| ZURN ELKAY WATER SOLUTIONS CORP |
63,364 |
0 |
-63,364 |
0.00% |
-$16.87M |
| SOLD ZAR/BOUGHT USD |
778,909 |
0 |
-778,909 |
0.00% |
-$12.04M |
| SOLD ZAR/BOUGHT USD |
33,967 |
0 |
-33,967 |
0.00% |
-$3.43M |
| FNCL 5 1/26 |
3,000,000 |
0 |
-3,000,000 |
0.00% |
-$2.96M |
| ZSCALER INC |
33,051 |
0 |
-33,051 |
0.00% |
-$2.00M |
| SHORT TERM INV FUND |
1,505,300 |
0 |
-1,505,300 |
0.00% |
-$1.51M |
| SWAPTION |
7,217 |
0 |
-7,217 |
0.00% |
-$1.02M |
| FNCL 5.5 1/26 |
1,000,000 |
0 |
-1,000,000 |
0.00% |
-$1.00M |
| FNCL 4.5 1/26 |
1,000,000 |
0 |
-1,000,000 |
0.00% |
-$963.91K |
| FNCL 2.5 1/26 |
1,000,000 |
0 |
-1,000,000 |
0.00% |
-$847.81K |
| FNCL 2 1/26 |
1,000,000 |
0 |
-1,000,000 |
0.00% |
-$816.22K |
| STATE STREET ENERGY SELECT SECTOR SPDR ETF MUTUAL FUND |
8,814 |
0 |
-8,814 |
0.00% |
-$770.96K |
| LEVERAGED COMMODITY LINKED NOTES |
419,000 |
0 |
-419,000 |
0.00% |
-$558.26K |
| UTILITIES SELECT SECTOR SPDR MUTUAL FUND |
6,199 |
0 |
-6,199 |
0.00% |
-$437.03K |
| LEVERAGED COMMODITY LINKED NOTES |
380,000 |
0 |
-380,000 |
0.00% |
-$434.06K |
| State Street Consumer Staples Select Sector SPDR ETF |
5,691 |
0 |
-5,691 |
0.00% |
-$424.26K |
| State Street Health Care Select Sector SPDR ETF USD Class |
3,118 |
0 |
-3,118 |
0.00% |
-$423.58K |
| STATE STREET REAL ESTATE SELECT SECTOR SPDR ETF MUTUAL FUND |
11,272 |
0 |
-11,272 |
0.00% |
-$416.27K |
| United States Treasury Bill |
400,000 |
0 |
-400,000 |
0.00% |
-$399.10K |
| LEVERAGED COMMODITY LINKED NOTES |
310,000 |
0 |
-310,000 |
0.00% |
-$327.17K |
| United States Treasury Bill |
200,000 |
0 |
-200,000 |
0.00% |
-$199.71K |
| LEVERAGED COMMODITY LINKED NOTES |
160,000 |
0 |
-160,000 |
0.00% |
-$191.28K |
| LEVERAGED COMMODITY LINKED NOTES |
195,000 |
0 |
-195,000 |
0.00% |
-$167.17K |
| TAIWAN SEMIC MFG CO LTD SP ADR |
1,957 |
0 |
-1,957 |
0.00% |
-$145.78K |
| Long: IS38KZ4 IRS R03.97PNF3F 12/05/35 MSNYUS33XXX FIXED / Short: IS38KZ4 IRS PNF3FR03.97 12/05/35 MSNYUS33XXX FLOAT |
11,202,000 |
0 |
-11,202,000 |
0.00% |
-$136.20K |
| SAMSUNG ELECTRONICS CO LTD |
2,533 |
0 |
-2,533 |
0.00% |
-$110.77K |
| BABA-W |
9,028 |
0 |
-9,028 |
0.00% |
-$99.76K |
| Vale S.A. SPONS ADS REPR 1 COM NPV |
4,393 |
0 |
-4,393 |
0.00% |
-$74.55K |
| URUGUAY |
70,000 |
0 |
-70,000 |
0.00% |
-$70.49K |
| FNMA Connecticut Avenue Securities Trust, Series 2016-C02, Class 1B |
59,437 |
0 |
-59,437 |
0.00% |
-$65.57K |
| TENCENT |
1,500 |
0 |
-1,500 |
0.00% |
-$64.19K |
| KOC HOLDING |
14,248 |
0 |
-14,248 |
0.00% |
-$63.77K |
| LEVERAGED COMMODITY LINKED NOTES |
64,000 |
0 |
-64,000 |
0.00% |
-$60.66K |
| INFOSYS LTD COMMON STOCK |
3,061 |
0 |
-3,061 |
0.00% |
-$55.80K |
| JD-SW |
