PIMCOFUNDS > PIMCO Funds
PIMCO RAE PLUS Fund
$1.01B
Avg Monthly Net Assets
$1.63B
Total Assets
$503.65M
Total Liabilities
$1.12B
Net Assets
PIMCO RAE PLUS Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has five share classes
and monthly net assets of $1.01B.
On August 28th, 2024 it reported 1,185 holdings, the largest
being (6.5%), UMBS PASS THRU POOLS (5.0%) and UMBS PASS THRU POOLS (4.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000026531 | PIXAX | |
| Class C | C000026532 | PIXCX | |
| Class I-2 | C000064135 | PIXPX | |
| Class I-3 | C000200440 | PXTNX | |
| Institutional | C000026529 | PXTIX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113 | Derivative-interest rate | US | $85K | – | 0.01 | |
| 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017 | Derivative-interest rate | US | $38K | – | 0.00 | |
| 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717 | Derivative-interest rate | US | $32K | – | 0.00 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-39.36 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-795.62 | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.08 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.05 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.05 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.11 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-17.55 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-494.82 | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-180.63 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-241.45 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-576.96 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-285.12 | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-309.58 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-283.73 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-575.62 | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-561.68 | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-442.71 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-244.05 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-384.3 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-899.21 | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-271.51 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-587.1 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-808.74 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-49.3 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-176.29 | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-560.22 | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-980.41 | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-186.22 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-846.48 | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-634.56 | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-633.15 | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 3M CO COMMON STOCK USD.01 (3M COMPANY) | Long | Equity-common | US | $968K | 9K | 0.09 |
| AAPL US TRS EQUITY FEDL01+75 BOA | Derivative-equity | US | $-2M | – | -0.18 | |
| ABX.HE.AAA.06-2 SP BOA | Derivative-credit | US | $-620K | – | -0.06 | |
| ACE SECURITIES CORP. ACE 2006 NC1 M1 (ACE SECURITIES CORP 2006-NC1) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| ACHV ABS TRUST ACHV 2023 4CP A 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $92K | – | 0.01 |
| ACHV ABS TRUST ACHV 2023 4CP B 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $704K | – | 0.06 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $688K | – | 0.06 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $727K | – | 0.06 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $1M | – | 0.10 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $250K | – | 0.02 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $250K | – | 0.02 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $249K | – | 0.02 |
| ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A3 (ALLY AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.12 |
| ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A1 (ALLY AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $853K | – | 0.08 |
| AMAZON.COM INC COMMON STOCK USD.01 (AMAZONCOM INC) | Long | Equity-common | US | $2M | 9K | 0.16 |
| AMERICAN EXPRESS CO COMMON STOCK USD.2 (AMERICAN EXPRESS COMPANY) | Long | Equity-common | US | $2M | 9K | 0.20 |
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $2M | – | 0.20 |
| AMERICAN HONDA FINANCE SR UNSECURED 05/25 5 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $2M | – | 0.22 |
| AMERICAN TOWER CORP SR UNSECURED 08/29 3.8 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $180K | – | 0.02 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $3M | – | 0.31 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A1 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $8M | – | 0.71 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.19 |
| AMGEN INC COMMON STOCK USD.0001 | Long | Equity-common | US | $3M | 9K | 0.26 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $1M | – | 0.13 |
| APPLE INC COMMON STOCK USD.00001 | Long | Equity-common | US | $26M | 125K | 2.35 |
| APS RESECURITIZATION TRUST APS 2015 1 2M 144A (APS RESECURITIZATION TRUST 2015-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 AS 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.24 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 B 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.24 |
| AREIT CRE TRUST AREIT 2021 CRE5 B 144A (AREIT TRUST 2021-CRE5) | Long | ABS-mortgage backed security | KY | $1M | – | 0.13 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.25 |
| ARGENT SECURITIES INC. ARSI 2003 W10 M1 (ARGENT SECURITIES INC 2003-W10) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2004 W3 A3 (ARGENT SECURITIES INC 2004-W3) | Long | ABS-mortgage backed security | US | $637K | – | 0.06 |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2B (ARGENT SECURITIES INC 2006-M2) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1 (ASSET BACKED FUNDING CERT 2004-FF1) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2D (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE2 A4 (ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $10M | – | 0.85 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $11K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $3M | – | 0.27 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $399K | – | 0.04 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LL) | Long | ABS-other | US | $150K | – | 0.01 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A) | Long | ABS-other | US | $5M | – | 0.44 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC) | Long | ABS-other | US | $2M | – | 0.20 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $168K | – | 0.01 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $4M | – | 0.39 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $250K | – | 0.02 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 A 1A3 (BANC OF AMERICA FUNDING CORP 2004-A) | Long | ABS-mortgage backed security | US | $295.94 | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 7 T2A7 (BANC OF AMERICA FUNDING CORP 2006-7) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 6A1 (BANC OF AMERICA FUNDING CORP 2006-I) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 (BANC OF AMERICA FUNDING CORP 2007-B) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 1A5 (BANC OF AMERICA FUNDING CORP 2007-D) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BOC B 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BOC) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A (BANK OF AMERICA AUTO TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.18 |
| BANK OF AMERICA CORP SR UNSECURED 02/30 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $157K | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.12 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $3M | – | 0.29 |
| BANK OF AMERICA CREDIT CARD TR BACCT 2023 A1 A1 (BANK OF AMERICA CREDIT CARD TRUST 2023-A1) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| BANK OF AMERICA CREDIT CARD TR BACCT 2023 A2 A2 (BANK OF AMERICA CREDIT CARD TRUST 2023-A2) | Long | ABS-mortgage backed security | US | $5M | – | 0.43 |
| BANK OF AMERICA NA SR UNSECURED 08/25 VAR | Long | Debt | US | $2M | – | 0.15 |
| BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $4M | – | 0.34 |
| BARCLAYS PLC SR UNSECURED 01/26 4.375 | Long | Debt | GB | $689K | – | 0.06 |
| BARCLAYS PLC SR UNSECURED 03/25 3.65 | Long | Debt | GB | $689K | – | 0.06 |
| BARCLAYS PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $196K | – | 0.02 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $2M | – | 0.15 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $190K | – | 0.02 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $205K | – | 0.02 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5 | Long | Debt | US | $205K | – | 0.02 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $18.63 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 5A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 2 A5 144A (BEAR STEARNS ADJ RATE MTGE TR 2003-2) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $236.39 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 1A2 (BEAR STEARNS ARM TR 2004-3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 11A1 (BEAR STEARNS ALT-A TRUST 2005-10) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE9 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE9) | Long | ABS-mortgage backed security | US | $669K | – | 0.06 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE7 2A2 (BEAR STEARNS ASSETBACK SEC 2006-HE7) | Long | ABS-mortgage backed security | US | $625K | – | 0.06 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| BELLA VISTA MORTGAGE TRUST BVMBS 2005 1 1A1 (BELLA VISTA MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $525K | – | 0.05 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A2R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.29 |
| BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A (BLACK DIAMOND CLO 2019-1 DAC 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.31 |
| BMW VEHICLE OWNER TRUST BMWOT 2023 A A3 (BMW VEHICLE OWNER TRUST 2023-A) | Long | ABS-other | US | $1M | – | 0.13 |
