Fidelity Group of Funds > Fidelity Rutland Square Trust II
Strategic Advisers Alternatives Fund
$2.24B
Avg Monthly Net Assets
$2.50B
Total Assets
$77.32M
Total Liabilities
$2.42B
Net Assets
Strategic Advisers Alternatives Fund is a Fund of Funds in Fidelity Rutland Square Trust II
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $2.24B.
On July 26th, 2024 it reported 909 holdings, the largest
being BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN. (10.5%), EATON VANCE MUT FDS TR (9.9%) and Fidelity Greenwood Street Trust (9.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Strategic Advisers Alternatives Fund | C000236518 | FSLTX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3 MONTH SOFR FUT DEC24 SFRZ4 (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-71K | – | -0.00 | |
| 3 MONTH SOFR FUT JUN25 SFRM5 (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $218K | – | 0.01 | |
| 3MO EURO EURIBOR FUT JUN25 ERM5 (PLACEHOLDER DERIVATIVE ISSUER) | Derivative-interest rate | US | $114K | – | 0.00 | |
| Abbey Capital Futures Strategy A (RBB FD INC) | Long | Equity-common | US | $5K | 426.25 | 0.00 |
| Absolute Convertible Arbitrage Inv (BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN.) | Long | Equity-common | US | $155M | 14M | 6.40 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.5% 01/15/2025 | Long | Debt | IE | $1M | – | 0.04 |
| ALLEGRO CLO XI LTD 2A A1AR TSFR3M+125 01/19/2033 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| American Beacon AHL Mgd Futs Strat A (American Beacon Global Evoluti) | Long | Equity-common | US | $71M | 7M | 2.95 |
| AMERICAN HONDA FINANCE CORP FRN SFRIX+78 04/23/2025 | Long | Debt | US | $1M | – | 0.04 |
| AMGEN INC 5.25% 03/02/2025 | Long | Debt | US | $698K | – | 0.03 |
| ARROW ELECTRONIC INC 3.25% 09/08/2024 (ARROW ELECTRONICS INC) | Long | Debt | US | $497K | – | 0.02 |
| AT and T INC FRN TSFR3M+144.161 06/12/2024 | Long | Debt | US | $1M | – | 0.04 |
| AUST 10Y BOND FUT JUN24 XMM4 (SYDNEY FUTURES EXCHANGE LTD) | Derivative-interest rate | AU | $26K | – | 0.00 | |
| AUST 3YR BOND FUT JUN24 YMM4 (SYDNEY FUTURES EXCHANGE LTD) | Derivative-interest rate | AU | $55K | – | 0.00 | |
| BANCO SANTANDER SA .0701%/VAR T1Y+ 06/30/2024 | Long | Debt | ES | $600K | – | 0.02 |
| BANK OF AMERICA CORPORATION TSFR3M+109 10/01/2025 | Long | Debt | US | $495K | – | 0.02 |
| BANK OF MONTREAL QUE FRN SFRIX+32 07/09/2024 | Long | Debt | CA | $400K | – | 0.02 |
| BANK OF NOVA SCOTIA FRN SOFR+38 07/31/2024 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $200K | – | 0.01 |
| BANK OF TOKYO-MITSUBISHI UFJ LTD SYDNEY BRH CD 3AUS+ 02/17/2026 (MUFG BANK LTD SYDNEY BRANCH) | Long | Debt | AU | $334K | – | 0.01 |
| BARCLAYS PLC 3.65% 03/16/2025 | Long | Debt | GB | $900K | – | 0.04 |
| BAT CAPITAL CORP 3.222% 08/15/2024 | Long | Debt | US | $2M | – | 0.07 |
| BAXTER INTERNATIONAL INC 1.322% 11/29/2024 (BAXTER INTERNATIONAL INC.) | Long | Debt | US | $978K | – | 0.04 |
| BAXTER INTERNATIONAL INC FRN SFRIX+44 11/29/2024 (BAXTER INTERNATIONAL INC.) | Long | Debt | US | $200K | – | 0.01 |
| BlackRock Global Equity Mkt Netrl A (BLACKROCK FDS) | Long | Equity-common | US | $126M | 9M | 5.22 |
| BlackRock Systematic Multi-Strat Inv A (BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN.) | Long | Equity-common | US | $255M | 25M | 10.54 |
| BNP PARIBAS 3.375% 01/09/2025 144A | Long | Debt | FR | $985K | – | 0.04 |
| BOVESPA INDEX FUT TRS EQUITY GST (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $28K | – | 0.00 | |
| BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2024 | Long | Debt | BR | $888K | – | 0.04 |
| BRENT CRUDE FUTR SEP24 COU4 (ICE-ICE FUTURES LTD) | Derivative-commodity | GB | $-19K | – | -0.00 | |
| CAC40 10 EURO FUT JUN24 CFM4 (EURONEXT PARIS-MONEP) | Derivative-equity | FR | $-14K | – | -0.00 | |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 SOFR30A+ 09/15/2025 | Long | ABS-collateralized bond/debt obligation | US | $28K | – | 0.00 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD TSFR3M+ 07/20/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $401K | – | 0.02 |
| CARMX 2023-3 A3 5.72% 11/16/2026 | Long | ABS-collateralized bond/debt obligation | US | $235K | – | 0.01 |
| CARRIER GLOBAL CORP 2.242% 02/15/2025 | Long | Debt | US | $976K | – | 0.04 |
| CARVAL CLO I LTD/LLC 2018-1A AR TSFR3M+123 07/16/2031 144A (CARVAL CLO I LTD / CARVAL CLO I LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| CBOE VIX FUTURE JUN24 UXM4 (CBOE FUTURES EXCHANGE) | Derivative-equity | US | $-5K | – | -0.00 | |
| CDX HY42 5Y ICE 06/20/29 (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $-22K | – | -0.00 | |
| CDX IG42 5Y ICE (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $3K | – | 0.00 | |
| CDX ITRAXX MAIN41 5Y ICE 06/20/29 (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $197K | – | 0.01 | |
| CDX ITRAXX XOV41 5Y ICE (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-15K | – | -0.00 | |
| CITIBANK CR CARD ISSUANCE TR 2017-A6 A6 TSFR1M+88.448 05/14/2029 | Long | ABS-collateralized bond/debt obligation | US | $910K | – | 0.04 |
| CITIBANK CR CARD ISSUANCE TR 5.23% 12/08/2027 | Long | ABS-collateralized bond/debt obligation | US | $499K | – | 0.02 |
| CITIZENS AUTO RECEIVABLES TRUST 2023-2 SOFR30A+ 10/15/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $490K | – | 0.02 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.616% 01/15/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $213K | – | 0.01 |
| COCOA FUTURE - IC JUL24 QCN4 (ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION) | Derivative-commodity | GB | $-37K | – | -0.00 | |
| COCOA FUTURE SEP24 CCU4 (ICE FUTURES US) | Derivative-commodity | US | $52K | – | 0.00 | |
| COFF ROBUSTA 10TN FUT JUL24 DFN4 (ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION) | Derivative-commodity | GB | $109K | – | 0.00 | |
| COFFEE 'C' FUTURE SEP24 KCU4 (ICE FUTURES US) | Derivative-commodity | US | $226K | – | 0.01 | |
| COPPER FUTURE SEP24 HGU4 (COMMODITY EXCHANGE INC) | Derivative-commodity | US | $106K | – | 0.00 | |
| CORN FUTURE SEP24 C U4 (CHICAGO BOARD OF TRADE) | Derivative-commodity | US | $32K | – | 0.00 | |
| COTTON NO.2 FUTR DEC24 CTZ4 (ICE FUTURES US) | Derivative-commodity | US | $22K | – | 0.00 | |
| CPPIB CAP INC FRN SOFR+125 03/11/2026 REGS | Long | Debt | CA | $3M | – | 0.13 |
| CREDIT AGRICOLE SA LONDON BRH 3.25% 10/04/2024 144A (CREDIT AGRICOLE SA LONDON BRANCH) | Long | Debt | GB | $991K | – | 0.04 |
| CREDIT SUISSE AG NY BRNCH 4.75% 08/09/2024 | Long | Debt | US | $1M | – | 0.06 |
| Credit Suisse Multialternative Strat A (Credit Suisse Emerging Markets) | Long | Equity-common | US | $49M | 5M | 2.04 |
| CUMULUS STATIC CLO 2024 1A A DESIGNATED ACTIVITY CO 3MEUR+120 11/15/2033 144A (CUMULUS STATIC CLO 2024 1 DESIGNATED ACTIVITY CO) | Long | ABS-collateralized bond/debt obligation | IE | $325K | – | 0.01 |
| DAX INDEX FUTURE JUN24 GXM4 (EUREX DEUTSCHLAND) | Derivative-equity | DE | $-11K | – | -0.00 | |
| DBS GROUP HLDGS LTD FRN SOFR+61 09/12/2025 144A (DBS GROUP HOLDINGS LTD) | Long | Debt | SG | $803K | – | 0.03 |
| DELL EQUIP FIN TR 2023-2 5.84% 01/22/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $289K | – | 0.01 |
| DELL INTL/EMC CORP 4% 07/15/2024 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $299K | – | 0.01 |
| DTE ENERGY CO STEP 11/01/2024 | Long | Debt | US | $1M | – | 0.05 |
| E-MINI RUSS 2000 FUT JUN24 RTYM4 (CHICAGO MERCANTILE EXCH INC) | Derivative-equity | US | $-8K | – | -0.00 | |
| Eaton Vance Glbl Macro Abs Ret Advtg A (EATON VANCE MUT FDS TR) | Long | Equity-common | US | $241M | 23M | 9.95 |
| ECX EMISSION FUT DEC24 MOZ24 (EUROPEAN ENERGY DERIVATIVES EXCHANGE NV) | Derivative-commodity | NL | $-12K | – | -0.00 | |
| ENEL FINANCE INTL NV 2.65% 09/10/2024 144A | Long | Debt | NL | $961K | – | 0.04 |
| ENERGY TRANSFER LP 2.9% 05/15/2025 | Long | Debt | US | $389K | – | 0.02 |
| EURO STOXX BANK FUT JUN24 CAM4 (EUREX DEUTSCHLAND) | Derivative-equity | DE | $364K | – | 0.02 | |
| EURO-BTP FUTURE JUN24 IKM4 (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $-9K | – | -0.00 | |
| EURO-OAT FUTURE JUN24 OATM4 (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $502.93 | – | 0.00 | |
| EVERGREEN CR CARD TR 0.9% 10/15/2026 144A | Long | ABS-collateralized bond/debt obligation | CA | $785K | – | 0.03 |
| EVERSOURCE ENERGY 4.2% 06/27/2024 | Long | Debt | US | $999K | – | 0.04 |
| FED HOME LN MTG CORP 5.375% 04/24/2025 (FED HOME LN MTG CORP MTN) | Long | Debt | US | $1000K | – | 0.04 |
| FED HOME LN MTG CORP 5.7% 03/06/2026 (FED HOME LN MTG CORP MTN) | Long | Debt | US | $2M | – | 0.06 |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+100 08/15/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $82K | – | 0.00 |
| FEDERAL HOME LOAN BANKS 6% 05/03/2027 | Long | Debt | US | $1M | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 5.645% 12/25/2050 | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.00 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $5M | 5M | 0.20 |
| FIDELITY SAI ALTERNATIVE RISK PREMIA COMMODITY STRATEGY FUND (Fidelity Greenwood Street Trust) | Long | Equity-common | US | $122M | 12M | 5.04 |
| FIDELITY SAI ALTERNATIVE RISK PREMIA STRATEGY FUND (Fidelity Greenwood Street Trust) | Long | Equity-common | US | $39M | 4M | 1.63 |
| Fidelity SAI Convertible Arbitrage Fund (Fidelity Greenwood Street Trust) | Long | Equity-common | US | $232M | 23M | 9.57 |
| FIFTH THIRD AUTO TR 2023-1 SOFR30A+53 11/16/2026 | Long | ABS-collateralized bond/debt obligation | US | $151K | – | 0.01 |
| FIMM MM Government Portfolio - Instl Cl (Fidelity Colchester Street Trust) | Long | Equity-common | US | $115M | 115M | 4.74 |
| First Trust Merger Arbitrage Cl I (Cedar Ridge Unconstrained Cred) | Long | Equity-common | US | $178M | 16M | 7.34 |
| FORD CREDIT AUTO LEASE TRUST 2023-B A2B SOFR30A+59 02/15/2026 | Long | ABS-collateralized bond/debt obligation | US | $799K | – | 0.03 |
| FORD MTR CR CO LLC 4.687% 06/09/2025 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $989K | – | 0.04 |
| FTSE 100 IDX FUT JUN24 Z M4 (ICE FUTURES EUROPE FINANCIALS) | Derivative-equity | GB | $28K | – | 0.00 | |
| FTSE CHINA A50 FUT JUN24 XUM4 (SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD) | Derivative-equity | SG | $-73K | – | -0.00 | |
| FTSE TAIWAN INDEX FUT JUN24 TWTM4 (SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD) | Derivative-equity | SG | $-102K | – | -0.00 | |
| FTSE/JSE TOP 40 FUT JUN24 AIM4 (SOUTH AFRICAN FUTURES EXCHANGE) | Derivative-equity | ZA | $-46K | – | -0.00 | |
| FTSE/MIB IDX FUT JUN24 STM4 (ITALIAN DERIVATIVES MARKET) | Derivative-equity | IT | $97K | – | 0.00 | |
| Fulcrum Diversified Abslt Ret Spr Instl (NORTHERN LTS FD TR IV) | Long | Equity-common | US | $52M | 5M | 2.14 |
