR BOUGHT USD 20240430
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240402
N/A 317U5AYA6 PIMCO SWAPTION 4.25 PUT USD 20240402
N/A SOLD CHF BOUGHT USD 20240402
N/A BOUGHT EUR SOLD USD 20240402
N/A SOLD JPY BOUGHT USD 20240402
N/A SOLD EUR BOUGHT USD 20240402
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD DKK BOUGHT USD 20240402
N/A CDX HY42 5Y ICE
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD CNH BOUGHT USD 20240426
N/A NDDUEAFE TRS EQUITY FEDL01-3 JPM
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U5IKA4 PIMCO SWAPTION 2.77 PUT EUR 20240425
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT CAD SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A US ULTRA BOND CBT JUN24 XCBT 20240618
N/A BOUGHT INR SOLD USD 20240620
N/A 317U5GLA7 PIMCO SWAPTION 2.56 CALL EUR 2024041
N/A SOLD GBP BOUGHT USD 20240502
N/A BOUGHT JPY SOLD USD 20240502
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A INF SWAP US IT 2.4525 07/20/22-30Y LCH
N/A BOUGHT SEK SOLD USD 20240402
N/A BOUGHT DKK SOLD USD 20240402
N/A CDX IG41 5Y ICE
N/A SOLD AUD BOUGHT USD 20240402
N/A BOUGHT MXN SOLD USD 20240620
N/A J P MORGAN TERM REPO
N/A NDDUEAFE TRS EQUITY FEDL01+2.5 MYI
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT DKK SOLD USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240503
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT IDR SOLD USD 20240620
N/A BOUGHT JPY SOLD USD 20240502
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD SEK BOUGHT USD 20240402
N/A SOLD GBP BOUGHT USD 20240402
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5F8A4 PIMCO SWAPTION 2.77 PUT EUR 20240412
N/A 317U5BPA4 PIMCO SWAPTION 4.027 PUT USD 2024040
N/A BOUGHT MXN SOLD USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD DKK BOUGHT USD 20240502
N/A SOLD CAD BOUGHT USD 20240501
N/A 317U5ECA2 PIMCO SWAPTION 2.5 CALL EUR 20240408
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD CAD BOUGHT USD 20240501
N/A BOUGHT INR SOLD USD 20240620
N/A US 10YR FUT OPTN MAY24C 111.5 EXP 04/26/2024
N/A SOLD CNH BOUGHT USD 20240402
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD MXN BOUGHT USD 20240620
N/A SOLD CAD BOUGHT USD 20240426
N/A BOUGHT JPY SOLD USD 20240402
N/A 317U5GGA3 PIMCO SWAPTION 2.81 PUT EUR 20240415
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD TWD BOUGHT USD 20240520
N/A US 10YR FUT OPTN MAY24C 113 EXP 04/26/2024
N/A BOUGHT CHF SOLD USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD TWD BOUGHT USD 20240620
N/A 317U5IJA6 PIMCO SWAPTION 2.48 CALL EUR 2024042
N/A SOLD CNH BOUGHT USD 20240426
N/A SOLD CHF BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD EUR BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U5J4A0 PIMCO SWAPTION 4.09 PUT USD 20240426
N/A 317U5HQA0 PIMCO SWAPTION 2.86 PUT EUR 20240422
N/A SOLD HKD BOUGHT USD 20240419
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD DKK BOUGHT USD 20250401
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A 317U5GKA8 PIMCO SWAPTION 2.85 PUT EUR 20240418
N/A 317U5HLA5 PIMCO SWAPTION 4.105 PUT USD 2024042
N/A SOLD JPY BOUGHT USD 20240408
N/A SOLD TWD BOUGHT USD 20240620
N/A 317U5F3A9 PIMCO SWAPTION 3.5 CALL USD 20240411
N/A 317U5GNA5 PIMCO SWAPTION 3.75 CALL USD 2024041
N/A 317U5FGA5 PIMCO SWAPTION 3.95 PUT USD 20240412
N/A SOLD TWD BOUGHT USD 20240620
N/A BOUGHT IDR SOLD USD 20240620
N/A CDX IG40 5Y ICE
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT JPY SOLD USD 20240402
N/A BOUGHT CAD SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT JPY SOLD USD 20240402
N/A BOUGHT AUD SOLD USD 20240402
N/A 317U5GMA6 PIMCO SWAPTION 4.15 PUT USD 20240418
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT ZAR SOLD USD 20240502
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A AT&T INC SNR S* ICE
N/A SOLD CNH BOUGHT USD 20240426
N/A NDDUEAFE TRS EQUITY FEDL01+6.5 BULLET
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT BRL SOLD USD 20240503
N/A SOLD CAD BOUGHT USD 20240502
N/A 317U5HPA1 PIMCO SWAPTION 2.56 CALL EUR 2024042
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD JPY BOUGHT USD 20240701
N/A 317U5G7A3 PIMCO SWAPTION 3.68 CALL USD 2024041
N/A RFR USD SOFR/3.64960 03/01/24-4Y* LCH
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT BRL SOLD USD 20240402
N/A 317U5J7A7 PIMCO SWAPTION 3.69 CALL USD 2024042
N/A SOLD CAD BOUGHT USD 20240409
N/A BOUGHT ZAR SOLD USD 20240419
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U5J5A9 PIMCO SWAPTION 3.69 CALL USD 2024042
N/A 317U5F9A3 PIMCO SWAPTION 2.43 CALL EUR 2024041
N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628
N/A SOLD BRL BOUGHT USD 20240402
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A SOLD KRW BOUGHT USD 20240429
N/A BOUGHT IDR SOLD USD 20240620
N/A 317U5G8A2 PIMCO SWAPTION 4.085 PUT USD 2024041
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT DKK SOLD USD 20240402
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD CAD BOUGHT USD 20240502
N/A BOUGHT DKK SOLD USD 20240502
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240624
N/A 317U5BTA0 PIMCO SWAPTION 3.624 CALL USD 202404
N/A BOUGHT BRL SOLD USD 20240503
N/A 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717
N/A 317U5F2A0 PIMCO SWAPTION 3.9 PUT USD 20240411
N/A BOUGHT INR SOLD USD 20240620
N/A 317U5BSA1 PIMCO SWAPTION 3.627 CALL USD 202404
N/A 317U4P0A1 PIMCO SWAPTION 3.994 PUT USD 2024010
N/A 317U4QEA4 PIMCO SWAPTION 4.0 PUT USD 20240116
N/A 317U4QZA1 PIMCO SWAPTION 3.75 PUT USD 20240116
N/A 317U4PQA3 PIMCO SWAPTION 3.6 CALL USD 20240112
N/A RFR USD SOFR/4.15500 10/02/23-10Y LCH
N/A 317U4NIA7 PIMCO SWAPTION 3.6475 CALL USD 20240
N/A BOUGHT ZAR SOLD USD 20240119
N/A BOUGHT BRL SOLD USD 20240103
N/A BOUGHT IDR SOLD USD 20240320
N/A RFR USD SOFR/4.22000 10/20/23-10Y LCH
