PIMCO RAE PLUS Small Fund Holdings history

Fund Profile

Current holdings

Data for period

30 Sep 24

(Last reporting period)

Total assets

$424.43 mm

Liabilities

$223.30 mm

Net assets

$201.14 mm

Number of holdings

703.00

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
37 CAPITAL CLO II 2022-1A
3M COMPANY
ABBVIE INC
ABN AMRO BANK NV
ACCREDITED MORTGAGE LOAN TRUST 2005-3
ACE SECURITIES CORP 2002-HE3
ACE SECURITIES CORP 2006-HE4
ADAGIO V CLO DAC V-A
ADJUSTABLE RATE MORTAGE TRUST 2005-10
ADJUSTABLE RATE MORTAGE TRUST 2005-5
ADJUSTABLE RATE MORTAGE TRUST 2006-3
ADVANCED MICRO DEVICES INC (AMD)
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 07/23 4.125
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 05/21 4.5
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 12/21 4.45
AIA GROUP LIMITED
AKER BP ASA
ALBACORE EURO CLO I DAC A
ALBACORE EURO CLO IV DAC 4A
ALIMENTATION COUCHE-TARD INC
ALLY AUTO RECEIVABLES TRUST 2024-1
ALLY FINANCIAL INC
AMAZONCOM INC
AMCOR FLEXIBLES NORTH AMERICA INC
AMEREN CORPORATION
AMERICAN ELECTRIC POWER COMPANY INC
AMERICAN EXPRESS COMPANY
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2024-3
AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2
AMERICAN HOME MTGE INV TRUST 2004-4
AMERICAN HONDA FINANCE CORPORATION
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
AMERICAN WATER CAPITAL CORP
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1
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
AMGEN INC
AMMC CLO 16 LTD 2015-16A
AP MOLLER - MAERSK A/S
APPLE INC
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1
ARBOUR CLO VI DAC 6A
AREIT TRUST 2022-CRE6
ARES EUROPEAN CLO 7A
ARES XXXIV CLO LTD 2015-2A
ARGENT SECURITIES INC 2003-W10
ARGENT SECURITIES INC 2006-M2
ARGENTINA GOVT
ARMADA EURO CLO III DAC 3A
ARROW ELECTRONICS INC
ASSET BACKED SEC CORP HM EQ 2005-HE6
AT&T INC
ATHENE GLOBAL FUNDING
ATLAS SENIOR LOAN FUND LTD 2017-8A
ATLAS SENIOR LOAN FUND LTD 2018-9A
ATLAS SENIOR LOAN FUND XV LTD
AVIATION CAPITAL GROUP LLC
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC
AVIS BUDGET RENTAL CAR FUNDING AESOP LL
AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)
AVOLON HOLDINGS FUNDING LIMITED
AVON FINANCE 4A
BACARDI LIMITED
BACARDI-MARTINI BV
BAIN CAPITAL EURO 2018-2 DAC 18-2A
BANC OF AMERICA FUNDING CORP 2004-A
BANC OF AMERICA FUNDING CORP 2004-D
BANC OF AMERICA FUNDING CORP 2005-D
BANC OF AMERICA FUNDING CORP 2007-B
BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)
BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH
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 MTGE SEC 2003-D
BANK OF AMERICA MTGE SEC 2005-F
BANK OF AMERICA MTGE SECURITIES 2004-A
BANK OF AMERICA MTGE SECURITIES 2004-L
BANK OF AMERICA NA
BANK OF MONTREAL
BARCLAYS BANK PLC
BARCLAYS PLC
BAT CAPITAL CORPORATION
BAT INTERNATIONAL FINANCE PLC
BAY AREA TOLL AUTHORITY
BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2019-SBR1
BEAR STEARNS ADJ RATE MTGE 2003-9
BEAR STEARNS ADJ RATE MTGE TR 2003-2
BEAR STEARNS ADJ RATE MTGE TR 2003-6
BEAR STEARNS ADJ RATE MTGE TR 2004-9
BEAR STEARNS ADJ RATE MTGE TR 2006-1
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-11
BEAR STEARNS ALT-A TRUST 2003-3
BEAR STEARNS ALT-A TRUST 2005-10
BEAR STEARNS ALT-A TRUST 2005-4 BEAR STEARNS ALT A TRUST BALTA 2005 4 1A1
BEAR STEARNS ALT-A TRUST 2005-4 BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1
BEAR STEARNS ALT-A TRUST 2005-7
BEAR STEARNS ALT-A TRUST 2005-8
BEAR STEARNS ALT-A TRUST 2005-9
BEAR STEARNS ALT-A TRUST 2006-7
BEAR STEARNS ARM 2003-1
BEAR STEARNS ARM TR 2004-3
BEAR STEARNS ARM TR 2004-8
BEAR STEARNS ARM TRUST 2002-11
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5
BEAR STEARNS ASSETBACK SEC 2006-HE7
BERKSHIRE HATHAWAY ENERGY COMPANY
BGCLO 19A
BHG SECURITIZATION TRUST 2022-C BANKERS HEALTHCARE GROUP SECUR BHG 2022 C B 144A
BHG SECURITIZATION TRUST 2022-C BANKERS HEALTHCARE GROUP SECUR BHG 2022 C A 144A
BLACKROCK EUROPEAN CLO VII DAC 7A
BLUEMOUNTAIN FUJI EUR CLO III DAC 3A BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A
BLUEMOUNTAIN FUJI EUR CLO III DAC 3A BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A2R 144A
BNP PARIBAS SA
BOEING CO/THE
BRAZIL GOVT
BRISTOL-MYERS SQUIBB COMPANY
BROADCOM INC
BX COMMERCIAL MORTGAGE TRUST 2022-AHP
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 PRIME AUTO RECEIVABLES TRUST 2023-1
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A
CARMAX AUTO OWNER TRUST 2022-4
CARMAX AUTO OWNER TRUST 2024-1
CARMAX AUTO OWNER TRUST 2024-3 CARMAX AUTO OWNER TRUST CARMX 2024 3 A2A
CARMAX AUTO OWNER TRUST 2024-3 CARMAX AUTO OWNER TRUST CARMX 2024 3 A3
CARNOW AUTO RECEIVABLES TRUST 2022-1A
CARRIER GLOBAL CORPORATION
CARRINGTON MTGE LOAN TRUST 2007-FRE1
CARVANA AUTO RECEIVABLES TRUST 2019-3A
CARVANA AUTO RECEIVABLES TRUST 2023-N3
CARVANA AUTO RECEIVABLES TRUST 2023-P5
CATERPILLAR INCORPORATED
CENTENE CORPORATION
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 02/24 VAR
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 07/22 4.464
CHASE HOME LENDING MORTGAGE TRUST 2024-6
CHASE ISSUANCE TRUST 2024-A2
CHASE MORGAGE FINANCE CORP 2005-A1
CHASE MORTGAGE FINANCE CORP 2006-A1
CHASE MORTGAGE FINANCE CORP 2006-S3
CHASE MORTGAGE FINANCE CORP 2006-S4
CHASEFLEX TRUST 2007-3
CHENIERE CORPUS CHRISTI HOLDINGS LLC
CHEVRON CORPORATION
CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE
CIFC FUNDING LTD 2015-5A
CISCO SYSTEMS INC
CIT GROUP 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 MORTGAGE LOAN TRUST INC 2005-HE3
CITIGROUP MTGE LOAN TR INC 2006-NC2
CITIGROUP MTGE LOAN TR INC 2007-10
CITIGROUP MTGE LOAN TR INC 2007-AHL2
CITIGROUP MTGE LOAN TR INC 2007-AMC1 CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B
CITIGROUP MTGE LOAN TR INC 2007-AMC1 CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A
CITIGROUP MTGE LOAN TR INC 2007-AMC2
CITIGROUP MTGE LOAN TRUST INC 2005-11
CITIGROUP MTGE LOAN TRUST INC 2005-3
CITIGROUP MTGE LOAN TRUST INC 2005-4
CITIZENS AUTO RECEIVABLES TRUST 2023-1
CITIZENS AUTO RECEIVABLES TRUST 2023-2 CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A2A 144A
CITIZENS AUTO RECEIVABLES TRUST 2023-2 CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A1 144A
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 BUENOS AIRES
CITY OF CHICAGO
COCA COLA COMPANY
COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR
COMCAST CORPORATION
CONAGRA BRANDS INC
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
CONSTELLATION ENERGY GENERATION LLC
COUNTRYWIDE ALTERNATIVE LN TR 2005-51
COUNTRYWIDE ALTERNATIVE LN TR 2005-53T2
COUNTRYWIDE ALTERNATIVE LN TR 2005-56
COUNTRYWIDE ALTERNATIVE LN TR 2005-76
COUNTRYWIDE ALTERNATIVE LN TR 2005-81
COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18
COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB
COUNTRYWIDE ALTERNATIVE LN TRUST 2005-69
COUNTRYWIDE ALTERNATIVE LOAN 2005-27
COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA2
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC8
COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1
COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-26CB
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB
COUNTRYWIDE ASSET BACKED CERT 2007-QH1
COUNTRYWIDE ASSET BACKED CERTS 2006-20
COUNTRYWIDE ASSET BACKED CERTS 2006-21
COUNTRYWIDE ASSET-BACKED CERT 2004-10
COUNTRYWIDE ASSET-BACKED CERT 2004-9
COUNTRYWIDE ASSET-BACKED CERT 2006-16
COUNTRYWIDE ASSET-BACKED CERT 2006-17
COUNTRYWIDE ASSET-BACKED CERT 2006-24
COUNTRYWIDE ASSET-BACKED CERT 2006-5
COUNTRYWIDE ASSET-BACKED CERT 2006-6
COUNTRYWIDE ASSET-BACKED CERT 2006-8
COUNTRYWIDE ASSET-BACKED CERT 2007-1
COUNTRYWIDE ASSET-BACKED CERT 2007-10
COUNTRYWIDE ASSET-BACKED CERT 2007-11
COUNTRYWIDE ASSET-BACKED CERT 2007-9
COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-9
COUNTRYWIDE ASSET-BACKED CERTS 2005-13
COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4
COUNTRYWIDE ASSET-BACKED CERTS 2006-2
COUNTRYWIDE HOME LOANS 2004-12
COUNTRYWIDE HOME LOANS 2004-15
COUNTRYWIDE HOME LOANS 2004-22
COUNTRYWIDE HOME LOANS 2004-29
COUNTRYWIDE HOME LOANS 2004-HYB9
COUNTRYWIDE HOME LOANS 2005-9
COUNTRYWIDE HOME LOANS 2005-HYB9
CQS US CLO 2022-2A LTD
CREDIT BASED ASSET SRVC & SEC 2006-CB3
CREDIT SUISSE AG/ ZURICH BRANCH
CREDIT SUISSE GROUP AG
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED
CREDIT SUISSE MORTGAGE CAP CERT 2007-2
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP10
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL4
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL8
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-NET
CROWN CASTLE INTERNATIONAL CORP (CCI)
CROWN POINT CLO 7 LTD
CROWN POINT CLO LTD 2018-6A
CS FIRST BOSTON MTGE SEC CORP 2005-6
CSFB MORTGAGE SECURITIES CORP 2005 8
CSN RESOURCES SA
CVC CORDATUS LOAN FUND VII DAC 7A
CVC CORDATUS LOAN FUND XI DAC 21-1
CVC CORDATUS LOAN FUND XXIV DAC 24A
CVS HEALTH CORPORATION
CVS PASS-THROUGH TRUST
DAE FUNDING LLC
DAIMLER FINANCE NORTH AMERICA LLC
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
DELL EQUIPMENT FINANCE TRUST 2020-2
DELTA AIR LINES INC / SKYMILES IP LTD
DEUTSCHE ALT-A SEC INC MTGE LO 2005-1
DEUTSCHE ALT-A SECURITIES INC 2006-AR1
DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2007-3
DEUTSCHE BANK AKTIENGESELLSCHAFT
DIAGEO CAPITAL PLC
DIAMETER CAPITAL CLO 2024-6A
DISCOVER BANK/GREENWOOD BRANCH
DLLAA LLC 2023 1A
DOMINION ENERGY INC
DOMMO ENERGIA SA (AKA: OGX PETROLEO E GAS SA)
DOW INC
DRIVE AUTO RECEIVABLES TRUST 2024-1
DRYDEN 38 SENIOR LOAN FUND 2015-38A
DSLA MORTGAGE LOAN TRUST 2006-AR2
DT AUTO OWNER TRUST 2023-3A
DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)
DUKE ENERGY CORPORATION
ECMC GROUP STUDENT LOAN TRUST 2019-1A
EDISON INTERNATIONAL
EGCLO 2018-1A
ELECTRICITE DE FRANCE SA (EDF)
ELLINGTON LOAN ACQUISITION TRUST 2007-1
EMC MORTGAGE LOAN TRUST 2005-A
ENBRIDGE (US) INC
ENBRIDGE INC
ENERGY TRANSFER LP
ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)
ENEVA SA
ENTERGY CORPORATION
ENTERPRISE FLEET FINANCING LLC 2022-1
ENTERPRISE FLEET FINANCING LLC 2022-2
ENTERPRISE FLEET FINANCING LLC 2023-1
EQUINIX INC
EQUINOR ASA
EQUITABLE HOLDINGS INC
ERAC USA FINANCE LLC
EURO-GALAXY III CLO BV 13-3A EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A
EURO-GALAXY III CLO BV 13-3A EURO GALAXY CLO BV EGLXY 2013 3A AR2 144A
EURO-GALAXY V CLO BV 16-5A
EUROHOME UK MORTGAGES 2007-1 A
EUROPEAN LOAN CONDUIT 36A
EVERSOURCE ENERGY
EXELON CORPORATION
EXETER AUTOMOBILE RECEIVABLES TRUST 2019-1A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1A
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4A
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
FAIRFAX FINANCIAL HOLDINGS LIMITED
FAIRSTONE FINANCIAL INC
FANNIE MAE 2005-79
FANNIE MAE 2006-115
FANNIE MAE 2006-16
FANNIE MAE 2007-63
FANNIE MAE 2007-65
FANNIE MAE 2007-96
FANNIE MAE 2010-151
FANNIE MAE REMICS 2006-79
FANNIE MAE REMICS 2011-17
FANNIE MAE-2005-75
FANNIE MAE-ACES 2020-M33
FANNIEMAE WHOLE LOAN 2003-W6
FEDERAL HOME LOAN BANK (FLHB)
FHLMC PASS THRU POOLS FED HM LN PC POOL SD3587 FR 08/53 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 RJ0136 FR 12/53 FIXED 4.5
FHLMC PASS THRU POOLS FED HM LN PC POOL 847340 FH 11/34 FLOATING VAR
FHLMC PASS THRU POOLS FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR
FHLMC PASS THRU POOLS FED HM LN PC POOL A27987 FG 07/34 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A36784 FG 09/35 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A39333 FG 10/35 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A47333 FG 10/35 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A47673 FG 11/35 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A48592 FG 03/36 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL A48943 FG 05/36 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL A53791 FG 11/36 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A56730 FG 01/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A57043 FG 02/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A69435 FG 12/37 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL A72047 FG 01/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A73952 FG 02/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A75692 FG 04/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A76483 FG 04/38 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL A77292 FG 04/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A83067 FG 11/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A83575 FG 12/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL C02054 FG 01/35 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL C91308 FG 06/30 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL D96030 FG 05/23 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G01820 FG 06/35 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL G02410 FG 01/36 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G02869 FG 11/35 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G03050 FG 07/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G03072 FG 11/36 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G03355 FG 08/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G04264 FG 04/38 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL G04461 FG 07/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G04468 FG 07/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G04668 FG 03/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G04731 FG 04/38 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL G04847 FG 10/38 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL G05196 FG 10/38 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL G05250 FG 03/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G05255 FG 12/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G05342 FG 01/39 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G05408 FG 12/36 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G05409 FG 03/39 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL G05956 FG 07/38 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL G08072 FG 08/35 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G30340 FG 08/27 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL G30377 FG 12/27 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL Q53756 FG 01/48 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL V85233 FG 03/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL A44624 FG 04/36 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8005 FR 08/49 FIXED 3.5
