Mutual Fund Database

PIMCOFUNDS > PIMCO Funds

PIMCO Emerging Markets Local Currency and Bond Fund

Fund of Funds
Series ID: S000014994
LEI: 3KMZTL8PZ5381E27RD29
SEC CIK: 810893
$1.53B Avg Monthly Net Assets
$1.69B Total Assets
$428.74M Total Liabilities
$1.26B Net Assets
PIMCO Emerging Markets Local Currency and Bond Fund is a Fund of Funds in PIMCO Funds from PIMCOFUNDS, based in California, United States of America. The fund has five share classes and monthly net assets of $1.53B. On August 28th, 2024 it reported 1,328 holdings, the largest being PIMCO FUNDS (3.9%), SOUTH AFRICA GOVT (3.7%) and EUROPEAN INVESTMENT BANK (EIB) (3.0%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
Class A C000040829 PELAX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 246.91% (Max)-4.73% (Min)
Class C C000040830 PELCX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 246.85% (Max)-4.80% (Min)
Class I-2 C000064168 PELPX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 246.93% (Max)-4.71% (Min)
Class I-3 C000200459 PELNX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 246.93% (Max)-4.71% (Min)
Institutional C000040832 PELBX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 246.94% (Max)-4.70% (Min)

Holdings

From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024. Historic holdings data available from Fincoded.
Name Profile Category Country Value $USD # Shares % of Fund
31750GRO1 USD PUT INR CALL JUN25 92.6 PUT Derivative-foreign exchange US $136K – 0.01
31750GRP8 USD CALL INR PUT JUN25 92.6 CALL Derivative-foreign exchange US $2K – 0.00
31750M8O9 PIMCO FXVAN CALL USD IDR 15370.00000 Derivative-foreign exchange US $-212K – -0.02
31750M8P6 PIMCO FXVAN PUT USD IDR 15370.000000 Derivative-foreign exchange US $-333.07 – -0.00
31750M8Q4 PIMCO FXVAN CALL USD IDR 15370.00000 Derivative-foreign exchange US $-360K – -0.03
31750M8R2 PIMCO FXVAN PUT USD IDR 15370.000000 Derivative-foreign exchange US $-564.78 – -0.00
31750MBS6 PIMCO FXVAN PUT EUR PLN 4.40000000 Derivative-foreign exchange LU $931K – 0.07
31750MWW4 PIMCO FXVAN PUT USD TRY 40.38500000 Derivative-foreign exchange LU $-211K – -0.02
31750MWX2 PIMCO FXVAN CALL USD TRY 40.38500000 Derivative-foreign exchange LU $-43K – -0.00
31750MXE3 PIMCO FXVAN CALL USD TRY 40.25000000 Derivative-foreign exchange US $-46K – -0.00
31750MXF0 PIMCO FXVAN PUT USD TRY 40.25000000 Derivative-foreign exchange US $-207K – -0.02
31750MXV5 PIMCO FXVAN CALL USD TRY 39.80000000 Derivative-foreign exchange US $-25K – -0.00
31750MXW3 PIMCO FXVAN PUT USD TRY 39.80000000 Derivative-foreign exchange US $-92K – -0.01
31750N049 PIMCO FXVAN CALL USD JPY 167.0000000 Derivative-foreign exchange US $821K – 0.07
31750N0M9 PIMCO FXVAN CALL USD TRY 40.93000000 Derivative-foreign exchange US $-23K – -0.00
31750N0N7 PIMCO FXVAN PUT USD TRY 40.93000000 Derivative-foreign exchange US $-111K – -0.01
31750N0P2 PIMCO FXVAN CALL USD TRY 41.15000000 Derivative-foreign exchange US $-22K – -0.00
31750N0Q0 PIMCO FXVAN PUT USD TRY 41.15000000 Derivative-foreign exchange US $-116K – -0.01
31750N106 PIMCO FXVAN PUT USD TRY 41.16000000 Derivative-foreign exchange US $-112K – -0.01
31750N114 PIMCO FXVAN CALL USD TRY 41.16000000 Derivative-foreign exchange US $-24K – -0.00
31750NCQ7 PIMCO PUT USD VS MXN 17.4496 Derivative-foreign exchange US $-9.4 – -0.00
31750NCR5 PIMCO CALL USD VS MXN 17.4496 Derivative-foreign exchange US $-435K – -0.03
31750NDG8 PIMCO FXVAN PUT USD TRY 33.00000000 Derivative-foreign exchange US $-30K – -0.00
31750NDH6 PIMCO FXVAN PUT USD TRY 36.50000000 Derivative-foreign exchange US $-92K – -0.01
31750NDN3 PIMCO FXVAN PUT USD TRY 36.50000000 Derivative-foreign exchange US $-93K – -0.01
31750NE51 PIMCO FXVAN PUT USD TRY 36.75700000 Derivative-foreign exchange US $-100K – -0.01
31750NYY6 PIMCO FXVAN PUT USD TRY 35.50000000 Derivative-foreign exchange US $-156K – -0.01
31750NZ09 PIMCO FXVAN PUT USD TRY 39.00000000 Derivative-foreign exchange US $-198K – -0.02
31750O567 PIMCO FXVAN CALL USD TRY 49.80000000 Derivative-foreign exchange US $-226K – -0.02
31750O5C4 PIMCO FXVAN CALL USD JPY 168.0000000 Derivative-foreign exchange US $111K – 0.01
31750O5S9 PIMCO FXVAN CALL USD TRY 55.00000000 Derivative-foreign exchange US $-145K – -0.01
31750O6F6 PIMCO FXVAN CALL USD TRY 43.80000000 Derivative-foreign exchange US $-54K – -0.00
31750OFT6 PIMCO FXVAN PUT USD ZAR 18.30000000 Derivative-foreign exchange US $99K – 0.01
31750OFU3 PIMCO FXVAN PUT USD ZAR 18.00000000 Derivative-foreign exchange US $-84K – -0.01
31750OFV1 PIMCO FXVAN PUT USD ZAR 18.10000000 Derivative-foreign exchange US $58K – 0.00
31750OFW9 PIMCO FXVAN PUT USD ZAR 17.84000000 Derivative-foreign exchange LU $-48K – -0.00
3175FA9F7 PIMCO FXVAN CALL USD CNH 7.30000000 Derivative-foreign exchange LU $62K – 0.00
3175FA9K6 PIMCO FXVAN CALL USD CNH 7.45000000 Derivative-foreign exchange US $138K – 0.01
3175FB9K4 PIMCO FXVAN CALL USD CNH 7.37500000 Derivative-foreign exchange LU $166K – 0.01
3175FC9G1 PIMCO FXVAN CALL USD CNH 7.30000000 Derivative-foreign exchange US $8K – 0.00
3175FD9K0 PIMCO FXVAN CALL USD CNH 7.30000000 Derivative-foreign exchange LU $89K – 0.01
3175FS9T8 PIMCO FXVAN CALL USD CNH 7.35000000 Derivative-foreign exchange US $2K – 0.00
3175SP9A1 PIMCO FXVAN CALL USD CNH 7.27500000 Derivative-foreign exchange US $256K – 0.02
3175SP9B9 PIMCO FXVAN CALL USD CNH 7.40000000 Derivative-foreign exchange US $151K – 0.01
3175SP9C7 PIMCO FXVAN CALL USD CNH 7.32500000 Derivative-foreign exchange LU $169K – 0.01
3175ST9C9 PIMCO FXVAN CALL USD CNH 7.40000000 Derivative-foreign exchange US $172K – 0.01
3175UF951 PIMCO FXVAN CALL USD CNH 7.40000000 Derivative-foreign exchange LU $153K – 0.01
3175UJ9U8 PIMCO FXVAN CALL USD CNH 7.35000000 Derivative-foreign exchange LU $188K – 0.01
3175UJ9W4 PIMCO FXVAN CALL USD CNH 7.32500000 Derivative-foreign exchange LU $167K – 0.01
3175UJ9X2 PIMCO FXVAN CALL USD CNH 7.30000000 Derivative-foreign exchange US $226K – 0.02
317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 Derivative-interest rate US $-2K – -0.00
317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 Derivative-interest rate US $-5K – -0.00
317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 Derivative-interest rate US $-0.15 – –
317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 Derivative-interest rate US $-13K – -0.00
317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 Derivative-interest rate US $-0.18 – –
317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 Derivative-interest rate US $-6K – -0.00
317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 Derivative-interest rate US $-622.16 – -0.00
317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 Derivative-interest rate US $-831.65 – -0.00
317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 Derivative-interest rate US $-1K – -0.00
317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 Derivative-interest rate US $-617.76 – -0.00
317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 Derivative-interest rate US $-4K – -0.00
317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 Derivative-interest rate US $-406.75 – -0.00
317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 Derivative-interest rate US $-896.7 – -0.00
317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 Derivative-interest rate US $-10K – -0.00
317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 Derivative-interest rate US $-2K – -0.00
317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 Derivative-interest rate US $-1K – -0.00
317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 Derivative-interest rate US $-543.01 – -0.00
317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 Derivative-interest rate US $-3K – -0.00
317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 Derivative-interest rate US $-443.66 – -0.00
317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 Derivative-interest rate US $-2K – -0.00
ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/29 5.375 (ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC) Long Debt AE $3M – 0.22
ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/34 5.5 (ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC) Long Debt AE $3M – 0.22
ACE SECURITIES CORP. ACE 2005 HE2 M5 (ACE SECURITIES CORP 2005-HE2) Long ABS-mortgage backed security US $903K – 0.07
AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 (AMERICAN HOME MORTGAGE ASSETS 2007-3) Long ABS-mortgage backed security US $344K – 0.03
AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R5 M5 (AMERIQUEST MTGE SECURITIES INC 2005-R5) Long ABS-mortgage backed security US $2M – 0.14
ANGEL OAK MORTGAGE TRUST AOMT 2021 1 A1 144A (ANGEL OAK MORTGAGE TRUST 2021-1) Long ABS-mortgage backed security US $3M – 0.21
ASIAN DEVELOPMENT BANK SR UNSECURED 02/28 6.72 Long Debt $21M – 1.63
BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1 (BANC OF AMERICA FUNDING CORP 2006-B) Long ABS-mortgage backed security US $10K – 0.00
BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/25 4.5 (BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH) Long Debt BR $297K – 0.02
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 (BANCO DE CREDITO DEL PERU SA) Long Debt PE $5M – 0.40
BANCO DE CREDITO DEL PER SR UNSECURED REGS 09/24 4.65 (BANCO DE CREDITO DEL PERU SA) Long Debt PE $1M – 0.12
BANCO DO BRASIL SA SNR LA SP JPM Derivative-credit US $13K – 0.00
BANCO DO BRASIL SA/LONDO SR UNSECURED REGS 07/26 8.5 (BANCO DO BRASIL SA/LONDON BRANCH) Long Debt BR $7M – 0.55
BARCLAYS BANK REV REPO REVERSE REPO Short Repurchase agreement CZ $-425K – -0.03
BARCLAYS BANK REV REPO REVERSE REPO Short Repurchase agreement CZ $-4M – -0.34
BARCLAYS BANK REV REPO REVERSE REPO Short Repurchase agreement CZ $-14M – -1.12
BARCLAYS BANK REV REPO REVERSE REPO Short Repurchase agreement CZ $-32M – -2.54
BARCLAYS BANK REV REPO REVERSE REPO Short Repurchase agreement ZA $-64M – -5.05
BCAP LLC TRUST BCAP 2006 AA2 A1 (BCAP LLC TRUST 2006-AA2) Long ABS-mortgage backed security US $140K – 0.01
BCAP LLC TRUST BCAP 2012 RR3 2A8 144A (BCAP LLC TRUST 2012-RR3) Long ABS-mortgage backed security US $2M – 0.14
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) Long ABS-mortgage backed security US $3K – 0.00
BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) Long ABS-mortgage backed security US $27K – 0.00
BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 (BEAR STEARNS ALT-A TRUST 2006-R1) Long ABS-mortgage backed security US $170K – 0.01
BEAR STEARNS ALT A TRUST BALTA 2007 2 2A1 (BEAR STEARNS ALT-A TRUST 2007-2) Long ABS-mortgage backed security US $4M – 0.34
BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE2 M1 (BEAR STEARNS ABS SEC INC 2004-HE2) Long ABS-mortgage backed security US $464K – 0.04
BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M2 (BEAR STEARNS ASSETBACKED SEC 2006-3) Long ABS-mortgage backed security US $1M – 0.08
BOEING CO/THE SNR S* ICE Derivative-credit US $8K – 0.00
BOEING CO/THE SNR S* ICE Derivative-credit US $350.16 – 0.00
BOEING CO/THE SNR S* ICE Derivative-credit US $-65.08 – -0.00
BONOS DE TESORERIA SR UNSECURED 08/32 6.15 (PERU GOVT) Long Debt PE $6M – 0.48
BONOS DE TESORERIA SR UNSECURED 08/34 5.4 (PERU GOVT) Long Debt PE $2M – 0.17
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 (PERU GOVT) Long Debt PE $6M – 0.49
BONOS TESORERIA GENL REP UNSECURED 144A REGS 10/39 3.4 (CHILEAN GOVT) Long Debt CL $6M – 0.47
BONOS TESORERIA PESOS BONDS 144A REGS 04/33 6 (CHILEAN GOVT) Long Debt CL $12M – 0.95
BONOS TESORERIA PESOS BONDS 144A REGS 05/34 7 (CHILEAN GOVT) Long Debt CL $581K – 0.05
BONOS TESORERIA PESOS BONDS 144A REGS 10/34 5.8 (CHILEAN GOVT) Long Debt CL $8M – 0.61
BONOS TESORERIA PESOS BONDS 144A REGS 10/40 6.2 (CHILEAN GOVT) Long Debt CL $7M – 0.52
BONOS TESORERIA PESOS UNSECURED 144A REGS 10/28 2.3 (CHILEAN GOVT) Long Debt CL $1M – 0.11
BONOS TESORERIA PESOS UNSECURED 144A REGS 11/37 5.3 (CHILEAN GOVT) Long Debt CL $3M – 0.20
BOUGHT AUD SOLD USD 20240702 Derivative-foreign exchange AU $5K – 0.00
BOUGHT AUD SOLD USD 20240702 Derivative-foreign exchange AU $931.82 – 0.00
BOUGHT AUD SOLD USD 20240802 Derivative-foreign exchange AU $816.12 – 0.00
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-4K – -0.00
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-9K – -0.00
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-11K – -0.00
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-12K – -0.00
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-21K – -0.00
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-29K – -0.00
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-47K – -0.00
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-59K – -0.00
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-62K – -0.00
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-86K – -0.01
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-106K – -0.01
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-116K – -0.01
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-117K – -0.01
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-177K – -0.01
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-266K – -0.02
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-384K – -0.03
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-1M – -0.08
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-2M – -0.14
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-10M – -0.79
BOUGHT BRL SOLD USD 20240802 Derivative-foreign exchange BR $-87K – -0.01
