PIMCO StocksPLUS Short Fund Holdings history

Fund Profile

Current holdings

Data for period

30 Sep 24

(Last reporting period)

Total assets

$241.63 mm

Liabilities

$123.90 mm

Net assets

$117.74 mm

Number of holdings

753.00

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	Sep 19	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	Mar 24	Sep 24
280 PARK AVENUE 2017-280P MORTGAGE TRUST
3M COMPANY
ABBVIE INC
ACCREDITED MORTGAGE LOAN TRUST 2005-3
ACCREDITED MORTGAGE LOAN TRUST 2007-1
ACE SECURITIES CORP 2005-HE2
ACE SECURITIES CORP 2006-HE4
ADJUSTABLE RATE MORTAGE TRUST 2006-3
AEGIS ASSET BACKED SECURITIES TR 2005-3
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
AKER BP ASA
ALLEGRO CLO I LTD 2013-1A
ALLERGAN FINANCE LLC
ALLERGAN SALES LLC
ALLY FINANCIAL INC
AMAZONCOM INC
AMCOR FLEXIBLES NORTH AMERICA INC
AMERICAN ELECTRIC POWER COMPANY INC
AMERICAN EXPRESS COMPANY
AMERICAN HOME MTGE INV TRUST 2004-4
AMERICAN HONDA FINANCE CORPORATION
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2
AMGEN INC
APPLE INC
AREIT TRUST 2022-CRE6
AREIT TRUST 2022-CRE7 AREIT CRE TRUST AREIT 2022 CRE7 A 144A
AREIT TRUST 2022-CRE7 AREIT CRE TRUST AREIT 2022 CRE7 AS 144A
ARGENT SECURITIES INC 2005-W3
ARGENT SECURITIES INC. 2006-W3
ARGENTINA GOVT
ASSET BACKED SEC CORP HM EQ 2005-HE6
AT&T INC
ATLAS SENIOR LOAN FUND LTD 2018-9A
AVIS BUDGET RENTAL CAR FUNDING AESOP LL
BANC OF AMERICA FUNDING CORP 2004-D
BANC OF AMERICA FUNDING CORP 2005-D
BANCO DEL ESTADO DE CHILE
BANK OF AMERICA CORPORATION
BANK OF AMERICA MTGE SEC 2003-D
BANK OF AMERICA MTGE SEC 2005-F
BANK OF MONTREAL
BARCLAYS BANK PLC
BARCLAYS PLC
BARINGS CLO LTD 2018-I
BAT CAPITAL CORPORATION
BAT INTERNATIONAL FINANCE PLC
BAY AREA TOLL AUTHORITY
BBCMS 2017-DELC MORTGAGE TRUST
BEAR STEARNS ADJ RATE MTGE TR 2004-9
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-11
BEAR STEARNS ALT-A TRUST 2005-4
BEAR STEARNS ALT-A TRUST 2005-7
BEAR STEARNS ALT-A TRUST 2005-8
BEAR STEARNS ARM TR 2004-8
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE3
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5
BEAR STEARNS ASSETBACK SEC 2006-HE7
BEAR STEARNS ASSETBACKED SEC 2006-3
BFLD 2019-DPLO
BHG SECURITIZATION TRUST 2022-C BANKERS HEALTHCARE GROUP SECUR BHG 2022 C A 144A
BHG SECURITIZATION TRUST 2022-C BANKERS HEALTHCARE GROUP SECUR BHG 2022 C B 144A
BOEING CO/THE
BPCRE HOLDER LLC 2022-FL2
BRAZIL GOVT
BROOKFIELD US HOLDINGS INC
BSPRT 2022-FL9 ISSUER LTD
BX COMMERCIAL MORTGAGE TRUST 2022-AHP
BX TRUST 2021-ARIA
BX TRUST 2022-FOX2
CANADA GOVT
CAPITAL FOUR US CLO 2022-1A
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1
CARMAX AUTO OWNER TRUST 2022-4
CARVANA AUTO RECEIVABLES TRUST 2023-N1
CARVANA AUTO RECEIVABLES TRUST 2023-P2 CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A2 144A
CARVANA AUTO RECEIVABLES TRUST 2023-P2 CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A
CARVANA AUTO RECEIVABLES TRUST 2023-P2 CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A4 144A
CARVANA AUTO RECEIVABLES TRUST 2023-P2 CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A1 144A
CATERPILLAR INCORPORATED
CBAM 2018-5 LTD 5A
CCG RECEIVABLES TRUST 2022-1
CENTEX HOME EQUITY 2005-D
CENTEX HOME EQUITY LOAN TRUST 2006-A
CHARTER COMMUNICATIONS OPERATING LLC
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 07/25 4.908
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 07/22 4.464
CHASE MORGAGE FINANCE CORP 2005-A1
CHASE MORTGAGE FINANCE CORP 2006-A1
CHASE MORTGAGE FINANCE CORP 2006-S4
CHENIERE CORPUS CHRISTI HOLDINGS LLC
CHEVRON CORPORATION
CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE
CISCO SYSTEMS INC
CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A2
CITIBANK NA
CITIGROUP INC
CITIGROUP MORTGAGE LOAN TRUST 2022-A
CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3
CITIGROUP MTGE LOAN TR INC 2007-AHL2
CITIGROUP MTGE LOAN TR INC 2007-AMC1
CITIGROUP MTGE LOAN TR INC 2007-AMC2
CITIGROUP MTGE LOAN TRUST INC 2005-11 CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A
CITIGROUP MTGE LOAN TRUST INC 2005-11 CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A
CITIZENS AUTO RECEIVABLES TRUST 2023-2
CITY OF CHICAGO
CLNC 2019-FL1 LTD
COCA COLA COMPANY
COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR
COLT FUNDING LLC 2020-2R
COMCAST CORPORATION
CONAGRA BRANDS INC
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
CONSTELLATION BRANDS INC
COUNTRYWIDE ALTERNATIVE LN TR 2005-81
COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11
COUNTRYWIDE ALTERNATIVE LOAN TR 2005-59
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC8
COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-26CB
COUNTRYWIDE ASSET BACKED CERTS 2006-20
COUNTRYWIDE ASSET BACKED CERTS 2006-21
COUNTRYWIDE ASSET-BACKED CERT 2007-9
COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4
COUNTRYWIDE HOME LOANS 2004-22
COUNTRYWIDE HOME LOANS 2004-HYB9
COUNTRYWIDE HOME LOANS 2005-HYB9
CQS US CLO 2022-2A LTD
CRB SECURITIZATION TRUST 2023-1
CREDIT BASED ASSET SRVC & SEC 2007-SP2
CREDIT SUISSE AG/ LONDON BRANCH
CREDIT SUISSE GROUP AG
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-NET
CROWN CASTLE INTERNATIONAL CORP (CCI)
CSN RESOURCES SA
CVS PASS-THROUGH TRUST
DAE FUNDING LLC
DAIMLER FINANCE NORTH AMERICA LLC
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
DBGS 2021-W52 MORTGAGE TRUST
DBGS MORTGAGE TRUST 2018-5BP
DBWF-2018-GLKS
DEUTSCHE ALT-A SECURITIES INC 2006-AR1
DEUTSCHE BANK AG/NEW YORK BRANCH
DIAGEO CAPITAL PLC
DISCOVER CARD EXECUTION NOTE TRUST 2018-A6
DOW INC
DUKE ENERGY CORPORATION
ELECTRICITE DE FRANCE SA (EDF)
ENBRIDGE (US) INC
ENBRIDGE INC
ENCORE CREDIT RECEIVABLES TR 2005-4
ENEL FINANCE AMERICA LLC
ENTERGY CORPORATION
ENTERPRISE FLEET FINANCING LLC 2022-1
ENTERPRISE FLEET FINANCING LLC 2022-2
ENTERPRISE FLEET FINANCING LLC 2023-1
EQUIFIRST LOAN SECURITIZATION TRUST 2007-1
EQUITABLE HOLDINGS INC
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2A EXETER AUTOMOBILE RECEIVABLES EART 2023 2A A1
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2A EXETER AUTOMOBILE RECEIVABLES EART 2023 2A A2
EXPORT-IMPORT BANK OF KOREA (KEXIM)
FAIRFAX FINANCIAL HOLDINGS LIMITED
FANNIE MAE 2005-79
FANNIE MAE 2007-63
FANNIE MAE 2007-65
FANNIE MAE 2007-96
FANNIE MAE 2010-151
FANNIE MAE REMICS 2011-35
FANNIE MAE-2005-75
FANNIEMAE WHOLE LOAN 2003-W6
FARM CREDIT BANK OF TEXAS
FEDERAL HOME LOAN BANK (FLHB)
FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)
FHLMC PASS THRU POOLS FED HM LN PC POOL A57043 FG 02/37 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 G30377 FG 12/27 FIXED 6
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 G01820 FG 06/35 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL G03355 FG 08/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL C02054 FG 01/35 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL A72047 FG 01/38 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 G05408 FG 12/36 FIXED 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 847340 FH 11/34 FLOATING VAR
FHLMC PASS THRU POOLS FED HM LN PC POOL A75692 FG 04/38 FIXED 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 G05250 FG 03/38 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 A56730 FG 01/37 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 G03072 FG 11/36 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 V85233 FG 03/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL G08072 FG 08/35 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 G05956 FG 07/38 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL G18659 FG 09/32 FIXED 3
FHLMC PASS THRU POOLS FED HM LN PC POOL Q53756 FG 01/48 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL A83067 FG 11/38 FIXED 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 G04668 FG 03/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR
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 G05409 FG 03/39 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL A48592 FG 03/36 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL A73952 FG 02/38 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 G03050 FG 07/37 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 A27987 FG 07/34 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 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 A77292 FG 04/38 FIXED 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 G04461 FG 07/38 FIXED 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 A83575 FG 12/38 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 D96030 FG 05/23 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL A44624 FG 04/36 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL A75218 FG 04/38 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8015 FR 10/49 FIXED 2.5
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
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8037 FR 01/50 FIXED 2.5
FIAOT-2018-2A
FIDELITY GRAND HARBOUR CLO 2022-1 DESIGNATED ACTIVITY CO 22-1A
FIDELITY NATIONAL INFORMATION SERVICES INC
FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-1
FIRST FRANKLIN MTG LN ASSET CERT2005-FF8
FIRST FRANKLIN MTG LOAN 2006-FF12
FIRST FRANKLIN MTG LOAN 2006-FF5
FIRST FRANKLIN MTG LOAN ABS 2006-FF9
FISERV INC
FNMA PASS THRU POOLS FNMA POOL AL0822 FN 10/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 905588 FN 12/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 255628 FN 02/25 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AL1572 FN 09/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 257575 FN 01/29 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 725946 FN 11/34 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 929451 FN 05/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 888129 FN 02/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AD9988 FN 09/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 932035 FN 03/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 920078 FN 12/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 889176 FN 03/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 844703 FN 12/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 829708 FN 06/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 889692 FN 05/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 735972 FN 10/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 257204 FN 05/28 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AI2430 FN 05/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL CB4820 FN 10/52 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 890489 FN 11/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AD2336 FN 02/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 741620 FN 10/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AE0801 FN 09/39 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 964677 FN 08/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 879839 FN 01/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AL3681 