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8023 FR 11/49 FIXED 2.5
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8029 FR 12/49 FIXED 2.5
FIDELITY GRAND HARBOUR CLO 2022-1 DESIGNATED ACTIVITY CO 22-1A
FIDELITY NATIONAL INFORMATION SERVICES INC
FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-1
FIFTH THIRD AUTO TRUST 2023-1
FIGUEROA CLO LTD 2014-1A
FIRST FRANKLIN MTG LN ASSET CERT2005-FF8
FIRST FRANKLIN MTG LOAN 2006-FF12
FIRST FRANKLIN MTG LOAN 2006-FF5
FLAGSHIP CREDIT AUTO TRUST 2024-1
FNMA PASS THRU POOLS FNMA POOL AJ7522 FN 01/27 FIXED 3
FNMA PASS THRU POOLS FNMA POOL 190363 FN 11/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 190367 FN 01/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 254514 FN 11/32 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 255628 FN 02/25 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 255994 FN 11/25 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 256151 FN 03/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 256197 FN 04/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 256448 FN 10/26 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 256513 FN 12/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 256553 FN 01/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 256597 FN 02/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 256600 FN 02/27 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 256601 FN 02/27 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 256715 FN 05/27 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 256927 FN 10/27 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 256928 FN 10/27 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 257204 FN 05/28 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 257575 FN 01/29 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 310122 FN 06/28 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 357639 FN 11/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 454945 FN 12/28 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 555800 FN 10/33 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 658746 FN 08/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 682705 FN 01/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 689108 FN 02/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 695208 FN 03/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 721620 FN 07/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 725690 FN 08/34 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 725946 FN 11/34 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 735227 FN 02/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 735896 FN 09/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 735961 FN 09/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 735972 FN 10/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 741620 FN 10/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 744878 FN 11/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 745257 FN 01/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 745281 FN 01/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 745418 FN 04/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 745516 FN 05/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 752191 FN 11/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 753095 FN 12/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 754031 FN 12/33 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 754744 FN 11/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 758900 FN 12/33 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 761893 FN 01/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 769481 FN 02/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 773068 FN 03/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 779439 FN 06/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 780365 FN 06/34 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 794808 FN 10/34 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 813586 FN 03/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 819297 FN 09/35 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 819567 FN 04/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 823384 FN 05/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 824601 FN 12/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 826082 FN 07/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 828355 FN 07/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 829125 FN 10/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 829708 FN 06/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 831286 FN 02/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 831819 FN 10/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 835058 FN 06/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 835751 FN 08/35 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 836362 FN 10/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 838630 FN 10/35 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 840699 FN 09/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 843325 FN 10/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 844532 FN 11/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 844703 FN 12/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 847031 FN 12/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 848067 FN 10/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 848205 FN 12/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 865115 FN 02/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 865188 FN 02/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 872787 FN 06/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 878481 FN 02/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 879839 FN 01/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 880623 FN 04/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 881635 FN 02/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 884863 FN 04/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 888129 FN 02/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 888227 FN 11/25 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 888301 FN 09/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 888638 FN 09/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 888794 FN 09/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 888795 FN 11/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 888817 FN 08/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 888820 FN 07/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 888893 FN 08/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 889176 FN 03/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 889301 FN 11/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 889532 FN 04/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 889692 FN 05/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 889982 FN 11/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 889983 FN 10/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 890489 FN 11/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 895096 FN 08/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 896141 FN 06/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 898913 FN 11/21 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 899170 FN 02/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 899563 FN 06/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 902340 FN 11/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 903504 FN 10/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 903812 FN 12/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 904605 FN 11/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 905334 FN 12/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 905588 FN 12/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 910796 FN 02/22 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 914370 FN 03/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 917129 FN 06/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 919658 FN 09/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 920077 FN 12/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 920078 FN 12/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 922039 FN 02/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 922041 FN 02/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 928382 FN 06/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 928453 FN 07/27 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 929451 FN 05/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 929838 FN 08/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 930667 FN 03/24 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 931353 FN 06/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 932035 FN 03/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 932359 FN 01/25 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 932548 FN 02/40 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 933121 FN 01/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 944526 FN 07/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 946254 FN 09/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 950299 FN 08/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 956694 FN 11/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 962068 FN 03/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 964677 FN 08/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 965040 FN 09/38 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 966202 FN 12/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 966578 FN 02/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 969064 FN 03/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 969776 FN 02/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 970952 FN 12/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 972305 FN 02/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 973231 FN 10/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 981705 FN 06/38 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 983629 FN 05/23 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 985869 FN 08/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 988580 FN 08/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 988588 FN 08/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 990517 FN 09/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 992302 FN 01/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 993265 FN 05/39 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 995113 FN 09/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 995243 FN 08/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 995279 FN 12/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 995482 FN 01/39 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 995721 FN 03/39 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 995894 FN 04/39 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AA0836 FN 01/39 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AA0920 FN 08/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AA1265 FN 08/33 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AB0196 FN 02/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AB0204 FN 12/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AB0293 FN 11/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AB2858 FN 01/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AB3105 FN 05/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AC2749 FN 08/39 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AC6211 FN 11/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AC7291 FN 12/39 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AC8113 FN 01/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AD0198 FN 09/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AD0220 FN 10/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AD1870 FN 08/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AD2336 FN 02/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AD3661 FN 05/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AD7079 FN 06/25 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AD9398 FN 06/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AD9988 FN 09/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AE0318 FN 09/25 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AE0508 FN 10/40 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AE0801 FN 09/39 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AE1266 FN 09/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AE2314 FN 08/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AE2919 FN 08/40 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AH0066 FN 02/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AH2687 FN 01/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AH2695 FN 01/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AH4226 FN 03/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AH4246 FN 04/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AH4268 FN 04/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AH6339 FN 04/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AH8643 FN 04/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AH9109 FN 04/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AI0726 FN 04/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AI1673 FN 06/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AI2430 FN 05/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AI3810 FN 06/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AI4142 FN 06/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AI5961 FN 06/26 FIXED 4