1,885 |
0 |
-1,885 |
0.00% |
-$53.18K |
| TATA CONSULTANCY |
1,336 |
0 |
-1,336 |
0.00% |
-$52.59K |
| HAIER SMART H-H |
14,000 |
0 |
-14,000 |
0.00% |
-$47.71K |
| Mortgage Backed Swap Basket Index |
196,589 |
0 |
-196,589 |
0.00% |
-$46.90K |
| HON HAI |
14,000 |
0 |
-14,000 |
0.00% |
-$45.50K |
| ARCA CONTINENTAL |
5,595 |
0 |
-5,595 |
0.00% |
-$45.38K |
| ABC-H |
128,000 |
0 |
-128,000 |
0.00% |
-$43.95K |
| CENCOSUD SA |
26,148 |
0 |
-26,148 |
0.00% |
-$43.00K |
| NETEASE INC |
2,800 |
0 |
-2,800 |
0.00% |
-$41.07K |
| USD P/ILS C EXPIRATION: 02/10/2026 |
189,000 |
0 |
-189,000 |
0.00% |
-$40.46K |
| KB FINANCIAL GRO |
1,050 |
0 |
-1,050 |
0.00% |
-$40.27K |
| CTBC Financial Holding Company Ltd. |
56,000 |
0 |
-56,000 |
0.00% |
-$40.27K |
| HANA FINL. GRP. INC |
1,204 |
0 |
-1,204 |
0.00% |
-$40.04K |
| CSPC PHARMACEUTI |
38,000 |
0 |
-38,000 |
0.00% |
-$39.92K |
| WARRANTS |
37,344 |
0 |
-37,344 |
0.00% |
-$39.47K |
| ITAUSA SA - PREFERRED SHARES |
24,420 |
0 |
-24,420 |
0.00% |
-$39.36K |
| ASIAN PAINTS LTD (DEMAT) |
1,051 |
0 |
-1,051 |
0.00% |
-$39.23K |
| Receive HYUNDAI GLOVIS Pay Overnight Rate -4 |
303 |
0 |
-303 |
0.00% |
-$39.18K |
| LENOVO GRP. LTD |
46,000 |
0 |
-46,000 |
0.00% |
-$37.78K |
| CHINA SHENHUA-H |
13,000 |
0 |
-13,000 |
0.00% |
-$37.56K |
| CPFL Energia S.A. |
5,800 |
0 |
-5,800 |
0.00% |
-$36.47K |
| HONG LEONG BANK |
7,800 |
0 |
-7,800 |
0.00% |
-$36.41K |
| KIA CORP |
762 |
0 |
-762 |
0.00% |
-$35.73K |
| SUN PHARMA INDU |
2,942 |
0 |
-2,942 |
0.00% |
-$35.61K |
| ZHONGSHENG GROUP |
6,500 |
0 |
-6,500 |
0.00% |
-$33.43K |
| PAGE INDUSTRIES LTD COMMON STOCK |
64 |
0 |
-64 |
0.00% |
-$33.14K |
| ASTRA INTERNATIO |
89,800 |
0 |
-89,800 |
0.00% |
-$32.88K |
| INNER MONGOLIA-B |
20,100 |
0 |
-20,100 |
0.00% |
-$32.74K |
| CHINA INTERNAT-H |
16,800 |
0 |
-16,800 |
0.00% |
-$32.07K |
| WARRANTS |
700 |
0 |
-700 |
0.00% |
-$32.07K |
| LG INNOTEK CO LT |
160 |
0 |
-160 |
0.00% |
-$31.95K |
| UNITED MEXICAN |
35,000 |
0 |
-35,000 |
0.00% |
-$31.39K |
| LEVERAGED COMMODITY LINKED NOTES |
39,000 |
0 |
-39,000 |
0.00% |
-$30.85K |
| WARRANTS |
2,400 |
0 |
-2,400 |
0.00% |
-$30.56K |
| KGI FINANCIAL HO |
72,000 |
0 |
-72,000 |
0.00% |
-$29.52K |
| BIDU-SW |
2,050 |
0 |
-2,050 |
0.00% |
-$29.34K |
| WARRANTS |
12,296 |
0 |
-12,296 |
0.00% |
-$28.70K |
| INDO TAMBANGRAYA |
11,200 |
0 |
-11,200 |
0.00% |
-$28.08K |
| Receive EVERGREEN MARINE Pay Overnight Rate -1.75 |
5,200 |
0 |
-5,200 |
0.00% |
-$27.58K |
| BRADESCO SA-PREF |
9,317 |
0 |
-9,317 |
0.00% |
-$26.73K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-173 MI |
188,028 |
0 |
-188,028 |
0.00% |
-$25.09K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 |