FN 10/40 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 920077 FN 12/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 256928 FN 10/27 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 753095 FN 12/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 310122 FN 06/28 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL3185 FN 02/39 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AE2919 FN 08/40 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 899563 FN 06/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 780365 FN 06/34 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 823384 FN 05/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 813586 FN 03/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL AL0525 FN 04/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 835058 FN 06/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL AD9398 FN 06/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AW1350 FN 02/44 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AL3223 FN 09/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 990517 FN 09/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AD1870 FN 08/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 872787 FN 06/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 256601 FN 02/27 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 256597 FN 02/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 754744 FN 11/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 865115 FN 02/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 995894 FN 04/39 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 946254 FN 09/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 889983 FN 10/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AH6339 FN 04/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AC7291 FN 12/39 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AE0318 FN 09/25 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 254514 FN 11/32 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 969776 FN 02/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 190367 FN 01/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 831286 FN 02/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 773068 FN 03/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 888795 FN 11/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 888893 FN 08/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 836362 FN 10/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 878481 FN 02/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 972305 FN 02/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AH9109 FN 04/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AK8453 FN 04/42 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 992302 FN 01/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 995279 FN 12/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AC8113 FN 01/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 745418 FN 04/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AE2314 FN 08/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 950299 FN 08/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 995243 FN 08/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 966578 FN 02/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 888227 FN 11/25 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AI4142 FN 06/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 255994 FN 11/25 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 888638 FN 09/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 970952 FN 12/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 932548 FN 02/40 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 840699 FN 09/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AB0204 FN 12/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AC6211 FN 11/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 929838 FN 08/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 904605 FN 11/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 826082 FN 07/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL AI1673 FN 06/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 847031 FN 12/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 256927 FN 10/27 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL MA0280 FN 11/29 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 735896 FN 09/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 829125 FN 10/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 695208 FN 03/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AO3526 FN 04/39 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 256513 FN 12/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 555800 FN 10/33 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AI0726 FN 04/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AI5961 FN 06/26 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 922041 FN 02/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AI3810 FN 06/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 905334 FN 12/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AD0198 FN 09/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 745516 FN 05/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AL1319 FN 10/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 895096 FN 08/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 843325 FN 10/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 752191 FN 11/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 689108 FN 02/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 735227 FN 02/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 819297 FN 09/35 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AB3105 FN 05/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 995721 FN 03/39 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 919658 FN 09/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 721620 FN 07/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 865188 FN 02/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AB0196 FN 02/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 902340 FN 11/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 922039 FN 02/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 944526 FN 07/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 658746 FN 08/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 969064 FN 03/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 880623 FN 04/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 917129 FN 06/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 995113 FN 09/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 884863 FN 04/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 256715 FN 05/27 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 848067 FN 10/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 931353 FN 06/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AB2858 FN 01/39 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AA0920 FN 08/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 889301 FN 11/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AD7079 FN 06/25 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 962068 FN 03/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AB0293 FN 11/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AL3365 FN 05/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 758900 FN 12/33 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL AC2749 FN 08/39 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 888301 FN 09/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AJ7522 FN 01/27 FIXED 3
FNMA PASS THRU POOLS FNMA POOL AH4226 FN 03/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AH2695 FN 01/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 256197 FN 04/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 454945 FN 12/28 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 256151 FN 03/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 881635 FN 02/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 928453 FN 07/27 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 844532 FN 11/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 899170 FN 02/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 745257 FN 01/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 824601 FN 12/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AH0066 FN 02/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 973231 FN 10/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AL0520 FN 07/41 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 256600 FN 02/27 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 889532 FN 04/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 357639 FN 11/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 256553 FN 01/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 896141 FN 06/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 932359 FN 01/25 FIXED 4
FNMA PASS THRU POOLS FNMA POOL AI8831 FN 08/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 965040 FN 09/38 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 928382 FN 06/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 744878 FN 11/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 981705 FN 06/38 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AD0220 FN 10/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 988588 FN 08/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AE0508 FN 10/40 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AH4246 FN 04/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AA0836 FN 01/39 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AA1265 FN 08/33 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 828355 FN 07/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 903812 FN 12/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 914370 FN 03/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 819567 FN 04/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 779439 FN 06/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 835751 FN 08/35 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 256448 FN 10/26 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 888820 FN 07/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 745281 FN 01/36 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 888817 FN 08/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 754031 FN 12/33 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 831819 FN 10/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 889982 FN 11/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 988580 FN 08/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 761893 FN 01/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 838630 FN 10/35 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 995482 FN 01/39 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 848205 FN 12/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 725690 FN 08/34 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 993265 FN 05/39 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AD3661 FN 05/40 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 966202 FN 12/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 682705 FN 01/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 888794 FN 09/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 933121 FN 01/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AL3480 FN 07/40 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 735961 FN 09/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 769481 FN 02/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 190363 FN 11/35 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AI8356 FN 08/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AH4268 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 930667 FN 03/24 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 956694 FN 11/37 FIXED 6
