PIMCOFUNDS > PIMCO Funds
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
$2.24B
Avg Monthly Net Assets
$3.68B
Total Assets
$878.48M
Total Liabilities
$2.80B
Net Assets
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) 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 $2.24B.
On August 28th, 2024 it reported 1,132 holdings, the largest
being PIMCO FUNDS (4.7%), (4.1%) and UMBS PASS THRU POOLS (4.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000026560 | PIPAX | |
| Class C | C000026562 | PIPCX | |
| Class I-2 | C000064140 | PIUHX | |
| Class I-3 | C000200443 | PISNX | |
| Institutional | C000026559 | PISIX |
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 | $193K | – | 0.01 | |
| 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017 | Derivative-interest rate | US | $88K | – | 0.00 | |
| 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717 | Derivative-interest rate | US | $74K | – | 0.00 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-103.32 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.19 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.14 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.14 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.32 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-48.25 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-401.39 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-536.55 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-804.9 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-737.69 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-885.42 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-650.8 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-845.46 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-678.77 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-98.59 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-352.58 | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-465.54 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-23K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-26K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 3M CO COMMON STOCK USD.01 (3M COMPANY) | Long | Equity-common | US | $2M | 23K | 0.08 |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2004 1 M6 (AAMES MORTGAGE INVESTMENT TRUST 2004-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 2 M5 (AAMES MORTGAGE INVESTMENT TRUST 2005-2) | Long | ABS-mortgage backed security | US | $416K | – | 0.01 |
| AAPL US TRS EQUITY FEDL01+75 BOA | Derivative-equity | US | $-5M | – | -0.18 | |
| ACE SECURITIES CORP. ACE 2007 ASP1 A1 (ACE SECURITIES CORP 2007-ASP1) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| ACE SECURITIES CORP. ACE 2007 HE2 A2C (ACE SECURITIES CORP 2007-HE2) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| ACHV ABS TRUST ACHV 2023 4CP A 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $207K | – | 0.01 |
| ACHV ABS TRUST ACHV 2023 4CP B 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $2M | – | 0.05 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 4 M2 (AEGIS ASSET BACKED SECURITIES TR 2005-4) | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $860K | – | 0.03 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $199K | – | 0.01 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $909K | – | 0.03 |
| ALBACORE EURO CLO ALBAC 1A AR 144A (ALBACORE EURO CLO I DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.32 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $3M | – | 0.11 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $750K | – | 0.03 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $349K | – | 0.01 |
| AMAZON.COM INC COMMON STOCK USD.01 (AMAZONCOM INC) | Long | Equity-common | US | $4M | 23K | 0.16 |
| AMERICAN EXPRESS CO COMMON STOCK USD.2 (AMERICAN EXPRESS COMPANY) | Long | Equity-common | US | $5M | 23K | 0.19 |
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-1) | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A12 (AMERICAN HOME MORTGAGE ASSETS 2006-4) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $5M | – | 0.19 |
| AMERICAN HONDA FINANCE SR UNSECURED 05/25 5 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $5M | – | 0.19 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $7M | – | 0.26 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A1 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $20M | – | 0.72 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $5M | – | 0.19 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M2 (AMERIQUEST MORTGAGE SEC INC 2004-R10) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R9 M3 (AMERIQUEST MTGE SEC INC 2004-R9) | Long | ABS-mortgage backed security | US | $443K | – | 0.02 |
| AMGEN INC COMMON STOCK USD.0001 | Long | Equity-common | US | $7M | 23K | 0.26 |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A (ANGEL OAK MORTGAGE TRUST 2024-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $2M | – | 0.06 |
| APIDOS CLO LTD APID 2017 26A A1AR 144A (APIDOS CLO XXVI LLC 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| APPLE INC COMMON STOCK USD.00001 | Long | Equity-common | US | $67M | 319K | 2.40 |
| 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 | – | 0.12 |
| 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 | – | 0.12 |
| AREIT CRE TRUST AREIT 2022 CRE7 A 144A (AREIT TRUST 2022-CRE7) | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| AREIT CRE TRUST AREIT 2022 CRE7 AS 144A (AREIT TRUST 2022-CRE7) | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.24 |
| ARES EURO CLO ARESE 12A AR 144A (ARES EUROPEAN CLO XII BV 12A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.18 |
| ARGENT SECURITIES INC. ARSI 2005 W1 A1 (ARGENT SECURITIES INC 2005-W1) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3 (ASSET BACK SEC CORP HM EQ LN TR 2005-HE2) | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| AT+T INC (AT&T INC) | Long | Debt | US | $598K | – | 0.02 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $6M | – | 0.20 |
| AURIUM CLO ACLO 4A AR 144A (AURIUM CLO IV DAC #N/A FIELD NOT APPLICABLE-4A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.35 |
| 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 2019 3A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC) | Long | ABS-other | US | $7M | – | 0.25 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A) | Long | ABS-other | US | $11M | – | 0.39 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC) | Long | ABS-other | US | $4M | – | 0.16 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $9M | – | 0.34 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $449K | – | 0.02 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A (BANK OF AMERICA AUTO TRUST 2023-1A) | Long | ABS-other | US | $4M | – | 0.15 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.09 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $7M | – | 0.26 |
| BANK OF AMERICA CREDIT CARD TR BACCT 2023 A1 A1 (BANK OF AMERICA CREDIT CARD TRUST 2023-A1) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| BANK OF AMERICA CREDIT CARD TR BACCT 2023 A2 A2 (BANK OF AMERICA CREDIT CARD TRUST 2023-A2) | Long | ABS-mortgage backed security | US | $11M | – | 0.39 |
| BANK OF AMERICA NA SR UNSECURED 08/25 VAR | Long | Debt | US | $4M | – | 0.13 |
| BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $9M | – | 0.34 |
| BANKERS HEALTHCARE GROUP SECUR BHG 2022 C A 144A (BHG SECURITIZATION TRUST 2022-C) | Long | ABS-other | US | $1M | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 01/26 4.375 | Long | Debt | GB | $1M | – | 0.05 |
| BARCLAYS PLC SR UNSECURED 03/25 3.65 | Long | Debt | GB | $394K | – | 0.01 |
| BARCLAYS PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $1M | – | 0.05 |
| BARCLAYS PLC SR UNSECURED 08/28 VAR | Long | Debt | GB | $200K | – | 0.01 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $5M | – | 0.17 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 01/29 6.25 | Long | Debt | US | $204K | – | 0.01 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125 | Long | Debt | US | $404K | – | 0.01 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $410K | – | 0.01 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5 | Long | Debt | US | $205K | – | 0.01 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/53 6.875 | Long | Debt | US | $411K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 22A1 (BEAR STEARNS ALT-A TRUST 2005-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 (BEAR STEARNS ALT-A TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 (BEAR STEARNS ASSETBACKED SEC 2006-3) | Long | ABS-mortgage backed security | US | $986K | – | 0.04 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD4 1A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD4) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A (BINOM SECURITIZATION TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A (BGCLO 19A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.48 |
| BNPP AM EURO CLO BNPAM 2019 1A AR 144A (BNPP AM EURO CLO 2019 BV 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.23 |
| BOEING CO/THE COMMON STOCK USD5.0 | Long | Equity-common | US | $4M | 23K | 0.15 |
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A (BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1) | Long | ABS-other | US | $2M | – | 0.07 |
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A (BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1) | Long | ABS-other | US | $1M | – | 0.04 |
| BOFA AUTO TRUST BAAT 2024 1A A3 144A (BANK OF AMERICA AUTO TRUST 2024-1A) | Long | ABS-other | US | $502K | – | 0.02 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $265K | – | 0.01 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-589.43 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-529.76 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-18K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-23K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-28K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-41K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-44K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-51K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-79K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-81K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-288K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-542K | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-55K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $25K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $225.04 | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240703 | Derivative-foreign exchange | CA | $284.17 | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-108K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-407K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-9K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-26K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-38K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-52K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $108K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-6K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $1M | – | 0.05 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $133K | – | 0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-47K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-37K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-59K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-1M | – | -0.05 | |