| FX Forward: AUD/USD settle 2024-06-04 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $26K | – | 0.00 | |
| FX Forward: AUD/USD settle 2024-06-04 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| FX Forward: AUD/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $46K | – | 0.00 | |
| FX Forward: AUD/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward: AUD/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $7K | – | 0.00 | |
| FX Forward: AUD/USD settle 2024-06-20 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward: AUD/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $4K | – | 0.00 | |
| FX Forward: AUD/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-5K | – | -0.00 | |
| FX Forward: BRL/USD settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward: BRL/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-22K | – | -0.00 | |
| FX Forward: BRL/USD settle 2024-08-02 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-52K | – | -0.00 | |
| FX Forward: CAD/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $25K | – | 0.00 | |
| FX Forward: CAD/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $3K | – | 0.00 | |
| FX Forward: CAD/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-14K | – | -0.00 | |
| FX Forward: CHF/USD settle 2024-06-04 (UBS AG) | Derivative-foreign exchange | CH | $33K | – | 0.00 | |
| FX Forward: CHF/USD settle 2024-06-04 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward: CHF/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $242.47 | – | 0.00 | |
| FX Forward: CLP/USD settle 2024-06-21 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $33K | – | 0.00 | |
| FX Forward: CLP/USD settle 2024-06-21 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $33K | – | 0.00 | |
| FX Forward: CLP/USD settle 2024-06-21 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| FX Forward: CLP/USD settle 2024-06-21 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| FX Forward: CLP/USD settle 2024-06-21 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $-27.9 | – | -0.00 | |
| FX Forward: CLP/USD settle 2024-06-21 (DEUTSCHE BANK AG) | Derivative-foreign exchange | DE | $-5K | – | -0.00 | |
| FX Forward: CLP/USD settle 2024-06-21 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-6K | – | -0.00 | |
| FX Forward: CLP/USD settle 2024-06-21 (DEUTSCHE BANK AG) | Derivative-foreign exchange | DE | $-8K | – | -0.00 | |
| FX Forward: CLP/USD settle 2024-06-21 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward: CLP/USD settle 2024-06-21 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| FX Forward: CLP/USD settle 2024-06-21 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $-111K | – | -0.00 | |
| FX Forward: CNY/USD settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward: CNY/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $1K | – | 0.00 | |
| FX Forward: CNY/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-25K | – | -0.00 | |
| FX Forward: CNY/USD settle 2024-09-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-338.32 | – | -0.00 | |
| FX Forward: CNY/USD settle 2024-10-25 (BNP PARIBAS) | Derivative-foreign exchange | FR | $7K | – | 0.00 | |
| FX Forward: CNY/USD settle 2024-10-25 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward: COP/USD settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $123K | – | 0.01 | |
| FX Forward: COP/USD settle 2024-06-20 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward: COP/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $6K | – | 0.00 | |
| FX Forward: COP/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $4K | – | 0.00 | |
| FX Forward: COP/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-1K | – | -0.00 | |
| FX Forward: COP/USD settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward: COP/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| FX Forward: CZK/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $34K | – | 0.00 | |
| FX Forward: CZK/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $16K | – | 0.00 | |
| FX Forward: CZK/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| FX Forward: CZK/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| FX Forward: CZK/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $399.41 | – | 0.00 | |
| FX Forward: CZK/USD settle 2024-06-20 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-21.12 | – | -0.00 | |
| FX Forward: CZK/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-117.34 | – | -0.00 | |
| FX Forward: CZK/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward: CZK/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-2K | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $5K | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $763.48 | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $271.16 | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $222.7 | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $215.65 | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $95.71 | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $0.77 | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-0.06 | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-63.58 | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-136.28 | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-165.48 | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-7K | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-58K | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-07-02 (BNP PARIBAS) | Derivative-foreign exchange | FR | $2K | – | 0.00 | |
| FX Forward: GBP/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $34K | – | 0.00 | |
| FX Forward: GBP/USD settle 2024-06-04 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| FX Forward: GBP/USD settle 2024-06-04 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward: GBP/USD settle 2024-06-04 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $810.02 | – | 0.00 | |
| FX Forward: GBP/USD settle 2024-06-04 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $258.81 | – | 0.00 | |
| FX Forward: GBP/USD settle 2024-06-04 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $136.11 | – | 0.00 | |
| FX Forward: GBP/USD settle 2024-06-04 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $39.83 | – | 0.00 | |
| FX Forward: GBP/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $87K | – | 0.00 | |
| FX Forward: GBP/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $9K | – | 0.00 | |
| FX Forward: GBP/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-247.25 | – | -0.00 | |
| FX Forward: GBP/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-43K | – | -0.00 | |
| FX Forward: GBP/USD settle 2024-07-02 (BNP PARIBAS) | Derivative-foreign exchange | FR | $132.24 | – | 0.00 | |
| FX Forward: GBP/USD settle 2024-07-02 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-4K | – | -0.00 | |
| FX Forward: HUF/USD settle 2024-06-17 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-85.1 | – | -0.00 | |
| FX Forward: HUF/USD settle 2024-06-17 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-325.41 | – | -0.00 | |
| FX Forward: HUF/USD settle 2024-06-17 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-572.36 | – | -0.00 | |
| FX Forward: HUF/USD settle 2024-06-17 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-847.07 | – | -0.00 | |
| FX Forward: HUF/USD settle 2024-06-17 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $16K | – | 0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $13K | – | 0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $13K | – | 0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $10K | – | 0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $3K | – | 0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $3K | – | 0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $996.83 | – | 0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $309.98 | – | 0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $160.86 | – | 0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (DEUTSCHE BANK AG) | Derivative-foreign exchange | DE | $-0.02 | – | -0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-2K | – | -0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-6K | – | -0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-11K | – | -0.00 | |
| FX Forward: HUF/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-16K | – | -0.00 | |
| FX Forward: IDR/USD settle 2024-06-20 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward: IDR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-21K | – | -0.00 | |
| FX Forward: IDR/USD settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-46K | – | -0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $965.86 | – | 0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $852.79 | – | 0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $819.77 | – | 0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $772.84 | – | 0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $714.9 | – | 0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $307.81 | – | 0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $298.78 | – | 0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $24.25 | – | 0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-37.79 | – | -0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-191.72 | – | -0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-2K | – | -0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| FX Forward: ILS/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-49K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-2.05 | – | -0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $-535.88 | – | -0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-2K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-3K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-4K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-13K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-36K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-09-24 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-790.4 | – | -0.00 | |
| FX Forward: INR/USD settle 2024-09-24 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-951.26 | – | -0.00 | |
| FX Forward: INR/USD settle 2024-09-24 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-09-24 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-09-24 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward: JPY/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-19K | – | -0.00 | |
| FX Forward: JPY/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-37K | – | -0.00 | |
