PIMCO Balanced Allocation Portfolio (PIMGMVA) Holdings history

Fund Profile

Current holdings

Data for period

30 Jun 24

(Last reporting period)

Total assets

$167.65 mm

Liabilities

$9.01 mm

Net assets

$158.64 mm

Number of holdings

108.00

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

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Holding	Dec 19	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 21	Sep 21	Sep 21	Dec 21	Mar 22	Jun 22	Sep 22	Dec 22	Mar 23	Jun 23	Sep 23	Dec 23	Mar 24	Jun 24
AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST
AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST
AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP
AMERICAN EXPRESS COMPANY
APIDOS CLO XVI 2013-16A
ARROW ELECTRONICS INC
AT&T INC
ATRIUM XII 12A
BABSON EURO CLO 2015-1A BV
BANC OF AMERICA FUNDING TRUST 2015-R2
BANK 2018-BN12
BANK OF AMERICA CORPORATION
BARCLAYS PLC
BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERNATIONAL)
BGC GROUP INC
BLACKSTONE HOLDINGS FINANCE CO LLC
BMW US CAPITAL LLC
BOWMAN PARK CLO LTD 2014-1A
BPCE SA
BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST
BROADCOM INC
BROADSTONE NET LEASE LLC
BROOKFIELD FINANCE INC
CAMPBELL SOUP COMPANY
CARLYLE FINANCE SUBSIDIARY LLC
CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI
CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2017-1
CHOICE HOTELS INTERNATIONAL INC
CIGNA CORPORATION
CIT MTGE LOAN TRUST 2007-1
CITIGROUP MTGE LOAN TR INC 2006-NC1
CITIGROUP MTGE LOAN TR INC 2007-AR8
COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)
COREBRIDGE FINANCIAL INC
COUNTRYWIDE ASSET BACKED CERTS 2006-21
COUNTRYWIDE ASSET-BACKED CERT 2006-24
COUNTRYWIDE ASSET-BACKED CERT 2007-9
CPI PROPERTY GROUP SA
CREDIT SUISSE AG/ ZURICH BRANCH
CREDIT SUISSE GROUP AG
CRESTLINE DENALI CLO XIV LTD 2016-1A
CROWN POINT CLO LTD 2018-6A
CVS HEALTH CORPORATION
CYRUSONE LP / CYRUSONE FINANCE CORP
DAE FUNDING LLC
DELL INTERNATIONAL LLC / EMC CORP
DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4
DEUTSCHE BANK AG/NEW YORK BRANCH
DISCOVER FINANCIAL SERVICES
DP WORLD PLC (AKA: DP WORLD LTD)
DRYDEN XXV SENIOR LOAN FUND 2012-25A
ECMC GROUP STUDENT LOAN TRUST 2018-1A
ENBRIDGE INC
ENERGY TRANSFER LP
EQUIFAX INC
EXELON CORPORATION
FANNIE MAE REMICS 2016-40
FANNIE MAE REMICS 2016-64
FANNIE MAE REMICS 2016-82
FANNIE MAE REMICS 2016-87
FEDERAL HOME LOAN BANK (FLHB)
FHLMC PASS THRU POOLS FED HM LN PC POOL RB5205 FR 12/42 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL RA5759 FR 09/51 FIXED 2.5
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8262 FR 09/52 FIXED 2.5
FHLMC PASS THRU POOLS FED HM LN PC POOL SD3478 FR 04/52 FIXED 2.5
FHLMC PASS THRU POOLS FED HM LN PC POOL Q50032 FG 08/47 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL Q50962 FG 09/47 FIXED 3.5
FHLMC PASS THRU POOLS FED HM LN PC POOL RA6129 FR 10/51 FIXED 3