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 794808 FN 10/34 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 903504 FN 10/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AJ9204 FN 01/42 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL 910796 FN 02/22 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 898913 FN 11/21 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AI9005 FN 08/41 FIXED 4.5
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 AE1266 FN 09/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL AH2687 FN 01/41 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL BJ0647 FN 03/48 FIXED 3.5
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 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 BH7036 FN 12/47 FIXED 4
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 BN4383 FN 03/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BN6213 FN 03/49 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 AM0414 FN 09/27 FIXED 2.87
FNMA PASS THRU POOLS FNMA POOL MA3467 FN 09/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 735374 FN 04/20 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL BO6208 FN 12/49 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL MA3801 FN 10/49 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL MA3833 FN 11/49 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL MA3870 FN 12/49 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL MA3902 FN 01/50 FIXED 2.5
FORD MOTOR CREDIT COMPANY LLC
FOUR TIMES SQUARE TRUST 2006-4TS
FREDDIE MAC 2559
FREDDIE MAC 3355
FREDDIE MAC 3360
FREDDIE MAC 3368
FREDDIE MAC REMICS 3376
FREDDIE MAC-3289
FREED ABS TRUST 2022-3FP
FREED ABS TRUST 2022-4FP
FREMONT HOME LOAN TRUST 2004-3
FREMONT HOME LOAN TRUST 2006-B
GENERAL MOTORS COMPANY
GENERAL MOTORS FINANCIAL COMPANY INC
GLOBAL PAYMENTS INC
GLS AUTO RECEIVABLES ISSUER TRUST 2022-2A GLS AUTO RECEIVABLES TRUST GCAR 2022 2A A2 144A
GLS AUTO RECEIVABLES ISSUER TRUST 2022-2A GLS AUTO RECEIVABLES TRUST GCAR 2022 2A A1 144A
GLS AUTO RECEIVABLES ISSUER TRUST 2023-2A
GLS AUTO SELECT RECEIVABLES TRUST 2023-1A
GNMA PASS THRU POOLS GNMA POOL 686678 GN 05/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 701603 GN 02/39 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 698340 GN 05/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 774290 GN 02/42 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 669740 GN 08/37 FIXED 6
GNMA PASS THRU POOLS GNMA POOL 701354 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 704699 GN 09/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 675181 GN 03/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 669739 GN 07/37 FIXED 6
GNMA PASS THRU POOLS GNMA POOL 711409 GN 05/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 637882 GN 04/35 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 741275 GN 05/40 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 688141 GN 12/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 672595 GN 02/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 705997 GN 01/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 697946 GN 03/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 724275 GN 09/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 704506 GN 05/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 542828 GN 06/35 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 623958 GN 12/35 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 704480 GN 04/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 714055 GN 05/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 673497 GN 04/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 698099 GN 04/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 674114 GN 06/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 697914 GN 03/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 697698 GN 12/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 675179 GN 03/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 677312 GN 09/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 538719 GN 05/35 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 487821 GN 03/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 692479 GN 04/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 707284 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 782979 GN 09/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 697575 GN 11/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 720199 GN 07/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 782562 GN 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 698484 GN 08/39 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 762752 GN 03/41 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 602480 GN 12/35 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 760393 GN 10/41 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 774296 GN 03/42 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 759964 GN 11/41 FIXED 5
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA POOL 686095 GN 06/38 FIXED 5
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 5 JUMBOS
GNMA PASS THRU POOLS GNMA POOL 674118 GN 07/38 FIXED 5
GNMA PASS THRU POOLS GNMA POOL 701445 GN 04/39 FIXED 5
GOLDENTTREE LOAN MANAGEMENT US CLO LTD 2022-14A
GOLDMAN SACHS GROUP INC
GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2
GREYWOLF CLO LTD 2015-1A
GS MORTGAGE SECURITIES CORP II 2022-GTWY
GS MORTGAGE SECURITIES CORP TRUST 2018-TWR
GSAMP TRUST 2006-HE8
GSAMP TRUST 2007-NC1 GSAMP TRUST GSAMP 2007 NC1 A2A
GSAMP TRUST 2007-NC1 GSAMP TRUST GSAMP 2007 NC1 A2C
GSR MORTGAGE LOAN TRUST 2005-AR6
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 2007-4F GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A1
GSR MORTGAGE LOAN TRUST 2007-4F GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8
HALCYON LOAN ADVISORS FUNDING 2014-3 LTD
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 TR 2006-3
HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A
HARVEST CLO XVI DAC 16A
HAWKSMOOR MORTGAGES 19-1A
HERTZ VEHICLE FINANCING III LLC 2021-1A
HERTZ VEHICLE FINANCING III LLC 2023-1A
HERTZ VEHICLE FINANCING LLC 2022-3A
HILTON ORLANDO TRUST 2018-ORL
HITACHI AMERICA CAPITAL LTD
HOME DEPOT INC
HONEYWELL INTERNATIONAL INC
HSBC HOLDINGS PLC
HSI ASSET SEC CORP TRUST 2006-HE1
HSI ASSET SECUR CORP TRUST 2007-WF1
HUMANA INC
HUNGARY GOVT
IMPAC SECURED ASSETS CORP. 2006-4
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
INDYMAC INDX MORTGAGE LOAN TR 2006-AR11
INDYMAC INDX MORTGAGE LOAN TR 2007-AR7
INDYMAC INDX MTGE LOAN TRUST 2006-AR39
ING GROEP NV
INTEL CORPORATION
INTERCONTINENTAL EXCHANGE INC
INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)
INTERNATIONAL FLAVORS & FRAGRANCES INC
IOWA TOBACCO SETTLEMENT AUTHORITY
ISRAEL GOVT
JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 01/24 0.00000
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/28 0.1
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/29 0.1
JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 01/20 0.00000
JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 01/20 0.00000
JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 02/20 0.00000
JOHNSON & JOHNSON COMPANY
JP MORGAN ALTERNATIVE LN TRUST 2006-A2
JP MORGAN ALTERNATIVE LN TRUST 2006-A4
JP MORGAN CHASE & CO
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT
JP MORGAN MORTGAGE TRUST 2005-A4
JP MORGAN MORTGAGE TRUST 2005-S3
JP MORGAN MORTGAGE TRUST 2006-A6 JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1
JP MORGAN MORTGAGE TRUST 2006-A6 JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L
JP MORGAN MORTGAGE TRUST-2005-A1
JP MORGAN MTGE ACQUIS CORP 2006-NC2
KEURIG DR PEPPER INC
KKR CLO 25 LTD
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)
LA QUINTA FINANCING AUTHORITY
LEHMAN MORTGAGE TRUST 2007-8
LENDBUZZ SECURITIZATION TRUST 2023-1A
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LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2
LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST4
LIBERTY LENDING ABS TRUST 2022-1A
LIBERTY LENDING ABS TRUST 2022-2A
LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH
LLOYDS BANKING GROUP PLC
LONG BEACH MORTGAGE LOAD TR 2006-1
LONG BEACH MORTGAGE LOAN TR 2002-5
LONG BEACH MORTGAGE LOAN TR 2006-4
LONG BEACH MORTGAGE LOAN TRUST 2006-3
LONG BEACH MTGE LOAN TRUST 2004-4
LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY
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MARATHON OIL CORPORATION
MARLETTE FUNDING TRUST 2023-1A
MARRIOTT INTERNATIONAL INC
MASSACHUSETTS EDUC FINANCING AUTH 2008-1
MASTER CREDIT CARD TRUST II SERIES 2018-1A
MASTR ADJUSTABLE RT MTGE TRUST 2005-6
MASTR ASSET BACKED SEC TR 2006-FRE1
MASTR ASSET BACKED SEC TR 2007-HE1
MASTR ASSET BACKED SEC TR 2007-WMC1
MASTR ASSET BACKED SECURITIES TRUST 2007-HE2
MCDONALDS CORPORATION
MELLON RESIDENTIAL FUND CORP 2000-TBC2
MELLON RESIDENTIAL FUND CORP 2000-TBC3
MERCK & CO INC
MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-1
MERRILL LYNCH ALTERNATIVE NT 2007-A2
MERRILL LYNCH MORTGAGE INVEST TR 2005-A7
MERRILL LYNCH MORTGAGE INVESTORS 2003-A3
MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-HE4
MERRILL LYNCH MORTGAGE INVS 2005-A10
METROPOLITAN GOVERNMENT OF NASHVILLE & DAVIDSON COUNTY CONVENTION CENTER AUTH
MEXICO GOVT
MF1 2021-FL7 LTD
MF1 2022-FL9 LLC MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A
MF1 2022-FL9 LLC MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 AS 144A
MFA 2023-NQM2 TRUST
MICROCHIP TECHNOLOGY INCORPORATED
MICROSOFT CORPORATION
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
MLCC MORTGAGE INVESTORS INC 2005-3
MONDELEZ INTERNATIONAL INC
MORGAN STANLEY
MORGAN STANLEY ABS CAPITAL I 2006-HE3
MORGAN STANLEY ABS CAPITAL I 2006-HE7
MORGAN STANLEY ABS CAPITAL I 2007-HE1