FNMA PASS THRU POOLS FNMA POOL AI8356 FN 08/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AI8831 FN 08/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AI9005 FN 08/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AJ9204 FN 01/42 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AK8453 FN 04/42 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AL0520 FN 07/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL0525 FN 04/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL0822 FN 10/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL1319 FN 10/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL1572 FN 09/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL3185 FN 02/39 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL3223 FN 09/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL3365 FN 05/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL3480 FN 07/40 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL3681 FN 10/40 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AO3526 FN 04/39 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AW1350 FN 02/44 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL MA0280 FN 11/29 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 253801 FN 05/21 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 865724 FN 11/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 985777 FN 10/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 253732 FN 03/21 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 468552 FN 07/21 FIXED 3.89
FNMA PASS THRU POOLS FNMA POOL 910830 FN 05/22 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 931178 FN 04/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AE6184 FN 11/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 834249 FN 08/35 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 937668 FN 06/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AM0414 FN 09/27 FIXED 2.87
FNMA PASS THRU POOLS FNMA POOL AS5068 FN 06/45 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL AS9665 FN 05/47 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BH7036 FN 12/47 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BJ0647 FN 03/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL BJ4843 FN 02/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BK1394 FN 09/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BK5441 FN 09/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BM2003 FN 10/47 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL BM4991 FN 09/48 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL BM5807 FN 04/48 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL BN0936 FN 12/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BN4317 FN 01/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BN4318 FN 01/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BN4383 FN 03/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BN6212 FN 03/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BN6213 FN 03/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL CA1057 FN 01/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL CA1894 FN 06/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL CA3667 FN 06/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL FM3080 FN 02/49 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA3238 FN 01/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL MA3305 FN 03/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL MA3414 FN 07/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL MA3494 FN 10/48 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL CA2948 FN 09/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL FM1921 FN 08/49 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA3801 FN 10/49 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL MA3870 FN 12/49 FIXED 2.5
FORD MOTOR CREDIT COMPANY LLC
FREDDIE MAC 2764
FREDDIE MAC 3181
FREDDIE MAC 3355
FREDDIE MAC 3360
FREDDIE MAC 3368
FREDDIE MAC REMICS 3376
FREDDIE MAC REMICS 3844
FREDDIE MAC REMICS 3848
FREDDIE MAC REMICS 5473
FREDDIE MAC-3136
FREDDIE MAC-3289
FREED ABS TRUST 2022-3FP
FREMONT HOME LOAN TRUST 2004-3
FREMONT HOME LOAN TRUST 2005-E
FREMONT HOME LOAN TRUST 2006-B
FWD SECURITIZATION TRUST 2020-INV1
GALLATIN CLO IX LTD 2018-1A
GENERAL MOTORS FINANCIAL COMPANY INC
GEORGIA POWER COMPANY
GLG EURO CLO III DAC A
GLOBAL PAYMENTS INC
GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A
GLS AUTO RECEIVABLES ISSUER TRUST 2024-3A
GLS AUTO RECEIVABLES TRUST 2019-1A
GLS AUTO RECEIVABLES TRUST 2019-3A
GLS AUTO RECEIVABLES TRUST 2020-1A
GLS AUTO SELECT RECEIVABLES TRUST 2024-2A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-3
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1
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 POOL MA2391 G2 11/44 FLOATING VAR
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA POOL 487821 GN 03/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 542828 GN 06/35 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 602480 GN 12/35 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 623958 GN 12/35 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 637882 GN 04/35 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 669739 GN 07/37 FIXED 6
GNMA PASS THRU POOLS GNMA POOL 669740 GN 08/37 FIXED 6
GNMA PASS THRU POOLS GNMA POOL 672595 GN 02/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 673497 GN 04/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 674114 GN 06/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 674118 GN 07/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 675179 GN 03/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 675181 GN 03/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 677312 GN 09/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 686095 GN 06/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 686678 GN 05/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 688141 GN 12/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 688442 GN 05/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 690955 GN 06/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 692479 GN 04/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 697575 GN 11/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 697698 GN 12/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 697914 GN 03/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 697946 GN 03/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 698099 GN 04/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 698340 GN 05/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 698484 GN 08/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 701354 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 701603 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 704480 GN 04/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 704506 GN 05/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 704699 GN 09/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 705997 GN 01/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 707284 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 711409 GN 05/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 714055 GN 05/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 720199 GN 07/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 724275 GN 09/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 741275 GN 05/40 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 759964 GN 11/41 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 760393 GN 10/41 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 762752 GN 03/41 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 774290 GN 02/42 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 774296 GN 03/42 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 782562 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 782979 GN 09/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 701445 GN 04/39 FIXED 5
GOLDENTTREE LOAN MANAGEMENT US CLO 1 LTD 2017-1A
GOLDMAN SACHS BANK USA/NEW YORK BRANCH
GOLDMAN SACHS GROUP INC
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H09
GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2
GS MORTGAGE SECURITIES CORP II 2022-GTWY
GS MORTGAGE SECURITIES CORP TRUST 2018-HULA
GSAA HOME EQUITY TRUST 2006-9
GSAMP TRUST 2006-HE8
GSAMP TRUST 2007-FM1
GSAMP TRUST 2007-NC1 GSAMP TRUST GSAMP 2007 NC1 A2A
GSAMP TRUST 2007-NC1 GSAMP TRUST GSAMP 2007 NC1 A2C
GSAMP TRUST 2007-NC1 GSAMP TRUST GSAMP 2007 NC1 A1
GSR MORTGAGE LOAN TRUST 2005-AR6
GSR MORTGAGE LOAN TRUST 2005-AR7 GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1
GSR MORTGAGE LOAN TRUST 2005-AR7 GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1
GSR MORTGAGE LOAN TRUST 2005-AR7 GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1
GSR MORTGAGE LOAN TRUST 2006-1F
GSR MORTGAGE LOAN TRUST 2007-1F
GSR MORTGAGE LOAN TRUST 2007-4F GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A1
GSR MORTGAGE LOAN TRUST 2007-4F GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8
GSR MTGE LOAN TRUST 2003-2F
HALCYON LOAN ADVISORS FUNDING 2014-3 LTD
HALEON UK CAPITAL PLC
HARBORVIEW MORTGAGE LOAN TR 2005-2
HARBORVIEW MORTGAGE LOAN TR 2005-3
HARBORVIEW MORTGAGE LOAN TR 2006-11
HARBORVIEW MORTGAGE LOAN TR 2006-12 HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13
HARBORVIEW MORTGAGE LOAN TR 2006-12 HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A
HARBORVIEW MORTGAGE LOAN TR 2006-3
HARBORVIEW MORTGAGE LOAN TRUST 2007-4
HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A
HARVEST CLO XVI DAC 16A
HARVEST CLO XX DAC 20A
HARVEST CLO XXI DAC 21A HARVEST CLO HARVT 21A A1R 144A
HARVEST CLO XXI DAC 21A HARVEST CLO HARVT 21A A2R 144A
HAWKSMOOR MORTGAGES 19-1A
HENLEY CLO VII DAC 7A
HERTZ VEHICLE FINANCING III LLC 2023-1A
HERTZ VEHICLE FINANCING III LLC 2024-1A
HILTON ORLANDO TRUST 2018-ORL
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N/A CDX IG42 5Y ICE
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N/A RFR USD SOFR/3.50000 12/18/24-30Y CME
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N/A RFR USD SOFR/3.41000 09/05/24-10Y LCH
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N/A IRS EUR 2.58000 08/29/24-10Y LCH
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N/A REPO BANK AMERICA REPO
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N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A 317U79MA0 PIMCO SWAPTION 3.481 PUT USD 2024102
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N/A RFR USD SOFR/3.58600 08/19/24-10Y LCH
N/A SOLD PEN BOUGHT USD 20241112
N/A SOLD BRL BOUGHT USD 20250402
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N/A 3 MONTH SOFR FUT SEP24 XCME 20241217
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N/A EXELON GENERATION COMPANY LLC SNR S* ICE
N/A SOLD KRW BOUGHT USD 20241023
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N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT BRL SOLD USD 20241104
N/A BOUGHT PLN SOLD USD 20241018
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD TWD BOUGHT USD 20241118
N/A 317U73UA4 PIMCO SWAPTION 2.39 PUT EUR 20241014
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N/A RFR USD SOFR/3.61300 08/22/24-10Y LCH
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N/A RFR USD SOFR/3.23100 09/18/24-10Y LCH
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N/A RFR USD SOFR/3.75000 12/18/24-5Y LCH
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N/A IRS EUR 3.14800 11/20/23-10Y LCH
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N/A RFR USD SOFR/3.23200 09/10/24-10Y LCH
N/A RFR USD SOFR/3.75000 06/20/24-5Y CME
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N/A IRS EUR 2.30000 09/25/24-5Y LCH
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N/A SOLD CNH BOUGHT USD 20241025