29,000 |
0 |
-29,000 |
0.00% |
-$24.67K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 |
30,000 |
0 |
-30,000 |
0.00% |
-$23.56K |
| TRI PARTY CITIGROUP |
75,589 |
0 |
-75,589 |
0.00% |
-$23.48K |
| BANCO DE CHILE |
222,509 |
0 |
-222,509 |
0.00% |
-$23.08K |
| VEDANTA LTD |
5,883 |
0 |
-5,883 |
0.00% |
-$21.93K |
| PETROBRAS GLOBAL FINANCE BV 6.250000% 03/17/2024 |
21,000 |
0 |
-21,000 |
0.00% |
-$21.08K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2 |
22,000 |
0 |
-22,000 |
0.00% |
-$20.74K |
| CATHAY FINANCIAL |
15,000 |
0 |
-15,000 |
0.00% |
-$19.52K |
| ENBRIDGE INC |
20,000 |
0 |
-20,000 |
0.00% |
-$19.23K |
| Government National Mortgage Association |
102,710 |
0 |
-102,710 |
0.00% |
-$18.76K |
| VALTERRA PLATINU |
219 |
0 |
-219 |
0.00% |
-$18.37K |
| GS Mortgage Securities Trust, Series 2014-GC24, Class D |
27,000 |
0 |
-27,000 |
0.00% |
-$17.60K |
| UTD Tractors IDR250 |
10,300 |
0 |
-10,300 |
0.00% |
-$17.25K |
| COROMANDEL INTER |
1,567 |
0 |
-1,567 |
0.00% |
-$16.80K |
| FNMA, Series 2020-47, Class ID |
81,384 |
0 |
-81,384 |
0.00% |
-$15.90K |
| Citigroup Mortgage Loan Trust, Inc. 2007-AR5 |
17,881 |
0 |
-17,881 |
0.00% |
-$15.12K |
| CHINA MINSHENG-H |
43,500 |
0 |
-43,500 |
0.00% |
-$15.05K |
| CORP CMO |
15,000 |
0 |
-15,000 |
0.00% |
-$15.00K |
| MARUTI SUZUKI IN |
146 |
0 |
-146 |
0.00% |
-$14.81K |
| UMC |
11,000 |
0 |
-11,000 |
0.00% |
-$14.57K |
| Government National Mortgage Association |
74,586 |
0 |
-74,586 |
0.00% |
-$14.34K |
| HELLENIC TELECOM |
907 |
0 |
-907 |
0.00% |
-$14.17K |
| COSCO SHIP HOL-H |
13,350 |
0 |
-13,350 |
0.00% |
-$13.61K |
| COMMERCIAL MORTGAGE BACKED SECURITIES |
16,000 |
0 |
-16,000 |
0.00% |
-$13.45K |
| HAITIAN INTL |
5,000 |
0 |
-5,000 |
0.00% |
-$13.39K |
| CHEIL WORLDWIDE |
729 |
0 |
-729 |
0.00% |
-$13.29K |
| FNMA, Series 2015-30 |
79,161 |
0 |
-79,161 |
0.00% |
-$12.86K |
| FREDDIE MAC FHR 4964 IA |
53,379 |
0 |
-53,379 |
0.00% |
-$12.34K |
| SWAPTION |
50,000 |
0 |
-50,000 |
0.00% |
-$11.89K |
| MULTICHOICE GROU |
1,684 |
0 |
-1,684 |
0.00% |
-$11.62K |
| SCHAEFFLER INDIA |
343 |
0 |
-343 |
0.00% |
-$11.39K |
| WARRANTS |
9,700 |
0 |
-9,700 |
0.00% |
-$11.03K |
| NORTHAM PLATINUM HOLDINGS LTD |
988 |
0 |
-988 |
0.00% |
-$10.88K |
| FNMA, Connecticut Avenue Securities, Series 2017-C02, Class 2B1 |
10,000 |
0 |
-10,000 |
0.00% |
-$10.85K |
| WALMART DE MEXIC |
3,030 |
0 |
-3,030 |
0.00% |
-$10.71K |
| FNMA CMO IO |
154,403 |
0 |
-154,403 |
0.00% |
-$10.36K |
| WARRANTS |
3,800 |
0 |
-3,800 |
0.00% |
-$10.24K |
| CCB-H |
16,000 |
0 |
-16,000 |
0.00% |
-$10.02K |
| GNMA CMO IO |
90,900 |
0 |
-90,900 |
0.00% |
-$9.53K |