| FX Forward: KRW/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward: KRW/USD settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-77K | – | -0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $2K | – | 0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-156.33 | – | -0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-7K | – | -0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-8K | – | -0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-22K | – | -0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-61K | – | -0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-61K | – | -0.00 | |
| FX Forward: MYR/USD settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward: MYR/USD settle 2024-06-20 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward: MYR/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-13K | – | -0.00 | |
| FX Forward: NOK/USD settle 2024-06-04 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| FX Forward: NOK/USD settle 2024-06-04 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $1K | – | 0.00 | |
| FX Forward: NOK/USD settle 2024-06-20 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $96K | – | 0.00 | |
| FX Forward: NOK/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $11K | – | 0.00 | |
| FX Forward: NOK/USD settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward: NOK/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-690.95 | – | -0.00 | |
| FX Forward: NOK/USD settle 2024-07-02 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $1K | – | 0.00 | |
| FX Forward: NZD/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $118K | – | 0.00 | |
| FX Forward: NZD/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| FX Forward: NZD/USD settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward: PEN/USD settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward: PEN/USD settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| FX Forward: PEN/USD settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| FX Forward: PHP/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-63K | – | -0.00 | |
| FX Forward: PHP/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-84K | – | -0.00 | |
| FX Forward: PLN/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| FX Forward: PLN/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $8K | – | 0.00 | |
| FX Forward: PLN/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-2K | – | -0.00 | |
| FX Forward: PLN/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward: PLN/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (MORGAN STANLEY) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $772.3 | – | 0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $639.82 | – | 0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (BNP PARIBAS) | Derivative-foreign exchange | FR | $562.3 | – | 0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $556.51 | – | 0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $206.58 | – | 0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $110.04 | – | 0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (MORGAN STANLEY) | Derivative-foreign exchange | US | $104.98 | – | 0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $84.39 | – | 0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-5.66 | – | -0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-31.16 | – | -0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (DEUTSCHE BANK AG) | Derivative-foreign exchange | DE | $-99.22 | – | -0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-133.64 | – | -0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-413.17 | – | -0.00 | |
| FX Forward: PLN/USD settle 2024-07-22 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-483.11 | – | -0.00 | |
| FX Forward: SEK/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $3K | – | 0.00 | |
| FX Forward: SEK/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $115K | – | 0.00 | |
| FX Forward: SEK/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $11K | – | 0.00 | |
| FX Forward: SEK/USD settle 2024-07-02 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward: SGD/USD settle 2024-06-04 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| FX Forward: SGD/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-14K | – | -0.00 | |
| FX Forward: SGD/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-47K | – | -0.00 | |
| FX Forward: SGD/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-59K | – | -0.00 | |
| FX Forward: THB/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $8K | – | 0.00 | |
| FX Forward: THB/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-32K | – | -0.00 | |
| FX Forward: TWD/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-973.6 | – | -0.00 | |
| FX Forward: TWD/USD settle 2024-09-13 (BNP PARIBAS) | Derivative-foreign exchange | FR | $473.26 | – | 0.00 | |
| FX Forward: USD/AUD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $1K | – | 0.00 | |
| FX Forward: USD/AUD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-5K | – | -0.00 | |
| FX Forward: USD/AUD settle 2024-06-04 (UBS AG) | Derivative-foreign exchange | CH | $-69K | – | -0.00 | |
| FX Forward: USD/AUD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-85K | – | -0.00 | |
| FX Forward: USD/AUD settle 2024-07-02 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-26K | – | -0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $87K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $36K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $27K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $23K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $12K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $9K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-2K | – | -0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-8K | – | -0.00 | |
| FX Forward: USD/BRL settle 2024-07-02 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $29K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-07-02 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| FX Forward: USD/CAD settle 2024-06-04 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-356.74 | – | -0.00 | |
| FX Forward: USD/CAD settle 2024-06-04 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-8K | – | -0.00 | |
| FX Forward: USD/CAD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-38K | – | -0.00 | |
| FX Forward: USD/CAD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-46K | – | -0.00 | |
| FX Forward: USD/CAD settle 2024-07-02 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-26K | – | -0.00 | |
| FX Forward: USD/CHF settle 2024-06-04 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-78K | – | -0.00 | |
| FX Forward: USD/CHF settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $62K | – | 0.00 | |
| FX Forward: USD/CHF settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward: USD/CHF settle 2024-07-02 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward: USD/CHF settle 2024-07-02 (UBS AG) | Derivative-foreign exchange | CH | $-34K | – | -0.00 | |
| FX Forward: USD/CLP settle 2024-06-21 (UBS AG) | Derivative-foreign exchange | CH | $-21K | – | -0.00 | |
| FX Forward: USD/CLP settle 2024-06-21 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-235K | – | -0.01 | |
| FX Forward: USD/CNY settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward: USD/CNY settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-15K | – | -0.00 | |
| FX Forward: USD/CNY settle 2024-10-25 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| FX Forward: USD/COP settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-60.59 | – | -0.00 | |
| FX Forward: USD/COP settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-92.82 | – | -0.00 | |
| FX Forward: USD/COP settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-512.62 | – | -0.00 | |
| FX Forward: USD/COP settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| FX Forward: USD/COP settle 2024-06-20 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| FX Forward: USD/COP settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-25K | – | -0.00 | |
| FX Forward: USD/CZK settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-7K | – | -0.00 | |
| FX Forward: USD/CZK settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward: USD/CZK settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-11K | – | -0.00 | |
| FX Forward: USD/CZK settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-15K | – | -0.00 | |
| FX Forward: USD/CZK settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-32K | – | -0.00 | |
| FX Forward: USD/CZK settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-86K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-04 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-81.87 | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-122.61 | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-04 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-449.03 | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-2K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-04 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-04 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-48K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-24K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-25K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-07-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $4K | – | 0.00 | |
| FX Forward: USD/GBP settle 2024-06-04 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-650.35 | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-04 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-04 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-04 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-35K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-37K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-96K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-123K | – | -0.01 | |
| FX Forward: USD/GBP settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-135K | – | -0.01 | |
| FX Forward: USD/HKD settle 2024-06-17 (MORGAN STANLEY) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward: USD/HUF settle 2024-06-17 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $67K | – | 0.00 | |
| FX Forward: USD/HUF settle 2024-06-17 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $4K | – | 0.00 | |
| FX Forward: USD/HUF settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $13K | – | 0.00 | |
| FX Forward: USD/HUF settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-20K | – | -0.00 | |
| FX Forward: USD/HUF settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-27K | – | -0.00 | |
| FX Forward: USD/HUF settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-30K | – | -0.00 | |
| FX Forward: USD/HUF settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-89K | – | -0.00 | |
| FX Forward: USD/IDR settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $54K | – | 0.00 | |