| BOEING CO/THE COMMON STOCK USD5.0 | Long | Equity-common | US | $2M | 9K | 0.15 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $9K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-264.88 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-6K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-8K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-16K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-17K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-21K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-23K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-31K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-32K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-135K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-458K | – | -0.04 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-23K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $10K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-310.54 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-13K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-8K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-11K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-21K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-23K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $6K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $3K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-19K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-18K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $299.68 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $280.96 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $577.72 | – | 0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-4K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-11K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $5K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $982.57 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $766.8 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $323.26 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $151.06 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $137.51 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-691.77 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240701 | Derivative-foreign exchange | JP | $-404K | – | -0.04 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-5K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-197.48 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $3K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-139K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-265.9 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-31.87 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-5K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-14K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-17K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-5K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-8K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-597.6 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-6K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-7K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-8K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-8K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-10K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-15K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-18K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-24K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-26K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-54K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $929.71 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $57.39 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-7K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $20K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $78K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $17K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $1K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $102.09 | – | 0.00 | |
| BPCE SA 144A 01/27 5.203 | Long | Debt | FR | $249K | – | 0.02 |
| BRAEMAR HOTELS + RESORTS TRUST BHR 2018 PRME A 144A (BHR 2018-PRME) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A (CARMAX AUTO OWNER TRUST 2024-1) | Long | ABS-other | US | $4M | – | 0.36 |
| CARRIER GLOBAL CORP SR UNSECURED 05/25 4.375 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $538K | – | 0.05 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 (CARRINGTON MTGE LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $300K | – | 0.03 |
| CARVAL CLO LTD CARVL 2018 1A AR 144A (CARVAL CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.47 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N3) | Long | ABS-other | US | $1M | – | 0.11 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $336K | – | 0.03 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $998K | – | 0.09 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $2M | – | 0.13 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $301K | – | 0.03 |
| CATERPILLAR INC COMMON STOCK USD1.0 (CATERPILLAR INCORPORATED) | Long | Equity-common | US | $3M | 9K | 0.28 |
| CBAM CLO MANAGEMENT CBAM 2019 9A AR 144A (CBAM-2019-9A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.29 |
| CDX HY40 5Y ICE | Derivative-credit | US | $19K | – | 0.00 | |
| CDX HY41 5Y ICE | Derivative-credit | US | $238K | – | 0.02 | |
| CDX HY42 5Y ICE | Derivative-credit | US | $486K | – | 0.04 | |
| CDX IG38 5Y ICE | Derivative-credit | US | $2K | – | 0.00 | |
| CDX IG39 5Y ICE | Derivative-credit | US | $2K | – | 0.00 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $15K | – | 0.00 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $158K | – | 0.01 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $3M | – | 0.29 | |
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A (CHASE AUTO OWNER TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.28 |
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A (CHASE ISSUANCE TRUST 2024-A2) | Long | ABS-mortgage backed security | US | $5M | – | 0.43 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 7A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A (CHASE HOME LENDING MORTGAGE TRUST 2024-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL2) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| CHASEFLEX TRUST CFLX 2007 3 2A1 (CHASEFLEX TRUST 2007-3) | Long | ABS-mortgage backed security | US | $304K | – | 0.03 |
| CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $740K | – | 0.07 |
| CHEVRON CORP COMMON STOCK USD.75 (CHEVRON CORPORATION) | Long | Equity-common | US | $1M | 9K | 0.13 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 AA A2 144A (CC MORTGAGE FUNDING CORP 2005-AA) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 BA A2 144A (CC MORTGAGE FUNDING CORP 2005-BA) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 | Long | Equity-common | US | $450K | 9K | 0.04 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $7M | – | 0.64 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M4 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3) | Long | ABS-mortgage backed security | US | $4M | – | 0.39 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B (CITIGROUP MTGE LOAN TR INC 2006-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B (CITIGROUP MTGE LOAN TR INC 2007-AMC1) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-mortgage backed security | US | $5M | – | 0.48 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.12 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.10 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $799K | – | 0.07 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $598K | – | 0.05 |
| COCA COLA CO/THE COMMON STOCK USD.25 (COCA COLA COMPANY) | Long | Equity-common | US | $603K | 9K | 0.05 |
| CONAGRA BRANDS INC | Long | Debt | US | $948K | – | 0.08 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $797K | – | 0.07 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $648K | – | 0.06 |
| CONSTELLATION ENERGY GENERATIO 07/24 ZCP (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $799K | – | 0.07 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 10CB 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-10CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 2A3 (COUNTRYWIDE ALTERNATIVE LOAN 2005-27) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-53T2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 5A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 69 A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-69) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-81) | Long | ABS-mortgage backed security | US | $514K | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY10 3A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY10) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $303K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 13 A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-13) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 MV1 (COUNTRYWIDE ASSET-BACKED CERTS 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2006-12) | Long | ABS-mortgage backed security | US | $4M | – | 0.33 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-16) | Long | ABS-mortgage backed security | US | $957K | – | 0.09 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 2 M1 (COUNTRYWIDE ASSET-BACKED CERTS 2006-2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-8) | Long | ABS-mortgage backed security | US | $7M | – | 0.59 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-10) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A (COUNTRYWIDE ASSET BACKED CERT 2007-BC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| COUNTRYWIDE HOME LOANS CWHL 2004 16 1A1 (COUNTRYWIDE HOME LOANS 2004-16) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 29 2A1 (COUNTRYWIDE HOME LOANS 2004-29) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CPS AUTO TRUST CPS 2023 C A 144A (CPS AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $2M | – | 0.14 |
| CPS AUTO TRUST CPS 2024 A A 144A (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $735K | – | 0.07 |
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A (CRB SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.13 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL6 A1 144A (CREDIT SUISSE MORTGAGE TRUST 2020-RPL6) | Long | ABS-mortgage backed security | US | $752K | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A (CSMC 2021-RPL7 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $1M | – | 0.09 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $1M | – | 0.09 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $798K | – | 0.07 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.15 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/25 5.2 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $997K | – | 0.09 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR1 1A3 (DEUTSCHE ALT-A SECURITIES INC 2006-AR1) | Long | ABS-mortgage backed security | US | $949K | – | 0.08 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 3 2A1 (DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2007-3) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| DEUTSCHE BANK AG REGS 09/26 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $2M | – | 0.16 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $595K | – | 0.05 |