| BOUGHT IDR SOLD USD 20240715 | Derivative-foreign exchange | ID | $-137.87 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $739.21 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $693.03 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $1K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-442.38 | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-9K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-28K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $12K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $6K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $5K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $5K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $4K | – | 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 | $801.63 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $374.6 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $337.52 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-3K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-4K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-249K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-271K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-4M | – | -0.13 | |
| BOUGHT JPY SOLD USD 20240716 | Derivative-foreign exchange | JP | $-144K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20240805 | Derivative-foreign exchange | JP | $-155K | – | -0.01 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-592.45 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-18.14 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $12K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-370K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-6K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-31K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-35K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-44K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-6K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-9K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-45.58 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -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 | $-9K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-16K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-17K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-19K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-20K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-26K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-37K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-48K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-61K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-65K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-136K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-27K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-63.49 | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-8K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-10K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $50K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240702 | Derivative-foreign exchange | ZA | $38K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $184K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $40K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $13K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $239.93 | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240802 | Derivative-foreign exchange | ZA | $2K | – | 0.00 | |
| BPCE SA 144A 01/27 5.203 | Long | Debt | FR | $249K | – | 0.01 |
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A2 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $357K | – | 0.01 |
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $599K | – | 0.02 |
| CALIFORNIA ST PUBLIC WKS BRD L CASFAC 03/35 FIXED 7.804 (CALIFORNIA STATE PUBLIC WORKS BOARD) | Long | Debt | US | $1M | – | 0.05 |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $8M | – | 0.29 |
| CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A1 A1 (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A1) | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| CAPITAL ONE PRIME AUTO RECEIVA COPAR 2022 2 A2B (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2) | Long | ABS-other | US | $130K | – | 0.00 |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A (CARLYLE EURO CLO 2019-2 DAC 19-2A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.13 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.12 |
| CARMAX AUTO OWNER TRUST CARMX 2022 2 A3 (CARMAX AUTO OWNER TRUST 2022-2) | Long | ABS-other | US | $2M | – | 0.06 |
| CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B (CARMAX AUTO OWNER TRUST 2022-4) | Long | ABS-other | US | $590K | – | 0.02 |
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A (CARMAX AUTO OWNER TRUST 2024-1) | Long | ABS-other | US | $9M | – | 0.33 |
| CARRIER GLOBAL CORP SR UNSECURED 05/25 4.375 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N1) | Long | ABS-other | US | $2M | – | 0.08 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N3) | Long | ABS-other | US | $3M | – | 0.10 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P1 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P1) | Long | ABS-other | US | $3M | – | 0.09 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $5M | – | 0.19 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $2M | – | 0.08 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $416K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2024-N1) | Long | ABS-other | US | $997K | – | 0.04 |
| CATERPILLAR INC COMMON STOCK USD1.0 (CATERPILLAR INCORPORATED) | Long | Equity-common | US | $8M | 23K | 0.27 |
| CBAM CLO MANAGEMENT CBAM 2018 5A A 144A (CBAM 2018-5 LTD 5A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.17 |
| CDX EM34 ICE | Derivative-credit | US | $-25K | – | -0.00 | |
| CDX EM36 ICE | Derivative-credit | US | $-11K | – | -0.00 | |
| CDX EM38 ICE | Derivative-credit | US | $-4K | – | -0.00 | |
| CDX EM39 ICE | Derivative-credit | US | $-3K | – | -0.00 | |
| CDX EM40 ICE | Derivative-credit | US | $-29K | – | -0.00 | |
| CDX EM41 ICE | Derivative-credit | US | $-25K | – | -0.00 | |
| CDX HY40 5Y ICE | Derivative-credit | US | $19K | – | 0.00 | |
| CDX HY41 5Y ICE | Derivative-credit | US | $766K | – | 0.03 | |
| CDX HY42 5Y ICE | Derivative-credit | US | $1M | – | 0.05 | |
| CDX IG36 5Y ICE | Derivative-credit | US | $15K | – | 0.00 | |
| CDX IG37 5Y ICE | Derivative-credit | US | $3K | – | 0.00 | |
| CDX IG38 5Y ICE | Derivative-credit | US | $23K | – | 0.00 | |
| CDX IG39 5Y ICE | Derivative-credit | US | $10K | – | 0.00 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $90K | – | 0.00 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $1M | – | 0.04 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $19M | – | 0.67 | |
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A (CHASE AUTO OWNER TRUST 2024-1A) | Long | ABS-other | US | $7M | – | 0.26 |
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A (CHASE ISSUANCE TRUST 2024-A2) | Long | ABS-mortgage backed security | US | $11M | – | 0.39 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A (CHASE HOME LENDING MORTGAGE TRUST 2024-6) | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL1) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $1M | – | 0.04 |
| CHEVRON CORP COMMON STOCK USD.75 (CHEVRON CORPORATION) | Long | Equity-common | US | $4M | 23K | 0.13 |
| CIM TRUST CIM 2023 R2 A1 144A (CIM TRUST 2023-R2) | Long | ABS-mortgage backed security | US | $9M | – | 0.32 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 | Long | Equity-common | US | $1M | 23K | 0.04 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $4M | – | 0.15 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH2 M2 (CITIGROUP MTGE LOAN TR INC 2006-WFH2) | Long | ABS-mortgage backed security | US | $11M | – | 0.38 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR1 A2 (CITIGROUP MTGE LOAN TR INC 2007-AR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-mortgage backed security | US | $8M | – | 0.28 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $6M | – | 0.22 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $5M | – | 0.19 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $3M | – | 0.10 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $2M | – | 0.08 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.07 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.05 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-2) | Long | ABS-other | US | $7M | – | 0.24 |
| COCA COLA CO/THE COMMON STOCK USD.25 (COCA COLA COMPANY) | Long | Equity-common | US | $1M | 23K | 0.05 |
| COLLEGE AVE STUDENT LOANS CASL 2021 C A2 144A (COLLEGE AVE STUDENT LOANS LLC 2021-C) | Long | ABS-other | US | $4M | – | 0.15 |
| COLT FUNDING LLC COLT 2024 3 A1 144A (COLT 2024-3 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $2M | – | 0.07 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $2M | – | 0.06 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $548K | – | 0.02 |
| CONSTELLATION BRANDS INC 07/24 ZCP | Long | Debt | US | $250K | – | 0.01 |