BOUGHT BRL SOLD USD 20240802 Derivative-foreign exchange BR $-95K – -0.01
BOUGHT BRL SOLD USD 20240802 Derivative-foreign exchange BR $-1M – -0.12
BOUGHT BRL SOLD USD 20240802 Derivative-foreign exchange BR $-2M – -0.16
BOUGHT BRL SOLD USD 20241002 Derivative-foreign exchange BR $-220K – -0.02
BOUGHT CAD SOLD USD 20240702 Derivative-foreign exchange CA $4K – 0.00
BOUGHT CAD SOLD USD 20240702 Derivative-foreign exchange CA $60.28 – 0.00
BOUGHT CAD SOLD USD 20240702 Derivative-foreign exchange CA $-2K – -0.00
BOUGHT CHF SOLD USD 20240702 Derivative-foreign exchange CH $-4K – -0.00
BOUGHT CHF SOLD USD 20240702 Derivative-foreign exchange CH $-5K – -0.00
BOUGHT CHF SOLD USD 20240702 Derivative-foreign exchange CH $-27K – -0.00
BOUGHT CLP SOLD USD 20240701 Derivative-foreign exchange CL $34K – 0.00
BOUGHT CLP SOLD USD 20240701 Derivative-foreign exchange CL $-73K – -0.01
BOUGHT CLP SOLD USD 20240703 Derivative-foreign exchange CL $20K – 0.00
BOUGHT CLP SOLD USD 20240722 Derivative-foreign exchange CL $-52K – -0.00
BOUGHT CLP SOLD USD 20240923 Derivative-foreign exchange CL $11K – 0.00
BOUGHT CLP SOLD USD 20240923 Derivative-foreign exchange CL $-82K – -0.01
BOUGHT CNH SOLD USD 20240920 Derivative-foreign exchange CN $-5K – -0.00
BOUGHT CNH SOLD USD 20240920 Derivative-foreign exchange CN $-11K – -0.00
BOUGHT CNH SOLD USD 20241025 Derivative-foreign exchange CN $-2K – -0.00
BOUGHT CNH SOLD USD 20241025 Derivative-foreign exchange CN $-7K – -0.00
BOUGHT CNH SOLD USD 20241025 Derivative-foreign exchange CN $-7K – -0.00
BOUGHT CNH SOLD USD 20241025 Derivative-foreign exchange CN $-11K – -0.00
BOUGHT CNH SOLD USD 20241025 Derivative-foreign exchange CN $-43K – -0.00
BOUGHT CNH SOLD USD 20241025 Derivative-foreign exchange CN $-103K – -0.01
BOUGHT CNH SOLD USD 20241025 Derivative-foreign exchange CN $-113K – -0.01
BOUGHT CNH SOLD USD 20241025 Derivative-foreign exchange CN $-204K – -0.02
BOUGHT CNH SOLD USD 20241025 Derivative-foreign exchange CN $-259K – -0.02
BOUGHT CNH SOLD USD 20241210 Derivative-foreign exchange CN $-24K – -0.00
BOUGHT CNH SOLD USD 20241210 Derivative-foreign exchange CN $-43K – -0.00
BOUGHT CNH SOLD USD 20250116 Derivative-foreign exchange CN $-33K – -0.00
BOUGHT CNH SOLD USD 20250218 Derivative-foreign exchange CN $-12K – -0.00
BOUGHT CNY SOLD USD 20240705 Derivative-foreign exchange CN $-3K – -0.00
BOUGHT COP SOLD USD 20240712 Derivative-foreign exchange CO $10K – 0.00
BOUGHT COP SOLD USD 20240724 Derivative-foreign exchange CO $-24K – -0.00
BOUGHT COP SOLD USD 20240815 Derivative-foreign exchange CO $81K – 0.01
BOUGHT COP SOLD USD 20240815 Derivative-foreign exchange CO $77K – 0.01
BOUGHT COP SOLD USD 20240815 Derivative-foreign exchange CO $74K – 0.01
BOUGHT COP SOLD USD 20240815 Derivative-foreign exchange CO $73K – 0.01
BOUGHT COP SOLD USD 20240918 Derivative-foreign exchange CO $3K – 0.00
BOUGHT COP SOLD USD 20240918 Derivative-foreign exchange CO $-10K – -0.00
BOUGHT COP SOLD USD 20241003 Derivative-foreign exchange CO $173K – 0.01
BOUGHT COP SOLD USD 20250103 Derivative-foreign exchange CO $164K – 0.01
BOUGHT COP SOLD USD 20250403 Derivative-foreign exchange CO $581K – 0.05
BOUGHT COP SOLD USD 20250403 Derivative-foreign exchange CO $187K – 0.01
BOUGHT COP SOLD USD 20251006 Derivative-foreign exchange CO $244K – 0.02
BOUGHT CZK SOLD USD 20240719 Derivative-foreign exchange CZ $-814.25 – -0.00
BOUGHT CZK SOLD USD 20240719 Derivative-foreign exchange CZ $-2K – -0.00
BOUGHT CZK SOLD USD 20240719 Derivative-foreign exchange CZ $-1M – -0.10
BOUGHT DOP SOLD USD 20240822 Derivative-foreign exchange $35K – 0.00
BOUGHT EGP SOLD USD 20240709 Derivative-foreign exchange EG $-1K – -0.00
BOUGHT EGP SOLD USD 20240724 Derivative-foreign exchange EG $-962.07 – -0.00
BOUGHT EGP SOLD USD 20240812 Derivative-foreign exchange EG $-741.58 – -0.00
BOUGHT EGP SOLD USD 20240827 Derivative-foreign exchange EG $23K – 0.00
BOUGHT EGP SOLD USD 20240912 Derivative-foreign exchange EG $54K – 0.00
BOUGHT EGP SOLD USD 20240916 Derivative-foreign exchange EG $-2K – -0.00
BOUGHT EGP SOLD USD 20240916 Derivative-foreign exchange EG $-18K – -0.00
BOUGHT EGP SOLD USD 20240918 Derivative-foreign exchange EG $301.98 – 0.00
BOUGHT EGP SOLD USD 20240918 Derivative-foreign exchange EG $-1K – -0.00
BOUGHT EGP SOLD USD 20240918 Derivative-foreign exchange EG $-4K – -0.00
BOUGHT EGP SOLD USD 20240918 Derivative-foreign exchange EG $-5K – -0.00
BOUGHT EGP SOLD USD 20241216 Derivative-foreign exchange EG $-14K – -0.00
BOUGHT EGP SOLD USD 20241216 Derivative-foreign exchange EG $-36K – -0.00
BOUGHT EGP SOLD USD 20241216 Derivative-foreign exchange EG $-36K – -0.00
BOUGHT EGP SOLD USD 20241216 Derivative-foreign exchange EG $-49K – -0.00
BOUGHT EGP SOLD USD 20241216 Derivative-foreign exchange EG $-62K – -0.00
BOUGHT EGP SOLD USD 20241216 Derivative-foreign exchange EG $-70K – -0.01
BOUGHT EGP SOLD USD 20250317 Derivative-foreign exchange EG $198K – 0.02
BOUGHT EGP SOLD USD 20250317 Derivative-foreign exchange EG $80K – 0.01
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $9K – 0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $7K – 0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $3K – 0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-4K – -0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-10K – -0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-13K – -0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-16K – -0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-17K – -0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-19K – -0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-65K – -0.01
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-122K – -0.01
BOUGHT EUR SOLD USD 20240802 Derivative-foreign exchange $7K – 0.00
BOUGHT EUR SOLD USD 20240802 Derivative-foreign exchange $854.84 – 0.00
BOUGHT EUR SOLD USD 20240802 Derivative-foreign exchange $733.75 – 0.00
BOUGHT EUR SOLD USD 20240826 Derivative-foreign exchange $-151K – -0.01
BOUGHT EUR SOLD USD 20240911 Derivative-foreign exchange $25K – 0.00
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $10K – 0.00
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $-6K – -0.00
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $-7K – -0.00
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $-14K – -0.00
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $-20K – -0.00
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $-22K – -0.00
BOUGHT HUF SOLD USD 20240719 Derivative-foreign exchange HU $397K – 0.03
BOUGHT HUF SOLD USD 20240719 Derivative-foreign exchange HU $13K – 0.00
BOUGHT HUF SOLD USD 20240719 Derivative-foreign exchange HU $-3K – -0.00
BOUGHT IDR SOLD USD 20240726 Derivative-foreign exchange ID $873.51 – 0.00
BOUGHT IDR SOLD USD 20240726 Derivative-foreign exchange ID $-40K – -0.00
BOUGHT IDR SOLD USD 20240815 Derivative-foreign exchange ID $-39K – -0.00
BOUGHT IDR SOLD USD 20240815 Derivative-foreign exchange ID $-69K – -0.01
BOUGHT ILS SOLD USD 20240719 Derivative-foreign exchange IL $-4K – -0.00
BOUGHT INR SOLD USD 20240724 Derivative-foreign exchange IN $5K – 0.00
BOUGHT INR SOLD USD 20240924 Derivative-foreign exchange IN $-5K – -0.00
BOUGHT JPY SOLD USD 20240702 Derivative-foreign exchange JP $-22K – -0.00
BOUGHT JPY SOLD USD 20240702 Derivative-foreign exchange JP $-45K – -0.00
BOUGHT JPY SOLD USD 20240702 Derivative-foreign exchange JP $-53K – -0.00
BOUGHT JPY SOLD USD 20240702 Derivative-foreign exchange JP $-65K – -0.01
BOUGHT JPY SOLD USD 20240702 Derivative-foreign exchange JP $-67K – -0.01
BOUGHT JPY SOLD USD 20240702 Derivative-foreign exchange JP $-226K – -0.02
BOUGHT JPY SOLD USD 20240710 Derivative-foreign exchange JP $-132K – -0.01
BOUGHT JPY SOLD USD 20240802 Derivative-foreign exchange JP $-10K – -0.00
BOUGHT JPY SOLD USD 20240802 Derivative-foreign exchange JP $-14K – -0.00
BOUGHT JPY SOLD USD 20241031 Derivative-foreign exchange JP $-90K – -0.01
BOUGHT JPY SOLD USD 20241107 Derivative-foreign exchange JP $-435K – -0.03
BOUGHT KES SOLD USD 20240708 Derivative-foreign exchange $32K – 0.00
BOUGHT KES SOLD USD 20240708 Derivative-foreign exchange $20K – 0.00
BOUGHT KES SOLD USD 20240821 Derivative-foreign exchange $11K – 0.00
BOUGHT KRW SOLD USD 20240722 Derivative-foreign exchange KR $4K – 0.00
BOUGHT KZT SOLD USD 20240926 Derivative-foreign exchange KZ $-4K – -0.00
BOUGHT KZT SOLD USD 20240930 Derivative-foreign exchange KZ $-4K – -0.00
BOUGHT MXN SOLD USD 20240703 Derivative-foreign exchange MX $-78K – -0.01
BOUGHT MXN SOLD USD 20240715 Derivative-foreign exchange MX $51K – 0.00
BOUGHT MXN SOLD USD 20240715 Derivative-foreign exchange MX $143.85 – 0.00
BOUGHT MXN SOLD USD 20240715 Derivative-foreign exchange MX $-27K – -0.00
BOUGHT MXN SOLD USD 20240715 Derivative-foreign exchange MX $-76K – -0.01
BOUGHT MXN SOLD USD 20240715 Derivative-foreign exchange MX $-181K – -0.01
BOUGHT MXN SOLD USD 20240918 Derivative-foreign exchange MX $296K – 0.02
BOUGHT MXN SOLD USD 20240918 Derivative-foreign exchange MX $9K – 0.00
BOUGHT MXN SOLD USD 20240918 Derivative-foreign exchange MX $4K – 0.00
BOUGHT MYR SOLD USD 20240717 Derivative-foreign exchange MY $595.89 – 0.00
BOUGHT MYR SOLD USD 20240717 Derivative-foreign exchange MY $-825.17 – -0.00
BOUGHT NGN SOLD USD 20240716 Derivative-foreign exchange NG $10K – 0.00
BOUGHT NGN SOLD USD 20240716 Derivative-foreign exchange NG $9K – 0.00
BOUGHT NGN SOLD USD 20240719 Derivative-foreign exchange NG $-7K – -0.00
BOUGHT NGN SOLD USD 20240719 Derivative-foreign exchange NG $-17K – -0.00
BOUGHT NGN SOLD USD 20240807 Derivative-foreign exchange NG $-7K – -0.00
BOUGHT NGN SOLD USD 20240807 Derivative-foreign exchange NG $-18K – -0.00
BOUGHT NOK SOLD USD 20240702 Derivative-foreign exchange NO $5K – 0.00
BOUGHT NOK SOLD USD 20240702 Derivative-foreign exchange NO $-8K – -0.00
BOUGHT NOK SOLD USD 20240802 Derivative-foreign exchange NO $-761.56 – -0.00
BOUGHT NOK SOLD USD 20240802 Derivative-foreign exchange NO $-4K – -0.00
BOUGHT NZD SOLD USD 20240702 Derivative-foreign exchange NZ $-1K – -0.00
BOUGHT NZD SOLD USD 20240702 Derivative-foreign exchange NZ $-2K – -0.00
BOUGHT NZD SOLD USD 20240702 Derivative-foreign exchange NZ $-4K – -0.00
BOUGHT NZD SOLD USD 20240702 Derivative-foreign exchange NZ $-14K – -0.00
BOUGHT NZD SOLD USD 20240702 Derivative-foreign exchange NZ $-24K – -0.00
BOUGHT PEN SOLD USD 20240705 Derivative-foreign exchange PE $-47K – -0.00
BOUGHT PEN SOLD USD 20240722 Derivative-foreign exchange PE $-22K – -0.00
BOUGHT PEN SOLD USD 20240722 Derivative-foreign exchange PE $-61K – -0.00
BOUGHT PEN SOLD USD 20240918 Derivative-foreign exchange PE $-36K – -0.00
BOUGHT PHP SOLD USD 20240726 Derivative-foreign exchange PH $7K – 0.00
BOUGHT PKR SOLD USD 20240806 Derivative-foreign exchange $31K – 0.00
BOUGHT PKR SOLD USD 20240809 Derivative-foreign exchange $11K – 0.00
BOUGHT PKR SOLD USD 20250213 Derivative-foreign exchange $14K – 0.00
BOUGHT PLN SOLD USD 20240702 Derivative-foreign exchange PL $28K – 0.00
BOUGHT PLN SOLD USD 20240702 Derivative-foreign exchange PL $15K – 0.00
BOUGHT PLN SOLD USD 20240702 Derivative-foreign exchange PL $10K – 0.00
BOUGHT PLN SOLD USD 20240702 Derivative-foreign exchange PL $3K – 0.00
BOUGHT PLN SOLD USD 20240702 Derivative-foreign exchange PL $2K – 0.00
BOUGHT PLN SOLD USD 20240702 Derivative-foreign exchange PL $524.71 – 0.00
BOUGHT PLN SOLD USD 20240702 Derivative-foreign exchange PL $196.32 – 0.00
BOUGHT PLN SOLD USD 20240702 Derivative-foreign exchange PL $8.63 – 0.00
BOUGHT PLN SOLD USD 20240702 Derivative-foreign exchange PL $-3K – -0.00
BOUGHT PLN SOLD USD 20240702 Derivative-foreign exchange PL $-11K – -0.00
BOUGHT PLN SOLD USD 20240702 Derivative-foreign exchange PL $-13K – -0.00
BOUGHT PLN SOLD USD 20240702 Derivative-foreign exchange PL $-71K – -0.01
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $225K – 0.02
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $30K – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $24K – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $12K – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $10K – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $4K – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $1K – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $280.06 – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-641.58 – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-989.21 – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-8K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-12K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-17K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-21K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-35K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-40K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-43K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-43K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-48K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-50K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-63K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-156K – -0.01
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-215K – -0.02
BOUGHT PLN SOLD USD 20240826 Derivative-foreign exchange PL $325K – 0.03
BOUGHT PLN SOLD USD 20240826 Derivative-foreign exchange PL $-34K – -0.00
BOUGHT PLN SOLD USD 20240911 Derivative-foreign exchange PL $152K – 0.01
BOUGHT PLN SOLD USD 20240911 Derivative-foreign exchange PL $81K – 0.01
BOUGHT RON SOLD USD 20240719 Derivative-foreign exchange RO $901.62 – 0.00
BOUGHT RON SOLD USD 20240719 Derivative-foreign exchange RO $-142K – -0.01