FHLMC PASS THRU POOLS FED HM LN PC POOL RB5175 FR 08/42 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA5070 FN 07/53 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL MA5233 FN 12/53 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL FM9481 FN 11/51 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL FM7740 FN 06/51 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA4729 FN 09/42 FIXED 4
FNMA PASS THRU POOLS FNMA POOL AL5548 FN 05/38 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL CB2665 FN 01/52 FIXED 3
FNMA PASS THRU POOLS FNMA POOL FM9855 FN 12/51 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 890765 FN 09/46 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL FS5027 FN 02/53 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL FS6048 FN 02/53 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA4779 FN 10/42 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA4864 FN 01/43 FIXED 4
FNMA PASS THRU POOLS FNMA POOL AZ7353 FN 11/45 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL FM8436 FN 09/51 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL FM1921 FN 08/49 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA3443 FN 08/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA4055 FN 06/50 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL BO3650 FN 11/49 FIXED 2.5
FORTUNE BRANDS HOME & SECURITY INC
FREMONT HOME LOAN TRUST 2006-C
GENERAL MOTORS FINANCIAL COMPANY INC
GLP CAPITAL LP / GLP FINANCING II INC
GOLDMAN SACHS GROUP INC
GRIFONAS FINANCE NO.1 PLC GRIF-1
GSAMP TRUST 2005-HE4
HALCYON LOAN ADVISORS FUNDING LTD 2015-1A
HARVEST CLO XIV DAC 14A
HSBC HOLDINGS PLC
ING BANK NV/AMSTERDAM BRANCH
ING GROEP NV
IPALCO ENTERPRISES INC
JAMESTOWN CLO IV LTD 2014-4A
JP MORGAN CHASE & CO
JP MORGAN MTGE ACQUIS CORP 2006-FRE1
JUBILEE CLO 2015-XVI BV 15-16A
KINDER MORGAN ENERGY PARTNERS LP
LAS VEGAS SANDS CORP
LEHMAN XS TRUST 2005-4
LEHMAN XS TRUST 2006-19
LEHMAN XS TRUST 2007-12N
LLOYDS BANKING GROUP PLC
LONG BEACH MORTGAGE LOAD TR 2005-WL1
LOOMIS SAYLES CLO II LTD 2015-2A
LXP INDUSTRIAL TRUST
M360 LLC 2018-CRE1
MARLETTE FUNDING TRUST 2018-2A
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
MORGAN STANLEY
MORGAN STANLEY ABS CAPITAL I 2006-HE8
MORGAN STANLEY CAPITAL I INC 2014-150E
N/A SOLD EUR BOUGHT USD 20240702
N/A BOUGHT CAD SOLD USD 20240702
N/A CDX EM36 ICE
N/A FIXED INC CLEARING CORP.REPO
N/A MSCI EAFE SEP24 IFUS 20240920
N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930
N/A CDX IG42 5Y ICE
N/A REPO BANK AMERICA REPO
N/A CDX EM41 ICE
N/A US 10YR ULTRA FUT SEP24 XCBT 20240919
N/A SOLD CAD BOUGHT USD 20240802
N/A SOLD CAD BOUGHT USD 20240702
N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919
N/A S+P500 EMINI FUT SEP24 XCME 20240920
N/A SOLD EUR BOUGHT USD 20240402
N/A PARIBAS REPO
N/A SOLD CAD BOUGHT USD 20240402
N/A MSCI EAFE JUN24 IFUS 20240621
N/A S+P500 EMINI FUT JUN24 XCME 20240621
N/A PARIBAS REPO
N/A CDX IG41 5Y ICE
N/A CDX EM40 ICE
N/A FIXED INC CLEARING CORP.REPO
N/A AT&T INC SNR S* ICE
N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A SOLD EUR BOUGHT USD 20240109
N/A SOLD CAD BOUGHT USD 20240109
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A MSCI EAFE MAR24 IFUS 20240315
N/A FIXED INC CLEARING CORP.REPO
N/A S+P500 EMINI FUT MAR24 XCME 20240315