N/A BOUGHT BRL SOLD USD 20240202
N/A 3 MONTH SOFR FUT MAR24 XCME 20240618
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U4SQA7 PIMCO SWAPTION 3.235 CALL USD 202401
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD KRW BOUGHT USD 20240620
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A MSCI EAFE MAR24 IFUS 20240315
N/A SOLD KRW BOUGHT USD 20240620
N/A RFR USD SOFR/3.25000 06/21/23-5Y CME
N/A 317U4RJA7 PIMCO SWAPTION 3.744 PUT USD 2024011
N/A RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME
N/A SOLD JPY BOUGHT USD 20240109
N/A RFR USD SOFR/3.87000 10/17/23-30Y LCH
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U4RAA6 PIMCO SWAPTION 2.7 PUT EUR 20240118
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD EUR BOUGHT USD 20240109
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4SPA8 PIMCO SWAPTION 3.685 PUT USD 2024012
N/A SOLD IDR BOUGHT USD 20240320
N/A 317U4QDA5 PIMCO SWAPTION 3.995 PUT USD 2024011
N/A BOUGHT ZAR SOLD USD 20240119
N/A BOUGHT MXN SOLD USD 20240131
N/A BOUGHT ZAR SOLD USD 20240117
N/A 3 MONTH SOFR FUT JUN24 XCME 20240917
N/A RFR JPY MUTK/1.00000 03/21/24-10Y LCH
N/A SOLD KRW BOUGHT USD 20240108
N/A SOLD CAD BOUGHT USD 20240202
N/A BOUGHT MXN SOLD USD 20240419
N/A BOUGHT INR SOLD USD 20240320
N/A 317U4SSA5 PIMCO SWAPTION 3.215 CALL USD 202401
N/A SOLD HUF BOUGHT USD 20240104
N/A IRS EUR 2.75000 03/20/24-30Y LCH
N/A BOUGHT IDR SOLD USD 20240320
N/A RFRF USD SF+26.161/0.50 9/16/23-5Y* CME
N/A SOLD KRW BOUGHT USD 20240620
N/A RFR USD SOFR/3.85400 12/29/23-10Y LCH
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT AUD SOLD USD 20240109
N/A 317U4SRA6 PIMCO SWAPTION 3.665 PUT USD 2024012
N/A 317U4NKA4 PIMCO SWAPTION 3.67 CALL USD 2024010
N/A NDDUEAFE TRS EQUITY FEDL01-3 ULO
N/A 317U4NLA3 PIMCO SWAPTION 2.96 PUT EUR 20240105
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD KRW BOUGHT USD 20240620
N/A FIXED INC CLEARING CORP.REPO
N/A US 2YR NOTE (CBT) MAR24 XCBT 20240328
N/A SOLD CAD BOUGHT USD 20240116
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4ROA1 PIMCO SWAPTION 3.735 PUT USD 2024011
N/A 317U4NNA1 PIMCO SWAPTION 4.044 PUT USD 2024010
N/A BOUGHT HUF SOLD USD 20240104
N/A SOLD CAD BOUGHT USD 20240109
N/A RFR USD SOFR/3.50000 12/20/23-7Y CME
N/A BOUGHT INR SOLD USD 20240320
N/A NDDUEAFE TRS EQUITY FEDL01+6 ULO
N/A RFR USD SOFR/4.17500 10/10/23-10Y LCH
N/A 317U4NCA3 PIMCO SWAPTION 2.65 CALL EUR 2024010
N/A SOLD JPY BOUGHT USD 20240109
N/A BOUGHT TWD SOLD USD 20240229
N/A NDDUEAFE TRS EQUITY FEDL01+3.5 MYI
N/A BOUGHT JPY SOLD USD 20240109
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD JPY BOUGHT USD 20240109
N/A RFR USD SOFR/3.73000 08/03/23-10Y LCH
N/A RFR USD SOFR/4.15000 10/12/23-10Y LCH
N/A 317U4QFA3 PIMCO SWAPTION 3.55 CALL USD 2024011
N/A BOUGHT CNH SOLD USD 20240326
N/A SOLD GBP BOUGHT USD 20240109
N/A SOLD TWD BOUGHT USD 20240320
N/A 317U4MMA4 PIMCO SWAPTION 3.684 CALL USD 202312
N/A 317U4P3A8 PIMCO SWAPTION 3.489 CALL USD 202401
N/A US 5YR NOTE (CBT) MAR24 XCBT 20240328
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240103
N/A 317U4NPA9 PIMCO SWAPTION 4.01 PUT USD 20240105
N/A 317U4PMA7 PIMCO SWAPTION 2.89 PUT EUR 20240112
N/A BOUGHT BRL SOLD USD 20240103
N/A BOUGHT BRL SOLD USD 20240103
N/A US ULTRA BOND CBT MAR24 XCBT 20240319
N/A 317U4PCA8 PIMCO SWAPTION 3.455 CALL USD 202401
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT MXN SOLD USD 20240131
N/A BOUGHT TWD SOLD USD 20240229
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD MXN BOUGHT USD 20240131
N/A 317U4R9A8 PIMCO SWAPTION 2.31 CALL EUR 2024011
N/A BOUGHT BRL SOLD USD 20240402
N/A 317U4R0A7 PIMCO SWAPTION 3.3 CALL USD 20240116
N/A 317U4QPA2 PIMCO SWAPTION 2.33 CALL EUR 2024011
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4RPA0 PIMCO SWAPTION 3.285 CALL USD 202401
N/A SOLD CAD BOUGHT USD 20240109
N/A 317U4NBA4 PIMCO SWAPTION 3.03 PUT EUR 20240104
N/A BOUGHT INR SOLD USD 20240229
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT IDR SOLD USD 20240320
N/A RFR USD SOFR/4.16500 09/27/23-10Y LCH
N/A BOUGHT JPY SOLD USD 20240109
N/A BOUGHT INR SOLD USD 20240320
N/A RFR USD SOFR/3.75000 01/02/24-10Y LCH
N/A RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME
N/A RFR USD SOFR/1.75000 06/15/22-2Y CME
N/A SOLD IDR BOUGHT USD 20240320
N/A IRS EUR 3.00000 03/20/24-10Y LCH
N/A SOLD BRL BOUGHT USD 20240103
N/A RFR USD SOFR/4.25500 10/23/23-10Y LCH
N/A 317U4P1A0 PIMCO SWAPTION 3.494 CALL USD 202401
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U4NMA2 PIMCO SWAPTION 2.59 CALL EUR 2024010
N/A SOLD GBP BOUGHT USD 20240109
N/A RFR USD SOFR/3.90000 08/30/23-10Y LCH
N/A 317U4PPA4 PIMCO SWAPTION 4.05 PUT USD 20240112
N/A RFR USD SOFR/3.83000 10/12/23-30Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A RFR USD SOFR/3.73500 08/07/23-10Y LCH
N/A RFR USD SOFR/4.23000 10/23/23-10Y LCH
N/A SOLD CAD BOUGHT USD 20240109
N/A BOUGHT SEK SOLD USD 20240109
N/A 317U4PLA8 PIMCO SWAPTION 2.49 CALL EUR 2024011
N/A AT&T INC SNR S* ICE
N/A BOUGHT BRL SOLD USD 20240103
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A BOUGHT EUR SOLD USD 20240109
N/A BOUGHT IDR SOLD USD 20240131
N/A RFR USD SOFR/4.03000 12/15/23-10Y LCH
N/A 317U4QOA3 PIMCO SWAPTION 2.74 PUT EUR 20240115
N/A RFR USD SOFR/3.84200 12/26/23-10Y LCH
N/A US 10YR NOTE (CBT)MAR24 XCBT 20240319
N/A SOLD BRL BOUGHT USD 20240202
N/A INF SWAP US IT 2.4525 07/20/22-30Y LCH
N/A 317U4NJA6 PIMCO SWAPTION 4.12 PUT USD 20240104
N/A SOLD GBP BOUGHT USD 20240109
N/A SOLD JPY BOUGHT USD 20240109
N/A SOLD AUD BOUGHT USD 20240109
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD ZAR BOUGHT USD 20240119
N/A RFR USD SOFR/4.17000 10/03/23-10Y LCH
N/A 317U4PBA9 PIMCO SWAPTION 3.955 PUT USD 2024010