BOUGHT SEK SOLD USD 20240702 Derivative-foreign exchange SE $-3K – -0.00
BOUGHT SEK SOLD USD 20240702 Derivative-foreign exchange SE $-19K – -0.00
BOUGHT SGD SOLD USD 20240702 Derivative-foreign exchange SG $2K – 0.00
BOUGHT THB SOLD USD 20240717 Derivative-foreign exchange TH $437K – 0.03
BOUGHT THB SOLD USD 20240717 Derivative-foreign exchange TH $4K – 0.00
BOUGHT THB SOLD USD 20240717 Derivative-foreign exchange TH $1K – 0.00
BOUGHT THB SOLD USD 20240717 Derivative-foreign exchange TH $347.13 – 0.00
BOUGHT TRY SOLD USD 20240708 Derivative-foreign exchange TR $44K – 0.00
BOUGHT TRY SOLD USD 20240708 Derivative-foreign exchange TR $4K – 0.00
BOUGHT TRY SOLD USD 20240719 Derivative-foreign exchange TR $33K – 0.00
BOUGHT TRY SOLD USD 20240726 Derivative-foreign exchange TR $33K – 0.00
BOUGHT TRY SOLD USD 20240731 Derivative-foreign exchange TR $16K – 0.00
BOUGHT TRY SOLD USD 20240731 Derivative-foreign exchange TR $7K – 0.00
BOUGHT TRY SOLD USD 20240805 Derivative-foreign exchange TR $26K – 0.00
BOUGHT TRY SOLD USD 20240806 Derivative-foreign exchange TR $16K – 0.00
BOUGHT TRY SOLD USD 20240812 Derivative-foreign exchange TR $32K – 0.00
BOUGHT TRY SOLD USD 20240820 Derivative-foreign exchange TR $31K – 0.00
BOUGHT TRY SOLD USD 20240827 Derivative-foreign exchange TR $17K – 0.00
BOUGHT TRY SOLD USD 20240904 Derivative-foreign exchange TR $89K – 0.01
BOUGHT TRY SOLD USD 20240909 Derivative-foreign exchange TR $306K – 0.02
BOUGHT TRY SOLD USD 20240910 Derivative-foreign exchange TR $17K – 0.00
BOUGHT TRY SOLD USD 20241004 Derivative-foreign exchange TR $84K – 0.01
BOUGHT TRY SOLD USD 20241030 Derivative-foreign exchange TR $58K – 0.00
BOUGHT TRY SOLD USD 20241031 Derivative-foreign exchange TR $56K – 0.00
BOUGHT TRY SOLD USD 20241101 Derivative-foreign exchange TR $23K – 0.00
BOUGHT TRY SOLD USD 20241104 Derivative-foreign exchange TR $40K – 0.00
BOUGHT TRY SOLD USD 20241108 Derivative-foreign exchange TR $121K – 0.01
BOUGHT TRY SOLD USD 20241108 Derivative-foreign exchange TR $34K – 0.00
BOUGHT TRY SOLD USD 20241108 Derivative-foreign exchange TR $32K – 0.00
BOUGHT TRY SOLD USD 20241112 Derivative-foreign exchange TR $32K – 0.00
BOUGHT TRY SOLD USD 20250106 Derivative-foreign exchange TR $70K – 0.01
BOUGHT TRY SOLD USD 20250108 Derivative-foreign exchange TR $66K – 0.01
BOUGHT TRY SOLD USD 20250110 Derivative-foreign exchange TR $66K – 0.01
BOUGHT TRY SOLD USD 20250129 Derivative-foreign exchange TR $81K – 0.01
BOUGHT TRY SOLD USD 20250129 Derivative-foreign exchange TR $20K – 0.00
BOUGHT TRY SOLD USD 20250129 Derivative-foreign exchange TR $15K – 0.00
BOUGHT TRY SOLD USD 20250312 Derivative-foreign exchange TR $109K – 0.01
BOUGHT TRY SOLD USD 20250313 Derivative-foreign exchange TR $107K – 0.01
BOUGHT TRY SOLD USD 20250314 Derivative-foreign exchange TR $954K – 0.08
BOUGHT TRY SOLD USD 20250404 Derivative-foreign exchange TR $71K – 0.01
BOUGHT TRY SOLD USD 20250502 Derivative-foreign exchange TR $41K – 0.00
BOUGHT TWD SOLD USD 20240913 Derivative-foreign exchange TW $-10K – -0.00
BOUGHT UYU SOLD USD 20240701 Derivative-foreign exchange $-198.7 – -0.00
BOUGHT UYU SOLD USD 20240701 Derivative-foreign exchange $-586.56 – -0.00
BOUGHT UYU SOLD USD 20240701 Derivative-foreign exchange $-29K – -0.00
BOUGHT UYU SOLD USD 20240715 Derivative-foreign exchange $-12K – -0.00
BOUGHT UYU SOLD USD 20240904 Derivative-foreign exchange $-3K – -0.00
BOUGHT UYU SOLD USD 20240916 Derivative-foreign exchange $-9K – -0.00
BOUGHT UYU SOLD USD 20240916 Derivative-foreign exchange $-18K – -0.00
BOUGHT UYU SOLD USD 20240916 Derivative-foreign exchange $-24K – -0.00
BOUGHT ZAR SOLD USD 20240719 Derivative-foreign exchange ZA $421K – 0.03
BOUGHT ZAR SOLD USD 20240719 Derivative-foreign exchange ZA $7K – 0.00
BOUGHT ZAR SOLD USD 20240719 Derivative-foreign exchange ZA $-258.13 – -0.00
BOUGHT ZAR SOLD USD 20240719 Derivative-foreign exchange ZA $-3K – -0.00
BOUGHT ZAR SOLD USD 20240719 Derivative-foreign exchange ZA $-442K – -0.04
BRAZIL LA BP BOA Derivative-credit US $214K – 0.02
BRAZIL LA BP BPS Derivative-credit US $255K – 0.02
BRAZIL LA BP BRC Derivative-credit US $99K – 0.01
BRAZIL LA BP GST Derivative-credit US $114K – 0.01
CANADA SQUARE MORTGAGE FUNDING CSF 6 A REGS (CANADA SQUARE FUNDING 6) Long ABS-mortgage backed security GB $2M – 0.14
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A) Long ABS-collateralized bond/debt obligation IE $791K – 0.06
CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) Long Debt IT $1M – 0.11
CCS INR R 6.7715/US SOFR SCX Derivative-foreign exchange IN $93K – 0.01
CCS INR R 6.8125/US SOFR NGF Derivative-foreign exchange IN $16K – 0.00
CCS INR R 6.83/US SOFR MBC Derivative-foreign exchange IN $64K – 0.01
CCS USD R IDR 6.31/US SOFR BOA Derivative-foreign exchange US $-23K – -0.00
CCS USD R PHP 5.265/US SOFR BOA Derivative-foreign exchange US $-199K – -0.02
CCS USD R PHP 5.31/US SOFR JPM Derivative-foreign exchange US $-35K – -0.00
CCS USD R PHP 5.34/US SOFR GLM Derivative-foreign exchange US $-50K – -0.00
CHILEAN GOVT LA BP BRC Derivative-credit US $-69K – -0.01
CHINA GOVERNMENT BOND BONDS 02/32 2.75 (CHINA GOVT) Long Debt CN $255K – 0.02
CHINA GOVERNMENT BOND BONDS 09/32 2.6 (CHINA GOVT) Long Debt CN $9M – 0.74
CHINA GOVERNMENT BOND BONDS 10/52 3.12 (CHINA GOVT) Long Debt CN $919K – 0.07
CHINA GOVERNMENT BOND BONDS 11/32 2.8 (CHINA GOVT) Long Debt CN $9M – 0.68
CHINA GOVERNMENT BOND UNSECURED 09/50 3.81 (CHINA GOVT) Long Debt CN $8M – 0.66
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A (CITIGROUP MORTGAGE LOAN TR 2004-HYB2) Long ABS-mortgage backed security US $4K – 0.00
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A (CITIGROUP MTGE LOAN TR INC 2006-AR7) Long ABS-mortgage backed security US $21K – 0.00
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) Long ABS-mortgage backed security US $2M – 0.19
CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) Long ABS-mortgage backed security US $38K – 0.00
COLOMBIA LA SP BPS Derivative-credit US $-114K – -0.01
COLOMBIA LA SP CBK Derivative-credit US $-175K – -0.01
COLOMBIA LA SP GST Derivative-credit US $-309K – -0.02
CONSTELLATION OIL B SHS EQUITY EQTYMR935 (CONSTELLATION OIL SERVICES HOLDING SA) Long Equity-common US $89K 823K 0.01
CONSTELLATION OIL D SHS WARRNT WARRYU9O1 Derivative-equity US $0 – –
CONSTELLATION OIL SA SR SECURED 12/26 3 (CONSTELLATION OIL SERVICES HOLDING SA) Long Debt LU $611K – 0.05
CONSTELLATION OIL SA SR SECURED 144A 06/25 13.5 (CONSTELLATION OIL SERVICES HOLDING SA) Long Debt LU $263K – 0.02
COUNTRYWIDE HOME LOANS CWHL 2004 R2 1AF1 144A (COUNTRYWIDE HOME LOANS 2004-R2) Long ABS-mortgage backed security US $142K – 0.01
COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 (COUNTRYWIDE HOME LOANS 2007-HY4) Long ABS-mortgage backed security US $13K – 0.00
CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1 (CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA) Long Debt PE $15M – 1.19
CREDIT BASED ASSET SERVICING A CBASS 2005 CB5 M2 (CREDIT-BASED ASSET SERVC SEC 2005-CB5) Long ABS-mortgage backed security US $1M – 0.11
CREDIT BASED ASSET SERVICING A CBASS 2006 CB1 AF2 (CREDIT BASED ASSET SRVC & SEC 2006-CB1) Long ABS-mortgage backed security US $1M – 0.11
CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) Long ABS-mortgage backed security US $6K – 0.00
CZECH REPUBLIC BONDS REGS 12/36 4.2 (CZECH REPUBLIC GOVT) Long Debt CZ $4M – 0.29
CZECH REPUBLIC SR UNSECURED 04/34 4.9 (CZECH REPUBLIC GOVT) Long Debt CZ $4M – 0.34
CZECH REPUBLIC SR UNSECURED 06/32 1.75 (CZECH REPUBLIC GOVT) Long Debt CZ $14M – 1.08
CZECH REPUBLIC SR UNSECURED 07/29 2.75 (CZECH REPUBLIC GOVT) Long Debt CZ $2M – 0.15
CZECH REPUBLIC SR UNSECURED 09/30 5 (CZECH REPUBLIC GOVT) Long Debt CZ $12M – 0.98
CZECH REPUBLIC SR UNSECURED 10/33 2 (CZECH REPUBLIC GOVT) Long Debt CZ $441K – 0.03
CZECH REPUBLIC SR UNSECURED 11/32 4.5 (CZECH REPUBLIC GOVT) Long Debt CZ $10M – 0.82
CZECH REPUBLIC SR UNSECURED REGS 05/30 0.95 (CZECH REPUBLIC GOVT) Long Debt CZ $2M – 0.13
DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 04/27 5.5 (DEVELOPMENT BANK OF KAZAKHSTAN JSC) Long Debt KZ $2M – 0.20
DEVELOPMENT BANK OF SOUTHERN 10/24 8.6 (DEVELOPMENT BANK OF SOUTHERN AFRICA LIMITED) Long Debt ZA $11M – 0.86
DOM REP CB NOTES NOTES 144A 12/25 13 (DOMINICAN REPUBLIC GOVT) Long Debt DO $15M – 1.22
DOM REP CB NOTES UNSECURED 144A 10/25 12 (DOMINICAN REPUBLIC GOVT) Long Debt DO $744K – 0.06
DOMINICAN REPUBLIC INTERNATION 06/36 0 (DOMINICAN REPUBLIC GOVT) Long Debt DO $14M – 1.14
DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 13.625 (DOMINICAN REPUBLIC GOVT) Long Debt DO $4M – 0.35
DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25 (DOMINICAN REPUBLIC GOVT) Long Debt DO $9M – 0.68
DOMINICAN REPUBLIC SR UNSECURED REGS 06/26 9.75 (DOMINICAN REPUBLIC GOVT) Long Debt DO $1M – 0.08
DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75 (DOMINICAN REPUBLIC GOVT) Long Debt DO $651K – 0.05
DOMINICAN REPUBLIC UNSECURED REGS 02/34 13.625 (DOMINICAN REPUBLIC GOVT) Long Debt DO $1M – 0.10
DRILLCO HLDG LUX S A COMMON STOCK (FORESEA HOLDING SA) Long Equity-common LU $216K 9K 0.02
DRILLCO HLDG LUX SA COMMON STOCK (FORESEA HOLDING SA) Long Equity-common LU $24K 1K 0.00
ECOPETROL SA DELAYED DRAW TERM LOAN Long Loan US $21M – 1.69
EGYPT TREASURY BILL BILLS 07/24 0.00000 (EGYPTIAN GOVT) Long Debt EG $2M – 0.17
EGYPT TREASURY BILL BILLS 09/24 0.00000 (EGYPTIAN GOVT) Long Debt EG $17M – 1.36
EMPRESAS PUBLIC MEDELLIN SR UNSECURED REGS 09/24 7.625 (EMPRESAS PUBLICAS DE MEDELLIN ESP) Long Debt CO $260K – 0.02
ESKOM GG LOAN SNR EM SP DUB Derivative-credit US $617K – 0.05
ESKOM HOLDINGS SOC LTD SR SECURED 08/27 0.00000 Long Debt ZA $5M – 0.39
ESKOM HOLDINGS SOC LTD SR SECURED 12/32 0.00000 Long Debt ZA $5M – 0.38
EURO-BUND FUTURE SEP24 XEUR 20240906 Derivative-interest rate DE $-46K – -0.00
EUROPEAN INVESTMENT BANK SR UNSECURED 144A 03/29 6.95 (EUROPEAN INVESTMENT BANK (EIB)) Long Debt $38M – 3.04
EUROPEAN INVESTMENT BANK SR UNSECURED REGS 11/29 2.875 (EUROPEAN INVESTMENT BANK (EIB)) Long Debt $13M – 1.01
FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 1 A2 (FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-1) Long ABS-mortgage backed security US $1M – 0.09
FINDETER SR UNSECURED REGS 08/24 7.875 (FINANCIERA DE DESARROLLO TERRITORIAL S A FINDETER (AKA: FINDETER)) Long Debt CO $870K – 0.07
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6 (FIRST FRANKLIN MTG LOAN 2006-FF14) Long ABS-mortgage backed security US $2M – 0.12
FISH POND RE LTD UNSECURED 144A 01/27 VAR Long Debt KY $551K – 0.04
FIXED INC CLEARING CORP.REPO Long Repurchase agreement US $11M – 0.85
FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) Long Equity-common LU $224K 10K 0.02
FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) Long Equity-common LU $25K 1K 0.00
FORESEA HOLDING SA SR SECURED 144A 06/30 7.5 Long Debt LU $144K – 0.01
FORESEA HOLDING SA SR SECURED REGS 06/30 7.5 Long Debt LU $99K – 0.01
FWD00F9Y4 COLOMBIA GOVT NDF (COLOMBIAN GOVT) Long Debt US $7M – 0.57
FWD00R951 COLOMBIA GOVT NDF (COLOMBIAN GOVT) Long Debt US $1M – 0.12
FWD00Z9R5 COLOMBIA GOVT NDF (COLOMBIAN GOVT) Long Debt US $11M – 0.85
FWD0779C3 COLOMBIA GOVT NDF (COLOMBIAN GOVT) Long Debt US $9M – 0.74
FWD0989S4 COLOMBIA GOVT NDF (COLOMBIAN GOVT) Long Debt US $5M – 0.43
FWD0UI9R0 COLOMBIA GOVT NDF (COLOMBIAN GOVT) Long Debt US $2M – 0.19
GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2 (GREENPOINT MTGE FUNDING TR 2005-AR1) Long ABS-mortgage backed security US $38K – 0.00
GSAMP TRUST GSAMP 2004 HE1 M1 (GSAMP TRUST 2004-HE1) Long ABS-mortgage backed security US $2M – 0.15
GSAMP TRUST GSAMP 2007 FM2 A2B (GSAMP TRUST 2007-FM2) Long ABS-mortgage backed security US $543K – 0.04
GSAMP TRUST GSAMP 2007 SEA1 A 144A (GSAMP TRUST 2007-SEA1) Long ABS-mortgage backed security US $1M – 0.09
GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A (GSMPS MORTGAGE LOAN TRUST 2006-RP1) Long ABS-mortgage backed security US $151K – 0.01
GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) Long ABS-mortgage backed security US $29K – 0.00
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 1A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-12) Long ABS-mortgage backed security US $151K – 0.01
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A (HARBORVIEW MORTGAGE LOAN TR 2006-6) Long ABS-mortgage backed security US $1K – 0.00
HDFC BANK LTD SR UNSECURED REGS 03/25 8.1 (HDFC BANK LIMITED) Long Debt IN $8M – 0.67
HIPOTECARIA SU CASITA SA COMMON STOCK Long Equity-common MX $0.04 743K –
HUNGARY GOVERNMENT BOND BONDS 04/33 2.25 (HUNGARY GOVT) Long Debt HU $1M – 0.12
HUNGARY GOVERNMENT BOND BONDS 05/29 2 (HUNGARY GOVT) Long Debt HU $6M – 0.49
HUNGARY GOVERNMENT BOND BONDS 08/30 3 (HUNGARY GOVT) Long Debt HU $5M – 0.37
HUNGARY GOVERNMENT BOND BONDS 10/28 6.75 (HUNGARY GOVT) Long Debt HU $13M – 1.06
HUNGARY GOVERNMENT BOND BONDS 10/38 3 (HUNGARY GOVT) Long Debt HU $1M – 0.10
HUNGARY GOVERNMENT BOND BONDS 11/32 4.75 (HUNGARY GOVT) Long Debt HU $7M – 0.57
IMPAC CMB TRUST IMM 2003 2F A (IMPAC CMB TRUST 2003-2F) Long ABS-mortgage backed security US $268K – 0.02
IMPAC CMB TRUST IMM 2004 10 1A1 (IMPAC CMB TR 2004-10) Long ABS-mortgage backed security US $67K – 0.01
INDONESIA GOVERNMENT BONDS 02/31 6.5 (INDONESIA GOVT) Long Debt ID $3M – 0.23
INDONESIA GOVERNMENT BONDS 02/33 7 (INDONESIA GOVT) Long Debt ID $2M – 0.18
INDONESIA GOVERNMENT BONDS 02/34 6.625 (INDONESIA GOVT) Long Debt ID $2M – 0.14
INDONESIA GOVERNMENT BONDS 03/34 8.375 (INDONESIA GOVT) Long Debt ID $8M – 0.63