| FX Forward: USD/IDR settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $49K | – | 0.00 | |
| FX Forward: USD/IDR settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $35K | – | 0.00 | |
| FX Forward: USD/IDR settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $34K | – | 0.00 | |
| FX Forward: USD/IDR settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $13K | – | 0.00 | |
| FX Forward: USD/IDR settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| FX Forward: USD/ILS settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $36K | – | 0.00 | |
| FX Forward: USD/ILS settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $33.66 | – | 0.00 | |
| FX Forward: USD/ILS settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-13K | – | -0.00 | |
| FX Forward: USD/ILS settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-22K | – | -0.00 | |
| FX Forward: USD/ILS settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-33K | – | -0.00 | |
| FX Forward: USD/INR settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward: USD/INR settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward: USD/INR settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward: USD/INR settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $960.76 | – | 0.00 | |
| FX Forward: USD/INR settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $802.48 | – | 0.00 | |
| FX Forward: USD/INR settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $0.17 | – | 0.00 | |
| FX Forward: USD/INR settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-92.87 | – | -0.00 | |
| FX Forward: USD/INR settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-605.06 | – | -0.00 | |
| FX Forward: USD/INR settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-2K | – | -0.00 | |
| FX Forward: USD/INR settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-4K | – | -0.00 | |
| FX Forward: USD/INR settle 2024-09-24 (MORGAN STANLEY) | Derivative-foreign exchange | US | $1.96 | – | 0.00 | |
| FX Forward: USD/JPY settle 2024-06-04 (MORGAN STANLEY) | Derivative-foreign exchange | US | $152K | – | 0.01 | |
| FX Forward: USD/JPY settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $179K | – | 0.01 | |
| FX Forward: USD/JPY settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $35K | – | 0.00 | |
| FX Forward: USD/JPY settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| FX Forward: USD/JPY settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $16K | – | 0.00 | |
| FX Forward: USD/JPY settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward: USD/JPY settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward: USD/JPY settle 2024-07-02 (BNP PARIBAS) | Derivative-foreign exchange | FR | $17K | – | 0.00 | |
| FX Forward: USD/KRW settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $79K | – | 0.00 | |
| FX Forward: USD/KRW settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $69K | – | 0.00 | |
| FX Forward: USD/KRW settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $66K | – | 0.00 | |
| FX Forward: USD/KRW settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $52K | – | 0.00 | |
| FX Forward: USD/KRW settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $48K | – | 0.00 | |
| FX Forward: USD/KRW settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| FX Forward: USD/KRW settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $22K | – | 0.00 | |
| FX Forward: USD/KRW settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $7K | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $6K | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $19.39 | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $0 | – | – | |
| FX Forward: USD/MXN settle 2024-06-20 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $0 | – | – | |
| FX Forward: USD/MXN settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-14K | – | -0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-52K | – | -0.00 | |
| FX Forward: USD/MYR settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| FX Forward: USD/MYR settle 2024-06-20 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward: USD/MYR settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| FX Forward: USD/NOK settle 2024-06-04 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| FX Forward: USD/NOK settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-53K | – | -0.00 | |
| FX Forward: USD/NOK settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-55K | – | -0.00 | |
| FX Forward: USD/NOK settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-74K | – | -0.00 | |
| FX Forward: USD/NOK settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-76K | – | -0.00 | |
| FX Forward: USD/NZD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-17K | – | -0.00 | |
| FX Forward: USD/NZD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-20K | – | -0.00 | |
| FX Forward: USD/NZD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-39K | – | -0.00 | |
| FX Forward: USD/NZD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-64K | – | -0.00 | |
| FX Forward: USD/NZD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-70K | – | -0.00 | |
| FX Forward: USD/PEN settle 2024-06-20 (DEUTSCHE BANK AG) | Derivative-foreign exchange | DE | $-27K | – | -0.00 | |
| FX Forward: USD/PHP settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $107K | – | 0.00 | |
| FX Forward: USD/PHP settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $90K | – | 0.00 | |
| FX Forward: USD/PHP settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $17K | – | 0.00 | |
| FX Forward: USD/PHP settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $3K | – | 0.00 | |
| FX Forward: USD/PLN settle 2024-06-20 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward: USD/PLN settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-26K | – | -0.00 | |
| FX Forward: USD/PLN settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-56K | – | -0.00 | |
| FX Forward: USD/PLN settle 2024-07-22 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward: USD/PLN settle 2024-07-22 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward: USD/PLN settle 2024-07-22 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-11K | – | -0.00 | |
| FX Forward: USD/SEK settle 2024-06-04 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward: USD/SEK settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-2K | – | -0.00 | |
| FX Forward: USD/SEK settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| FX Forward: USD/SEK settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-9K | – | -0.00 | |
| FX Forward: USD/SEK settle 2024-06-20 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $-21K | – | -0.00 | |
| FX Forward: USD/SEK settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-21K | – | -0.00 | |
| FX Forward: USD/SEK settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-24K | – | -0.00 | |
| FX Forward: USD/SEK settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-56K | – | -0.00 | |
| FX Forward: USD/SGD settle 2024-06-04 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward: USD/SGD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $15K | – | 0.00 | |
| FX Forward: USD/SGD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $9K | – | 0.00 | |
| FX Forward: USD/SGD settle 2024-07-02 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| FX Forward: USD/THB settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $44K | – | 0.00 | |
| FX Forward: USD/THB settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $36K | – | 0.00 | |
| FX Forward: USD/THB settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| FX Forward: USD/THB settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $9.67 | – | 0.00 | |
| FX Forward: USD/TRY settle 2024-06-14 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward: USD/TRY settle 2024-07-22 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-774.98 | – | -0.00 | |
| FX Forward: USD/TRY settle 2024-09-04 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| FX Forward: USD/TWD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $252K | – | 0.01 | |
| FX Forward: USD/TWD settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $57K | – | 0.00 | |
| FX Forward: USD/TWD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $55K | – | 0.00 | |
| FX Forward: USD/TWD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $50K | – | 0.00 | |
| FX Forward: USD/TWD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $8K | – | 0.00 | |
| FX Forward: USD/TWD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $8K | – | 0.00 | |
| FX Forward: USD/TWD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $2K | – | 0.00 | |
| FX Forward: USD/TWD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $2K | – | 0.00 | |
| FX Forward: USD/TWD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $0 | – | – | |
| FX Forward: USD/TWD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $0 | – | – | |
| FX Forward: USD/ZAR settle 2024-06-18 (UBS AG) | Derivative-foreign exchange | CH | $3K | – | 0.00 | |
| FX Forward: USD/ZAR settle 2024-06-20 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $61K | – | 0.00 | |
| FX Forward: USD/ZAR settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward: USD/ZAR settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward: USD/ZAR settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward: USD/ZAR settle 2024-06-20 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| FX Forward: USD/ZAR settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-35K | – | -0.00 | |
| FX Forward: ZAR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $12K | – | 0.00 | |
| FX Forward: ZAR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $10K | – | 0.00 | |
| FX Forward: ZAR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-3K | – | -0.00 | |
| FX Forward: ZAR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-27K | – | -0.00 | |
| FX Forward: ZAR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-30K | – | -0.00 | |
| FX Forward: ZAR/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-58K | – | -0.00 | |
| GA GLOBAL FUNDING TRUST FRN SOFR+50 09/13/2024 144A | Long | Debt | US | $800K | – | 0.03 |
| GASOLINE RBOB FUT AUG24 XBQ4 (NEW YORK MERCANTILE EXCHANGE) | Derivative-commodity | US | $11K | – | 0.00 | |
| GEORGIA POWER CO FRN SFRIX+75 05/08/2025 | Long | Debt | US | $425K | – | 0.02 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 A2B SOFR30A+82 10/20/2025 | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| GNII II 6% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| GOLD 100 OZ FUTR AUG24 GCQ4 (COMMODITY EXCHANGE INC) | Derivative-commodity | US | $-170K | – | -0.01 | |