N/A 317U4QCA6 PIMCO SWAPTION 3.545 CALL USD 202401
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT BRL SOLD USD 20240202
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U4RKA5 PIMCO SWAPTION 3.344 CALL USD 202401
N/A 317U4OMA0 PIMCO SWAPTION 2.44 CALL EUR 2024010
N/A BOUGHT ZAR SOLD USD 20240119
N/A RFR USD SOFR/3.95000 09/13/23-10Y LCH
N/A SOLD IDR BOUGHT USD 20240320
N/A NDDUEAFE TRS EQUITY FEDL01-3 JPM
N/A RFR USD SOFR/3.76000 08/23/23-10Y LCH
N/A SOLD CAD BOUGHT USD 20240201
N/A SOLD SEK BOUGHT USD 20240109
N/A SOLD KRW BOUGHT USD 20240122
N/A BOUGHT KRW SOLD USD 20240108
N/A SOLD EUR BOUGHT USD 20240109
N/A SOLD CHF BOUGHT USD 20240109
N/A 317U4NOA0 PIMCO SWAPTION 3.594 CALL USD 202401
N/A RFR USD SOFR/4.45000 10/31/23-10Y LCH
N/A BOUGHT BRL SOLD USD 20240202
N/A 317U4NQA8 PIMCO SWAPTION 3.56 CALL USD 2024010
N/A 317U4T2A1 PIMCO SWAPTION 3.62 PUT USD 20240129
N/A SOLD IDR BOUGHT USD 20240108
N/A SOLD BRL BOUGHT USD 20240103
N/A 317U4P2A9 PIMCO SWAPTION 3.989 PUT USD 2024010
N/A RFR USD SOFR/4.03000 10/04/23-10Y LCH
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD JPY BOUGHT USD 20240109
N/A SOLD TWD BOUGHT USD 20240229
N/A 317U4ONA9 PIMCO SWAPTION 2.86 PUT EUR 20240108
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A SOLD CAD BOUGHT USD 20240102
N/A RFR USD SOFR/1.75000 06/15/22-5Y CME
N/A SOLD KRW BOUGHT USD 20240131
N/A AMZN US TRS EQUITY FEDL01+80 BULLET BO
N/A SOLD CAD BOUGHT USD 20240205
N/A NDDUEAFE TRS EQUITY FEDL01+6.5 BULLET
N/A RFRF USD SF+26.161/1.50 9/18/23-1Y* CME
N/A 317U4T3A0 PIMCO SWAPTION 3.17 CALL USD 2024012
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD MXN BOUGHT USD 20240131
N/A RFR USD SOFR/4.20000 10/18/23-10Y LCH
N/A RFR USD SOFR/3.00000 06/21/23-7Y CME
N/A SOLD HUF BOUGHT USD 20240104
N/A NDDUEAFE TRS EQUITY FEDL01+2.5 MYI
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT JPY SOLD USD 20240109
N/A BOUGHT IDR SOLD USD 20240108
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT AUD SOLD USD 20240109
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 JPY BOUGHT USD 20231030
N/A SOLD JPY BOUGHT USD 20231113
N/A BOUGHT JPY SOLD USD 20231113
N/A BOUGHT AUD SOLD USD 20231115
N/A SOLD CAD BOUGHT USD 20231027
N/A SOLD DKK BOUGHT USD 20231002
N/A SOLD SEK BOUGHT USD 20231115
N/A NDDUEAFE TRS EQUITY FEDL01+2.5 MYI
N/A NDDUEAFE TRS EQUITY FEDL01+3.5 MYI
N/A NDDUEAFE TRS EQUITY FEDL01+6 ULO
N/A NDDUEAFE TRS EQUITY FEDL01+6.5 BULLET
N/A NDDUEAFE TRS EQUITY FEDL01-21 MEI
N/A NDDUEAFE TRS EQUITY FEDL01-3 ULO
N/A MSCI EAFE DEC23 IFUS 20231215
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD AUD BOUGHT USD 20231115
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 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 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 INF SWAP US IT 2.4525 07/20/22-30Y LCH
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/3.90000 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+26.161/0.50 9/16/23-5Y* CME
N/A RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME
N/A RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME
N/A RFRF USD SF+26.161/1.50 9/18/23-1Y* CME
N/A ZCS BRL 10.155 09/14/23-01/04/27 CME
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231102
N/A SOLD GBP BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231102
N/A BOUGHT CHF SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231204
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 ULTRA BOND CBT DEC23 XCBT 20231219
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A AT&T INC SNR S* ICE
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT CHF SOLD USD 20231102
N/A SOLD CHF BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231204
N/A BOUGHT JPY SOLD USD 20231030
N/A BOUGHT SEK SOLD USD 20231115
N/A SOLD JPY BOUGHT USD 20231127
N/A SOLD JPY BOUGHT USD 20240109
N/A SOLD MXN BOUGHT USD 20231016
N/A BOUGHT EUR SOLD USD 20231115
N/A SOLD GBP BOUGHT USD 20231003
N/A BOUGHT EUR SOLD USD 20231115
N/A BOUGHT JPY SOLD USD 20231030
N/A SOLD AUD BOUGHT USD 20231115
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD CAD BOUGHT USD 20231031
N/A SOLD DKK BOUGHT USD 20231002
N/A SOLD EUR BOUGHT USD 20231115
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD SEK BOUGHT USD 20231115
N/A SOLD EUR BOUGHT USD 20231115
N/A SOLD SEK BOUGHT USD 20231115
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD CAD BOUGHT USD 20231101
N/A SOLD MXN BOUGHT USD 20231016
N/A BOUGHT CAD SOLD USD 20231003
N/A SOLD CHF BOUGHT USD 20230705
N/A SOLD JPY BOUGHT USD 20230705
N/A 317U3AYA8 PIMCO SWAPTION 3.78 PUT USD 20230731
N/A 317U3AZA7 PIMCO SWAPTION 3.38 CALL USD 2023073
N/A INF SWAP US IT 2.4525 07/20/22-30Y LCH
N/A IRS EUR 2.50000 09/20/23-30Y LCH
N/A IRS EUR 3.00000 09/20/23-10Y LCH
N/A IRSF USD 0.50000 12/16/22-1Y* (WHT) CME
N/A IRSF USD 1.25000 12/16/22-1Y* (WHT) CME
N/A IRSF USD 1.25000 12/17/22-1Y* (WHT) CME
N/A IRSF USD 1.50000 12/18/22-1Y* (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+26.161/0.50 9/16/23-5Y* CME
N/A RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME
N/A RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME
N/A RFRF USD SF+26.161/1.50 9/18/23-1Y* CME
N/A BOUGHT GBP SOLD USD 20230705
N/A SOLD GBP BOUGHT USD 20230802
N/A US 10YR NOTE (CBT)SEP23 XCBT 20230920
N/A US 2YR NOTE (CBT) SEP23 XCBT 20230929
N/A US 5YR NOTE (CBT) SEP23 XCBT 20230929
N/A US ULTRA BOND CBT SEP23 XCBT 20230920
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A CITIGROUP REPO REPO 5807
N/A SOLD AUD BOUGHT USD 20230816
N/A BOUGHT EUR SOLD USD 20230816
N/A BOUGHT CHF SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230816
N/A BOUGHT JPY SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230705
N/A SOLD SEK BOUGHT USD 20230816
