EatonVance > Global Macro Absolute Return Advantage Portfolio
Global Macro Absolute Return Advantage Portfolio
$2.25B
Avg Monthly Net Assets
$3.43B
Total Assets
$450.02M
Total Liabilities
$2.98B
Net Assets
Global Macro Absolute Return Advantage Portfolio is a Master-Feeder Fund in Global Macro Absolute Return Advantage Portfolio
from EatonVance,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $2.25B.
On September 27th, 2024 it reported 977 holdings, the largest
being Morgan Stanley & Co. LLC (4.3%), SERBIA TREASURY BONDS (3.3%) and Tanzania (2.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Global Macro Absolute Return Advantage Portfolio | C000091471 |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| a2 Milk Co Ltd/The | Short | Equity-common | NZ | $-3M | -685K | -0.11 |
| Air New Zealand Ltd | Short | Equity-common | NZ | $-811K | -2M | -0.03 |
| Albania Government International Bond (REPUBLIC OF ALBANIA) | Long | Debt | AL | $23M | – | 0.76 |
| Albania Government International Bond (REPUBLIC OF ALBANIA) | Long | Debt | AL | $1M | – | 0.04 |
| Albania Government International Bond (REPUBLIC OF ALBANIA) | Long | Debt | AL | $320K | – | 0.01 |
| Albanian Government Bond (ALBANIA GOVT BOND) | Long | Debt | AL | $14M | – | 0.46 |
| Albanian Government Bond (ALBANIA GOVT BOND) | Long | Debt | AL | $6M | – | 0.21 |
| Albanian Government Bond (ALBANIA GOVT BOND) | Long | Debt | AL | $4M | – | 0.15 |
| Albanian Government Bond (ALBANIA GOVT BOND) | Long | Debt | AL | $2M | – | 0.07 |
| Alior Bank SA | Long | Equity-common | PL | $2M | 69K | 0.06 |
| Allegro.eu SA | Long | Equity-common | LU | $3M | 361K | 0.11 |
| ALPHA HOLDING SA | Long | Debt | MX | $0 | – | – |
| Alpha Holding SA de CV | Long | Debt | MX | $40K | – | 0.00 |
| Alpha Holding SA de CV | Long | Debt | MX | $30K | – | 0.00 |
| ALPHA HOLDING, SA | Long | Debt | MX | $0 | – | – |
| Alpha Services and Holdings SA | Long | Equity-common | GR | $3M | 2M | 0.11 |
| AmRest Holdings SE | Long | Equity-common | ES | $404K | 65K | 0.01 |
| Angola Government International Bonds | Long | Debt | AO | $32M | – | 1.06 |
| Angola Government International Bonds | Long | Debt | AO | $23M | – | 0.78 |
| Angola Government International Bonds | Long | Debt | AO | $15M | – | 0.51 |
| Aragvi Finance International DAC (ARAGVI FINANCE INTL) | Long | Debt | IE | $504K | – | 0.02 |
| Arion Banki HF | Long | Equity-common | IS | $2M | 2M | 0.06 |
| Asseco Poland SA | Long | Equity-common | PL | $1M | 48K | 0.03 |
| Athens International Airport SA | Long | Equity-common | GR | $389K | 45K | 0.01 |
| Auckland International Airport Ltd | Short | Equity-common | NZ | $-7M | -1M | -0.22 |
| Bahamas Government International Bond (Commonwealth of Bahamas) | Long | Debt | BS | $8M | – | 0.25 |
| Bahamas Government International Bond (COMMONWEALTH OF BAHAMAS) | Long | Debt | BS | $6M | – | 0.21 |
| Bank for Foreign Trade of Vietnam JSC | Long | Equity-common | VN | $2M | 489K | 0.06 |
| Bank Millennium SA | Long | Equity-common | PL | $1M | 525K | 0.04 |
| Bank of Cyprus Holdings PLC | Long | Equity-common | IE | $24M | 5M | 0.82 |
| Bank of Georgia Group PLC | Long | Equity-common | GB | $24M | 412K | 0.81 |
| Bank of Georgia JSC | Long | Debt | GE | $27M | – | 0.92 |
| Bank of Georgia JSC | Long | Debt | GE | $469K | – | 0.02 |
| Bank Polska Kasa Opieki SA | Long | Equity-common | PL | $6M | 151K | 0.21 |
| Barbados Government International Bond (BARBADOS GOVT OF) | Long | Debt | BB | $7M | – | 0.23 |
| BB REPUBLIC ARMENIA REPO (Nomura International PLC) | Long | Repurchase agreement | US | $4M | – | 0.13 |
| BB REPUBLIC ARMENIA REPO (Nomura International PLC) | Long | Repurchase agreement | US | $3M | – | 0.11 |
| BB REPUBLIC AZERBAIJAN REPO (Nomura International PLC) | Long | Repurchase agreement | US | $8M | – | 0.27 |
| BB REPUBLIC AZERBAIJAN REPO (Nomura International PLC) | Long | Repurchase agreement | US | $5M | – | 0.16 |
| BB REPUBLIC AZERBAIJAN REPO (Nomura International PLC) | Long | Repurchase agreement | US | $2M | – | 0.08 |
| BB REPUBLIC AZERBAIJAN REPO (Nomura International PLC) | Long | Repurchase agreement | US | $2M | – | 0.06 |
| BB REPUBLIC AZERBAIJAN REPO (Nomura International PLC) | Long | Repurchase agreement | US | $757K | – | 0.03 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $34M | – | 1.13 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $25M | – | 0.84 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $22M | – | 0.74 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $5M | – | 0.15 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $170K | – | 0.01 |
| BMID0PTL1 EATON VANCE (JPMorgan Securities PLC) | Derivative-foreign exchange | US | $270K | – | 0.01 | |
| BMID0VS88 EATON VANCE (JPMorgan Securities PLC) | Derivative-foreign exchange | US | $144K | – | 0.00 | |
| BMID18J62 EATON VANCE (JPMorgan Securities PLC) | Derivative-foreign exchange | US | $140K | – | 0.00 | |
| Bonos Para La Reconstruccion De Una Argentina Libre (BONOS BANCO CENT ARGENT) | Long | Debt | AR | $7M | – | 0.25 |
| Budimex SA | Long | Equity-common | PL | $2M | 11K | 0.06 |
| CCC SA | Long | Equity-common | PL | $1M | 42K | 0.04 |
| CD Projekt SA | Long | Equity-common | PL | $2M | 44K | 0.06 |
| Cenergy Holdings SA | Long | Equity-common | BE | $2M | 226K | 0.08 |
| China Government Bond | Long | Debt | CN | $20M | – | 0.69 |
| China Government Bond | Long | Debt | CN | $19M | – | 0.63 |
| Chorus Ltd | Short | Equity-common | NZ | $-2M | -465K | -0.07 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $23M | – | 0.79 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $9M | – | 0.32 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $8M | – | 0.28 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $7M | – | 0.24 |
| COMMONWEALTH OF THE BAHAMAS 2024 EUR TERM LOAN | Long | Loan | BS | $29M | – | 0.97 |
| Contact Energy Ltd | Short | Equity-common | NZ | $-5M | -961K | -0.16 |
| CRUDE OIL OPT IPE OCT24C 100 (ICE Futures Europe) | Derivative-commodity | GB | $972K | – | 0.03 | |
| Cyfrowy Polsat SA | Long | Equity-common | PL | $621K | 190K | 0.02 |
| Desa LLC 2020 Term Loan | Long | Loan | US | $421K | – | 0.01 |
| Development Bank of Kazakhstan JSC | Long | Debt | KZ | $21M | – | 0.72 |
| Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US (DIG HLDNG/DIG FIN/DIFL) | Long | Debt | XX | $70K | – | 0.00 |
| Dino Polska SA | Long | Equity-common | PL | $3M | 37K | 0.11 |
| Dominican Republic Central Bank Notes (DOM REP CB NOTES) | Long | Debt | DO | $9M | – | 0.29 |
| Dominican Republic Central Bank Notes (DOM REP CB NOTES) | Long | Debt | DO | $6M | – | 0.22 |
| Dominican Republic Central Bank Notes (DOM REP CB NOTES) | Long | Debt | DO | $6M | – | 0.20 |
| Dominican Republic Central Bank Notes (DOM REP CB NOTES) | Long | Debt | DO | $731K | – | 0.02 |
| Dominican Republic International Bond | Long | Debt | DO | $33M | – | 1.12 |
| Dominican Republic International Bond | Long | Debt | DO | $19M | – | 0.63 |
| Dominican Republic International Bond | Long | Debt | DO | $16M | – | 0.55 |
| Dominican Republic International Bond | Long | Debt | DO | $10M | – | 0.33 |
| Dominican Republic International Bond | Long | Debt | DO | $9M | – | 0.31 |
| Dominican Republic International Bond | Long | Debt | DO | $8M | – | 0.27 |
| Dominican Republic International Bond | Long | Debt | DO | $5M | – | 0.17 |
| Dominican Republic International Bond | Long | Debt | DO | $2M | – | 0.07 |
| Dominican Republic International Bond | Long | Debt | DO | $2M | – | 0.07 |
| Dominican Republic International Bond | Long | Debt | DO | $897K | – | 0.03 |
| Duc Giang Chemicals JSC | Long | Equity-common | VN | $1M | 239K | 0.04 |
| EBOS Group Ltd | Short | Equity-common | NZ | $-857K | -40K | -0.03 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $29M | – | 0.99 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $1M | – | 0.05 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $909K | – | 0.03 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $120K | – | 0.00 |
| Ecuador Government International Bonds | Long | Debt | EC | $18M | – | 0.62 |
| EDEN RE II LTD SERIES 2022 1 C | Long | Short-term investment vehicle | US | $323K | 463K | 0.01 |
| EDEN RE II LTD UNSECURED 144A | Long | Short-term investment vehicle | US | $160K | 231K | 0.01 |
| EDEN RE II LTD UNSECURED 144A | Long | Short-term investment vehicle | US | $102K | 326K | 0.00 |
| EDEN REII LTD 0.000 17MAR2028 | Long | Short-term investment vehicle | US | $14M | 13M | 0.47 |
| Egypt Treasury Bills | Long | Short-term investment vehicle | EG | $66M | – | 2.21 |
| Egypt Treasury Bills | Long | Short-term investment vehicle | EG | $40M | – | 1.33 |
| Egypt Treasury Bills | Long | Short-term investment vehicle | EG | $6M | – | 0.19 |
| Eik fasteignafelag hf | Long | Equity-common | IS | $433K | 6M | 0.01 |
| Eimskipafelag Islands hf | Long | Equity-common | IS | $1M | 483K | 0.04 |
| Enea SA | Long | Equity-common | PL | $664K | 239K | 0.02 |
| Ethiopia International Bond (FEDERAL REP OF ETHIOPIA) | Long | Debt | ET | $52M | – | 1.76 |
| EURO STOXX 50 SEP24 (Eurex Deutschland) | Derivative-equity | DE | $516K | – | 0.02 | |
| EURO-BOBL FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-754K | – | -0.03 | |
| EURO-BTP FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-2M | – | -0.06 | |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-4M | – | -0.14 | |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-341K | – | -0.01 | |
| EURO-SCHATZ FUT SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-181K | – | -0.01 | |
| Eurobank Ergasias Services and Holdings SA | Long | Equity-common | GR | $7M | 3M | 0.24 |
| Eurocash SA | Long | Equity-common | PL | $208K | 70K | 0.01 |
| Eurohold Bulgaria AD | Long | Equity-common | BG | $9M | 11M | 0.30 |
| Europe Asia Investment Finance BV (EUROPE ASIA INVST FIN BV) | Long | Debt | NL | $26M | – | 0.88 |
| European Bank for Reconstruction & Development (EUROPEAN BK RECON & DEV) | Long | Debt | XX | $9M | – | 0.29 |
| European Bank for Reconstruction & Development (EUROPEAN BK RECON & DEV) | Long | Debt | XX | $3M | – | 0.11 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.25 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Fisher & Paykel Healthcare Corp Ltd | Short | Equity-common | NZ | $-8M | -394K | -0.26 |
| Fletcher Building Ltd | Short | Equity-common | NZ | $-2M | -1M | -0.07 |
| FPT Corp | Long | Equity-common | VN | $5M | 1M | 0.18 |
| FPT DIGITAL RETAIL JSC | Long | Equity-common | VN | $584K | 85K | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Freightways Group Ltd | Short | Equity-common | NZ | $-498K | -92K | -0.02 |
| FTSE TAIWAN INDEX AUG24 (Singapore Exchange Derivatives Clearing Ltd.) | Derivative-equity | SG | $432K | – | 0.01 | |
| Galaxy Cosmos Mezz PLC | Long | Equity-common | CY | $39K | 48K | 0.00 |
| Gemadept Corp | Long | Equity-common | VN | $616K | 194K | 0.02 |
| Georgia Capital PLC | Long | Equity-common | GB | $14M | 1M | 0.48 |
| Ghana Government International Bond (REPUBLIC OF GHANA) | Long | Debt | GH | $7M | – | 0.23 |
| Ghana Government International Bond (REPUBLIC OF GHANA) | Long | Debt | GH | $3M | – | 0.11 |
| Ghana Government International Bond (Republic of Ghana) | Long | Debt | GH | $3M | – | 0.09 |
| Ghana Government International Bond (Republic of Ghana) | Long | Debt | GH | $1M | – | 0.05 |
| Ghana Government International Bonds | Long | Debt | GH | $11M | – | 0.36 |
| Ghana Government International Bonds | Long | Debt | GH | $7M | – | 0.24 |
| Ghana Government International Bonds | Long | Debt | GH | $6M | – | 0.21 |
| Ghana Government International Bonds | Long | Debt | GH | $6M | – | 0.18 |
| Ghana Government International Bonds | Long | Debt | GH | $5M | – | 0.16 |
| Ghana Government International Bonds | Long | Debt | GH | $5M | – | 0.16 |
| Ghana Government International Bonds | Long | Debt | GH | $4M | – | 0.14 |
| Ghana Government International Bonds | Long | Debt | GH | $4M | – | 0.12 |
| Goodman Property Trust | Short | Equity-common | NZ | $-1M | -1M | -0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $37M | – | 1.26 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20M | – | 0.69 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Government of The Republic of Kenya Acting through The National Treasury 2019 1st Lien Term Loan | Long | Loan | KE | $3M | – | 0.09 |