| GOLDMAN SACHS GROUP INC (THE) 0.657%/VAR 09/10/2024 | Long | Debt | US | $600K | – | 0.02 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+ 02/20/2067 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025 | Long | Debt | GB | $490K | – | 0.02 |
| HANG SENG IDX FUT JUN24 HIM4 (HONG KONG FUTURES EXCHANGE) | Derivative-equity | HK | $-95K | – | -0.00 | |
| HCA INC 5.375% 02/01/2025 | Long | Debt | US | $797K | – | 0.03 |
| HSCEI FUTURES JUN24 HCM4 (HONG KONG FUTURES EXCHANGE) | Derivative-equity | HK | $-133K | – | -0.01 | |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B A2B SOFR30A+75 09/15/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $115K | – | 0.00 |
| HYUNDAI CAP AMER 0.875% 06/14/2024 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $599K | – | 0.02 |
| HYUNDAI CAP AMER FRN SFRIX+ SOFR 08/04/2025 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $302K | – | 0.01 |
| IBEX 35 INDX FUTR JUN24 IBM4 (MEFF RENTA VAR EXCH (MADRID)) | Derivative-equity | ES | $23K | – | 0.00 | |
| ICE 3MTH SONIA FU FUT JUN25 SFIM5 (PLACEHOLDER DERIVATIVE ISSUER) | Derivative-interest rate | US | $48K | – | 0.00 | |
| ICE RTD MONTH COA FUT DEC24 XAZ4 (ICE-ICE FUTURES LTD) | Derivative-commodity | GB | $6K | – | 0.00 | |
| ICE RTD MONTH COA FUT NOV24 XAX4 (ICE-ICE FUTURES LTD) | Derivative-commodity | GB | $6K | – | 0.00 | |
| ICE RTD MONTH COA FUT OCT24 XAV4 (ICE-ICE FUTURES LTD) | Derivative-commodity | GB | $6K | – | 0.00 | |
| IFSC NIFTY 50 FUT JUN24 JGSM4 (NSE IFSC) | Derivative-equity | IN | $-42K | – | -0.00 | |
| INF SWAP US IT 2.5 03/29/23 10Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-48K | – | -0.00 | |
| INF SWAP US IT 2.525 06/07/23 10Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $7K | – | 0.00 | |
| INF SWAP US IT 2.595 07/12/23 10Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $18K | – | 0.00 | |
| INF SWAP US IT 2.5975 04-10-24-10Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS AUD 3.75000 09/18/24-2Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $134K | – | 0.01 | |
| IRS AUD 4.50000 09-18-24-10Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-69K | – | -0.00 | |
| IRS CLP 4.43900 02-02-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-113K | – | -0.00 | |
| IRS CLP 4.51670 02/01/24 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-60K | – | -0.00 | |
| IRS CLP 4.64940 12-20-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-96K | – | -0.00 | |
| IRS CLP 4.81000 02-16-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $98K | – | 0.00 | |
| IRS CLP 4.89900 12-11-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-91K | – | -0.00 | |
| IRS CLP 4.96500 03-01-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $98K | – | 0.00 | |
| IRS CLP 4.97000 03-25-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $48K | – | 0.00 | |
| IRS CLP 5.00000 03/04/24 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $16K | – | 0.00 | |
| IRS CLP 5.00900 12/12/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-66K | – | -0.00 | |
| IRS CLP 5.15778 06/15/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-28K | – | -0.00 | |
| IRS CLP 5.16000 04-05-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| IRS CLP 5.23000 06-14-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| IRS CLP 5.23670 06/14/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| IRS CLP 5.27800 07/07/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| IRS CLP 5.29000 06-13-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $970.43 | – | 0.00 | |
| IRS CLP 5.3 03/22/23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $12K | – | 0.00 | |
| IRS CLP 5.38000 03-24-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $49K | – | 0.00 | |
| IRS CLP 5.45500 08-16-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-46K | – | -0.00 | |
| IRS CLP 5.475000 11-13-23-23-5Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $54K | – | 0.00 | |
| IRS CLP 5.49000 08-18-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-23K | – | -0.00 | |
| IRS CLP 5.53 08/22/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-28K | – | -0.00 | |
| IRS CLP 5.54000 08/17/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-47K | – | -0.00 | |
| IRS CLP 5.54000 11-14-23-5Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $24K | – | 0.00 | |
| IRS CLP 5.55000 08/17/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-48K | – | -0.00 | |
| IRS CLP 5.59000 08/21/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-61K | – | -0.00 | |
| IRS CLP 5.62 06-02-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-77K | – | -0.00 | |
| IRS CLP 5.63140 08/23/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-85K | – | -0.00 | |
| IRS CLP 5.65000 06/01/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-31K | – | -0.00 | |
| IRS CLP 5.6985 06/01/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-52K | – | -0.00 | |
| IRS CLP 5.75000 09/28/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $60K | – | 0.00 | |
| IRS CLP 5.79750 05-31Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-72K | – | -0.00 | |
| IRS CLP 5.94 02/17/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-73K | – | -0.00 | |
| IRS CLP 6.37 03/03/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-51K | – | -0.00 | |
| IRS CLP 6.38 03/03/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-54K | – | -0.00 | |
| IRS CLP 6.38500 03/07/23 5Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-78K | – | -0.00 | |
| IRS CLP 6.49 03/06/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-120K | – | -0.00 | |
| IRS CLP- 4.96000 05/10/24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| IRS CNY 2.25000 09/18/24 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $27K | – | 0.00 | |
| IRS CZK 3.34 01/06/22 10Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-101K | – | -0.00 | |
| IRS CZK 4.020 11/22/23 10Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| IRS CZK 4.06000 04-17-24-10Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $21K | – | 0.00 | |
| IRS CZK 4.19000 11/09/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-92K | – | -0.00 | |
| IRS CZK 4.22000 03/21/23 10Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $27K | – | 0.00 | |
| IRS CZK 4.28000 11/08/23 10Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $83K | – | 0.00 | |
| IRS CZK 4.29000 04-18-24-10Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| IRS CZK 4.35250 08/23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-199K | – | -0.01 | |
| IRS CZK 4.42000 06/01/23 10Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-86K | – | -0.00 | |
| IRS CZK 4.45500 06-01-23-10Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-19K | – | -0.00 | |
| IRS CZK 4.51000 03-22-23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $74K | – | 0.00 | |
| IRS CZK 4.61100 06/06/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $67K | – | 0.00 | |
| IRS CZK 4.61500 07/11/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-177K | – | -0.01 | |
| IRS CZK 4.63750 10-03-23-10Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-102K | – | -0.00 | |
| IRS CZK 4.695 05/04/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $56K | – | 0.00 | |
| IRS CZK 4.73000 10-03-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $232K | – | 0.01 | |
| IRS CZK 5.09 04/20/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-71K | – | -0.00 | |
| IRS CZK 5.21500 02/24/23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-172K | – | -0.01 | |
| IRS EUR 2.50000 09/18/24 30Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-59K | – | -0.00 | |
| IRS EUR 2.75000 09-18-24-10Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $59K | – | 0.00 | |
| IRS EUR 3.00000 09-18-24-2Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $156K | – | 0.01 | |
| IRS HKD 3.50000 09-18-24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $52K | – | 0.00 | |
| IRS HUF 6.06500 12/13/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $118K | – | 0.00 | |
| IRS HUF 6.25000 05-21-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-16K | – | -0.00 | |
| IRS HUF 6.27000 05-22-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-24K | – | -0.00 | |
| IRS HUF 6.53000 04-05-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $2K | – | 0.00 | |
| IRS HUF 6.55000 04-04-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $1K | – | 0.00 | |
| IRS HUF 6.56000 04/08/24 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $368.84 | – | 0.00 | |
| IRS HUF 6.58710 04-05-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| IRS HUF 6.80000 04-16-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| IRS HUF 6.83000 04-17-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-16K | – | -0.00 | |
| IRS HUF 7.00000 04/22/24 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-64K | – | -0.00 | |
| IRS HUF 7.10000 04-19-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| IRS HUF 7.74000 10/26/23 5Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-347K | – | -0.01 | |
| IRS HUF 7.77000 10-27-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $136K | – | 0.01 | |
| IRS HUF 8.5 01-25-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $402K | – | 0.02 | |
| IRS HUF 8.65 01/19/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $37K | – | 0.00 | |
| IRS HUF 8.712 04/28/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-22K | – | -0.00 | |
| IRS HUF 8.74000 04/28/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $180K | – | 0.01 | |
| IRS HUF 8.80000 04/27/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $97K | – | 0.00 | |
| IRS HUF 9.05000 12/22-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-557K | – | -0.02 | |
| IRS HUF 9.49000 04/11/23 5Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-182K | – | -0.01 | |
| IRS HUF 9.5 04/11/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-75K | – | -0.00 | |
| IRS HUF 9.51000 04-11-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-225K | – | -0.01 | |
| IRS ILS 3.44000 11/24/23 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-142K | – | -0.01 | |
| IRS ILS 3.46000 11-23-23-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-146K | – | -0.01 | |
| IRS ILS 3.48500 01/09/23 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $34K | – | 0.00 | |
| IRS ILS 3.49000 07/21/23 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $43K | – | 0.00 | |
| IRS ILS 3.515 11/22/23 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-128K | – | -0.01 | |
| IRS ILS 3.53000 04/03/23 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-59K | – | -0.00 | |
| IRS ILS 3.59 05/18/23 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $114K | – | 0.00 | |
| IRS ILS 3.59000 03-31-23-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-47K | – | -0.00 | |