N/A GENERAL MOTORS COMPANY SNR S* ICE
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 EUR BOUGHT USD 20230816
N/A SOLD JPY BOUGHT USD 20230802
N/A NDDUEAFE TRS EQUITY FEDL01+3.5 MYI
N/A NDDUEAFE TRS EQUITY FEDL01-21 MEI
N/A NDDUEAFE TRS EQUITY FEDL01-3 ULO
N/A NDDUEAFE TRS EQUITY FEDL01-4 MBC
N/A NDDUEAFE TRS EQUITY FEDL01-4 ULO
N/A NDDUEAFE TRS EQUITY FEDL01-7.8 BULLE JPM
N/A MSCI EAFE SEP23 IFUS 20230915
N/A INF SWAP US IT 2.4525 07/20/22-30Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.25000 06/17/20-10Y CME
N/A IRS USD 1.50000 12/18/19-5Y CME
N/A BOUGHT CHF SOLD USD 20230404
N/A BOUGHT CNH SOLD USD 20230510
N/A SOLD CHF BOUGHT USD 20230502
N/A SOLD GBP BOUGHT USD 20230502
N/A US 10YR NOTE (CBT)JUN23 XCBT 20230621
N/A US 2YR NOTE (CBT) JUN23 XCBT 20230630
N/A US 5YR NOTE (CBT) JUN23 XCBT 20230630
N/A US ULTRA BOND CBT JUN23 XCBT 20230621
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A DEUTSCHE BANK REPO REPO
N/A RBC CAPITAL MARKETS REPO REPO
N/A BOUGHT EUR SOLD USD 20230516
N/A SOLD CHF BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230522
N/A SOLD SEK BOUGHT USD 20230516
N/A SOLD JPY BOUGHT USD 20230508
N/A SOLD JPY BOUGHT USD 20230515
N/A BOUGHT EUR SOLD USD 20230516
N/A SOLD EUR BOUGHT USD 20230516
N/A BOEING CO/THE SNR S* ICE
N/A BOEING CO/THE SNR S* ICE
N/A BOUGHT JPY SOLD USD 20230404
N/A SOLD JPY BOUGHT USD 20230502
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD EUR BOUGHT USD 20230516
N/A SOLD GBP BOUGHT USD 20230404
N/A SOLD GBP BOUGHT USD 20230404
N/A BOUGHT BRL SOLD USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A BOUGHT CHF SOLD USD 20230404
N/A SOLD AUD BOUGHT USD 20230516
N/A SOLD JPY BOUGHT USD 20230404
N/A NDDUEAFE TRS EQUITY FEDL01-21 MEI
N/A NDDUEAFE TRS EQUITY FEDL01-3.5 MYI
N/A NDDUEAFE TRS EQUITY FEDL01-4 MBC
N/A NDDUEAFE TRS EQUITY FEDL01-4 ULO
N/A NDDUEAFE TRS EQUITY FEDL01-5 JPM
N/A NDDUEAFE TRS EQUITY FEDL01-7.8 BULLE JPM
N/A MSCI EAFE JUN23 IFUS 20230616
N/A BOUGHT JPY SOLD USD 20230404
N/A BOUGHT JPY SOLD USD 20230404
N/A BOUGHT MXN SOLD USD 20230515
N/A INF SWAP US IT 2.4525 07/20/22-30Y 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 1.25000 06/17/20-5Y CME
N/A BOUGHT CNH SOLD USD 20230510
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 FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A SOLD EUR BOUGHT USD 20230216
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD EUR BOUGHT USD 20230216
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A CDX IG39 5Y ICE
N/A SOLD AUD BOUGHT USD 20230216
N/A SOLD AUD BOUGHT USD 20230216
N/A SOLD BRL BOUGHT USD 20230104
N/A SOLD CHF BOUGHT USD 20230110
N/A SOLD ILS BOUGHT USD 20230104
N/A BOUGHT ILS SOLD USD 20230104
N/A BOUGHT BRL SOLD USD 20230104
N/A BOUGHT MXN SOLD USD 20230321
N/A SOLD BRL BOUGHT USD 20230202
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD GBP BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A BOUGHT EUR SOLD USD 20230216
N/A NDDUEAFE TRS EQUITY FEDL01+1 MEI
N/A NDDUEAFE TRS EQUITY FEDL01-3.5 MYI
N/A NDDUEAFE TRS EQUITY FEDL01-4 MBC
N/A NDDUEAFE TRS EQUITY FEDL01-4 ULO
N/A NDDUEAFE TRS EQUITY FEDL01-5 JPM
N/A NDDUEAFE TRS EQUITY FEDL01-7.8 BULLE JPM
N/A STELLANTIS NV SNR SE ICE
N/A NDDUEAFE TRS EQUITY FEDL01+1 MEI
N/A NDDUEAFE TRS EQUITY FEDL01-3.5 MYI
N/A NDDUEAFE TRS EQUITY FEDL01-4 JPM
N/A NDDUEAFE TRS EQUITY FEDL01-4 MBC
N/A NDDUEAFE TRS EQUITY FEDL01-4 ULO
N/A NDDUEAFE TRS EQUITY FEDL01-5 JPM
N/A NDDUEAFE TRS EQUITY FEDL01-7.8 BULLE JPM
N/A MSCI EAFE DEC22 IFUS 20221216
N/A SOLD EUR/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 US IT 2.4525 07/20/22-30Y 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 1.00000 12/16/20-5Y 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 1.25000 06/17/20-7Y CME
N/A IRS USD 1.27700 07/21/21-10Y LCH
N/A IRS USD 1.50000 06/17/20-30Y CME
N/A IRS USD 1.50000 12/18/19-5Y CME
N/A IRS USD 2.30000 12/03/15-10Y CME
N/A IRS USD 2.50000 12/20/17-10Y LCH
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 BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/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 PARIBAS REPO
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 EUR/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CNH/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 BOEING CO/THE SNR S* ICE
N/A BOEING CO/THE SNR S* ICE
N/A CDX IG38 5Y ICE
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A BOUGHT ILS/SOLD USD
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 CNH/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A HOCHTIEF AG SNR SE SP JPM
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A 317535G48 PIMCO CDSOPT PUT EUR 5.25 20220720
N/A 31750JPQ2 PIMCO CDSOPT PUT EUR 7.0 20220817
N/A 317592QN6 PIMCO CDSOPT PUT EUR 7.0 20220817
N/A 317511W25 PIMCO CDSOPT PUT EUR 1.2 20220720
N/A 3175438A7 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 BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A NDDUEAFE TRS EQUITY 3ML-10 HUS
N/A NDDUEAFE TRS EQUITY 3ML-13 BULLET JPM
N/A NDDUEAFE TRS EQUITY 3ML-7.5 BULLET MEI
N/A NDDUEAFE TRS EQUITY 3ML-9 MYI
N/A NDDUEAFE TRS EQUITY FEDL01+1 JPM
N/A NDDUEAFE TRS EQUITY FEDL01+1 MEI
N/A NDDUEAFE TRS EQUITY FEDL01+8 ULO
N/A NDDUEAFE TRS EQUITY FEDL01-4 JPM
N/A NDDUEAFE TRS EQUITY FEDL01-5 JPM
N/A MSCI EAFE SEP22 IFUS 20220916
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A S+P500 EMINI FUT SEP22 XCME 20220916
N/A SOLD CAD/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 3.595 11/15/18-10Y LCH
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 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 2.30000 12/03/15-10Y 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 SOLD MXN/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 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 SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT 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 CHF/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOEING CO/THE SNR S* ICE