MORGAN STANLEY ABS CAPITAL I 2007-HE2 MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2B
MORGAN STANLEY ABS CAPITAL I 2007-HE2 MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2D
MORGAN STANLEY ABS CAPITAL I 2007-HE4
MORGAN STANLEY ABS CAPITAL I 2007-HE6
MORGAN STANLEY ABS CAPITAL I 2007-NC2
MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-SEA1
MORGAN STANLEY BANK NA
MORGAN STANLEY HOME EQUITY LN 2007-1
MORGAN STANLEY HOME EQUITY LN 2007-2
MORGAN STANLEY REREMIC TRUST 2013-R8
MORTGAGE EQUITY CONVER ASSET TR 2007-FF3
MOUNTAIN HAWK III CLO LTD 2014-3A
MPLX LP
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N/A BOUGHT INR SOLD USD 20241024
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N/A 317U77SA8 PIMCO SWAPTION 3.046 CALL USD 202410
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N/A SOLD CAD BOUGHT USD 20241104
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A SOLD NZD BOUGHT USD 20241002
N/A SOLD PLN BOUGHT USD 20241018
N/A BOUGHT TRY SOLD USD 20241113
N/A 317U79WA9 PIMCO SWAPTION 3.145 CALL USD 202410
N/A SOLD MXN BOUGHT USD 20250211
N/A US 2YR NOTE (CBT) DEC24 XCBT 20241231
N/A BOUGHT IDR SOLD USD 20241016
N/A BOUGHT CNH SOLD USD 20241025
N/A BOUGHT ZAR SOLD USD 20241018
N/A 317U70BA1 PIMCO SWAPTION 2.36 CALL EUR 2024100
N/A IRS EUR 2.99000 12/08/23-10Y LCH
N/A 317U74KA3 PIMCO SWAPTION 3.395 PUT USD 2024101
N/A RFR USD SOFR/3.64500 08/07/24-10Y LCH
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD MXN BOUGHT USD 20241211
N/A BOUGHT IDR SOLD USD 20241016
N/A OIS CAD CAONREPO/3.71500 03/20/24-2Y LCH
N/A RFR USD SOFR/3.50000 12/20/23-7Y CME
N/A SOLD SEK BOUGHT USD 20241002
N/A SOLD MXN BOUGHT USD 20241218
N/A CDX IG42 5Y ICE
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD TWD BOUGHT USD 20241118
N/A S+P500 EMINI FUT DEC24 XCME 20241220
N/A RFR USD SOFR/3.56900 08/14/24-10Y LCH
N/A BOUGHT PLN SOLD USD 20241018
N/A IRS EUR 3.25000 11/06/23-10Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD CNH BOUGHT USD 20241120
N/A BOUGHT PLN SOLD USD 20241018
N/A SOLD MXN BOUGHT USD 20241218
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT CHF SOLD USD 20241002
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD PLN BOUGHT USD 20241002
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD CNH BOUGHT USD 20241120
N/A BOUGHT PLN SOLD USD 20241025
N/A BOUGHT CNH SOLD USD 20241025
N/A 317U6ZWA2 PIMCO SWAPTION 3.85 PUT GBP 20241003
N/A BOUGHT IDR SOLD USD 20241016
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT CNH SOLD USD 20241025
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT IDR SOLD USD 20241023
N/A SOLD KRW BOUGHT USD 20241023
N/A IRS EUR 2.58000 08/29/24-10Y LCH
N/A BOUGHT CNH SOLD USD 20241120
N/A SOLD JPY BOUGHT USD 20241105
N/A RFR USD SOFR/3.53200 08/20/24-10Y LCH
N/A US 10YR FUT OPTN NOV24C 117 EXP 10/25/2024
N/A BOUGHT PLN SOLD USD 20241104
N/A 317U6ZVA3 PIMCO SWAPTION 3.54 CALL GBP 2024100
N/A 317U79ZA6 PIMCO SWAPTION 3.485 PUT USD 2024102
N/A BOUGHT JPY SOLD USD 20241002
N/A 3 MONTH SOFR FUT DEC24 XCME 20250318
N/A BOUGHT GBP SOLD USD 20241002
N/A SOLD PEN BOUGHT USD 20250214
N/A SOLD JPY BOUGHT USD 20241002
N/A SOLD CHF BOUGHT USD 20241104
N/A IRS EUR 3.12800 12/04/23-10Y LCH
N/A SOLD PEN BOUGHT USD 20241218
N/A BOUGHT CNH SOLD USD 20241120
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD CNH BOUGHT USD 20241120
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT GBP SOLD USD 20241104
N/A SOLD AUD BOUGHT USD 20241002
N/A 317U70TA2 PIMCO SWAPTION 3.515 PUT USD 2024100
N/A SOLD KRW BOUGHT USD 20241023
N/A RFR USD SOFR/2.75000 06/21/23-30Y CME
N/A RFR USD SOFR/3.59400 01/09/24-10Y LCH
N/A RFR GBP SONIO/4.00000 09/18/24-5Y LCH
N/A 317U71RA2 PIMCO SWAPTION 3.45 PUT USD 20241009
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD PEN BOUGHT USD 20250219
N/A SOLD CNH BOUGHT USD 20241120
N/A RFR USD SOFR/3.51400 09/04/24-10Y LCH
N/A BOUGHT ZAR SOLD USD 20241018
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD TWD BOUGHT USD 20241118
N/A IRS EUR 2.89000 12/22/23-10Y LCH
N/A BOUGHT CNH SOLD USD 20241025
N/A IRS EUR 2.95000 12/29/23-5Y LCH
N/A BOUGHT IDR SOLD USD 20241016
N/A CDX IG43 5Y ICE
N/A SOLD CAD BOUGHT USD 20241002
N/A CITIGROUP REPO REPO 5807
N/A 317U78FA0 PIMCO SWAPTION 2.53 PUT EUR 20241024
N/A RFR USD SOFR/1.75000 06/15/22-10Y CME
N/A RFR USD SOFR/3.75000 06/20/24-4Y CME
N/A RFR USD SOFR/3.75000 06/20/24-10Y CME
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD KRW BOUGHT USD 20241016
N/A SOLD ILS BOUGHT USD 20241018
N/A 317U79NA9 PIMCO SWAPTION 3.131 CALL USD 202410
N/A IRS EUR 3.17900 11/29/23-5Y LCH
N/A SOLD KRW BOUGHT USD 20241016
N/A BOUGHT NZD SOLD USD 20241104
N/A SOLD AUD BOUGHT USD 20241104
N/A RFR USD SOFR/3.23200 09/10/24-10Y LCH
N/A SOLD INR BOUGHT USD 20241024
N/A SOLD EUR BOUGHT USD 20241002
N/A BOUGHT TWD SOLD USD 20241118
N/A SPTR TRS EQUITY FEDL01+61 BULLET FAR
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD TRY BOUGHT USD 20241015
N/A SOLD ILS BOUGHT USD 20241018
N/A SOLD ILS BOUGHT USD 20241018
N/A BOUGHT KRW SOLD USD 20241023
N/A BOUGHT PLN SOLD USD 20241025
N/A BOUGHT IDR SOLD USD 20241016
N/A SOLD SEK BOUGHT USD 20241104
N/A SOLD ILS BOUGHT USD 20241018
N/A IRS AUD 4.50000 09/20/23-10Y LCH
N/A BOUGHT PLN SOLD USD 20241002
N/A BOUGHT ZAR SOLD USD 20241018
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD KRW BOUGHT USD 20241016
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD KRW BOUGHT USD 20241023
N/A IRS EUR 2.39000 10/01/24-10Y LCH
N/A 3 MONTH SOFR FUT SEP24 XCME 20241217
N/A BOUGHT IDR SOLD USD 20241023
N/A RFR USD SOFR/3.75000 12/18/24-5Y CME
N/A RFR USD SOFR/3.75000 06/20/24-15Y CME
N/A IRS EUR 2.91000 12/29/23-10Y LCH
N/A IRS EUR 2.25000 03/19/25-30Y LCH
N/A RFR USD SOFR/3.75000 06/21/23-2Y CME
N/A BOUGHT TRY SOLD USD 20241211
N/A SPTR TRS EQUITY FEDL01+51 GST
N/A SOLD NZD BOUGHT USD 20241002
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A IRS EUR 2.50000 03/19/25-10Y LCH
N/A BOUGHT PLN SOLD USD 20241104
N/A RFR USD SOFR/4.25000 12/20/23-2Y CME
N/A 317U77RA9 PIMCO SWAPTION 3.446 PUT USD 2024102
N/A SOLD SGD BOUGHT USD 20241002
N/A 317U74UA2 PIMCO SWAPTION 3.385 PUT USD 2024101
N/A 317U6ZYA0 PIMCO SWAPTION 2.61 PUT EUR 20241003
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT CNH SOLD USD 20241025
N/A RFR USD SOFR/3.24800 09/18/24-10Y LCH
N/A SOLD CNH BOUGHT USD 20241025
N/A BOUGHT INR SOLD USD 20241024
N/A RFR USD SOFR/3.64750 01/08/24-10Y LCH
N/A RFR USD SOFR/3.55800 08/21/24-10Y LCH
N/A SOLD PEN BOUGHT USD 20241218
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD PLN BOUGHT USD 20241002
N/A SOLD GBP BOUGHT USD 20241002
N/A 317U74LA2 PIMCO SWAPTION 2.995 CALL USD 202410
N/A BOUGHT PLN SOLD USD 20241104
N/A RFR USD SOFR/3.58600 08/19/24-10Y LCH
N/A SOLD CHF BOUGHT USD 20241002
N/A SOLD PEN BOUGHT USD 20241015
N/A SOLD CNH BOUGHT USD 20241120
N/A BOUGHT ILS SOLD USD 20241018
N/A RFR USD SOFR/3.27750 09/16/24-10Y LCH
N/A BOUGHT TWD SOLD USD 20241118
N/A 317U71SA1 PIMCO SWAPTION 3.05 CALL USD 2024100
N/A US 5YR NOTE (CBT) DEC24 XCBT 20241231
N/A BOUGHT NOK SOLD USD 20241104
N/A RFR USD SOFR/3.85400 12/29/23-10Y LCH
N/A SOLD ZAR BOUGHT USD 20241018
N/A RFR GBP SONIO/4.32000 10/20/23-10Y LCH
N/A SOLD PEN BOUGHT USD 20241023
N/A BOUGHT GBP SOLD USD 20241002
N/A BOUGHT PLN SOLD USD 20241018
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD GBP BOUGHT USD 20241002
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD TWD BOUGHT USD 20241118
N/A 317U78EA1 PIMCO SWAPTION 2.29 CALL EUR 2024102
N/A SOLD TRY BOUGHT USD 20250506
N/A SOLD PEN BOUGHT USD 20241218
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A BOUGHT INR SOLD USD 20241024
N/A IRS EUR 3.28000 11/22/23-10Y LCH
N/A BOUGHT SGD SOLD USD 20241002
N/A BOUGHT TWD SOLD USD 20241118
N/A SOLD NZD BOUGHT USD 20241002
N/A IRS EUR 2.88000 12/19/23-5Y LCH
N/A BOUGHT TWD SOLD USD 20241118
N/A SPTR TRS EQUITY FEDL01+46 BOA
N/A BOUGHT ZAR SOLD USD 20241018
N/A VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE
N/A BOUGHT MXN SOLD USD 20241218
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD CNH BOUGHT USD 20241025
N/A SPTR TRS EQUITY FEDL01+57 GST
N/A SOLD GBP BOUGHT USD 20241002
N/A SOLD KRW BOUGHT USD 20241023
N/A IRS EUR 3.30500 11/27/23-10Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD SGD BOUGHT USD 20241104
N/A SOLD PEN BOUGHT USD 20241112
N/A RFR JPY MUTK/1.00000 03/21/24-10Y LCH
N/A BOUGHT ILS SOLD USD 20241018
N/A BOUGHT TRY SOLD USD 20241218
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT ZAR SOLD USD 20241018
N/A SOLD AUD BOUGHT USD 20241002
N/A SOLD PEN BOUGHT USD 20241015
N/A BOUGHT IDR SOLD USD 20241016
N/A 317U74VA1 PIMCO SWAPTION 2.985 CALL USD 202410
N/A 317U79MA0 PIMCO SWAPTION 3.481 PUT USD 2024102
N/A SOLD CHF BOUGHT USD 20241002
N/A SOLD CAD BOUGHT USD 20241002
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A 317U5BSA1 PIMCO SWAPTION 3.627 CALL USD 202404
N/A 317U5K1A0 PIMCO SWAPTION 2.78 PUT EUR 20240429
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U5GNA5 PIMCO SWAPTION 3.75 CALL USD 2024041
N/A BOUGHT JPY SOLD USD 20240502
N/A RFR USD SOFR/3.75000 01/02/24-10Y LCH
N/A RFR USD SOFR/3.75000 06/20/24-5Y CME
N/A RFR USD SOFR/3.75000 06/20/24-9Y CME
N/A SOLD BRL BOUGHT USD 20240402
N/A IRS EUR 2.75000 09/18/24-10Y LCH
N/A SOLD CAD BOUGHT USD 20240402
N/A RFR USD SOFR/3.75000 06/20/24-15Y CME
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD INR BOUGHT USD 20240620
N/A RFR USD SOFR/4.25000 11/22/23-10Y LCH
N/A BOUGHT MXN SOLD USD 20240620
N/A SPTR TRS EQUITY FEDL01+51 GST
N/A SOLD CNH BOUGHT USD 20240426
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U5K0A1 PIMCO SWAPTION 2.48 CALL EUR 2024042
N/A SOLD IDR BOUGHT USD 20240620
N/A BOUGHT TWD SOLD USD 20240620
N/A 317U5J4A0 PIMCO SWAPTION 4.09 PUT USD 20240426
N/A 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5GMA6 PIMCO SWAPTION 4.15 PUT USD 20240418
N/A CITIGROUP REPO REPO 5807
N/A BOUGHT KRW SOLD USD 20240620
N/A BOUGHT KRW SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT BRL SOLD USD 20240702
N/A 317U5BTA0 PIMCO SWAPTION 3.624 CALL USD 202404
N/A EURO-BUXL 30Y BND JUN24 XEUR 20240606
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240503
N/A 317U5HQA0 PIMCO SWAPTION 2.86 PUT EUR 20240422
N/A BOUGHT TWD SOLD USD 20240620
N/A SOLD GBP BOUGHT USD 20240502
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240402
N/A US LONG BOND(CBT) JUN24 XCBT 20240618
N/A BOUGHT KRW SOLD USD 20240620
N/A BOUGHT AUD SOLD USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT MXN SOLD USD 20240419
N/A US 10YR FUT OPTN MAY24P 109 EXP 04/26/2024
N/A SOLD IDR BOUGHT USD 20240430
N/A SPTR TRS EQUITY FEDL01+57 GST
N/A IRS EUR 2.97000 12/15/23-10Y LCH
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD CAD BOUGHT USD 20240502
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT BRL SOLD USD 20240402
N/A US 10YR FUT OPTN MAY24C 113 EXP 04/26/2024