| Grupa Azoty SA | Long | Equity-common | PL | $188K | 41K | 0.01 |
| Grupa Kety SA | Long | Equity-common | PL | $2M | 8K | 0.06 |
| Grupo Kaltex SA de CV | Long | Debt | MX | $2M | – | 0.05 |
| Hagar hf | Long | Equity-common | IS | $1M | 2M | 0.04 |
| Heimar HF | Long | Equity-common | IS | $521K | 3M | 0.02 |
| Hellenic Republic Government Bond | Long | Debt | GR | $2M | – | 0.08 |
| Hellenic Telecommunications Organization SA | Long | Equity-common | GR | $5M | 325K | 0.18 |
| Hoa Phat Group JSC | Long | Equity-common | VN | $2M | 2M | 0.07 |
| Iceland Rikisbref (RIKISBREF) | Long | Debt | IS | $30M | – | 1.02 |
| Iceland Rikisbref (RIKISBREF) | Long | Debt | IS | $15M | – | 0.51 |
| Iceland Rikisbref (RIKISBREF) | Long | Debt | IS | $9M | – | 0.30 |
| Ideal Holdings SA | Long | Equity-common | GR | $289K | 45K | 0.01 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $29M | – | 0.97 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $6M | – | 0.21 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $2M | – | 0.08 |
| Infratil Ltd | Short | Equity-common | NZ | $-4M | -646K | -0.14 |
| International Finance Corp (INTL FINANCE CORP) | Long | Debt | XX | $2M | – | 0.07 |
| Ipoteka-Bank ATIB | Long | Debt | UZ | $18M | – | 0.60 |
| iShares J.P. Morgan USD Emerging Markets Bond ETF | Short | Equity-common | US | $-76M | -839K | -2.55 |
| Islandsbanki HF | Long | Equity-common | IS | $822K | 1M | 0.03 |
| Itau BBA International PLC | Long | Structured note | GB | $13M | – | 0.42 |
| Ivory Coast EUR 7 Year Term Loan | Long | Loan | TZ | $5M | – | 0.18 |
| Ivory Coast Government International Bond | Long | Debt | CI | $11M | – | 0.38 |
| Ivory Coast Government International Bond | Long | Debt | CI | $11M | – | 0.35 |
| Ivory Coast Government International Bond | Long | Debt | CI | $6M | – | 0.19 |
| Jastrzebska Spolka Weglowa SA | Long | Equity-common | PL | $279K | 41K | 0.01 |
| Jordan Government International Bonds | Long | Debt | JO | $4M | – | 0.13 |
| JPN 10Y BOND(OSE) SEP24 (Osaka Exchange) | Derivative-interest rate | JP | $149K | – | 0.01 | |
| JUMBO SA | Long | Equity-common | GR | $5M | 203K | 0.18 |
| KGHM Polska Miedz SA | Long | Equity-common | PL | $3M | 100K | 0.12 |
| KIDO Group Corp | Long | Equity-common | VN | $107K | 46K | 0.00 |
| Kiwi Property Group Ltd | Short | Equity-common | NZ | $-690K | -1M | -0.02 |
| KRUK SA | Long | Equity-common | PL | $2M | 14K | 0.05 |
| KWG Group Holdings Ltd | Long | Debt | KY | $156K | – | 0.01 |
| LME COPPER FUTURE SEP24 (London Metal Exchange) | Derivative-commodity | GB | $2M | – | 0.08 | |
| LME COPPER FUTURE SEP24 (London Metal Exchange) | Derivative-commodity | GB | $-4M | – | -0.15 | |
| Long: B92TF4YY3 CDS USD R V 03MEVENT Z92TF4YZ0 CCPSOVEREIGN / Short: B92TF4YY3 CDS USD P F 1.00000 Z92TF4Z06 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-474K | – | -0.02 | |
| Long: B92TF5S76 CDS USD R V 03MEVENT Z92TF5S84 CCPSOVEREIGN / Short: B92TF5S76 CDS USD P F .25000 Z92TF5S92 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-425K | – | -0.01 | |
| Long: B92TF5V49 CDS USD R V 03MEVENT Z92TF5V56 CCPSOVEREIGN / Short: B92TF5V49 CDS USD P F .25000 Z92TF5V64 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $24K | – | 0.00 | |
| Long: B92TF6Q50 CDS USD R V 03MEVENT Z92TF6Q68 CCPSOVEREIGN / Short: B92TF6Q50 CDS USD P F 1.00000 Z92TF6Q76 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-3M | – | -0.09 | |
| Long: B92TF6QE1 CDS USD R V 03MEVENT Z92TF6QF8 CCPSOVEREIGN / Short: B92TF6QE1 CDS USD P F 1.00000 Z92TF6QG6 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-894K | – | -0.03 | |
| Long: B92TF6T24 CDS USD R V 03MEVENT Z92TF6T32 CCPSOVEREIGN / Short: B92TF6T24 CDS USD P F 1.00000 Z92TF6T40 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-551K | – | -0.02 | |
| Long: B92TF71C0 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92TF71C0 CDS USD P F 1.00000 2 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $24M | – | 0.80 | |
| Long: B92TF7F43 CDS USD R V 03MEVENT Z92TF7F50 CCPSOVEREIGN / Short: B92TF7F43 CDS USD P F 1.00000 Z92TF7F68 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-interest rate | US | $-2M | – | -0.07 | |
| Long: B92TF7T14 CDS USD R V 03MEVENT Z92TF7T22 CCPSOVEREIGN / Short: B92TF7T14 CDS USD P F 1.00000 Z92TF7T30 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $4M | – | 0.14 | |
| Long: B92TF9CB6 CDS USD R V 03MEVENT Z92TF9CC4 CCPSOVEREIGN / Short: B92TF9CB6 CDS USD P F 1.00000 Z92TF9CD2 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-3M | – | -0.08 | |
| Long: B92TF9ST0 CDS USD R V 03MEVENT Z92TF9SU7 CCPSOVEREIGN / Short: B92TF9ST0 CDS USD P F 1.00000 Z92TF9SV5 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $111K | – | 0.00 | |
| Long: B92XUQNU8 CDS USD R V 03MEVENT Z92XUQNV6 CCPSOVEREIGN / Short: B92XUQNU8 CDS USD P F .25000 Z92XUQNW4 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-34K | – | -0.00 | |
| Long: B92XV2M23 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XV2M23 CDS USD P F 1.00000 2 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $829K | – | 0.03 | |
| Long: B92XW9RA4 CDS USD R V 03MEVENT Z92XW9RB2 CCPSOVEREIGN / Short: B92XW9RA4 CDS USD P F 1.00000 Z92XW9RC0 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $238K | – | 0.01 | |
| Long: B969JHGL8 CDS USD R V 03MEVENT Z969JHGM6 CCPSOVEREIGN / Short: B969JHGL8 CDS USD P F 1.00000 Z969JHGN4 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-10M | – | -0.32 | |
| Long: BEV2YFX04 IRS USD R V 00MCPI CPURNSA+0BPS CCP LCH INFL / Short: BEV2YFX04 IRS USD P F 2.42100 INFL SWAP CCP LCH (LCH Ltd.) | Derivative-interest rate | US | $430K | – | 0.01 | |
| Long: BEV3Y9W15 CDS USD R V 03MEVENT MOAGBN/XS0546428144 / Short: BEV3Y9W15 CDS USD P F 1.00000 (Barclays Bank PLC) | Derivative-credit | US | $-30K | – | -0.00 | |
| Long: BEV3YBK62 CDS USD R V 03MEVENT MOAGBNAB1/XS0546428144 / Short: BEV3YBK62 CDS USD P F 1.00000 (Barclays Capital, Inc.) | Derivative-credit | US | $-20K | – | -0.00 | |
| Long: BEV4JRXD3 CDS USD R V 03MEVENT 1 SOVEREIGN / Short: BEV4JRXD3 CDS USD P F 1.00000 2 SOVEREIGN (Barclays Bank PLC) | Derivative-credit | US | $-441K | – | -0.01 | |
| Long: BEV4XUPL1 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BEV4XUPL1 IRS EUR P F 2.20000 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $1M | – | 0.04 | |
| Long: BEV4XUPP2 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BEV4XUPP2 IRS EUR P F 2.20000 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $1M | – | 0.04 | |
| Long: BEV4XUPT4 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BEV4XUPT4 IRS EUR P F 2.20083 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $1M | – | 0.04 | |
| Long: BEV4XUPY3 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV4XUPY3 IRS USD P F 2.62250 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $729K | – | 0.02 | |
| Long: BEV4XUQ48 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV4XUQ48 IRS USD P F 2.62450 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $361K | – | 0.01 | |
| Long: BEV51GDU7 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV51GDU7 IRS USD P F 2.53700 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $541K | – | 0.02 | |
| Long: BEV51GE02 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BEV51GE02 IRS EUR P F 2.08000 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $1M | – | 0.04 | |
| Long: BEV54UYY2 IRS USD R V 12MSOFR 1 CCPOIS / Short: BEV54UYY2 IRS USD P F 1.59500 2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $256K | – | 0.01 | |
| Long: BEV557SG8 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV557SG8 IRS EUR P F .82450 2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $929K | – | 0.03 | |
| Long: BEV557X23 IRS USD R V 12MSOFR 1 CCPOIS / Short: BEV557X23 IRS USD P F 1.93750 2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $212K | – | 0.01 | |
| Long: BEV559PP7 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV559PP7 IRS EUR P F .86950 2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $1M | – | 0.03 | |
| Long: BEV559SL3 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV559SL3 IRS EUR P F .85600 2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $911K | – | 0.03 | |
| Long: BEV56T8Q9 IRS EUR R V 12MESTR 1 CCPOIS / Short: BEV56T8Q9 IRS EUR P F 1.28850 2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $235K | – | 0.01 | |
| Long: BMIBF8TM5 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BMIBF8TM5 IRS JPY P F .31760 2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $290K | – | 0.01 | |
| Long: BMIBLN0H7 IRS EUR R V 12MESTR 1 CCPOIS / Short: BMIBLN0H7 IRS EUR P F 2.59620 2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| Long: BMIBRYAW3 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BMIBRYAW3 IRS USD P F 2.40000 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $171K | – | 0.01 | |
| Long: BMIBUPMJ4 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBUPMJ4 IRS CLP P F 4.99500 2 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $170K | – | 0.01 | |
| Long: BMIC1ZUX2 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIC1ZUX2 IRS CLP P F 5.20000 2 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| Long: BMIC9VK06 IRS JPY R V 00MTONAR BMIC9VK22 CCPOIS / Short: BMIC9VK06 IRS JPY P F .81770 BMIC9VK14 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $523K | – | 0.02 | |
| Long: BMIC9VK30 IRS JPY R V 00MTONAR BMIC9VK55 CCPOIS / Short: BMIC9VK30 IRS JPY P F .40970 BMIC9VK48 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $225K | – | 0.01 | |
| Long: BMICC3345 IRS JPY R V 12MTONAR BMICC3360 CCPOIS / Short: BMICC3345 IRS JPY P F .86410 BMICC3352 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $46K | – | 0.00 | |
| Long: BMICRK1Q4 IRS CLP R V 00MCLICP BMICRK1S0 CCPNDFCAMARAPROMEDIO / Short: BMICRK1Q4 IRS CLP P F 5.21570 BMICRK1R2 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Long: BMICVDXH0 IRS TWD R V 03MCPTW BMICVDXK3 CCPNDF / Short: BMICVDXH0 IRS TWD P F 1.25500 BMICVDXJ6 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $244K | – | 0.01 | |
| Long: BMICVE0E1 IRS TWD R V 03MCPTW BMICVE0G6 CCPNDF / Short: BMICVE0E1 IRS TWD P F 1.27000 BMICVE0F8 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $316K | – | 0.01 | |
| Long: BMICVE2L3 IRS TWD R V 03MCPTW BMICVE2N9 CCPNDF / Short: BMICVE2L3 IRS TWD P F 1.32000 BMICVE2M1 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $289K | – | 0.01 | |
| Long: BMICVJ240 IRS TWD R V 03MCPTW BMICVJ265 CCPNDF / Short: BMICVJ240 IRS TWD P F 1.37500 BMICVJ257 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $251K | – | 0.01 | |
| Long: BMICVJ406 IRS TWD R V 03MCPTW BMICVJ422 CCPNDF / Short: BMICVJ406 IRS TWD P F 1.37000 BMICVJ414 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $254K | – | 0.01 | |
| Long: BMICVQYE7 IRS TWD R V 03MCPTW BMICVQYG2 CCPNDF / Short: BMICVQYE7 IRS TWD P F 1.36000 BMICVQYF4 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $857K | – | 0.03 | |
| Long: BMICVQZS5 IRS TWD R V 03MCPTW BMICVQZU0 CCPNDF / Short: BMICVQZS5 IRS TWD P F 1.35000 BMICVQZT3 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $220K | – | 0.01 | |
| Long: BMICVR424 IRS JPY R V 12MTONAR BMICVR440 CCPOIS / Short: BMICVR424 IRS JPY P F .94520 BMICVR432 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $63K | – | 0.00 | |
| Long: BMICVR4C2 IRS TWD R V 03MCPTW BMICVR4E8 CCPNDF / Short: BMICVR4C2 IRS TWD P F 1.33250 BMICVR4D0 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $663K | – | 0.02 | |
| Long: BMID0L973 CDS USD R F 1.00000 BMID0L981 CORPORATE / Short: BMID0L973 CDS USD P V 03MEVENT BMID0L999 CORPORATE (Deutsche Bank AG) | Derivative-credit | GB | $-811K | – | -0.03 | |
| Long: BMID0RX99 CDS USD R F 1.00000 BMID0RX99_FEE CORPORATE / Short: BMID0RX99 CDS USD P V 03MEVENT BMID0RX99_PRO CORPORATE (Barclays Bank PLC) | Derivative-credit | US | $-313K | – | -0.01 | |
| Long: BMID2FBE6 CDS USD R F 1.00000 BMID2FBF3 CORPORATE / Short: BMID2FBE6 CDS USD P V 03MEVENT BMID2FBG1 CORPORATE (Deutsche Bank AG) | Derivative-credit | GB | $-728K | – | -0.02 | |
| Long: BMID4NN79 TRS USD R E BMID4NN87 COMMODITYTRS / Short: BMID4NN79 TRS USD P F .12000 BMID4NN95 COMMODITYTRS (BNP Paribas SA) | Derivative-commodity | FR | $1M | – | 0.05 | |