INDONESIA GOVERNMENT BONDS 04/29 6.875 (INDONESIA GOVT) Long Debt ID $2M – 0.16
INDONESIA GOVERNMENT BONDS 04/32 6.375 (INDONESIA GOVT) Long Debt ID $7M – 0.57
INDONESIA GOVERNMENT BONDS 04/40 7.5 (INDONESIA GOVT) Long Debt ID $8M – 0.62
INDONESIA GOVERNMENT BONDS 05/29 8.25 (INDONESIA GOVT) Long Debt ID $4M – 0.30
INDONESIA GOVERNMENT BONDS 05/31 8.75 (INDONESIA GOVT) Long Debt ID $1M – 0.10
INDONESIA GOVERNMENT BONDS 05/38 7.5 (INDONESIA GOVT) Long Debt ID $6M – 0.46
INDONESIA GOVERNMENT BONDS 06/35 7.5 (INDONESIA GOVT) Long Debt ID $8M – 0.63
INDONESIA GOVERNMENT BONDS 06/38 7.125 (INDONESIA GOVT) Long Debt ID $5M – 0.42
INDONESIA GOVERNMENT BONDS 06/42 7.125 (INDONESIA GOVT) Long Debt ID $2M – 0.16
INDONESIA GOVERNMENT BONDS 06/43 7.125 (INDONESIA GOVT) Long Debt ID $4M – 0.33
INDONESIA GOVERNMENT BONDS 08/30 10.5 (INDONESIA GOVT) Long Debt ID $2M – 0.13
INDONESIA GOVERNMENT BONDS 08/32 7.5 (INDONESIA GOVT) Long Debt ID $2M – 0.17
INDONESIA GOVERNMENT BONDS 09/30 7 (INDONESIA GOVT) Long Debt ID $5M – 0.38
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-16IP) Long ABS-mortgage backed security US $79K – 0.01
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR39 A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR39) Long ABS-mortgage backed security US $266K – 0.02
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR41 A3 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR41) Long ABS-mortgage backed security US $573K – 0.05
INDYMAC RESIDENTIAL ASSET BACK INABS 2006 C 3A4 (INDYMAC RESIDENTIAL ASSET BACKED 2006-C) Long ABS-mortgage backed security US $1M – 0.09
INTER AMERICAN DEVEL BK SR UNSECURED 01/29 7 (INTER-AMERICAN DEVELOPMENT BANK) Long Debt $11M – 0.88
INTEROCEANICA IV FINANCE SR SECURED 144A 11/25 0.00000 (INTEROCEANICA IV FINANCE LIMITED) Long Debt KY $11K – 0.00
INTEROCEANICA IV FINANCE SR SECURED REGS 11/25 0.00000 (INTEROCEANICA IV FINANCE LIMITED) Long Debt KY $102K – 0.01
INTL BK RECON + DEVELOP SR UNSECURED 02/26 4.6 (WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)) Long Debt $13M – 1.05
INTL BK RECON + DEVELOP SR UNSECURED 04/26 4.5 (WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)) Long Debt $17M – 1.34
INTL BK RECON + DEVELOP SR UNSECURED 07/29 7.05 (WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)) Long Debt $13M – 1.01
IRS CLP 3.73100 07/20/21-7Y CME Derivative-interest rate CL $538K – 0.04
IRS CLP 4.41000 08/24/21-9Y* CME Derivative-interest rate CL $79K – 0.01
IRS CLP 4.77500 02/23/24-2Y CME Derivative-interest rate CL $377K – 0.03
IRS CLP 4.80000 02/13/24-2Y CME Derivative-interest rate CL $72K – 0.01
IRS CLP 4.92000 02/13/24-10Y CME Derivative-interest rate CL $-44K – -0.00
IRS CLP 4.94000 05/20/24-4Y* CME Derivative-interest rate CL $-48K – -0.00
IRS CLP 4.98000 05/17/24-4Y* CME Derivative-interest rate CL $-40K – -0.00
IRS CLP 5.03000 02/23/24-10Y CME Derivative-interest rate CL $-177K – -0.01
IRS CLP 5.07000 06/24/24-7Y CME Derivative-interest rate CL $-135K – -0.01
IRS CLP 5.16000 07/06/23-5Y* CME Derivative-interest rate CL $10K – 0.00
IRS CLP 5.22000 07/03/23-5Y* CME Derivative-interest rate CL $15K – 0.00
IRS CLP 5.23000 11/17/23-10Y CME Derivative-interest rate CL $-47K – -0.00
IRS CLP 5.24000 11/26/21-9Y* CME Derivative-interest rate CL $15K – 0.00
IRS CLP 5.25000 05/13/32-1Y (GLD) CME Derivative-interest rate CL $5K – 0.00
IRS CLP 5.29000 09/01/23-5Y* CME Derivative-interest rate CL $18K – 0.00
IRS CLP 5.30000 05/18/23-10Y CME Derivative-interest rate CL $5K – 0.00
IRS CLP 5.31300 04/25/24-10Y CME Derivative-interest rate CL $-31K – -0.00
IRS CLP 5.35000 08/31/23-7Y CME Derivative-interest rate CL $3K – 0.00
IRS CLP 5.36000 04/26/24-10Y CME Derivative-interest rate CL $-10K – -0.00
IRS CLP 5.36000 05/18/23-10Y CME Derivative-interest rate CL $-3K – -0.00
IRS CLP 5.36000 06/28/24-2Y CME Derivative-interest rate CL $44K – 0.00
IRS CLP 5.40000 08/25/23-10Y* CME Derivative-interest rate CL $-7K – -0.00
IRS CLP 5.40000 11/16/23-10Y CME Derivative-interest rate CL $9K – 0.00
IRS CLP 5.45000 06/28/24-10Y CME Derivative-interest rate CL $-38K – -0.00
IRS CLP 5.47000 11/22/21-9Y* CME Derivative-interest rate CL $-2K – -0.00
IRS CLP 5.50000 11/13/23-5Y CME Derivative-interest rate CL $39K – 0.00
IRS CLP 5.69000 10/03/23-7Y* CME Derivative-interest rate CL $-7K – -0.00
IRS CLP 5.75000 05/13/33-1Y (GLD) CME Derivative-interest rate CL $-5K – -0.00
IRS CLP 5.78000 10/03/23-5Y CME Derivative-interest rate CL $-53K – -0.00
IRS CLP 5.79000 10/06/23-10Y CME Derivative-interest rate CL $-179K – -0.01
IRS CLP 5.92000 10/02/23-5Y CME Derivative-interest rate CL $-98K – -0.01
IRS CLP 5.94000 10/20/23-10Y CME Derivative-interest rate CL $-55K – -0.00
IRS CLP 5.99000 10/20/23-10Y CME Derivative-interest rate CL $-559K – -0.04
IRS CLP 6.00000 10/02/23-5Y CME Derivative-interest rate CL $-219K – -0.02
IRS CLP 6.14625 10/30/23-9Y CME Derivative-interest rate CL $-1M – -0.09
IRS CLP 6.23500 10/26/23-10Y CME Derivative-interest rate CL $-244K – -0.02
IRS CLP P 3.01500 06/20/19-7Y GLM Derivative-interest rate CL $246K – 0.02
IRS CLP P 3.30000 06/21/19-10Y BSH Derivative-interest rate CL $325K – 0.03
IRS CLP P 3.54000 06/04/19-10Y JPM Derivative-interest rate CL $328K – 0.03
IRS CLP P 3.76250 05/24/19-10Y CBK Derivative-interest rate CL $170K – 0.01
IRS CLP P 6.62000 09/20/22-10Y GLM Derivative-interest rate CL $-285K – -0.02
IRS CLP R 3.26500 06/14/19-10Y GLM Derivative-interest rate CL $-161K – -0.01
IRS CLP R 3.79000 03/14/19-7Y BSH Derivative-interest rate CL $-558K – -0.04
IRS CLP R 3.83000 05/22/19-10Y GLM Derivative-interest rate CL $-461K – -0.04
IRS CLP R 4.09500 06/01/17-10Y GLM Derivative-interest rate CL $-535K – -0.04
IRS CLP R 4.31850 05/22/24-5Y GLM Derivative-interest rate CL $-460K – -0.04
IRS CNY 2.25000 09/18/24-5Y LCH Derivative-interest rate CN $897K – 0.07
IRS CNY 2.40500 12/20/23-5Y LCH Derivative-interest rate CN $-365K – -0.03
IRS CZK 3.52400 02/16/24-10Y CME Derivative-interest rate CZ $466K – 0.04
IRS CZK 3.53400 03/21/24-5Y CME Derivative-interest rate CZ $238K – 0.02
IRS CZK 3.64500 02/01/24-5Y CME Derivative-interest rate CZ $-557K – -0.04
IRS CZK 3.76500 01/09/24-5Y CME Derivative-interest rate CZ $-160K – -0.01
IRS CZK 3.85000 05/10/24-5Y CME Derivative-interest rate CZ $-22K – -0.00
IRS CZK 4.13000 06/03/24-5Y CME Derivative-interest rate CZ $-76K – -0.01
IRS CZK 4.22000 03/21/23-10Y CME Derivative-interest rate CZ $222K – 0.02
IRS CZK 4.38800 11/15/23-5Y CME Derivative-interest rate CZ $257K – 0.02
IRS CZK 4.61100 06/06/23-5Y CME Derivative-interest rate CZ $336K – 0.03
IRS EUR 2.50000 09/18/24-30Y LCH Derivative-interest rate $6K – 0.00
IRS EUR 2.65000 01/08/24-10Y LCH Derivative-interest rate $59K – 0.00
IRS EUR 2.67000 04/03/24-10Y LCH Derivative-interest rate $22K – 0.00
IRS EUR 2.75000 03/05/24-10Y LCH Derivative-interest rate $-1K – -0.00
IRS EUR 2.75000 03/20/24-30Y LCH Derivative-interest rate $40K – 0.00
IRS EUR 2.75000 09/18/24-10Y LCH Derivative-interest rate $-173K – -0.01
IRS EUR 2.75000 09/18/24-5Y LCH Derivative-interest rate $101K – 0.01
IRS EUR 2.76000 03/04/24-10Y LCH Derivative-interest rate $-14K – -0.00
IRS EUR 2.77000 04/29/24-10Y LCH Derivative-interest rate $-6K – -0.00
IRS EUR 2.78000 05/02/24-5Y LCH Derivative-interest rate $-4K – -0.00
IRS EUR 2.81800 06/26/24-5Y LCH Derivative-interest rate $487.07 – 0.00
IRS EUR 2.82700 05/06/24-5Y LCH Derivative-interest rate $-9K – -0.00
IRS EUR 2.89000 12/22/23-10Y LCH Derivative-interest rate $-61K – -0.00
IRS EUR 2.91000 12/29/23-10Y LCH Derivative-interest rate $-38K – -0.00
IRS EUR 2.95000 06/12/24-5Y LCH Derivative-interest rate $325.09 – 0.00
IRS EUR 2.97000 12/15/23-10Y LCH Derivative-interest rate $-81K – -0.01
IRS EUR 2.99000 12/08/23-10Y LCH Derivative-interest rate $-49K – -0.00
IRS EUR 3.00000 09/18/24-2Y LCH Derivative-interest rate $25K – 0.00
IRS EUR 3.06300 12/06/23-10Y LCH Derivative-interest rate $-82K – -0.01
IRS EUR 3.10000 09/20/23-7Y LCH Derivative-interest rate $-30K – -0.00
IRS EUR 3.12800 12/04/23-10Y LCH Derivative-interest rate $-74K – -0.01
IRS EUR 3.14800 11/20/23-10Y LCH Derivative-interest rate $-89K – -0.01
IRS EUR 3.28000 11/22/23-10Y LCH Derivative-interest rate $-57K – -0.00
IRS EUR 3.30000 10/03/23-10Y LCH Derivative-interest rate $-220K – -0.02
IRS EUR 3.30500 11/27/23-10Y LCH Derivative-interest rate $-30K – -0.00
IRS HUF 1.24300 09/08/20-5Y CME Derivative-interest rate HU $-925K – -0.07
IRS HUF 13.55000 12/12/22-2Y CME Derivative-interest rate HU $-1M – -0.09
IRS HUF 2.42000 08/02/21-5Y CME Derivative-interest rate HU $-1M – -0.11
IRS HUF 2.68000 06/29/21-10Y CME Derivative-interest rate HU $-1M – -0.08
IRS HUF 2.72000 09/13/21-5Y CME Derivative-interest rate HU $-213K – -0.02
IRS HUF 4.79000 01/17/22-5Y CME Derivative-interest rate HU $-2M – -0.14
IRS HUF 5.44000 01/15/24-5Y CME Derivative-interest rate HU $210K – 0.02
IRS HUF 5.67000 01/15/24-3Y CME Derivative-interest rate HU $107K – 0.01
IRS HUF 5.69000 03/12/24-5Y CME Derivative-interest rate HU $-77K – -0.01
IRS HUF 5.73500 03/14/24-5Y CME Derivative-interest rate HU $-128K – -0.01
IRS HUF 5.88000 02/08/24-5Y CME Derivative-interest rate HU $188K – 0.01
IRS HUF 6.10000 02/08/24-10Y CME Derivative-interest rate HU $152K – 0.01
IRS HUF 6.14000 02/15/24-10Y CME Derivative-interest rate HU $-89K – -0.01
IRS HUF 6.20000 03/20/24-5Y CME Derivative-interest rate HU $-33K – -0.00
IRS HUF 6.22000 02/15/24-2Y CME Derivative-interest rate HU $185K – 0.01
IRS HUF 6.29900 06/10/24-5Y CME Derivative-interest rate HU $-454.74 – -0.00
IRS HUF 6.40000 03/28/24-5Y CME Derivative-interest rate HU $-2K – -0.00
IRS HUF 6.45000 06/06/24-5Y CME Derivative-interest rate HU $-9K – -0.00
IRS HUF 6.50000 04/02/24-5Y CME Derivative-interest rate HU $16K – 0.00
IRS HUF 6.59000 05/07/24-5Y CME Derivative-interest rate HU $18K – 0.00
IRS HUF 7.33000 11/06/23-5Y CME Derivative-interest rate HU $509K – 0.04
IRS HUF 7.61000 11/03/23-5Y CME Derivative-interest rate HU $496K – 0.04
IRS HUF 8.50000 01/17/23-5Y CME Derivative-interest rate HU $-113K – -0.01
IRS HUF 8.67000 08/16/22-7Y* CME Derivative-interest rate HU $310K – 0.02
IRS HUF 8.70000 01/16/23-5Y CME Derivative-interest rate HU $-1M – -0.09
IRS ILS 3.59000 05/18/23-5Y LCH Derivative-interest rate IL $187K – 0.01
IRS ILS 3.79200 11/06/23-5Y LCH Derivative-interest rate IL $-12K – -0.00
IRS ILS R 1.95000 06/20/18-10Y BRC Derivative-interest rate IL $-627K – -0.05
IRS KRW 3.19200 06/20/24-10Y LCH Derivative-interest rate KR $15K – 0.00
IRS KRW 3.30200 06/20/24-2Y LCH Derivative-interest rate KR $-15K – -0.00
IRS KRW 3.82000 12/20/23-5Y LCH Derivative-interest rate KR $260K – 0.02
IRS MXN 10.05500 10/05/23-3Y* CME Derivative-interest rate MX $11K – 0.00
IRS MXN 10.09000 10/27/23-3Y* CME Derivative-interest rate MX $12K – 0.00
IRS MXN 10.28500 04/22/24-2Y CME Derivative-interest rate MX $101K – 0.01
IRS MXN 10.31000 06/10/24-2Y CME Derivative-interest rate MX $-10K – -0.00
IRS MXN 10.90000 06/05/24-1Y (WHT) CME Derivative-interest rate MX $-6K – -0.00
IRS MXN 9.27000 03/26/24-3Y CME Derivative-interest rate MX $278K – 0.02
IRS MXN 9.29500 11/06/23-5Y* CME Derivative-interest rate MX $34K – 0.00
IRS MXN 9.34500 04/22/24-10Y* CME Derivative-interest rate MX $-10K – -0.00
IRS MXN 9.44000 09/15/23-3Y* CME Derivative-interest rate MX $-197K – -0.02
IRS MXN 9.62000 06/05/24-5Y* CME Derivative-interest rate MX $21K – 0.00
IRS MXN 9.69550 03/25/24-2Y CME Derivative-interest rate MX $-167K – -0.01
IRS MXN 9.76250 03/22/24-2Y CME Derivative-interest rate MX $-335K – -0.03
IRS MXN 9.80000 06/21/24-5Y* CME Derivative-interest rate MX $-120K – -0.01
IRS MYR P 3.50000 09/18/24-5Y BPS Derivative-interest rate MY $113K – 0.01
IRS MYR P 3.50000 09/18/24-5Y CBK Derivative-interest rate MY $19K – 0.00
IRS MYR P 3.50000 09/18/24-5Y JPM Derivative-interest rate MY $19K – 0.00
IRS MYR P 3.75000 09/18/24-5Y JPM Derivative-interest rate MY $-27K – -0.00
IRS MYR P 3.75000 09/18/24-5Y SCX Derivative-interest rate MY $-66K – -0.01
IRS MYR R 3.50000 03/20/24-3Y BPS Derivative-interest rate MY $-11K – -0.00
IRS MYR R 3.50000 03/20/24-3Y GST Derivative-interest rate MY $-78K – -0.01
IRS MYR R 3.86750 12/20/23-5Y GST Derivative-interest rate MY $179K – 0.01
IRS PLN 0.65500 05/21/20-5Y CME Derivative-interest rate PL $491K – 0.04
IRS PLN 1.28000 02/08/21-10Y CME Derivative-interest rate PL $1M – 0.09
IRS PLN 1.46000 05/28/21-5Y CME Derivative-interest rate PL $-307K – -0.02
IRS PLN 1.83400 07/03/19-5Y CME Derivative-interest rate PL $139K – 0.01
IRS PLN 2.92000 12/13/21-10Y CME Derivative-interest rate PL $344K – 0.03
IRS PLN 4.44000 01/09/24-5Y CME Derivative-interest rate PL $-386K – -0.03
IRS PLN 4.56000 11/06/23-5Y CME Derivative-interest rate PL $3K – 0.00
IRS PLN 4.66000 02/19/24-5Y CME Derivative-interest rate PL $-101K – -0.01
IRS PLN 4.73000 02/16/24-5Y CME Derivative-interest rate PL $-88K – -0.01
IRS PLN 4.73500 10/09/23-5Y CME Derivative-interest rate PL $-103K – -0.01
IRS PLN 4.74000 08/01/23-10Y* CME Derivative-interest rate PL $18K – 0.00
IRS PLN 4.81000 02/16/24-5Y CME Derivative-interest rate PL $-82K – -0.01
IRS PLN 4.91000 08/22/23-4Y* CME Derivative-interest rate PL $-17K – -0.00
IRS PLN 4.92300 03/22/24-5Y CME Derivative-interest rate PL $-78K – -0.01
IRS PLN 4.97000 03/21/24-5Y CME Derivative-interest rate PL $-43K – -0.00
IRS PLN 5.02000 03/21/24-5Y CME Derivative-interest rate PL $-5K – -0.00
IRS PLN 5.08700 06/28/24-10Y CME Derivative-interest rate PL $-6K – -0.00