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD CNH BOUGHT USD 20240506
N/A SOLD AUD BOUGHT USD 20240502
N/A 317U5EPA8 PIMCO SWAPTION 3.5 CALL USD 20240408
N/A SOLD BRL BOUGHT USD 20240402
N/A RFR USD SOFR/3.81000 01/02/24-10Y LCH
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A IRS EUR 2.50000 09/18/24-30Y LCH
N/A RFR USD SOFR/3.75000 12/20/23-5Y CME
N/A SOLD AUD BOUGHT USD 20240402
N/A BOUGHT IDR SOLD USD 20240620
N/A SPTR TRS EQUITY FEDL01+61 BULLET FAR
N/A SOLD INR BOUGHT USD 20240620
N/A RFR USD SOFR/3.75000 06/20/24-20Y CME
N/A SOLD AUD BOUGHT USD 20240502
N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628
N/A BOUGHT INR SOLD USD 20240620
N/A IRS EUR 2.92000 12/13/23-5Y LCH
N/A IRS EUR 3.27000 08/21/23-10Y LCH
N/A IRS EUR 2.75000 03/05/24-10Y LCH
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A US 10YR FUT OPTN MAY24P 108.5 EXP 04/26/2024
N/A OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH
N/A 317U5F8A4 PIMCO SWAPTION 2.77 PUT EUR 20240412
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD BRL BOUGHT USD 20240402
N/A IRS EUR 3.45000 10/20/23-5Y LCH
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD CNH BOUGHT USD 20240426
N/A 317U5F2A0 PIMCO SWAPTION 3.9 PUT USD 20240411
N/A EURO-BUND FUTURE JUN24 XEUR 20240606
N/A 317U5IPA9 PIMCO SWAPTION 4.078 PUT USD 2024042
N/A BOUGHT IDR SOLD USD 20240620
N/A SPTR TRS EQUITY FEDL01+55 MYI
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT CAD SOLD USD 20240402
N/A SOLD KRW BOUGHT USD 20240429
N/A IRS EUR 3.30000 10/03/23-10Y LCH
N/A SOLD CAD BOUGHT USD 20240409
N/A 317U5HPA1 PIMCO SWAPTION 2.56 CALL EUR 2024042
N/A VERIZON COMMUNICATIONS INC SNR S* ICE
N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618
N/A BOUGHT TWD SOLD USD 20240620
N/A IRS EUR 3.37000 10/09/23-5Y LCH
N/A BOUGHT AUD SOLD USD 20240402
N/A IRS EUR 3.14800 11/20/23-10Y LCH
N/A 317U5FHA4 PIMCO SWAPTION 3.55 CALL USD 2024041
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD INR BOUGHT USD 20240620
N/A 317U5EOA9 PIMCO SWAPTION 3.9 PUT USD 20240408
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT JPY SOLD USD 20240402
N/A 317U5EDA1 PIMCO SWAPTION 2.85 PUT EUR 20240408
N/A SOLD KRW BOUGHT USD 20240620
N/A RFR USD SOFR/4.00000 03/20/24-2Y LCH
N/A 317U5GFA4 PIMCO SWAPTION 2.55 CALL EUR 2024041
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD CNH BOUGHT USD 20240419
N/A BOUGHT KRW SOLD USD 20240620
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD IDR BOUGHT USD 20240620
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A US ULTRA BOND CBT JUN24 XCBT 20240618
N/A SOLD KRW BOUGHT USD 20240429
N/A 317U5J6A8 PIMCO SWAPTION 4.09 PUT USD 20240426
N/A BOUGHT KRW SOLD USD 20240620
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT BRL SOLD USD 20240503
N/A BOUGHT TWD SOLD USD 20240620
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U5J7A7 PIMCO SWAPTION 3.69 CALL USD 2024042
N/A SOLD CNH BOUGHT USD 20240419
N/A RFR USD SOFR/3.75000 06/20/24-4Y CME
N/A 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113
N/A SOLD GBP BOUGHT USD 20240402
N/A 317U5FGA5 PIMCO SWAPTION 3.95 PUT USD 20240412
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD JPY BOUGHT USD 20240402
N/A 317U5BQA3 PIMCO SWAPTION 4.024 PUT USD 2024040
N/A SOLD KRW BOUGHT USD 20240429
N/A IRS EUR 2.76000 03/04/24-10Y LCH
N/A SOLD CNH BOUGHT USD 20240419
N/A US 10YR FUT OPTN MAY24C 111.5 EXP 04/26/2024
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD EUR BOUGHT USD 20240502
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U5G7A3 PIMCO SWAPTION 3.68 CALL USD 2024041
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD MXN BOUGHT USD 20240620
N/A 317U5F3A9 PIMCO SWAPTION 3.5 CALL USD 20240411
N/A 317U5J5A9 PIMCO SWAPTION 3.69 CALL USD 2024042
N/A SOLD INR BOUGHT USD 20240620
N/A BOUGHT TWD SOLD USD 20240620
N/A 317U5ECA2 PIMCO SWAPTION 2.5 CALL EUR 20240408
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD INR BOUGHT USD 20240620
N/A 317U5AZA5 PIMCO SWAPTION 3.75 CALL USD 2024040
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD INR BOUGHT USD 20240620
N/A BOUGHT JPY SOLD USD 20240502
N/A BOUGHT TWD SOLD USD 20240620
N/A SOLD EUR BOUGHT USD 20240402
N/A BOUGHT ZAR SOLD USD 20240419
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD EUR BOUGHT USD 20240402
N/A SOLD IDR BOUGHT USD 20240430
N/A CDX IG41 5Y ICE
N/A 317U5HKA6 PIMCO SWAPTION 3.705 CALL USD 202404
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A 317U5BPA4 PIMCO SWAPTION 4.027 PUT USD 2024040
N/A RFR USD SOFR/3.25000 06/21/23-5Y CME
N/A BOUGHT ZAR SOLD USD 20240419
N/A SOLD INR BOUGHT USD 20240620
N/A 317U5G6A4 PIMCO SWAPTION 4.08 PUT USD 20240415
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT IDR SOLD USD 20240620
N/A SPTR TRS EQUITY FEDL01+46 BOA
N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD JPY BOUGHT USD 20240402
N/A BOUGHT CNH SOLD USD 20240402
N/A SOLD TWD BOUGHT USD 20240520
N/A BOUGHT BRL SOLD USD 20240503
N/A SOLD CNH BOUGHT USD 20240426
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017
N/A 317U5AYA6 PIMCO SWAPTION 4.25 PUT USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A IRS EUR 3.27000 11/08/23-5Y LCH
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD INR BOUGHT USD 20240620
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD INR BOUGHT USD 20240620
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A 317U5HLA5 PIMCO SWAPTION 4.105 PUT USD 2024042
N/A SOLD TWD BOUGHT USD 20240620
N/A DJIA MINI E-CBOT JUN24 XCBT 20240621
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT TWD SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD INR BOUGHT USD 20240620
N/A BOUGHT KRW SOLD USD 20240620
N/A BOUGHT CAD SOLD USD 20240402
N/A 317U5IQA8 PIMCO SWAPTION 3.678 CALL USD 202404
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD AUD BOUGHT USD 20240502
N/A SOLD BRL BOUGHT USD 20240503
N/A 317U5IJA6 PIMCO SWAPTION 2.48 CALL EUR 2024042
N/A BOUGHT BRL SOLD USD 20240402
N/A 317U5IKA4 PIMCO SWAPTION 2.77 PUT EUR 20240425
N/A 317U5GGA3 PIMCO SWAPTION 2.81 PUT EUR 20240415
N/A 317U5F9A3 PIMCO SWAPTION 2.43 CALL EUR 2024041
N/A S+P500 EMINI FUT JUN24 XCME 20240621
N/A IRS EUR 2.65000 01/08/24-10Y LCH
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT JPY SOLD USD 20231113
N/A SOLD JPY BOUGHT USD 20231113
N/A BOUGHT DKK SOLD USD 20231003
N/A BOUGHT MXN SOLD USD 20231016
N/A SOLD DKK BOUGHT USD 20231102
N/A SOLD DKK BOUGHT USD 20231002
N/A BOUGHT JPY SOLD USD 20231127
N/A BOUGHT JPY SOLD USD 20231127
N/A S+P500 EMINI FUT DEC23 XCME 20231215
N/A SPTR TRS EQUITY FEDL01+26 GST
N/A SPTR TRS EQUITY FEDL01+28 GST
N/A SPTR TRS EQUITY FEDL01+30 BULLET MBC
N/A SPTR TRS EQUITY FEDL01+33 ULO
N/A SPTR TRS EQUITY FEDL01+55 MYI
N/A SPTR TRS EQUITY FEDL01+64 GST
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 317U3V7A2 PIMCO SWAPTION 3.58 CALL USD 2023100
N/A 317U3V8A1 PIMCO SWAPTION 4.03 PUT USD 20231002
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 317U3ZRA1 PIMCO SWAPTION 4.255 PUT USD 2023101
N/A 317U3ZSA0 PIMCO SWAPTION 3.855 CALL USD 202310
N/A 317U40SA6 PIMCO SWAPTION 4.32 PUT GBP 20231020
N/A 317U40TA5 PIMCO SWAPTION 3.98 CALL GBP 2023102
N/A 317U40UA3 PIMCO SWAPTION 3.48 PUT EUR 20231023
N/A 317U40VA2 PIMCO SWAPTION 3.23 CALL EUR 2023102
N/A 317U41UA1 PIMCO SWAPTION 4.3925 PUT USD 202310
N/A 317U41VA0 PIMCO SWAPTION 3.9425 CALL USD 20231
N/A 317U42BA0 PIMCO SWAPTION 3.46 PUT EUR 20231025
N/A 317U42CA9 PIMCO SWAPTION 3.2 CALL EUR 20231025
N/A 317U42ZA4 PIMCO SWAPTION 3.48 PUT EUR 20231027
N/A 317U43CA7 PIMCO SWAPTION 3.23 CALL EUR 2023102
N/A IRS EUR 2.75000 03/20/24-30Y LCH
N/A IRS EUR 3.00000 03/20/24-10Y LCH
N/A RFR JPY MUTK/1.00000 03/21/24-10Y LCH
N/A RFR USD SOFR/3.00000 06/21/23-10Y CME
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/3.76000 08/23/23-10Y LCH
N/A RFR USD SOFR/3.80000 08/22/23-7Y LCH
N/A RFR USD SOFR/3.80000 08/30/23-10Y LCH
N/A RFR USD SOFR/3.90000 08/30/23-10Y LCH
N/A RFR USD SOFR/3.95000 09/13/23-10Y 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+26.161/0.8* 8/15/23-22Y* CME
N/A RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME
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 JPY BOUGHT USD 20231102
N/A BOUGHT JPY SOLD USD 20231127
N/A SOLD EUR BOUGHT USD 20231115
N/A US 10YR NOTE (CBT)DEC23 XCBT 20231219
N/A US 2YR NOTE (CBT) DEC23 XCBT 20231229
N/A US 5YR NOTE (CBT) DEC23 XCBT 20231229
N/A US LONG BOND(CBT) DEC23 XCBT 20231219
N/A US ULTRA BOND CBT DEC23 XCBT 20231219
N/A FIXED INC CLEARING CORP.REPO
N/A RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
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 CNH BOUGHT USD 20240326
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD DKK BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231127
N/A SOLD JPY BOUGHT USD 20240109
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231115
N/A SOLD GBP BOUGHT USD 20231003
N/A CDX IG40 5Y ICE
N/A BOUGHT EUR SOLD USD 20231115
N/A SOLD DKK BOUGHT USD 20231002
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231117
N/A SOLD MXN BOUGHT USD 20231214
N/A SOLD EUR BOUGHT USD 20231115
N/A EURO-BUND FUTURE DEC23 XEUR 20231207
N/A EURO-BUXL 30Y BND DEC23 XEUR 20231207
N/A BOUGHT MXN SOLD USD 20231004
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231214
N/A SOLD CNH BOUGHT USD 20230816
N/A 317U3AYA8 PIMCO SWAPTION 3.78 PUT USD 20230731
N/A 317U3AZA7 PIMCO SWAPTION 3.38 CALL USD 2023073
N/A IRS EUR 2.50000 09/20/23-30Y LCH
N/A IRS EUR 3.00000 09/20/23-10Y LCH
N/A IRSF USD 0.83546 11/15/22-1Y* (WHT) CME
N/A IRSF USD 1.25000 12/16/22-1Y* (WHT) CME
N/A RFRF USD SF+26.161/0.8* 8/15/23-22Y* CME
N/A RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME
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 LONG BOND(CBT) SEP23 XCBT 20230920
N/A US ULTRA BOND CBT SEP23 XCBT 20230920
N/A FIXED INC CLEARING CORP.REPO
N/A J P MORGAN TERM REPO
N/A PARIBAS REPO
N/A CITIGROUP REPO REPO 5807
N/A BOUGHT DKK SOLD USD 20230705
N/A SOLD DKK BOUGHT USD 20230705
N/A SOLD DKK BOUGHT USD 20230802
N/A SOLD MXN BOUGHT USD 20230718
N/A CDX IG39 5Y ICE
N/A BOUGHT GBP SOLD USD 20230705
N/A SOLD CNH BOUGHT USD 20230816
N/A SOLD DKK BOUGHT USD 20230705
N/A EURO-BUND FUTURE SEP23 XEUR 20230907
N/A EURO-BUXL 30Y BND SEP23 XEUR 20230907
N/A SOLD EUR BOUGHT USD 20230816
N/A SOLD GBP BOUGHT USD 20230705
N/A BOUGHT MXN SOLD USD 20231016
N/A BOUGHT DKK SOLD USD 20230705
N/A SOLD DKK BOUGHT USD 20230802
N/A BOUGHT MXN SOLD USD 20230816
N/A SOLD MXN BOUGHT USD 20230714
N/A S+P500 EMINI FUT SEP23 XCME 20230915
N/A SPTR TRS EQUITY FEDL01+26 GST
N/A SPTR TRS EQUITY FEDL01+28 GST
N/A SPTR TRS EQUITY FEDL01+30 BULLET MBC
N/A SPTR TRS EQUITY FEDL01+33 ULO
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS USD 0.83546 06/30/20-25Y* CME
N/A IRS USD 1.25000 06/16/21-30Y CME
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 LONG BOND(CBT) JUN23 XCBT 20230621
N/A US ULTRA BOND CBT JUN23 XCBT 20230621