| CORDATUS CLO PLC CORDA 24A A 144A (CVC CORDATUS LOAN FUND XXIV DAC 24A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.23 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 45 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-45) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J3 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J3) | Long | ABS-mortgage backed security | US | $629K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1) | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-22) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-BC5) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A3 (COUNTRYWIDE ASSET-BACKED CERTIFICAT 2007-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $419K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-9) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 1A (COUNTRYWIDE ASSET BACKED CERTIFICATES 2007-BC3) | Long | ABS-mortgage backed security | US | $977K | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| CPS AUTO TRUST CPS 2024 A A 144A (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.06 |
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A (CRB SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $3M | – | 0.10 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB1 AF3 (CREDIT BASED ASSET SRVC & SEC 2006-CB1) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1 (CS FIRST BOSTON MTGE SEC CORP 2003-AR15) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2009 3R 29A2 144A (CREDIT SUISSE MORTGAGE CAP CERT 2009-3R) | Long | ABS-mortgage backed security | US | $469K | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 A1 144A (CSMC 2021-RPL3 TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A (CSMC 2021-RPL7 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A (CSMC 2022-RPL4) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A (CROSS 2024-H2 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $6M | – | 0.20 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.07 |
| CROWN POINT CLO LTD CRNPT 2021 10A B 144A (CROWN POINT CLO 10 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $336K | – | 0.01 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $300K | – | 0.01 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $156K | – | 0.01 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $444K | – | 0.02 |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $96K | – | 0.00 |
| CVS HEALTH CORP SR UNSECURED 04/30 3.75 (CVS HEALTH CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625 | Long | Debt | US | $974K | – | 0.03 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375 | Long | Debt | US | $1M | – | 0.04 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 (DEUTSCHE ALT-A SEC INC MTGE LO 2005-1) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| DEUTSCHE BANK AG REGS 09/26 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $104K | – | 0.00 |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A (DIAMETER CAPITAL CLO 2024-6A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.18 |
| DJIA MINI E-CBOT SEP24 XCBT 20240920 | Derivative-equity | US | $-1M | – | -0.05 | |
| DLLAA LLC DLLAA 2023 1A A2 144A (DLLAA LLC 2023 1A) | Long | ABS-other | US | $817K | – | 0.03 |
| DOW INC COMMON STOCK USD.01 | Long | Equity-common | US | $1M | 23K | 0.04 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 (DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $7M | – | 0.26 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR3 2A1 (DSLA MORTGAGE LOAN TRUST 2004-AR3) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A (DSLA MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| DT AUTO OWNER TRUST DTAOT 2023 3A A 144A (DT AUTO OWNER TRUST 2023-3A) | Long | ABS-other | US | $5M | – | 0.18 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/28 5.7 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $2M | – | 0.06 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $899K | – | 0.03 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $895K | – | 0.03 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $847K | – | 0.03 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $349K | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $249K | – | 0.01 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 1 A2 144A (ENTERPRISE FLEET FINANCING LLC 2022-1) | Long | ABS-other | US | $2M | – | 0.08 |
| EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35 | Long | Debt | US | $2M | – | 0.08 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-88K | – | -0.00 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-59K | – | -0.00 | |
| EVERSOURCE ENERGY SR UNSECURED 04/31 5.85 | Long | Debt | US | $7M | – | 0.24 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 5A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5A) | Long | ABS-other | US | $7M | – | 0.23 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.10 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $997K | – | 0.04 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 2A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $6M | – | 0.23 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 2A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $1M | – | 0.05 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A) | Long | ABS-other | US | $1M | – | 0.04 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A) | Long | ABS-other | US | $2M | – | 0.08 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $2M | – | 0.07 |
| FANNIE MAE FNR 2004 11 A (FANNIE MAE 2004-11) | Long | ABS-mortgage backed security | US | $405.34 | – | 0.00 |
| FANNIE MAE FNR 2006 15 FC (FANNIE MAE 2006-15) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F (FANNIEMAE WHOLE LOAN 2003-W6) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FED HM LN PC POOL 1J1214 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FED HM LN PC POOL QE5267 FR 06/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FED HM LN PC POOL QE7028 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FED HM LN PC POOL RA7522 FR 06/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL RA7673 FR 07/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FED HM LN PC POOL RA8521 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FED HM LN PC POOL RA9797 FR 09/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.53 |
| FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 (FHLMC STRUCTURED PASS THRU SEC T-61) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A (FIFTH THIRD AUTO TRUST 2023-1) | Long | ABS-other | US | $2M | – | 0.08 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A (FHF TRUST 2022-1A) | Long | ABS-other | US | $586K | – | 0.02 |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A (FHF TRUST 2023-1A) | Long | ABS-other | US | $4M | – | 0.15 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA1 1A1 (FIRST HORIZON ALT MTGE SEC 2005-AA1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $610K | – | 0.02 |
| FNMA POOL 606116 FN 09/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $149.26 | – | 0.00 |
| FNMA POOL 650988 FN 07/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 725495 FN 02/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 735813 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 811801 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 813595 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 828809 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL 836552 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 841068 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 850662 FN 03/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 960213 FN 09/27 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AE5114 FN 10/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AJ7493 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $818K | – | 0.03 |
| FNMA POOL BM5807 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA POOL BR3688 FN 02/51 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| FNMA POOL BU9823 FN 02/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| FNMA POOL BW2319 FN 08/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FNMA POOL CB4130 FN 07/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.50 |
| FNMA POOL CB4313 FN 08/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| FNMA POOL CB4820 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| FNMA POOL CB5580 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28M | – | 0.99 |
| FNMA POOL CB6418 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $663K | – | 0.02 |
| FNMA POOL CB7320 FN 09/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA POOL FS2661 FN 07/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $518K | – | 0.02 |
| FNMA POOL FS6048 FN 02/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA POOL MA3218 FN 12/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| FNMA POOL MA4840 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.53 |
| FNMA POOL MA4867 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62M | – | 2.21 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94M | – | 3.35 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114M | – | 4.07 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66M | – | 2.36 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.55 |
| FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2A (FORD CREDIT AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $21M | – | 0.73 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $193K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $181K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.05 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $204K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $389K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $570K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/24 4.063 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $199K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $484K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $188K | – | 0.01 |
| FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.27 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $4M | – | 0.13 |
| FREDDIE MAC FHR 4273 PF (FREDDIE MAC REMICS 4273) | Long | ABS-mortgage backed security | US | $635K | – | 0.02 |
| FREMONT HOME LOAN TRUST FHLT 2005 E 2A4 (FREMONT HOME LOAN TRUST 2005-E) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| 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 | – | 0.11 |