N/A REPO BANK AMERICA REPO
N/A BOUGHT EUR SOLD USD 20240109
N/A BOUGHT EUR SOLD USD 20240109
N/A REPO BANK AMERICA REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A US 2YR NOTE (CBT) MAR24 XCBT 20240328
N/A US 5YR NOTE (CBT) MAR24 XCBT 20240328
N/A MSCI EAFE DEC23 IFUS 20231215
N/A S+P500 EMINI FUT DEC23 XCME 20231215
N/A SOLD EUR BOUGHT USD 20231102
N/A US 10YR ULTRA FUT DEC23 XCBT 20231219
N/A US 5YR NOTE (CBT) DEC23 XCBT 20231229
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A REPO BANK AMERICA REPO
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A BOUGHT EUR SOLD USD 20231003
N/A SOLD CAD BOUGHT USD 20231115
N/A SOLD CAD BOUGHT USD 20231115
N/A SOLD EUR BOUGHT USD 20231003
N/A CDX EM40 ICE
N/A CDX IG40 5Y ICE
N/A US 10YR NOTE (CBT)SEP23 XCBT 20230920
N/A US 5YR NOTE (CBT) SEP23 XCBT 20230929
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A CDX EM36 ICE
N/A CDX EM39 ICE
N/A SOLD CAD BOUGHT USD 20230816
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD CAD BOUGHT USD 20230816
N/A MSCI EAFE SEP23 IFUS 20230915
N/A S+P500 EMINI FUT SEP23 XCME 20230915
N/A US 10YR NOTE (CBT)JUN23 XCBT 20230621
N/A US 5YR NOTE (CBT) JUN23 XCBT 20230630
N/A FIXED INC CLEARING CORP.REPO
N/A NOMURA REPO
N/A REPO TORONTO DOMINION GRAND CAYMAN
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
N/A AT&T INC SNR S* ICE
N/A CDX EM39 ICE
N/A SOLD CAD BOUGHT USD 20230516
N/A SOLD EUR BOUGHT USD 20230404
N/A MSCI EAFE JUN23 IFUS 20230616
N/A BOUGHT EUR SOLD USD 20230404
N/A S+P500 EMINI FUT JUN23 XCME 20230616
N/A IRS CAD 0.88000 03/03/21-3Y LCH
N/A IRS CAD 0.98000 02/26/21-3Y LCH
N/A IRS CAD 1.23500 03/04/20-5Y LCH
N/A US 5YR NOTE (CBT) MAR23 XCBT 20230331
N/A FIXED INC CLEARING CORP.REPO
N/A CDX EM38 ICE
N/A CDX IG38 5Y ICE
N/A CDX IG39 5Y ICE
N/A SOLD CAD BOUGHT USD 20230216
N/A SOLD EUR BOUGHT USD 20230110
N/A MSCI EAFE MAR23 IFUS 20230317
N/A S+P500 EMINI FUT MAR23 XCME 20230317
N/A MSCI EAFE DEC22 IFUS 20221216
N/A S+P500 EMINI FUT DEC22 XCME 20221216
N/A SOLD CAD/BOUGHT USD
N/A IRS CAD 0.88000 03/03/21-3Y LCH
N/A IRS CAD 0.98000 02/26/21-3Y LCH
N/A IRS CAD 1.23500 03/04/20-5Y LCH
N/A SOLD CAD/BOUGHT USD
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A AT&T INC SNR S* ICE
N/A AT&T INC SNR S* ICE
N/A SOLD CAD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A CDX EM36 ICE
N/A CDX EM38 ICE
N/A CDX IG38 5Y ICE
N/A BOUGHT PEN/SOLD USD
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A SOLD CAD/BOUGHT USD
N/A MSCI EAFE SEP22 IFUS 20220916
N/A S+P500 EMINI FUT SEP22 XCME 20220916
N/A INF SWAP GB NI 3.686 06/15/21-10Y LCH
N/A INF SWAP GB NI 3.708 07/15/21-10Y LCH
N/A INF SWAP GB NI 3.858 09/15/21-10Y LCH
N/A INF SWAP US IT 2.5725 07/13/21-5Y LCH
N/A INF SWAP US IT 2.59625 07/09/21-5Y LCH
N/A INF SWAP US IT 2.67 05/05/21-5Y LCH
N/A IRS CAD 0.88000 03/03/21-3Y LCH
N/A IRS CAD 0.98000 02/26/21-3Y LCH
N/A IRS CAD 1.23500 03/04/20-5Y LCH
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT GBP/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A CDX EM36 ICE
N/A CDX HY38 5Y ICE