| Long: BMID4NNB0 TRS USD R F .00000 BMID4NND6 COMMODITYTRS / Short: BMID4NNB0 TRS USD P E BMID4NNC8 COMMODITYTRS (BNP Paribas SA) | Derivative-commodity | FR | $-1M | – | -0.04 | |
| Long: BMID6FY31 IRS CLP R V 00MCLICP BMID6FY56 CCPNDFCAMARAPROMEDIO / Short: BMID6FY31 IRS CLP P F 4.93500 BMID6FY49 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $399K | – | 0.01 | |
| Long: BMID6Q0T7 IRS CLP R V 00MCLICP BMID6Q0V2 CCPNDFCAMARAPROMEDIO / Short: BMID6Q0T7 IRS CLP P F 4.94000 BMID6Q0U4 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $268K | – | 0.01 | |
| Long: BMID73QF9 IRS CLP R V 00MCLICP BMID73QH5 CCPNDFCAMARAPROMEDIO / Short: BMID73QF9 IRS CLP P F 5.09000 BMID73QG7 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $167K | – | 0.01 | |
| Long: BMID73TH2 IRS CLP R V 00MCLICP BMID73TK5 CCPNDFCAMARAPROMEDIO / Short: BMID73TH2 IRS CLP P F 5.07000 BMID73TJ8 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $188K | – | 0.01 | |
| Long: BMID77AP5 IRS TWD R V 03MCPTW BMID77AR1 CCPNDF / Short: BMID77AP5 IRS TWD P F 1.63650 BMID77AQ3 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $479K | – | 0.02 | |
| Long: BMID79NJ1 IRS CLP R V 00MCLICP BMID79NL6 CCPNDFCAMARAPROMEDIO / Short: BMID79NJ1 IRS CLP P F 5.05500 BMID79NK8 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $82K | – | 0.00 | |
| Long: BMID7MTE7 IRS MYR R V 03MKLIBO BMID7MTG2 NDF / Short: BMID7MTE7 IRS MYR P F 3.64700 BMID7MTF4 NDF (JPMorgan Chase Bank NA) | Derivative-interest rate | GB | $-231K | – | -0.01 | |
| Long: BMID7MWW3 IRS MYR R V 03MKLIBO BMID7MWY9 NDF / Short: BMID7MWW3 IRS MYR P F 3.64400 BMID7MWX1 NDF (Standard Chartered Bank) | Derivative-interest rate | GB | $-303K | – | -0.01 | |
| Long: BMID7N386 IRS MYR R V 03MKLIBO BMID7N3A1 NDF / Short: BMID7N386 IRS MYR P F 3.63000 BMID7N394 NDF (BNP Paribas SA) | Derivative-interest rate | FR | $-123K | – | -0.00 | |
| Long: BMID7SBQ6 IRS CLP R V 00MCLICP BMID7SBS2 CCPNDFCAMARAPROMEDIO / Short: BMID7SBQ6 IRS CLP P F 5.12000 BMID7SBR4 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $68K | – | 0.00 | |
| Long: BMID7SG40 TRS EGP R F .00000 LINKED TO EGT9980HCO15 / Short: BMID7SG40 TRS USD P V 00MSOFR SOFR+70BPS (Citibank NA) | Derivative-interest rate | US | $3M | – | 0.09 | |
| Long: BMID7Z8H4 CDS USD R F 1.00000 BMID7Z8J0 SOVEREIGN / Short: BMID7Z8H4 CDS USD P V 03MEVENT BMID7Z8K7 SOVEREIGN (Bank of America NA) | Derivative-credit | US | $-24K | – | -0.00 | |
| Long: BMID7Z9E0 CDS USD R V 03MEVENT BMID7Z9G5 SOVEREIGN / Short: BMID7Z9E0 CDS USD P F 1.00000 BMID7Z9F7 SOVEREIGN (JPMorgan Chase Bank NA) | Derivative-credit | GB | $-397K | – | -0.01 | |
| Long: BMID81HX3 IRS CLP R V 00MCLICP BMID81HZ8 CCPNDFCAMARAPROMEDIO / Short: BMID81HX3 IRS CLP P F 5.08000 BMID81HY1 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $97K | – | 0.00 | |
| Long: BMID88LK1 CDS USD R F 1.00000 BMID88LL9 SOVEREIGN / Short: BMID88LK1 CDS USD P V 03MEVENT BMID88LM7 SOVEREIGN (Goldman Sachs International) | Derivative-credit | GB | $-46K | – | -0.00 | |
| Long: BMID8ARE4 CDS USD R V 03MEVENT BMID8ARG9 CCPSOVEREIGN / Short: BMID8ARE4 CDS USD P F .25000 BMID8ARF1 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-176K | – | -0.01 | |
| Long: BMID8HAM9 CDS USD R F 1.00000 BMID8HAN7 CORPORATE / Short: BMID8HAM9 CDS USD P V 03MEVENT BMID8HAP2 CORPORATE (Barclays Bank PLC) | Derivative-credit | GB | $-48K | – | -0.00 | |
| Long: BMID8JKP7 CDS USD R F 1.00000 BMID8JKQ5 CORPORATE / Short: BMID8JKP7 CDS USD P V 03MEVENT BMID8JKR3 CORPORATE (Barclays Bank PLC) | Derivative-credit | GB | $-48K | – | -0.00 | |
| Long: BMID936U6 CDS USD R V 03MEVENT BMID936W2 SOVEREIGN / Short: BMID936U6 CDS USD P F 1.00000 BMID936V4 SOVEREIGN (Goldman Sachs International) | Derivative-credit | GB | $-651K | – | -0.02 | |
| Long: BMID9YAJ8 IRS JPY R V 12MTONAR BMID9YAL3 CCPOIS / Short: BMID9YAJ8 IRS JPY P F 1.55395 BMID9YAK5 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $364K | – | 0.01 | |
| Long: BMID9YAQ2 IRS JPY R V 12MTONAR BMID9YAS8 CCPOIS / Short: BMID9YAQ2 IRS JPY P F .56575 BMID9YAR0 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $282K | – | 0.01 | |
| Long: BMIDAN7C9 CDS USD R F 1.00000 BMIDAN7D7 SOVEREIGN / Short: BMIDAN7C9 CDS USD P V 03MEVENT BMIDAN7E5 SOVEREIGN (BNP Paribas SA) | Derivative-credit | FR | $-34K | – | -0.00 | |
| Long: BMIDAN7F2 CDS USD R F 1.00000 BMIDAN7G0 SOVEREIGN / Short: BMIDAN7F2 CDS USD P V 03MEVENT BMIDAN7H8 SOVEREIGN (Goldman Sachs International) | Derivative-credit | GB | $-52K | – | -0.00 | |
| Long: BMIDBFXZ5 CDS USD R F 1.00000 BMIDBFY01 CORPORATE / Short: BMIDBFXZ5 CDS USD P V 03MEVENT BMIDBFY19 CORPORATE (Bank of America NA) | Derivative-credit | US | $-377K | – | -0.01 | |
| Long: BMIDBP2U8 IRS TWD R V 03MCPTW BMIDBP2W4 CCPNDF / Short: BMIDBP2U8 IRS TWD P F 1.95400 BMIDBP2V6 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $-198K | – | -0.01 | |
| Long: BMIDCRKD1 CDS USD R F 1.00000 BMIDCRKE9 SOVEREIGN / Short: BMIDCRKD1 CDS USD P V 03MEVENT BMIDCRKF6 SOVEREIGN (Barclays Bank PLC) | Derivative-credit | GB | $500K | – | 0.02 | |
| Long: BMIDCRKH2 CDS USD R F 1.00000 BMIDCRKJ8 SOVEREIGN / Short: BMIDCRKH2 CDS USD P V 03MEVENT BMIDCRKK5 SOVEREIGN (Deutsche Bank AG) | Derivative-credit | GB | $256K | – | 0.01 | |
| Long: BMIDCS8X9 CDS USD R F 1.00000 BMIDCS8Y7 SOVEREIGN / Short: BMIDCS8X9 CDS USD P V 03MEVENT BMIDCS8Z4 SOVEREIGN (Goldman Sachs International) | Derivative-credit | GB | $211K | – | 0.01 | |
| Long: BMIDCSFA1 CDS USD R F 1.00000 BMIDCSFB9 SOVEREIGN / Short: BMIDCSFA1 CDS USD P V 03MEVENT BMIDCSFC7 SOVEREIGN (JPMorgan Securities PLC) | Derivative-credit | GB | $200K | – | 0.01 | |
| Long: BMIDD08A9 CDS USD R F 1.00000 BMIDD08B7 SOVEREIGN / Short: BMIDD08A9 CDS USD P V 03MEVENT BMIDD08C5 SOVEREIGN (BNP Paribas SA) | Derivative-credit | FR | $245K | – | 0.01 | |
| Long: BMIDDPSS3 CDS USD R F 1.00000 BMIDDPST1 CORPORATE / Short: BMIDDPSS3 CDS USD P V 03MEVENT BMIDDPSU8 CORPORATE (Barclays Bank PLC) | Derivative-credit | GB | $-111K | – | -0.00 | |
| Long: BMIDEU853 CDS USD R F 1.00000 BMIDEU861 SOVEREIGN / Short: BMIDEU853 CDS USD P V 03MEVENT BMIDEU879 SOVEREIGN (Bank of America NA) | Derivative-credit | US | $635K | – | 0.02 | |
| Long: BMIDFLWH9 CDS USD R F 1.00000 BMIDFLWJ5 CORPORATE / Short: BMIDFLWH9 CDS USD P V 03MEVENT BMIDFLWK2 CORPORATE (Citibank NA) | Derivative-credit | US | $-26K | – | -0.00 | |
| Long: BMIDGG977 TRS USD R E COOMODITY TRS / Short: BMIDGG977 TRS USD P F .20000 COMMODITY TRS (Citibank NA) | Derivative-commodity | US | $190K | – | 0.01 | |
| Long: BMIDHRAA3 IRS JPY R V 12MTONAR BMIDHRAC9 CCPOIS / Short: BMIDHRAA3 IRS JPY P F 1.04500 BMIDHRAB1 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-121K | – | -0.00 | |
| Long: BMIDKL1Q7 TRS PEN R F 5.94000 LINKED TO PEP01000C5F6 / Short: BMIDKL1Q7 TRS USD P V 00MSOFR SOFRRATE+110BPS (Goldman Sachs International) | Derivative-interest rate | PE | $488K | – | 0.02 | |
| Long: BMIDL0679 CDS USD R F 1.00000 BMIDL0687 CORPORATE / Short: BMIDL0679 CDS USD P V 03MEVENT BMIDL0695 CORPORATE (Barclays Capital Securities Ltd.) | Derivative-credit | GB | $-90K | – | -0.00 | |
| Long: BMIDM4795 TRS PEN R F 7.27000 LINKED TO ACI1H2BH1 / Short: BMIDM4795 TRS USD P V 00MSOFR SOFRRATE+110BPS (Citibank NA) | Derivative-interest rate | PE | $265K | – | 0.01 | |
| Long: BMIDM47E4 TRS PEN R F 5.87000 LINKED TO ACI16QTC2 / Short: BMIDM47E4 TRS USD P V 00MSOFR SOFRRATE+110BPS (Citibank NA) | Derivative-interest rate | PE | $1M | – | 0.04 | |
| Long: BMIDR5JC7 IRS TWD R V 03MCPTW BMIDR5JE3 CCPNDF / Short: BMIDR5JC7 IRS TWD P F 1.90250 BMIDR5JD5 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $-228K | – | -0.01 | |
| Long: BMIDR5JU7 IRS TWD R V 03MCPTW BMIDR5JW3 CCPNDF / Short: BMIDR5JU7 IRS TWD P F 1.89500 BMIDR5JV5 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $-205K | – | -0.01 | |
| Long: BMIDRD4P7 TRS USD R F .00000 BMIDRD4R3 COMMODITYTRS / Short: BMIDRD4P7 TRS USD P E BMIDRD4Q5 COMMODITYTRS (Citibank NA) | Derivative-commodity | US | $2M | – | 0.07 | |
| Long: BMIDRD4S1 TRS USD R E BMIDRD4S1 COMMODITY TRS / Short: BMIDRD4S1 TRS USD P F .12000 BMIDRD4S1 COMMODITY TRS (Citibank NA) | Derivative-commodity | US | $-2M | – | -0.06 | |
| Long: S92XVTUE9 CDS USD R F 1.00000 Z92XVTUG4 CCPSOVEREIGN / Short: S92XVTUE9 CDS USD P V 03MEVENT Z92XVTUF6 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-2M | – | -0.05 | |
| Long: SEV3YTY76 IRS EUR R F 1.09750 CCP LCH / Short: SEV3YTY76 IRS EUR P V 06MEURIB EUR006M+0BPS CCP LCH (LCH Ltd.) | Derivative-interest rate | DE | $-2M | – | -0.07 | |
| Long: SEV4XUPG2 IRS USD R F 2.75000 2 CCPINFLATIONZERO / Short: SEV4XUPG2 IRS USD P V 12MUSCPI 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $-1M | – | -0.05 | |
| Long: SEV4XUQD8 IRS EUR R F 2.29150 2 CCPINFLATIONZERO / Short: SEV4XUQD8 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $-1M | – | -0.04 | |
| Long: SEV4XUQG1 IRS EUR R F 2.29150 2 CCPINFLATIONZERO / Short: SEV4XUQG1 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $-1M | – | -0.04 | |
| Long: SEV4XUQK2 IRS EUR R F 2.29000 2 CCPINFLATIONZERO / Short: SEV4XUQK2 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $-1M | – | -0.04 | |
| Long: SEV51GDX1 IRS USD R F 2.67000 2 CCPINFLATIONZERO / Short: SEV51GDX1 IRS USD P V 12MUSCPI 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $-522K | – | -0.02 | |
| Long: SEV51GE44 IRS EUR R F 2.17700 2 CCPINFLATIONZERO / Short: SEV51GE44 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $-1M | – | -0.05 | |
| Long: SEV54UZ13 IRS USD R F 1.59500 2 CCPOIS / Short: SEV54UZ13 IRS USD P V 12MSOFR 1 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-312K | – | -0.01 | |
| Long: SMIBAAR05 IRS EUR R F 3.02580 2 CCPVANILLA / Short: SMIBAAR05 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $128K | – | 0.00 | |
| Long: SMIBAVNT0 IRS EUR R F 3.17080 2 CCPVANILLA / Short: SMIBAVNT0 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $56K | – | 0.00 | |
| Long: SMIBAVNW3 IRS EUR R F 3.25680 2 CCPVANILLA / Short: SMIBAVNW3 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $33K | – | 0.00 | |
| Long: SMIBAZFX1 IRS EUR R F 3.31230 2 CCPVANILLA / Short: SMIBAZFX1 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $72K | – | 0.00 | |
| Long: SMIBB2Z03 IRS EUR R F 3.20380 2 CCPVANILLA / Short: SMIBB2Z03 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $61K | – | 0.00 | |
| Long: SMIBBV3W4 IRS EUR R F 3.00880 2 CCPVANILLA / Short: SMIBBV3W4 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $62K | – | 0.00 | |
| Long: SMIBRYAT0 IRS EUR R F 2.63800 2 CCPINFLATIONZERO / Short: SMIBRYAT0 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $643K | – | 0.02 | |
| Long: SMIC4ZK51 IRS KRW R F 3.33200 2 CCPNDF / Short: SMIC4ZK51 IRS KRW P V 03MKSDA 1 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $105K | – | 0.00 | |
| Long: SMIC4ZL01 IRS KRW R F 3.34000 2 CCPNDF / Short: SMIC4ZL01 IRS KRW P V 03MKSDA 1 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $107K | – | 0.00 | |
| Long: SMIC558S0 IRS KRW R F 3.30500 2 CCPNDF / Short: SMIC558S0 IRS KRW P V 03MKSDA 1 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $73K | – | 0.00 | |
| Long: SMIC55ZG6 IRS KRW R F 3.29000 2 CCPNDF / Short: SMIC55ZG6 IRS KRW P V 03MKSDA 1 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $96K | – | 0.00 | |
| Long: SMIC58318 IRS KRW R F 3.31000 2 CCPNDF / Short: SMIC58318 IRS KRW P V 03MKSDA 1 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $19K | – | 0.00 | |
| Long: SMIC6ZBZ3 IRS KRW R F 3.55600 2 CCPNDF / Short: SMIC6ZBZ3 IRS KRW P V 03MKSDA 1 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $255K | – | 0.01 | |
| Long: SMIC6ZDR9 IRS KRW R F 3.59000 2 CCPNDF / Short: SMIC6ZDR9 IRS KRW P V 03MKSDA 1 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $273K | – | 0.01 | |
| Long: SMIC70E37 IRS KRW R F 3.51750 2 CCPNDF / Short: SMIC70E37 IRS KRW P V 03MKSDA 1 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $256K | – | 0.01 | |
| Long: SMIC7EFD4 IRS KRW R F 3.40250 2 CCPNDF / Short: SMIC7EFD4 IRS KRW P V 03MKSDA 1 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $199K | – | 0.01 | |
| Long: SMICA4J97 IRS USD R F 4.00800 BMICA4JA4 CCPOIS / Short: SMICA4J97 IRS USD P V 12MSOFR BMICA4JB2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $589K | – | 0.02 | |
| Long: SMICA4JC0 IRS USD R F 4.00900 BMICA4JD8 CCPOIS / Short: SMICA4JC0 IRS USD P V 12MSOFR BMICA4JE6 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $591K | – | 0.02 | |