IRS PLN 5.15750 03/22/24-3Y CME Derivative-interest rate PL $-104K – -0.01
IRS PLN 5.17500 03/24/22-5Y CME Derivative-interest rate PL $26K – 0.00
IRS PLN 5.22000 03/20/23-10Y CME Derivative-interest rate PL $-31K – -0.00
IRS PLN 5.31000 03/21/23-10Y CME Derivative-interest rate PL $-109K – -0.01
IRS PLN 5.33500 06/28/24-2Y CME Derivative-interest rate PL $10K – 0.00
IRS PLN 5.47000 04/08/22-5Y CME Derivative-interest rate PL $-124K – -0.01
IRS PLN 5.52000 03/20/23-3Y CME Derivative-interest rate PL $-1K – -0.00
IRS PLN 5.96000 04/25/22-5Y CME Derivative-interest rate PL $-421K – -0.03
IRS PLN 6.83000 08/19/22-2Y CME Derivative-interest rate PL $-609K – -0.05
IRS ZAR 10.15000 05/18/23-10Y CME Derivative-interest rate ZA $363K – 0.03
IRS ZAR 6.69000 11/04/21-5Y CME Derivative-interest rate ZA $-386K – -0.03
IRS ZAR 7.8810* 02/09/24-2Y CME Derivative-interest rate ZA $14K – 0.00
IRS ZAR 8.07000 11/30/23-5Y CME Derivative-interest rate ZA $3K – 0.00
IRS ZAR 8.10000 06/05/24-2Y CME Derivative-interest rate ZA $-21K – -0.00
IRS ZAR 8.14000 11/16/23-5Y CME Derivative-interest rate ZA $-5K – -0.00
IRS ZAR 8.35500 02/05/24-6Y CME Derivative-interest rate ZA $8K – 0.00
IRS ZAR 8.41000 11/10/23-5Y CME Derivative-interest rate ZA $-100K – -0.01
IRS ZAR 8.44000 11/02/23-5Y CME Derivative-interest rate ZA $162K – 0.01
IRS ZAR 8.59900 06/05/24-5Y CME Derivative-interest rate ZA $-147K – -0.01
IRS ZAR 8.65000 07/27/23-7Y* CME Derivative-interest rate ZA $-45K – -0.00
IRS ZAR 8.69500 07/28/23-7Y* CME Derivative-interest rate ZA $-19K – -0.00
IRS ZAR 8.70000 07/28/23-7Y* CME Derivative-interest rate ZA $-31K – -0.00
IRS ZAR 8.73500 11/10/23-6Y* CME Derivative-interest rate ZA $-64K – -0.01
IRS ZAR 8.82000 08/02/23-6Y* CME Derivative-interest rate ZA $-77K – -0.01
IRS ZAR 9.29000 05/26/23-5Y CME Derivative-interest rate ZA $-335K – -0.03
IRS ZAR 9.33000 02/09/24-10Y CME Derivative-interest rate ZA $35K – 0.00
ISRAEL GOVT EM SP CBK Derivative-credit US $-48K – -0.00
ISRAEL GOVT EM SP GST Derivative-credit US $2K – 0.00
ISRAEL GOVT EM SP GST Derivative-credit US $2K – 0.00
ISRAEL GOVT EM SP GST Derivative-credit US $-379.56 – -0.00
ISRAEL GOVT EM SP GST Derivative-credit US $-4K – -0.00
IVORY COAST SR UNSECURED REGS 01/32 4.875 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) Long Debt CI $2M – 0.19
IVORY COAST SR UNSECURED REGS 03/30 5.25 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) Long Debt CI $782K – 0.06
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE1 M1 (JP MORGAN MTGE ACQUIS CORP 2006-FRE1) Long ABS-mortgage backed security US $2M – 0.12
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A1 (JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2) Long ABS-mortgage backed security US $3M – 0.23
JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 1A2 (JP MORGAN MORTGAGE TRUST 2006-A4) Long ABS-mortgage backed security US $116K – 0.01
JP MORGAN REREMIC JPMRR 2016 1 A1 144A (JP MORGAN RESECURITIZATION TRUST SERIES 2016-1) Long ABS-mortgage backed security US $181K – 0.01
JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) Long Debt DK $0.14 – –
JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) Long Debt DK $0.18 – –
KAISA GROUP HOLDINGS LTD SR SECURED REGS 01/25 10.5 Long Debt KY $156K – 0.01
KAISA GROUP HOLDINGS LTD SR SECURED REGS 04/25 11.25 Long Debt KY $11K – 0.00
KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/25 11.7 Long Debt KY $147K – 0.01
LCM LTD PARTNERSHIP LCM 30A AR 144A (LCM 30 LTD) Long ABS-collateralized bond/debt obligation KY $2M – 0.14
LEHMAN XS TRUST LXS 2005 10 2A4A (LEHMAN XS TRUST 2005-10) Long ABS-mortgage backed security US $2M – 0.20
LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) Long Debt BR $8M – 0.63
LUMINENT MORTGAGE TRUST LUM 2006 7 1A1 (LUMINENT MORTGAGE TRUST 2006-7) Long ABS-mortgage backed security US $10K – 0.00
MALAYSIA GOVERNMENT BONDS 04/29 4.504 (MALAYSIA GOVT) Long Debt MY $3M – 0.23
MALAYSIA GOVERNMENT BONDS 04/31 2.632 (MALAYSIA GOVT) Long Debt MY $27M – 2.16
MALAYSIA GOVERNMENT BONDS 04/37 4.762 (MALAYSIA GOVT) Long Debt MY $2M – 0.17
MALAYSIA GOVERNMENT BONDS 06/38 4.893 (MALAYSIA GOVT) Long Debt MY $7M – 0.55
MALAYSIA GOVERNMENT BONDS 06/50 4.065 (MALAYSIA GOVT) Long Debt MY $4M – 0.32
MALAYSIA GOVERNMENT BONDS 08/29 3.885 (MALAYSIA GOVT) Long Debt MY $9M – 0.73
MALAYSIA GOVERNMENT BONDS 10/42 4.696 (MALAYSIA GOVT) Long Debt MY $9M – 0.75
MALAYSIA INVESTMNT ISSUE BONDS 05/52 5.357 (MALAYSIA GOVT) Long Debt MY $3M – 0.20
MALAYSIA INVESTMNT ISSUE BONDS 08/43 4.291 (MALAYSIA GOVT) Long Debt MY $8M – 0.65
MALAYSIA INVESTMNT ISSUE BONDS 09/41 4.417 (MALAYSIA GOVT) Long Debt MY $8M – 0.60
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M1 (MERRILL LYNCH MORTGAGE INVS 2005-WMC1) Long ABS-mortgage backed security US $2M – 0.14
MEX BONOS DESARR FIX RT BONDS 03/29 8.5 (MEXICO GOVT) Long Debt MX $16M – 1.23
MEX BONOS DESARR FIX RT BONDS 05/31 7.75 (MEXICO GOVT) Long Debt MX $6M – 0.45
MEX BONOS DESARR FIX RT BONDS 05/33 7.5 (MEXICO GOVT) Long Debt MX $12M – 0.94
MEX BONOS DESARR FIX RT BONDS 07/53 8 (MEXICO GOVT) Long Debt MX $8M – 0.64
MEX BONOS DESARR FIX RT BONDS 11/36 10 (MEXICO GOVT) Long Debt MX $2M – 0.13
MEX BONOS DESARR FIX RT BONDS 11/47 8 (MEXICO GOVT) Long Debt MX $5M – 0.36
MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5 (MEXICO GOVT) Long Debt MX $18M – 1.44
MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5 (MEXICO GOVT) Long Debt MX $1M – 0.09
MEX BONOS DESARR FIX RT SR UNSECURED 11/34 7.75 (MEXICO GOVT) Long Debt MX $5M – 0.37
MEX BONOS DESARR FIX RT SR UNSECURED 11/42 7.75 (MEXICO GOVT) Long Debt MX $16M – 1.24
MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) Long Debt MX $5M – 0.43
MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) Long Debt MX $4M – 0.31
MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) Long Debt MX $16M – 1.26
MEXICO LA BP BOA Derivative-credit US $17K – 0.00
MEXICO LA BP BRC Derivative-credit US $27K – 0.00
MEXICO LA BP CBK Derivative-credit US $18K – 0.00
MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 (MORGAN STANLEY ABS CAPITAL I 2005-WMC6) Long ABS-mortgage backed security US $2M – 0.14
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1 (MORGAN STANLEY MORTGAGE TRUST-2006-16AX) Long ABS-mortgage backed security US $72K – 0.01
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) Long ABS-mortgage backed security US $6K – 0.00
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 2AX 2A3 (MORGAN STANLEY MORTGAGE TRUST-2007-2AX) Long ABS-mortgage backed security US $1M – 0.08
NEW CENTURY HOME EQUITY LOAN T NCHET 2006 2 A2B (NEW CENTURY HOME EQUITY LOAN TR 2006-2) Long ABS-mortgage backed security US $1M – 0.10
NIGERIA OMO BILL BILLS 02/25 0.00000 (NIGERIA GOVT) Long Debt NG $1M – 0.08
NIGERIA OMO BILL BILLS 04/25 0.00000 (NIGERIA GOVT) Long Debt NG $2M – 0.14
NIGERIA OMO BILL BILLS 05/25 0.00000 (NIGERIA GOVT) Long Debt NG $2M – 0.15
NIGERIA OMO BILL BILLS 05/25 0.00000 (NIGERIA GOVT) Long Debt NG $796K – 0.06
NIGERIA T BILL BILLS 03/25 0.00000 (NIGERIA GOVT) Long Debt NG $2M – 0.18
NMC OPCO LTD AED TERM LOAN (NMC OPCO SPV LTD) Long Loan AE $5M – 0.41
NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 WF1 A6 (NOMURA ASSET ACCEPTANCE CORP 2006-WF1) Long ABS-mortgage backed security US $2M – 0.16
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) Long Debt DK $0.1 – –
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) Long Debt DK $0.2 – –
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) Long Debt DK $0.16 – –
NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) Long Debt DK $0.19 – –
NOTA DO TESOURO NACIONAL NOTES 05/27 6 (BRAZIL GOVT) Long Debt BR $13M – 1.01
NOTA DO TESOURO NACIONAL NOTES 08/30 6 (BRAZIL GOVT) Long Debt BR $8M – 0.60
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) Long Debt DK $0.15 – –
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) Long Debt DK $0.18 – –
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) Long Debt DK $0.22 – –
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) Long Debt DK $0.14 – –
OCD00FWE6 FVA FX USD MXN 3M9M OCT24 14.5 CALL Derivative-foreign exchange US $7K – 0.00
OCD00FWE6 FVA FX USD MXN 3M9M OCT24 14.5 PUT Derivative-foreign exchange US $-6.3 – -0.00
OI SA SR UNSECURED 02/35 VAR (OI SA (AKA: BRASIL TELECOM S/A)) Long Debt BR $52K – 0.00
OIS CAD CAONREPO/3.0000 09/18/24-30Y LCH Derivative-interest rate CA $162K – 0.01
OIS CAD CAONREPO/3.00000 09/18/24-5Y LCH Derivative-interest rate CA $210K – 0.02
OIS CAD CAONREPO/3.2500 09/18/24-10Y LCH Derivative-interest rate CA $-130K – -0.01
OIS CAD CAONREPO/3.50000 09/18/24-2Y LCH Derivative-interest rate CA $-50K – -0.00
OIS COP IBR/4.11500 02/01/21-10Y CME Derivative-interest rate CO $691K – 0.05
OIS COP IBR/4.15500 01/15/21-10Y CME Derivative-interest rate CO $2M – 0.14
OIS COP IBR/5.95000 08/23/21-10Y* CME Derivative-interest rate CO $169K – 0.01
OIS COP IBR/7.29000 01/22/24-5Y CME Derivative-interest rate CO $-344K – -0.03
OIS COP IBR/7.62000 02/26/24-10Y CME Derivative-interest rate CO $-377K – -0.03
OIS COP IBR/7.70500 07/28/23-8Y* CME Derivative-interest rate CO $87K – 0.01
OIS COP IBR/7.80000 07/31/23-9Y* CME Derivative-interest rate CO $55K – 0.00
OIS COP IBR/7.91000 05/17/24-5Y CME Derivative-interest rate CO $129K – 0.01
OIS COP IBR/7.99000 06/12/24-5Y CME Derivative-interest rate CO $54K – 0.00
OIS COP IBR/8.02000 12/04/23-7Y CME Derivative-interest rate CO $8K – 0.00
OIS COP IBR/8.08500 05/16/24-5Y CME Derivative-interest rate CO $-54K – -0.00
OIS COP IBR/8.09000 06/21/24-5Y CME Derivative-interest rate CO $9K – 0.00
OIS COP IBR/8.15200 04/25/24-5Y CME Derivative-interest rate CO $-80K – -0.01
OIS COP IBR/8.15500 06/24/24-5Y CME Derivative-interest rate CO $5K – 0.00
OIS COP IBR/8.16750 06/17/24-5Y CME Derivative-interest rate CO $-7K – -0.00
OIS COP IBR/8.21500 11/14/23-5Y CME Derivative-interest rate CO $25K – 0.00
OIS COP IBR/8.34000 02/26/24-2Y CME Derivative-interest rate CO $214K – 0.02
OIS COP IBR/8.36000 05/31/24-5Y CME Derivative-interest rate CO $-40K – -0.00
OIS COP IBR/8.37000 04/26/24-5Y CME Derivative-interest rate CO $-32K – -0.00
OIS COP IBR/8.38000 06/28/24-10Y CME Derivative-interest rate CO $-12K – -0.00
OIS COP IBR/8.41500 06/04/24-5Y CME Derivative-interest rate CO $-86K – -0.01
OIS COP IBR/8.47000 06/21/24-2Y CME Derivative-interest rate CO $-22K – -0.00
OIS COP IBR/8.50000 04/04/24-2Y CME Derivative-interest rate CO $133K – 0.01
OIS COP IBR/8.50000 04/09/24-2Y CME Derivative-interest rate CO $18K – 0.00
OIS COP IBR/8.51500 04/09/24-2Y CME Derivative-interest rate CO $35K – 0.00
OIS COP IBR/8.54000 04/05/24-2Y CME Derivative-interest rate CO $62K – 0.00
OIS COP IBR/8.58000 06/28/24-2Y CME Derivative-interest rate CO $13K – 0.00
OIS COP IBR/8.59000 06/20/24-2Y CME Derivative-interest rate CO $3K – 0.00
OIS COP IBR/8.60000 04/11/24-2Y CME Derivative-interest rate CO $-62K – -0.00
OIS COP IBR/8.62000 04/10/24-2Y CME Derivative-interest rate CO $13K – 0.00
OIS COP IBR/8.65000 06/17/24-2Y CME Derivative-interest rate CO $-24K – -0.00
OIS COP IBR/8.65300 04/11/24-2Y CME Derivative-interest rate CO $-31K – -0.00
OIS COP IBR/8.82000 06/05/23-5Y CME Derivative-interest rate CO $136K – 0.01
OIS COP IBR/8.86000 04/12/24-2Y CME Derivative-interest rate CO $-9K – -0.00
OIS COP IBR/8.92000 04/12/24-2Y CME Derivative-interest rate CO $-445.5 – -0.00
OIS COP IBR/9.05000 04/15/24-2Y CME Derivative-interest rate CO $11K – 0.00
OIS COP IBR/9.05000 10/03/23-5Y CME Derivative-interest rate CO $82K – 0.01
OIS COP P 5.61/IBR 02/11/19 BPS Derivative-interest rate CO $207K – 0.02
OIS INR MIBOR/6.25000 09/18/24-5Y LCH Derivative-interest rate IN $132K – 0.01
OIS INR MIBOR/6.38400 06/20/24-2Y LCH Derivative-interest rate IN $126K – 0.01
OIS INR MIBOR/6.39700 06/20/24-10Y LCH Derivative-interest rate IN $-30K – -0.00
OIS INR MIBOR/6.50000 09/18/24-10Y LCH Derivative-interest rate IN $-104K – -0.01
OIS INR MIBOR/6.50000 09/18/24-5Y LCH Derivative-interest rate IN $-108K – -0.01
OIS INR MIBOR/6.62050 12/20/23-5Y LCH Derivative-interest rate IN $-60K – -0.00
OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH Derivative-interest rate SG $312K – 0.02
OIS SGD SIBSORA/3.32200 12/20/23-5Y LCH Derivative-interest rate SG $-247K – -0.02
OIS THB THORON/2.25000 09/18/24-5Y LCH Derivative-interest rate TH $-9K – -0.00
OIS THB THORON/2.50000 03/20/24-2Y LCH Derivative-interest rate TH $267K – 0.02
OIS THB THORON/2.50000 09/18/24-5Y LCH Derivative-interest rate TH $-109K – -0.01
OIS THB THORON/2.77000 12/20/23-5Y LCH Derivative-interest rate TH $34K – 0.00
ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2022 S1 A 144A (ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1) Long ABS-other US $7M – 0.57
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) Long ABS-mortgage backed security US $243K – 0.02
PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) Long Debt GB $13M – 1.03
PERU PAYROLL DEDUCTION SR SECURED REGS 11/29 0.00000 (PERU PAYROLL DEDUCTION FINANCE LIMITED) Long Debt KY $1M – 0.10
PHILIPPINE GOVERNMENT BONDS 02/44 6.25 (PHILIPPINES GOVT) Long Debt PH $8M – 0.62
PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) Long Short-term investment vehicle US $50M – 3.93
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) Long Short-term investment vehicle US $33M – 2.60
POINSETTIA FINANCE LTD SR SECURED REGS 06/31 6.625 (POINSETTIA FINANCE LIMITED) Long Debt KY $2M – 0.20
POLAND GOVERNMENT BOND BONDS 04/32 1.75 (POLAND GOVT) Long Debt PL $5M – 0.43