| DISCOVER BANK SR UNSECURED 09/28 4.65 (DISCOVER BANK/GREENWOOD BRANCH) | Long | Debt | US | $966K | – | 0.09 |
| DJIA MINI E-CBOT SEP24 XCBT 20240920 | Derivative-equity | US | $-590K | – | -0.05 | |
| DLLAA LLC DLLAA 2023 1A A2 144A (DLLAA LLC 2023 1A) | Long | ABS-other | US | $371K | – | 0.03 |
| DOW INC COMMON STOCK USD.01 | Long | Equity-common | US | $502K | 9K | 0.04 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 (DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $3M | – | 0.28 |
| DT AUTO OWNER TRUST DTAOT 2023 3A A 144A (DT AUTO OWNER TRUST 2023-3A) | Long | ABS-other | US | $2M | – | 0.21 |
| EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | Long | Debt | US | $63K | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $648K | – | 0.06 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $350K | – | 0.03 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $298K | – | 0.03 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $249K | – | 0.02 |
| EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35 | Long | Debt | US | $2M | – | 0.16 |
| ERAUSLT TRS EQUITY FEDL01+37 JPM | Derivative-equity | US | $1M | – | 0.09 | |
| ERAUSLT TRS EQUITY FEDL01+37 RBC | Derivative-equity | US | $254K | – | 0.02 | |
| ERAUSLT TRS EQUITY FEDL01+41 JPM | Derivative-equity | US | $87K | – | 0.01 | |
| ERAUSLT TRS EQUITY FEDL01+42 JPM | Derivative-equity | US | $184K | – | 0.02 | |
| ERAUSLT TRS EQUITY FEDL01+45 *BULLET* JP | Derivative-equity | US | $19M | – | 1.73 | |
| ERAUSLT TRS EQUITY FEDL01+48 JPM | Derivative-equity | US | $405K | – | 0.04 | |
| ERAUSLT TRS EQUITY FEDL01+48 MYI | Derivative-equity | US | $18K | – | 0.00 | |
| ERAUSLT TRS EQUITY FEDL01+49 *BULLET* JP | Derivative-equity | US | $29M | – | 2.61 | |
| ERAUSLT TRS EQUITY FEDL01+50 MYI | Derivative-equity | US | $1M | – | 0.13 | |
| ERAUSLT TRS EQUITY FEDL01+51 MYI | Derivative-equity | US | $247K | – | 0.02 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-53K | – | -0.00 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-33K | – | -0.00 | |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS (EUROHOME UK MORTGAGES 2007-1 A) | Long | ABS-mortgage backed security | GB | $10K | – | 0.00 |
| EVERSOURCE ENERGY SR UNSECURED 04/31 5.85 | Long | Debt | US | $3M | – | 0.25 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $1M | – | 0.11 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $498K | – | 0.04 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 2A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $3M | – | 0.23 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 2A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $600K | – | 0.05 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A) | Long | ABS-other | US | $1M | – | 0.11 |
| EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25 | Long | Debt | US | $264K | – | 0.02 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $818K | – | 0.07 |
| FANNIE MAE FNR 2005 75 AF (FANNIE MAE-2005-75) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FANNIE MAE FNR 2006 115 ES (FANNIE MAE 2006-115) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A1 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE FNR 2006 16 SM (FANNIE MAE 2006-16) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2007 14 FB (FANNIE MAE 2007-14) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2007 63 FC (FANNIE MAE 2007-63) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2007 65 KF (FANNIE MAE 2007-65) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE FNR 2007 96 AF (FANNIE MAE 2007-96) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE FNR 2009 111 FE (FANNIE MAE 2009-111) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2009 47 FA (FANNIE MAE 2009-47) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2009 99 FC (FANNIE MAE 2009-99) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE FNR 2011 17 KS (FANNIE MAE REMICS 2011-17) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F (FANNIEMAE WHOLE LOAN 2003-W6) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| FED HM LN PC POOL A19022 FG 02/34 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| FED HM LN PC POOL A51074 FG 08/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FED HM LN PC POOL A57563 FG 02/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A67434 FG 11/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FED HM LN PC POOL A69653 FG 12/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL A69654 FG 12/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL A81326 FG 08/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A82656 FG 10/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FED HM LN PC POOL A88452 FG 01/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL C03424 FG 10/39 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FED HM LN PC POOL C91057 FG 06/27 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL C91264 FG 08/29 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G02422 FG 12/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| FED HM LN PC POOL G03156 FG 08/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G03400 FG 03/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| FED HM LN PC POOL G03812 FG 02/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FED HM LN PC POOL G03867 FG 01/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $617.46 | – | 0.00 |
| FED HM LN PC POOL G03936 FG 01/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $733.7 | – | 0.00 |
| FED HM LN PC POOL G04359 FG 06/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FED HM LN PC POOL G04576 FG 09/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FED HM LN PC POOL G04913 FG 03/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $798K | – | 0.07 |
| FED HM LN PC POOL G05546 FG 07/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G05852 FG 03/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FED HM LN PC POOL G05956 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G06020 FG 12/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL G06817 FG 05/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FED HM LN PC POOL G08173 FG 01/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G08789 FG 11/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $809K | – | 0.07 |
| FED HM LN PC POOL G18659 FG 09/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FED HM LN PC POOL Q00623 FG 04/41 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| FED HM LN PC POOL V85233 FG 03/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $263K | – | 0.02 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1 (FHLMC STRUCTURED PASS THRU SEC T-32) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A (FIFTH THIRD AUTO TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.10 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA6 3A1 (FIRST HORIZON ALT MTG SEC 2005-AA6) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $2M | – | 0.14 |
| FNMA POOL 254693 FN 04/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $657.51 | – | 0.00 |
| FNMA POOL 255884 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL 257499 FN 12/28 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $247.02 | – | 0.00 |
| FNMA POOL 555800 FN 10/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $187.91 | – | 0.00 |
| FNMA POOL 687435 FN 02/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 722609 FN 08/33 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 732218 FN 06/43 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 735805 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 735962 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 745516 FN 05/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 745586 FN 06/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $414.39 | – | 0.00 |
| FNMA POOL 754031 FN 12/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 756226 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| FNMA POOL 758900 FN 12/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 763752 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 775982 FN 07/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 795410 FN 09/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $781.9 | – | 0.00 |
| FNMA POOL 799940 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 809177 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 813586 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 815195 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $543.21 | – | 0.00 |
| FNMA POOL 821348 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 826082 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 827732 FN 06/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 829708 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 830817 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 831215 FN 01/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 832435 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 835058 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 835514 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 838769 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 840680 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL 841775 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 841965 FN 01/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 844532 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 848223 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL 848226 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 852954 FN 02/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 872236 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 880623 FN 04/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| FNMA POOL 885961 FN 07/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 886376 FN 08/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 886891 FN 09/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 888129 FN 02/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $209K | – | 0.02 |
| FNMA POOL 889770 FN 06/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 890220 FN 12/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $336.96 | – | 0.00 |
| FNMA POOL 906745 FN 01/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 929451 FN 05/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 932198 FN 11/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $380.51 | – | 0.00 |