| GNMA CMO IO |
170,378 |
0 |
-170,378 |
0.00% |
-$9.39K |
| FNMA Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1 |
10,000 |
0 |
-10,000 |
0.00% |
-$9.32K |
| Hyundai Marine & Fire Insurance Co Ltd |
396 |
0 |
-396 |
0.00% |
-$9.22K |
| CORP CMO |
9,091 |
0 |
-9,091 |
0.00% |
-$8.98K |
| CHINA YONGDA AUT |
12,000 |
0 |
-12,000 |
0.00% |
-$8.92K |
| GNMA CMO IO |
44,002 |
0 |
-44,002 |
0.00% |
-$8.71K |
| CIPLA LTD |
656 |
0 |
-656 |
0.00% |
-$8.53K |
| COCA-COLA ICECEK |
771 |
0 |
-771 |
0.00% |
-$8.43K |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR12 Trust |
9,174 |
0 |
-9,174 |
0.00% |
-$8.36K |
| GRUPO BIMBO-A |
1,966 |
0 |
-1,966 |
0.00% |
-$8.30K |
| BCO BTG PAC-UNIT |
1,800 |
0 |
-1,800 |
0.00% |
-$8.16K |
| GNMA CMO IO |
161,275 |
0 |
-161,275 |
0.00% |
-$8.02K |
| FNMA CMO IO |
40,637 |
0 |
-40,637 |
0.00% |
-$7.91K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 LDP9 AMS |
8,028 |
0 |
-8,028 |
0.00% |
-$7.48K |
| TISCO FINANCI-F |
2,400 |
0 |
-2,400 |
0.00% |
-$6.88K |
| KT Corporation |
236 |
0 |
-236 |
0.00% |
-$6.31K |
| ZSCALER INC |
22,000 |
0 |
-22,000 |
0.00% |
-$6.21K |
| GNMA CMO IO |
85,553 |
0 |
-85,553 |
0.00% |
-$5.98K |
| GNMA, Series 2015-H25, Class AI |
165,394 |
0 |
-165,394 |
0.00% |
-$5.95K |
| AMBEV SA |
2,100 |
0 |
-2,100 |
0.00% |
-$5.78K |
| INDOFOOD SUKSES |
13,000 |
0 |
-13,000 |
0.00% |
-$5.62K |
| GNMA CMO IO |
138,925 |
0 |
-138,925 |
0.00% |
-$5.53K |
| GNMA, Series 2015-53, Class MI |
30,274 |
0 |
-30,274 |
0.00% |
-$5.48K |
| FERTIGLOBE PLC |
4,559 |
0 |
-4,559 |
0.00% |
-$5.25K |
| GNMA, Series 2015-H20, Class CI |
97,999 |
0 |
-97,999 |
0.00% |
-$5.16K |
| SHIN KONG FNCL |
18,000 |
0 |
-18,000 |
0.00% |
-$5.14K |
| FNMA CMO IO |
58,862 |
0 |
-58,862 |
0.00% |
-$5.06K |
| FANNIE MAE REMICS FNR 2016 88 SK |
55,447 |
0 |
-55,447 |
0.00% |
-$4.84K |
| FNR 2017-108 SA |
42,845 |
0 |
-42,845 |
0.00% |
-$4.78K |
| GNMA CMO IO |
28,670 |
0 |
-28,670 |
0.00% |
-$4.77K |
| GNMA, Series 2015-H10, Class CI |
94,794 |
0 |
-94,794 |
0.00% |
-$4.53K |
| Government National Mortgage Association |
23,799 |
0 |
-23,799 |
0.00% |
-$4.52K |
| GNMA CMO IO |
102,004 |
0 |
-102,004 |
0.00% |
-$4.29K |
| GOVERNMENT NAT MTG AS REMIC PT 5% 10/20/2044 |
20,786 |
0 |
-20,786 |
0.00% |
-$4.27K |
| FNMA, Series 2016-3, Class NI |
23,946 |
0 |
-23,946 |
0.00% |
-$4.23K |
| GNMA CMO IO |
117,811 |
0 |
-117,811 |
0.00% |
-$4.23K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-91 SJ |
46,005 |
0 |
-46,005 |
0.00% |
-$4.22K |
| Government National Mortgage Association |
20,000 |
0 |
-20,000 |
0.00% |
-$4.19K |
| GNMA, Series 2015-105, Class LI |
21,002 |
0 |
-21,002 |
0.00% |