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A RBC CAPITAL MARKETS REPO REPO
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD JPY BOUGHT USD 20230605
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD JPY BOUGHT USD 20230508
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT MXN SOLD USD 20230630
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD EUR BOUGHT USD 20230516
N/A SOLD MXN BOUGHT USD 20230420
N/A BOUGHT DKK SOLD USD 20230403
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD DKK BOUGHT USD 20230502
N/A EURO-BUND FUTURE JUN23 XEUR 20230608
N/A EURO-BUXL 30Y BND JUN23 XEUR 20230608
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD GBP BOUGHT USD 20230404
N/A SOLD GBP BOUGHT USD 20230404
N/A BOUGHT MXN SOLD USD 20230420
N/A BOUGHT MXN SOLD USD 20230621
N/A SOLD MXN BOUGHT USD 20230515
N/A SOLD MXN BOUGHT USD 20230714
N/A S+P500 EMINI FUT JUN23 XCME 20230616
N/A SPTR TRS EQUITY FEDL01+26 GST
N/A SPTR TRS EQUITY FEDL01+28 GST
N/A SPTR TRS EQUITY FEDL01+30 BULLET MBC
N/A SPTR TRS EQUITY FEDL01+33 ULO
N/A SOLD EUR BOUGHT USD 20230516
N/A IRS CNY 2.70000 03/17/21-5Y 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 0.83546 06/30/20-25Y* CME
N/A SOLD JPY BOUGHT USD 20230123
N/A SOLD JPY BOUGHT USD 20230130
N/A US 10YR NOTE (CBT)MAR23 XCBT 20230322
N/A US 2YR NOTE (CBT) MAR23 XCBT 20230331
N/A US 5YR NOTE (CBT) MAR23 XCBT 20230331
N/A US LONG BOND(CBT) MAR23 XCBT 20230322
N/A US ULTRA BOND CBT MAR23 XCBT 20230322
N/A FIXED INC CLEARING CORP.REPO
N/A BARCLAYS CAPITAL REPO REPO
N/A PARIBAS REPO
N/A SOLD JPY BOUGHT USD 20230111
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD EUR BOUGHT USD 20230216
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A CDX IG38 5Y ICE
N/A CDX IG39 5Y ICE
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A EURO-BUND FUTURE MAR23 XEUR 20230308
N/A EURO-BUXL 30Y BND MAR23 XEUR 20230308
N/A SOLD CNH BOUGHT USD 20230119
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD MXN BOUGHT USD 20230321
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD DKK BOUGHT USD 20230110
N/A SOLD GBP BOUGHT USD 20230110
N/A BOUGHT MXN SOLD USD 20230420
N/A SOLD MXN BOUGHT USD 20230315
N/A S+P500 EMINI FUT MAR23 XCME 20230317
N/A SPTR TRS EQUITY FEDL01+27.5 SOG
N/A SPTR TRS EQUITY FEDL01+28 GST
N/A SPTR TRS EQUITY FEDL01+38 BULLET BPS
N/A SPTR TRS EQUITY FEDL01+42 GST
N/A SOLD MXN/BOUGHT USD
N/A S+P500 EMINI FUT DEC22 XCME 20221216
N/A SPTR TRS EQUITY FEDL01+27.5 SOG
N/A SPTR TRS EQUITY FEDL01+38 BULLET BPS
N/A SPTR TRS EQUITY FEDL01+42 GST
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 IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70000 03/17/21-5Y 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 0.83546 06/30/20-25Y* CME
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A RFR USD SOFR/1.75000 06/15/22-10Y CME
N/A SOLD EUR/BOUGHT USD
N/A US 10YR NOTE (CBT)DEC22 XCBT 20221220
N/A US 2YR NOTE (CBT) DEC22 XCBT 20221230
N/A US 5YR NOTE (CBT) DEC22 XCBT 20221230
N/A US LONG BOND(CBT) DEC22 XCBT 20221220
N/A US ULTRA BOND CBT DEC22 XCBT 20221220
N/A FIXED INC CLEARING CORP.REPO
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A CDX IG38 5Y ICE
N/A CDX IG39 5Y ICE
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
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 SOLD CNH/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A 317537140 PIMCO CDSOPT PUT EUR 1.6 20221019
N/A SOLD CNH/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A 31750JEG6 PIMCO CDSOPT PUT EUR 1.1 20220720
N/A 317511W25 PIMCO CDSOPT PUT EUR 1.2 20220720
N/A 3175438A7 PIMCO CDSOPT PUT EUR 1.2 20220720
N/A 317514FO0 PIMCO CDSOPT PUT EUR 1.2 20220720
N/A 317551VP1 PIMCO CDSOPT PUT EUR 1.4 20220817
N/A CDX ITRAXX MAIN37 5Y ICE
N/A SOLD 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 EUR/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A S+P500 EMINI FUT SEP22 XCME 20220916
N/A SPTR TRS EQUITY FEDL01+27.5 SOG
N/A SPTR TRS EQUITY FEDL01+38 BULLET BPS
N/A SPTR TRS EQUITY FEDL01+42 GST
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 3.5925 11/15/18-10Y LCH
N/A INF SWAP GB NI 4.25 11/15/21-10Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS 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 0.83546 06/30/20-25Y* CME
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 BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A 317562G00 PIMCO CDSOPT PUT USD 1.2 20220720
N/A 317535N81 PIMCO CDSOPT PUT USD 1.4 20220817
N/A 317575GC6 PIMCO CDSOPT PUT USD 1.2 20220720
N/A CDX IG38 5Y ICE
N/A SOLD BRL/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A EURO-BUND FUTURE SEP22 XEUR 20220908
N/A EURO-BUXL 30Y BND SEP22 XEUR 20220908
N/A BOUGHT BRL/SOLD USD
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N/A 3175439A6 PIMCO CDSOPT PUT EUR 0.85 20210818
N/A 31754RW82 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175574D5 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175659Z4 PIMCO CDSOPT PUT EUR 0.825 20210818
N/A 3175669P4 PIMCO CDSOPT PUT EUR 0.8 20210915
N/A 3175809M2 PIMCO CDSOPT PUT EUR 0.8 20210915
N/A 3175849P7 PIMCO CDSOPT PUT EUR 0.7 20210721
N/A 3175DB983 PIMCO CDSOPT PUT EUR 0.8 20210915
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A CDX ITRAXX MAIN35 5Y ICE
N/A BOUGHT MXN/SOLD USD
N/A SOLD TRY/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A S+P500 EMINI FUT SEP21 XCME 20210917
N/A SPTR TRS EQUITY 3ML+22 ULO
N/A SPTR TRS EQUITY 3ML+26.5 BULLET BPS
N/A SPTR TRS EQUITY 3ML+41 GST
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A 317U221Y1 PIMCO SWAPTION 0.0176 PUT USD 202107
N/A 317U425U3 IRO EUR 2Y C 0.35 NOV21 0.35 CALL
N/A 317U435U1 IRO EUR 10Y C 0.122 NOV21 0.122 CALL
N/A 317U911X8 PIMCO SWAPTION 0.0185 PUT USD 202403
N/A 317U912X7 PIMCO SWAPTION 0.028 PUT USD 2024031
N/A INF SWAP EM NI 1.314 04/15/21-5Y LCH
N/A INF SWAP EM NI 1.5 05/15/21-5Y LCH
N/A INF SWAP GB NI 2.9997 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.0505 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.143 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.2171 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.272 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.2725 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.34 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.3967 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.445 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.48 01/15/20-10Y LCH
N/A INF SWAP GB NI 3.51 11/15/20-10Y LCH
N/A IRS AUD 2.00000 06/16/21-10Y LCH
N/A IRS CAD 0.63600 12/21/20-3Y LCH
N/A IRS CAD 0.63700 12/21/20-3Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS CNY 2.68750 03/17/21-5Y LCH
N/A IRS CNY 2.69000 03/17/21-5Y LCH
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70500 03/17/21-5Y LCH
N/A IRS CNY 2.77000 03/17/21-5Y LCH
N/A IRS CNY 2.81000 03/17/21-5Y LCH
N/A IRS EUR 0.00000 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 JPY 0.35000 03/17/21-30Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.83546 06/30/20-25Y* CME
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 2.25000 06/20/18-10Y LCH
N/A IRS USD 2.50000 12/20/17-10Y 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 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 317555GU8 OTC ECAL FN 2.5 104.046875
N/A 317563S13 OTC ECAL FN 2.0 101.2265625
N/A 317565TE9 OTC ECAL FN 2.0 101.421875
N/A 317571057 OTC EPUT FN 2.0 99.6640625
N/A 317591AW5 OTC EPUT FN 2.5 102.046875
N/A 3175SR073 OTC EPUT FN 2.5 103.234375
N/A 3175SR081 OTC EPUT FN 2.5 102.234375
N/A 3175ZM381 OTC ECAL FN 2.0 101.3671875
N/A 3175ZN017 OTC EPUT FN 2.5 101.984375
N/A 3175ZN025 OTC ECAL FN 2.5 103.984375
N/A 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 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 EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A CDX EM35 ICE
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 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 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175PS124 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175SI065 PIMCO CDSOPT PUT USD 0.95 20210915
N/A 3175ZM142 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175ZM621 PIMCO CDSOPT PUT USD 0.9 20210915
N/A 3175ZM662 PIMCO CDSOPT CALL USD 0.475 20210818
N/A CDX IG36 5Y ICE
N/A BOUGHT 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 TRY/BOUGHT USD
N/A EURO-BUND FUTURE JUN21 XEUR 20210608
N/A 3175219X2 OTC EPUT G2 2.0 100.046875
N/A 317556Y69 OTC EPUT G2 2.5 103.78125
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
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 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 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 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 CDX ITRAXX MAIN35 5Y ICE
N/A BOUGHT MXN/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT CNY/SOLD USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT EUR/SOLD BRL
N/A SOLD BRL/BOUGHT EUR
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A S+P500 EMINI FUT JUN21 XCME 20210618
N/A SPTR TRS EQUITY 3ML+22 ULO
N/A SPTR TRS EQUITY 3ML+26.5 BULLET BPS
N/A SPTR TRS EQUITY 3ML+33 SOG
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD TWD/BOUGHT 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 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 1.70000 12/18/19-5Y 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 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 JPY 0.35000 03/17/21-30Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.83546 06/30/20-25Y* CME
N/A IRS USD 1.25000 06/16/21-30Y 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 31750HQA0 OTC EPUT FN 2.0 102.25
N/A 31750HTC3 OTC EPUT FN 2.0 99.9140625
N/A 31750HTY5 OTC ECAL FN 2.0 100.453125
N/A 31750HTZ2 OTC EPUT FN 2.0 98.453125
N/A 317511KO0 OTC ECAL FN 2.0 100.53125
N/A 317512EG2 OTC EPUT FN 2.0 99.4296875
N/A 317514RI0 OTC EPUT FN 2.5 101.546875
N/A 317515526 OTC EPUT FN 2.0 102.375
N/A 317515CI3 OTC EPUT FN 2.0 99.546875
N/A 3175160G8 OTC EPUT FN 2.5 101.5859375
N/A 3175227J3 OTC ECAL FN 2.0 101.875
N/A 317524PR1 OTC ECAL FN 2.0 101.390625
N/A 317536LD0 OTC EPUT FN 2.0 101.484375
N/A 3175432Z8 OTC EPUT FN 3.0 103.89453125
N/A 317545YB1 OTC EPUT FN 3.0 103.7421875
N/A 317551463 OTC EPUT FN 3.0 103.7578125
N/A 317552SR9 OTC ECAL FN 2.0 102.078125
N/A 317554FM0 OTC EPUT FN 2.0 99.390625
N/A 317572I80 OTC EPUT FN 2.0 100.75
N/A 317573P15 OTC ECAL FN 2.0 101.4296875
N/A 317576UM6 OTC EPUT FN 2.0 101.84375
N/A 317581K39 OTC EPUT FN 2.0 98.53125
N/A 317586LS2 OTC EPUT FN 2.5 102.1171875
N/A 3175873A9 OTC ECAL FN 2.0 101.9140625
N/A 3175875R0 OTC ECAL FN 2.0 101.890625
N/A 317593C09 OTC EPUT FN 2.0 99.890625
N/A 317594X87 OTC EPUT FN 2.5 102.25
N/A 3175963G7 OTC ECAL FN 2.0 101.4375
N/A 317598UK4 OTC EPUT FN 2.0 99.875
N/A 317599JG4 OTC EPUT FN 2.0 100.078125