POLAND GOVERNMENT BOND BONDS 10/33 6 (POLAND GOVT) Long Debt PL $27M – 2.11
PROJECT MERCURY EUR TERM LOAN (SERBIA GOVT) Long Loan RS $4M – 0.30
QNB FINANCE LTD COMPANY GUAR REGS 01/25 6.9 Long Debt KY $6K – 0.00
REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) Long Debt DK $0.15 – –
REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) Long Debt DK $0.19 – –
RED DORSAL FINANCE LTD SR SECURED REGS 10/31 5.875 (RED DORSAL FINANCE LIMITED) Long Debt KY $2M – 0.12
REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 (COLOMBIAN GOVT) Long Debt CO $412K – 0.03
REPUBLIC OF COLOMBIA SR UNSECURED 11/53 8.75 (COLOMBIAN GOVT) Long Debt CO $1M – 0.10
REPUBLIC OF COTE DIVOIRE THE 2021 EUR TERM LOAN A (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) Long Loan CI $2M – 0.20
REPUBLIC OF COTE DIVOIRE THE 2024 EUR UPSIZE TERM LOAN (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) Long Loan CI $8M – 0.62
REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR (ECUADOR GOVT) Long Debt EC $4M – 0.30
REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR (ECUADOR GOVT) Long Debt EC $2M – 0.14
REPUBLIC OF ECUADOR SR UNSECURED REGS 07/40 VAR (ECUADOR GOVT) Long Debt EC $55K – 0.00
REPUBLIC OF PARAGUAY SR UNSECURED 144A 02/31 7.9 (PARAGUAY GOVT) Long Debt PY $3M – 0.26
REPUBLIC OF PERU BONDS REGS 08/40 5.35 (PERU GOVT) Long Debt PE $9M – 0.71
REPUBLIC OF PERU SR UNSECURED 144A 02/42 6.85 (PERU GOVT) Long Debt PE $943K – 0.07
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 (PERU GOVT) Long Debt PE $15M – 1.16
REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4 (PERU GOVT) Long Debt PE $3M – 0.23
REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 (PERU GOVT) Long Debt PE $15M – 1.17
REPUBLIC OF PERU SR UNSECURED REGS 08/28 6.35 (PERU GOVT) Long Debt PE $2M – 0.13
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 (PERU GOVT) Long Debt PE $214K – 0.02
REPUBLIC OF PERU SR UNSECURED REGS 08/32 6.15 (PERU GOVT) Long Debt PE $1M – 0.10
REPUBLIC OF PHILIPPINES SR UNSECURED 01/36 6.25 (PHILIPPINES GOVT) Long Debt PH $6M – 0.47
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8 (SOUTH AFRICA GOVT) Long Debt ZA $46M – 3.68
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5 (SOUTH AFRICA GOVT) Long Debt ZA $20M – 1.55
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9 (SOUTH AFRICA GOVT) Long Debt ZA $16M – 1.31
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/44 8.75 (SOUTH AFRICA GOVT) Long Debt ZA $5M – 0.39
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7 (SOUTH AFRICA GOVT) Long Debt ZA $6M – 0.50
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7 (SOUTH AFRICA GOVT) Long Debt ZA $3M – 0.27
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875 (SOUTH AFRICA GOVT) Long Debt ZA $1M – 0.11
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/41 6.5 (SOUTH AFRICA GOVT) Long Debt ZA $2M – 0.17
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/41 6.5 (SOUTH AFRICA GOVT) Long Debt ZA $17K – 0.00
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/48 8.75 (SOUTH AFRICA GOVT) Long Debt ZA $6M – 0.44
REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/32 8.25 (SOUTH AFRICA GOVT) Long Debt ZA $11M – 0.91
REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/36 6.25 (SOUTH AFRICA GOVT) Long Debt ZA $7M – 0.54
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) Long Debt ZA $4M – 0.31
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) Long Debt ZA $2M – 0.14
REPUBLICA ORIENT URUGUAY SR UNSECURED 05/45 3.4 (URUGUAY GOVT) Long Debt UY $9M – 0.73
REPUBLICA ORIENT URUGUAY SR UNSECURED 07/33 9.75 (URUGUAY GOVT) Long Debt UY $7M – 0.52
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1 (RESIDENTIAL ACCREDIT LOANS INC 2006-QA2) Long ABS-mortgage backed security US $75K – 0.01
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A (RESIDENTIAL ACCREDIT LOANS 2007-QH8) Long ABS-mortgage backed security US $689K – 0.05
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS2 M5 (RESIDENTIAL ASSET MTGE PROD 2005-RS2) Long ABS-mortgage backed security US $1M – 0.11
RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 (RESIDENTIAL ASSET SEC TRUST 2006-R1) Long ABS-mortgage backed security US $35K – 0.00
REVERSE REPO BNP PARIBAS SA Short Repurchase agreement ZA $-689K – -0.05
REVERSE REPO GOLDMAN SACHS Short Repurchase agreement $-4M – -0.29
REVERSE REPO GOLDMAN SACHS Short Repurchase agreement $-6M – -0.48
REVERSE REPO HSBC BANK PLC Short Repurchase agreement PL $-153K – -0.01
REVERSE REPO HSBC BANK PLC Short Repurchase agreement PL $-2M – -0.15
REVERSE REPO HSBC BANK PLC Short Repurchase agreement PL $-3M – -0.26
REVERSE REPO HSBC BANK PLC Short Repurchase agreement PL $-4M – -0.30
REVERSE REPO HSBC BANK PLC Short Repurchase agreement $-5M – -0.43
REVERSE REPO HSBC BANK PLC Short Repurchase agreement $-14M – -1.14
REVERSE REPO HSBC BANK PLC Short Repurchase agreement PL $-17M – -1.33
RFR GBP SONIO/3.70000 03/28/24-10Y LCH Derivative-interest rate GB $35K – 0.00
RFR GBP SONIO/3.75000 09/18/24-10Y LCH Derivative-interest rate GB $38K – 0.00
RFR GBP SONIO/3.75000 09/18/24-30Y LCH Derivative-interest rate GB $-259K – -0.02
RFR GBP SONIO/4.00000 09/18/24-5Y LCH Derivative-interest rate GB $-94K – -0.01
RFR GBP SONIO/4.25000 09/18/24-2Y LCH Derivative-interest rate GB $-36K – -0.00
RFR JPY MUTK/0.20000 06/19/24-1Y LCH Derivative-interest rate JP $92K – 0.01
RFR JPY MUTK/0.23200 10/05/23-2Y LCH Derivative-interest rate JP $-73K – -0.01
RFR USD SOFR/3.00000 12/18/24-1Y LCH Derivative-interest rate US $35K – 0.00
RFR USD SOFR/3.25000 06/21/23-5Y CME Derivative-interest rate US $2M – 0.13
RFR USD SOFR/3.25000 12/20/23-30Y CME Derivative-interest rate US $227K – 0.02
RFR USD SOFR/3.50000 06/20/24-30Y CME Derivative-interest rate US $647K – 0.05
RFR USD SOFR/3.50000 06/20/24-30Y LCH Derivative-interest rate US $1M – 0.09
RFR USD SOFR/3.50000 09/18/24-30Y LCH Derivative-interest rate US $100K – 0.01
RFR USD SOFR/3.50000 09/18/24-5Y LCH Derivative-interest rate US $178K – 0.01
RFR USD SOFR/3.50000 12/18/24-30Y CME Derivative-interest rate US $89K – 0.01
RFR USD SOFR/3.50000 12/20/23-10Y CME Derivative-interest rate US $-925K – -0.07
RFR USD SOFR/3.50000 12/20/23-10Y LCH Derivative-interest rate US $384K – 0.03
RFR USD SOFR/3.60000 01/17/24-10Y LCH Derivative-interest rate US $18K – 0.00
RFR USD SOFR/3.62000 01/31/24-10Y LCH Derivative-interest rate US $-55K – -0.00
RFR USD SOFR/3.64750 01/08/24-10Y LCH Derivative-interest rate US $40K – 0.00
RFR USD SOFR/3.65500 01/24/24-10Y LCH Derivative-interest rate US $-16K – -0.00
RFR USD SOFR/3.66500 01/24/24-10Y LCH Derivative-interest rate US $-12K – -0.00
RFR USD SOFR/3.68400 01/03/24-10Y LCH Derivative-interest rate US $33K – 0.00
RFR USD SOFR/3.73000 08/03/23-10Y LCH Derivative-interest rate US $-53K – -0.00
RFR USD SOFR/3.73500 08/07/23-10Y LCH Derivative-interest rate US $-59K – -0.00
RFR USD SOFR/3.75000 01/02/24-10Y LCH Derivative-interest rate US $32K – 0.00
RFR USD SOFR/3.75000 06/20/24-10Y CME Derivative-interest rate US $262K – 0.02
RFR USD SOFR/3.75000 06/20/24-10Y LCH Derivative-interest rate US $1M – 0.08
RFR USD SOFR/3.75000 06/20/24-5Y CME Derivative-interest rate US $1M – 0.11
RFR USD SOFR/3.75000 06/20/24-5Y LCH Derivative-interest rate US $-5M – -0.37
RFR USD SOFR/3.75000 06/20/24-7Y CME Derivative-interest rate US $-278K – -0.02
RFR USD SOFR/3.75000 06/20/24-7Y LCH Derivative-interest rate US $638K – 0.05
RFR USD SOFR/3.75000 09/18/24-10Y LCH Derivative-interest rate US $-32K – -0.00
RFR USD SOFR/3.75000 09/18/24-2Y LCH Derivative-interest rate US $-417K – -0.03
RFR USD SOFR/3.75000 12/18/24-10Y CME Derivative-interest rate US $-165K – -0.01
RFR USD SOFR/3.75000 12/18/24-10Y LCH Derivative-interest rate US $-6K – -0.00
RFR USD SOFR/3.75000 12/18/24-5Y CME Derivative-interest rate US $834K – 0.07
RFR USD SOFR/3.75000 12/18/24-5Y LCH Derivative-interest rate US $-372K – -0.03
RFR USD SOFR/3.75000 12/20/23-5Y CME Derivative-interest rate US $969K – 0.08
RFR USD SOFR/3.75000 12/20/23-5Y LCH Derivative-interest rate US $816K – 0.06
RFR USD SOFR/3.81000 01/02/24-10Y LCH Derivative-interest rate US $18K – 0.00
RFR USD SOFR/3.83000 10/12/23-30Y LCH Derivative-interest rate US $177.25 – 0.00
RFR USD SOFR/3.84200 12/26/23-10Y LCH Derivative-interest rate US $23K – 0.00
RFR USD SOFR/3.85400 12/29/23-10Y LCH Derivative-interest rate US $41K – 0.00
RFR USD SOFR/3.86000 02/21/24-10Y LCH Derivative-interest rate US $-18K – -0.00
RFR USD SOFR/3.87000 10/17/23-30Y LCH Derivative-interest rate US $9K – 0.00
RFR USD SOFR/3.88000 10/16/23-30Y LCH Derivative-interest rate US $4K – 0.00
RFR USD SOFR/3.90000 04/15/24-10Y LCH Derivative-interest rate US $-9K – -0.00
RFR USD SOFR/3.94000 02/22/24-5Y LCH Derivative-interest rate US $-97K – -0.01
RFR USD SOFR/3.95000 04/16/24-10Y LCH Derivative-interest rate US $-6K – -0.00
RFR USD SOFR/3.95000 12/19/23-10Y LCH Derivative-interest rate US $17K – 0.00
RFR USD SOFR/4.03000 10/04/23-10Y LCH Derivative-interest rate US $-3K – -0.00
RFR USD SOFR/4.03000 12/15/23-10Y LCH Derivative-interest rate US $4K – 0.00
RFR USD SOFR/4.07800 04/29/24-10Y LCH Derivative-interest rate US $17K – 0.00
RFR USD SOFR/4.08000 04/17/24-10Y LCH Derivative-interest rate US $8K – 0.00
RFR USD SOFR/4.08000 06/05/24-10Y LCH Derivative-interest rate US $-21K – -0.00
RFR USD SOFR/4.08500 04/22/24-10Y LCH Derivative-interest rate US $8K – 0.00
RFR USD SOFR/4.09000 04/30/24-10Y LCH Derivative-interest rate US $60K – 0.00
RFR USD SOFR/4.13000 05/03/24-10Y LCH Derivative-interest rate US $37K – 0.00
RFR USD SOFR/4.16500 09/27/23-10Y LCH Derivative-interest rate US $17K – 0.00
RFR USD SOFR/4.17000 10/03/23-10Y LCH Derivative-interest rate US $25K – 0.00
RFR USD SOFR/4.17500 10/10/23-10Y LCH Derivative-interest rate US $16K – 0.00
RFR USD SOFR/4.20000 05/06/24-10Y LCH Derivative-interest rate US $82K – 0.01
RFR USD SOFR/4.22000 10/20/23-10Y LCH Derivative-interest rate US $20K – 0.00
RFR USD SOFR/4.23000 10/23/23-10Y LCH Derivative-interest rate US $15K – 0.00
RFR USD SOFR/4.25000 11/22/23-10Y LCH Derivative-interest rate US $-40K – -0.00
RFR USD SOFR/4.25500 10/23/23-10Y LCH Derivative-interest rate US $17K – 0.00
RFR USD SOFR/4.45000 10/31/23-10Y LCH Derivative-interest rate US $47K – 0.00
RFR USD SOFR/4.45464 09/03/24-2Y* CME Derivative-interest rate US $124K – 0.01
RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 (RIO OIL FINANCE TRUST SERIES 2014-3) Long Debt US $313K – 0.02
ROCHESTER FINANCING ROFIN 3 A REGS (ROCHESTER FINANCING NO 3 PLC) Long ABS-mortgage backed security GB $2M – 0.12
ROMANIA GOVERNMENT BOND BONDS 01/28 4.15 (ROMANIA GOVT) Long Debt RO $7M – 0.56
ROMANIA GOVERNMENT BOND BONDS 02/29 5 (ROMANIA GOVT) Long Debt RO $2M – 0.17
ROMANIA GOVERNMENT BOND BONDS 02/38 7.9 (ROMANIA GOVT) Long Debt RO $2M – 0.19
ROMANIA GOVERNMENT BOND BONDS 04/31 7.35 (ROMANIA GOVT) Long Debt RO $2M – 0.15
ROMANIA GOVERNMENT BOND BONDS 04/36 4.25 (ROMANIA GOVT) Long Debt RO $10M – 0.76
ROMANIA GOVERNMENT BOND BONDS 07/29 4.85 (ROMANIA GOVT) Long Debt RO $7M – 0.57
ROMANIA GOVERNMENT BOND BONDS 10/34 4.75 (ROMANIA GOVT) Long Debt RO $5M – 0.40
ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) Long Debt RO $3M – 0.26
ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT) Long Debt RO $3M – 0.26
SAXON ASSET SECURITIES TRUST SAST 2007 3 2A3 (SAXON ASSET SECURITIES TRUST 2007-3) Long ABS-mortgage backed security US $3M – 0.23
SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1 (SEQUOIA MORTGAGE TRUST 2007-1) Long ABS-mortgage backed security US $11K – 0.00
SERBIA TREASURY BONDS BONDS 08/32 4.5 (SERBIA GOVT) Long Debt RS $3M – 0.23
SINGAPORE GOVERNMENT SR UNSECURED 10/51 1.875 (SINGAPORE GOVT) Long Debt SG $2M – 0.17
SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25 (SINGAPORE GOVT) Long Debt SG $6M – 0.44
SOCAR TURKEY ENERJI AS EUR TERM LOAN (SOCAR TURKEY ENERJI ANONIM SIRKETI) Long Loan TR $9M – 0.70
SOLD AED BOUGHT USD 20240918 Derivative-foreign exchange $-232.84 – -0.00
SOLD AUD BOUGHT USD 20240702 Derivative-foreign exchange AU $173.02 – 0.00
SOLD AUD BOUGHT USD 20240702 Derivative-foreign exchange AU $-820.25 – -0.00
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $2M – 0.16
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $1M – 0.09
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $883K – 0.07
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $832K – 0.07
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $588K – 0.05
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $280K – 0.02
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $274K – 0.02
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $262K – 0.02
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $216K – 0.02
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $193K – 0.02
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $189K – 0.02
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $165K – 0.01
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $111K – 0.01
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $82K – 0.01
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $74K – 0.01
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $64K – 0.01
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $51K – 0.00
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $51K – 0.00
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $50K – 0.00
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $40K – 0.00
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $6K – 0.00