N/A RFR USD SOFR/3.00000 06/21/23-7Y CME
N/A IRS EUR 2.50000 03/19/25-10Y LCH
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N/A OIS CAD CAONREPO/3.73250 03/20/24-2Y LCH
N/A RFR USD SOFR/3.75000 06/21/23-2Y CME
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N/A ERAUSST TRS EQUITY FEDL01+36 MYI
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N/A US 2YR NOTE (CBT) DEC24 XCBT 20241231
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N/A US LONG BOND(CBT) DEC24 XCBT 20241219
N/A E-MINI RUSS 2000 DEC24 XCME 20241220
N/A SOLD TWD BOUGHT USD 20241118
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N/A ERAUSST TRS EQUITY FEDL01+40BULLET MYI
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N/A RFR USD SOFR/3.50000 06/20/24-30Y CME
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N/A RFR USD SOFR/1.75000 06/15/22-10Y CME
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N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A SOLD DKK BOUGHT USD 20250401
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N/A US 10YR FUT OPTN NOV24P 112 EXP 10/25/2024
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N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A BOUGHT PLN SOLD USD 20241018
N/A RFR USD SOFR/3.55000 08/21/24-10Y LCH
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N/A RFR USD SOFR/3.75000 12/18/24-7Y LCH
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N/A CDX HY43 5Y ICE
N/A BOUGHT DKK SOLD USD 20250401
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N/A VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE
N/A BOUGHT CNH SOLD USD 20241120
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N/A 3 MONTH SOFR FUT DEC24 XCME 20250318
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N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD SGD BOUGHT USD 20241104
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N/A SOLD AUD BOUGHT USD 20241002
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N/A RFR USD SOFR/3.75000 12/18/24-10Y CME
N/A US 10YR NOTE (CBT)DEC24 XCBT 20241219
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N/A RFR USD SOFR/3.79500 08/06/24-10Y LCH
N/A SOLD KRW BOUGHT USD 20241023
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N/A RFR USD SOFR/3.88500 07/12/24-10Y LCH
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N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD DKK BOUGHT USD 20241104
N/A RFR USD SOFR/3.25000 06/21/23-5Y CME
N/A SOLD ILS BOUGHT USD 20241018
N/A 317U6ZLA4 PIMCO SWAPTION 3.56 PUT USD 20240930
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT CNH SOLD USD 20241025
N/A DJIA MINI E-CBOT DEC24 XCBT 20241220
N/A RFR JPY MUTK/1.00000 03/21/24-10Y LCH
N/A RFR USD SOFR/3.67900 08/13/24-10Y LCH
N/A BOUGHT DKK SOLD USD 20241002
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD PEN BOUGHT USD 20250214
N/A SOLD ZAR BOUGHT USD 20241018
N/A SOLD TWD BOUGHT USD 20241118
N/A IRS EUR 2.97000 12/15/23-10Y LCH
N/A SOLD DKK BOUGHT USD 20241104
N/A BOUGHT PLN SOLD USD 20241104
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD PEN BOUGHT USD 20250224
N/A US ULTRA BOND CBT DEC24 XCBT 20241219
N/A SOLD CNH BOUGHT USD 20241120
N/A CDX IG43 5Y ICE
N/A BOUGHT EUR SOLD USD 20241002
N/A 317U71SA1 PIMCO SWAPTION 3.05 CALL USD 2024100
N/A SOLD DKK BOUGHT USD 20241104
N/A SOLD PEN BOUGHT USD 20241021
N/A SOLD NZD BOUGHT USD 20241002
N/A SOLD CAD BOUGHT USD 20241104
N/A IRS EUR 2.89000 12/22/23-10Y LCH
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT DKK SOLD USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A 317U72EA4 PIMCO SWAPTION 2.975 CALL USD 202410
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD NZD BOUGHT USD 20241002
N/A IRS EUR 2.91000 12/29/23-10Y LCH
N/A BOUGHT DKK SOLD USD 20241002
N/A 317U78FA0 PIMCO SWAPTION 2.53 PUT EUR 20241024
N/A IRS EUR 2.39000 10/01/24-10Y LCH
N/A BOUGHT MXN SOLD USD 20241218
N/A BOUGHT TRY SOLD USD 20241218
N/A BOUGHT TRY SOLD USD 20241211
N/A RFR GBP SONIO/4.00000 09/18/24-5Y LCH
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD DKK BOUGHT USD 20240802
N/A BOUGHT INR SOLD USD 20240924
N/A 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD JPY BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT AUD SOLD USD 20240702
N/A BOUGHT JPY SOLD USD 20240702
N/A SOLD MXN BOUGHT USD 20240918
N/A BOUGHT DKK SOLD USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD NZD BOUGHT USD 20240702
N/A SOLD NZD BOUGHT USD 20240702
N/A 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407
N/A SOLD DKK BOUGHT USD 20240702
N/A 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071
N/A 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT BRL SOLD USD 20240904
N/A IRS EUR 2.77000 04/29/24-10Y LCH
N/A BOUGHT IDR SOLD USD 20240726
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD CNH BOUGHT USD 20241025
N/A 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722
N/A BOUGHT BRL SOLD USD 20240702
N/A IRS EUR 3.30500 11/27/23-10Y LCH
N/A 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072
N/A ERAUSST TRS EQUITY FEDL01+30 MYI
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD CHF BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715
N/A 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708
N/A SOLD CNH BOUGHT USD 20240920
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT NZD SOLD USD 20240702
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD SGD BOUGHT USD 20240702
N/A SOLD KRW BOUGHT USD 20240722
N/A 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072
N/A SOLD BRL BOUGHT USD 20240702
N/A ERAUSST TRS EQUITY FEDL01+38 RBC
N/A BOUGHT BRL SOLD USD 20240702
N/A 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD JPY BOUGHT USD 20240702
N/A IRS EUR 3.25000 11/06/23-10Y LCH
N/A 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072
N/A BOUGHT SGD SOLD USD 20240702
N/A 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407
N/A EURO-BOBL FUTURE SEP24 XEUR 20240906
N/A SOLD BRL BOUGHT USD 20250402
N/A ERAUSST TRS EQUITY FEDL01+32BULLET JPM
N/A 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729
N/A 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072
N/A EURO-BUXL 30Y BND SEP24 XEUR 20240906
N/A 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628
N/A SOLD KRW BOUGHT USD 20240722
N/A 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407
N/A 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070
N/A US 10YR ULTRA FUT SEP24 XCBT 20240919
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT ZAR SOLD USD 20240719
N/A 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407
N/A SOLD DKK BOUGHT USD 20250401
N/A IRS EUR 3.37000 10/09/23-5Y LCH
N/A 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071
N/A 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A SOLD CAD BOUGHT USD 20240802
N/A BOUGHT PLN SOLD USD 20240722
N/A 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704
N/A RFR USD SOFR/4.10500 04/24/24-10Y LCH
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD NZD BOUGHT USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT TRY SOLD USD 20240910
N/A BOUGHT CNH SOLD USD 20241025
N/A BOUGHT NZD SOLD USD 20240802
N/A SOLD CAD BOUGHT USD 20240702
N/A BOUGHT ILS SOLD USD 20240718
N/A 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703
N/A RFR USD SOFR/3.95000 04/16/24-10Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT CHF SOLD USD 20240702
N/A SOLD NOK BOUGHT USD 20240702
N/A RFR USD SOFR/4.09000 04/30/24-10Y LCH
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT NZD SOLD USD 20240702
N/A 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071
N/A 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717
N/A RFR USD SOFR/4.07800 04/29/24-10Y LCH
N/A 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072
N/A 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD AUD BOUGHT USD 20240802
N/A US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD JPY BOUGHT USD 20240924
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT CHF SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD MXN BOUGHT USD 20240710
N/A SOLD SGD BOUGHT USD 20240702
N/A US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD SGD BOUGHT USD 20240802
N/A RFR USD SOFR/4.15000 04/22/24-10Y LCH
N/A SOLD MXN BOUGHT USD 20240918
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD AUD BOUGHT USD 20240702
N/A BOUGHT NOK SOLD USD 20240702
N/A IRS EUR 2.67000 04/03/24-10Y LCH
N/A S+P500 EMINI FUT SEP24 XCME 20240920
N/A SOLD CNH BOUGHT USD 20240920
N/A SOLD KRW BOUGHT USD 20240722
N/A 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072
N/A 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407
N/A E-MINI RUSS 2000 SEP24 XCME 20240920
N/A IRS EUR 2.92000 12/13/23-5Y LCH
N/A IRS EUR 2.81800 06/26/24-5Y LCH
N/A SOLD CHF BOUGHT USD 20240702
N/A 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407
N/A SOLD SGD BOUGHT USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725
N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919
N/A SOLD EUR BOUGHT USD 20240702
N/A BOUGHT CNH SOLD USD 20241025
N/A IRS EUR 2.78000 05/02/24-5Y LCH
N/A SOLD MXN BOUGHT USD 20240715
N/A SOLD KRW BOUGHT USD 20240722
N/A 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729
N/A IRS EUR 2.50000 09/18/24-30Y LCH
N/A ERAUSST TRS EQUITY FEDL01+25 BULLET JP
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD BRL BOUGHT USD 20240702
N/A RFRF USD SF+26.161/0.407 07/21/21-3Y LCH
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT CAD SOLD USD 20240702
N/A SOLD BRL BOUGHT USD 20240802
N/A SOLD SGD BOUGHT USD 20240702
N/A 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715
N/A 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717
N/A SOLD TWD BOUGHT USD 20240913
N/A 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD GBP BOUGHT USD 20240702
N/A CDX HY42 5Y ICE
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD GBP BOUGHT USD 20240802
N/A IRS EUR 2.95000 06/12/24-5Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A INF SWAP US IT 2.487 12/07/21-30Y LCH
N/A US 2YR NOTE (CBT) SEP24 XCBT 20240930
N/A IRS EUR 2.77000 04/16/24-5Y LCH
N/A 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070
N/A BOUGHT BRL SOLD USD 20240802
N/A BOUGHT INR SOLD USD 20240924
N/A IRS EUR 2.76000 03/04/24-10Y LCH
N/A SOLD NZD BOUGHT USD 20240702
N/A IRS EUR 3.30000 10/03/23-10Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD CHF BOUGHT USD 20240802
N/A BOUGHT GBP SOLD USD 20240702
N/A 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072
N/A IRS EUR 2.75000 09/18/24-10Y LCH
N/A IRS EUR 2.95000 12/29/23-5Y LCH
N/A IRS EUR 3.45000 10/20/23-5Y LCH
N/A US LONG BOND(CBT) SEP24 XCBT 20240919
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A BOUGHT PLN SOLD USD 20240722
N/A 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062
N/A ABX.HE.AAA.06-2 SP BOA
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT ZAR SOLD USD 20240719
N/A BOUGHT CNH SOLD USD 20241025
N/A 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708
N/A US ULTRA BOND CBT SEP24 XCBT 20240919
N/A AAPL US TRS EQUITY FEDL01+75 BOA
N/A IRS EUR 2.82700 05/06/24-5Y LCH
N/A IRS EUR 3.27000 11/08/23-5Y LCH
N/A IRS EUR 2.86000 04/24/24-5Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT CNH SOLD USD 20241025
N/A IRS EUR 3.27000 08/21/23-10Y LCH
N/A SOLD MXN BOUGHT USD 20240715
N/A SOLD DKK BOUGHT USD 20240802
N/A BOUGHT INR SOLD USD 20240924
N/A RFR USD SOFR/4.00000 03/20/24-2Y LCH
N/A SOLD AUD BOUGHT USD 20240702
N/A 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT IDR SOLD USD 20240722
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072
N/A 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD CHF BOUGHT USD 20240702
N/A SOLD JPY BOUGHT USD 20240802
N/A 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062
N/A SOLD CHF BOUGHT USD 20240702
N/A RFR USD SOFR/4.08000 04/17/24-10Y LCH
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD AUD BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD CNH BOUGHT USD 20240920
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A SOLD MXN BOUGHT USD 20240918
N/A SOLD JPY BOUGHT USD 20240819
N/A SOLD TWD BOUGHT USD 20240913
N/A 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722
N/A EURO-BUND FUTURE SEP24 XEUR 20240906
N/A 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071
N/A BOUGHT IDR SOLD USD 20240722
N/A SOLD CNH BOUGHT USD 20240920
N/A BOUGHT NZD SOLD USD 20240702
N/A DJIA MINI E-CBOT SEP24 XCBT 20240920
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT MXN SOLD USD 20240918
N/A ERAUSST TRS EQUITY FEDL01+10 ULO
N/A FIXED INC CLEARING CORP.REPO
N/A SOLD SGD BOUGHT USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD JPY BOUGHT USD 20240805
N/A 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071
N/A SOLD ILS BOUGHT USD 20240719
N/A 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071
N/A RFR USD SOFR/3.90000 04/15/24-10Y LCH
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD AUD BOUGHT USD 20240702
N/A RFR USD SOFR/4.08000 06/05/24-10Y LCH
N/A BOUGHT NZD SOLD USD 20240802
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD BRL BOUGHT USD 20250402
N/A RFR USD SOFR/4.20000 05/06/24-10Y LCH
N/A BOUGHT BRL SOLD USD 20240702
N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930