| IRS ILS 3.68000 01-24-24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $132K | – | 0.01 | |
| IRS ILS 3.70400 01-29-24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $186K | – | 0.01 | |
| IRS ILS 3.74000 01/25/24 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $73K | – | 0.00 | |
| IRS ILS 3.77000 10-18-23-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-56K | – | -0.00 | |
| IRS ILS 3.87000 03/16/23 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-71K | – | -0.00 | |
| IRS ILS 3.91500 10-19-23-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-123K | – | -0.01 | |
| IRS ILS 3.92000 03-20-24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $136K | – | 0.01 | |
| IRS ILS 3.93000 03-21-24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $67K | – | 0.00 | |
| IRS ILS 3.98 02/23/23-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $51K | – | 0.00 | |
| IRS ILS 4.03000 02-24-23-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-101K | – | -0.00 | |
| IRS ILS 4.03900 02/24/23 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $328K | – | 0.01 | |
| IRS ILS 4.36000 05/02/25-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-54K | – | -0.00 | |
| IRS ILS 4.37 05/02/24 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-33K | – | -0.00 | |
| IRS ILS 4.43000 04/25/24 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-16K | – | -0.00 | |
| IRS ILS 4.460 10/02/23 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS ILS 4.51500 04/22/24 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS KRW 3.25000 09-18-24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| IRS MXN 8.05500 06-26-23-10Y* CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-68K | – | -0.00 | |
| IRS MXN 8.20680 06/26/23 5Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-22K | – | -0.00 | |
| IRS MXN 8.25 12-15-22-10Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-84K | – | -0.00 | |
| IRS MXN 8.28100 04-10-23-10Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-60K | – | -0.00 | |
| IRS MXN 8.37370 03/27/23 10Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-130K | – | -0.01 | |
| IRS MXN 8.43750 03/27/23 5Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-159K | – | -0.01 | |
| IRS MXN 8.47000 12/29/23 10Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-33K | – | -0.00 | |
| IRS MXN 8.50000 08/07/23 10Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $189K | – | 0.01 | |
| IRS MXN 8.54000 01/03/24 10Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-121K | – | -0.01 | |
| IRS MXN 8.6300 11/15/22-5Y* CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $99K | – | 0.00 | |
| IRS MXN 8.64500 08/09/23 10Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $90K | – | 0.00 | |
| IRS MXN 8.700 05/26/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $71K | – | 0.00 | |
| IRS MXN 8.72750 05/29/23 5Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $85K | – | 0.00 | |
| IRS MXN 8.75500 02/16/23 10Y* CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $38K | – | 0.00 | |
| IRS MXN 8.76500 08/09/23 5Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $112K | – | 0.00 | |
| IRS MXN 8.78220 03-21-24-10Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $58K | – | 0.00 | |
| IRS MXN 8.80000 02/15/23 10Y* CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $62K | – | 0.00 | |
| IRS MXN 8.89000 08/16/23 5Y *CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $34K | – | 0.00 | |
| IRS MXN 8.95500 04-04-24-10Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $37K | – | 0.00 | |
| IRS MXN 8.99000 08/23/23 10Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $52K | – | 0.00 | |
| IRS MXN 9.135 11/09/23 10Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-19K | – | -0.00 | |
| IRS MXN 9.13500 02/20/23 5Y* CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $18K | – | 0.00 | |
| IRS MXN 9.21500 02/15/23 5Y* CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $59K | – | 0.00 | |
| IRS MXN 9.23750 11/09/23 5Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-25K | – | -0.00 | |
| IRS MXN 9.76500 09-29-23-10Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $30K | – | 0.00 | |
| IRS MXN 9.89000 09-29-23-5Y* CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $24K | – | 0.00 | |
| IRS MYR P 3.50000 09/18/24 5Y GST (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $110K | – | 0.00 | |
| IRS MYR P 3.75000 09-18-24-5Y GST (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| IRS MYR R 3.50000 09-18-24-5Y BPS (BNP PARIBAS) | Derivative-interest rate | FR | $-128K | – | -0.01 | |
| IRS MYR R 3.50000 09-18-24-5Y GST (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-62K | – | -0.00 | |
| IRS PLN 4.25500 12/27/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $106K | – | 0.00 | |
| IRS PLN 4.37500 10-09-23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $5K | – | 0.00 | |
| IRS PLN 4.82500 03/13/24 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $91K | – | 0.00 | |
| IRS PLN 4.84000 08/22/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| IRS PLN 4.85000 02-15-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $59K | – | 0.00 | |
| IRS PLN 4.86500 02-16-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $56K | – | 0.00 | |
| IRS PLN 4.89000 02-16-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $37K | – | 0.00 | |
| IRS PLN 4.93000 06-29-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $68K | – | 0.00 | |
| IRS PLN 4.97500 03-29-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $56K | – | 0.00 | |
| IRS PLN 5.06000 05-15-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-23K | – | -0.00 | |
| IRS PLN 5.265 04/22/24 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $7K | – | 0.00 | |
| IRS PLN 5.3 01/12/23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $15K | – | 0.00 | |
| IRS PLN 5.36000 04-19-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $11K | – | 0.00 | |
| IRS PLN 5.43000 03/16/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| IRS PLN 5.54000 06/01/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-21K | – | -0.00 | |
| IRS PLN 5.61000 12/15/22 5Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $25K | – | 0.00 | |
| IRS PLN 6.04000 02/14/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-88K | – | -0.00 | |
| IRS TWD 1.50000 09/18/24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $103K | – | 0.00 | |
| IRS ZAR 7.70500 01-10-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-93K | – | -0.00 | |
| IRS ZAR 7.73 01/09/23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-36K | – | -0.00 | |
| IRS ZAR 7.73000 01-09-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-32K | – | -0.00 | |
| IRS ZAR 79 01/06/23 5Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-22K | – | -0.00 | |
| IRS ZAR 8.12000 03/13/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| IRS ZAR 8.13000 01/25/24 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| IRS ZAR 8.205 02/17/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $12K | – | 0.00 | |
| IRS ZAR 8.22000 08/30/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-31K | – | -0.00 | |
| IRS ZAR 8.22000 08/31/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-51K | – | -0.00 | |
| IRS ZAR 8.25000 11-22-23-5Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-28K | – | -0.00 | |
| IRS ZAR 8.29100 07/27/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| IRS ZAR 8.30500 07/27/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| IRS ZAR 8.31000 07/27/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| IRS ZAR 8.33000 07/27/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| IRS ZAR 8.35200 11-09-23-5Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-87K | – | -0.00 | |
| IRS ZAR 8.35500 11/03/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-27K | – | -0.00 | |
| IRS ZAR 8.36 11/06/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-27K | – | -0.00 | |
| IRS ZAR 8.3700 07-20-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| IRS ZAR 8.41100 07/19/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| IRS ZAR 8.43 02-23-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-16K | – | -0.00 | |
| IRS ZAR 8.45900 05/22/24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-67K | – | -0.00 | |
| IRS ZAR 8.51000 04/25/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-22K | – | -0.00 | |
| IRS ZAR 8.51000 05-17-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-39K | – | -0.00 | |
| IRS ZAR 8.5300 05-16-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-23K | – | -0.00 | |
| IRS ZAR 8.55000 08/23/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| IRS ZAR 8.62500 08/23/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-17K | – | -0.00 | |
| IRS ZAR 8.64500 04-02-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $1K | – | 0.00 | |
| IRS ZAR 8.64900 04-03-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $616.66 | – | 0.00 | |
| IRS ZAR 8.65000 04-02-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $353.38 | – | 0.00 | |
| IRS ZAR 8.67000 04-02-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| IRS ZAR 8.70000 08-22-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-26K | – | -0.00 | |
| IRS ZAR 8.82000 04/12/24 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| IRS ZAR 8.88000 04-11-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-22K | – | -0.00 | |
| IRS ZAR 9.09 09/28 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-46K | – | -0.00 | |
| IRS ZAR 9.18500 06/12/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $34K | – | 0.00 | |
| IRS ZAR 9.35 05/18/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-215K | – | -0.01 | |
| JACKSON NATL LIFE GLOBAL FDG 1.75% 01/12/2025 144A | Long | Debt | US | $975K | – | 0.04 |
| JHancock Diversified Macro A (JOHN HANCOCK GLOBAL REAL ESTATE FUND47803N) | Long | Equity-common | US | $142M | 15M | 5.88 |
| KC HRW WHEAT FUT SEP24 KWU4 (CHICAGO BOARD OF TRADE) | Derivative-commodity | US | $-20K | – | -0.00 | |
| KOSPI2 FUTURE TRS EQUITY *BULLET* GST (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-271.2 | – | -0.00 | |
| KOSPI2 FUTURE TRS EQUITY *BULLET* GST (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-524.31 | – | -0.00 | |
| KOSPI2 FUTURE TRS EQUITY *BULLET* GST (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-8K | – | -0.00 | |
| KOSPI2 FUTURE TRS EQUITY *BULLET*GST (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-20K | – | -0.00 | |
| LEAN HOGS FUTURE OCT24 LHV4 (CHICAGO MERCANTILE EXCH INC) | Derivative-commodity | US | $-7K | – | -0.00 | |
| LIVE CATTLE FUTR AUG24 LCQ4 (CHICAGO MERCANTILE EXCH INC) | Derivative-commodity | US | $-9K | – | -0.00 | |
| LLOYDS BANKING GROUP PLC 3.87%/VAR 07/09/2025 | Long | Debt | GB | $998K | – | 0.04 |