| FNMA POOL 934562 FN 08/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FNMA POOL 938574 FN 09/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL 983671 FN 09/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 995018 FN 06/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 995094 FN 11/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL AA4553 FN 08/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $638.94 | – | 0.00 |
| FNMA POOL AB1154 FN 06/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AB1265 FN 08/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AB2803 FN 04/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AB3010 FN 05/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AD0938 FN 04/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AD3832 FN 04/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AD6967 FN 06/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AD7853 FN 06/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AD8176 FN 08/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AD8198 FN 09/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AD9179 FN 09/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AD9367 FN 09/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $324K | – | 0.03 |
| FNMA POOL AE1328 FN 07/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AE1818 FN 10/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $820.94 | – | 0.00 |
| FNMA POOL AE4627 FN 10/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AE7088 FN 12/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AE7763 FN 11/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147.65 | – | 0.00 |
| FNMA POOL AE8050 FN 11/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL AH0973 FN 12/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH1504 FN 12/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AH4273 FN 04/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH4654 FN 02/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH4828 FN 02/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AH5050 FN 03/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH5620 FN 02/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH6301 FN 05/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AH6737 FN 02/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AH6827 FN 03/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH7630 FN 07/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AH8981 FN 04/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AI0417 FN 05/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AI2963 FN 05/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AI4142 FN 06/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $203K | – | 0.02 |
| FNMA POOL AI4455 FN 06/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177.17 | – | 0.00 |
| FNMA POOL AI4855 FN 06/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AI5057 FN 07/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $703.81 | – | 0.00 |
| FNMA POOL AI5960 FN 06/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126.63 | – | 0.00 |
| FNMA POOL AI6588 FN 07/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AI8506 FN 08/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $453K | – | 0.04 |
| FNMA POOL AL0380 FN 03/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140.86 | – | 0.00 |
| FNMA POOL AL2088 FN 09/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AL3365 FN 05/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL AO0771 FN 04/42 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| FNMA POOL AO3036 FN 05/42 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| FNMA POOL AO8051 FN 06/42 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AS1185 FN 09/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL AS5068 FN 06/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AS7170 FN 05/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AZ0862 FN 07/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BE5475 FN 02/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BE5652 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL BH5752 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| FNMA POOL BH7058 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| FNMA POOL BH9277 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL BJ2758 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL BJ8195 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BJ8647 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BK3841 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BK7414 FN 08/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| FNMA POOL BK9579 FN 01/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL BM5807 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| FNMA POOL BN0508 FN 09/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BN2024 FN 02/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL BN3073 FN 02/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL CB5580 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.72 |
| FNMA POOL FS2661 FN 07/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| FNMA POOL MA0383 FN 04/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL MA0888 FN 09/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL MA1729 FN 11/28 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL MA3218 FN 12/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| FNMA POOL MA3238 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FNMA POOL MA3305 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA POOL MA4840 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.60 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42M | – | 3.76 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50M | – | 4.48 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56M | – | 5.02 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54M | – | 4.82 |
| FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2A (FORD CREDIT AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $9M | – | 0.80 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $400K | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $598K | – | 0.05 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $380K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/24 4.063 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $298K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $313K | – | 0.03 |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $9K | – | 0.00 | |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $2M | – | 0.16 |
| FREDDIE MAC FHR 3136 NS (FREDDIE MAC-3136) | Long | ABS-mortgage backed security | US | $588.02 | – | 0.00 |
| FREDDIE MAC FHR 3181 PS (FREDDIE MAC 3181) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 3355 BF (FREDDIE MAC 3355) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FREDDIE MAC FHR 3360 FB (FREDDIE MAC 3360) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FREDDIE MAC FHR 3404 AF (FREDDIE MAC 3404) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FREDDIE MAC FHR 3439 FN (FREDDIE MAC 3439) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 3816 HN (FREDDIE MAC REMICS 3816) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| FREDDIE MAC FHR 3891 BF (FREDDIE MAC-3891) | Long | ABS-mortgage backed security | US | $186K | – | 0.02 |
| FREDDIE MAC FHR 3898 AF (FREDDIE MAC 3898) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2005 E 2A4 (FREMONT HOME LOAN TRUST 2005-E) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A1 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FWD SECURITIZATION TRUST FWD 2020 INV1 A1 144A (FWD SECURITIZATION TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.24 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $39K | – | 0.00 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $368K | – | 0.03 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $212K | – | 0.02 | |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $250K | – | 0.02 |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $249K | – | 0.02 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-3A) | Long | ABS-other | US | $1M | – | 0.11 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A) | Long | ABS-other | US | $4M | – | 0.39 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.19 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.14 |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A2A (GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3) | Long | ABS-other | US | $1M | – | 0.12 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $1M | – | 0.13 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A2A (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $3M | – | 0.27 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.14 |
| GNMA II POOL MA2391 G2 11/44 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL 602715 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| GNMA POOL 605266 GN 06/34 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 638742 GN 05/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL 638767 GN 07/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA POOL 646088 GN 12/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $318.2 | – | 0.00 |
| GNMA POOL 675179 GN 03/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| GNMA POOL 676926 GN 04/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| GNMA POOL 677098 GN 07/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA POOL 677174 GN 06/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 677191 GN 06/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| GNMA POOL 677192 GN 06/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA POOL 685882 GN 05/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| GNMA POOL 688012 GN 10/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $757.85 | – | 0.00 |
| GNMA POOL 688013 GN 10/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 688091 GN 11/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 692340 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL 694531 GN 11/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA POOL 697573 GN 11/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL 698343 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA POOL 716813 GN 04/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| GNMA POOL 738423 GN 06/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA POOL 763877 GN 09/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| GNMA POOL 778753 GN 01/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA POOL 782562 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $502.87 | – | 0.00 |