N/A SOLD JPY BOUGHT USD 20240722
N/A DEUTSCHE BANK REPO REPO
N/A BOUGHT NZD SOLD USD 20240802
N/A BOUGHT NOK SOLD USD 20240802
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A SOLD DKK BOUGHT USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT INR SOLD USD 20240924
N/A RFR USD SOFR/3.90000 04/10/24-10Y LCH
N/A BOUGHT EUR SOLD USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705
N/A SOLD BRL BOUGHT USD 20240802
N/A BOUGHT SGD SOLD USD 20240702
N/A BOUGHT ILS SOLD USD 20240718
N/A SOLD EUR BOUGHT USD 20240802
N/A BOUGHT DKK SOLD USD 20240702
N/A 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704
N/A BOUGHT INR SOLD USD 20240924
N/A 317U5GNA5 PIMCO SWAPTION 3.75 CALL USD 2024041
N/A 317U5K0A1 PIMCO SWAPTION 2.48 CALL EUR 2024042
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD KRW BOUGHT USD 20240429
N/A 317U5EPA8 PIMCO SWAPTION 3.5 CALL USD 20240408
N/A US 10YR FUT OPTN MAY24C 111.5 EXP 04/26/2024
N/A BOUGHT IDR SOLD USD 20240620
N/A 317U5GFA4 PIMCO SWAPTION 2.55 CALL EUR 2024041
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5HPA1 PIMCO SWAPTION 2.56 CALL EUR 2024042
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT JPY SOLD USD 20240502
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD CAD BOUGHT USD 20240402
N/A 317U5BQA3 PIMCO SWAPTION 4.024 PUT USD 2024040
N/A 317U5K1A0 PIMCO SWAPTION 2.78 PUT EUR 20240429
N/A SOLD CNH BOUGHT USD 20240419
N/A BOUGHT JPY SOLD USD 20240502
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT BRL SOLD USD 20240503
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5F8A4 PIMCO SWAPTION 2.77 PUT EUR 20240412
N/A ABX.HE.AAA.06-2 SP BOA
N/A SOLD KRW BOUGHT USD 20240429
N/A DEUTSCHE BANK REPO REPO
N/A BOUGHT BRL SOLD USD 20240402
N/A US 10YR FUT OPTN MAY24P 108.5 EXP 04/26/2024
N/A SOLD CNH BOUGHT USD 20240419
N/A BOUGHT CAD SOLD USD 20240402
N/A ERAUSST TRS EQUITY FEDL01+10 ULO
N/A SOLD CNH BOUGHT USD 20240402
N/A BOUGHT DKK SOLD USD 20240402
N/A DEUTSCHE BANK REPO REPO
N/A SOLD JPY BOUGHT USD 20240402
N/A CDX HY42 5Y ICE
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD AUD BOUGHT USD 20240502
N/A 317U5FGA5 PIMCO SWAPTION 3.95 PUT USD 20240412
N/A 317U5F3A9 PIMCO SWAPTION 3.5 CALL USD 20240411
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT INR SOLD USD 20240620
N/A 317U5EDA1 PIMCO SWAPTION 2.85 PUT EUR 20240408
N/A BOUGHT IDR SOLD USD 20240620
N/A 317U5J4A0 PIMCO SWAPTION 4.09 PUT USD 20240426
N/A ROLLS-ROYCE PLC SNR SE ICE
N/A SOLD DKK BOUGHT USD 20240502
N/A 317U5GMA6 PIMCO SWAPTION 4.15 PUT USD 20240418
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240624
N/A 317U5BPA4 PIMCO SWAPTION 4.027 PUT USD 2024040
N/A SOLD CAD BOUGHT USD 20240409
N/A SOLD JPY BOUGHT USD 20240415
N/A SOLD CAD BOUGHT USD 20240502
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD DKK BOUGHT USD 20250401
N/A EURO-BOBL FUTURE JUN24 XEUR 20240606
N/A SOLD CAD BOUGHT USD 20240501
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT BRL SOLD USD 20240503
N/A BOUGHT MXN SOLD USD 20240620
N/A BOUGHT JPY SOLD USD 20240402
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD EUR BOUGHT USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD CNH BOUGHT USD 20240426
N/A SOLD MXN BOUGHT USD 20240620
N/A SOLD EUR BOUGHT USD 20240502
N/A SOLD TWD BOUGHT USD 20240620
N/A BOUGHT ZAR SOLD USD 20240419
N/A US 10YR FUT OPTN MAY24C 113 EXP 04/26/2024
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U5G7A3 PIMCO SWAPTION 3.68 CALL USD 2024041
N/A ERAUSST TRS EQUITY FEDL01+24 MYI
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD AUD BOUGHT USD 20240402
N/A SOLD CAD BOUGHT USD 20240402
N/A 317U5FHA4 PIMCO SWAPTION 3.55 CALL USD 2024041
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT IDR SOLD USD 20240620
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD TWD BOUGHT USD 20240620
N/A 317U5BTA0 PIMCO SWAPTION 3.624 CALL USD 202404
N/A SOLD IDR BOUGHT USD 20240430
N/A 317U5J7A7 PIMCO SWAPTION 3.69 CALL USD 2024042
N/A SOLD TWD BOUGHT USD 20240620
N/A 317U5J5A9 PIMCO SWAPTION 3.69 CALL USD 2024042
N/A BOUGHT KRW SOLD USD 20240620
N/A 317U5F9A3 PIMCO SWAPTION 2.43 CALL EUR 2024041
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U5GGA3 PIMCO SWAPTION 2.81 PUT EUR 20240415
N/A 317U5AYA6 PIMCO SWAPTION 4.25 PUT USD 20240402
N/A 317U5F2A0 PIMCO SWAPTION 3.9 PUT USD 20240411
N/A SOLD DKK BOUGHT USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A US 10YR FUT OPTN MAY24P 109 EXP 04/26/2024
N/A EURO-BUND FUTURE JUN24 XEUR 20240606
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U5IJA6 PIMCO SWAPTION 2.48 CALL EUR 2024042
N/A SOLD GBP BOUGHT USD 20240502
N/A SOLD KRW BOUGHT USD 20240620
N/A INF SWAP US IT 2.487 12/07/21-30Y LCH
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240503
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A SOLD TWD BOUGHT USD 20240620
N/A ERAUSST TRS EQUITY FEDL01+38 RBC
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT DKK SOLD USD 20240502
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD KRW BOUGHT USD 20240429
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A SOLD CNH BOUGHT USD 20240419
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240419
N/A E-MINI RUSS 2000 JUN24 XCME 20240621
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A BOUGHT AUD SOLD USD 20240402
N/A 317U5ECA2 PIMCO SWAPTION 2.5 CALL EUR 20240408
N/A SOLD CNH BOUGHT USD 20240506
N/A BOUGHT INR SOLD USD 20240620
N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U5G6A4 PIMCO SWAPTION 4.08 PUT USD 20240415
N/A BOUGHT CNH SOLD USD 20240402
N/A RFRF USD SF+26.161/0.407 07/21/21-3Y LCH
N/A ERAUSST TRS EQUITY FEDL01+25 BULLET JP
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT AUD SOLD USD 20240402
N/A SOLD CNH BOUGHT USD 20240426
N/A BOUGHT CAD SOLD USD 20240402
N/A BOUGHT DKK SOLD USD 20240402
N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618
N/A 317U5J6A8 PIMCO SWAPTION 4.09 PUT USD 20240426
N/A SOLD KRW BOUGHT USD 20240620
N/A EURO-BUXL 30Y BND JUN24 XEUR 20240606
N/A SOLD KRW BOUGHT USD 20240429
N/A BOUGHT INR SOLD USD 20240620
N/A 317U5HLA5 PIMCO SWAPTION 4.105 PUT USD 2024042
N/A SOLD EUR BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240402
N/A 317U5G9A1 PIMCO SWAPTION 3.685 CALL USD 202404
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD CAD BOUGHT USD 20240502
N/A BOUGHT IDR SOLD USD 20240620
N/A 317U5HKA6 PIMCO SWAPTION 3.705 CALL USD 202404
N/A SOLD CAD BOUGHT USD 20240501
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240620
N/A 317U5BSA1 PIMCO SWAPTION 3.627 CALL USD 202404
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD IDR BOUGHT USD 20240430
N/A DJIA MINI E-CBOT JUN24 XCBT 20240621
N/A BOUGHT MXN SOLD USD 20240419
N/A 317U5IPA9 PIMCO SWAPTION 4.078 PUT USD 2024042
N/A SOLD TWD BOUGHT USD 20240520
N/A BOUGHT DKK SOLD USD 20240502
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT DKK SOLD USD 20240402
N/A 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5HQA0 PIMCO SWAPTION 2.86 PUT EUR 20240422
N/A 317U5AZA5 PIMCO SWAPTION 3.75 CALL USD 2024040
N/A SOLD AUD BOUGHT USD 20240502
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5IKA4 PIMCO SWAPTION 2.77 PUT EUR 20240425
N/A SOLD BRL BOUGHT USD 20240402
N/A ERAUSST TRS EQUITY FEDL01+24 MYI
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628
N/A 317U5EOA9 PIMCO SWAPTION 3.9 PUT USD 20240408
N/A SOLD TWD BOUGHT USD 20240620
N/A ERAUSST TRS EQUITY FEDL01+32BULLET JPM
N/A SOLD GBP BOUGHT USD 20240402
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U5G8A2 PIMCO SWAPTION 4.085 PUT USD 2024041
N/A SOLD EUR BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5IQA8 PIMCO SWAPTION 3.678 CALL USD 202404
N/A SOLD AUD BOUGHT USD 20240502
N/A SOLD DKK BOUGHT USD 20250401
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240402
N/A SOLD CAD BOUGHT USD 20240402
N/A BOUGHT DKK SOLD USD 20240402
N/A SOLD CAD BOUGHT USD 20240401
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT MXN SOLD USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD CNH BOUGHT USD 20240426
N/A SOLD IDR BOUGHT USD 20240620
N/A BOUGHT BRL SOLD USD 20240503
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD MXN BOUGHT USD 20240131
N/A FIXED INC CLEARING CORP.REPO
N/A 317U4NKA4 PIMCO SWAPTION 3.67 CALL USD 2024010
N/A BOUGHT CNH SOLD USD 20240326
N/A 317U4P0A1 PIMCO SWAPTION 3.994 PUT USD 2024010
N/A BOUGHT HUF SOLD USD 20240104
N/A SOLD IDR BOUGHT USD 20240320
N/A 317U4NPA9 PIMCO SWAPTION 4.01 PUT USD 20240105
N/A US 10YR NOTE (CBT)MAR24 XCBT 20240319
N/A SOLD DKK BOUGHT USD 20240109
N/A BOUGHT INR SOLD USD 20240320
N/A US ULTRA BOND CBT MAR24 XCBT 20240319
N/A SOLD IDR BOUGHT USD 20240320
N/A 317U4R0A7 PIMCO SWAPTION 3.3 CALL USD 20240116
N/A RFR USD SOFR/4.23000 10/23/23-10Y LCH
N/A BOUGHT INR SOLD USD 20240320
N/A RFR USD SOFR/4.20000 10/18/23-10Y LCH
N/A RFR JPY MUTK/1.00000 03/21/24-10Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT BRL SOLD USD 20240103
N/A DEUTSCHE BANK REPO REPO
N/A BOUGHT IDR SOLD USD 20240320
N/A ERAUSST TRS EQUITY FEDL01+10 ULO
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT BRL SOLD USD 20240402
N/A RFR USD SOFR/4.22000 10/20/23-10Y LCH
N/A BOUGHT ZAR SOLD USD 20240117
N/A RFR USD SOFR/4.15500 10/02/23-10Y LCH
N/A BOUGHT BRL SOLD USD 20240103
N/A 317U4QCA6 PIMCO SWAPTION 3.545 CALL USD 202401
N/A BOUGHT BRL SOLD USD 20240103
N/A 3 MONTH SOFR FUT JUN24 XCME 20240917
N/A RFR USD SOFR/4.15000 10/12/23-10Y LCH
N/A SOLD IDR BOUGHT USD 20240108
N/A RFR USD SOFR/3.76000 08/23/23-10Y LCH
N/A SOLD EUR BOUGHT USD 20240109
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT BRL SOLD USD 20240103
N/A RFR USD SOFR/3.75000 12/20/23-5Y CME
N/A 317U4R9A8 PIMCO SWAPTION 2.31 CALL EUR 2024011
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD CAD BOUGHT USD 20240116
N/A 317U4NMA2 PIMCO SWAPTION 2.59 CALL EUR 2024010
N/A RFR USD SOFR/3.50000 12/20/23-10Y CME
N/A 317U4QDA5 PIMCO SWAPTION 3.995 PUT USD 2024011
N/A BOUGHT IDR SOLD USD 20240131
N/A RFR USD SOFR/3.73500 08/07/23-10Y LCH
N/A 317U4RKA5 PIMCO SWAPTION 3.344 CALL USD 202401
N/A RFR USD SOFR/4.17000 10/03/23-10Y LCH
N/A SOLD DKK BOUGHT USD 20240109
N/A SOLD MXN BOUGHT USD 20240131
N/A IRS EUR 2.75000 03/20/24-30Y LCH
N/A SOLD CAD BOUGHT USD 20240109
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT ZAR SOLD USD 20240119
N/A US 5YR NOTE (CBT) MAR24 XCBT 20240328
N/A BOUGHT MXN SOLD USD 20240131
N/A INTC US TRS EQUITY FEDL01+73 FAR
N/A 317U4SQA7 PIMCO SWAPTION 3.235 CALL USD 202401
N/A SOLD TWD BOUGHT USD 20240320
N/A RFR USD SOFR/4.25000 11/22/23-10Y LCH
N/A ERAUSST TRS EQUITY FEDL01+5 CBK
N/A ERAUSST TRS EQUITY FEDL01+32BULLET JPM
N/A SOLD EUR BOUGHT USD 20240109
N/A RFR USD SOFR/3.85400 12/29/23-10Y LCH
N/A BOUGHT IDR SOLD USD 20240108
N/A RFR USD SOFR/3.75000 01/02/24-10Y LCH
N/A SOLD GBP BOUGHT USD 20240109
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U4OMA0 PIMCO SWAPTION 2.44 CALL EUR 2024010
N/A 317U4PCA8 PIMCO SWAPTION 3.455 CALL USD 202401
N/A BOUGHT BRL SOLD USD 20240202
N/A 317U4PBA9 PIMCO SWAPTION 3.955 PUT USD 2024010
N/A RFRF USD SF+26.161/0.407 07/21/21-3Y LCH
N/A 3 MONTH SOFR FUT MAR24 XCME 20240618
N/A BOUGHT MXN SOLD USD 20240419
N/A 317U4T3A0 PIMCO SWAPTION 3.17 CALL USD 2024012
N/A BOUGHT JPY SOLD USD 20240109
N/A BOUGHT ZAR SOLD USD 20240119
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT MXN SOLD USD 20240131
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT MXN SOLD USD 20240131
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U4RAA6 PIMCO SWAPTION 2.7 PUT EUR 20240118
N/A BOUGHT INR SOLD USD 20240320
N/A ERAUSST TRS EQUITY FEDL01+24 MYI
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD KRW BOUGHT USD 20240131
N/A 317U4NJA6 PIMCO SWAPTION 4.12 PUT USD 20240104
N/A 317U4PLA8 PIMCO SWAPTION 2.49 CALL EUR 2024011
N/A BOUGHT INR SOLD USD 20240320
N/A ERAUSST TRS EQUITY FEDL01+10 ULO
N/A SOLD ZAR BOUGHT USD 20240119
N/A SOLD CNH BOUGHT USD 20240326
N/A 317U4NOA0 PIMCO SWAPTION 3.594 CALL USD 202401
N/A AMD US TRS EQUITY FEDL01+73 FAR
N/A 317U4PMA7 PIMCO SWAPTION 2.89 PUT EUR 20240112
N/A RFR USD SOFR/4.17500 10/10/23-10Y LCH
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A BOUGHT BRL SOLD USD 20240103
N/A EURO-BOBL FUTURE MAR24 XEUR 20240307
N/A SOLD CAD BOUGHT USD 20240202
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD CNH BOUGHT USD 20240326
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A EURO-BUND FUTURE MAR24 XEUR 20240307
N/A INF SWAP US IT 2.487 12/07/21-30Y LCH
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U4QZA1 PIMCO SWAPTION 3.75 PUT USD 20240116
N/A IRS EUR 3.00000 03/20/24-10Y LCH
N/A RFR USD SOFR/3.73000 08/03/23-10Y LCH
N/A 317U4QEA4 PIMCO SWAPTION 4.0 PUT USD 20240116
N/A SOLD CAD BOUGHT USD 20240102
N/A SOLD MXN BOUGHT USD 20240131
N/A 317U4PQA3 PIMCO SWAPTION 3.6 CALL USD 20240112
N/A SOLD TWD BOUGHT USD 20240229
N/A SOLD IDR BOUGHT USD 20240320
N/A 317U4RJA7 PIMCO SWAPTION 3.744 PUT USD 2024011
N/A SOLD BRL BOUGHT USD 20240103
N/A EURO-BUXL 30Y BND MAR24 XEUR 20240307
N/A BOUGHT AUD SOLD USD 20240109
N/A SOLD BRL BOUGHT USD 20240103
N/A MSFT US TRS EQUITY FEDL01+73 FAR
N/A RFR USD SOFR/3.84200 12/26/23-10Y LCH
N/A RFR USD SOFR/4.25000 12/20/23-2Y CME
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD AUD BOUGHT USD 20240109
N/A 317U4NLA3 PIMCO SWAPTION 2.96 PUT EUR 20240105