N/A 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 LONG BOND(CBT) JUN21 XCBT 20210621
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
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 JPY/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT TRY/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A CDX EM35 ICE
N/A 3175DB215 PIMCO CDSOPT PUT USD 103.0 20210519
N/A 3175DB017 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175DB249 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175EM632 CDX.O P 1.00 IG35 APR21 1 PUT
N/A 3175EM640 CDX IG35 5Y V1 APR21 1 PUT
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 3175PS108 PIMCO CDSOPT PUT USD 0.9 20210616
N/A 3175SQ687 PIMCO CDSOPT PUT USD 0.95 20210519
N/A 3175ZP137 PIMCO CDSOPT PUT USD 0.85 20210519
N/A 3175ZP145 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175ZP418 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175DB561 PIMCO CDSOPT PUT USD 0.85 20210616
N/A 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175PS124 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175ZP905 PIMCO CDSOPT PUT USD 0.85 20210616
N/A CDX IG36 5Y ICE
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT EUR
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT BRL
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CNY/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A 31754D4F8 ITRAXX.O P 2.50 EU32 JAN21 2.5 PUT
N/A 3175129F0 ITRAXX.O C0.425 FEB21 0.425 CALL
N/A 3175219A2 ITRAXX.O C0.45 JAN21 0.45 CALL
N/A 3175319G8 ITRAXX.O P0.75 MAR21 0.75 PUT
N/A 3175329G6 ITRAXX.O P 0.70 MAR21 0.7 PUT
N/A 3175339Y5 ITRAXX.O P0.80 FEB21 0.80 PUT
N/A 3175459D5 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 3175459E3 ITRAXX.O EU34 5Y V1 APR21 0.8 PUT
N/A 317545GR6 ITRAXX.O P0.70 FEB21 0.70 PUT
N/A 317545TH4 ITRAXX.O C0.375 EU34 APR21 0.375 CALL
N/A 317545VF5 ITRAXX.O P0.75 APR21 0.75 PUT
N/A 31754A9F9 ITRAXX.O C0.425 FEB21 0.425 CALL
N/A 3175539D9 ITRAXX EU34 5Y MAR21 0.7 PUT
N/A 31755DE17 ITRAXX.O P0.75 MAR21 0.75 PUT
N/A 31755FA65 ITRAXX.O C0.425 MAR21 0.425 CALL
N/A 317561GG7 ITRAXX.O P0.80 MAR21 0.80 PUT
N/A 3175646G2 ITRAXX.O P0.85 EU34 MAR21 0.85 PUT
N/A 3175659G6 ITRAXX.O C0.40 MAR21 0.40 CALL
N/A 3175659H4 ITRAXX.O P0.70 FEB21 0.70 PUT
N/A 317566GG6 ITRAXX.O C0.40 MAR21 0.40 CALL
N/A 317567220 PIMCO CDSOPT CALL EUR 0.375 20210421
N/A 3175819A6 ITRAXX.O P0.7 EU34 MAR21 0.7 PUT
N/A 3175KAFK3 ITRAXX.O P0.80 FEB21 0.80 PUT
N/A 3175PPGG3 ITRAXX.O C0.425 MAR21 0.425 CALL
N/A S+P500 EMINI FUT MAR21 XCME 20210319
N/A SPTR TRS EQUITY 3ML+27 BULLET BOA
N/A SPTR TRS EQUITY 3ML+33 SOG
N/A BOUGHT GBP/SOLD USD
N/A 317U164W4 IRO EUR 30Y C 0.2 MAR21 0.2 CALL
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 CALL
N/A INF SWAP EM NI 1.71 03/15/18-15Y LCH
N/A INF SWAP EM NI 1.946 03/15/18-30Y LCH
N/A INF SWAP GB NI 2.9997 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.0505 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.143 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.2171 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.272 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.2725 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.334 08/15/20-5Y LCH
N/A INF SWAP GB NI 3.34 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.3967 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.445 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.475 08/15/20-10Y LCH
N/A INF SWAP GB NI 3.51 11/15/20-10Y LCH
N/A IRS CAD 0.63600 12/21/20-3Y LCH
N/A IRS CAD 0.63700 12/21/20-3Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS CNY 2.70000 03/17/21-5Y LCH
N/A IRS CNY 2.70500 03/17/21-5Y LCH
N/A IRS CNY 2.77000 03/17/21-5Y LCH
N/A IRS CNY 2.81000 03/17/21-5Y LCH
N/A IRS USD 0.75000 12/16/20-2Y CME
N/A IRS USD 1.25000 06/17/20-10Y CME
N/A IRS USD 1.25000 06/17/20-5Y CME
N/A IRS USD 1.25000 06/17/20-7Y CME
N/A IRS USD 1.62500 01/06/20-10Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A BOUGHT CAD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 31750H968 OTC EPUT FN 2.0 101.671875
N/A 317512G88 OTC ECAL FN 2.0 104.140625
N/A 317513ZY8 OTC EPUT FN 2.0 102.265625
N/A 317537YF9 OTC EPUT FN 2.0 102.125
N/A 317542UX4 OTC EPUT FN 2.0 102.140625
N/A 317548YP4 OTC EPUT FN 2.0 102.140625
N/A 317563QO5 OTC EPUT FN 2.0 101.5625
N/A 317581RV0 OTC EPUT FN 2.0 102.140625
N/A 317582RQ9 OTC EPUT FN 1.5 99.6875
N/A 317584IR3 OTC EPUT FN 2.0 102.1875
N/A 3175874E0 OTC ECAL FN 2.0 104.140625
N/A LONG GILT FUTURE MAR21 IFLL 20210329
N/A 31750HII2 PIMCO FXVAN CALL USD MXN 23.10000000
N/A 31750HIJ0 PIMCO FXVAN PUT USD MXN 19.12000000
N/A 31750HIO9 PIMCO FXVAN CALL USD MXN 23.00000000
N/A 31750HIP6 PIMCO FXVAN PUT USD MXN 19.00000000
N/A 31750HIQ4 PIMCO FXVAN PUT USD CNH 6.40000000
N/A 31750HIR2 PIMCO FXVAN CALL USD CNH 7.00000000
N/A US 10YR NOTE (CBT)MAR21 XCBT 20210322
N/A US 2YR NOTE (CBT) MAR21 XCBT 20210331
N/A US 5YR NOTE (CBT) MAR21 XCBT 20210331
N/A US LONG BOND(CBT) MAR21 XCBT 20210322
N/A US ULTRA BOND CBT MAR21 XCBT 20210322
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO JPM CHASE
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT HKD/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A 3175JL035 CDX.O P 98.25 JAN21 98.25 PUT
N/A 3175GS876 CDX.O P 1.00 IG34 JAN21 1 PUT
N/A CDX IG34 5Y ICE
N/A 3175DA290 CDX IG35 5Y V1 JAN21 1.1 PUT
N/A 3175DA415 CDX.O P 0.90 IG35 JAN21 0.90 PUT
N/A 3175DA613 CDX.O P 0.80 IG35 JAN21 0.8 PUT
N/A 3175EL527 CDX IG35 5Y V1 JAN21 1 PUT
N/A 3175EL733 CDX.O P1.00 IG35 JAN21 1 PUT
N/A 3175EL857 CDX.O P1.10 IG35 JAN21 1.10 PUT
N/A 3175EL881 CDX.O P 1.10 IG35 FEB21 1.10 PUT
N/A 3175EL964 CDX.O P 0.90 IG35 FEB21 0.9 PUT
N/A 3175EL998 CDX.O P0.90 FEB21 0.90 PUT
N/A 3175EM376 CDX.O C0.425 MAR21 0.425 CALL
N/A 3175EM384 CDX.O P0.80 MAR21 0.8 PUT
N/A 3175EM442 CDX.O C0.45 FEB21 0.45 CALL
N/A 3175EM459 CDX.O P0.75 IG FEB21 0.75 PUT
N/A 3175EM491 CDX.O P0.80 IG35 MAR21 0.80 PUT
N/A 3175EM517 CDX.O P0.80 IG35 MAR21 0.80 PUT
N/A 3175EM566 PIMCO CDSOPT PUT USD 0.85 20210317
N/A 3175EM624 CDX IG35 5Y V1 MAR21 0.775 PUT
N/A 3175EM632 CDX.O P 1.00 IG35 APR21 1 PUT
N/A 3175EM640 CDX IG35 5Y V1 APR21 1 PUT
N/A 3175JJ055 CDX.O P0.95 JAN21 0.95 PUT
N/A 3175JL100 CDX IG35 5Y V1 MAR21 0.8 PUT
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT EUR/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 EURO-BUND FUTURE MAR21 XEUR 20210308
N/A 31750HJQ3 OTC EPUT G2 2.5 104
N/A 317512OG1 OTC EPUT G2 2.5 103.578125
N/A 317516RE4 OTC EPUT G2 2.5 103.3671875
N/A 317535N65 OTC EPUT G2 2.5 103.59375
N/A 317543619 OTC EPUT G2 2.0 102.90625
N/A 317544YH1 OTC EPUT G2 2.5 103.7734375
N/A 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 SOLD SGD/BOUGHT USD
N/A SOLD SGD/BOUGHT 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 RUB/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT CHF/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 SOLD JPY/BOUGHT USD
N/A S+P500 EMINI FUT DEC20 XCME 20201218
N/A SPTR TRS EQUITY 3ML+27 BULLET BOA
N/A SPTR TRS EQUITY 3ML+6 ULO
N/A SPTR TRS EQUITY 3ML+7 BULLET BPS
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD SGD/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 IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS GBP 0.90800 01/17/45-10Y LCH
N/A IRS GBP 0.95500 01/20/45-10Y LCH
N/A IRS GBP 1.02000 01/17/35-10Y LCH
N/A IRS GBP 1.07100 01/22/35-10Y LCH
N/A IRS USD 2.46500 05/25/18-30Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A 317513JI1 OTC EPUT FN 2.0 101.984375
N/A 317521Q13 OTC EPUT FN 2.0 102.1875
N/A 317532F20 OTC ECAL FN 2.0 104.09375
N/A 317532HL6 OTC ECAL FN 1.5 101.171875
N/A 317535UE0 OTC EPUT FN 2.0 101.5546875
N/A 317544831 OTC EPUT FN 2.0 OCT20 102.140625 PUT
N/A 317546BD0 OTC EPUT FN 2.0 101.9375
N/A 317551KW8 OTC EPUT FN 2.0 101.4375
N/A 317553G25 OTC EPUT FN 2.0 102.09375
N/A 317555C57 OTC EPUT FN 2.0 OCT20 101.953125 PUT
N/A 317555VA5 OTC EPUT FN 2.0 102.078125
N/A 3175569Q3 OTC EPUT FN 2.0 OCT20 102.292968 PUT
N/A 317557551 OTC ECAL FN 2.0 103.96875
N/A 317562ZF6 OTC ECAL FN 2.0 103.9375
N/A 317581R16 OTC EPUT FN 2.0 101.8359375
N/A 3175860X4 OTC EPUT FN 1.5 99.21875
N/A LONG GILT FUTURE DEC20 IFLL 20201229
N/A US 10YR NOTE (CBT)DEC20 XCBT 20201221
N/A US 2YR NOTE (CBT) DEC20 XCBT 20201231
N/A US 5YR NOTE (CBT) DEC20 XCBT 20201231
N/A US LONG BOND(CBT) DEC20 XCBT 20201221
N/A US ULTRA BOND CBT DEC20 XCBT 20201221
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A SOLD HKD/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A CDX HY32 5Y ICE
N/A CDX HY34 5Y ICE
N/A CDX IG32 5Y ICE
N/A 3175DA084 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM443 CDX.O P 1.00 OCT20 1 PUT
N/A 3175DM450 CDX.O P 1.20 DEC20 1.2 PUT
N/A 3175DM500 CDX.O P 0.90 IG34 OCT20 0.9 PUT
N/A 3175DM658 CDX.O P 1.00 IG34 NOV20 1 PUT
N/A 3175DM708 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM724 CDX IG34 5Y V1 DEC20 0.95 PUT
N/A 3175DM757 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM765 CDX.O P 1.05 IG34 NOV20 1.05 PUT
N/A 3175GS876 CDX.O P 1.00 IG34 JAN21 1 PUT
N/A 3175JK227 CDX IG34 5Y V1 OCT20 1 PUT
N/A 3175JK243 CDX.O P 1.00 OCT20 1 PUT
N/A 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 CHF/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A EURO-BUND FUTURE DEC20 XEUR 20201208
N/A RXX0C174 NOV20 174 CALL FSO
N/A RXX0P172.5 NOV20 172.5 PUT FSO
N/A 317510TB1 OTC EPUT G2 2.0 DEC20 102.1875 PUT
N/A 317516RE4 OTC EPUT G2 2.5 103.3671875
N/A 317535N65 OTC EPUT G2 2.5 JAN21 103.59375 PUT
N/A 317563A46 OTC EPUT G2 3.0 104
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT EUR/SOLD BRL
N/A BOUGHT SGD/SOLD USD
N/A SOLD BRL/BOUGHT EUR
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT BRL
N/A SOLD GBP/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT CNY/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT SGD/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 EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT EUR/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 S+P500 EMINI FUT SEP20 XCME 20200918
N/A SPTR TRS EQUITY 3ML+27 BULLET BOA
N/A SPTR TRS EQUITY 3ML+6 ULO
N/A SPTR TRS EQUITY 3ML+7 BULLET BPS
N/A BOUGHT ZAR/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT EUR/SOLD BRL
N/A SOLD BRL/BOUGHT EUR
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT BRL
N/A 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 IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS USD 2.46500 05/25/18-30Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 31750GE15 OTC EPUT FN 2.5 102.0546875
N/A 317513MN6 OTC EPUT FN 2.5 102.1328125
N/A 317521A85 OTC EPUT FN 2.5 102.09375
N/A 317535HI6 OTC EPUT FN 2.5 102.1328125
N/A 3175475D5 OTC EPUT FN 2.5 102.5625
N/A 317563N18 OTC EPUT FN 2.5 102.078125
N/A 317575AI9 OTC EPUT FN 2.5 102.50390625
N/A 3175973A8 OTC EPUT FN 2.5 102.53125
N/A 3175SG655 OTC EPUT FN 2.0 JUL20 100.7226563 PUT
N/A 3175SG663 OTC EPUT FN 2.0 100.7890625
N/A 3175SG697 OTC EPUT FN 2.0 101