| GNMA POOL AA0128 GN 05/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA POOL AB1260 GN 07/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| GNMA POOL AB7255 GN 10/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL AB7792 GN 11/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| GNMA POOL AB9112 GN 10/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL AC8778 GN 06/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL AD5620 GN 04/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL AD5625 GN 05/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| GNMA POOL AE0391 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL AE3798 GN 07/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $391K | – | 0.03 |
| GNMA POOL AG7215 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| GNMA POOL AH7263 GN 01/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| GNMA POOL AI2571 GN 06/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| GNMA POOL AJ1835 GN 09/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $273K | – | 0.02 |
| GNMA POOL AJ5470 GN 09/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA POOL AJ9565 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA POOL AK5780 GN 01/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| GNMA POOL AK6724 GN 01/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| GNMA POOL AK7012 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL AK9707 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| GNMA POOL AL2283 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA POOL AL2567 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL AL2577 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA POOL AL5247 GN 01/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL AL5265 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| GNMA POOL AL5427 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| GNMA POOL AL9735 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| GNMA POOL AM0064 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| GNMA POOL AM0874 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| GNMA POOL AM2510 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA POOL AM2842 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $199K | – | 0.02 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $516K | – | 0.05 |
| GOLDENTREE LOAN MANAGEMENT EUR GLME 3A AR 144A (GOLDENTREE LOAN MANAGEMENT EUR CLO 3 DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $14M | – | 1.23 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.26 |
| GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 | Long | Equity-common | US | $4M | 9K | 0.38 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $4M | – | 0.35 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 05/29 VAR | Long | Debt | US | $160K | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $3M | – | 0.29 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $703K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H09) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| GREENPOINT MORTGAGE PASS THROU GMSI 2003 1 A1 (GREENPOINT MRGT PASS THRU CER 2003-1) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 9 A2 (GSAA HOME EQUITY TRUST 2006-9) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 HE8 A2D (GSAMP TRUST 2006-HE8) | Long | ABS-mortgage backed security | US | $3M | – | 0.31 |
| GSAMP TRUST GSAMP 2007 FM2 A2B (GSAMP TRUST 2007-FM2) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GSAMP TRUST GSAMP 2007 NC1 A1 (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $697K | – | 0.06 |
| GSAMP TRUST GSAMP 2007 NC1 A2C (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 (GSR MTGE LOAN TRUST 2003-2F) | Long | ABS-mortgage backed security | US | $51.51 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 3F 3A5 (GSR MORTGAGE LOAN TRUST 2007-3F) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| HALSEYPOINT CLO II, LTD. HLSY 2020 2A A2 144A (HALSEYPOINT CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $754K | – | 0.07 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-16) | Long | ABS-mortgage backed security | US | $203K | – | 0.02 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 (HARBORVIEW MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $169K | – | 0.02 |
| HARVEST CLO HARVT 21A A2R 144A (HARVEST CLO XXI DAC 21A) | Long | ABS-collateralized bond/debt obligation | IE | $809K | – | 0.07 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A (HERTZ VEHICLE FINANCING LLC 2022-1A) | Long | ABS-other | US | $1M | – | 0.10 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A) | Long | ABS-other | US | $799K | – | 0.07 |
| HOME DEPOT INC COMMON STOCK USD.05 | Long | Equity-common | US | $3M | 9K | 0.29 |
| HOME EQUITY ASSET TRUST HEAT 2004 6 M4 (HOME EQUITY PASS-THRU CERTS 2004-6) | Long | ABS-mortgage backed security | US | $974K | – | 0.09 |
| HOME PARTNERS OF AMERICA TRUST HPA 2021 2 A 144A (HOME PARTNERS OF AMERICA TRUST 2021-2) | Long | ABS-mortgage backed security | US | $402K | – | 0.04 |
| HONDA AUTO RECEIVABLES OWNER T HAROT 2023 3 A2 (HONDA AUTO RECEIVABLES OWNER TRUST 2023-3) | Long | ABS-other | US | $2M | – | 0.19 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 | Long | Equity-common | US | $2M | 9K | 0.18 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $259K | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $1M | – | 0.13 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $235K | – | 0.02 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT4 M1 (HSI ASSET SEC CORP TRUST 2006-OPT4) | Long | ABS-mortgage backed security | US | $8M | – | 0.72 |
| HYATT HOTELS CORP SR UNSECURED 10/24 1.8 (HYATT HOTELS CORPORATION) | Long | Debt | US | $3M | – | 0.26 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 A A2A 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A) | Long | ABS-other | US | $10M | – | 0.90 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3 (HYUNDAI AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $2M | – | 0.13 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.20 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.20 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 5.45 | Long | Debt | US | $400K | – | 0.04 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $3M | – | 0.22 |
| IHO VERWALTUNGS GMBH SR SECURED 144A 05/29 6.375 (SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)) | Long | Debt | DE | $2M | – | 0.14 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $597K | – | 0.05 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $288K | – | 0.03 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-16IP) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR31) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A (INDYMAC INDX MTGE LOAN TRUST 2006-AR14) | Long | ABS-mortgage backed security | US | $7M | – | 0.65 |
| INEOS FINANCE PLC SR SECURED REGS 11/25 2.125 | Long | Debt | GB | $196K | – | 0.02 |
| INTEL CORP COMMON STOCK USD.001 (INTEL CORPORATION) | Long | Equity-common | US | $293K | 9K | 0.03 |
| INTEL CORPORATION | Long | Debt | US | $2M | – | 0.17 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $849K | – | 0.08 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $499K | – | 0.04 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $349K | – | 0.03 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $250K | – | 0.02 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.02 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.02 |
| INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 (INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)) | Long | Equity-common | US | $2M | 9K | 0.15 |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $66K | – | 0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $7K | – | 0.00 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $15K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $7K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-79K | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $9K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-7K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-15K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-16K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-7K | – | -0.00 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-20K | – | -0.00 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH | Derivative-interest rate | $-18K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-19K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-13K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-27K | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 3.25000 11/06/23-10Y LCH | Derivative-interest rate | $-27K | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-16K | – | -0.00 | ||
| IRS EUR 3.27000 08/21/23-10Y LCH | Derivative-interest rate | $32K | – | 0.00 | ||
| IRS EUR 3.27000 11/08/23-5Y LCH | Derivative-interest rate | $-32K | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| IRS EUR 3.30000 10/03/23-10Y LCH | Derivative-interest rate | $93K | – | 0.01 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $33K | – | 0.00 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $37K | – | 0.00 | ||
| JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $2M | – | 0.21 |
| JAPAN TREASURY DISC BILL BILLS 07/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $4M | – | 0.32 |
| JAPAN TREASURY DISC BILL BILLS 08/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $22M | – | 1.94 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $20M | – | 1.81 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $4M | – | 0.32 |
| JOHNSON + JOHNSON COMMON STOCK USD1.0 (JOHNSON & JOHNSON COMPANY) | Long | Equity-common | US | $1M | 9K | 0.12 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $3M | – | 0.27 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 (JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A1 (JP MORGAN MORTGAGE TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JP MORGAN CHASE & CO) | Long | Equity-common | US | $2M | 9K | 0.17 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.10 |
| JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $559K | – | 0.05 |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $385K | – | 0.03 |
| JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $97K | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $840K | – | 0.07 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $814K | – | 0.07 |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.09 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $2M | – | 0.14 |
| KKR FINANCIAL CLO LTD KKR 13 B1R 144A (KKR CLO LTD 13) | Long | ABS-collateralized bond/debt obligation | KY | $758K | – | 0.07 |
| KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| KKR FINANCIAL CLO LTD KKR 18 BR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.33 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $1M | – | 0.10 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $798K | – | 0.07 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $749K | – | 0.07 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.02 |
| LCM LTD PARTNERSHIP LCM 13A BR3 144A (LCM LP 13A) | Long | ABS-collateralized bond/debt obligation | KY | $758K | – | 0.07 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS5) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL2) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| LEHMAN XS TRUST LXS 2007 12N 1A3A (LEHMAN XS TRUST 2007-12N) | Long | ABS-mortgage backed security | US | $4M | – | 0.33 |
| LEHMAN XS TRUST LXS 2007 15N 2A1 (LEHMAN XS TRUST 2007-15N) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $4M | – | 0.35 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 (LONG BEACH MTGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5 (LONG BEACH MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 1A (LONG BEACH MORTGAGE LOAD TR 2006-1) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A1 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $157K | – | 0.01 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $700K | – | 0.06 |
| M360 LTD. M360 2021 CRE3 B 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.23 |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A (MDPKE 14A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.17 |
| MAN GLG EURO CLO GLGE 3A AR 144A (GLG EURO CLO III DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $275K | – | 0.02 |
| MARATHON STATIC CLO LTD MSTAT 2022 18A A1R2 144A (MARATHON STATIC CLO 2022-18A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.37 |
| MARLETTE FUNDING TRUST MFT 2022 3A A 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $14K | – | 0.00 |
| MARLETTE FUNDING TRUST MFT 2022 3A B 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $2M | – | 0.18 |
| MARLETTE FUNDING TRUST MFT 2023 1A A 144A (MARLETTE FUNDING TRUST 2023-1A) | Long | ABS-other | US | $852K | – | 0.08 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $248K | – | 0.02 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $248K | – | 0.02 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $5M | – | 0.44 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 B1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2003-4) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 1A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A5 (MASTR ASSET BACKED SEC TR 2006-FRE2) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A4 (MASTR ASSET BACKED SEC TR 2006-NC3) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| MCDONALD S CORP COMMON STOCK USD.01 (MCDONALDS CORPORATION) | Long | Equity-common | US | $2M | 9K | 0.21 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC3) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| MERCK + CO. INC. COMMON STOCK USD.5 (MERCK & CO INC) | Long | Equity-common | US | $1M | 9K | 0.10 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A3 1A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $37M | – | 3.25 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $376K | – | 0.03 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.11 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $164K | – | 0.01 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 AS 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.40 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 B 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.40 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.52 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (MICROSOFT CORPORATION) | Long | Equity-common | US | $4M | 9K | 0.38 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $199K | – | 0.02 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $252K | – | 0.02 |
| MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882 | Long | Debt | US | $810K | – | 0.07 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P B 144A (MORGAN STANLEY CAPITAL I INC 2021-230P) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 (MORGAN STANLEY ABS CAPITAL I 2005-WMC6) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE5) | Long | ABS-mortgage backed security | US | $204K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $675K | – | 0.06 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 (MORGAN STANLEY HOME EQUITY LN 2007-2) | Long | ABS-mortgage backed security | US | $822K | – | 0.07 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1 (MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS) | Long | ABS-mortgage backed security | US | $232K | – | 0.02 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 (MORGAN STANLEY MTGE LN TR 2007-7AX) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 01/27 VAR | Long | Debt | US | $4M | – | 0.39 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $2M | – | 0.14 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $509K | – | 0.05 |
| MPLX LP SR UNSECURED 08/30 2.65 | Long | Debt | US | $862K | – | 0.08 |
| NAKILAT INC SR SECURED REGS 12/33 6.067 | Long | Debt | MH | $90K | – | 0.01 |
| NATEXIS BANQUE REPO | Long | Repurchase agreement | US | $16M | – | 1.39 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $2M | – | 0.16 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $378K | – | 0.03 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $378K | – | 0.03 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $749K | – | 0.07 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $599K | – | 0.05 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $599K | – | 0.05 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $449K | – | 0.04 |
| NIKE INC CL B COMMON STOCK | Long | Equity-common | US | $714K | 9K | 0.06 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/24 1.125 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $396K | – | 0.04 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $1M | – | 0.13 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $3M | – | 0.25 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $836K | – | 0.07 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 (NOMURA HOME EQUITY LOAN INC 2006-AF1) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| NOMURA RESECURITIZATION TRUST NMRR 2018 1R 3A1 144A (NOMURA RESECURITIZATION TRUST 2018-1R) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $1M | – | 0.12 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 3 A2C (NOVASTAR HOME EQUITY LOAN 2006-3) | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A1A (NOVASTAR HOME EQUITY LOAN 2007-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $4M | – | 0.32 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $3M | – | 0.26 |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2015 4A A1RE 144A (OAK HILL EUROPEAN CREDIT PARTNERS IV DESIGNATED ACTIVITY CO 15-4A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.12 |
| OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH | Derivative-interest rate | CA | $-12K | – | -0.00 | |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M3 (OPTION ONE MORTGAGE LOAN TRUST 2005-4) | Long | ABS-mortgage backed security | US | $6M | – | 0.49 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 (OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| OZLM LTD OZLM 2019 24A A1CR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.22 |
| OZLM LTD OZLM 2019 24A A2AR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $732K | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $853K | – | 0.08 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 1 A 144A (PAGAYA AI DEBT SELECTION TRUST 2022-1) | Long | ABS-other | US | $143K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2) | Long | ABS-other | US | $300K | – | 0.03 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $2M | – | 0.14 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 A 144A (PAGAYA AI DEBT TRUST 2023-3) | Long | ABS-other | US | $680K | – | 0.06 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 A 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $566K | – | 0.05 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $337K | – | 0.03 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 A 144A (PAGAYA AI DEBT TRUST 2023-7) | Long | ABS-other | US | $518K | – | 0.05 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $1M | – | 0.10 |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 (PARK PLACE SECURITIES INC 2004-WHQ2) | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| PARK PLACE SECURITIES INC PPSI 2005 WCW2 M4 (PARK PLACE SECURITIES INC 2005-WCW2) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $495K | – | 0.04 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $248K | – | 0.02 |
| PENSKE TRUCK LEASING CO LP / P 08/24 ZCP | Long | Debt | US | $595K | – | 0.05 |
| PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 4.65 (PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)) | Long | Debt | IE | $920K | – | 0.08 |
| PHH ALTERNATIVE MORTGAGE TRUST PHHAM 2007 1 1A1 (PHH ALTERNATIVE MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $17M | – | 1.47 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $50M | – | 4.45 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $600K | – | 0.05 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL6 A1 144A (PRET 2021-NPL6 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 NPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-NPL1) | Long | ABS-mortgage backed security | US | $4M | – | 0.36 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL2) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| PROCTER + GAMBLE CO/THE COMMON STOCK (PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $2M | 9K | 0.14 |
| REACH FINANCIAL LLC REACH 2023 1A A 144A (LIBERTY LENDING ABS TRUST 2023-1A) | Long | ABS-other | US | $281K | – | 0.02 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.36 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL9 A 144A (READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL9 AS 144A (READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9) | Long | ABS-mortgage backed security | US | $5M | – | 0.42 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2023 FL11 A 144A (READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.33 |
| REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $4M | – | 0.37 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $2M | – | 0.18 |