N/A 317U4NQA8 PIMCO SWAPTION 3.56 CALL USD 2024010
N/A AMZN US TRS EQUITY FEDL01+80 BULLET BO
N/A RFR USD SOFR/4.45000 10/31/23-10Y LCH
N/A SOLD TWD BOUGHT USD 20240320
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD JPY BOUGHT USD 20240109
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD CAD BOUGHT USD 20240201
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A RFR USD SOFR/4.03000 12/15/23-10Y LCH
N/A 317U4PPA4 PIMCO SWAPTION 4.05 PUT USD 20240112
N/A US 2YR NOTE (CBT) MAR24 XCBT 20240328
N/A RFR USD SOFR/4.16500 09/27/23-10Y LCH
N/A SOLD IDR BOUGHT USD 20240320
N/A 317U4NBA4 PIMCO SWAPTION 3.03 PUT EUR 20240104
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4SPA8 PIMCO SWAPTION 3.685 PUT USD 2024012
N/A BOUGHT TWD SOLD USD 20240229
N/A SOLD CAD BOUGHT USD 20240109
N/A RFR USD SOFR/3.50000 12/20/23-7Y CME
N/A RFR USD SOFR/1.75000 06/15/22-5Y CME
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD CAD BOUGHT USD 20240109
N/A BOUGHT ZAR SOLD USD 20240119
N/A SOLD BRL BOUGHT USD 20240103
N/A 317U4ONA9 PIMCO SWAPTION 2.86 PUT EUR 20240108
N/A RFR USD SOFR/3.90000 08/30/23-10Y LCH
N/A 317U4NIA7 PIMCO SWAPTION 3.6475 CALL USD 20240
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT INR SOLD USD 20240320
N/A ABX.HE.AAA.06-2 SP BOA
N/A 317U4SRA6 PIMCO SWAPTION 3.665 PUT USD 2024012
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD CAD BOUGHT USD 20240109
N/A BOUGHT ZAR SOLD USD 20240119
N/A BOUGHT CNH SOLD USD 20240326
N/A RFR USD SOFR/3.95000 12/19/23-10Y LCH
N/A 317U4SSA5 PIMCO SWAPTION 3.215 CALL USD 202401
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD HUF BOUGHT USD 20240104
N/A E-MINI RUSS 2000 MAR24 XCME 20240315
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD KRW BOUGHT USD 20240620
N/A RFR USD SOFR/3.95000 09/13/23-10Y LCH
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U4P1A0 PIMCO SWAPTION 3.494 CALL USD 202401
N/A 317U4QFA3 PIMCO SWAPTION 3.55 CALL USD 2024011
N/A 317U4NNA1 PIMCO SWAPTION 4.044 PUT USD 2024010
N/A BOUGHT INR SOLD USD 20240229
N/A BOUGHT BRL SOLD USD 20240103
N/A BOUGHT IDR SOLD USD 20240320
N/A ERAUSST TRS EQUITY FEDL01+25 BULLET JP
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD HUF BOUGHT USD 20240104
N/A RFR USD SOFR/3.83000 10/12/23-30Y LCH
N/A BOUGHT IDR SOLD USD 20240320
N/A 317U4T2A1 PIMCO SWAPTION 3.62 PUT USD 20240129
N/A 317U4NCA3 PIMCO SWAPTION 2.65 CALL EUR 2024010
N/A RFR USD SOFR/4.03000 10/04/23-10Y LCH
N/A SOLD CNH BOUGHT USD 20240326
N/A AAPL US TRS EQUITY FEDL01+73 FAR
N/A RFR USD SOFR/3.80000 08/22/23-7Y LCH
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 DKK SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231113
N/A SOLD DKK BOUGHT USD 20231102
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD CAD BOUGHT USD 20231027
N/A SOLD DKK BOUGHT USD 20231002
N/A BOUGHT JPY SOLD USD 20231113
N/A E-MINI RUSS 2000 DEC23 XCME 20231215
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 317U3V9A0 PIMCO SWAPTION 4.03 PUT USD 20231002
N/A 317U3VAA8 PIMCO SWAPTION 3.58 CALL USD 2023100
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 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 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 317U43FA4 PIMCO SWAPTION 4.45 PUT USD 20231027
N/A 317U43GA3 PIMCO SWAPTION 3.95 CALL USD 2023102
N/A INF SWAP US IT 2.487 12/07/21-30Y 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/3.80000 08/22/23-7Y LCH
N/A RFR USD SOFR/3.90000 08/30/23-10Y LCH
N/A RFR USD SOFR/4.15500 10/02/23-10Y LCH
N/A RFR USD SOFR/4.16500 09/27/23-10Y LCH
N/A RFRF USD SF+26.161/0.407 07/21/21-3Y LCH
N/A ZCS BRL 10.155 09/14/23-01/04/27 CME
N/A BOUGHT GBP SOLD USD 20231003
N/A SOLD GBP BOUGHT USD 20231102
N/A SOLD CAD BOUGHT USD 20231101
N/A SOLD CAD BOUGHT USD 20231101
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 RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A ABX.HE.AAA.06-2 SP BOA
N/A SOLD AUD BOUGHT USD 20231003
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT DKK SOLD USD 20231003
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD DKK BOUGHT USD 20231102
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD GBP BOUGHT USD 20231003
N/A CDX HY41 5Y ICE
N/A CDX IG40 5Y ICE
N/A CDX IG41 5Y ICE
N/A BOUGHT JPY SOLD USD 20231030
N/A BOUGHT MXN SOLD USD 20231214
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD CAD BOUGHT USD 20231031
N/A SOLD DKK BOUGHT USD 20231002
N/A ERAUSST TRS EQUITY FEDL01+10 ULO
N/A ERAUSST TRS EQUITY FEDL01+10 ULO
N/A ERAUSST TRS EQUITY FEDL01+25 BULLET JP
N/A ERAUSST TRS EQUITY FEDL01+32BULLET JPM
N/A ERAUSST TRS EQUITY FEDL01+5 CBK
N/A ERAUSST TRS EQUITY FEDL01+5 ULO
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A EURO-BOBL FUTURE DEC23 XEUR 20231207
N/A EURO-BUND FUTURE DEC23 XEUR 20231207
N/A EURO-BUXL 30Y BND DEC23 XEUR 20231207
N/A BOUGHT MXN SOLD USD 20231016
N/A BOUGHT MXN SOLD USD 20231214
N/A SOLD BRL BOUGHT USD 20231103
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD CAD BOUGHT USD 20231101
N/A SOLD MXN BOUGHT USD 20231004
N/A BOUGHT CAD SOLD USD 20231003
N/A SOLD CNH BOUGHT USD 20230816
N/A BOUGHT BRL SOLD USD 20230905
N/A 317U3AYA8 PIMCO SWAPTION 3.78 PUT USD 20230731
N/A 317U3AZA7 PIMCO SWAPTION 3.38 CALL USD 2023073
N/A INF SWAP US IT 2.487 12/07/21-30Y 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 0.00000 07/21/21-2Y LCH
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+26.161/0.000 07/21/21-2Y LCH
N/A RFRF USD SF+26.161/0.407 07/21/21-3Y LCH
N/A BOUGHT GBP SOLD USD 20230705
N/A SOLD GBP BOUGHT USD 20230802
N/A SOLD DKK 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 PARIBAS REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT DKK SOLD USD 20230705
N/A BOUGHT MXN SOLD USD 20230718
N/A SOLD DKK BOUGHT USD 20230705
N/A SOLD DKK BOUGHT USD 20230802
N/A CDX HY40 5Y ICE
N/A CDX IG39 5Y ICE
N/A BOUGHT CNH SOLD USD 20230816
N/A BOUGHT EUR SOLD USD 20230705
N/A SOLD DKK BOUGHT USD 20230705
N/A BOUGHT BRL SOLD USD 20230705
N/A SOLD BRL BOUGHT USD 20230705
N/A ERAUSST TRS EQUITY FEDL01+10 ULO
N/A ERAUSST TRS EQUITY FEDL01+15 BULLET FA
N/A ERAUSST TRS EQUITY FEDL01+3 BULLET SOG
N/A ERAUSST TRS EQUITY FEDL01+5 CBK
N/A ERAUSST TRS EQUITY FEDL01+5 ULO
N/A EURO-BOBL FUTURE SEP23 XEUR 20230907
N/A EURO-BUND FUTURE SEP23 XEUR 20230907
N/A EURO-BUXL 30Y BND SEP23 XEUR 20230907
N/A BOUGHT BRL SOLD USD 20230705
N/A SOLD BRL BOUGHT USD 20230705
N/A SOLD BRL BOUGHT USD 20230905
N/A BOUGHT EUR SOLD USD 20230705
N/A SOLD GBP BOUGHT USD 20230705
N/A SOLD MXN BOUGHT USD 20231016
N/A BOUGHT DKK SOLD USD 20230705
N/A SOLD DKK BOUGHT USD 20230802
N/A BOUGHT MXN SOLD USD 20230714
N/A SOLD MXN BOUGHT USD 20230816
N/A E-MINI RUSS 2000 SEP23 XCME 20230915
N/A SOLD EUR BOUGHT USD 20230705
N/A INF SWAP US IT 2.487 12/07/21-30Y LCH
N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230424
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 RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT CNH SOLD USD 20230414
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD JPY BOUGHT USD 20230522
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD JPY BOUGHT USD 20230508
N/A SOLD JPY BOUGHT USD 20230515
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT MXN SOLD USD 20230420
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD MXN BOUGHT USD 20230621
N/A SOLD MXN BOUGHT USD 20230630
N/A CDX HY39 5Y ICE
N/A BOUGHT DKK SOLD USD 20230403
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD DKK BOUGHT USD 20230502
N/A BOUGHT BRL SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230502
N/A ERAUSST TRS EQUITY FEDL01+10 ULO
N/A ERAUSST TRS EQUITY FEDL01+15 BULLET FA
N/A ERAUSST TRS EQUITY FEDL01+15 JPM
N/A ERAUSST TRS EQUITY FEDL01+3 BULLET SOG
N/A ERAUSST TRS EQUITY FEDL01+5 ULO
N/A EURO-BOBL FUTURE JUN23 XEUR 20230608
N/A EURO-BUND FUTURE JUN23 XEUR 20230608
N/A EURO-BUXL 30Y BND JUN23 XEUR 20230608
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD GBP BOUGHT USD 20230404
N/A BOUGHT MXN SOLD USD 20230515
N/A BOUGHT MXN SOLD USD 20230714
N/A SOLD MXN BOUGHT USD 20230420
N/A E-MINI RUSS 2000 JUN23 XCME 20230616
N/A INF SWAP US IT 2.487 12/07/21-30Y 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 US 10YR NOTE (CBT)MAR23 XCBT 20230322
N/A US ULTRA BOND CBT MAR23 XCBT 20230322
N/A FIXED INC CLEARING CORP.REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A CDX HY39 5Y ICE
N/A SOLD BRL BOUGHT USD 20230104
N/A SOLD EUR BOUGHT USD 20230110
N/A ERAUSST TRS EQUITY FEDL01+15 BULLET FA
N/A ERAUSST TRS EQUITY FEDL01+15 JPM
N/A ERAUSST TRS EQUITY FEDL01+20 BPS
N/A ERAUSST TRS EQUITY FEDL01+3 BULLET SOG
N/A ERAUSST TRS EQUITY FEDL01+5 ULO
N/A EURO-BUND FUTURE MAR23 XEUR 20230308
N/A EURO-BUXL 30Y BND MAR23 XEUR 20230308
N/A BOUGHT BRL SOLD USD 20230104
N/A BOUGHT CNH SOLD USD 20230119
N/A BOUGHT MXN SOLD USD 20230321
N/A SOLD BRL BOUGHT USD 20230404
N/A BOUGHT EUR SOLD USD 20230110
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD DKK BOUGHT USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD GBP BOUGHT USD 20230110
N/A SOLD DKK BOUGHT USD 20230110
N/A BOUGHT MXN SOLD USD 20230315
N/A SOLD MXN BOUGHT USD 20230420
N/A E-MINI RUSS 2000 MAR23 XCME 20230317
N/A S+P500 EMINI FUT MAR23 XCME 20230317
N/A SOLD EUR/BOUGHT USD
N/A ROLLS-ROYCE PLC SNR SE ICE
N/A E-MINI RUSS 2000 DEC22 XCME 20221216
N/A SOLD EUR/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 US IT 2.487 12/07/21-30Y 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 1.25000 06/16/21-30Y CME
N/A IRS USD 1.50000 06/17/20-30Y 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 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 ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT EUR/SOLD USD
N/A SOLD ILS/BOUGHT 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 CDX HY38 5Y ICE
N/A CDX IG37 5Y ICE
N/A CDX IG38 5Y ICE
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A EXELON GENERATION COMPANY LLC SNR S* ICE
N/A SOLD MXN/BOUGHT USD
N/A ERAUSST TRS EQUITY FEDL01+15 BULLET FA
N/A ERAUSST TRS EQUITY FEDL01+15 JPM
N/A ERAUSST TRS EQUITY FEDL01+20 BPS
N/A ERAUSST TRS EQUITY FEDL01+3 BULLET SOG
N/A ERAUSST TRS EQUITY FEDL01-20 SOG
N/A EURO-BUND FUTURE DEC22 XEUR 20221208
N/A EURO-BUXL 30Y BND DEC22 XEUR 20221208
N/A SOLD CNH/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A 317537140 PIMCO CDSOPT PUT EUR 1.6 20221019
N/A SOLD CNH/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A 31750JEG6 PIMCO CDSOPT PUT EUR 1.1 20220720
N/A 317514FO0 PIMCO CDSOPT PUT EUR 1.2 20220720
N/A 317551VP1 PIMCO CDSOPT PUT EUR 1.4 20220817
N/A CDX ITRAXX MAIN37 5Y ICE
N/A SOLD 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 SOLD CAD/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A E-MINI RUSS 2000 SEP22 XCME 20220916
N/A S+P500 EMINI FUT SEP22 XCME 20220916
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT ILS/SOLD USD
N/A SOLD CAD/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 3.4 01/15/20-10Y LCH
N/A INF SWAP GB NI 4.25 11/15/21-10Y LCH
N/A INF SWAP US IT 2.487 12/07/21-30Y LCH
N/A IRS CAD 2.20000 12/18/19-30Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS CAD 2.75000 12/18/18-30Y LCH
N/A IRS EUR 0.25000 09/21/22-10Y LCH
N/A IRS EUR 0.50000 09/21/22-30Y LCH
N/A IRS USD 0.37000 08/04/21-3Y LCH
N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A IRS USD 1.25000 06/16/21-30Y 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 J P MORGAN TERM REPO
N/A ABX.HE.AAA.06-2 SP BOA
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 SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/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 CDX HY38 5Y ICE
N/A 317562G00 PIMCO CDSOPT PUT USD 1.2 20220720
N/A CDX IG37 5Y ICE
N/A 317575GC6 PIMCO CDSOPT PUT USD 1.2 20220720
N/A CDX IG38 5Y ICE
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A EXELON GENERATION COMPANY LLC SNR S* ICE
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A ERAUSST TRS EQUITY 1ML+15 BULLET BOA
N/A ERAUSST TRS EQUITY FEDL01+15 JPM
N/A ERAUSST TRS EQUITY FEDL01+20 BPS
N/A ERAUSST TRS EQUITY FEDL01+3 BULLET SOG
N/A ERAUSST TRS EQUITY FEDL01-20 SOG
N/A EURO-BUND FUTURE SEP22 XEUR 20220908
N/A EURO-BUXL 30Y BND SEP22 XEUR 20220908
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A EXELON GENERATION COMPANY LLC SNR S* ICE
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 ERAUSST TRS EQUITY 1ML+15 BULLET BOA
N/A ERAUSST TRS EQUITY 1ML+15 BULLET JPM
N/A ERAUSST TRS EQUITY 1ML+19 BULLET JPM
N/A ERAUSST TRS EQUITY 1ML+20 BULLET BPS
N/A ERAUSST TRS EQUITY FEDL01+19 JPM
N/A EURO-BUND FUTURE JUN22 XEUR 20220608
N/A EURO-BUXL 30Y BND JUN22 XEUR 20220608
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 31750JDB8 PIMCO CDSOPT PUT EUR 5.25 20220615
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 317523ZS0 PIMCO CDSOPT PUT EUR 1.05 20220518
N/A 317534HS7 PIMCO CDSOPT PUT EUR 1.2 20220615
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 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 317589X20 PIMCO CDSOPT PUT EUR 1.0 20220518
N/A BOUGHT MXN/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A E-MINI RUSS 2000 JUN22 XCME 20220617
N/A BOUGHT ILS/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/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 4.25 11/15/21-10Y LCH