N/A CDX IG36 5Y ICE
N/A CDX IG37 5Y ICE
N/A CDX IG38 5Y ICE
N/A BOUGHT PEN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A MSCI EAFE JUN22 IFUS 20220617
N/A BOUGHT GBP/SOLD USD
N/A S+P500 EMINI FUT JUN22 XCME 20220617
N/A SOLD CAD/BOUGHT USD
N/A INF SWAP GB NI 3.686 06/15/21-10Y LCH
N/A INF SWAP GB NI 3.708 07/15/21-10Y LCH
N/A INF SWAP GB NI 3.858 09/15/21-10Y LCH
N/A INF SWAP US IT 2.5725 07/13/21-5Y LCH
N/A INF SWAP US IT 2.59625 07/09/21-5Y LCH
N/A INF SWAP US IT 2.67 05/05/21-5Y LCH
N/A IRS CAD 0.88000 03/03/21-3Y LCH
N/A IRS CAD 0.98000 02/26/21-3Y LCH
N/A IRS CAD 1.23500 03/04/20-5Y LCH
N/A LONG GILT FUTURE JUN22 IFLL 20220628
N/A FIXED INC CLEARING CORP.REPO
N/A REPO BANK AMERICA REPO
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A CDX EM36 ICE
N/A CDX HY38 5Y ICE
N/A CDX IG36 5Y ICE
N/A CDX IG37 5Y ICE
N/A CDX IG38 5Y ICE
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A MSCI EAFE MAR22 IFUS 20220318
N/A S+P500 EMINI FUT MAR22 XCME 20220318
N/A INF SWAP GB NI 3.686 06/15/21-10Y LCH
N/A INF SWAP GB NI 3.708 07/15/21-10Y LCH
N/A INF SWAP GB NI 3.858 09/15/21-10Y LCH
N/A INF SWAP US IT 2.5725 07/13/21-5Y LCH
N/A INF SWAP US IT 2.59625 07/09/21-5Y LCH
N/A INF SWAP US IT 2.67 05/05/21-5Y LCH
N/A IRS CAD 0.88000 03/03/21-3Y LCH
N/A IRS CAD 0.98000 02/26/21-3Y LCH
N/A IRS CAD 1.23500 03/04/20-5Y LCH
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A ZCS BRL 3.9775 03/10/21-01/03/22 CME
N/A ZCS BRL 4.04 03/11/21-01/03/22 CME
N/A LONG GILT FUTURE MAR22 IFLL 20220329
N/A FIXED INC CLEARING CORP.REPO
N/A SOLD CAD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A CDX EM36 ICE
N/A CDX HY37 5Y ICE
N/A CDX IG36 5Y ICE
N/A CDX IG37 5Y ICE
N/A BOUGHT PEN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A CDX IG36 5Y ICE
N/A CDX IG37 5Y ICE
N/A BOUGHT PEN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A EURO-BUND FUTURE DEC21 XEUR 20211208
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 GBP/BOUGHT USD
N/A MSCI EAFE DEC21 XNLI 20211217
N/A S+P500 EMINI FUT DEC21 XCME 20211217
N/A BOUGHT RUB/SOLD USD
N/A INF SWAP GB NI 3.686 06/15/21-10Y LCH
N/A INF SWAP GB NI 3.708 07/15/21-10Y LCH
N/A INF SWAP GB NI 3.858 09/15/21-10Y LCH
N/A INF SWAP US IT 2.5725 07/13/21-5Y LCH
N/A INF SWAP US IT 2.59625 07/09/21-5Y LCH
N/A INF SWAP US IT 2.67 05/05/21-5Y LCH
N/A IRS CAD 0.88000 03/03/21-3Y LCH
N/A IRS CAD 0.98000 02/26/21-3Y LCH
N/A IRS CAD 1.23500 03/04/20-5Y LCH
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A ZCS BRL 3.9775 03/10/21-01/03/22 CME
N/A ZCS BRL 4.04 03/11/21-01/03/22 CME
N/A LONG GILT FUTURE DEC21 IFLL 20211229
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT RUB/SOLD USD
N/A CDX EM36 ICE
N/A CDX HY37 5Y ICE
N/A CDX IG36 5Y ICE
N/A CDX IG37 5Y ICE
N/A BOUGHT PEN/SOLD USD
N/A SOLD EUR/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 SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A MSCI EAFE DEC21 XNLI 20211217
N/A S+P500 EMINI FUT DEC21 XCME 20211217
N/A BOUGHT RUB/SOLD USD
N/A INF SWAP GB NI 3.686 06/15/21-10Y LCH
N/A INF SWAP GB NI 3.708 07/15/21-10Y LCH