SOLD BRL BOUGHT USD 20240802 Derivative-foreign exchange BR $118K – 0.01
SOLD BRL BOUGHT USD 20240802 Derivative-foreign exchange BR $51K – 0.00
SOLD BRL BOUGHT USD 20240802 Derivative-foreign exchange BR $47K – 0.00
SOLD BRL BOUGHT USD 20240802 Derivative-foreign exchange BR $43K – 0.00
SOLD BRL BOUGHT USD 20250402 Derivative-foreign exchange BR $113K – 0.01
SOLD BRL BOUGHT USD 20250402 Derivative-foreign exchange BR $65K – 0.01
SOLD BRL BOUGHT USD 20250402 Derivative-foreign exchange BR $62K – 0.00
SOLD BRL BOUGHT USD 20250402 Derivative-foreign exchange BR $51K – 0.00
SOLD BRL BOUGHT USD 20250402 Derivative-foreign exchange BR $13K – 0.00
SOLD BRL BOUGHT USD 20250402 Derivative-foreign exchange BR $5K – 0.00
SOLD CAD BOUGHT USD 20240702 Derivative-foreign exchange CA $47K – 0.00
SOLD CAD BOUGHT USD 20240802 Derivative-foreign exchange CA $-4K – -0.00
SOLD CHF BOUGHT USD 20240702 Derivative-foreign exchange CH $-191.93 – -0.00
SOLD CHF BOUGHT USD 20240702 Derivative-foreign exchange CH $-10K – -0.00
SOLD CHF BOUGHT USD 20240702 Derivative-foreign exchange CH $-46K – -0.00
SOLD CHF BOUGHT USD 20240802 Derivative-foreign exchange CH $4K – 0.00
SOLD CLP BOUGHT USD 20240701 Derivative-foreign exchange CL $-10K – -0.00
SOLD CLP BOUGHT USD 20240701 Derivative-foreign exchange CL $-34K – -0.00
SOLD CLP BOUGHT USD 20240703 Derivative-foreign exchange CL $78K – 0.01
SOLD CLP BOUGHT USD 20240703 Derivative-foreign exchange CL $77K – 0.01
SOLD CLP BOUGHT USD 20240711 Derivative-foreign exchange CL $218K – 0.02
SOLD CLP BOUGHT USD 20240711 Derivative-foreign exchange CL $158K – 0.01
SOLD CLP BOUGHT USD 20240724 Derivative-foreign exchange CL $-21K – -0.00
SOLD CLP BOUGHT USD 20240923 Derivative-foreign exchange CL $-2K – -0.00
SOLD CLP BOUGHT USD 20240923 Derivative-foreign exchange CL $-8K – -0.00
SOLD CNH BOUGHT USD 20240920 Derivative-foreign exchange CN $1K – 0.00
SOLD CNH BOUGHT USD 20240920 Derivative-foreign exchange CN $767.62 – 0.00
SOLD CNH BOUGHT USD 20241025 Derivative-foreign exchange CN $31K – 0.00
SOLD CNH BOUGHT USD 20241025 Derivative-foreign exchange CN $22K – 0.00
SOLD CNH BOUGHT USD 20241025 Derivative-foreign exchange CN $13K – 0.00
SOLD CNH BOUGHT USD 20241025 Derivative-foreign exchange CN $240.43 – 0.00
SOLD CNH BOUGHT USD 20241210 Derivative-foreign exchange CN $42K – 0.00
SOLD CNH BOUGHT USD 20241210 Derivative-foreign exchange CN $22K – 0.00
SOLD CNH BOUGHT USD 20250116 Derivative-foreign exchange CN $31K – 0.00
SOLD CNH BOUGHT USD 20250218 Derivative-foreign exchange CN $11K – 0.00
SOLD CNY BOUGHT USD 20240705 Derivative-foreign exchange CN $4K – 0.00
SOLD CNY BOUGHT USD 20240806 Derivative-foreign exchange CN $19.27 – 0.00
SOLD COP BOUGHT USD 20240712 Derivative-foreign exchange CO $7K – 0.00
SOLD COP BOUGHT USD 20240815 Derivative-foreign exchange CO $555K – 0.04
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $194K – 0.02
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $167K – 0.01
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $34K – 0.00
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $-3K – -0.00
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $-9K – -0.00
SOLD CZK BOUGHT USD 20240719 Derivative-foreign exchange CZ $109K – 0.01
SOLD CZK BOUGHT USD 20240719 Derivative-foreign exchange CZ $35K – 0.00
SOLD CZK BOUGHT USD 20240719 Derivative-foreign exchange CZ $7K – 0.00
SOLD DOP BOUGHT USD 20240705 Derivative-foreign exchange $112K – 0.01
SOLD DOP BOUGHT USD 20240711 Derivative-foreign exchange $-44K – -0.00
SOLD DOP BOUGHT USD 20240718 Derivative-foreign exchange $10K – 0.00
SOLD DOP BOUGHT USD 20240815 Derivative-foreign exchange $3K – 0.00
SOLD DOP BOUGHT USD 20240822 Derivative-foreign exchange $-11K – -0.00
SOLD DOP BOUGHT USD 20240829 Derivative-foreign exchange $-46K – -0.00
SOLD DOP BOUGHT USD 20240906 Derivative-foreign exchange $-59K – -0.00
SOLD DOP BOUGHT USD 20240912 Derivative-foreign exchange $-66K – -0.01
SOLD EGP BOUGHT USD 20240814 Derivative-foreign exchange EG $9K – 0.00
SOLD EGP BOUGHT USD 20240814 Derivative-foreign exchange EG $5K – 0.00
SOLD EGP BOUGHT USD 20241216 Derivative-foreign exchange EG $-280.57 – -0.00
SOLD EGP BOUGHT USD 20241216 Derivative-foreign exchange EG $-280.85 – -0.00
SOLD EGP BOUGHT USD 20241216 Derivative-foreign exchange EG $-31K – -0.00
SOLD EGP BOUGHT USD 20241216 Derivative-foreign exchange EG $-186K – -0.01
SOLD EGP BOUGHT USD 20241216 Derivative-foreign exchange EG $-316K – -0.03
SOLD EGP BOUGHT USD 20241216 Derivative-foreign exchange EG $-363K – -0.03
SOLD EUR BOUGHT USD 20240702 Derivative-foreign exchange $1M – 0.09
SOLD EUR BOUGHT USD 20240702 Derivative-foreign exchange $88K – 0.01
SOLD EUR BOUGHT USD 20240702 Derivative-foreign exchange $74K – 0.01
SOLD EUR BOUGHT USD 20240702 Derivative-foreign exchange $-2K – -0.00
SOLD EUR BOUGHT USD 20240802 Derivative-foreign exchange $18K – 0.00
SOLD EUR BOUGHT USD 20240802 Derivative-foreign exchange $-3K – -0.00
SOLD EUR BOUGHT USD 20240826 Derivative-foreign exchange $678K – 0.05
SOLD EUR BOUGHT USD 20240826 Derivative-foreign exchange $18K – 0.00
SOLD EUR BOUGHT USD 20240911 Derivative-foreign exchange $38K – 0.00
SOLD EUR BOUGHT USD 20240911 Derivative-foreign exchange $24K – 0.00
SOLD GBP BOUGHT USD 20240702 Derivative-foreign exchange GB $395K – 0.03
SOLD GBP BOUGHT USD 20240702 Derivative-foreign exchange GB $6K – 0.00
SOLD GBP BOUGHT USD 20240802 Derivative-foreign exchange GB $20K – 0.00
SOLD HUF BOUGHT USD 20240719 Derivative-foreign exchange HU $11K – 0.00
SOLD HUF BOUGHT USD 20240719 Derivative-foreign exchange HU $-82.92 – -0.00
SOLD HUF BOUGHT USD 20240719 Derivative-foreign exchange HU $-117K – -0.01
SOLD IDR BOUGHT USD 20240726 Derivative-foreign exchange ID $14K – 0.00
SOLD IDR BOUGHT USD 20240726 Derivative-foreign exchange ID $7K – 0.00
SOLD IDR BOUGHT USD 20240726 Derivative-foreign exchange ID $60.63 – 0.00
SOLD IDR BOUGHT USD 20240726 Derivative-foreign exchange ID $-7K – -0.00
SOLD INR BOUGHT USD 20240715 Derivative-foreign exchange IN $-110K – -0.01
SOLD INR BOUGHT USD 20240918 Derivative-foreign exchange IN $-4K – -0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $7K – 0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $5K – 0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $3K – 0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $-713.76 – -0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $-1K – -0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $-2K – -0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $-3K – -0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $-4K – -0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $-4K – -0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $-8K – -0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $-9K – -0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $-37K – -0.00
SOLD JPY BOUGHT USD 20240702 Derivative-foreign exchange JP $335K – 0.03
SOLD JPY BOUGHT USD 20240702 Derivative-foreign exchange JP $77K – 0.01
SOLD JPY BOUGHT USD 20240702 Derivative-foreign exchange JP $14K – 0.00
SOLD JPY BOUGHT USD 20240710 Derivative-foreign exchange JP $132K – 0.01
SOLD JPY BOUGHT USD 20241031 Derivative-foreign exchange JP $88K – 0.01
SOLD JPY BOUGHT USD 20241107 Derivative-foreign exchange JP $440K – 0.03
SOLD KES BOUGHT USD 20240708 Derivative-foreign exchange $-2K – -0.00
SOLD KES BOUGHT USD 20240821 Derivative-foreign exchange $508.58 – 0.00
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $1K – 0.00
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $1K – 0.00
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $563.51 – 0.00
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $499.9 – 0.00
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $380.51 – 0.00
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $239.55 – 0.00
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $-71.94 – -0.00
SOLD KWD BOUGHT USD 20290502 Derivative-foreign exchange $194K – 0.02
SOLD KWD BOUGHT USD 20290503 Derivative-foreign exchange $194K – 0.02
SOLD KWD BOUGHT USD 20290507 Derivative-foreign exchange $194K – 0.02
SOLD KWD BOUGHT USD 20290508 Derivative-foreign exchange $135K – 0.01
SOLD KZT BOUGHT USD 20240926 Derivative-foreign exchange KZ $8K – 0.00
SOLD KZT BOUGHT USD 20240930 Derivative-foreign exchange KZ $24K – 0.00
SOLD KZT BOUGHT USD 20240930 Derivative-foreign exchange KZ $22K – 0.00
SOLD MXN BOUGHT USD 20240710 Derivative-foreign exchange MX $8K – 0.00
SOLD MXN BOUGHT USD 20240918 Derivative-foreign exchange MX $-8K – -0.00
SOLD MXN BOUGHT USD 20240918 Derivative-foreign exchange MX $-96K – -0.01
SOLD MXN BOUGHT USD 20240918 Derivative-foreign exchange MX $-124K – -0.01
SOLD MXN BOUGHT USD 20240918 Derivative-foreign exchange MX $-141K – -0.01
SOLD MXN BOUGHT USD 20240918 Derivative-foreign exchange MX $-147K – -0.01
SOLD MYR BOUGHT USD 20240717 Derivative-foreign exchange MY $678.48 – 0.00
SOLD MYR BOUGHT USD 20240717 Derivative-foreign exchange MY $-358.3 – -0.00
SOLD MYR BOUGHT USD 20240717 Derivative-foreign exchange MY $-5K – -0.00
SOLD NGN BOUGHT USD 20240719 Derivative-foreign exchange NG $103K – 0.01
SOLD NGN BOUGHT USD 20240807 Derivative-foreign exchange NG $35K – 0.00
SOLD NOK BOUGHT USD 20240702 Derivative-foreign exchange NO $4K – 0.00
SOLD NOK BOUGHT USD 20240702 Derivative-foreign exchange NO $763.01 – 0.00
SOLD NZD BOUGHT USD 20240702 Derivative-foreign exchange NZ $42K – 0.00
SOLD NZD BOUGHT USD 20240802 Derivative-foreign exchange NZ $4K – 0.00
SOLD NZD BOUGHT USD 20240802 Derivative-foreign exchange NZ $2K – 0.00
SOLD NZD BOUGHT USD 20240802 Derivative-foreign exchange NZ $1K – 0.00
SOLD PEN BOUGHT USD 20240705 Derivative-foreign exchange PE $172K – 0.01
SOLD PEN BOUGHT USD 20240722 Derivative-foreign exchange PE $590K – 0.05
SOLD PEN BOUGHT USD 20240722 Derivative-foreign exchange PE $190K – 0.02
SOLD PEN BOUGHT USD 20240730 Derivative-foreign exchange PE $46K – 0.00
SOLD PEN BOUGHT USD 20240917 Derivative-foreign exchange PE $61K – 0.00
SOLD PEN BOUGHT USD 20240918 Derivative-foreign exchange PE $339K – 0.03
SOLD PEN BOUGHT USD 20240918 Derivative-foreign exchange PE $287K – 0.02
SOLD PEN BOUGHT USD 20240918 Derivative-foreign exchange PE $152K – 0.01
SOLD PEN BOUGHT USD 20240918 Derivative-foreign exchange PE $30K – 0.00
SOLD PEN BOUGHT USD 20240918 Derivative-foreign exchange PE $6K – 0.00
SOLD PHP BOUGHT USD 20240920 Derivative-foreign exchange PH $-29K – -0.00
SOLD PHP BOUGHT USD 20240920 Derivative-foreign exchange PH $-30K – -0.00
SOLD PLN BOUGHT USD 20240702 Derivative-foreign exchange PL $5K – 0.00
SOLD PLN BOUGHT USD 20240702 Derivative-foreign exchange PL $854.76 – 0.00
SOLD PLN BOUGHT USD 20240702 Derivative-foreign exchange PL $-2K – -0.00
SOLD PLN BOUGHT USD 20240702 Derivative-foreign exchange PL $-113K – -0.01
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $40K – 0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $34K – 0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $11K – 0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $6K – 0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $3K – 0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $1K – 0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $116.62 – 0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $-3K – -0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $-17K – -0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $-28K – -0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $-34K – -0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $-44K – -0.00
SOLD PLN BOUGHT USD 20240826 Derivative-foreign exchange PL $-811K – -0.06
SOLD PLN BOUGHT USD 20240911 Derivative-foreign exchange PL $-94K – -0.01
SOLD RON BOUGHT USD 20240719 Derivative-foreign exchange RO $8K – 0.00
SOLD RON BOUGHT USD 20240719 Derivative-foreign exchange RO $-829.06 – -0.00
SOLD SEK BOUGHT USD 20240702 Derivative-foreign exchange SE $-4K – -0.00
SOLD SEK BOUGHT USD 20240802 Derivative-foreign exchange SE $3K – 0.00
SOLD SGD BOUGHT USD 20240702 Derivative-foreign exchange SG $32K – 0.00
SOLD SGD BOUGHT USD 20240702 Derivative-foreign exchange SG $16K – 0.00
SOLD SGD BOUGHT USD 20240702 Derivative-foreign exchange SG $9K – 0.00
SOLD SGD BOUGHT USD 20240702 Derivative-foreign exchange SG $1K – 0.00
SOLD SGD BOUGHT USD 20240802 Derivative-foreign exchange SG $-2K – -0.00
SOLD THB BOUGHT USD 20240717 Derivative-foreign exchange TH $12K – 0.00
SOLD THB BOUGHT USD 20240717 Derivative-foreign exchange TH $-3K – -0.00
SOLD THB BOUGHT USD 20240717 Derivative-foreign exchange TH $-16K – -0.00
SOLD TRY BOUGHT USD 20240708 Derivative-foreign exchange TR $-16K – -0.00
SOLD TRY BOUGHT USD 20240719 Derivative-foreign exchange TR $-16K – -0.00
SOLD TRY BOUGHT USD 20240722 Derivative-foreign exchange TR $-322.41 – -0.00
SOLD TRY BOUGHT USD 20240726 Derivative-foreign exchange TR $-6K – -0.00
SOLD TRY BOUGHT USD 20240726 Derivative-foreign exchange TR $-16K – -0.00
SOLD TRY BOUGHT USD 20240805 Derivative-foreign exchange TR $-37K – -0.00
SOLD TRY BOUGHT USD 20240807 Derivative-foreign exchange TR $-10K – -0.00
SOLD TRY BOUGHT USD 20240820 Derivative-foreign exchange TR $-2K – -0.00
SOLD TRY BOUGHT USD 20240823 Derivative-foreign exchange TR $-1K – -0.00
SOLD TRY BOUGHT USD 20240823 Derivative-foreign exchange TR $-2K – -0.00
SOLD TRY BOUGHT USD 20240826 Derivative-foreign exchange TR $-118K – -0.01
SOLD TRY BOUGHT USD 20240828 Derivative-foreign exchange TR $-4K – -0.00
SOLD TRY BOUGHT USD 20241004 Derivative-foreign exchange TR $-89K – -0.01