| Long: SMICDVTG7 IRS USD R F 4.05550 BMICDVTH5 CCPOIS / Short: SMICDVTG7 IRS USD P V 12MSOFR BMICDVTJ1 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $155K | – | 0.01 | |
| Long: SMICDVTL6 IRS USD R F 4.05300 BMICDVTM4 CCPOIS / Short: SMICDVTL6 IRS USD P V 12MSOFR BMICDVTN2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $154K | – | 0.01 | |
| Long: SMICJ6MR9 IRS GBP R F 4.39300 BMICJ6MS7 CCPOIS / Short: SMICJ6MR9 IRS GBP P V 12MSONIA BMICJ6MT5 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $889K | – | 0.03 | |
| Long: SMICJDT89 IRS GBP R F 4.59000 BMICJDT97 CCPOIS / Short: SMICJDT89 IRS GBP P V 12MSONIA BMICJDTA4 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $595K | – | 0.02 | |
| Long: SMICJJMS9 IRS GBP R F 4.56400 BMICJJMT7 CCPOIS / Short: SMICJJMS9 IRS GBP P V 12MSONIA BMICJJMU4 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $541K | – | 0.02 | |
| Long: SMICPV6F1 IRS CZK R F 4.11500 BMICPV6G9 CCPVANILLA / Short: SMICPV6F1 IRS CZK P V 06MPRIBO BMICPV6H7 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $2M | – | 0.06 | |
| Long: SMICPV877 IRS CZK R F 4.15250 BMICPV885 CCPVANILLA / Short: SMICPV877 IRS CZK P V 06MPRIBO BMICPV893 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $2M | – | 0.06 | |
| Long: SMICSC553 IRS GBP R F 4.27270 BMICSC561 CCPOIS / Short: SMICSC553 IRS GBP P V 12MSONIA BMICSC579 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $356K | – | 0.01 | |
| Long: SMICSC5F1 IRS GBP R F 4.28270 BMICSC5G9 CCPOIS / Short: SMICSC5F1 IRS GBP P V 12MSONIA BMICSC5H7 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $363K | – | 0.01 | |
| Long: SMICVBL95 IRS GBP R F 3.69020 BMICVBLA2 CCPOIS / Short: SMICVBL95 IRS GBP P V 12MSONIA BMICVBLB0 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-75K | – | -0.00 | |
| Long: SMICVC2M5 IRS GBP R F 3.71520 BMICVC2N3 CCPOIS / Short: SMICVC2M5 IRS GBP P V 12MSONIA BMICVC2P8 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-61K | – | -0.00 | |
| Long: SMICVR820 IRS GBP R F 3.63970 BMICVR838 CCPOIS / Short: SMICVR820 IRS GBP P V 12MSONIA BMICVR846 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-106K | – | -0.00 | |
| Long: SMICW0RH4 IRS GBP R F 3.60980 BMICW0RJ0 CCPOIS / Short: SMICW0RH4 IRS GBP P V 12MSONIA BMICW0RK7 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-124K | – | -0.00 | |
| Long: SMID0QUC7 IRS GBP R F 3.82720 BMID0QUD5 CCPOIS / Short: SMID0QUC7 IRS GBP P V 12MSONIA BMID0QUE3 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $39K | – | 0.00 | |
| Long: SMID0RHS5 IRS GBP R F 3.76670 BMID0RHT3 CCPOIS / Short: SMID0RHS5 IRS GBP P V 12MSONIA BMID0RHU0 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-19K | – | -0.00 | |
| Long: SMID0VUT9 IRS GBP R F 3.72970 BMID0VUU6 CCPOIS / Short: SMID0VUT9 IRS GBP P V 12MSONIA BMID0VUV4 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-54K | – | -0.00 | |
| Long: SMID0WQ70 IRS GBP R F 3.75620 BMID0WQ88 CCPOIS / Short: SMID0WQ70 IRS GBP P V 12MSONIA BMID0WQ96 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| Long: SMID0XGR5 IRS GBP R F 3.75470 BMID0XGS3 CCPOIS / Short: SMID0XGR5 IRS GBP P V 12MSONIA BMID0XGT1 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-30K | – | -0.00 | |
| Long: SMID5SD29 IRS CZK R F 3.46500 BMID5SD37 CCPVANILLA / Short: SMID5SD29 IRS CZK P V 06MPRIBO BMID5SD45 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $67K | – | 0.00 | |
| Long: SMID5SDZ6 IRS CZK R F 3.45400 BMID5SE02 CCPVANILLA / Short: SMID5SDZ6 IRS CZK P V 06MPRIBO BMID5SE10 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $55K | – | 0.00 | |
| Long: SMID5TB78 IRS CZK R F 3.41000 BMID5TB86 CCPVANILLA / Short: SMID5TB78 IRS CZK P V 06MPRIBO BMID5TB94 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Long: SMID5TGB4 IRS CZK R F 3.42500 BMID5TGC2 CCPVANILLA / Short: SMID5TGB4 IRS CZK P V 06MPRIBO BMID5TGD0 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $43K | – | 0.00 | |
| Long: SMIDC10W8 IRS CZK R F 4.27250 BMIDC10X6 CCPVANILLA / Short: SMIDC10W8 IRS CZK P V 06MPRIBO BMIDC10Y4 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $340K | – | 0.01 | |
| Long: SMIDC11F4 IRS CZK R F 4.12000 BMIDC11G2 CCPVANILLA / Short: SMIDC11F4 IRS CZK P V 06MPRIBO BMIDC11H0 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $793K | – | 0.03 | |
| Long: SMIDC5UF3 IRS INR R F 6.53100 BMIDC5UG1 CCPNDFOIS / Short: SMIDC5UF3 IRS INR P V 06MMIBOR BMIDC5UH9 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $225K | – | 0.01 | |
| Long: SMIDC5UN6 IRS INR R F 6.55000 BMIDC5UP1 CCPNDFOIS / Short: SMIDC5UN6 IRS INR P V 06MMIBOR BMIDC5UQ9 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $245K | – | 0.01 | |
| Long: SMIDCCN25 IRS INR R F 6.61000 BMIDCCN33 CCPNDFOIS / Short: SMIDCCN25 IRS INR P V 06MMIBOR BMIDCCN41 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $154K | – | 0.01 | |
| Long: SMIDCJQY7 IRS INR R F 6.66000 BMIDCJQZ4 CCPNDFOIS / Short: SMIDCJQY7 IRS INR P V 06MMIBOR BMIDCJR00 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $181K | – | 0.01 | |
| Long: SMIDCJR18 IRS INR R F 6.64200 BMIDCJR26 CCPNDFOIS / Short: SMIDCJR18 IRS INR P V 06MMIBOR BMIDCJR34 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $171K | – | 0.01 | |
| Long: SMIDCSAD0 IRS INR R F 6.56600 BMIDCSAE8 CCPNDFOIS / Short: SMIDCSAD0 IRS INR P V 06MMIBOR BMIDCSAF5 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $131K | – | 0.00 | |
| Long: SMIDD0DA3 IRS INR R F 6.58750 BMIDD0DB1 CCPNDFOIS / Short: SMIDD0DA3 IRS INR P V 06MMIBOR BMIDD0DC9 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $142K | – | 0.00 | |
| Long: SMIDD6H99 IRS INR R F 6.60500 BMIDD6HA6 CCPNDFOIS / Short: SMIDD6H99 IRS INR P V 06MMIBOR BMIDD6HB4 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $152K | – | 0.01 | |
| Long: SMIDDD910 IRS INR R F 6.61500 BMIDDD928 CCPNDFOIS / Short: SMIDDD910 IRS INR P V 06MMIBOR BMIDDD936 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $117K | – | 0.00 | |
| Long: SMIDE97T9 IRS GBP R F 4.14360 BMIDE97U6 CCPOIS / Short: SMIDE97T9 IRS GBP P V 12MSONIA BMIDE97V4 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $195K | – | 0.01 | |
| Long: SMIDE9NB0 IRS GBP R F 4.12680 BMIDE9NC8 CCPOIS / Short: SMIDE9NB0 IRS GBP P V 12MSONIA BMIDE9ND6 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $191K | – | 0.01 | |
| Long: SMIDEFMT8 IRS GBP R F 4.03000 BMIDEFMU5 CCPOIS / Short: SMIDEFMT8 IRS GBP P V 12MSONIA BMIDEFMV3 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $135K | – | 0.00 | |
| Long: SMIDEGEC2 IRS GBP R F 4.05260 BMIDEGED0 CCPOIS / Short: SMIDEGEC2 IRS GBP P V 12MSONIA BMIDEGEE8 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $147K | – | 0.00 | |
| Long: SMIDLB2K0 IRS ZAR R F 9.60000 BMIDLB2L8 CCPVANILLA / Short: SMIDLB2K0 IRS ZAR P V 03MJIBAR BMIDLB2M6 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $1M | – | 0.04 | |
| Long: SMIDLC848 IRS ZAR R F 9.59000 BMIDLC855 CCPVANILLA / Short: SMIDLC848 IRS ZAR P V 03MJIBAR BMIDLC863 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $549K | – | 0.02 | |
| Long: SMIDLD9D5 IRS ZAR R F 9.51500 BMIDLD9E3 CCPVANILLA / Short: SMIDLD9D5 IRS ZAR P V 03MJIBAR BMIDLD9F0 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $820K | – | 0.03 | |
| Long: SMIDLDAP6 IRS ZAR R F 9.54580 BMIDLDAQ4 CCPVANILLA / Short: SMIDLDAP6 IRS ZAR P V 03MJIBAR BMIDLDAR2 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $2M | – | 0.07 | |
| Long: SMIDLJDR6 IRS ZAR R F 9.46000 BMIDLJDS4 CCPVANILLA / Short: SMIDLJDR6 IRS ZAR P V 03MJIBAR BMIDLJDT2 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $555K | – | 0.02 | |
| Long: SMIDMBR55 IRS ZAR R F 9.29500 BMIDMBR63 CCPVANILLA / Short: SMIDMBR55 IRS ZAR P V 03MJIBAR BMIDMBR71 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $901K | – | 0.03 | |
| Long: SMIDMKWJ9 IRS ZAR R F 9.12000 BMIDMKWK6 CCPVANILLA / Short: SMIDMKWJ9 IRS ZAR P V 03MJIBAR BMIDMKWL4 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $319K | – | 0.01 | |
| Long: SMIDMMCU2 IRS ZAR R F 9.12500 BMIDMMCV0 CCPVANILLA / Short: SMIDMMCU2 IRS ZAR P V 03MJIBAR BMIDMMCW8 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $324K | – | 0.01 | |
| Long: SMIDMNQN1 IRS ZAR R F 9.12000 BMIDMNQP6 CCPVANILLA / Short: SMIDMNQN1 IRS ZAR P V 03MJIBAR BMIDMNQQ4 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $319K | – | 0.01 | |
| Long: SMIDMNQU5 IRS ZAR R F 9.13500 BMIDMNQV3 CCPVANILLA / Short: SMIDMNQU5 IRS ZAR P V 03MJIBAR BMIDMNQW1 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $505K | – | 0.02 | |
| Long: SMIDR5J94 IRS KRW R F 3.03000 BMIDR5JA1 CCPNDF / Short: SMIDR5J94 IRS KRW P V 03MKSDA BMIDR5JB9 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $198K | – | 0.01 | |
| Long: SMIDR80R8 IRS KRW R F 3.02000 BMIDR80S6 CCPNDF / Short: SMIDR80R8 IRS KRW P V 03MKSDA BMIDR80T4 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $163K | – | 0.01 | |
| Long: SMIDR84J2 IRS KRW R F 3.02000 BMIDR84K9 CCPNDF / Short: SMIDR84J2 IRS KRW P V 03MKSDA BMIDR84L7 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $177K | – | 0.01 | |
| Long: SMIDRG645 IRS KRW R F 3.04800 BMIDRG652 CCPNDF / Short: SMIDRG645 IRS KRW P V 03MKSDA BMIDRG660 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $92K | – | 0.00 | |
| LPP SA | Long | Equity-common | PL | $3M | 824 | 0.11 |
| Mainfreight Ltd | Short | Equity-common | NZ | $-3M | -69K | -0.10 |
| Masan Group Corp | Long | Equity-common | VN | $491K | 167K | 0.02 |
| mBank SA | Long | Equity-common | PL | $2M | 13K | 0.07 |
| MBH Bank Nyrt | Long | Debt | HU | $4M | – | 0.13 |
| Mercury NZ Ltd | Short | Equity-common | NZ | $-3M | -845K | -0.12 |
| Meridian Energy Ltd | Short | Equity-common | NZ | $-6M | -2M | -0.20 |
| Metlen Energy & Metals SA | Long | Equity-common | GR | $6M | 145K | 0.19 |
| Mexican Udibonos | Long | Debt | MX | $7M | – | 0.23 |
| Mobile World Investment Corp | Long | Equity-common | VN | $2M | 712K | 0.06 |
| Montenegro Government International Bond (REPUBLIC OF MONTENEGRO) | Long | Debt | ME | $15M | – | 0.49 |
| Montenegro Government International Bond (REPUBLIC OF MONTENEGRO) | Long | Debt | ME | $4M | – | 0.14 |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Morgan Stanley & Co. LLC) | Long | Short-term investment vehicle | US | $128M | 128M | 4.29 |
| Motor Oil Hellas Corinth Refineries SA | Long | Equity-common | GR | $3M | 109K | 0.09 |
| MT LOGAN RE DIVERSIFED OPTI | Long | Short-term investment vehicle | US | $13M | 9K | 0.43 |
| National Bank of Greece SA | Long | Equity-common | GR | $7M | 837K | 0.25 |
| National Bank of Uzbekistan | Long | Debt | UZ | $18M | – | 0.61 |
| New Zealand Government Bond | Long | Debt | NZ | $19M | – | 0.64 |
| New Zealand Government Bonds | Long | Debt | NZ | $28M | – | 0.94 |
| Nigeria OMO Bill (The Federal Republic of Nigeria) | Long | Short-term investment vehicle | NG | $21M | – | 0.72 |
| Nigeria OMO Bill (The Federal Republic of Nigeria) | Long | Short-term investment vehicle | NG | $13M | – | 0.45 |
| Nigeria OMO Bill (The Federal Republic of Nigeria) | Long | Short-term investment vehicle | NG | $11M | – | 0.36 |
| Nigeria OMO Bill (The Federal Republic of Nigeria) | Long | Short-term investment vehicle | NG | $6M | – | 0.20 |
| Nigeria OMO Bill (The Federal Republic of Nigeria) | Long | Short-term investment vehicle | NG | $2M | – | 0.07 |
| Nigeria OMO Bill (The Federal Republic of Nigeria) | Long | Short-term investment vehicle | NG | $1M | – | 0.04 |
| Nigeria OMO Bill (The Federal Republic of Nigeria) | Long | Short-term investment vehicle | NG | $772K | – | 0.03 |
| Nigeria Treasury Bill (NIGERIA T-BILL) | Long | Short-term investment vehicle | NG | $16M | – | 0.53 |
| Nigeria Treasury Bill (NIGERIA T-BILL) | Long | Short-term investment vehicle | NG | $11M | – | 0.38 |
| Nigeria Treasury Bill (NIGERIA T-BILL) | Long | Short-term investment vehicle | NG | $10M | – | 0.34 |
| Nigeria Treasury Bill (NIGERIA T-BILL) | Long | Short-term investment vehicle | NG | $5M | – | 0.18 |
| Nigeria Treasury Bill (NIGERIA T-BILL) | Long | Short-term investment vehicle | NG | $3M | – | 0.09 |
| NIKKEI 225 (CME) SEP24 (Chicago Mercantile Exchange) | Derivative-equity | US | $-522K | – | -0.02 | |
| North Macedonia Government International Bond | Long | Debt | MK | $22M | – | 0.72 |
| North Macedonia Government International Bond | Long | Debt | MK | $18M | – | 0.61 |
| North Macedonia Government International Bond | Long | Debt | MK | $2M | – | 0.08 |