N/A INF SWAP GB NI 3.858 09/15/21-10Y LCH
N/A INF SWAP US IT 2.5725 07/13/21-5Y LCH
N/A INF SWAP US IT 2.59625 07/09/21-5Y LCH
N/A INF SWAP US IT 2.67 05/05/21-5Y LCH
N/A IRS CAD 0.88000 03/03/21-3Y LCH
N/A IRS CAD 0.98000 02/26/21-3Y LCH
N/A IRS CAD 1.23500 03/04/20-5Y LCH
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A ZCS BRL 3.9775 03/10/21-01/03/22 CME
N/A ZCS BRL 4.04 03/11/21-01/03/22 CME
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT RUB/SOLD USD
N/A CDX EM36 ICE
N/A CDX HY37 5Y ICE
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A MSCI EAFE SEP21 XNLI 20210917
N/A S+P500 EMINI FUT SEP21 XCME 20210917
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A INF SWAP GB NI 3.686 06/15/21-10Y LCH
N/A INF SWAP US IT 2.67 05/05/21-5Y LCH
N/A IRS CAD 0.88000 03/03/21-3Y LCH
N/A IRS CAD 0.98000 02/26/21-3Y LCH
N/A IRS CAD 1.23500 03/04/20-5Y LCH
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A ZCS BRL 3.9775 03/10/21-01/03/22 CME
N/A ZCS BRL 4.04 03/11/21-01/03/22 CME
N/A BOUGHT RUB/SOLD USD
N/A LONG GILT FUTURE SEP21 IFLL 20210928
N/A REPO TORONTO DOMINION GRAND CAYMAN
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A BOUGHT RUB/SOLD USD
N/A CDX EM35 ICE
N/A CDX HY36 5Y ICE
N/A CDX IG35 5Y ICE
N/A CDX IG36 5Y ICE
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A EURO-BUND FUTURE JUN21 XEUR 20210608
N/A BOUGHT RUB/SOLD USD
N/A MSCI EAFE JUN21 XNLI 20210618
N/A RUSSIA EM SP JPM
N/A S+P500 EMINI FUT JUN21 XCME 20210618
N/A SOLD EUR/BOUGHT USD
N/A IRS CAD 0.88000 03/03/21-3Y LCH
N/A IRS CAD 0.98000 02/26/21-3Y LCH
N/A IRS CAD 1.23500 03/04/20-5Y LCH
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A ZCS BRL 3.9775 03/10/21-01/03/22 CME
N/A ZCS BRL 4.04 03/11/21-01/03/22 CME
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A LONG GILT FUTURE JUN21 IFLL 20210628
N/A US 10YR NOTE (CBT)JUN21 XCBT 20210621
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BRAZIL LA SP GST
N/A CDX IG36 5Y ICE
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A KRAFT HEINZ FOODS CO (AKA: HJ SNR S* ICE
N/A MSCI EAFE MAR21 IFUS 20210319
N/A S+P500 EMINI FUT MAR21 XCME 20210319
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A IRS CAD 1.23500 03/04/20-5Y LCH
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A LONG GILT FUTURE MAR21 IFLL 20210329
N/A FIXED INC CLEARING CORP.REPO
N/A REPO BANK AMERICA REPO
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD PEN/BOUGHT USD
N/A EXELON CORPORATION SNR S* ICE
N/A EURO-BUND FUTURE MAR21 XEUR 20210308
N/A KRAFT HEINZ FOODS CO (AKA: HJ SNR S* ICE
N/A MSCI EAFE DEC20 IFUS 20201218
N/A S+P500 EMINI FUT DEC20 XCME 20201218
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A IRS CAD 1.23500 03/04/20-5Y LCH
N/A BOUGHT RUB/SOLD USD
N/A LONG GILT FUTURE DEC20 IFLL 20201229
N/A US 10YR NOTE (CBT)DEC20 XCBT 20201221
N/A FIXED INC CLEARING CORP.REPO
N/A REPO TORONTO DOMINION GRAND CAYMAN
N/A GOLDMAN SACHS NG TRI PARTY REPO
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A EXELON CORPORATION SNR S* ICE
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