| GCAT GCAT 2024 NQM2 A1 144A (GCAT 2024-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A (GE-WMC MORTGAGE SECURITIES LLC 2006-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $43K | – | 0.00 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $384K | – | 0.01 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $229K | – | 0.01 | |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $349K | – | 0.01 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 2A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-2A) | Long | ABS-other | US | $3M | – | 0.11 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-3A) | Long | ABS-other | US | $3M | – | 0.09 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A) | Long | ABS-other | US | $10M | – | 0.35 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A) | Long | ABS-other | US | $1M | – | 0.05 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $5M | – | 0.17 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $3M | – | 0.11 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $564K | – | 0.02 |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A2A (GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3) | Long | ABS-other | US | $3M | – | 0.11 |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A2B (GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3) | Long | ABS-other | US | $527K | – | 0.02 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A2A (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $7M | – | 0.24 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $4M | – | 0.13 |
| GNMA II POOL 008542 G2 11/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $462.99 | – | 0.00 |
| GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.33 |
| GNMA POOL AL2172 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $542K | – | 0.02 |
| GNMA POOL AL2279 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $874K | – | 0.03 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $580K | – | 0.02 |
| GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $499K | – | 0.02 |
| GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 | Long | Equity-common | US | $10M | 23K | 0.37 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $6M | – | 0.20 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $7M | – | 0.26 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $1M | – | 0.05 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/25 VAR | Long | Debt | US | $2M | – | 0.06 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 11/26 3.5 | Long | Debt | US | $1M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H18 NA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H18) | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 OH1 A1 (GREENPOINT MORTGAGE FUND TRUST 2006-OH1) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| GRIFFITH PARK CLO GRIPK 1A A1RA 144A (GRIFFITH PARK CLO DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.24 |
| GS MORTGAGE SECURITIES CORP. GSMSC 2009 4R 2A3 144A (GSMSC PASS-THROUGH TRUST 2009-4R) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GSAA HOME EQUITY TRUST GSAA 2005 10 M5 (GSAA HOME EQUITY TRUST 2005-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GSAMP TRUST GSAMP 2005 HE3 M4 (GSAMP TRUST 2005-HE3) | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| GSAMP TRUST GSAMP 2006 HE2 M1 (GSAMP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| GSAMP TRUST GSAMP 2006 HE3 A2D (GSAMP TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $10M | – | 0.34 |
| GSAMP TRUST GSAMP 2006 S1 A2A (GSAMP TRUST 2006-S1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| HALSEYPOINT CLO II, LTD. HLSY 2020 2A A2 144A (HALSEYPOINT CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13 (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 (HARBORVIEW MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 (HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.06 |
| HARVEST CLO HARVT 16A ARR 144A (HARVEST CLO XVI DAC 16A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.07 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2021 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2021-1A) | Long | ABS-other | US | $7M | – | 0.25 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A (HERTZ VEHICLE FINANCING LLC 2022-1A) | Long | ABS-other | US | $2M | – | 0.09 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A) | Long | ABS-other | US | $1M | – | 0.05 |
| HOME DEPOT INC COMMON STOCK USD.05 | Long | Equity-common | US | $8M | 23K | 0.28 |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 (HOME EQUITY LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $9M | – | 0.32 |
| HOME PARTNERS OF AMERICA TRUST HPA 2021 2 A 144A (HOME PARTNERS OF AMERICA TRUST 2021-2) | Long | ABS-mortgage backed security | US | $804K | – | 0.03 |
| HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2 (HOMEBANC MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| HONDA AUTO RECEIVABLES OWNER T HAROT 2023 3 A2 (HONDA AUTO RECEIVABLES OWNER TRUST 2023-3) | Long | ABS-other | US | $4M | – | 0.15 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 | Long | Equity-common | US | $5M | 23K | 0.18 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $519K | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $605K | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $1M | – | 0.05 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT4 M1 (HSI ASSET SEC CORP TRUST 2006-OPT4) | Long | ABS-mortgage backed security | US | $11M | – | 0.40 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A2 (HSI ASSET SEC CORP TRUST 2006-WMC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 1A (HSI ASSET SECUR CORP TRUST 2007-OPT1) | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| HYATT HOTELS CORP SR UNSECURED 10/24 1.8 (HYATT HOTELS CORPORATION) | Long | Debt | US | $3M | – | 0.12 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $4M | – | 0.16 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $5M | – | 0.17 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 5.45 | Long | Debt | US | $2M | – | 0.06 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $5M | – | 0.19 |
| IHO VERWALTUNGS GMBH SR SECURED 144A 05/27 6 (SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)) | Long | Debt | DE | $3M | – | 0.11 |
| ILLINOIS ST ILS 07/35 FIXED 7.35 | Long | Debt | US | $3M | – | 0.12 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $299K | – | 0.01 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $384K | – | 0.01 |
| INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 AR2 A1 (INDYMAC IMSC MORTGAGE LOAN TRUST 2007-AR2) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR10 2A2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR10) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR11) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR4) | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| INEOS FINANCE PLC SR SECURED REGS 11/25 2.125 | Long | Debt | GB | $4M | – | 0.13 |
| INT DEVELOPMENT FIN CORP US GOVT GUAR 05/30 4.14 (US INTERNATIONAL DEVELOPMENT FINANCE CORPORATION) | Long | Debt | US | $546K | – | 0.02 |
| INTEL CORP COMMON STOCK USD.001 (INTEL CORPORATION) | Long | Equity-common | US | $712K | 23K | 0.03 |
| INTEL CORPORATION | Long | Debt | US | $5M | – | 0.17 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $2M | – | 0.06 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $899K | – | 0.03 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $648K | – | 0.02 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $300K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $299K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.01 |
| INTERCONTINENTAL HOTELS COMPANY GUAR REGS 05/27 2.125 (INTERCONTINENTAL HOTELS GROUP PLC) | Long | Debt | GB | $823K | – | 0.03 |
| INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 (INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)) | Long | Equity-common | US | $4M | 23K | 0.14 |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $142K | – | 0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $13K | – | 0.00 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $35K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $15K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-15K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-147K | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $15K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-16K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-10K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $5K | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-26K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-37K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-24K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-40K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $6K | – | 0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-16K | – | -0.00 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-44K | – | -0.00 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH | Derivative-interest rate | $-37K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-34K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-35K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-58K | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-31K | – | -0.00 | ||
| IRS EUR 3.25000 11/06/23-10Y LCH | Derivative-interest rate | $-59K | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-29K | – | -0.00 | ||
| IRS EUR 3.27000 08/21/23-10Y LCH | Derivative-interest rate | $48K | – | 0.00 | ||
| IRS EUR 3.27000 11/08/23-5Y LCH | Derivative-interest rate | $-61K | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-23K | – | -0.00 | ||
| IRS EUR 3.30000 10/03/23-10Y LCH | Derivative-interest rate | $208K | – | 0.01 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-30K | – | -0.00 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $69K | – | 0.00 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $86K | – | 0.00 | ||
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 1A1 144A (JP MORGAN ALTERNATIVE LN TRUST 2008-R4) | Long | ABS-mortgage backed security | US | $909K | – | 0.03 |
| JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $6M | – | 0.20 |
| JAPAN TREASURY DISC BILL BILLS 07/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $25M | – | 0.89 |
| JAPAN TREASURY DISC BILL BILLS 08/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $55M | – | 1.95 |
| JAPAN TREASURY DISC BILL BILLS 08/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $31M | – | 1.10 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $48M | – | 1.72 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $48M | – | 1.72 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $25M | – | 0.89 |