-$4.11K |
| GNMA CMO IO |
74,188 |
0 |
-74,188 |
0.00% |
-$4.08K |
| FNMA CMO IO |
40,830 |
0 |
-40,830 |
0.00% |
-$4.08K |
| ORDINARY SHARES |
4,600 |
0 |
-4,600 |
0.00% |
-$3.88K |
| CHL Mortgage Pass-Through Trust, Series 2005-3, Class 1A1 |
4,340 |
0 |
-4,340 |
0.00% |
-$3.75K |
| GNMA, Series 2014-H21, Class AI |
111,017 |
0 |
-111,017 |
0.00% |
-$3.56K |
| PING AN-H |
500 |
0 |
-500 |
0.00% |
-$3.31K |
| GNMA, Series 2015-H09, Class AI |
114,670 |
0 |
-114,670 |
0.00% |
-$3.15K |
| FNMA CMO IO |
26,647 |
0 |
-26,647 |
0.00% |
-$3.08K |
| GNMA CMO IO |
14,564 |
0 |
-14,564 |
0.00% |
-$3.03K |
| GNMA CMO IO |
14,063 |
0 |
-14,063 |
0.00% |
-$2.86K |
| FNMA CMO IO |
36,807 |
0 |
-36,807 |
0.00% |
-$2.79K |
| Government National Mortgage Association |
17,130 |
0 |
-17,130 |
0.00% |
-$2.62K |
| GNMA, Series 2017-H02, Class BI |
81,359 |
0 |
-81,359 |
0.00% |
-$2.50K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 |
29,134 |
0 |
-29,134 |
0.00% |
-$2.48K |
| FHLMC CMO IO |
21,987 |
0 |
-21,987 |
0.00% |
-$2.48K |
| GNMA, Series 2016-H03, Class AI |
75,598 |
0 |
-75,598 |
0.00% |
-$2.47K |
| GNMA, Series 2015-H16, Class XI |
55,477 |
0 |
-55,477 |
0.00% |
-$2.44K |
| GNMA CMO IO |
27,369 |
0 |
-27,369 |
0.00% |
-$2.39K |
| GNMA CMO IO |
51,539 |
0 |
-51,539 |
0.00% |
-$2.24K |
| FNMA CMO IO |
17,023 |
0 |
-17,023 |
0.00% |
-$2.22K |
| GNMA CMO IO |
37,106 |
0 |
-37,106 |
0.00% |
-$2.20K |
| GNMA CMO IO |
14,089 |
0 |
-14,089 |
0.00% |
-$2.18K |
| GNMA, Series 2017-H06, Class BI |
61,327 |
0 |
-61,327 |
0.00% |
-$2.17K |
| FIRSTRAND LTD |
567 |
0 |
-567 |
0.00% |
-$2.07K |
| FHLMC CMO IO |
13,236 |
0 |
-13,236 |
0.00% |
-$1.97K |
| Freddie Mac REMICS |
13,321 |
0 |
-13,321 |
0.00% |
-$1.91K |
| INTL CONTAINER TERM SVCS INC COMMON STOCK |
530 |
0 |
-530 |
0.00% |
-$1.90K |
| GNMA CMO IO |
15,611 |
0 |
-15,611 |
0.00% |
-$1.87K |
| GNMA CMO IO |
12,037 |
0 |
-12,037 |
0.00% |
-$1.44K |
| GNMA, Series 2016-H04, Class KI |
55,343 |
0 |
-55,343 |
0.00% |
-$1.25K |
| GNMA CMO IO |
5,152 |
0 |
-5,152 |
0.00% |
-$978 |
| Government National Mortgage Association |
53,205 |
0 |
-53,205 |
0.00% |
-$903 |
| GNMA CMO IO |
9,202 |
0 |
-9,202 |
0.00% |
-$844 |
| FNMA CMO IO |
21,616 |
0 |
-21,616 |
0.00% |
-$606 |
| GNMA CMO IO |
3,615 |
0 |
-3,615 |
0.00% |
-$392 |
| GNMA CMO IO |
9,089 |
0 |
-9,089 |
0.00% |
-$369 |
| FNMA CMO IO |
6,305 |
0 |
-6,305 |
0.00% |
-$320 |
| GNMA CMO IO |
4,102 |
0 |
-4,102 |
0.00% |
-$301 |
| FNMA CMO IO |
3,306 |
0 |
-3,306 |
0.00% |
-$25 |
| GNMA CMO IO |
69 |
0 |
-69 |
0.00% |
-$5 |
| COMMERCIAL MORTGAGE BACKED SECURITIES |
17,000 |
0 |
-17,000 |
0.00% |
-$0 |
| — |
0 |
0 |
0 |
0.00% |
$0 |