| OPAP SA | Long | Equity-common | GR | $4M | 233K | 0.14 |
| Optima bank SA | Long | Equity-common | GR | $2M | 186K | 0.08 |
| Orange Polska SA | Long | Equity-common | PL | $1M | 539K | 0.04 |
| ORLEN SA | Long | Equity-common | PL | $8M | 478K | 0.26 |
| Pakistan Treasury Bills (PAKISTAN T-BILL) | Long | Short-term investment vehicle | PK | $9M | – | 0.30 |
| Pakistan Treasury Bills (PAKISTAN T-BILL) | Long | Short-term investment vehicle | PK | $5M | – | 0.18 |
| Pakistan Treasury Bills (PAKISTAN T-BILL) | Long | Short-term investment vehicle | PK | $3M | – | 0.09 |
| Pakistan Treasury Bills (PAKISTAN T-BILL) | Long | Short-term investment vehicle | PK | $955K | – | 0.03 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $22M | – | 0.73 |
| PARTNERRE ILS FUND SAC LTD. | Long | Short-term investment vehicle | US | $14M | 13M | 0.46 |
| Pepco Group NV | Long | Equity-common | NL | $590K | 122K | 0.02 |
| Peru Government Bond (BONOS DE TESORERIA) | Long | Debt | PE | $19M | – | 0.63 |
| Petroleos de Venezuela SA | Long | Debt | VE | $5M | – | 0.18 |
| Petroleos de Venezuela SA | Long | Debt | VE | $5M | – | 0.18 |
| Petroleos de Venezuela SA | Long | Debt | VE | $3M | – | 0.10 |
| Petroleos de Venezuela SA | Long | Debt | VE | $2M | – | 0.08 |
| Petroleos de Venezuela SA | Long | Debt | VE | $2M | – | 0.08 |
| Petroleos de Venezuela SA | Long | Debt | VE | $2M | – | 0.08 |
| Petroleos de Venezuela SA | Long | Debt | VE | $2M | – | 0.06 |
| Petroleos de Venezuela SA | Long | Debt | VE | $2M | – | 0.06 |
| Petroleos de Venezuela SA | Long | Debt | VE | $1M | – | 0.04 |
| PGE Polska Grupa Energetyczna SA | Long | Equity-common | PL | $1M | 764K | 0.05 |
| Phu Nhuan Jewelry JSC | Long | Equity-common | VN | $1M | 315K | 0.04 |
| Piraeus Financial Holdings SA | Long | Equity-common | GR | $14M | 3M | 0.48 |
| PNMSR PART 2023 | Long | ABS-other | US | $6M | – | 0.19 |
| Powszechna Kasa Oszczednosci Bank Polski SA | Long | Equity-common | PL | $11M | 722K | 0.36 |
| Powszechny Zaklad Ubezpieczen SA | Long | Equity-common | PL | $6M | 486K | 0.20 |
| Precinct Properties Group | Short | Equity-common | NZ | $-975K | -1M | -0.03 |
| Public Power Corp SA | Long | Equity-common | GR | $2M | 186K | 0.08 |
| PURCHASED AUD / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | AU | $-699K | – | -0.02 | |
| PURCHASED AUD / SOLD USD (Citibank NA) | Derivative-foreign exchange | AU | $-857K | – | -0.03 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $36K | – | 0.00 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $-40K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $-79K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $-120K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $-136K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $-237K | – | -0.01 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $-410K | – | -0.01 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-8K | – | -0.00 | |
| PURCHASED CAD / SOLD USD (UBS AG) | Derivative-foreign exchange | CA | $-9K | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-10K | – | -0.00 | |
| PURCHASED CAD / SOLD USD (UBS AG) | Derivative-foreign exchange | CA | $-14K | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-16K | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-26K | – | -0.00 | |
| PURCHASED CAD / SOLD USD (UBS AG) | Derivative-foreign exchange | CA | $-31K | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-32K | – | -0.00 | |
| PURCHASED CAD / SOLD USD (UBS AG) | Derivative-foreign exchange | CA | $-48K | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-54K | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-58K | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-194K | – | -0.01 | |
| PURCHASED COP / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | CO | $318K | – | 0.01 | |
| PURCHASED COP / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | CO | $52K | – | 0.00 | |
| PURCHASED COP / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | CO | $-8K | – | -0.00 | |
| PURCHASED COP / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | CO | $-35K | – | -0.00 | |
| PURCHASED CZK / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | CZ | $-92K | – | -0.00 | |
| PURCHASED CZK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | CZ | $-695K | – | -0.02 | |
| PURCHASED EGP / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | EG | $2M | – | 0.06 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $1M | – | 0.05 | |
| PURCHASED EGP / SOLD USD (Bank of America NA) | Derivative-foreign exchange | EG | $623K | – | 0.02 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $461K | – | 0.02 | |
| PURCHASED EGP / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | EG | $401K | – | 0.01 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $359K | – | 0.01 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $323K | – | 0.01 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $286K | – | 0.01 | |
| PURCHASED EGP / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | EG | $199K | – | 0.01 | |
| PURCHASED EGP / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | EG | $173K | – | 0.01 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $124K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | EG | $120K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | EG | $89K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | EG | $54K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $46K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | EG | $32K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | EG | $27K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $25K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | EG | $24K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | EG | $11K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $7K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | EG | $6K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | EG | $6K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | EG | $5K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | EG | $4K | – | 0.00 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $108.74 | – | 0.00 | |
| PURCHASED EGP / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | EG | $-7K | – | -0.00 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $-7K | – | -0.00 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $-28K | – | -0.00 | |
| PURCHASED EGP / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | EG | $-36K | – | -0.00 | |
| PURCHASED EGP / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | EG | $-39K | – | -0.00 | |
| PURCHASED EGP / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | EG | $-39K | – | -0.00 | |
| PURCHASED EGP / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | EG | $-90K | – | -0.00 | |
| PURCHASED EGP / SOLD USD (Citibank NA) | Derivative-foreign exchange | EG | $-122K | – | -0.00 | |
| PURCHASED EGP / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | EG | $-431K | – | -0.01 | |
| PURCHASED EUR / SOLD CZK (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $61K | – | 0.00 | |
| PURCHASED EUR / SOLD CZK (UBS AG) | Derivative-foreign exchange | XX | $25K | – | 0.00 | |
| PURCHASED EUR / SOLD HUF (Citibank NA) | Derivative-foreign exchange | XX | $174K | – | 0.01 | |
| PURCHASED EUR / SOLD HUF (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $63K | – | 0.00 | |
| PURCHASED EUR / SOLD HUF (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $-138K | – | -0.00 | |
| PURCHASED EUR / SOLD PLN (Barclays Bank PLC) | Derivative-foreign exchange | XX | $19K | – | 0.00 | |
| PURCHASED EUR / SOLD PLN (Citibank NA) | Derivative-foreign exchange | XX | $18K | – | 0.00 | |
| PURCHASED EUR / SOLD PLN (Barclays Bank PLC) | Derivative-foreign exchange | XX | $-24K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | XX | $275K | – | 0.01 | |
| PURCHASED EUR / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | XX | $21K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | XX | $16K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | XX | $16K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | XX | $9K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $8K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | XX | $7K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $6K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | XX | $6K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $6K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $-110K | – | -0.00 | |
| PURCHASED HUF / SOLD EUR (UBS AG) | Derivative-foreign exchange | HU | $141K | – | 0.00 | |
| PURCHASED HUF / SOLD EUR (Citibank NA) | Derivative-foreign exchange | HU | $105K | – | 0.00 | |
| PURCHASED HUF / SOLD EUR (Barclays Bank PLC) | Derivative-foreign exchange | HU | $59K | – | 0.00 | |
| PURCHASED HUF / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | HU | $28K | – | 0.00 | |
| PURCHASED HUF / SOLD EUR (Barclays Bank PLC) | Derivative-foreign exchange | HU | $19K | – | 0.00 | |
| PURCHASED HUF / SOLD EUR (HSBC Bank USA NA) | Derivative-foreign exchange | HU | $7K | – | 0.00 | |
| PURCHASED HUF / SOLD EUR (Goldman Sachs International) | Derivative-foreign exchange | HU | $-92K | – | -0.00 | |
| PURCHASED HUF / SOLD EUR (Barclays Bank PLC) | Derivative-foreign exchange | HU | $-162K | – | -0.01 | |
| PURCHASED HUF / SOLD EUR (Citibank NA) | Derivative-foreign exchange | HU | $-174K | – | -0.01 | |
| PURCHASED HUF / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | HU | $-183K | – | -0.01 | |
| PURCHASED IDR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | ID | $42K | – | 0.00 | |
| PURCHASED IDR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | ID | $7K | – | 0.00 | |
| PURCHASED ILS / SOLD USD (Citibank NA) | Derivative-foreign exchange | IL | $-138K | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | IL | $-202K | – | -0.01 | |
| PURCHASED ILS / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | IL | $-301K | – | -0.01 | |
| PURCHASED INR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | IN | $-20K | – | -0.00 | |
| PURCHASED INR / SOLD USD (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | IN | $-65K | – | -0.00 | |
| PURCHASED INR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | IN | $-109K | – | -0.00 | |
| PURCHASED ISK / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | IS | $282K | – | 0.01 | |
| PURCHASED ISK / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | IS | $255K | – | 0.01 | |
| PURCHASED ISK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | IS | $241K | – | 0.01 | |
| PURCHASED ISK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | IS | $101K | – | 0.00 | |
| PURCHASED ISK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | IS | $61K | – | 0.00 | |
| PURCHASED ISK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | IS | $52K | – | 0.00 | |
| PURCHASED ISK / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | IS | $29K | – | 0.00 | |
| PURCHASED ISK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | IS | $16K | – | 0.00 | |
| PURCHASED JPY / SOLD USD (Citibank NA) | Derivative-foreign exchange | JP | $1M | – | 0.04 | |
| PURCHASED JPY / SOLD USD (Citibank NA) | Derivative-foreign exchange | JP | $716K | – | 0.02 | |
| PURCHASED JPY / SOLD USD (Citibank NA) | Derivative-foreign exchange | JP | $88K | – | 0.00 | |
| PURCHASED JPY / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | JP | $15K | – | 0.00 | |
| PURCHASED KRW / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | KR | $59K | – | 0.00 | |
| PURCHASED KRW / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | KR | $42K | – | 0.00 | |
| PURCHASED KRW / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | KR | $32K | – | 0.00 | |
| PURCHASED KRW / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | KR | $27K | – | 0.00 | |
| PURCHASED KZT / SOLD USD (Citibank NA) | Derivative-foreign exchange | KZ | $642K | – | 0.02 | |
| PURCHASED KZT / SOLD USD (Citibank NA) | Derivative-foreign exchange | KZ | $413K | – | 0.01 | |
| PURCHASED KZT / SOLD USD (Citibank NA) | Derivative-foreign exchange | KZ | $325K | – | 0.01 | |
| PURCHASED KZT / SOLD USD (Citibank NA) | Derivative-foreign exchange | KZ | $321K | – | 0.01 | |
| PURCHASED KZT / SOLD USD (Citibank NA) | Derivative-foreign exchange | KZ | $188K | – | 0.01 | |