N/A BOEING CO/THE SNR S* ICE
N/A 317555WO4 PIMCO CDSOPT PUT USD 95.0 20220817
N/A 317535N81 PIMCO CDSOPT PUT USD 1.4 20220817
N/A 317535T02 PIMCO CDSOPT PUT USD 1.3 20220817
N/A 317546CF4 PIMCO CDSOPT PUT USD 1.35 20220817
N/A 317561J74 PIMCO CDSOPT PUT USD 1.25 20220720
N/A 317565EF2 PIMCO CDSOPT CALL USD 0.7 20220817
N/A CDX IG38 5Y ICE
N/A SOLD ILS/BOUGHT USD
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N/A GENERAL ELECTRIC COMPANY SNR S* ICE
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N/A EURO-BUND FUTURE SEP22 XEUR 20220908
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N/A HOCHTIEF AG SNR SE SP JPM
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N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
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N/A GENERAL ELECTRIC COMPANY SNR S* ICE
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N/A EURO-BUND FUTURE JUN22 XEUR 20220608
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N/A HOCHTIEF AG SNR SE SP JPM
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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
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N/A 317565P86 PIMCO CDSOPT PUT EUR 4.25 20220420
N/A 317583YR7 PIMCO CDSOPT PUT EUR 4.25 20220518
N/A 317513OB0 PIMCO CDSOPT PUT EUR 1.0 20220518
N/A 317514OF9 PIMCO CDSOPT PUT EUR 0.95 20220615
N/A 3175211L6 PIMCO CDSOPT PUT EUR 0.9 20220420
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 BOUGHT MXN/SOLD USD
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N/A STELLANTIS NV SNR SE ICE
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N/A 317U912X7 PIMCO SWAPTION 0.028 PUT USD 2024031
N/A IRS EUR 0.25000 09/21/22-10Y LCH
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N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.17000 08/04/21-10Y LCH
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N/A IRS USD 1.27700 07/21/21-10Y LCH
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N/A IRS USD 2.92750 09/28/18-7Y* CME
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N/A LONG GILT FUTURE JUN22 IFLL 20220628
N/A US 10YR NOTE (CBT)JUN22 XCBT 20220621
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N/A BOEING CO/THE SNR S* ICE
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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
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N/A CDX IG35 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
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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
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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 317582CF9 PIMCO CDSOPT PUT USD 0.85 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 SOLD CNH/BOUGHT USD
N/A 90DAY EUR FUTR DEC22 XCME 20221219
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N/A GENERAL ELECTRIC COMPANY SNR S* ICE
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N/A BOUGHT RUB/SOLD USD
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N/A SOLD RUB/BOUGHT USD
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N/A HOCHTIEF AG SNR SE SP JPM
N/A BOUGHT GBP/SOLD USD
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N/A SOLD CNH/BOUGHT USD
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N/A SOLD EUR/BOUGHT USD
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N/A SOLD GBP/BOUGHT USD
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N/A 317557H90 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175654F3 PIMCO CDSOPT PUT EUR 3.5 20220119
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N/A 3175611Q1 PIMCO CDSOPT PUT EUR 4.25 20220316
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N/A 317515OI0 PIMCO CDSOPT PUT EUR 0.9 20220316
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N/A 317532B73 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317551042 PIMCO CDSOPT PUT EUR 0.75 20220119
N/A 317572LA1 PIMCO CDSOPT PUT EUR 0.8 20220119
N/A 3175955A0 PIMCO CDSOPT PUT EUR 0.8 20220316
N/A 317595I40 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317595NW2 PIMCO CDSOPT PUT EUR 0.8 20220119
N/A SOLD EUR/BOUGHT USD
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N/A NDDUEAFE TRS EQUITY 3ML-10 HUS
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N/A MSCI EAFE MAR22 IFUS 20220318
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N/A S+P500 EMINI FUT MAR22 XCME 20220318
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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
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N/A INF SWAP GB NI 3.2171 11/15/20-20Y LCH
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N/A IRS EUR 0.25000 03/16/22-10Y LCH
N/A IRS EUR 0.50000 03/16/22-30Y LCH
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N/A IRS USD 0.37000 08/04/21-3Y LCH
N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 1.06310 03/15/21-10Y CME
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N/A IRS USD 1.27700 07/21/21-10Y LCH
N/A IRS USD 2.30000 12/03/15-10Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
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N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A ZCS BRL 6.5717 05/26/21-01/02/23 CME
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N/A LONG GILT FUTURE MAR22 IFLL 20220329
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N/A BOEING CO/THE SNR S* ICE