| LME LEAD FUTURE AUG24 LLQ4 (LONDON METAL EXCHANGE) | Derivative-commodity | GB | $9K | – | 0.00 | |
| LME NICKEL FUTURE SEP24 LNU4 (LONDON METAL EXCHANGE) | Derivative-commodity | GB | $-77K | – | -0.00 | |
| LME PRI ALUM FUTR AUG24 LAQ24 (LONDON METAL EXCHANGE) | Derivative-commodity | GB | $111K | – | 0.00 | |
| LME ZINC FUTURE AUG24 LXQ4 (LONDON METAL EXCHANGE) | Derivative-commodity | GB | $25K | – | 0.00 | |
| LoCorr Long/Short Commodity Strats A (LoCorr Spectrum Income Fund) | Long | Equity-common | US | $65M | 7M | 2.70 |
| LOW SU GASOIL G FUT AUG24 QSQ4 (ICE-ICE FUTURES LTD) | Derivative-commodity | GB | $62K | – | 0.00 | |
| MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A | Long | ABS-collateralized bond/debt obligation | CA | $1M | – | 0.05 |
| MF1 2021-FL7 A TSFR1M+119.448 10/16/2036 144A | Long | ABS-collateralized bond/debt obligation | KY | $521K | – | 0.02 |
| MILL WHEAT EURO FUT SEP24 CAU4 (EURONEXT PARIS MATIF) | Derivative-commodity | FR | $138K | – | 0.01 | |
| MISSISSIPPI PWR CO FRN SOFR+30 06/28/2024 (MISSISSIPPI POWER CO) | Long | Debt | US | $700K | – | 0.03 |
| MITSUBISHI UFJ FIN GRP INC 5.541%/VAR 04/17/2026 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $399K | – | 0.02 |
| MORGAN STANLEY 2.188%/VAR 04/28/2026 | Long | Debt | US | $1M | – | 0.05 |
| MOUNTAIN VIEW CLO XVI A1R LTD TSFR3M+ 04/15/2034 144A (MOUNTAIN VIEW CLO XVI LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| MSCI SING IX ETS FUT JUN24 QZM4 (SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD) | Derivative-equity | SG | $-43K | – | -0.00 | |
| NASDAQ 100 E-MINI FUT JUN24 NQM4 (CHICAGO MERCANTILE EXCH INC) | Derivative-equity | US | $12K | – | 0.00 | |
| NATIONAL BANK OF CANADA FRN SOFR+49 08/06/2024 | Long | Debt | CA | $800K | – | 0.03 |
| NATURAL GAS FUT AUG24 NGQ24 (NEW YORK MERCANTILE EXCHANGE) | Derivative-commodity | US | $-71K | – | -0.00 | |
| NATWEST MARKETS PLC 3.479% 03/22/2025 144A | Long | Debt | GB | $492K | – | 0.02 |
| NATWEST MARKETS PLC FRN SOFR+145 03/22/2025 REGS | Long | Debt | GB | $504K | – | 0.02 |
| NEW YORK LIFE GLOBAL FDG FRN SFRIX+58 01/16/2026 144A | Long | Debt | US | $1M | – | 0.04 |
| NEXTERA ENERGY CAP HLDGS INC 6.051% 03/01/2025 | Long | Debt | US | $50K | – | 0.00 |
| NIKKEI 225 (SGX) FUT JUN24 NIM4 (SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD) | Derivative-equity | SG | $-2K | – | -0.00 | |
| NOMURA HOLDINGS INC 2.648% 01/16/2025 | Long | Debt | JP | $490K | – | 0.02 |
| NY HARB ULSD FUT AUG24 HOQ4 (NEW YORK MERCANTILE EXCHANGE) | Derivative-commodity | US | $49K | – | 0.00 | |
| OIS CAD CAONREPO-3.0000 9/18/24 30Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-993.31 | – | -0.00 | |
| OIS CAD CAONREPO-3.0000 9/18/24 30Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-22K | – | -0.00 | |
| OIS CAD CAONREPO-3.00000 09/18/24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| OIS CAD CAONREPO-3.25000 09-18-24-10Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-10K | – | -0.00 | |
| OIS CAD CAONREPO-3.50000 09-18-24-2Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $65K | – | 0.00 | |
| OIS COP IBR -8.07000 11-14-23-01-23-5Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-32K | – | -0.00 | |
| OIS COP IBR 10.24 02-24-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-154K | – | -0.01 | |
| OIS COP IBR-7.52000 03-01-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $110K | – | 0.00 | |
| OIS COP IBR-7.53000 01-02-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| OIS COP IBR-7.88500 04/08/24 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $33K | – | 0.00 | |
| OIS COP IBR-7.90000 12/15/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-50K | – | -0.00 | |
| OIS COP IBR-7.91375 05//24/24 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-33K | – | -0.00 | |
| OIS COP IBR-7.92700 04/09/24 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $15K | – | 0.00 | |
| OIS COP IBR-7.95000 04-05-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $20K | – | 0.00 | |
| OIS COP IBR-7.96000 09/01/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| OIS COP IBR-8.03500 05-28-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| OIS COP IBR-8.08000 04-11-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $16K | – | 0.00 | |
| OIS COP IBR-8.10600 06-15-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-48K | – | -0.00 | |
| OIS COP IBR-8.12000 04/10/24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $7K | – | 0.00 | |
| OIS COP IBR-8.12750 11-10-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| OIS COP IBR-8.13000 08/22/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $2K | – | 0.00 | |
| OIS COP IBR-8.15000 04-11-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $10K | – | 0.00 | |
| OIS COP IBR-8.18750 11-15-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| OIS COP IBR-8.3383 11/09/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-132.98 | – | -0.00 | |
| OIS COP IBR-8.43500 04/12/24 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| OIS COP IBR-8.44860 04/16/24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| OIS COP IBR-8.56667 04-15-24-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| OIS COP IBR-8.750000 03/27/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $17K | – | 0.00 | |
| OIS COP IBR-8.750000 04/11/23 5Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $19K | – | 0.00 | |
| OIS COP IBR-9.05000 03/24/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $47K | – | 0.00 | |
| OIS COP IBR-9.19000 10/13/23 5Y CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-61K | – | -0.00 | |
| OIS COP IBR-9.22000 10-02-23- 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $45K | – | 0.00 | |
| OIS COP IBR-9.26000 10-10-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-24K | – | -0.00 | |
| OIS COP IBR-9.37000 10/02/23 5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-243K | – | -0.01 | |
| OIS COP IBR-9.65000 10-11-23-5Y CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-135K | – | -0.01 | |
| OIS COP IBR-9.83000 03/10/23 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-60K | – | -0.00 | |
| OIS INR MIBOR-6.25000 09/18/24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| OIS INR MIBOR-6.50000 09-18-24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-49K | – | -0.00 | |
| OIS SGD SIBSORA-2.75000 09/18/24 5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $14K | – | 0.00 | |
| OIS SGD SIBSORA-3.00000 09-18-24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-10K | – | -0.00 | |
| OIS THB THORON-2.25000 09/18/24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-159K | – | -0.01 | |
| OIS THB THORON-2.50000 09/18/24-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-38K | – | -0.00 | |
| OMXS30 IND FUTURE JUN24 QCM4 (STOCKHOLM STOCK EXCHANGE) | Derivative-equity | SE | $-45K | – | -0.00 | |
| OZLM XVII LTD TSFR3M+115 07/20/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| PALLADIUM FUTURE SEP24 PAU4 (NEW YORK MERCANTILE EXCHANGE) | Derivative-commodity | US | $129K | – | 0.01 | |
| PHELIX DE BASE Q FUT JUL24 JXTN4 (EUROPEAN ENERGY EXCHANGE AG) | Derivative-commodity | DE | $-9K | – | -0.00 | |
| PIMCO CDX EM40 ICE 12/20/28 (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $259K | – | 0.01 | |
| PIMCO CME SWAP 01/04/2027 (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-28K | – | -0.00 | |
| PIMCO CME SWAP 01/04/2027 (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-145K | – | -0.01 | |
| PIMCO CME SWAP 01/04/27 (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-168K | – | -0.01 | |
| PIMCO CME SWAP 11/14/27 (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $12K | – | 0.00 | |
| PIMCO CME SWAP 11/30/2027 (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-38K | – | -0.00 | |
| PIMCO CME SWAP 11/30/2027 (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-122K | – | -0.01 | |
| PIMCO ICE CDX EM41 ICE 06/20/2029 (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $-3K | – | -0.00 | |
| PIMCO LCH SWAP 11/16/2027 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $314K | – | 0.01 | |
| PLATINUM FUTURE JUL24 PLN4 (NEW YORK MERCANTILE EXCHANGE) | Derivative-commodity | US | $19K | – | 0.00 | |
| PSP CAP INC FRN SOFR+24 03/03/2025 144A | Long | Debt | CA | $1M | – | 0.06 |
| RAD CLO 4 LTD 2019-4A AR TSFR3M+123 04/25/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| RED WHEAT FUT MGE JUL24 MWN4 (MINNEAPOLIS GRAIN EXCHANGE) | Derivative-commodity | US | $25K | – | 0.00 | |
| REVVITY INC 0.85% 09/15/2024 | Long | Debt | US | $493K | – | 0.02 |
| RFR GBP SONIO-3.75000 09-18-24-10Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-120K | – | -0.00 | |
| RFR GBP SONIO-3.75000 09-18-24-30Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $137K | – | 0.01 | |
| RFR GBP SONIO-4.25000 09-18-24-2Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $42K | – | 0.00 | |
| RFR JPY MUTK - 1.50000 09-18-24- 30Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $620K | – | 0.03 | |
| RFR JPY MUTK-1.00000 09/18/24-10Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-16K | – | -0.00 | |
| RFR USD SOFR-3.50000 09-18-24-30Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| RFR USD SOFR-3.50000 09-18/25-5Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $44K | – | 0.00 | |
| RFR USD SOFR-3.75000 09-18-24-10Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-93K | – | -0.00 | |
| RFR USD SOFR-3.75000 09-18-24-2Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $250K | – | 0.01 | |
| ROGERS COMMUNICATIONS INC 2.95% 03/15/2025 | Long | Debt | CA | $978K | – | 0.04 |
| S and P 500 INDX PUT 3500 03/21/2025 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $173K | – | 0.01 | |
| S and P 500 INDX PUT 3500 04/17/2025 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $182K | – | 0.01 | |
| S and P 500 INDX PUT 3700 05/16/2025 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $280K | – | 0.01 | |
| S and P 500 INDX PUT 4930 07/19/2024 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $88K | – | 0.00 | |
| S and P 500 INDX PUT 5000 06/21/2024 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $34K | – | 0.00 | |
| S and P 500 INDX PUT 5050 08/16/2024 (CHICAGO BOARD OPTIONS EXCHANGE) | Derivative-equity | US | $230K | – | 0.01 | |
| S and P/TSX 60 IX FUT JUN24 PTM4 (MONTREAL EXCHANGE (THE)) | Derivative-equity | CA | $-10K | – | -0.00 | |
| S and P500 EMINI FUT JUN24 ESM4 (CHICAGO MERCANTILE EXCH INC) | Derivative-equity | US | $-116.3 | – | -0.00 | |
| SANTANDER UK PLC 2.875% 06/18/2024 | Long | Debt | GB | $400K | – | 0.02 |
| SET50 FUTURE TRS EQUITY *BULLET* GST (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $18K | – | 0.00 | |