| JOHNSON + JOHNSON COMMON STOCK USD1.0 (JOHNSON & JOHNSON COMPANY) | Long | Equity-common | US | $3M | 23K | 0.12 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $7M | – | 0.25 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12) | Long | ABS-mortgage backed security | US | $851K | – | 0.03 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW1 M1 (JP MORGAN MORTGAGE ACQI CORP 2006-CW1) | Long | ABS-mortgage backed security | US | $901K | – | 0.03 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE2 M1 (JP MORGAN MTGE ACQUIS CORP 2006-HE2) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 A5 (JP MORGAN MTGE ACQUIS CORP 2007-CH3) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1 (JP MORGAN MORTGAGE TRUST-2005-A1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A11 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JP MORGAN CHASE & CO) | Long | Equity-common | US | $5M | 23K | 0.17 |
| JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.06 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.09 |
| JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $867K | – | 0.03 |
| JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $194K | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.06 |
| JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $203K | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $102K | – | 0.00 |
| JUBILEE CDO BV JUBIL 2014 11A ARR 144A (JUBILEE CLO 2014-XI BV 14-11A) | Long | ABS-collateralized bond/debt obligation | IE | $386K | – | 0.01 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $2M | – | 0.06 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $398K | – | 0.01 |
| KKR FINANCIAL CLO LTD KKR 13 B1R 144A (KKR CLO LTD 13) | Long | ABS-collateralized bond/debt obligation | KY | $930K | – | 0.03 |
| KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| KKR FINANCIAL CLO LTD KKR 18 BR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.15 |
| KREF 2022 FL3 LTD KREF 2022 FL3 A 144A (KREF 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $2M | – | 0.07 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $2M | – | 0.07 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $1M | – | 0.05 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $947K | – | 0.03 |
| LCM LTD PARTNERSHIP LCM 13A BR3 144A (LCM LP 13A) | Long | ABS-collateralized bond/debt obligation | KY | $905K | – | 0.03 |
| LCM LTD PARTNERSHIP LCM 22A A2R 144A (LCM XXII LTD 22A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.20 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL2) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| LEHMAN XS TRUST LXS 2006 14N 2A (LEHMAN XS TRUST 2006-14N) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| LEHMAN XS TRUST LXS 2006 7 1A1A (LEHMAN XS TRUST 2006-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST2 A 144A (LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2) | Long | ABS-other | US | $2M | – | 0.06 |
| LENDMARK FUNDING TRUST LFT 2021 1A A 144A (LENDMARK FUNDING TRUST 2021-1A) | Long | ABS-other | US | $6M | – | 0.21 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $9M | – | 0.31 |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $998K | – | 0.04 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 1A (LONG BEACH MORTGAGE LOAN TR 2005-3) | Long | ABS-mortgage backed security | US | $617K | – | 0.02 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 (LONG BEACH MORTGAGE LOAD TR 2005-WL2) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 11 2A3 (LONG BEACH MORTGAGE LOAN TRUST 2006-11) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A1 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $360K | – | 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 | $2M | – | 0.06 |
| M360 LTD. M360 2021 CRE3 B 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| MADISON PARK EURO FUNDING CADOG 10A A1 144A (MADISON PARK EURO FUNDING X DAC 10A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.08 |
| MAN GLG EURO CLO GLGE 3A AR 144A (GLG EURO CLO III DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $379K | – | 0.01 |
| MAN GLG EURO CLO GLGE 6A B1R 144A (MAN GLG EURO 6A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.21 |
| MAN GLG EURO CLO GLGE 6A B2R 144A (MAN GLG EURO 6A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.09 |
| MARATHON OIL CORPORAT (MARATHON OIL CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| MARLETTE FUNDING TRUST MFT 2022 3A A 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $19K | – | 0.00 |
| MARLETTE FUNDING TRUST MFT 2022 3A B 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $3M | – | 0.10 |
| MARLETTE FUNDING TRUST MFT 2023 1A A 144A (MARLETTE FUNDING TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.06 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $845K | – | 0.03 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $398K | – | 0.01 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $10M | – | 0.37 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 1A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1 (MASTR ASSET BACKED SECUR TR 2005-FRE1) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A2 (MASTR ASSET BACKED SEC TR 2006-HE4) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| MCDONALD S CORP COMMON STOCK USD.01 (MCDONALDS CORPORATION) | Long | Equity-common | US | $6M | 23K | 0.21 |
| MERCK + CO. INC. COMMON STOCK USD.5 (MERCK & CO INC) | Long | Equity-common | US | $3M | 23K | 0.10 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 OAR3 A1 (MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-OAR3) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1 A2B (MERRILL LYNCH MORTGAGE INV 2006-MLN1) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $58M | – | 2.09 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $58M | – | 2.09 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $29M | – | 1.04 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $819K | – | 0.03 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 0.09 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $247K | – | 0.01 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.25 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A (MF1 2024-FL14 LLC) | Long | ABS-collateralized bond/debt obligation | US | $999K | – | 0.04 |
| MFRA TRUST MFRA 2021 RPL1 A1 144A (MFA 2021-RPL1 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| MFRA TRUST MFRA 2023 NQM2 A1 144A (MFA 2023-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (MICROSOFT CORPORATION) | Long | Equity-common | US | $10M | 23K | 0.37 |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A (MILL CITY MORTGAGE LOAN TRUST 2019-GS2) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $698K | – | 0.02 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $2M | – | 0.07 |
| MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882 | Long | Debt | US | $5M | – | 0.18 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 M2 (MORGAN STANLEY ABS CAPITAL I 2005-HE1) | Long | ABS-mortgage backed security | US | $637K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE7) | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $547K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 M1 (MORGAN STANLEY ABS CAPITAL I 2006-WMC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $4M | – | 0.15 |
| MORGAN STANLEY SR UNSECURED 04/26 VAR | Long | Debt | US | $2M | – | 0.08 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $1M | – | 0.04 |
| MORGAN STANLEY SR UNSECURED 07/27 VAR | Long | Debt | US | $3M | – | 0.12 |
| MORGAN STANLEY SR UNSECURED 10/28 VAR | Long | Debt | US | $1M | – | 0.04 |
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A (MOUNTAIN VIEW CLO XVI LTD 2022-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| MPLX LP SR UNSECURED 08/30 2.65 | Long | Debt | US | $1M | – | 0.05 |
| MSCI EAFE SEP24 IFUS 20240920 | Derivative-equity | US | $403K | – | 0.01 | |
| NATWEST GROUP PLC SR UNSECURED 04/26 4.8 | Long | Debt | GB | $1M | – | 0.04 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $3M | – | 0.09 |
| NATWEST GROUP PLC SR UNSECURED 05/30 VAR | Long | Debt | GB | $382K | – | 0.01 |
| NDDUEAFE TRS EQUIT FEDL01+3.5 BULLET MYI | Derivative-equity | US | $29M | – | 1.03 | |
| NDDUEAFE TRS EQUITY FEDL01+14.5 *BULLET* | Derivative-equity | US | $55M | – | 1.96 | |
| NDDUEAFE TRS EQUITY FEDL01+19 JPM | Derivative-equity | US | $-7M | – | -0.25 | |
| NDDUEAFE TRS EQUITY FEDL01+22 MYI | Derivative-equity | US | $-6M | – | -0.22 | |
| NDDUEAFE TRS EQUITY FEDL01+30.5 MYI | Derivative-equity | US | $-2M | – | -0.08 | |
| NDDUEAFE TRS EQUITY FEDL01+35 MYI | Derivative-equity | US | $-402K | – | -0.01 | |
| NDDUEAFE TRS EQUITY FEDL01+4 CBK | Derivative-equity | US | $-2M | – | -0.09 | |
| NDDUEAFE TRS EQUITY FEDL01+48.5 MBC | Derivative-equity | US | $-403K | – | -0.01 | |
| NDDUEAFE TRS EQUITY FEDL01+5 JPM | Derivative-equity | US | $-1M | – | -0.04 | |
| NDDUEAFE TRS EQUITY FEDL01+5 JPM | Derivative-equity | US | $-3M | – | -0.10 | |
| NDDUEAFE TRS EQUITY FEDL01+6 MEI | Derivative-equity | US | $-2M | – | -0.06 | |
| NDDUEAFE TRS EQUITY FEDL01+6 ULO | Derivative-equity | US | $-2M | – | -0.06 | |
| NDDUEAFE TRS EQUITY FEDL01+8 CBK | Derivative-equity | US | $-4M | – | -0.15 | |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $833K | – | 0.03 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $756K | – | 0.03 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $4M | – | 0.14 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $2M | – | 0.08 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $2M | – | 0.07 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.05 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.05 |
| NIKE INC CL B COMMON STOCK | Long | Equity-common | US | $2M | 23K | 0.06 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $2M | – | 0.08 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $3M | – | 0.10 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $744K | – | 0.03 |
| NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851 | Long | Debt | JP | $2M | – | 0.08 |
| NOMURA HOLDINGS INC SR UNSECURED 07/30 2.679 | Long | Debt | JP | $2M | – | 0.06 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE2 M1 (NOMURA HOME EQUITY LOAN INC 2006-HE2) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $2M | – | 0.05 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5 (NOVASTAR HOME EQUITY LOAN 2005-1) | Long | ABS-mortgage backed security | US | $529K | – | 0.02 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $8M | – | 0.29 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $7M | – | 0.24 |
| OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH | Derivative-interest rate | CA | $-28K | – | -0.00 | |