N/A INF SWAP US IT 2.487 12/07/21-30Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70000 03/17/21-5Y 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 1.25000 06/16/21-30Y CME
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N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A 317U237Y3 PIMCO SWAPTION 0.01776 PUT USD 20210
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 3.415 02/15/20-10Y LCH
N/A INF SWAP GB NI 3.445 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.51 11/15/20-10Y LCH
N/A IRS AUD 2.00000 06/16/21-10Y LCH
N/A IRS CAD 0.63600 12/21/20-3Y LCH
N/A IRS CAD 0.63700 12/21/20-3Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS CNY 2.68750 03/17/21-5Y LCH
N/A IRS CNY 2.69000 03/17/21-5Y LCH
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70500 03/17/21-5Y LCH
N/A IRS CNY 2.77000 03/17/21-5Y LCH
N/A IRS CNY 2.81000 03/17/21-5Y LCH
N/A IRS EUR 0.00000 09/15/21-10Y LCH
N/A IRS EUR 0.50000 09/15/21-30Y LCH
N/A IRS JPY 0.35000 03/17/21-30Y LCH
N/A IRS USD 0.37000 08/04/21-3Y LCH
N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 1.25000 06/16/21-30Y 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 BOUGHT RUB/SOLD USD
N/A 317513OU8 OTC ECAL FN 2.0 JUL21 101.2265625 CALL
N/A 3175329I2 OTC ECAL FN 2.0 101.421875
N/A 3175352M3 OTC ECAL FN 2.0 101.203125
N/A 317541XL9 OTC ECAL FN 2.0 101.640625
N/A 317544HK3 OTC ECAL FN 2.0 101.21875
N/A 317563S13 OTC ECAL FN 2.0 101.2265625
N/A 317566TH0 OTC ECAL FN 2.0 101.765625
N/A 317567PG4 OTC EPUT FN 2.0 99.640625
N/A 3175684P5 OTC EPUT FN 2.5 102.375
N/A 317572WL5 OTC ECAL FN 2.0 101.64453125
N/A 317573NC3 OTC EPUT FN 2.5 102.1640625
N/A 317593UM1 OTC EPUT FN 2.5 102.2109375
N/A 3175DB900 OTC EPUT FN 2.0 99.609375
N/A 3175DC056 OTC ECAL FN 2.5 103.609375
N/A 3175SQ067 OTC EPUT FN 2.0 99.171875
N/A 3175SQ075 OTC EPUT FN 2.0 99.375
N/A 3175SR073 OTC EPUT FN 2.5 103.234375
N/A 3175SR081 OTC EPUT FN 2.5 102.234375
N/A 3175SR214 OTC EPUT FN 3.0 104.2578125
N/A 3175ZM381 OTC ECAL FN 2.0 101.3671875
N/A 3175ZM654 OTC EPUT FN 2.0 100.21875
N/A 3175ZM811 OTC EPUT FN 2.0 99.671875
N/A 3175ZM852 OTC EPUT FN 2.5 101.80078125
N/A 3175ZM860 OTC EPUT FN 2.0 99.171875
N/A 3175ZM878 OTC ECAL FN 2.0 101.375
N/A 3175ZN017 OTC EPUT FN 2.5 101.984375
N/A 3175ZN025 OTC ECAL FN 2.5 103.984375
N/A 3175ZN223 OTC EPUT FN 2.0 99.40625
N/A 3175ZN231 OTC ECAL FN 2.0 101.40625
N/A 31750HII2 PIMCO FXVAN CALL USD MXN 23.10000000
N/A 31750HIJ0 PIMCO FXVAN PUT USD MXN 19.12000000
N/A 31750HIO9 PIMCO FXVAN CALL USD MXN 23.00000000
N/A 31750HIP6 PIMCO FXVAN PUT USD MXN 19.00000000
N/A 31750HIQ4 PIMCO FXVAN PUT USD CNH 6.40000000
N/A 31750HIR2 PIMCO FXVAN CALL USD CNH 7.00000000
N/A 31750HOE4 PIMCO FXVAN CALL USD TWD 28.49000000
N/A 31750HOF1 PIMCO FXVAN CALL USD TWD 29.50000000
N/A US 10YR NOTE (CBT)SEP21 XCBT 20210921
N/A US 2YR NOTE (CBT) SEP21 XCBT 20210930
N/A US 5YR FUTR OPTN AUG21C 123.5 EXP 07/23/2021
N/A US 5YR NOTE (CBT) SEP21 XCBT 20210930
N/A US LONG BOND(CBT) SEP21 XCBT 20210921
N/A US ULTRA BOND CBT SEP21 XCBT 20210921
N/A ABX.HE.AAA.06-2 SP BOA
N/A 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 MXN/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD IDR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A CDX EM34 ICE
N/A CDX EM35 ICE
N/A CDX HY34 5Y ICE
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 CDX IG35 5Y ICE
N/A 3175DB835 PIMCO CDSOPT CALL USD 0.475 20210818
N/A 3175EQ443 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ484 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ526 PIMCO CDSOPT PUT USD 0.75 20210818
N/A 3175EQ567 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ583 PIMCO CDSOPT PUT USD 0.8 20210915
N/A 3175EQ658 PIMCO CDSOPT CALL USD 0.475 20210818
N/A 3175EQ807 PIMCO CDSOPT PUT USD 0.75 20210818
N/A 3175EQ971 PIMCO CDSOPT PUT USD 0.85 20211020
N/A 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 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 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 TWD/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A ERAUSST TRS EQUITY 1ML+14 BULLET FAR
N/A ERAUSST TRS EQUITY 1ML+16 BULLET JPM
N/A ERAUSST TRS EQUITY 1ML+22 HUS
N/A ERAUSST TRS EQUITY 1ML+22 ULO
N/A ERAUSST TRS EQUITY 1ML+25 BULLET FAR
N/A ERAUSST TRS EQUITY 1ML+25 BULLET JPM
N/A ERAUSST TRS EQUITY 1ML+25 BULLET SOG
N/A ERAUSST TRS EQUITY 1ML+8 ULO
N/A EXELON GENERATION COMPANY LLC SNR S* ICE
N/A EURO-BUND FUTURE JUN21 XEUR 20210608
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A CDX ITRAXX XOV34 5Y ICE
N/A CDX ITRAXX XOV35 5Y ICE
N/A 3175119L9 PIMCO CDSOPT PUT EUR 0.8 20210616
N/A 3175129U7 PIMCO CDSOPT PUT EUR 0.75 20210519
N/A 3175139U5 PIMCO CDSOPT PUT EUR 0.75 20210519
N/A 3175199P3 PIMCO CDSOPT PUT EUR 0.85 20210616
N/A 3175219G9 PIMCO CDSOPT PUT EUR 0.8 20210519
N/A 317522PM6 PIMCO CDSOPT PUT EUR 0.9 20210519
N/A 3175230A7 PIMCO CDSOPT PUT EUR 0.85 20210616
N/A 3175299K3 PIMCO CDSOPT PUT EUR 0.8 20210616
N/A 3175329E1 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 3175329J0 PIMCO CDSOPT PUT EUR 0.8 20210519
N/A 3175329T8 PIMCO CDSOPT PUT EUR 0.7 20210519
N/A 3175425A2 PIMCO CDSOPT CALL EUR 0.4 20210519
N/A 3175439U2 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 3175459D5 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 3175459E3 ITRAXX.O EU34 5Y V1 APR21 0.8 PUT
N/A 317545TH4 ITRAXX.O C0.375 EU34 APR21 0.375 CALL
N/A 317545VF5 ITRAXX.O P0.75 APR21 0.75 PUT
N/A 317546646 PIMCO CDSOPT PUT EUR 0.7 20210519
N/A 317546653 PIMCO CDSOPT PUT EUR 0.7 20210519
N/A 317546D48 PIMCO CDSOPT PUT EUR 0.7 20210519
N/A 317547834 PIMCO CDSOPT CALL EUR 0.4 20210519
N/A 317547842 PIMCO CDSOPT CALL EUR 0.4 20210519
N/A 3175479E9 PIMCO CDSOPT PUT EUR 0.8 20210616
N/A 317548592 PIMCO CDSOPT PUT EUR 0.8 20210519
N/A 31754A837 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 31754ADA5 PIMCO CDSOPT PUT EUR 0.8 20210421
N/A 31754F6A2 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 31754OPA2 PIMCO CDSOPT CALL EUR 0.4 20210721
N/A 31754TD22 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 317552354 PIMCO CDSOPT PUT EUR 0.8 20210519
N/A 3175609T9 PIMCO CDSOPT PUT EUR 0.9 20210519
N/A 3175619A8 PIMCO CDSOPT PUT EUR 0.85 20210616
N/A 317565FA2 PIMCO CDSOPT PUT EUR 0.75 20210519
N/A 317567220 PIMCO CDSOPT CALL EUR 0.375 20210421
N/A 3175930X0 PIMCO CDSOPT PUT EUR 0.75 20210519
N/A 3175FDSF0 PIMCO CDSOPT PUT EUR 0.8 20210421
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT EUR/SOLD BRL
N/A SOLD BRL/BOUGHT EUR
N/A SOLD EUR/BOUGHT BRL
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD ZAR/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 3.34 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 3.49 09/15/18-10Y 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 2.75000 12/18/18-30Y CME
N/A IRS CNY 2.68750 03/17/21-5Y LCH
N/A IRS CNY 2.69000 03/17/21-5Y LCH
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70500 03/17/21-5Y LCH
N/A IRS CNY 2.77000 03/17/21-5Y LCH
N/A IRS CNY 2.81000 03/17/21-5Y LCH
N/A IRS EUR -0.25000 06/16/21-10Y LCH
N/A IRS EUR 0.00000 06/16/21-30Y LCH
N/A IRS JPY 0.35000 03/17/21-30Y LCH
N/A IRS USD 0.37000 08/04/21-3Y LCH
N/A IRS USD 0.40700 07/21/21-3Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 0.52660 03/15/21-5Y CME
N/A IRS USD 0.70510 06/30/20-7Y* CME
N/A IRS USD 0.72950 06/30/20-7Y* CME
N/A IRS USD 0.73867 06/30/20-7Y* CME
N/A IRS USD 0.73992 06/30/20-7Y* CME
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.25000 06/17/20-5Y CME
N/A IRS USD 1.25000 06/17/20-7Y CME
N/A IRS USD 1.50000 12/18/19-5Y CME
N/A IRS USD 1.62500 01/06/20-10Y CME
N/A IRS USD 1.75000 12/18/19-7Y CME
N/A IRS USD 2.00000 06/20/18-7Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.50000 12/20/17-10Y CME
N/A IRS USD 2.56900 10/23/19-5Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A IRS USD 2.93300 09/28/18-7Y* CME
N/A OIS GBP SONIO/0.25000 06/16/21-10Y LCH
N/A OIS GBP SONIO/0.50000 06/16/21-30Y LCH
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A 31750HQA0 OTC EPUT FN 2.0 102.25
N/A 31750HWN5 OTC ECAL FN 2.0 101.453125
N/A 317513PE3 OTC EPUT FN 2.0 98.953125
N/A 3175160G8 OTC EPUT FN 2.5 101.5859375
N/A 3175218T2 OTC ECAL FN 2.0 100.046875
N/A 317525I54 OTC EPUT FN 2.0 99.375
N/A 3175275L9 OTC EPUT FN 1.5 98.015625
N/A 317532ZM4 OTC EPUT FN 2.0 98.6875
N/A 3175432Z8 OTC EPUT FN 3.0 103.89453125
N/A 317544203 OTC ECAL FN 2.0 100.953125
N/A 317547T49 OTC EPUT FN 3.0 104.1796875
N/A 317551463 OTC EPUT FN 3.0 103.7578125
N/A 317554PD9 OTC EPUT FN 2.5 101.51171875
N/A 317571SY4 OTC ECAL FN 2.0 101.609375
N/A 317572RY3 OTC EPUT FN 3.0 103.9140625
N/A 317586LT0 OTC ECAL FN 2.0 100.375
N/A 3175873J0 OTC EPUT FN 2.5 101.171875
N/A 317595TR7 OTC EPUT FN 2.0 102
N/A LONG GILT FUTURE JUN21 IFLL 20210628
N/A 31750HII2 PIMCO FXVAN CALL USD MXN 23.10000000
N/A 31750HIJ0 PIMCO FXVAN PUT USD MXN 19.12000000
N/A 31750HIO9 PIMCO FXVAN CALL USD MXN 23.00000000
N/A 31750HIP6 PIMCO FXVAN PUT USD MXN 19.00000000
N/A 31750HIQ4 PIMCO FXVAN PUT USD CNH 6.40000000
N/A 31750HIR2 PIMCO FXVAN CALL USD CNH 7.00000000
N/A 31750HOE4 PIMCO FXVAN CALL USD TWD 28.49000000
N/A 31750HOF1 PIMCO FXVAN CALL USD TWD 29.50000000
N/A US 10YR NOTE (CBT)JUN21 XCBT 20210621
N/A US 2YR NOTE (CBT) JUN21 XCBT 20210630
N/A US 5YR NOTE (CBT) JUN21 XCBT 20210630
N/A US LONG BOND(CBT) JUN21 XCBT 20210621
N/A US ULTRA BOND CBT JUN21 XCBT 20210621
N/A ABX.HE.AAA.06-2 SP BOA
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 GBP/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A CDX EM35 ICE
N/A CDX EM35 ICE
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 HY35 5Y ICE
N/A 3175PS132 PIMCO CDSOPT PUT USD 100.0 20210616
N/A CDX HY36 5Y ICE
N/A 3175DA944 PIMCO CDSOPT PUT USD 0.85 20210421
N/A 3175DA985 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175DB009 PIMCO CDSOPT PUT USD 1.05 20210519
N/A 3175DB017 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 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 3175EN259 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175EN317 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175EN796 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 3175EP064 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175EP106 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 3175EP205 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 3175EP254 PIMCO CDSOPT PUT USD 0.9 20210616
N/A 3175EP338 PIMCO CDSOPT PUT USD 0.9 20210616
N/A 3175EP627 PIMCO CDSOPT PUT USD 0.8 20210616
N/A 3175EP734 PIMCO CDSOPT CALL USD 0.45 20210616
N/A 3175PS108 PIMCO CDSOPT PUT USD 0.9 20210616
N/A 3175SH737 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175SQ687 PIMCO CDSOPT PUT USD 0.95 20210519
N/A 3175ZP137 PIMCO CDSOPT PUT USD 0.85 20210519
N/A 3175ZP145 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175ZP418 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175DB561 PIMCO CDSOPT PUT USD 0.85 20210616
N/A 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175ZP905 PIMCO CDSOPT PUT USD 0.85 20210616
N/A CDX IG36 5Y ICE
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD BRL/BOUGHT EUR
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT BRL
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD 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 3175319G8 ITRAXX.O P0.75 MAR21 0.75 PUT
N/A 3175329G6 ITRAXX.O P 0.70 MAR21 0.7 PUT
N/A 3175329R2 ITRAXX.O P0.8 EU34 JAN21 0.8 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 CDX ITRAXX MAIN34 5Y ICE
N/A BOUGHT SGD/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317U164W4 IRO EUR 30Y C 0.2 MAR21 0.2 CALL
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A INF SWAP EM NI 1.71 03/15/18-15Y LCH
N/A INF SWAP EM NI 1.946 03/15/18-30Y LCH
N/A INF SWAP GB NI 2.9997 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.0505 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.143 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.2171 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.272 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.2725 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.334 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 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 1.50000 12/19/19-5Y LCH
N/A IRS CAD 1.50000 12/19/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70500 03/17/21-5Y LCH
N/A IRS CNY 2.77000 03/17/21-5Y LCH
N/A IRS CNY 2.81000 03/17/21-5Y LCH
N/A IRS USD 0.70510 06/30/20-7Y* CME
N/A IRS USD 0.72950 06/30/20-7Y* CME
N/A IRS USD 0.73867 06/30/20-7Y* CME
N/A IRS USD 0.73992 06/30/20-7Y* CME
N/A IRS USD 1.75000 12/18/19-7Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.56900 10/23/19-5Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A IRS USD 2.93300 09/28/18-7Y* CME
N/A BOUGHT CAD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317513ZY8 OTC EPUT FN 2.0 102.265625
N/A 317555CP3 OTC EPUT FN 1.5 98.40625
N/A 3175577W0 OTC EPUT FN 1.5 98.3671875
N/A 317563Y57 OTC EPUT FN 1.5 98.703125
N/A 317582RQ9 OTC EPUT FN 1.5 99.6875
N/A 317584IR3 OTC EPUT FN 2.0 102.1875
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 PARIBAS REPO
N/A REPO BANK AMERICA REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD BRL/BOUGHT 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 CDX HY33 5Y ICE
N/A 3175JL035 CDX.O P 98.25 JAN21 98.25 PUT
N/A 3175GS876 CDX.O P 1.00 IG34 JAN21 1 PUT
N/A CDX IG34 5Y ICE