| REPO BANK OF MONTREAL ZCP | Long | Repurchase agreement | CA | $73M | – | 6.50 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A) | Long | ABS-other | US | $554K | – | 0.05 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A) | Long | ABS-other | US | $2M | – | 0.15 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC) | Long | ABS-other | US | $415K | – | 0.04 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA7) | Long | ABS-mortgage backed security | US | $611K | – | 0.05 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 (RESIDENTIAL ACCREDIT LOANS 2007-QA1) | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6 (RESIDENTIAL ASSET MTGE PROD 2005-EFC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A7CB 1A3 (RESIDENTIAL ASSET SEC TRUST 2006-A7CB) | Long | ABS-mortgage backed security | US | $247K | – | 0.02 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A9CB A9 (RESIDENTIAL ASSET SEC TRUST 2006-A9CB) | Long | ABS-mortgage backed security | US | $290K | – | 0.03 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A5 2A5 (RESIDENTIAL ASSET SECUR TR 2007-A5) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $5K | – | 0.00 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $10K | – | 0.00 | |
| RFR JPY MUTK/1.00000 03/21/24-10Y LCH | Derivative-interest rate | JP | $-10K | – | -0.00 | |
| RFR USD SOFR/1.75000 06/15/22-10Y CME | Derivative-interest rate | US | $1M | – | 0.11 | |
| RFR USD SOFR/2.75000 06/21/23-30Y CME | Derivative-interest rate | US | $2M | – | 0.15 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $5M | – | 0.44 | |
| RFR USD SOFR/3.00000 06/21/23-7Y CME | Derivative-interest rate | US | $1M | – | 0.11 | |
| RFR USD SOFR/3.25000 06/21/23-5Y CME | Derivative-interest rate | US | $217K | – | 0.02 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $292K | – | 0.03 | |
| RFR USD SOFR/3.59400 01/09/24-10Y LCH | Derivative-interest rate | US | $30K | – | 0.00 | |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | Derivative-interest rate | US | $33K | – | 0.00 | |
| RFR USD SOFR/3.64750 01/08/24-10Y LCH | Derivative-interest rate | US | $26K | – | 0.00 | |
| RFR USD SOFR/3.64960 03/01/24-4Y* LCH | Derivative-interest rate | US | $406K | – | 0.04 | |
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH | Derivative-interest rate | US | $52K | – | 0.00 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $25K | – | 0.00 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH | Derivative-interest rate | US | $370K | – | 0.03 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $718K | – | 0.06 | |
| RFR USD SOFR/3.75000 06/20/24-5Y CME | Derivative-interest rate | US | $314K | – | 0.03 | |
| RFR USD SOFR/3.75000 06/20/24-9Y CME | Derivative-interest rate | US | $24K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/21/23-2Y CME | Derivative-interest rate | US | $1M | – | 0.09 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | Derivative-interest rate | US | $11K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/15/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/4.00000 03/20/24-2Y LCH | Derivative-interest rate | US | $458K | – | 0.04 | |
| RFR USD SOFR/4.00000 06/20/24-2Y CME | Derivative-interest rate | US | $784K | – | 0.07 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $25K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $14K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $10K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $18K | – | 0.00 | |
| RFR USD SOFR/4.25000 11/22/23-10Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFRF USD SF+26.161/0.407 07/21/21-3Y LCH | Derivative-interest rate | US | $-2M | – | -0.14 | |
| RFRF USD SF+26.161/0.9* 8/15/23-13Y* CME | Derivative-interest rate | US | $2M | – | 0.15 | |
| RFRF USD SF+26.161/1.0* 9/15/23-7Y* CME | Derivative-interest rate | US | $4M | – | 0.36 | |
| RFRF USD SF+26.161/1.2* 06/17/20-5Y LCH | Derivative-interest rate | US | $443K | – | 0.04 | |
| RFRF USD SF+26.161/1.2* 07/21/21-10Y LCH | Derivative-interest rate | US | $11M | – | 0.96 | |
| RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME | Derivative-interest rate | US | $5M | – | 0.47 | |
| RFRF USD SF+26.161/2.50 9/20/23-4Y* CME | Derivative-interest rate | US | $308K | – | 0.03 | |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | Long | Debt | CA | $2M | – | 0.19 |
| SALESFORCE INC COMMON STOCK USD.001 | Long | Equity-common | US | $2M | 9K | 0.22 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 3 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $1M | – | 0.12 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $3M | – | 0.25 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $1M | – | 0.13 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $383K | – | 0.03 |
| SBNA AUTO LEASE TRUST SBALT 2024 A A2 144A (SBNA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.22 |
| SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A (SBNA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $4M | – | 0.40 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 (SEC ASSET BACKED REC LLC 2005-OP2) | Long | ABS-mortgage backed security | US | $251K | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 (SEC ASSET BACKED REC LLC 2006-FR3) | Long | ABS-mortgage backed security | US | $4M | – | 0.36 |
| SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A (SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.29 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 2 1A1 (SEQUOIA MORTGAGE TRUST 2007-2) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1 (SEQUOIA MORTGAGE TRUST 2007-3) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $5M | – | 0.49 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 B 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $1M | – | 0.09 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B (SG MORTGAGE SECURITIES TRUST 2006-FRE1) | Long | ABS-mortgage backed security | US | $4M | – | 0.38 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1 (SMALL BUSINESS ADMIN PART CERTS 2007-20L) | Long | ABS-other | US | $19K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20I 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20I) | Long | ABS-other | US | $178K | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2016-C) | Long | ABS-other | US | $579K | – | 0.05 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $525K | – | 0.05 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.12 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $599K | – | 0.05 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A (SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A) | Long | ABS-other | US | $2M | – | 0.15 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-8K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-9K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $242K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $165K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $150K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $119K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $75K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $67K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $34K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $29K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $23K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $15K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $136K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $44K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $33K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $33K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $25K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $23K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $17K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $4K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $58K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $316.6 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-17.05 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-154.54 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-404.64 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-30K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-37K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240703 | Derivative-foreign exchange | CA | $49K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240709 | Derivative-foreign exchange | CA | $9K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-10K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-209.26 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-6K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-8K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-11K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-50K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $13K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $67K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $64K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $34K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $11K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $49K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $34K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $11K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $44K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $34K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-3K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-6K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $34K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $33K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $28K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $697K | – | 0.06 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $11K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $8K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $6K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $20K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $36K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $18K | – | 0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $109.3 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $2K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-60.3 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $13K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240701 | Derivative-foreign exchange | JP | $820K | – | 0.07 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $8K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $5K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $4K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $5K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240819 | Derivative-foreign exchange | JP | $868K | – | 0.08 | |
| SOLD JPY BOUGHT USD 20240917 | Derivative-foreign exchange | JP | $582K | – | 0.05 | |