| PURCHASED KZT / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | KZ | $186K | – | 0.01 | |
| PURCHASED KZT / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | KZ | $6K | – | 0.00 | |
| PURCHASED KZT / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | KZ | $2K | – | 0.00 | |
| PURCHASED KZT / SOLD USD (Citibank NA) | Derivative-foreign exchange | KZ | $819.46 | – | 0.00 | |
| PURCHASED KZT / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | KZ | $764.58 | – | 0.00 | |
| PURCHASED KZT / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | KZ | $-862.93 | – | -0.00 | |
| PURCHASED KZT / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | KZ | $-862.93 | – | -0.00 | |
| PURCHASED KZT / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | KZ | $-21K | – | -0.00 | |
| PURCHASED KZT / SOLD USD (Citibank NA) | Derivative-foreign exchange | KZ | $-29K | – | -0.00 | |
| PURCHASED KZT / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | KZ | $-35K | – | -0.00 | |
| PURCHASED KZT / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | KZ | $-57K | – | -0.00 | |
| PURCHASED KZT / SOLD USD (Citibank NA) | Derivative-foreign exchange | KZ | $-85K | – | -0.00 | |
| PURCHASED KZT / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | KZ | $-88K | – | -0.00 | |
| PURCHASED KZT / SOLD USD (Citibank NA) | Derivative-foreign exchange | KZ | $-144K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | MX | $-14K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | MX | $-16K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | MX | $-139K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | MX | $-157K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | MX | $-270K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | MX | $-950K | – | -0.03 | |
| PURCHASED MXN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | MX | $-1M | – | -0.04 | |
| PURCHASED NGN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | NG | $70K | – | 0.00 | |
| PURCHASED NGN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | NG | $55K | – | 0.00 | |
| PURCHASED NGN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | NG | $-201K | – | -0.01 | |
| PURCHASED NZD / SOLD USD (Australia & New Zealand Banking Group Ltd.) | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NZ | $-2M | – | -0.07 | |
| PURCHASED PEN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | PE | $362K | – | 0.01 | |
| PURCHASED PEN / SOLD USD (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | PE | $348K | – | 0.01 | |
| PURCHASED PEN / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | PE | $230K | – | 0.01 | |
| PURCHASED PEN / SOLD USD (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | PE | $99K | – | 0.00 | |
| PURCHASED PEN / SOLD USD (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | PE | $13K | – | 0.00 | |
| PURCHASED PEN / SOLD USD (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | PE | $-16K | – | -0.00 | |
| PURCHASED PLN / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | PL | $490K | – | 0.02 | |
| PURCHASED PLN / SOLD EUR (Citibank NA) | Derivative-foreign exchange | PL | $59K | – | 0.00 | |
| PURCHASED PLN / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | PL | $5K | – | 0.00 | |
| PURCHASED SEK / SOLD EUR (UBS AG) | Derivative-foreign exchange | SE | $-554K | – | -0.02 | |
| PURCHASED SGD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | SG | $585K | – | 0.02 | |
| PURCHASED SGD / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | SG | $388K | – | 0.01 | |
| PURCHASED SGD / SOLD USD (Citibank NA) | Derivative-foreign exchange | SG | $22K | – | 0.00 | |
| PURCHASED THB / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TH | $878K | – | 0.03 | |
| PURCHASED THB / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TH | $724K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $2M | – | 0.08 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $2M | – | 0.08 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $2M | – | 0.06 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $2M | – | 0.05 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $1M | – | 0.04 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $836K | – | 0.03 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $751K | – | 0.03 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $661K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $639K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $639K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $543K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $522K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $515K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $510K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $454K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $451K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $449K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $431K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $387K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $386K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $382K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $367K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $342K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $307K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $305K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $297K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $291K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $277K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $248K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $175K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $83K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $82K | – | 0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-50K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-52K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-60K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-69K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | TW | $-70K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-70K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-73K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-73K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-74K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-122K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-140K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-161K | – | -0.01 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-165K | – | -0.01 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-171K | – | -0.01 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-171K | – | -0.01 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-174K | – | -0.01 | |
| PURCHASED USD / SOLD AMD (Citibank N.A.) | Derivative-foreign exchange | US | $-22K | – | -0.00 | |
| PURCHASED USD / SOLD AMD (Citibank N.A.) | Derivative-foreign exchange | US | $-52K | – | -0.00 | |
| PURCHASED USD / SOLD BHD (Standard Chartered Bank) | Derivative-foreign exchange | US | $-76K | – | -0.00 | |
| PURCHASED USD / SOLD BHD (Standard Chartered Bank) | Derivative-foreign exchange | US | $-352K | – | -0.01 | |
| PURCHASED USD / SOLD BRL (Societe Generale SA) | Derivative-foreign exchange | US | $917K | – | 0.03 | |
| PURCHASED USD / SOLD BRL (Societe Generale SA) | Derivative-foreign exchange | US | $141K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Societe Generale SA) | Derivative-foreign exchange | US | $-37K | – | -0.00 | |
| PURCHASED USD / SOLD CNH (Citibank NA) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD CNH (BNP Paribas SA) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| PURCHASED USD / SOLD CNH (Citibank NA) | Derivative-foreign exchange | US | $-28K | – | -0.00 | |
| PURCHASED USD / SOLD CNH (HSBC Bank USA NA) | Derivative-foreign exchange | US | $-31K | – | -0.00 | |
| PURCHASED USD / SOLD CNH (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-37K | – | -0.00 | |
| PURCHASED USD / SOLD CNH (Citibank NA) | Derivative-foreign exchange | US | $-102K | – | -0.00 | |
| PURCHASED USD / SOLD CNH (BNP Paribas SA) | Derivative-foreign exchange | US | $-164K | – | -0.01 | |
| PURCHASED USD / SOLD CNH (HSBC Bank USA NA) | Derivative-foreign exchange | US | $-219K | – | -0.01 | |
| PURCHASED USD / SOLD CNH (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-256K | – | -0.01 | |
| PURCHASED USD / SOLD COP (Societe Generale SA) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Societe Generale SA) | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| PURCHASED USD / SOLD COP (Societe Generale SA) | Derivative-foreign exchange | US | $-166K | – | -0.01 | |
| PURCHASED USD / SOLD COP (Societe Generale SA) | Derivative-foreign exchange | US | $-178K | – | -0.01 | |
| PURCHASED USD / SOLD COP (Societe Generale SA) | Derivative-foreign exchange | US | $-734K | – | -0.02 | |
| PURCHASED USD / SOLD COP (Societe Generale SA) | Derivative-foreign exchange | US | $-784K | – | -0.03 | |
| PURCHASED USD / SOLD EGP (Citibank N.A.) | Derivative-foreign exchange | US | $2M | – | 0.08 | |
| PURCHASED USD / SOLD EGP (Standard Chartered Bank) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $267K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $85K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $70K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $40K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-538.4 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-542.17 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-933.92 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-979.91 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-28K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-34K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-40K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-42K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-44K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-46K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-58K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-83K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-94K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-134K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-144K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-148K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-148K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-153K | – | -0.01 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-187K | – | -0.01 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-364K | – | -0.01 | |
| PURCHASED USD / SOLD HKD (Deutsche Bank AG) | Derivative-foreign exchange | US | $89K | – | 0.00 | |
| PURCHASED USD / SOLD HKD (BNP Paribas SA) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| PURCHASED USD / SOLD IDR (Societe Generale SA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-50K | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-50K | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Societe Generale SA) | Derivative-foreign exchange | US | $-56K | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Societe Generale SA) | Derivative-foreign exchange | US | $-60K | – | -0.00 | |
| PURCHASED USD / SOLD ILS (Barclays Bank PLC) | Derivative-foreign exchange | US | $238K | – | 0.01 | |
| PURCHASED USD / SOLD ILS (Bank of America NA) | Derivative-foreign exchange | US | $187K | – | 0.01 | |
| PURCHASED USD / SOLD ILS (Standard Chartered Bank) | Derivative-foreign exchange | US | $174K | – | 0.01 | |
| PURCHASED USD / SOLD ILS (UBS AG) | Derivative-foreign exchange | US | $70K | – | 0.00 | |
| PURCHASED USD / SOLD INR (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD INR (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD INR (Societe Generale SA) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD INR (Societe Generale SA) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD JPY (Citibank NA) | Derivative-foreign exchange | US | $-200K | – | -0.01 | |
| PURCHASED USD / SOLD KES (Standard Chartered Bank) | Derivative-foreign exchange | US | $-93K | – | -0.00 | |
| PURCHASED USD / SOLD KES (Standard Chartered Bank) | Derivative-foreign exchange | US | $-101K | – | -0.00 | |
| PURCHASED USD / SOLD KES (Standard Chartered Bank) | Derivative-foreign exchange | US | $-101K | – | -0.00 | |