N/A 3175DA290 CDX IG35 5Y V1 JAN21 1.1 PUT
N/A 3175DA415 CDX.O P 0.90 IG35 JAN21 0.90 PUT
N/A 3175EL527 CDX IG35 5Y V1 JAN21 1 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 MXN/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A ERAUSST TRS EQUITY 1ML+14 BULLET FAR
N/A ERAUSST TRS EQUITY 1ML+16 BULLET JPM
N/A ERAUSST TRS EQUITY 1ML+22 HUS
N/A ERAUSST TRS EQUITY 1ML+25 BULLET FAR
N/A ERAUSST TRS EQUITY 1ML+25 BULLET JPM
N/A ERAUSST TRS EQUITY 1ML+25 BULLET SOG
N/A ERAUSST TRS EQUITY 1ML+4 FAR
N/A ERAUSST TRS EQUITY 1ML+5 ULO
N/A ERAUSST TRS EQUITY 1ML+8 ULO
N/A ERAUSST TRS EQUITY 1ML+9 FAR
N/A EXELON GENERATION COMPANY LLC SNR S* ICE
N/A EURO-BUND FUTURE MAR21 XEUR 20210308
N/A 317516RE4 OTC EPUT G2 2.5 103.3671875
N/A 317535N65 OTC EPUT G2 2.5 103.59375
N/A 317544YH1 OTC EPUT G2 2.5 103.7734375
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 3175129B9 ITRAXX.O C 0.475 OCT20 0.475 CALL
N/A 3175129G8 ITRAXX.O C 0.475 DEC20 0.475 CALL
N/A CDX ITRAXX MAIN33 5Y ICE
N/A 31752W9C0 ITRAXX.O P0.85 EU34 DEC20 0.85 PUT
N/A 31752W9D8 ITRAXX EU34 5Y DEC20 0.9 PUT
N/A BOUGHT MXN/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD TWD/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 BOUGHT EUR/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD TWD/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 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 CALL
N/A INF SWAP US IT 1.667 06/19/19-5Y LCH
N/A IRS CAD 1.50000 12/19/19-5Y LCH
N/A IRS CAD 1.50000 12/19/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS GBP 0.90800 01/17/45-10Y LCH
N/A IRS GBP 0.95500 01/20/45-10Y LCH
N/A IRS GBP 1.02000 01/17/35-10Y LCH
N/A IRS GBP 1.07100 01/22/35-10Y LCH
N/A IRS USD 0.70510 06/30/20-7Y* CME
N/A IRS USD 0.72950 06/30/20-7Y* CME
N/A IRS USD 0.73867 06/30/20-7Y* CME
N/A IRS USD 0.73992 06/30/20-7Y* CME
N/A IRS USD 1.25000 06/17/20-10Y CME
N/A IRS USD 1.75000 12/18/19-7Y CME
N/A IRS USD 2.25000 06/20/18-10Y LCH
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.56900 10/23/19-5Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A IRS USD 2.93300 09/28/18-7Y* CME
N/A BOUGHT JPY/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317513JI1 OTC EPUT FN 2.0 101.984375
N/A 317521Q13 OTC EPUT FN 2.0 102.1875
N/A 317532F20 OTC ECAL FN 2.0 104.09375
N/A 317532HL6 OTC ECAL FN 1.5 101.171875
N/A 317535UE0 OTC EPUT FN 2.0 101.5546875
N/A 317544831 OTC EPUT FN 2.0 OCT20 102.140625 PUT
N/A 317546BD0 OTC EPUT FN 2.0 101.9375
N/A 317551KW8 OTC EPUT FN 2.0 101.4375
N/A 317553G25 OTC EPUT FN 2.0 102.09375
N/A 317555C57 OTC EPUT FN 2.0 OCT20 101.953125 PUT
N/A 317555VA5 OTC EPUT FN 2.0 102.078125
N/A 3175569Q3 OTC EPUT FN 2.0 OCT20 102.292968 PUT
N/A 317557551 OTC ECAL FN 2.0 103.96875
N/A 317562ZF6 OTC ECAL FN 2.0 103.9375
N/A 317581R16 OTC EPUT FN 2.0 101.8359375
N/A 317583PV8 OTC EPUT FN 2.5 104.5
N/A 3175860X4 OTC EPUT FN 1.5 99.21875
N/A LONG GILT FUTURE DEC20 IFLL 20201229
N/A US 10YR NOTE (CBT)DEC20 XCBT 20201221
N/A US 2YR NOTE (CBT) DEC20 XCBT 20201231
N/A US 5YR NOTE (CBT) DEC20 XCBT 20201231
N/A US LONG BOND(CBT) DEC20 XCBT 20201221
N/A US ULTRA BOND CBT DEC20 XCBT 20201221
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 3175DA084 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM443 CDX.O P 1.00 OCT20 1 PUT
N/A 3175DM450 CDX.O P 1.20 DEC20 1.2 PUT
N/A 3175DM500 CDX.O P 0.90 IG34 OCT20 0.9 PUT
N/A 3175DM658 CDX.O P 1.00 IG34 NOV20 1 PUT
N/A 3175DM708 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM724 CDX IG34 5Y V1 DEC20 0.95 PUT
N/A 3175DM757 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM765 CDX.O P 1.05 IG34 NOV20 1.05 PUT
N/A 3175GS876 CDX.O P 1.00 IG34 JAN21 1 PUT
N/A 3175JK227 CDX IG34 5Y V1 OCT20 1 PUT
N/A 3175JK243 CDX.O P 1.00 OCT20 1 PUT
N/A 3175JK524 CDX.O P 1.00 IG34 NOV20 1 PUT
N/A 3175JK532 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175JK607 CDX.O P0.80 IG34 OCT20 0.8 PUT
N/A 3175SQ620 CDX.O P 0.95 NOV20 95 PUT
N/A 3175ZX205 CDX.O P 1.15 NOV20 1.15 PUT
N/A 3175ZY690 CDX.O C 0.60 IG34 OCT20 0.6 CALL
N/A 3175ZY716 CDX.O C 0.60 OCT20 0.6 CALL
N/A 3175ZY864 CDX.O P 0.80 OCT20 0.8 PUT
N/A 3175ZY997 CDX IG34 5Y V1 DEC20 1 PUT
N/A 3175DA274 CDX.O P 1.10 IG35 DEC20 1.1 PUT
N/A 3175DA290 CDX IG35 5Y V1 JAN21 1.1 PUT
N/A 3175DA308 CDX.O P 0.95 DEC20 0.95 PUT
N/A 3175JK870 CDX.O C 0.50 NOV20 0.5 CALL
N/A 3175SG473 CDX.O P0.90 IG35 DEC20 0.9 PUT
N/A 3175SH430 CDX IG35 5Y V1 DEC20 0,8 PUT
N/A 3175SH448 CDXO P 090 DEC20 0.9 PUT
N/A 3175SH455 CDXO C 045 DEC20 0.45 CALL
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT MXN/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 CHF/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD TWD/BOUGHT USD
N/A ERAUSST TRS EQUITY 1ML+14 BULLET FAR
N/A ERAUSST TRS EQUITY 1ML+16 BULLET JPM
N/A ERAUSST TRS EQUITY 1ML+17 JPM
N/A ERAUSST TRS EQUITY 1ML+25 BULLET FAR
N/A ERAUSST TRS EQUITY 1ML+25 BULLET JPM
N/A ERAUSST TRS EQUITY 1ML+25 BULLET SOG
N/A ERAUSST TRS EQUITY 1ML+4 FAR
N/A ERAUSST TRS EQUITY 1ML+5 ULO
N/A ERAUSST TRS EQUITY 1ML+8 ULO
N/A ERAUSST TRS EQUITY 1ML+9 FAR
N/A ERAUSST TRS EQUITY 1ML-13 ULO
N/A EXELON GENERATION COMPANY LLC SNR S* ICE
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 SGD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT SGD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT EUR/SOLD BRL
N/A SOLD BRL/BOUGHT EUR
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT BRL
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 CALL
N/A INF SWAP US IT 1.667 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 CAD 2.75000 12/18/18-30Y CME
N/A IRS USD 0.70510 06/30/20-7Y* CME
N/A IRS USD 0.72950 06/30/20-7Y* CME
N/A IRS USD 0.73867 06/30/20-7Y* CME
N/A IRS USD 0.73992 06/30/20-7Y* CME
N/A IRS USD 1.00000 06/17/20-2Y LCH
N/A IRS USD 1.75000 12/18/19-7Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.56900 10/23/19-5Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A IRS USD 2.93300 09/28/18-7Y* CME
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A 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 3175325D7 OTC EPUT FN 2.5 JUL20 102.71875 PUT
N/A 317535HI6 OTC EPUT FN 2.5 102.1328125
N/A 317536QN3 OTC EPUT FN 2.5 102.578125
N/A 3175475D5 OTC EPUT FN 2.5 102.5625
N/A 317563N18 OTC EPUT FN 2.5 102.078125
N/A 317572766 OTC EPUT FN 2.5 JUL20 102.515625 PUT
N/A 317575AI9 OTC EPUT FN 2.5 102.50390625
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 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 ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/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 SOLD ZAR/BOUGHT USD
N/A 3175DM419 CDX.O C 0.625 AUG20 0.625 CALL
N/A 3175JJ378 SWAPTION SEP20 1.2 PUT
N/A 3175JJ675 CDX.O C 0.55 SEP20 0.55 CALL
N/A 3175JJ691 SWAPTION AUG20 1.1 PUT
N/A 3175JJ717 CDX.O P 1.10 AUG20 1.1 PUT
N/A 3175JJ725 CDX.O C 0.60 AUG20 0.6 CALL
N/A 3175JJ733 SWAPTION AUG20 0.6 CALL
N/A 3175JJ758 CDX.O C 0.60 AUG20 0.6 CALL
N/A 3175JJ782 SWAPTION AUG20 1.15 PUT
N/A 3175JJ808 CDX.O P 1.20 AUG20 1.2 PUT
N/A 3175SH026 CDX.O P 1.10 SEP20 1.1 PUT
N/A 3175ZZ325 CDX.O P 1.10 AUG20 1.1 PUT
N/A 3175ZZ804 SWAPTION SEP20 0.55 CALL
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A ERAUSST TRS EQUITY 1ML+14 BULLET FAR
N/A ERAUSST TRS EQUITY 1ML+16 BULLET JPM
N/A ERAUSST TRS EQUITY 1ML+17 JPM
N/A ERAUSST TRS EQUITY 1ML+25 BULLET FAR
N/A ERAUSST TRS EQUITY 1ML+25 BULLET JPM
N/A ERAUSST TRS EQUITY 1ML+25 BULLET SOG
N/A ERAUSST TRS EQUITY 1ML+5 BULLET GST
N/A ERAUSST TRS EQUITY 1ML-13 ULO
N/A ERAUSST TRS EQUITY 1ML-32 ULO
N/A EXELON GENERATION COMPANY LLC SNR S* ICE
N/A EURO-BUND FUTURE SEP20 XEUR 20200908
N/A BOUGHT GBP/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 SOLD GBP/BOUGHT USD
N/A SOLD MXN/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 AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD 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 BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/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 EUR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT INR/SOLD USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 CALL
N/A 317U390V2 IRO EUR 30Y AUG20 0.0000001 CALL
N/A 317U410V8 IRO EUR 30Y C Q AUG20 0.0000001 CALL
N/A 317U465V2 IRO EUR 30Y C AUG20 0.0000001 CALL
N/A INF SWAP GB NI 3.49 09/15/18-10Y LCH
N/A INF SWAP US IT 1.667 06/19/19-5Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS EUR 0.20500 08/26/20-30Y LCH
N/A IRS EUR 0.20500 08/31/20-30Y LCH
N/A IRS EUR 0.21400 08/27/20-30Y LCH
N/A IRS EUR 0.68000 01/21/25-10Y LCH
N/A IRS EUR 0.68000 01/22/25-10Y LCH
N/A IRS EUR 0.87500 01/22/35-10Y LCH
N/A IRS JPY 0.38000 06/18/18-10Y LCH
N/A IRS USD 0.70510 06/30/20-7Y* CME
N/A IRS USD 0.72950 06/30/20-7Y* CME
N/A IRS USD 0.73867 06/30/20-7Y* CME
N/A IRS USD 0.73992 06/30/20-7Y* CME
N/A IRS USD 1.62500 01/16/20-30Y CME
N/A IRS USD 1.75000 12/18/19-7Y CME
N/A IRS USD 2.25000 01/13/20-30Y CME
N/A IRS USD 2.50000 06/20/18-30Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.56900 10/23/19-5Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A IRS USD 2.93300 09/28/18-7Y* CME
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT 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 ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT CNH/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT 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 EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD INR/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT COP/SOLD USD
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 RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A ERAUSST TRS EQUITY 1ML+15 BULLET BPS
N/A ERAUSST TRS EQUITY 1ML+15 BULLET CBK
N/A ERAUSST TRS EQUITY 1ML+17 JPM
N/A ERAUSST TRS EQUITY 1ML+19 JPM
N/A ERAUSST TRS EQUITY 1ML+5 BULLET GST
N/A ERAUSST TRS EQUITY 1ML-20 BOA
N/A ERAUSST TRS EQUITY 1ML-40 GST
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 RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT EUR
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD RUB/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A BOUGHT CNH/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 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 ZAR/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD COP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT KRW/SOLD USD
N/A SOLD INR/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 317U012Q1 IRO USD 30Y P 3.3700 MAR20 3.37 PUT
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 CALL
N/A 317U485U0 IRO USD 6Y P 2.109 FEB20 2.109 PUT
N/A 317U532U3 IRO USD 6Y P 2.101 FEB20 2.101 PUT
N/A 317U533U2 IRO USD 6Y P 2.04 FEB20 2.04 PUT
N/A INF SWAP EM NI R 0.9925 03/30/15-5Y GLM
N/A INF SWAP GB NI 3.49 09/15/18-10Y LCH
N/A INF SWAP US IT 1.667 06/19/19-5Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS USD 1.75000 12/18/19-7Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.56900 10/23/19-5Y CME
N/A IRS USD 2.75000 12/15/23-3Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A IRS USD 2.93300 09/28/18-7Y* CME
N/A SOLD COP/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A SOLD MXN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD ZAR/BOUGHT 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 SOLD GBP/BOUGHT 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 CDX IG33 5Y ICE
N/A BOUGHT COP/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD TWD/BOUGHT USD
N/A ERAUSST TRS EQUITY 1ML+17 JPM
N/A ERAUSST TRS EQUITY 1ML+19 JPM
N/A ERAUSST TRS EQUITY 1ML+5 BULLET GST
N/A ERAUSST TRS EQUITY 1ML+8 BULLET BPS
N/A ERAUSST TRS EQUITY 1ML-2 BULLET SOG
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A 3174489Q3 ITRAXX.O P 0.70 FEB20 0.70 PUT
N/A 3174589M1 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT
N/A 3174589Y5 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT
N/A 3174589Z2 ITRAXX.O P 0.80 EU32 FEB20 0.8 PUT
N/A 3175189F7 ITRAXX.O C 0.425 FEB20 0.425 CALL
N/A 3175409R5 ITRAXX.O P 0.80 EU3 MAR20 0.8 PUT
N/A 317541233 ITRAXX.O C 0.425 MAR20 0.425 CALL
N/A 317544419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317544484 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317545648 ITRAXX.O C 0.45 EU3 MAR20 0.45 CALL
N/A 317545655 ITRAXX.O P 0.80 EU3 MAR20 0.8 PUT
N/A 317546448 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317546463 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317546471 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317546489 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 3175469E1 ITRAXX.O C 0.425 EU MAR20 0.425 CALL
N/A 317547875 ITRAXX.O C 0.45 EU32 FEB20 0.45 CALL
N/A 3175479W9 ITRAXX.O C 0.425 EU MAR20 0.425 CALL
N/A 317548AE5 ITRAXX.O C 0.475 EU3 FEB20 0.475 CALL
N/A 3175499U9 ITRAXX.O P 0.70 EU MAR20 0.7 PUT
N/A 3175499Z8 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317563419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317564565 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317566628 ITRAXX.O P 0.70 EU32 MAR20 0.7 PUT
N/A 3175699F0 ITRAXX.O P 0.70 EU MAR20 0.7 PUT
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD INR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
NAKILAT INC
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NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3
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