| SOLD JPY BOUGHT USD 20240930 | Derivative-foreign exchange | JP | $-6K | – | -0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $24.87 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $20.69 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $3.57 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $3.1 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $25K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $24K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $12K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $11K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $8K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $5K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $3K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $72.28 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-7K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-11K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-4K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-23K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $32.02 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $8K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $5K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $4K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $2K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $91.36 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $38K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $3K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $3K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $366.74 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-83.1 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-57.61 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-1K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $42.21 | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240722 | Derivative-foreign exchange | TR | $-3K | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $16K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $15K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $13K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $12K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $12K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $11K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $10K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $8K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $7K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $6K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $5K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $556.46 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 (SOUNDVIEW HOME EQUITY LOAN 2006-1) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $993K | – | 0.09 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.13 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 (SPECIALTY UNDERWRITING & RESID 2006-AB1) | Long | ABS-mortgage backed security | US | $625K | – | 0.06 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 AS 144A (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.78 |
| STELLANTIS FIN US INC COMPANY GUAR 144A 09/31 2.691 (STELLANTIS FINANCE US INC) | Long | Debt | US | $3M | – | 0.28 |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A (STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.11 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 3A1 (STRUCTURED ADJUSTABLE RT MTG LN 2004-20) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-18) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1 (STRUCTURED ARM LOAN TRUST 2005-19XS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 6A3 (STRUCTURED ADJ RATE MTGE LOAN 2005-21) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A1A (STRUCTURED ASSET MTG INV INC 2004-AR6) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR7 2A1 (STRUCTURED ASSET MTGE INVEST 2007-AR7) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2 (STRUCTURED ASSET SECURITIES CORP 2006-BC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 (STRUCTURED ASSET SEC CORP 2007-WF1) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $889K | – | 0.08 |
| T MOBILE USA INC COMPANY GUAR 03/32 2.7 (T-MOBILE USA INC) | Long | Debt | US | $837K | – | 0.07 |
| T MOBILE USA INC COMPANY GUAR 04/29 3.375 (T-MOBILE USA INC) | Long | Debt | US | $555K | – | 0.05 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $648K | – | 0.06 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $598K | – | 0.05 |
| THEOREM FUNDING TRUST THRM 2023 1A A 144A (THEOREM FUNDING TRUST 2023-1A) | Long | ABS-other | US | $416K | – | 0.04 |
| TIAA CLO LTD TIA 2018 1A A2 144A (TIAA CLO IV LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.61 |
| TORO EUROPEAN CLO TCLO 6A AR 144A (TORO EUROPEAN CLO 6 DAC 6A) | Long | ABS-collateralized bond/debt obligation | IE | $13M | – | 1.16 |
| TORONTO DOMINION BANK REPO DUMMY ASSET | Long | Repurchase agreement | CA | $37M | – | 3.25 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $448K | – | 0.04 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $4M | – | 0.32 |
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 C A2A (TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST) | Long | ABS-other | US | $2M | – | 0.14 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $3M | – | 0.22 |
| TRAVELERS COS INC/THE COMMON STOCK (TRAVELERS COMPANIES INC) | Long | Equity-common | US | $2M | 9K | 0.17 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2K | – | 0.00 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.10 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $2M | – | 0.14 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $16M | – | 1.41 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.28 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $733K | – | 0.07 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.13 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.29 |
| TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT) | Long | Debt | US | $854K | – | 0.08 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $192K | – | 0.02 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.20 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $12M | – | 1.10 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 1.33 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.11 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 1.16 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.19 |
| UBS GROUP AG SR UNSECURED 04/26 4.55 | Long | Debt | CH | $1M | – | 0.10 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $233K | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 05/28 4.751 | Long | Debt | CH | $5M | – | 0.46 |
| UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $5M | 9K | 0.43 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-262.75 | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-761.52 | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $322K | – | 0.03 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $195K | – | 0.02 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $106K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $267K | – | 0.02 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $150K | – | 0.01 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-196.92 | – | -0.00 | |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 | Long | Equity-common | US | $391K | 9K | 0.03 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $2M | – | 0.16 |
| VICI PROPERTIES LP SR UNSECURED 02/28 4.75 | Long | Debt | US | $2M | – | 0.16 |
| VISA INC CLASS A SHARES COMMON STOCK USD.0001 | Long | Equity-common | US | $2M | 9K | 0.22 |
| VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2A (VOLKSWAGEN AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $5M | – | 0.48 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $1M | – | 0.10 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $1M | – | 0.09 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $599K | – | 0.05 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $598K | – | 0.05 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $250K | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.02 |
| VW CR INC 07/24 ZCP (VW CREDIT INC) | Long | Debt | US | $748K | – | 0.07 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 A 2A1 (WACHOVIA MTGE LOAN TRUST 2006-A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| WALMART INC COMMON STOCK USD.1 | Long | Equity-common | US | $641K | 9K | 0.06 |
| WALT DISNEY CO/THE COMMON STOCK USD.01 (WALT DISNEY COMPANY) | Long | Equity-common | US | $940K | 9K | 0.08 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A3 (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) | Long | ABS-mortgage backed security | US | $393K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $302K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $235K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $357K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $186K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A1A (WASHINGTON MUTUAL 2006-AR5) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $898K | – | 0.08 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A (WASHINGTON MUTUAL 2007-OA6) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 1A6 (WASHING MUTUAL MTGE P/T 2006-5) | Long | ABS-mortgage backed security | US | $583K | – | 0.05 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 2CB1 (WASHING MUTUAL MTGE P/T 2006-5) | Long | ABS-mortgage backed security | US | $255K | – | 0.02 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1) | Long | ABS-mortgage backed security | US | $21.7 | – | 0.00 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 3 (WELLS FARGO & COMPANY) | Long | Debt | US | $959K | – | 0.09 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $605K | – | 0.05 |
| WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $670K | – | 0.06 |
| WELLS FARGO + COMPANY SR UNSECURED REGS 05/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.10 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 3A1 (WELLS FARGO ALTERNATIVE LOAN TR 2007-PA3) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 (WELLS FARGO ALTERNATIVE LOAN 2007-PA4) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| WELLS FARGO BANK NA SR UNSECURED 08/25 VAR | Long | Debt | US | $2M | – | 0.16 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2014 LC18 ASB (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC18) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $2M | – | 0.19 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $2M | – | 0.18 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $5M | – | 0.44 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A (RCKT MORTGAGE TRUST 2024-CES4) | Long | ABS-mortgage backed security | US | $900K | – | 0.08 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2023 C A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $708K | – | 0.06 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.