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N/A 3175DC536 PIMCO CDSOPT PUT USD 102.0 20220119
N/A 3175ES290 PIMCO CDSOPT PUT USD 102.0 20220119
N/A 3175XZ012 PIMCO CDSOPT PUT USD 0.75 20220119
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N/A 317554NE9 PIMCO CDSOPT PUT USD 0.8 20220216
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N/A 317564ML3 PIMCO CDSOPT PUT USD 0.85 20220119
N/A CDX IG37 5Y ICE
N/A SOLD ILS/BOUGHT USD
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N/A 3175ER706 PIMCO CDSOPT PUT USD 0.75 20211020
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N/A 3175ES035 PIMCO CDSOPT PUT USD 0.8 20211215
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N/A CDX IG36 5Y ICE
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N/A BOUGHT EUR/SOLD USD
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N/A SOLD GBP/BOUGHT USD
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N/A 90DAY EUR FUTR DEC22 XCME 20221219
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N/A GENERAL ELECTRIC COMPANY SNR S* ICE
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N/A HOCHTIEF AG SNR SE SP JPM
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N/A SOLD SGD/BOUGHT USD
N/A 3175329H4 PIMCO CDSOPT PUT EUR 3.5 20211117
N/A 3175859C3 PIMCO CDSOPT PUT EUR 3.5 20211215
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N/A 3175229Z5 PIMCO CDSOPT PUT EUR 0.8 20211117
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N/A BOUGHT MXN/SOLD USD
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N/A NDDUEAFE TRS EQUITY 3ML-10 HUS
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N/A 317U911X8 PIMCO SWAPTION 0.0185 PUT USD 202403
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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 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 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 2.30000 12/03/15-10Y 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 SOLD CAD/BOUGHT USD
N/A SOLD CNH/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 SOLD JPY/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 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 TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOEING CO/THE SNR S* ICE
N/A BOEING CO/THE SNR S* ICE
N/A 3175DC544 PIMCO CDSOPT PUT USD 104.0 20211215
N/A 3175ER060 PIMCO CDSOPT PUT USD 101.0 20211020
N/A 3175ER722 PIMCO CDSOPT PUT USD 101.0 20211020
N/A 3175ER888 PIMCO CDSOPT PUT USD 103.0 20211117
N/A 3175ER946 PIMCO CDSOPT PUT USD 101.0 20211117
N/A 3175ES282 PIMCO CDSOPT PUT USD 104.0 20211215
N/A 3175EQ971 PIMCO CDSOPT PUT USD 0.85 20211020
N/A SOLD RUB/BOUGHT USD
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 EUR/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A HOCHTIEF AG SNR SE SP JPM
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 SOLD GBP/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
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 3175DB983 PIMCO CDSOPT PUT EUR 0.8 20210915
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A BOUGHT MXN/SOLD USD
N/A SOLD TRY/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A NDDUEAFE TRS EQUITY 3ML-11 FBF
N/A NDDUEAFE TRS EQUITY 3ML-11 MYI
N/A NDDUEAFE TRS EQUITY 3ML-13 BULLET JPM
N/A NDDUEAFE TRS EQUITY 3ML-14 JPM
N/A NDDUEAFE TRS EQUITY 3ML-15 JPM
N/A NDDUEAFE TRS EQUITY 3ML-32 ULO
N/A NDDUEAFE TRS EQUITY 3ML-7.5 BULLET MEI
N/A NDDUEAFE TRS EQUITY 3ML-8.5 MEI
N/A MSCI EAFE SEP21 XNLI 20210917
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD BRL/BOUGHT USD
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 3.34 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 CNY 2.68750 03/17/21-5Y LCH
N/A IRS CNY 2.69000 03/17/21-5Y LCH
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70500 03/17/21-5Y LCH
N/A IRS CNY 2.77000 03/17/21-5Y LCH
N/A IRS CNY 2.81000 03/17/21-5Y LCH
N/A IRS EUR 0.00000 09/15/21-10Y LCH
N/A IRS EUR 0.50000 09/15/21-30Y LCH
N/A IRS JPY 0.35000 03/17/21-30Y LCH
N/A IRS USD 0.37000 08/04/21-3Y LCH
N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.17000 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 2.30000 12/03/15-10Y 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 SOLD CAD/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD 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 317591AW5 OTC EPUT FN 2.5 102.046875
N/A 3175ER235 OTC EPUT FN 3.0 103.984375
N/A 3175ER334 OTC EPUT FN 3.0 103.6953125
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 BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD IDR/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A 3175EP940 PIMCO CDSOPT PUT USD 100.0 20210721
N/A 3175ER060 PIMCO CDSOPT PUT USD 101.0 20211020
N/A 3175JL423 PIMCO CDSOPT PUT USD 98.0 20210721
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 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 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 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 CNH/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A HOCHTIEF AG SNR SE SP JPM
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A CDX ITRAXX XOV34 5Y ICE
N/A CDX ITRAXX XOV35 5Y ICE
N/A 3175119L9 PIMCO CDSOPT PUT EUR 0.8 20210616
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 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 CDX ITRAXX MAIN34 5Y ICE
N/A BOUGHT MXN/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD CNY/BOUGHT USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT EUR/SOLD BRL
N/A SOLD BRL/BOUGHT EUR
N/A SOLD EUR/BOUGHT BRL
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A NDDUEAFE TRS EQUITY 3ML-11 BULLET MEI
N/A NDDUEAFE TRS EQUITY 3ML-11 BULLET ULO
N/A NDDUEAFE TRS EQUITY 3ML-11 FBF
N/A NDDUEAFE TRS EQUITY 3ML-11 MYI