| SET50 FUTURE TRS EQUITY *BULLET* GST (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| SGX IRON ORE 62% FUT JUL24 SCON4 (SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD) | Derivative-commodity | SG | $-3K | – | -0.00 | |
| SHORT EURO-BTP FU FUT JUN24 BTSM4 (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $25K | – | 0.00 | |
| SHORT EURO-BTP FU FUT SEP24 BTSU4 (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $2K | – | 0.00 | |
| SILVER FUTURE JUL24 SIN4 (COMMODITY EXCHANGE INC) | Derivative-commodity | US | $111K | – | 0.00 | |
| SOUND POINT CLO XXVIII LTD 20-3A A1R TSFR3M+128 01/25/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| SOUTHWEST AIRLINES CO 5.25% 05/04/2025 | Long | Debt | US | $996K | – | 0.04 |
| SOYBEAN FUTURE NOV24 S X4 (CHICAGO BOARD OF TRADE) | Derivative-commodity | US | $22K | – | 0.00 | |
| SOYBEAN MEAL FUTR DEC24 SMZ4 (CHICAGO BOARD OF TRADE) | Derivative-commodity | US | $54K | – | 0.00 | |
| SOYBEAN OIL FUTR DEC24 BOZ4 (CHICAGO BOARD OF TRADE) | Derivative-commodity | US | $-110K | – | -0.00 | |
| SPI 200 FUTURES JUN24 XPM4 (SYDNEY FUTURES EXCHANGE LTD) | Derivative-equity | AU | $-24K | – | -0.00 | |
| SPRINT CORP 7.125% 06/15/2024 | Long | Debt | US | $500K | – | 0.02 |
| STANDARD CHARTERED PLC FRN SOFR+93 11/23/2025 REGS | Long | Debt | GB | $501K | – | 0.02 |
| State Street Instl US Govt MMkt Inv (STATE STR INVT TR) | Long | Equity-common | US | $130K | 130K | 0.01 |
| State Street Instl US Govt MMkt Premier (STATE STR INVT TR) | Long | Equity-common | US | $1M | 1M | 0.05 |
| Stone Ridge Diversified Alternatives I (STONE RIDGE TR) | Long | Equity-common | US | $146M | 14M | 6.04 |
| SUGAR #11 (WORLD) FUT OCT24 SBV4 (ICE FUTURES US) | Derivative-commodity | US | $169K | – | 0.01 | |
| SUMITOMO MITSUI FINL GRP INC FRN SOFR+130 07/13/2026 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $507K | – | 0.02 |
| SWEDBANK AB 5.337% 09/20/2027 REGS | Long | Debt | SE | $997K | – | 0.04 |
| T. Rowe Price Dynamic Global Bond Inv (ROWE T PRICE INTL FUNDS INC) | Long | Equity-common | US | $5K | 652.189 | 0.00 |
| The Merger Fund A (MERGER FUND) | Long | Equity-common | US | $184M | 11M | 7.58 |
| TOPIX INDX FUTR JUN24 TPM4 (JAPAN EXCHANGE GROUP INC) | Derivative-equity | JP | $45K | – | 0.00 | |
| TOYOTA AUTO RECEIVABLES 2022-C A2B SOFR30A+57 08/15/2025 (TOYOTA AUTO RECEIVABLES 2022-C OWNER TR) | Long | ABS-collateralized bond/debt obligation | US | $49K | – | 0.00 |
| TOYOTA AUTO RECEIVABLES 2023-C A2B OWNER TR SOFR30A+40 08/17/2026 (TOYOTA AUTO RECEIVABLES 2023-C OWNER TR) | Long | ABS-collateralized bond/debt obligation | US | $619K | – | 0.03 |
| TOYOTA MOTOR CREDIT CORP FRN SOFR+62 06/13/2024 | Long | Debt | US | $1M | – | 0.04 |
| TRILLIUM CREDIT CARD TRUST II SOFR+85 08/26/2028 144A | Long | ABS-collateralized bond/debt obligation | CA | $1M | – | 0.05 |
| TTF NAT GAS F FUT AUG24 TZTQ4 (EUROPEAN ENERGY DERIVATIVES EXCHANGE NV) | Derivative-commodity | NL | $11K | – | 0.00 | |
| TYSON FOODS INC 3.95% 08/15/2024 | Long | Debt | US | $1M | – | 0.05 |
| UK NATURAL GAS FUTJUL24 FNN4 (ICE-ICE FUTURES LTD) | Derivative-commodity | GB | $-12K | – | -0.00 | |
| UMBS 15YR 5% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-3M | – | -0.11 |
| UMBS 30YR 6.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| UMBS 30YR 6.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-3M | – | -0.12 |
| UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-4M | – | -0.15 |
| UMBS 30YR 6% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| UMBS 30YR 6% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-3M | – | -0.14 |
| US 10YR ULTRA FUT SEP24 UXYU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $3K | – | 0.00 | |
| US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $10K | – | 0.00 | |
| US TREASURY RP 5.44% 6/3/24 (UNITED STATES TREASURY) | Long | Repurchase agreement | US | $13M | – | 0.53 |
| UST BILLS 0% 06/13/2024 | Long | Debt | US | $10K | – | 0.00 |
| UST BILLS 0% 06/20/2024 | Long | Debt | US | $50K | – | 0.00 |
| UST BILLS 0% 07/11/2024 | Long | Debt | US | $597K | – | 0.02 |
| UST BILLS 0% 07/16/2024 | Long | Debt | US | $397K | – | 0.02 |
| UST BILLS 0% 07/18/2024 | Long | Debt | US | $298K | – | 0.01 |
| UST BILLS 0% 07/23/2024 | Long | Debt | US | $298K | – | 0.01 |
| UST BILLS 0% 07/25/2024 | Long | Debt | US | $298K | – | 0.01 |
| UST BILLS 0% 07/30/2024 | Long | Debt | US | $2M | – | 0.08 |
| UST BILLS 0% 08/01/2024 | Long | Debt | US | $844K | – | 0.03 |
| UST BILLS 0% 08/06/2024 | Long | Debt | US | $693K | – | 0.03 |
| UST BILLS 0% 08/08/2024 | Long | Debt | US | $788K | – | 0.03 |
| UST BILLS 0% 08/13/2024 | Long | Debt | US | $3M | – | 0.11 |
| UST BILLS 0% 08/15/2024 | Long | Debt | US | $803K | – | 0.03 |
| UST BILLS 0% 08/20/2024 | Long | Debt | US | $989K | – | 0.04 |
| UST BILLS 0% 08/22/2024 | Long | Debt | US | $494K | – | 0.02 |
| UST BILLS 0% 08/27/2024 | Long | Debt | US | $790K | – | 0.03 |
| UST BILLS 0% 08/29/2024 | Long | Debt | US | $987K | – | 0.04 |
| UST BILLS 0% 09/03/2024 | Long | Debt | US | $1M | – | 0.05 |
| UST BILLS 0% 09/10/2024 | Long | Debt | US | $493K | – | 0.02 |
| UST BILLS 0% 09/17/2024 | Long | Debt | US | $1M | – | 0.04 |
| Victory Market Neutral Income I (COMPASS EMP US 500 VOLATILITY WEIGHTED FUND92647P) | Long | Equity-common | US | $125M | 15M | 5.16 |
| VMWARE INC 1% 08/15/2024 | Long | Debt | US | $990K | – | 0.04 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 SOFR30A+52 12/21/2026 | Long | ABS-collateralized bond/debt obligation | US | $682K | – | 0.03 |
| VSTOXX FUTURE JUN24 FVSM4 (EUREX DEUTSCHLAND) | Derivative-equity | DE | $-10K | – | -0.00 | |
| WARNERMEDIA HOLDINGS INC 3.638% 03/15/2025 | Long | Debt | US | $983K | – | 0.04 |
| WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025 | Long | Debt | US | $986K | – | 0.04 |
| WESTINGHOUSE AIR BRAKE TECH CORP 3.2% 06/15/2025 | Long | Debt | US | $1M | – | 0.05 |
| WHEAT FUTURE(CBT) SEP24 W U4 (CHICAGO BOARD OF TRADE) | Derivative-commodity | US | $-11K | – | -0.00 | |
| WHITE SUGAR (ICE) FUT AUG24 QWQ4 (ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION) | Derivative-commodity | GB | $28K | – | 0.00 | |
| WIG20 INDEX FUT JUN24 KRSM4 (WARSAW STOCK EXCHANGE/FINANCIAL DERIVATIVES) | Derivative-equity | PL | $70K | – | 0.00 | |
| WOART 2023-A A2B SOFR30A+ 07/15/2026 | Long | ABS-collateralized bond/debt obligation | US | $307K | – | 0.01 |
| WORLD OMNI AUTO RECEIVABLES TR 2023-C A2B SOFR30A+41 12/15/2026 | Long | ABS-collateralized bond/debt obligation | US | $473K | – | 0.02 |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRST 23-A A2B SOFR30A+76 11/17/2025 | Long | ABS-collateralized bond/debt obligation | US | $109K | – | 0.00 |
| WTI CRUDE FUTURE AUG24 CLQ4 (NEW YORK MERCANTILE EXCHANGE) | Derivative-commodity | US | $-37K | – | -0.00 | |
| ZCS BRL 10.0375 01-04-24-01-02-29 CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $54K | – | 0.00 | |
| ZCS BRL 10.095 02-06-24-01-02-29 CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $157K | – | 0.01 | |
| ZCS BRL 10.21 01-17-24-01-02-29 CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-60K | – | -0.00 | |
| ZCS BRL 10.2344 01-22-24-01-02-29 CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $119K | – | 0.00 | |
| ZCS BRL 10.245 07/13/23 01/02/29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $59K | – | 0.00 | |
| ZCS BRL 10.285 08/09/23 01/02/29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $45K | – | 0.00 | |
| ZCS BRL 10.48 06-26-23-01-02-29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $114K | – | 0.00 | |
| ZCS BRL 10.5325 11-17-23-01-02-29 CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-76K | – | -0.00 | |
| ZCS BRL 10.55 08/16/23-01/02/29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $74K | – | 0.00 | |
| ZCS BRL 10.68925 04/04/24 01/29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $229K | – | 0.01 | |
| ZCS BRL 10.77 08-21-23-01-02-29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $69K | – | 0.00 | |
| ZCS BRL 10.89762 11/09/23-01/02/29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-86K | – | -0.00 | |
| ZCS BRL 10.9629 04-11-24-01-02-29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $70K | – | 0.00 | |
| ZCS BRL 11.025 09/25/23-01/02/29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $39K | – | 0.00 | |
| ZCS BRL 11.08 05-26-23-01-02-29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-153K | – | -0.01 | |
| ZCS BRL 11.1064 05-25-23-01-02-29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-30K | – | -0.00 | |
| ZCS BRL 11.31 05/16/23-01/02/29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-22K | – | -0.00 | |
| ZCS BRL 11.66 05/04/23-01//02/29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $15K | – | 0.00 | |
| ZCS BRL 11.8374 04/13/23-01/02/29 CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $36K | – | 0.00 | |
| ZCS BRL 11.94 04-12-23-01-2-29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $14K | – | 0.00 | |
| ZCS BRL 12.058 04/05/23-01/02/29 CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $95K | – | 0.00 | |
| ZCS BRL 12.16 01-18-23-01-04-27 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $24K | – | 0.00 | |
| ZCS BRL 12.26 01-11-23-01-04-27 (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $58K | – | 0.00 | |
| ZCS BRL 12.56 03-22-23-01-02-29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $49K | – | 0.00 | |
| ZCS BRL 12.71 01-19-23-01-04-27 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-47K | – | -0.00 | |
| ZCS BRL 12.7464 03/13/23 01/02/29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $60K | – | 0.00 | |
| ZCS BRL 13.165 01/04/23-01/04/27 CME (CHICAGO MERCANTILE EXCH INC) | Derivative-interest rate | US | $-53K | – | -0.00 | |
| ZCS BRL 9.87 12-27-23-01-02-29 CME (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $136K | – | 0.01 |
Address
Fidelity Rutland Square Trust II
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
Nancy Prior
Harold Singleton
Mary C Farrell
Heidi L Steiger
Charles S Morrison
Karen Kaplan
Christine Marcks
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
MERRILL LYNCH VALUATIONS LLC
REFINITIV US HOLDINGS INC
PRICINGDIRECT INC
INTERCONTINENTAL EXCHANGE INC
BLOOMBERG LP
Custodians
BANCO NACIONAL DE MEXICO SA
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
STATE STREET TRUST COMPANY CANADA
BNP PARIBAS FRANCE
SSB GMBH GERMANY - CBF
EUROCLEAR
STATE STREET BANK AND TRUST COMPANY
THE HONGKONG + SHANGHAI BANKIN
HSBC AUSTRALIA
STATE STREET SERVICES (UK) LIMITED
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
BARCLAYS PLC
GOLDMAN SACHS GROUP INC (THE)
MIZUHO FINANCIAL GROUP INC
MORGAN STANLEY
FLOW TRADERS LTD
CITIGROUP INC
BANK OF AMERICA CORPORATION
JANE STREET GROUP LLC
VIRTU FINANCIAL INC
SUSQUEHANNA INTERNATIONAL GROU P, LLP