| ONE PARK MORTGAGE TRUST ONP 2021 PARK A 144A (ONE 2021-PARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A (OBX 2023-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM4 A1 144A (OBX 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A (OBX 2023-NQM5 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A (OBX 2024-HYB2 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A (OBX 2024-NQM8 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A (OBX 2024-NQM9 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 (OPTION ONE MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| OZLM FUNDING LTD OZLMF 2013 4A A1R 144A (OZLM FUNDING IV LTD 2013-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| OZLM LTD OZLM 2014 9A A1A4 144A (OZLM IX LTD 2014-9A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.20 |
| OZLME OZLME 5A AR 144A (SCULPTOR EUROPEAN CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.33 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $915K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.05 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2) | Long | ABS-other | US | $384K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $3M | – | 0.09 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 6 A1 144A (PAGAYA AI DEBT TRUST 2022-6) | Long | ABS-other | US | $175K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 A 144A (PAGAYA AI DEBT TRUST 2023-3) | Long | ABS-other | US | $1M | – | 0.05 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $722K | – | 0.03 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A (PAGAYA AI DEBT TRUST 2024-1) | Long | ABS-other | US | $363K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A (PAGAYA AI DEBT TRUST 2024-2) | Long | ABS-other | US | $2M | – | 0.09 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.15 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 2A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-2 DAC 21-2A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.13 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $3M | – | 0.09 |
| PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M4 (PARK PLACE SECURITIES INC 2004-MHQ1) | Long | ABS-mortgage backed security | US | $806K | – | 0.03 |
| PARK PLACE SECURITIES INC PPSI 2004 WCW1 M4 (PARK PLACE SEC INC 2004-WCW1) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3 (PARK PLACE SECURITIES INC 2004-WCW2) | Long | ABS-mortgage backed security | US | $655K | – | 0.02 |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ1 M5 (PARK PLACE SECURITIES INC 2004-WHQ1) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $545K | – | 0.02 |
| PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532 (PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY) | Long | Debt | US | $104K | – | 0.00 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $250K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $249K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 08/24 ZCP | Long | Debt | US | $1M | – | 0.04 |
| PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 4.65 (PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)) | Long | Debt | IE | $1M | – | 0.05 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $7M | – | 0.26 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $131M | – | 4.67 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A2 144A (PRESTIGE AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $4M | – | 0.15 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A (PRET 2021-NPL5 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL1 A1 144A (PRET 2024-NPL1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL2) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A (PRET 2024-RN2 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-RPL1) | Long | ABS-mortgage backed security | US | $734K | – | 0.03 |
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A (PRKCM 2024-AFC1 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| PRKCM TRUST PRKCM 2024 HOME1 A1 144A (PRKCM 2024-HOME1 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| PROCTER + GAMBLE CO/THE COMMON STOCK (PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $4M | 23K | 0.14 |
| PROGRESS RESIDENTIAL TRUST PROG 2021 SFR9 A 144A (PROGRESS RESIDENTIAL 2021-SFR9 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| PROVIDUS CLO PRVD 2A AR 144A (PROVIDUS CLO II DAC 2A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.08 |
| PRP ADVISORS, LLC PRPM 2024 1 A1 144A (PRPM 2024-1 LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A (PRPM 2024-RPL1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| RAD CLO LTD RAD 2019 4A AR 144A (RAD CLO LTD 2019 4A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.16 |
| REACH FINANCIAL LLC REACH 2023 1A A 144A (LIBERTY LENDING ABS TRUST 2023-1A) | Long | ABS-other | US | $593K | – | 0.02 |
| REACH FINANCIAL LLC REACH 2024 1A A 144A (REACH ABS TRUST 2024-1A) | Long | ABS-other | US | $565K | – | 0.02 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL9 A 144A (READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL9 AS 144A (READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $9M | – | 0.34 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $2M | – | 0.08 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| REPO BANK AMERICA REPO | Long | Repurchase agreement | US | $116M | – | 4.13 |
| REPO BANK OF MONTREAL ZCP | Long | Repurchase agreement | CA | $88M | – | 3.13 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2021 2A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2021-2A) | Long | ABS-other | US | $861K | – | 0.03 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A) | Long | ABS-other | US | $739K | – | 0.03 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A) | Long | ABS-other | US | $2M | – | 0.08 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA4 CB1 (RESIDENTIAL ACCREDIT LOANS 2004-QA4) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA10 A1 (RALI TRUST 2006-QA10) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO10) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 2A11 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS12) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 (RESIDENTIAL ACCREDIT LOANS 2007-QA1) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH9 A1 (RESIDENTIAL ACCREDIT LOANS INC 2007-QH9) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO1 A1 (RESIDENTIAL ACCREDIT LOANS INC 2007-QO1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A1 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 (RESIDENTIAL ASSET MTGE PROD 2005-EFC5) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII (RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1) | Long | ABS-mortgage backed security | US | $432K | – | 0.02 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS10 M3 (RESIDENTIAL ASSET SECURITIES 2005-KS10) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M1 (RESIDENTIAL ASSET SECURITIES 2006-KS6) | Long | ABS-mortgage backed security | US | $10M | – | 0.36 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A10 A4 (RESIDENTIAL ASSET SEC TRUST 2005-A10) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $12K | – | 0.00 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $24K | – | 0.00 | |
| RFR JPY MUTK/1.00000 03/21/24-10Y LCH | Derivative-interest rate | JP | $-21K | – | -0.00 | |
| RFR USD SOFR/1.75000 06/15/22-10Y CME | Derivative-interest rate | US | $4M | – | 0.14 | |
| RFR USD SOFR/2.75000 06/21/23-30Y CME | Derivative-interest rate | US | $3M | – | 0.11 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $8M | – | 0.28 | |
| RFR USD SOFR/3.00000 06/21/23-7Y CME | Derivative-interest rate | US | $2M | – | 0.08 | |
| RFR USD SOFR/3.25000 06/21/23-5Y CME | Derivative-interest rate | US | $2M | – | 0.07 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $537K | – | 0.02 | |
| RFR USD SOFR/3.50000 12/20/23-7Y CME | Derivative-interest rate | US | $2M | – | 0.09 | |
| RFR USD SOFR/3.64960 03/01/24-4Y* LCH | Derivative-interest rate | US | $400K | – | 0.01 | |
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH | Derivative-interest rate | US | $50K | – | 0.00 | |
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH | Derivative-interest rate | US | $277K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $2M | – | 0.06 | |
| RFR USD SOFR/3.75000 06/20/24-5Y CME | Derivative-interest rate | US | $741K | – | 0.03 | |
| RFR USD SOFR/3.75000 06/21/23-2Y CME | Derivative-interest rate | US | $3M | – | 0.12 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $8K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-15K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/15/24-10Y LCH | Derivative-interest rate | US | $-6K | – | -0.00 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-6K | – | -0.00 | |
| RFR USD SOFR/4.00000 03/20/24-2Y LCH | Derivative-interest rate | US | $1M | – | 0.04 | |
| RFR USD SOFR/4.00000 06/20/24-2Y CME | Derivative-interest rate | US | $2M | – | 0.06 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $8K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-23K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $15K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $66K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $33K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $25K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $44K | – | 0.00 | |
| RFRF USD SF+26.161/2.9* 8/31/23-2Y* CME | Derivative-interest rate | US | $103K | – | 0.00 | |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | Long | Debt | CA | $6M | – | 0.20 |
| S+P500 EMINI FUT SEP24 XCME 20240920 | Derivative-equity | US | $-68K | – | -0.00 | |
| SALESFORCE INC COMMON STOCK USD.001 | Long | Equity-common | US | $6M | 23K | 0.21 |
| SANDS CHINA LTD SR UNSECURED 08/25 5.125 | Long | Debt | KY | $5M | – | 0.18 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | Long | Debt | KY | $4M | – | 0.13 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.04 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 3 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $3M | – | 0.10 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $6M | – | 0.21 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $3M | – | 0.09 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $842K | – | 0.03 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $498K | – | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $6M | – | 0.20 |
| SBNA AUTO LEASE TRUST SBALT 2023 A A4 144A (SBNA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $2M | – | 0.05 |