N/A NDDUEAFE TRS EQUITY 3ML-15 MEI
N/A NDDUEAFE TRS EQUITY 3ML-20 FBF
N/A NDDUEAFE TRS EQUITY 3ML-32 ULO
N/A MSCI EAFE JUN21 XNLI 20210618
N/A SOLD JPY/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 TWD/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 3.334 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 CNY 2.68750 03/17/21-5Y LCH
N/A IRS CNY 2.69000 03/17/21-5Y LCH
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70500 03/17/21-5Y LCH
N/A IRS CNY 2.77000 03/17/21-5Y LCH
N/A IRS CNY 2.81000 03/17/21-5Y LCH
N/A IRS EUR -0.25000 06/16/21-10Y LCH
N/A IRS EUR 0.00000 06/16/21-30Y LCH
N/A IRS JPY 0.35000 03/17/21-30Y LCH
N/A IRS USD 0.37000 08/04/21-3Y LCH
N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 1.06310 03/15/21-10Y CME
N/A IRS USD 1.17000 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 2.30000 12/03/15-10Y 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 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 31750HQA0 OTC EPUT FN 2.0 102.25
N/A 31750HTC3 OTC EPUT FN 2.0 99.9140625
N/A 31750HTY5 OTC ECAL FN 2.0 100.453125
N/A 31750HTZ2 OTC EPUT FN 2.0 98.453125
N/A 317511KO0 OTC ECAL FN 2.0 100.53125
N/A 317512EG2 OTC EPUT FN 2.0 99.4296875
N/A 317514RI0 OTC EPUT FN 2.5 101.546875
N/A 317514XO0 OTC EPUT FN 2.5 101.390625
N/A 317515526 OTC EPUT FN 2.0 102.375
N/A 317515CI3 OTC EPUT FN 2.0 99.546875
N/A 3175227J3 OTC ECAL FN 2.0 101.875
N/A 3175233R7 OTC EPUT FN 3.0 104.046875
N/A 317524PR1 OTC ECAL FN 2.0 101.390625
N/A 317526XI7 OTC EPUT FN 3.0 103.875
N/A 317531036 OTC EPUT FN 3.0 104.26171875
N/A 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 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 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 GBP/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A CDX EM34 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 CDX HY36 5Y ICE
N/A 3175DA944 PIMCO CDSOPT PUT USD 0.85 20210421
N/A 3175DA985 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175DB009 PIMCO CDSOPT PUT USD 1.05 20210519
N/A 3175DB017 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175DB249 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175DB512 PIMCO CDSOPT PUT USD 0.8 20210616
N/A 3175EM632 CDX.O P 1.00 IG35 APR21 1 PUT
N/A 3175EM640 CDX IG35 5Y V1 APR21 1 PUT
N/A 3175EM806 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EM814 PIMCO CDSOPT PUT USD 0.95 20210421
N/A 3175EM871 PIMCO CDSOPT PUT USD 0.85 20210421
N/A 3175EM897 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EM970 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EM996 PIMCO CDSOPT PUT USD 1.05 20210519
N/A 3175EN010 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175EN036 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175EN259 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175EN317 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175EN796 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 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 EUR/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD BRL/BOUGHT EUR
N/A SOLD CAD/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 GBP/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CNY/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 SOLD CAD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A NDDUEAFE TRS EQUITY 3ML-11 BULLET MEI
N/A NDDUEAFE TRS EQUITY 3ML-11 BULLET ULO
N/A NDDUEAFE TRS EQUITY 3ML-11 FBF
N/A NDDUEAFE TRS EQUITY 3ML-11 MYI
N/A NDDUEAFE TRS EQUITY 3ML-15 MEI
N/A NDDUEAFE TRS EQUITY 3ML-20 FBF
N/A NDDUEAFE TRS EQUITY 3ML-31 CBK
N/A NDDUEAFE TRS EQUITY 3ML-32 ULO
N/A NDDUEAFE TRS EQUITY 3ML-6 FBF
N/A SOLD CHF/BOUGHT 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 317U281V4 IRO USD 3Y C 1.335 JUL21 1.335 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 317U372T9 IRO USD 10Y C 1.453 JUL21 1.453 CALL
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 1.667 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 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 2.30000 12/03/15-10Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 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 LONG BOND(CBT) MAR21 XCBT 20210322
N/A US ULTRA BOND CBT MAR21 XCBT 20210322
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT EUR/SOLD USD
N/A SOLD AUD/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 BOUGHT SGD/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A 3175JL035 CDX.O P 98.25 JAN21 98.25 PUT
N/A CDX HY35 5Y ICE
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 BRL/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/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 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 3175129G8 ITRAXX.O C 0.475 DEC20 0.475 CALL
N/A 3175149K5 ITRAXX.O C 0.475 OCT20 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 NDDUEAFE TRS EQUITY 3ML-11 BULLET MEI
N/A NDDUEAFE TRS EQUITY 3ML-11 BULLET ULO
N/A NDDUEAFE TRS EQUITY 3ML-11 MYI
N/A NDDUEAFE TRS EQUITY 3ML-15 MEI
N/A NDDUEAFE TRS EQUITY 3ML-18 BULLET CBK
N/A NDDUEAFE TRS EQUITY 3ML-31 CBK
N/A NDDUEAFE TRS EQUITY 3ML-32 ULO
N/A MSCI EAFE DEC20 IFUS 20201218
N/A BOUGHT GBP/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CNY/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 GBP/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 317U281V4 IRO USD 3Y C 1.335 JUL21 1.335 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 317U372T9 IRO USD 10Y C 1.453 JUL21 1.453 CALL
N/A INF SWAP US IT 1.667 06/19/19-5Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS GBP 0.90800 01/17/45-10Y LCH
N/A IRS GBP 0.95500 01/20/45-10Y LCH
N/A IRS GBP 1.02000 01/17/35-10Y LCH
N/A IRS GBP 1.07100 01/22/35-10Y LCH