N/A 3175SG705 OTC EPUT FN 2.0 100.8671875
N/A 3175ZZ549 OTC EPUT FN 2.0 100.3984375
N/A 3175ZZ572 OTC EPUT FN 2.0 100.45703125
N/A LONG GILT FUTURE SEP20 IFLL 20200928
N/A US 10YR NOTE (CBT)SEP20 XCBT 20200921
N/A US 2YR NOTE (CBT) SEP20 XCBT 20200930
N/A US 5YR NOTE (CBT) SEP20 XCBT 20200930
N/A US LONG BOND(CBT) SEP20 XCBT 20200921
N/A US ULTRA BOND CBT SEP20 XCBT 20200921
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A 3175DM419 CDX.O C 0.625 AUG20 0.625 CALL
N/A 3175JJ378 SWAPTION SEP20 1.2 PUT
N/A 3175JJ675 CDX.O C 0.55 SEP20 0.55 CALL
N/A 3175JJ691 SWAPTION AUG20 1.1 PUT
N/A 3175JJ717 CDX.O P 1.10 AUG20 1.1 PUT
N/A 3175JJ725 CDX.O C 0.60 AUG20 0.6 CALL
N/A 3175JJ733 SWAPTION AUG20 0.6 CALL
N/A 3175JJ758 CDX.O C 0.60 AUG20 0.6 CALL
N/A 3175JJ782 SWAPTION AUG20 1.15 PUT
N/A 3175JJ808 CDX.O P 1.20 AUG20 1.2 PUT
N/A 3175SH026 CDX.O P 1.10 SEP20 1.1 PUT
N/A 3175ZZ325 CDX.O P 1.10 AUG20 1.1 PUT
N/A 3175ZZ804 SWAPTION SEP20 0.55 CALL
N/A BOUGHT COP/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A EURO-BUND FUTURE SEP20 XEUR 20200908
N/A SOLD CAD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CNY/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/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 GBP/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT TWD/SOLD USD
N/A SPTR TRS EQUITY 3ML+12 BULLET CBK
N/A SPTR TRS EQUITY 3ML+13 BULLET BPS
N/A SPTR TRS EQUITY 3ML+16.5 CBK
N/A SPTR TRS EQUITY 3ML+27 BULLET BOA
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 CALL
N/A 317U390V2 IRO EUR 30Y AUG20 0.0000001 CALL
N/A 317U410V8 IRO EUR 30Y C Q AUG20 0.0000001 CALL
N/A 317U465V2 IRO EUR 30Y C AUG20 0.0000001 CALL
N/A INF SWAP GB NI 3.49 09/15/18-10Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS EUR 0.20500 08/26/20-30Y LCH
N/A IRS EUR 0.20500 08/31/20-30Y LCH
N/A IRS EUR 0.21400 08/27/20-30Y LCH
N/A IRS EUR 0.68000 01/21/25-10Y LCH
N/A IRS EUR 0.68000 01/22/25-10Y LCH
N/A IRS EUR 0.87500 01/22/35-10Y LCH
N/A IRS USD 0.70510 06/30/20-7Y* CME
N/A IRS USD 0.72950 06/30/20-7Y* CME
N/A IRS USD 0.73867 06/30/20-7Y* CME
N/A IRS USD 0.73992 06/30/20-7Y* CME
N/A IRS USD 1.50000 06/21/17-10Y CME
N/A IRS USD 1.50000 12/18/19-5Y CME
N/A IRS USD 2.00000 03/20/20-30Y CME
N/A IRS USD 2.00000 06/20/18-7Y CME
N/A IRS USD 2.25000 01/13/20-30Y CME
N/A IRS USD 2.25000 06/15/16-10Y CME
N/A IRS USD 2.46500 05/25/18-30Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A IRS USD 2.93300 09/28/18-7Y* CME
N/A IRS USD 3.01000 09/28/18-5Y CME
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A G M0C175 JUN20 175 CALL FSO
N/A MERRILL LYNCH REPO CAD REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO JPM CHASE
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT CNY/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD IDR/BOUGHT USD
N/A SOLD INR/BOUGHT USD
N/A SOLD INR/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A CDX HY33 5Y ICE
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A EURO-BUND FUTURE JUN20 XEUR 20200608
N/A BOUGHT BRL/SOLD EUR
N/A BOUGHT EUR/SOLD BRL
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT EUR
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT BRL
N/A SOLD MXN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD MXN/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 CAD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A S+P500 EMINI FUT MAR20 XCME 20200320
N/A SPTR TRS EQUITY 3ML+12 BULLET CBK
N/A SPTR TRS EQUITY 3ML+13 BULLET BPS
N/A SPTR TRS EQUITY 3ML+24 BPS
N/A SPTR TRS EQUITY 3ML+27 BULLET BOA
N/A SPTR TRS EQUITY 3ML+30 BOA
N/A BOUGHT CNY/SOLD USD
N/A SOLD INR/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A 317U012Q1 IRO USD 30Y P 3.3700 MAR20 3.37 PUT
N/A 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL
N/A 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL
N/A 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
N/A 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL
N/A 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
N/A 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL
N/A 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
N/A 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 CALL
N/A 317U485U0 IRO USD 6Y P 2.109 FEB20 2.109 PUT
N/A 317U532U3 IRO USD 6Y P 2.101 FEB20 2.101 PUT
N/A 317U533U2 IRO USD 6Y P 2.04 FEB20 2.04 PUT
N/A INF SWAP EM NI R 0.9925 03/30/15-5Y GLM
N/A INF SWAP GB NI 3.49 09/15/18-10Y LCH
N/A IRS CAD 1.70000 12/18/19-5Y LCH
N/A IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS USD 2.46500 05/25/18-30Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A IRS USD 2.93300 09/28/18-7Y* CME
N/A IRS USD 3.01000 09/28/18-5Y CME
N/A SOLD COP/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A UNICREDIT SPA SUB SE BP CBK
N/A REVERSE REPO BANK OF MONTREAL REVERSE REPO
N/A REVERSE REPO BANK OF MONTREAL REVERSE REPO
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD
N/A ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 3175FL906 CDX.O P 0.90 IG33 JAN20 0.9 PUT
N/A 3175JD553 CDX.O P 0.90 IG33 JAN20 0.9 PUT
N/A 3175SF780 CDX.O P 0.90 IG33 5Y JAN20 0.9 PUT
N/A 3175SF830 CDX.O P 1.00 IG33 5Y JAN20 1 PUT
N/A CDX IG33 5Y ICE
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT INR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD 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 SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A S+P500 EMINI FUT DEC19 XCME 20191220
N/A SPTR TRS EQUITY 3ML+12 BULLET CBK
N/A SPTR TRS EQUITY 3ML+13 BULLET BPS
N/A SPTR TRS EQUITY 3ML+15 GST
N/A SPTR TRS EQUITY 3ML+30 BOA
N/A SPTR TRS EQUITY 3ML+9 SOG
N/A BOUGHT RUB/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT SGD/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD CNH/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 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 IRS CAD 2.75000 12/18/18-30Y CME
N/A IRS USD 1.75000 12/18/19-7Y CME
N/A IRS USD 1.75000 12/21/16-10Y CME
N/A IRS USD 1.75000 12/21/16-10Y LCH
N/A IRS USD 2.46500 05/25/18-30Y CME
N/A IRS USD 2.50000 12/15/21-2Y CME
N/A IRS USD 2.75000 12/16/15-30Y CME
N/A IRS USD 2.92750 09/28/18-7Y* CME
N/A IRS USD 2.93300 09/28/18-7Y* CME
N/A IRS USD 3.01000 09/28/18-5Y CME
N/A ZCS BRL 10.24 10/16/18-01/04/27 CME
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT CNY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF MONTREAL REVERSE REPO
N/A REVERSE REPO BANK OF MONTREAL REVERSE REPO
N/A REVERSE REPO BANK OF MONTREAL REVERSE REPO
N/A REVERSE REPO BANK OF MONTREAL REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A ABX.HE.AAA.06-2 SP BOA
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT MXN/SOLD 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 IMM EUR FUT OPT DEC19P 97.875 EXP 12/16/2019
N/A IMM EUR FUT OPT DEC19P 98 EXP 12/16/2019
N/A IMM EUR FUT OPT DEC19P 98.125 EXP 12/16/2019
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/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 HKD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT ARS/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
NATIONAL GRID NORTH AMERICA INC (AKA: NATIONAL GRID HOLDINGS INC)
NATIONSTAR HOME EQUITY LOAN TR 2007-B
NATIONWIDE BUILDING SOCIETY
NATWEST GROUP PLC
NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A
NELNET STUDENT LOAN TRUST 2021-CA
NEW ORLEANS HOTEL TRUST 2019-HNLA
NIKE INC
NISSAN MOTOR ACCEPTANCE CORPORATION
NISSAN MOTOR CO LTD
NOMURA ASSET ACCEPTANCE CORP 2005-AP2
NOMURA ASSET ACCEPTANCE CORP 2006-WF1
NYKREDIT REALKREDIT A/S
OAKTREE CLO 2021-1A
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OHA CREDIT PARTNERS IX LTD 2013-9A
OPORTUN ISSUANCE TRUST 2022-2
OPTION ONE MORTGAGE LOAN TRUST 2007-1
ORACLE CORPORATION
OWNIT MORTGAGE LN ASSET-BCK CERT 2005-4
PACIFIC GAS AND ELECTRIC CO
PAGAYA AI DEBT SELECTION TRUST 2021-5
PAGAYA AI DEBT SELECTION TRUST 2022-1
PAGAYA AI DEBT TRUST 2022-2
PAGAYA AI DEBT TRUST 2022-3
PAGAYA AI DEBT TRUST 2023-3
PALMER SQUARE EUROPEAN LOAN FUNDING 22-3A
PENSKE TRUCK LEASING CO LP
PERU GOVT
PETROBRAS GLOBAL FINANCE BV
PIMCO FUNDS PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND
PIMCO FUNDS PIMCO PRV SHORT TERM FLT III MUTUAL FUND
POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2006-C
PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-NPL2
PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-NPL3
PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-NPL4
PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-NPL1
PRIME MORTGAGE TRUST 2006-1
PROCTER & GAMBLE COMPANY
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QUANTA SERVICES INC
READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC
READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9 READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL9 A 144A
READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9 READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL9 AS 144A
RENAISSANCE HOME EQUITY LOAN TR 2006-3
REPUBLIC SERVICES INC
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A
RESIDENTIAL ACCREDIT LOANS 2006-QA5
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RESIDENTIAL ACCREDIT LOANS 2007-QA1
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RESIDENTIAL ASSET SEC CORP 2006-EMX7
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REYNOLDS AMERICAN INC
RIVERSIDE COMMUNITY COLLEGE DISTRICT
ROYAL BANK OF CANADA
RTX CORPORATION
SALESFORCE INC
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2
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SANTANDER UK GROUP HOLDINGS PLC
SANTANDER UK PLC
SASOL FINANCING USA LLC
SAUDI ARABIA GOVT
SEC ASSET BACKED REC LLC 2006-FR4
SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4
SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2
SG MORTGAGE SECURITIES TRUST 2006-OPT2
SHELTER GROWTH CRE 2022-FL4 ISSUER LTD SHELTER GROWTH CRE SGCP 2022 FL4 B 144A
SHELTER GROWTH CRE 2022-FL4 ISSUER LTD SHELTER GROWTH CRE SGCP 2022 FL4 A 144A
SLM STUDENT LOAN TR 2003-2
SLM STUDENT LOAN TRUST 2010-A
SMALL BUSINESS ADMIN PART CERT 2004-20F
SMALL BUSINESS ADMIN PART CERTS 2009-20E
SMB PRIVATE EDUCATION LOAN TRUST 2016-C
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB
SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ1
SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5
SOUTH AFRICA GOVT
SOUTHERN CALIFORNIA EDISON COMPANY
SPECTRA ENERGY PARTNERS LP
STANDARD CHARTERED PLC
STICHTING AK RABOBANK CERTIFICATEN
STRUCTURED ADJ RATE MTG LN 2004-19
STRUCTURED ADJUSTABLE RATE MTG LN 2004-1
STRUCTURED ARM LOAN TRUST 2005-19XS
STRUCTURED ASSET INVEST LN TR 2006-BNC3
STRUCTURED ASSET INVESTMENT LOAN TRUST 2006-1
STRUCTURED ASSET MTG INV INC 2005-AR8
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UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
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UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
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