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A (SBNA AUTO LEASE TRUST 2024-B) | Long | ABS-other | US | $2M | – | 0.08 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR2 M3 (SEC ASSET BACKED REC LLC 2005-FR2) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2005-FR5) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2B (SEC ASSET BACKED REC LLC 2006-FR4) | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.09 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $497K | – | 0.02 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A) | Long | ABS-other | US | $2M | – | 0.09 |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A (SLM STUDENT LOAN TRUST 2010-C) | Long | ABS-other | US | $5M | – | 0.19 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-C) | Long | ABS-other | US | $2M | – | 0.06 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $1M | – | 0.04 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $3M | – | 0.09 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.08 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A (SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A) | Long | ABS-other | US | $3M | – | 0.11 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-9K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-23K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-278K | – | -0.01 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-238.84 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-264K | – | -0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $599K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $374K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $338K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $158K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $152K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $144K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $62K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $54K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $41K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $33K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $6K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $291K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $109K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $84K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $84K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $55K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $46K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $25K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $9K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $148K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-107.9 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-4K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-6K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-110K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240703 | Derivative-foreign exchange | CA | $79K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240705 | Derivative-foreign exchange | CA | $-33K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240705 | Derivative-foreign exchange | CA | $-44K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240708 | Derivative-foreign exchange | CA | $-33K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-26K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $30K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $25K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-1K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-15K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-21K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-309K | – | -0.01 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-1M | – | -0.05 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $400K | – | 0.01 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $-122.27 | – | -0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $160K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $128K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $85K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $27K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $126K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $82K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $25K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $6K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $45.91 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $665K | – | 0.02 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $616K | – | 0.02 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $119K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $38K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $16K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $2K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $1K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-13K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-108K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $77K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $77K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $63K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $13M | – | 0.45 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1M | – | 0.04 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $239K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $51K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $28K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $14K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-134K | – | -0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-1M | – | -0.05 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $4M | – | 0.15 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $555K | – | 0.02 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $23K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $13K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $10K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $1M | – | 0.05 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $-150.62 | – | -0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $31K | – | 0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $2K | – | 0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $261.09 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240708 | Derivative-foreign exchange | ID | $145.84 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-120.6 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $220K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20240701 | Derivative-foreign exchange | JP | $2M | – | 0.07 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $19M | – | 0.67 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $399K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $192K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $116K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $13K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240716 | Derivative-foreign exchange | JP | $2M | – | 0.06 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $4M | – | 0.13 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $80K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240805 | Derivative-foreign exchange | JP | $2M | – | 0.07 | |
| SOLD JPY BOUGHT USD 20240819 | Derivative-foreign exchange | JP | $2M | – | 0.08 | |
| SOLD JPY BOUGHT USD 20240917 | Derivative-foreign exchange | JP | $1M | – | 0.05 | |
| SOLD JPY BOUGHT USD 20240924 | Derivative-foreign exchange | JP | $605K | – | 0.02 | |
| SOLD JPY BOUGHT USD 20240930 | Derivative-foreign exchange | JP | $-43K | – | -0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $74.6 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $62.06 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $10.71 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $9.3 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $73K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $50K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $24K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $15K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $8K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-6K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $187.91 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-17K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-27K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-10K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-59K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $211K | – | 0.01 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $957.56 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $-2K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $30K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $6K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $37K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $9K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $6K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $3K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $241.8 | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $843K | – | 0.03 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $12K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $-14K | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $335K | – | 0.01 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $8K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $7K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $744.6 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-222.62 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-37K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $84.42 | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240722 | Derivative-foreign exchange | TR | $-4K | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $42K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $40K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $33K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $31K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $31K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $29K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $26K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $21K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $18K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $15K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $14K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $8K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $8K | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240702 | Derivative-foreign exchange | ZA | $-2K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $31K | – | 0.00 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 (SOUNDVIEW HOME EQUITY LOAN 2006-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 NS1 A4 (SOUNDVIEW HOME EQUITY LOAN TR 2007-NS1) | Long | ABS-mortgage backed security | US | $13M | – | 0.45 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.08 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $4M | – | 0.13 |