N/A IRS USD 2.30000 12/03/15-10Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A BOUGHT JPY/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317513JI1 OTC EPUT FN 2.0 101.984375
N/A 317521Q13 OTC EPUT FN 2.0 102.1875
N/A 317532F20 OTC ECAL FN 2.0 104.09375
N/A 317532HL6 OTC ECAL FN 1.5 101.171875
N/A 317535UE0 OTC EPUT FN 2.0 101.5546875
N/A 317544831 OTC EPUT FN 2.0 OCT20 102.140625 PUT
N/A 317546BD0 OTC EPUT FN 2.0 101.9375
N/A 317551KW8 OTC EPUT FN 2.0 101.4375
N/A 317553G25 OTC EPUT FN 2.0 102.09375
N/A 317555C57 OTC EPUT FN 2.0 OCT20 101.953125 PUT
N/A 317555VA5 OTC EPUT FN 2.0 102.078125
N/A 3175569Q3 OTC EPUT FN 2.0 OCT20 102.292968 PUT
N/A 317557551 OTC ECAL FN 2.0 103.96875
N/A 317562ZF6 OTC ECAL FN 2.0 103.9375
N/A 317581R16 OTC EPUT FN 2.0 101.8359375
N/A 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 LONG BOND(CBT) DEC20 XCBT 20201221
N/A US ULTRA BOND CBT DEC20 XCBT 20201221
N/A FIXED INC CLEARING CORP.REPO
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 BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT 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 CHF/SOLD USD
N/A BOUGHT EUR/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 CHF/BOUGHT USD
N/A SOLD EUR/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 GBP/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD CNY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A NDDUEAFE TRS EQUITY 3ML-11 BULLET MEI
N/A NDDUEAFE TRS EQUITY 3ML-11 BULLET ULO
N/A NDDUEAFE TRS EQUITY 3ML-15 MEI
N/A NDDUEAFE TRS EQUITY 3ML-18 BULLET CBK
N/A NDDUEAFE TRS EQUITY 3ML-31 CBK
N/A NDDUEAFE TRS EQUITY 3ML-32 ULO
N/A NDDUEAFE TRS EQUITY 3ML-35 MYI
N/A BOUGHT SGD/SOLD USD
N/A BOUGHT ZAR/SOLD 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 317U281V4 IRO USD 3Y C 1.335 JUL21 1.335 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 317U372T9 IRO USD 10Y C 1.453 JUL21 1.453 CALL
N/A INF SWAP US IT 1.667 06/19/19-5Y LCH
N/A IRS CAD 1.50000 12/19/19-5Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS USD 1.62500 01/06/20-10Y CME
N/A IRS USD 2.30000 12/03/15-10Y CME
N/A IRS USD 2.50000 12/15/21-2Y 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 BOUGHT TWD/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/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 LONG BOND(CBT) SEP20 XCBT 20200921
N/A US ULTRA BOND CBT SEP20 XCBT 20200921
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A CDX HY33 5Y ICE
N/A CDX HY34 5Y ICE
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 MXN/SOLD USD
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 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 SOLD GBP/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNY/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/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 NDDUEAFE TRS EQUITY 3ML-18 BULLET CBK
N/A NDDUEAFE TRS EQUITY 3ML-21 MYI
N/A NDDUEAFE TRS EQUITY 3ML-26 BULLET JPM
N/A NDDUEAFE TRS EQUITY 3ML-31 CBK
N/A NDDUEAFE TRS EQUITY 3ML-32 ULO
N/A NDDUEAFE TRS EQUITY 3ML-35 MYI
N/A NDDUEAFE TRS EQUITY 3ML-38 MYI
N/A MSCI EAFE JUN20 IFUS 20200619
N/A BOUGHT INR/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 IDR/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT CNY/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD TWD/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 317U281V4 IRO USD 3Y C 1.335 JUL21 1.335 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 317U372T9 IRO USD 10Y C 1.453 JUL21 1.453 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 US IT 1.667 06/19/19-5Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
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 2.00000 06/20/18-5Y LCH
N/A IRS USD 2.25000 06/15/16-10Y CME
N/A IRS USD 2.30000 12/03/15-10Y 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 2.92750 09/28/18-7Y* CME
N/A IRS USD 2.93300 09/28/18-7Y* CME
N/A IRS USD 3.00000 06/19/19-5Y CME
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A G M0C175 JUN20 175 CALL FSO
N/A BOUGHT CNH/SOLD USD
N/A SOLD CNY/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD MXN/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 CNH/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT TWD/SOLD 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 SOLD TWD/BOUGHT USD
N/A CDX IG33 5Y ICE
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT 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 GBP/SOLD USD
N/A BOUGHT INR/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 ZAR/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 RUB/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT MXN/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 31754D4F8 ITRAXX.O P 2.50 EU32 JAN21 2.5 PUT
N/A CDX ITRAXX MAIN32 5Y ICE
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A SOLD CNY/BOUGHT USD
N/A SOLD INR/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CNY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD INR/BOUGHT USD
N/A SOLD SEK/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 US IT 1.667 06/19/19-5Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
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 2.30000 12/03/15-10Y 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 2.92750 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 BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A UNICREDIT SPA SUB SE BP CBK
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A BOUGHT HKD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD COP/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A CDX IG32 5Y ICE
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 BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD IDR/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
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