SOLD TRY BOUGHT USD 20241104 Derivative-foreign exchange TR $-39K – -0.00
SOLD TRY BOUGHT USD 20250106 Derivative-foreign exchange TR $-70K – -0.01
SOLD TRY BOUGHT USD 20250108 Derivative-foreign exchange TR $-66K – -0.01
SOLD TRY BOUGHT USD 20250110 Derivative-foreign exchange TR $-66K – -0.01
SOLD TRY BOUGHT USD 20250129 Derivative-foreign exchange TR $-15K – -0.00
SOLD TRY BOUGHT USD 20250129 Derivative-foreign exchange TR $-21K – -0.00
SOLD TRY BOUGHT USD 20250129 Derivative-foreign exchange TR $-81K – -0.01
SOLD TRY BOUGHT USD 20250404 Derivative-foreign exchange TR $-73K – -0.01
SOLD TRY BOUGHT USD 20250502 Derivative-foreign exchange TR $-41K – -0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $3K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $3K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $2K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $2K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $2K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $2K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $2K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $1K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $1K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $980.27 – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $956.17 – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $509.87 – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $363.3 – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $298.98 – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $74.74 – 0.00
SOLD UGX BOUGHT USD 20240812 Derivative-foreign exchange $-25K – -0.00
SOLD UGX BOUGHT USD 20250210 Derivative-foreign exchange $-42K – -0.00
SOLD UGX BOUGHT USD 20250210 Derivative-foreign exchange $-42K – -0.00
SOLD UGX BOUGHT USD 20250212 Derivative-foreign exchange $-25K – -0.00
SOLD UGX BOUGHT USD 20250220 Derivative-foreign exchange $-37K – -0.00
SOLD UGX BOUGHT USD 20250220 Derivative-foreign exchange $-38K – -0.00
SOLD UYU BOUGHT USD 20240701 Derivative-foreign exchange $49K – 0.00
SOLD UYU BOUGHT USD 20240701 Derivative-foreign exchange $22K – 0.00
SOLD UYU BOUGHT USD 20240701 Derivative-foreign exchange $465.37 – 0.00
SOLD UYU BOUGHT USD 20240701 Derivative-foreign exchange $-3K – -0.00
SOLD UYU BOUGHT USD 20240701 Derivative-foreign exchange $-7K – -0.00
SOLD UYU BOUGHT USD 20240715 Derivative-foreign exchange $37K – 0.00
SOLD UYU BOUGHT USD 20240715 Derivative-foreign exchange $19K – 0.00
SOLD UYU BOUGHT USD 20240722 Derivative-foreign exchange $6K – 0.00
SOLD UYU BOUGHT USD 20240722 Derivative-foreign exchange $6K – 0.00
SOLD UYU BOUGHT USD 20240724 Derivative-foreign exchange $5K – 0.00
SOLD UYU BOUGHT USD 20240904 Derivative-foreign exchange $10K – 0.00
SOLD UYU BOUGHT USD 20240904 Derivative-foreign exchange $7K – 0.00
SOLD UYU BOUGHT USD 20240916 Derivative-foreign exchange $49K – 0.00
SOLD ZAR BOUGHT USD 20240719 Derivative-foreign exchange ZA $-326.01 – -0.00
SOLD ZAR BOUGHT USD 20240719 Derivative-foreign exchange ZA $-15K – -0.00
SOLD ZAR BOUGHT USD 20240719 Derivative-foreign exchange ZA $-54K – -0.00
SOLD ZAR BOUGHT USD 20240719 Derivative-foreign exchange ZA $-249K – -0.02
SOLD ZMW BOUGHT USD 20241115 Derivative-foreign exchange $-74K – -0.01
SOLD ZMW BOUGHT USD 20241115 Derivative-foreign exchange $-79K – -0.01
SOUTH AFRICA EM SP BRC Derivative-credit US $-153K – -0.01
SOUTH AFRICA EM SP BRC Derivative-credit US $-330K – -0.03
SOUTH AFRICA EM SP JPM Derivative-credit US $-177K – -0.01
SOUTH AFRICA EM SP MYC Derivative-credit US $-167K – -0.01
SOUTH KOREA GOVT AS BP BRC Derivative-credit US $-373K – -0.03
STATE OIL COM OF AZER REPUBLIC 2019 TERM LOAN A (STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC) Long Loan AZ $2M – 0.14
STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) Long ABS-mortgage backed security US $24K – 0.00
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-2) Long ABS-mortgage backed security US $28K – 0.00
STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 1A1 (STRUCTURED ASSET MTG INV INC 2007-AR2) Long ABS-mortgage backed security US $897K – 0.07
SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/26 6 (SUNAC CHINA HOLDINGS LIMITED) Long Debt KY $18K – 0.00
SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.25 (SUNAC CHINA HOLDINGS LIMITED) Long Debt KY $16K – 0.00
SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.5 (SUNAC CHINA HOLDINGS LIMITED) Long Debt KY $30K – 0.00
SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/28 6.75 (SUNAC CHINA HOLDINGS LIMITED) Long Debt KY $42K – 0.00
SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/29 7 (SUNAC CHINA HOLDINGS LIMITED) Long Debt KY $37K – 0.00
SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/30 7.25 (SUNAC CHINA HOLDINGS LIMITED) Long Debt KY $17K – 0.00
SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/32 1 (SUNAC CHINA HOLDINGS LIMITED) Long Debt KY $27K – 0.00
TANZANIA EUR TERM LOAN (TANZANIA GOVT) Long Loan TZ $3M – 0.27
TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A5B (TBW MTGE BACKED PASS THRU CERT 2006-6) Long ABS-mortgage backed security US $287K – 0.02
THAILAND GOVERNMENT BOND BONDS 06/36 3.4 (THAILAND GOVT) Long Debt TH $4M – 0.30
THAILAND GOVERNMENT BOND BONDS 06/38 3.3 (THAILAND GOVT) Long Debt TH $3M – 0.26
THAILAND GOVERNMENT BOND BONDS 06/42 2 (THAILAND GOVT) Long Debt TH $2M – 0.13
THAILAND GOVERNMENT BOND BONDS 06/46 2.875 (THAILAND GOVT) Long Debt TH $581K – 0.05
THAILAND GOVERNMENT BOND SR UNSECURED 06/37 3.39 (THAILAND GOVT) Long Debt TH $7M – 0.59
THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45 (THAILAND GOVT) Long Debt TH $13M – 1.03
THAILAND GOVERNMENT BOND SR UNSECURED 06/55 4 (THAILAND GOVT) Long Debt TH $3M – 0.27
THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) Long ABS-mortgage backed security US $222K – 0.02
TITULOS DE TESORERIA BONDS 02/33 13.25 (COLOMBIAN GOVT) Long Debt CO $4M – 0.28
TITULOS DE TESORERIA BONDS 05/42 9.25 (COLOMBIAN GOVT) Long Debt CO $13M – 1.04
TITULOS DE TESORERIA BONDS 07/36 6.25 (COLOMBIAN GOVT) Long Debt CO $15M – 1.16
TITULOS DE TESORERIA BONDS 10/50 7.25 (COLOMBIAN GOVT) Long Debt CO $375K – 0.03
TOWER BRIDGE FUNDING TWRBG 2022 1X A REGS (TOWER BRIDGE FUNDING PLC 2022-1X) Long ABS-mortgage backed security GB $710K – 0.06
TRANSNET SOC LTD GOVT GUARANT REGS 03/29 10 Long Debt ZA $5M – 0.42
TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) Long Debt US $7M – 0.55
TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) Long Debt US $56K – 0.00
TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) Long Debt US $993.47 – 0.00
TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) Long Debt US $9M – 0.71
TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) Long Debt US $714K – 0.06
TURKEY EM BP CBK Derivative-credit US $-2K – -0.00
TURKIYE GOVERNMENT BOND BONDS 02/26 37 (TURKEY GOVT) Long Debt TR $422K – 0.03
TURKIYE GOVERNMENT BOND BONDS 05/28 VAR (TURKEY GOVT) Long Debt TR $13M – 1.05
TURKIYE GOVERNMENT BOND BONDS 10/33 26.2 (TURKEY GOVT) Long Debt TR $13M – 1.01
US 10YR NOTE (CBT)SEP24 XCBT 20240919 Derivative-interest rate US $29K – 0.00
US 10YR ULTRA FUT SEP24 XCBT 20240919 Derivative-interest rate US $30K – 0.00
US 2YR NOTE (CBT) SEP24 XCBT 20240930 Derivative-interest rate US $-101K – -0.01
US 5YR NOTE (CBT) SEP24 XCBT 20240930 Derivative-interest rate US $21K – 0.00
US LONG BOND(CBT) SEP24 XCBT 20240919 Derivative-interest rate US $3K – 0.00
US ULTRA BOND CBT SEP24 XCBT 20240919 Derivative-interest rate US $35K – 0.00
VALE SA SUBORDINATED 12/49 VAR Long Debt BR $7M – 0.57
VENTURE CDO LTD VENTR 2019 36A A1AR 144A (VENTURE 36 CLO LTD) Long ABS-collateralized bond/debt obligation KY $4M – 0.32
VOYA CLO LTD VOYA 2017 1A A1R 144A (VOYA CLO LTD 2017-1A) Long ABS-collateralized bond/debt obligation KY $1M – 0.10
WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A3 (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) Long ABS-mortgage backed security US $4M – 0.32
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A (WASHINGTON MUTUAL 2004-RP1) Long ABS-mortgage backed security US $170K – 0.01
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1 (WASHINGTON MUTUAL 2006-AR10) Long ABS-mortgage backed security US $28K – 0.00
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 (WASHINGTON MUTUAL 2006-AR16) Long ABS-mortgage backed security US $23K – 0.00
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 (WASHINGTON MUTUAL 2006-AR18) Long ABS-mortgage backed security US $35K – 0.00
WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) Long ABS-mortgage backed security GB $720K – 0.06
WARWICK FINANCE RESIDENTIAL MO WARW 3A RRC 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) Long ABS-mortgage backed security GB $51K – 0.00
WELLS FARGO HOME EQUITY TRUST WFHET 2007 1 A3 (WELLS FARGO HOME EQUITY TRUST 2007-1) Long ABS-mortgage backed security US $2M – 0.14
WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1 (WELLS FARGO MTGE BK SEC TR 2006-AR15) Long ABS-mortgage backed security US $429K – 0.03
YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6 (YINSON PRODUCTION FINANCIAL SERVICES PTE LTD) Long Debt SG $2M – 0.14
ZAMBIA GOVERNMENT BOND BONDS 01/29 22 (ZAMBIA GOVT) Long Debt ZM $125K – 0.01
ZAMBIA GOVERNMENT BOND BONDS 01/31 23 (ZAMBIA GOVT) Long Debt ZM $1M – 0.08
ZAMBIA GOVERNMENT BOND BONDS 04/25 11 (ZAMBIA GOVT) Long Debt ZM $261K – 0.02
ZAMBIA GOVERNMENT BOND BONDS 05/28 12 (ZAMBIA GOVT) Long Debt ZM $110K – 0.01
ZAMBIA GOVERNMENT BOND BONDS 07/25 12 (ZAMBIA GOVT) Long Debt ZM $759K – 0.06
ZCS BRL 10.044 01/04/24-01/02/29 CME Derivative-interest rate BR $-919K – -0.07
ZCS BRL 10.07589 06/30/23-01/04/27 CME Derivative-interest rate BR $-2M – -0.14
ZCS BRL 10.16395 07/07/23-01/02/26 CME Derivative-interest rate BR $65K – 0.01
ZCS BRL 10.225 04/10/24-01/04/27 CME Derivative-interest rate BR $-266K – -0.02
ZCS BRL 10.235 04/10/24-01/04/27 CME Derivative-interest rate BR $-264K – -0.02
ZCS BRL 10.38603 07/31/23-01/02/29 CME Derivative-interest rate BR $-34K – -0.00
ZCS BRL 10.52868 09/26/23-01/02/26 CME Derivative-interest rate BR $468K – 0.04
ZCS BRL 10.565 05/03/24-01/04/27 CME Derivative-interest rate BR $-278K – -0.02
ZCS BRL 10.6021 06/05/23-01/04/27 CME Derivative-interest rate BR $-352K – -0.03
ZCS BRL 10.66 06/18/24-01/02/25 CME Derivative-interest rate BR $-24K – -0.00
ZCS BRL 10.67143 04/15/24-01/04/27 CME Derivative-interest rate BR $521K – 0.04
ZCS BRL 10.6908 10/26/23-01/02/26 CME Derivative-interest rate BR $-472K – -0.04
ZCS BRL 10.76768 11/03/23-01/04/27 CME Derivative-interest rate BR $132K – 0.01
ZCS BRL 10.79158 09/29/23-01/04/27 CME Derivative-interest rate BR $-586K – -0.05
ZCS BRL 10.81073 07/14/23-01/02/25 CME Derivative-interest rate BR $-260K – -0.02
ZCS BRL 10.88 04/16/24-01/04/27 CME Derivative-interest rate BR $698K – 0.06
ZCS BRL 10.9431 05/17/24-01/04/27 CME Derivative-interest rate BR $303K – 0.02
ZCS BRL 10.98 04/17/24-01/04/27 CME Derivative-interest rate BR $-309K – -0.02
ZCS BRL 11.06353 10/24/23-01/04/27 CME Derivative-interest rate BR $-220K – -0.02
ZCS BRL 11.1325 06/03/24-01/04/27 CME Derivative-interest rate BR $221K – 0.02
ZCS BRL 11.16877 02/14/22-01/04/27 CME Derivative-interest rate BR $-967K – -0.08
ZCS BRL 11.6 06/18/24-01/04/27 CME Derivative-interest rate BR $117K – 0.01
ZCS BRL 11.6025 06/18/24-01/04/27 CME Derivative-interest rate BR $134K – 0.01
ZCS BRL 11.73583 06/13/24-01/04/27 CME Derivative-interest rate BR $81K – 0.01
ZCS BRL 11.9 06/26/24-01/03/33 CME Derivative-interest rate BR $45K – 0.00
ZCS BRL 11.94 06/18/24-01/03/33 CME Derivative-interest rate BR $-112K – -0.01
ZCS BRL 12.35 03/16/23-07/01/24 CME Derivative-interest rate BR $-47K – -0.00
ZCS BRL 12.49 03/13/23-07/01/24 CME Derivative-interest rate BR $-110K – -0.01
ZCS BRL 12.595 03/29/23-07/01/24 CME Derivative-interest rate BR $144K – 0.01
ZCS BRL 13.08 02/09/23-07/01/24 CME Derivative-interest rate BR $734K – 0.06
ZCS BRL 6.15106 03/03/20-01/04/27 CME Derivative-interest rate BR $-9M – -0.69
ZCS BRL 8.65408 05/15/19-01/04/27 CME Derivative-interest rate BR $-431K – -0.03
ZCS BRL 9.783 01/05/24-01/04/27 CME Derivative-interest rate BR $2M – 0.15
ZCS BRL 9.795 01/25/24-01/04/27 CME Derivative-interest rate BR $-649K – -0.05
ZCS BRL 9.80838 12/13/23-01/02/26 CME Derivative-interest rate BR $-1M – -0.09
ZCS BRL 9.815 03/13/24-01/04/27 CME Derivative-interest rate BR $-525K – -0.04
ZCS BRL 9.83243 03/13/24-01/04/27 CME Derivative-interest rate BR $-473K – -0.04
ZCS BRL 9.84 01/24/24-01/04/27 CME Derivative-interest rate BR $-688K – -0.05
ZCS BRL 9.84 02/02/24-01/04/27 CME Derivative-interest rate BR $822K – 0.07
ZCS BRL 9.84208 03/12/24-01/04/27 CME Derivative-interest rate BR $-889K – -0.07
ZCS BRL P 11.73014 10/21/22-01/02/25 GLM Derivative-interest rate BR $42K – 0.00
ZIRAAT TRANCHE B TERM LOAN (ZIRAAT DPR FINANCE CO) Long Loan US $4M – 0.31

Address

PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America

Websites

Directors

Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker

Transfer Agents

SS&C Global Investor & Distribution Solutions, Inc.

Pricing Services

Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings

Custodians

BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG

Shareholder Servicing Agents

SS&C Global Investor & Distribution Solutions, Inc.

Admins

Pacific Investment Management Company LLC
State Street Bank and Trust Company

Brokers

Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.