| SOUTHERN CO SR UNSECURED 04/30 3.7 | Long | Debt | US | $3M | – | 0.12 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 AS 144A (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.37 |
| STELLANTIS FIN US INC COMPANY GUAR 144A 09/31 2.691 (STELLANTIS FINANCE US INC) | Long | Debt | US | $4M | – | 0.14 |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A (STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.10 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC9 2A (STRUCTURED ASSET INVESTMENT LOAN TRUST 2003-BC9) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M4 (STRUCTURED ASSET INVST LN TR 2005-5) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2 (STRUCTURED ASSET INVST LN TR 2006-4) | Long | ABS-mortgage backed security | US | $631K | – | 0.02 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 (STRUCTURED ASSET INVEST LN TR 2006-BNC3) | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2 (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3 (STRUCTURED ASSET MTGE INVEST 2006-AR6) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1 (STRUCTURED ASSET SECURITIES CRP 2003-22A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A (STRUCTURED ASSET SEC CORP 2005-7XS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2 (STRUCTURED ASSET SECURITIES CORP 2006-BC1) | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A4 (STRUCTURED ASSET SECURITIES CORP 2006-BC5) | Long | ABS-mortgage backed security | US | $365K | – | 0.01 |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| T MOBILE USA INC COMPANY GUAR 03/32 2.7 (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.04 |
| TARGA RES CORP (TARGA RESOURCES CORP) | Long | Debt | US | $4M | – | 0.14 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $2M | – | 0.07 |
| TAURUS CMBS TAURS 2021 UK1A A 144A (TAURUS 2021-1 UK DAC 21-UK1A) | Long | ABS-mortgage backed security | IE | $874K | – | 0.03 |
| TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.18 |
| TER FINANCE LTD JERSEY SECURED 144A 01/25 0.00000 (TER FINANCE (JERSEY) LIMITED) | Long | Debt | JE | $2M | – | 0.08 |
| THEOREM FUNDING TRUST THRM 2023 1A A 144A (THEOREM FUNDING TRUST 2023-1A) | Long | ABS-other | US | $757K | – | 0.03 |
| TIKEHAU TIKEH 2015 1A ARR 144A (TIKEHAU CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.14 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $12M | – | 0.43 |
| 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 | $8M | – | 0.30 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A (TOWD POINT MORTGAGE TRUST 2019-HY3) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A (TOWD POINT MORTGAGE TRUST 2024-CES2) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A (TOWD POINT MORTGAGE TRUST 2024-CES3) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 C A2A (TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST) | Long | ABS-other | US | $3M | – | 0.12 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $5M | – | 0.19 |
| TRALEE CDO LTD TRAL 2019 6A AJR 144A (TRALEE CLO VI LTD 2019 6A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| TRAVELERS COS INC/THE COMMON STOCK (TRAVELERS COMPANIES INC) | Long | Equity-common | US | $5M | 23K | 0.17 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.17 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $210K | – | 0.01 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $199K | – | 0.01 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.16 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.09 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $400K | – | 0.01 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.05 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.07 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $4M | – | 0.13 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $35M | – | 1.26 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.23 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.05 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.07 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.21 |
| TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT) | Long | Debt | US | $375K | – | 0.01 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.16 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $31M | – | 1.11 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.30 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.32 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $50M | – | 1.78 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.26 |
| UBS GROUP AG SR UNSECURED 144A 05/28 4.751 | Long | Debt | CH | $7M | – | 0.24 |
| UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $12M | 23K | 0.42 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 ST3 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-ST3) | Long | ABS-other | US | $950K | – | 0.03 |
| UPSTART SECURITIZATION TRUST UPST 2022 2 A 144A (UPSTART SECURITIZATION TRUST 2022-2) | Long | ABS-other | US | $10K | – | 0.00 |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A (UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A) | Long | ABS-other | US | $625K | – | 0.02 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-788.25 | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $947K | – | 0.03 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $759K | – | 0.03 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $537K | – | 0.02 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $140K | – | 0.01 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-598K | – | -0.02 | |
| US TREASURY N/B 02/26 0.5 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 0.73 |
| US TREASURY N/B 08/48 3 (UNITED STATES GOVT) | Long | Debt | US | $664K | – | 0.02 |
| US TREASURY N/B 10/25 3 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 0.53 |
| US TREASURY N/B 12/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.18 |
| US TREASURY N/B 12/25 2.625 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.11 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $100K | – | 0.00 | |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $14K | – | 0.00 |
| VENTURE CDO LTD VENTR 2019 38A A2R 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.13 |
| VENTURE CDO LTD VENTR 2019 38A BR 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.15 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.18 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A B 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $7M | – | 0.24 |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 | Long | Equity-common | US | $948K | 23K | 0.03 |
| VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $4M | – | 0.13 |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A (VERUS SECURITIZATION TRUST 2023-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A (VERUS SECURITIZATION TRUST 2023-6) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A (VERUS SECURITIZATION TRUST 2024-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A (VERUS SECURITIZATION TRUST 2024-5) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A (VERUS SECURITIZATION TRUST 2024-INV1) | Long | ABS-mortgage backed security | US | $8M | – | 0.27 |
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 | Long | Debt | US | $198K | – | 0.01 |
| VISA INC CLASS A SHARES COMMON STOCK USD.0001 | Long | Equity-common | US | $6M | 23K | 0.22 |
| VMC FINANCE LLC VMC 2022 FL5 A 144A (VMC FINANCE 2022-FL5 LLC) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.24 |
| VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2A (VOLKSWAGEN AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $13M | – | 0.46 |
| VOYA CLO LTD VOYA 2019 2A AR 144A (VOYA CLO 2019-2A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.16 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $3M | – | 0.09 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $2M | – | 0.07 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $2M | – | 0.06 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $948K | – | 0.03 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $599K | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $548K | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $349K | – | 0.01 |
| VW CR INC 07/24 ZCP (VW CREDIT INC) | Long | Debt | US | $1M | – | 0.05 |
| WALMART INC COMMON STOCK USD.1 | Long | Equity-common | US | $2M | 23K | 0.06 |
| WALT DISNEY CO/THE COMMON STOCK USD.01 (WALT DISNEY COMPANY) | Long | Equity-common | US | $2M | 23K | 0.08 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A2 (WASHINGTON MUTUAL 2005-AR17) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 2A (WMALT MTGE PASS-THRU CERT 2006-AR8) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR9 1A (WMALT MTGE PASS-THRU CERT 2006-AR9) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $101K | – | 0.00 |
| WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.09 |
| WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.09 |
| WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.18 |
| WELLS FARGO BANK NA SR UNSECURED 08/25 VAR | Long | Debt | US | $2M | – | 0.07 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $4M | – | 0.15 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $4M | – | 0.15 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $11M | – | 0.39 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.08 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $1M | – | 0.04 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $898K | – | 0.03 |
| WEYERHAEUSER CO SR UNSECURED 04/30 4 (WEYERHAEUSER COMPANY) | Long | Debt | US | $4M | – | 0.13 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A (RCKT MORTGAGE TRUST 2024-CES1) | Long | ABS-mortgage backed security | US | $945K | – | 0.03 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A (RCKT MORTGAGE TRUST 2024-CES4) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2023 C A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $1M | – | 0.04 |
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.