| PURCHASED USD / SOLD KES (Standard Chartered Bank) | Derivative-foreign exchange | US | $-101K | – | -0.00 | |
| PURCHASED USD / SOLD KES (Standard Chartered Bank) | Derivative-foreign exchange | US | $-172K | – | -0.01 | |
| PURCHASED USD / SOLD KES (Standard Chartered Bank) | Derivative-foreign exchange | US | $-289K | – | -0.01 | |
| PURCHASED USD / SOLD KES (Standard Chartered Bank) | Derivative-foreign exchange | US | $-316K | – | -0.01 | |
| PURCHASED USD / SOLD KZT (Citibank N.A.) | Derivative-foreign exchange | US | $-245K | – | -0.01 | |
| PURCHASED USD / SOLD KZT (Citibank N.A.) | Derivative-foreign exchange | US | $-301K | – | -0.01 | |
| PURCHASED USD / SOLD KZT (Bank of America N.A.) | Derivative-foreign exchange | US | $-315K | – | -0.01 | |
| PURCHASED USD / SOLD KZT (Citibank N.A.) | Derivative-foreign exchange | US | $-435K | – | -0.01 | |
| PURCHASED USD / SOLD KZT (Citibank N.A.) | Derivative-foreign exchange | US | $-597K | – | -0.02 | |
| PURCHASED USD / SOLD MXN (Bank of America NA) | Derivative-foreign exchange | US | $357K | – | 0.01 | |
| PURCHASED USD / SOLD MXN (Goldman Sachs International) | Derivative-foreign exchange | US | $118K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Goldman Sachs International) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (UBS AG) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| PURCHASED USD / SOLD MYR (Goldman Sachs International) | Derivative-foreign exchange | US | $-299K | – | -0.01 | |
| PURCHASED USD / SOLD MYR (Credit Agricole CIB) | Derivative-foreign exchange | US | $-341K | – | -0.01 | |
| PURCHASED USD / SOLD NZD (Bank of America NA) | Derivative-foreign exchange | US | $3M | – | 0.10 | |
| PURCHASED USD / SOLD NZD (Bank of America NA) | Derivative-foreign exchange | US | $492K | – | 0.02 | |
| PURCHASED USD / SOLD NZD (Citibank NA) | Derivative-foreign exchange | US | $128K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (Bank of America NA) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| PURCHASED USD / SOLD OMR (Standard Chartered Bank) | Derivative-foreign exchange | US | $-25K | – | -0.00 | |
| PURCHASED USD / SOLD OMR (Standard Chartered Bank) | Derivative-foreign exchange | US | $-702K | – | -0.02 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-30K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-38K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-50K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-51K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Standard Chartered Bank) | Derivative-foreign exchange | US | $-75K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-100K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-104K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-209K | – | -0.01 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-213K | – | -0.01 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-782K | – | -0.03 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-792K | – | -0.03 | |
| PURCHASED USD / SOLD PHP (Societe Generale SA) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Societe Generale SA) | Derivative-foreign exchange | US | $-25K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Societe Generale SA) | Derivative-foreign exchange | US | $-34K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Societe Generale SA) | Derivative-foreign exchange | US | $-62K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-65K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Societe Generale SA) | Derivative-foreign exchange | US | $-72K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-74K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-81K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-95K | – | -0.00 | |
| PURCHASED USD / SOLD SAR (Standard Chartered Bank) | Derivative-foreign exchange | US | $-44K | – | -0.00 | |
| PURCHASED USD / SOLD SGD (Citibank NA) | Derivative-foreign exchange | US | $-50K | – | -0.00 | |
| PURCHASED USD / SOLD SGD (Standard Chartered Bank) | Derivative-foreign exchange | US | $-89K | – | -0.00 | |
| PURCHASED USD / SOLD THB (Standard Chartered Bank) | Derivative-foreign exchange | US | $-2M | – | -0.05 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $43K | – | 0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-22K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-27K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-33K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-36K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-49K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-140K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-184K | – | -0.01 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-186K | – | -0.01 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-308K | – | -0.01 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-428K | – | -0.01 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-460K | – | -0.02 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-599K | – | -0.02 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-761K | – | -0.03 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-1M | – | -0.04 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-2M | – | -0.05 | |
| PURCHASED USD / SOLD UYU (Citibank NA) | Derivative-foreign exchange | US | $115K | – | 0.00 | |
| PURCHASED USD / SOLD UYU (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| PURCHASED USD / SOLD UYU (HSBC Bank USA NA) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (UBS AG) | Derivative-foreign exchange | US | $81K | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (Standard Chartered Bank) | Derivative-foreign exchange | US | $69K | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (Goldman Sachs International) | Derivative-foreign exchange | US | $58K | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (Bank of America NA) | Derivative-foreign exchange | US | $-3M | – | -0.12 | |
| PURCHASED USD / SOLD ZMW (Citibank NA) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| PURCHASED USD / SOLD ZMW (Citibank NA) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $965K | – | 0.03 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $408K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $402K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $396K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $334K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $278K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | UZ | $269K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $235K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $225K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $203K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $192K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $181K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $160K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $154K | – | 0.01 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $147K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $139K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | UZ | $124K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | UZ | $119K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $95K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $88K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $84K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $51K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $48K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $47K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $46K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $30K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | UZ | $27K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $21K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | UZ | $2K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | UZ | $2K | – | 0.00 | |
| PURCHASED UZS / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | UZ | $595.39 | – | 0.00 | |
| PURCHASED UZS / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | UZ | $-21K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | ZA | $2M | – | 0.07 | |
| PURCHASED ZAR / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | ZA | $147K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | ZA | $11K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ZA | $8K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (UBS AG) | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | ZA | $-20K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $-22K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | ZA | $-80K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (UBS AG) | Derivative-foreign exchange | ZA | $-342K | – | -0.01 | |
| PURCHASED ZMW / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | ZM | $-33K | – | -0.00 | |
| PURCHASED ZMW / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | ZM | $-66K | – | -0.00 | |
| Refrigeration Electrical Engineering Corp | Long | Equity-common | VN | $2M | 739K | 0.07 |
| Reitir fasteignafelag hf | Long | Equity-common | IS | $1M | 2M | 0.04 |
| REPO BB POLAND (REPUBLIC OF) (Barclays Capital Securities Ltd.) | Long | Repurchase agreement | LU | $3M | – | 0.11 |
| REPO BB REPUBLIC OF POLAND GOV (Barclays Capital Securities Ltd.) | Long | Repurchase agreement | LU | $6M | – | 0.21 |
| REPO BB REPUBLIC OF POLAND GOV (Nomura International PLC) | Long | Repurchase agreement | US | $3M | – | 0.11 |
| REPO BB REPUBLIC OF POLAND GOV (Barclays Capital Securities Ltd.) | Long | Repurchase agreement | LU | $2M | – | 0.06 |
| Republic of Armenia International Bond | Short | Debt | AM | $-7M | – | -0.22 |
| Republic of Armenia Treasury Bonds (ARMENIAN TREASURY BONDS) | Long | Debt | AM | $33M | – | 1.10 |
| Republic of Armenia Treasury Bonds (ARMENIAN TREASURY BONDS) | Long | Debt | AM | $12M | – | 0.39 |
| Republic of Armenia Treasury Bonds (ARMENIAN TREASURY BONDS) | Long | Debt | AM | $4M | – | 0.15 |
| Republic of Armenia Treasury Bonds (ARMENIAN TREASURY BONDS) | Long | Debt | AM | $4M | – | 0.14 |
| Republic of Armenia Treasury Bonds (ARMENIAN TREASURY BONDS) | Long | Debt | AM | $2M | – | 0.05 |
| Republic of Azerbaijan International Bonds | Short | Debt | AZ | $-17M | – | -0.56 |
| Republic of Cameroon International Bond | Long | Debt | CM | $70M | – | 2.36 |
| Republic of Cameroon International Bond | Long | Debt | CM | $16M | – | 0.53 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $39M | – | 1.32 |
| Republic of Kenya Government International Bonds | Long | Debt | KE | $3M | – | 0.10 |
| Republic of Poland Government International Bond | Short | Debt | PL | $-3M | – | -0.10 |
| Republic of Poland Government International Bond | Short | Debt | PL | $-11M | – | -0.36 |
| Republic of Tajikistan International Bond (TAJIKISTAN INT BOND) | Long | Debt | TJ | $812K | – | 0.03 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $30M | – | 1.00 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $9M | – | 0.29 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $5M | – | 0.16 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $3M | – | 0.10 |
| RRP BENIN (REPUBLIC OF) REPO (JPMorgan Securities PLC) | Short | Repurchase agreement | US | $-7M | – | -0.24 |
| RRP BENIN (REPUBLIC OF) REPO (JPMorgan Securities PLC) | Short | Repurchase agreement | US | $-10M | – | -0.34 |
| RRP BENIN CASH/RRP REPO (Barclays Capital Securities Ltd.) | Short | Repurchase agreement | LU | $-11M | – | -0.36 |
| RRP BENIN CASH/RRP REPO (Barclays Capital Securities Ltd.) | Short | Repurchase agreement | LU | $-19M | – | -0.63 |
| RRP BENIN GOVERNMENT REPO (Barclays Capital Securities Ltd.) | Short | Repurchase agreement | LU | $-151K | – | -0.01 |
| RRP BENIN GOVERNMENT REPO (Nomura International PLC) | Short | Repurchase agreement | US | $-3M | – | -0.10 |
| RRP BENIN GOVERNMENT REPO (Barclays Capital Securities Ltd.) | Short | Repurchase agreement | US | $-4M | – | -0.13 |
| RRP BENIN GOVERNMENT REPO (Barclays Capital Securities Ltd.) | Short | Repurchase agreement | LU | $-18M | – | -0.62 |
| RRP FNR 23 54 REPO (MUFG Securities EMEA PLC) | Short | Repurchase agreement | US | $-7M | – | -0.24 |
| RRP GNMA 24 3 REPO (MUFG Securities EMEA PLC) | Short | Repurchase agreement | US | $-1M | – | -0.05 |
| RRP GNR 23 148 REPO (MUFG Securities EMEA PLC) | Short | Repurchase agreement | US | $-7M | – | -0.24 |
| RRP GNR 23 151 REPO (MUFG Securities EMEA PLC) | Short | Repurchase agreement | US | $-5M | – | -0.17 |
| RRP GNR 23 155 REPO (MUFG Securities EMEA PLC) | Short | Repurchase agreement | US | $-19M | – | -0.65 |
| RRP GNR 23 165 REPO (MUFG Securities EMEA PLC) | Short | Repurchase agreement | US | $-36M | – | -1.19 |
| RRP GNR 23 169 REPO (MUFG Securities EMEA PLC) | Short | Repurchase agreement | US | $-4M | – | -0.12 |
| RRP GNR 24 1 REPO (MUFG Securities EMEA PLC) | Short | Repurchase agreement | US | $-4M | – | -0.12 |
| RRP GNR 24 6 REPO (MUFG Securities EMEA PLC) | Short | Repurchase agreement | US | $-6M | – | -0.22 |
| RRP GNR 24 6 RRP REPO (MUFG Securities EMEA PLC) | Short | Repurchase agreement | US | $-1M | – | -0.04 |
| RRP NEW ZEALAND CASH/RRP REPO (JPMorgan Securities PLC) | Short | Repurchase agreement | NZ | $-18M | – | -0.61 |
| RRP NEW ZEALAND CASH/RRP REPO (JPMorgan Securities PLC) | Short | Repurchase agreement | NZ | $-27M | – | -0.90 |
| Ryman Healthcare Ltd | Short | Equity-common | NZ | $-2M | -664K | -0.06 |
| S+P/TSX 60 IX FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-equity | CA | $-2M | – | -0.08 | |
| Sammaan Capital Ltd | Long | Debt | IN | $5M | – | 0.15 |
| Santander Bank Polska SA | Long | Equity-common | PL | $4M | 31K | 0.14 |
| SBAIO 2018-3 Trust (SBA IO Trust) | Long | ABS-other | US | $5M | – | 0.18 |
| Serbia Treasury Bonds | Long | Debt | RS | $98M | – | 3.30 |
| Serbia Treasury Bonds | Long | Debt | RS | $38M | – | 1.28 |
| Shimao Group Holdings Ltd | Long | Debt | KY | $437K | – | 0.01 |
| Siminn HF | Long | Equity-common | IS | $228K | 3M | 0.01 |
| SKYCITY Entertainment Group Ltd | Short | Equity-common | NZ | $-670K | -723K | -0.02 |
| Spark New Zealand Ltd | Short | Equity-common | NZ | $-6M | -2M | -0.21 |
| Sri Lanka Government International Bond (Republic of Sri Lanka) | Long | Debt | LK | $6M | – | 0.19 |
| Sri Lanka Government International Bond (REPUBLIC OF SRI LANKA) | Long | Debt | LK | $3M | – | 0.11 |
| Sri Lanka Government International Bond (Republic of Sri Lanka) | Long | Debt | LK | $3M | – | 0.11 |
| Sri Lanka Government International Bond (REPUBLIC OF SRI LANKA) | Long | Debt | LK | $2M | – | 0.05 |
| Sri Lanka Government International Bond (Republic of Sri Lanka) | Long | Debt | LK | $778K | – | 0.03 |
| Sri Lanka Government International Bond (REPUBLIC OF SRI LANKA) | Long | Debt | LK | $669K | – | 0.02 |
| Sri Lanka Government International Bonds | Long | Debt | LK | $22M | – | 0.75 |
| Sri Lanka Government International Bonds | Long | Debt | LK | $14M | – | 0.45 |
| Sri Lanka Government International Bonds | Long | Debt | LK | $9M | – | 0.29 |
| Sri Lanka Government International Bonds | Long | Debt | LK | $4M | – | 0.13 |
| Sri Lanka Government International Bonds | Long | Debt | LK | $2M | – | 0.06 |
| SSI Securities Corp | Long | Equity-common | VN | $355K | 281K | 0.01 |
| Sunac China Holdings Ltd | Long | Debt | KY | $224K | – | 0.01 |
| Sunac China Holdings Ltd | Long | Debt | KY | $201K | – | 0.01 |
| Sunac China Holdings Ltd | Long | Debt | KY | $157K | – | 0.01 |
| Sunac China Holdings Ltd | Long | Debt | KY | $95K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $89K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $86K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $59K | – | 0.00 |
| Sunrisemezz PLC | Long | Equity-common | CY | $98K | 273K | 0.00 |
| Suriname Government International Bond (REPUBLIC OF SURINAME INT) | Long | Debt | SR | $43M | – | 1.46 |
| Suriname Government International Bond (REPUBLIC OF SURINAME INT) | Long | Debt | SR | $24M | – | 0.81 |
| SUSSEX CAPITAL LTD | Long | Short-term investment vehicle | US | $496K | 149.55 | 0.02 |
| SUSSEX CAPITAL LTD SE 14 12 21 | Long | Short-term investment vehicle | US | $0 | 1K | – |
| SUSSEX CAPITAL LTD SER 14 NOV | Long | Short-term investment vehicle | US | $0 | 1K | – |
| SWISS RE CORE NAT CAT FUND | Long | Short-term investment vehicle | US | $12M | 12M | 0.40 |
| Tanzania 10 Year Term Loan | Long | Loan | TZ | $78M | – | 2.61 |
| Tanzania 2024 Term Loan A2 | Long | Loan | TZ | $16M | – | 0.54 |
| Tauron Polska Energia SA | Long | Equity-common | PL | $856K | 894K | 0.03 |
| TBC Bank Group PLC | Long | Equity-common | GB | $24M | 608K | 0.81 |
| TBC Bank JSC | Long | Debt | GE | $11M | – | 0.37 |
| TESNIK CUATRO LTD | Long | Equity-common | US | $449K | 584K | 0.02 |
| Text SA | Long | Equity-common | PL | $332K | 15K | 0.01 |
| Times China Holdings Ltd (TIMES CHINA HLDG LTD) | Long | Debt | KY | $177K | – | 0.01 |
| Times China Holdings Ltd (TIMES CHINA HLDG LTD) | Long | Debt | KY | $129K | – | 0.00 |
| Titan Cement International SA | Long | Equity-common | BE | $266K | 7K | 0.01 |
| Tunisian Republic | Long | Debt | TN | $12M | – | 0.42 |
| Tunisian Republic | Long | Debt | TN | $5M | – | 0.18 |
| Tunisian Republic | Long | Debt | TN | $3M | – | 0.11 |
| Tunisian Republic | Long | Debt | TN | $2M | – | 0.07 |
| Tunisian Republic | Long | Debt | TN | $277K | – | 0.01 |
| Turkiye Government Bond | Long | Debt | TR | $13M | – | 0.42 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $47M | – | 1.57 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $23M | – | 0.78 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $18M | – | 0.62 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $18M | – | 0.60 |
| Ukraine Government Bond (GOVERNMENT OF UKRAINE) | Long | Debt | UA | $4M | – | 0.15 |
| Ukraine Government Bond (GOVERNMENT OF UKRAINE) | Long | Debt | UA | $2M | – | 0.05 |
| Ukraine Government Bond (GOVERNMENT OF UKRAINE) | Long | Debt | UA | $1M | – | 0.05 |
| Ukraine Government Bond (GOVERNMENT OF UKRAINE) | Long | Debt | UA | $1M | – | 0.04 |
| Ukraine Government International Bond | Long | Debt | UA | $1M | – | 0.04 |
| Ukraine Government International Bond | Long | Debt | UA | $233K | – | 0.01 |
| Ukraine Government International Bonds | Long | Debt | UA | $8M | – | 0.26 |
| Ukraine Government International Bonds | Long | Debt | UA | $7M | – | 0.22 |
| Ukraine Government International Bonds | Long | Debt | UA | $2M | – | 0.08 |
| Ukraine Government International Bonds | Long | Debt | UA | $2M | – | 0.08 |
| Ukraine Government International Bonds | Long | Debt | UA | $1M | – | 0.04 |
| Ukraine Government International Bonds | Long | Debt | UA | $505K | – | 0.02 |
| Ukraine Government International Bonds | Long | Debt | UA | $245K | – | 0.01 |
| Unison Trust 2021-1 | Long | ABS-mortgage backed security | US | $41M | – | 1.37 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $27M | – | 0.89 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $16M | – | 0.55 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $10M | – | 0.32 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $27K | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-488K | – | -0.02 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $342K | – | 0.01 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-1M | – | -0.05 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-2M | – | -0.06 | |
| Uzbek Industrial and Construction Bank ATB via Daryo Finance BV (UZBEK ICB (DARYO FNC)) | Long | Debt | NL | $13M | – | 0.43 |
| Vedanta Resources Finance II PLC | Long | Debt | GB | $1M | – | 0.04 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $3M | – | 0.11 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $3M | – | 0.11 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $3M | – | 0.10 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $3M | – | 0.09 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $2M | – | 0.07 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $2M | – | 0.06 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $1M | – | 0.04 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $1M | – | 0.04 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $1M | – | 0.04 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $901K | – | 0.03 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $598K | – | 0.02 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $303K | – | 0.01 |
| Vietnam Dairy Products JSC | Long | Equity-common | VN | $1M | 390K | 0.04 |
| Vingroup JSC | Long | Equity-common | VN | $862K | 514K | 0.03 |
| Warsaw Stock Exchange | Long | Equity-common | PL | $260K | 24K | 0.01 |
| Wow Air hf (WOW AIR EHF) | Long | Debt | IS | $0 | – | – |
| Wow Air hf (WOW AIR EHF) | Long | Debt | IS | $0 | – | – |
| XTB SA | Long | Equity-common | PL | $579K | 36K | 0.02 |
| Zambia Government International Bond (REPUBLIC OF ZAMBIA) | Long | Debt | ZM | $17K | – | 0.00 |
Address
Global Macro Absolute Return Advantage Portfolio
TWO INTERNATIONAL PLACE
BOSTON
Massachusetts
02110
United States of America
Websites
Directors
Cynthia E. Frost
Anchal Pachnanda
Scott E. Wennerholm
George J. Gorman
Alan C. Bowser
Mark R. Fetting
Nancy A. Wiser
Keith Quinton
Valerie A. Mosley
Susan J. Sutherland
Marcus L. Smith
Transfer Agents
N/A
Pricing Services
ICE Data Services, Inc.
PricingDirect Inc.
IHS Markit Ltd.
Refinitiv US Holdings Inc.
Custodians
Standard Chartered Bank Ghana PLC
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
Citibank Maghreb S.A.
JSC Bank of Georgia
Standard Chartered Bank (Dubai, Dubai, AE, Branch)
Union Internationale de Banques
Citibank del Peru S.A.
Standard Chartered Bank Zambia PLC
Bank Hapoalim B.M.
Banco de Chile
FirstRand Bank Limited
Citibank, National Association (Cairo, Cairo, EG, Branch)
Standard Bank Namibia Limited
State Street Bank and Trust Company
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
Standard Chartered Bank (Thai) Public Company Limited
AS SEB banka
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
Citibank Europe Public Limited Company
Standard Chartered Bank Uganda Limited
Citibank, National Association (Panama City, Panama, PA, Branch)
Standard Chartered Bank (Dhaka, Dhaka, BD, Branch)
State Street Trust Company Canada
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
Stanbic Bank Zimbabwe Limited
UBS Switzerland AG
Standard Chartered Bank Botswana Limited
Joint Stock Company 'Commercial Bank CitiBank'
Zagrebacka Banka Dionicko Drustvo
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Standard Chartered Bank Tanzania Limited
Standard Chartered Bank (Hong Kong) Limited
Landsbankinn hf.
Banco Itau Uruguay S.A.
Royal Bank of Canada
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
UniCredit Bank Czech Republic and Slovakia, a.s.
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)
Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)
UniCredit Bank Hungary Zrt.
Citibank, Anonim Sirketi
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
First Abu Dhabi Bank P.J.S.C. (Muttrah, Muscat, OM, Branch)
Stanbic IBTC Bank PLC
Standard Chartered Bank Kenya Limited
Bank Handlowy w Warszawie Spolka Akcyjna
Banco BCT Sociedad Anonima
The Hongkong and Shanghai Banking Corporation Limited
Standard Chartered Bank Malaysia Berhad
Citibank, National Association (Singapore, SG, Branch)
BNP Paribas (Athens, Attica, GR, Branch)
AB SEB bankas
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
UniCredit Bulbank AD
UniCredit Bank Srbija a.d. Beograd
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
Skandinaviska Enskilda Banken A/S
BNP Paribas
State Street Bank International GmbH
Joint Stock Company 'Citibank'
First Abu Dhabi Bank P.J.S.C.
Standard Bank PLC
Standard Chartered International Commercial Bank Co., Ltd.
Euroclear Bank
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
UniCredit Bank Czech Republic and Slovakia, a.s. (Bratislava, Bratislavsky, SK, Branch)
UniCredit Bank d.d.
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
UniCredit Bank Austria AG
Clearstream Banking S.A.
State Street Bank and Trust Company (Edinburgh, GB, Branch)
Intesa Sanpaolo S.p.A.
First Abu Dhabi Bank P.J.S.C. (Manama, Capital, BH, Branch)
Standard Chartered Bank Cote d'Ivoire SA
Raiffeisen Bank Sh.A
Cititrust Colombia S A Sociedad Fiduciaria
Ngan Hang Trach Nhiem Huu Han Mot Thanh Vien HSBC (Viet Nam)
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
Shareholder Servicing Agents
N/A
Admins
Eaton Vance Management
Brokers
Virtu Americas LLC
Numis Securities Inc.
Citigroup Global Markets Inc.
Swiss Capital SA
HSC Financial Services LLC
Goldman Sachs & Co. LLC
EFG-Hermes USA, Inc
Industrial Construction Bank CJSC
Pantelakis Securities S.A.
BofA Securities, Inc.