PIMCOFUNDS > PIMCO Funds
PIMCO Real Return Fund
$8.71B
Avg Monthly Net Assets
$9.91B
Total Assets
$2.20B
Total Liabilities
$7.71B
Net Assets
PIMCO Real Return Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has seven share classes
and monthly net assets of $8.71B.
On August 28th, 2024 it reported 925 holdings, the largest
being UNITED STATES GOVT (5.0%), UMBS PASS THRU POOLS (4.4%) and UNITED STATES GOVT (4.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026607 | PARRX | |
| Class A | C000026608 | PRTNX | |
| Class C | C000026610 | PRTCX | |
| Class I-2 | C000064148 | PRLPX | |
| Class I-3 | C000200446 | PRNPX | |
| Class R | C000026612 | PRRRX | |
| Institutional | C000026606 | PRRIX |
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 |
|---|---|---|---|---|---|---|
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL | Derivative-interest rate | DE | $-1M | – | -0.01 | |
| 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829 | Derivative-interest rate | US | $-380K | – | -0.00 | |
| 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829 | Derivative-interest rate | US | $-602K | – | -0.01 | |
| 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901 | Derivative-interest rate | US | $-1M | – | -0.02 | |
| 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901 | Derivative-interest rate | US | $-944K | – | -0.01 | |
| 317U3YMA9 PIMCO FPPSWAPTION 2.95 PUT EUR | Derivative-interest rate | US | $-572K | – | -0.01 | |
| 317U3YNA8 PIMCO FPPSWAPTION 2.95 CALL EUR | Derivative-interest rate | US | $-1M | – | -0.01 | |
| 317U4NEA1 PIMCO SWAPTION 2.465 PUT EUR 2025120 | Derivative-interest rate | US | $-714K | – | -0.01 | |
| 317U4NFA0 PIMCO SWAPTION 2.465 CALL EUR 202512 | Derivative-interest rate | US | $-442K | – | -0.01 | |
| 522 FUNDING CLO LTD MORGN 2018 3A AR 144A (522 FUNDING CLO I LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.08 |
| ADAGIO CLO ADAGI V A ARR 144A (ADAGIO V CLO DAC V-A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.02 |
| ADAGIO CLO ADAGI VIII A AN 144A (ADAGIO CLO VIII DAC VIII-A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.04 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 3A1 (ADJUSTABLE RATE MORTGAGE TR 2005-4) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-7) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 5 M1 (AEGIS ASSET BACKED SECURITIES TR 2005-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| ALLEGRO CLO LTD ALLEG 2018 3A A1R 144A (ALLEGRO CLO IX LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1 (ALLIANCE BANCORP TRUST 2007-OA1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 (AMBAC ASSURANCE CORPORATION) | Long | Debt | US | $1.45 | – | – |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-1) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A12 (AMERICAN HOME MORTGAGE ASSETS 2006-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2018 22A A 144A (AMMC CLO 22 LTD 2018-22A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R3 M4 (AMERIQUEST MORTGAGE SEC 2005-R3) | Long | ABS-mortgage backed security | US | $444K | – | 0.01 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2016 9A AR2 144A (ANCHORAGE CAPITAL CLO LTD 2016-9A) | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.01 |
| APIDOS CLO LTD APID 2016 24A A1AL 144A (APIDOS CLO XXIV 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| APIDOS CLO LTD APID 2017 26A A1AR 144A (APIDOS CLO XXVI LLC 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.08 |
| AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A (AQUEDUCT EUROPEAN CLO 1-2017 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $670K | – | 0.01 |
| AQUEDUCT EUROPEAN CLO AQUE 2019 4A AR 144A (AQUEDUCT EUROPEAN CLO DAC 2019-4A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.03 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.08 |
| ARES CLO LTD ARES 2018 50A AR 144A (ARES L CLO LTD 2018-50A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| ARES CLO LTD ARES 2019 52A A1R 144A (ARES LII CLO LTD 2019-52A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| ARES EURO CLO ARESE 2013 6A ARR 144A (ARES EUROPEAN CLO VI BV 2013-6A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.04 |
| ARES EUROPEAN CLO ARESE 10A AR 144A (ARES EUROPEAN CLO X BV 10A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.07 |
| ARGENT SECURITIES INC. ARSI 2005 W1 A1 (ARGENT SECURITIES INC 2005-W1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A1 (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| ARGENT SECURITIES INC. ARSI 2006 W4 A2C (ARGENT SECURITIES INC 2006-W4) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| ARMADA EURO CLO ARMDA 3A A1R 144A (ARMADA EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.04 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1 (ASSET BACKED FUNDING CERTS 2004-OPT5) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A (ATLAS SENIOR LOAN FUND LTD 2018-10A) | Long | ABS-collateralized bond/debt obligation | KY | $711K | – | 0.01 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-184K | – | -0.00 | |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $129K | – | 0.00 |
| BABSON CLO LTD BABSN 2015 IA AR 144A (BABSON CLO LTD 2015-IA) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| BABSON CLO LTD BABSN 2018 1A A1 144A (BARINGS CLO LTD 2018-I) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.27 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 8T2 A10 (BANC OF AMERICA FUNDING CORP 2006-8T2) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA10 (BANC OF AMERICA FUNDING CORP 2007-1) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6 (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2 (BANK OF AMERICA MTGE SEC 2005-F) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 (BANK OF AMERICA MTGE SECS-2005-J) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (BANK OF AMERICA CORPORATION) | Long | Equity-preferred | US | $7M | 7M | 0.09 |
| BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A (BABSON CLO LTD 2016-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| BASTILLE FUNDING BAST 2020 3A A 144A (BASTILLE FUNDING 20-3A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.01 |
| BCAP LLC TRUST BCAP 2006 AA2 A1 (BCAP LLC TRUST 2006-AA2) | Long | ABS-mortgage backed security | US | $612K | – | 0.01 |
| BCAP LLC TRUST BCAP 2011 RR5 10A6 144A (BCAP LLC TRUST 2011-RR5) | Long | ABS-mortgage backed security | US | $910K | – | 0.01 |
| BDS LTD BDS 2022 FL11 ATS 144A (BDS 2022-FL11 LLC) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.08 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1 (BEAR STEARNS ADJUST RT MTGE TR 2000-) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A1 (BEAR STEARNS ADJ RATE MTGE 2003-9) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 22A1 (BEAR STEARNS ADJ RATE MTGE TR 2004-9) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 10 A3 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 (BEAR STEARNS ADJ RATE MTGE TR 2006-2) | Long | ABS-mortgage backed security | US | $396K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-3) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 21A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 (BEAR STEARNS ALT-A TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1 (BEAR STEARNS ALT-A TRUST II 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A (BENEFIT STREET PARTNERS CLO XVI LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| BENEFIT STREET PARTNERS CLO LT BSP 2019 17A AR 144A (BENEFIT STREET PARTNERS CLO XVII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $801K | – | 0.01 |
| BLACK DIAMOND CLO BLACK 2017 2A A1 144A (BLACK DIAMOND CLO 2017-2 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $610K | – | 0.01 |
| BLACKROCK EUROPEAN CLO DAC BECLO 4A A 144A (BLACKROCK EUROPEAN CLO IV DAC 4A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.06 |
| BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A (BLACKROCK EUROPEAN CLO VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.13 |
| BLACKROCK EUROPEAN CLO DAC BECLO 9A A 144A (BLACKROCK EUROPEAN CLO IX DAC 9A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.03 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 22A A1 144A (BLUEMOUNTAIN CLO XXII LTD 2018-22A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| BLUEMOUNTAIN EUR CLO BLUME 5A A 144A (BLUEMOUNTAIN EUR CLO 5A) | Long | ABS-collateralized bond/debt obligation | IE | $960K | – | 0.01 |
| BOSPHORUS CLO BOPHO 5A A1 144A (BOSPHORUS CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.04 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $25K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $10K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $3K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-146.72 | – | -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 | $-5K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-17K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-48K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-329K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-856K | – | -0.01 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $51K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-23.62 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-36K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-24K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-30K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-61K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-68K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $20K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $9K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $1M | – | 0.01 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-20K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-79K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $-55K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240715 | Derivative-foreign exchange | ID | $-137.87 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $819.12 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $767.95 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $2K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-504.09 | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-11K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-30K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $13K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $7K | – | 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 | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $929.64 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $434.42 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $397.94 | – | 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 | $-5K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-724K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20240709 | Derivative-foreign exchange | JP | $-9M | – | -0.12 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-592.45 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-12.01 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-564K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-84.41 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-466.2 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-24K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-39K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-48K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-8K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-16K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-25K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-48.94 | – | -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 | $-10K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-10K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-10K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-18K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-19K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-22K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-22K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-28K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-43K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-52K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-69K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-71K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-151K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-2K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $14K | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-11K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $230K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $50K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $1K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $300.06 | – | 0.00 | |
| BSST MORTGAGE TRUST BSST 2022 1700 A 144A (BEAST MORTGAGE TRUST 2022-1700) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 (ITALY GOVT) | Long | Debt | IT | $289M | – | 3.74 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 (ITALY GOVT) | Long | Debt | IT | $20M | – | 0.26 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 (ITALY GOVT) | Long | Debt | IT | $9M | – | 0.11 |
| CAIRN CLO BV CRNCL 2018 10A AR 144A (CAIRN CLO X BV 18-10A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.06 |
| CANADIAN GOVERNMENT RRB BONDS 12/26 4.25 (CANADA GOVT) | Long | Debt | CA | $30M | – | 0.39 |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $6M | – | 0.08 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2012 4A A1R3 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A A1R2 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $704K | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 4A A1 144A (CARLYLE US CLO LTD 2017-4) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.09 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC1 M1 (CARRINGTON MTGE LOAN TRUST 2006-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC2 A4 (CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2 2006-NC2) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CARVAL CLO LTD CARVL 2018 1A AR 144A (CARVAL CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A (CATAMARAN CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| CBAM CLO MANAGEMENT CBAM 2018 5A A 144A (CBAM 2018-5 LTD 5A) | Long | ABS-collateralized bond/debt obligation | KY | $815K | – | 0.01 |
| CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A (CBAM 2018-6 LTD 2019-10A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A (CBAM LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| CEDAR FUNDING LTD CEDF 2016 5A A1R 144A (CEDAR FUNDING V CLO LTD 2016-5A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| CHASEFLEX TRUST CFLX 2005 2 3A2 (CHASEFLEX TRUST 2005-2) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 3A A1 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-3A) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A (CIFC EUROPEAN FUNDING CLO 3A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.03 |
| CIFC FUNDING LTD CIFC 2014 5A A1R2 144A (CIFC FUNDING LTD 2014-5A) | Long | ABS-collateralized bond/debt obligation | KY | $473K | – | 0.01 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.10 |
| CIFC FUNDING LTD CIFC 2018 3A A 144A (CIFC FUNDING 2018-III LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| CIM TRUST CIM 2019 INV1 A2 144A (CIM TRUST 2019-INV1) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $11M | – | 0.14 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A (CITIGROUP MORTGAGE LOAN TR 2004-HYB2) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A (CITIGROUP MTGE LOAN TR INC 2006-AR7) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D (CITIGROUP MTGE LOAN TR INC 2006-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3) | Long | ABS-mortgage backed security | US | $17M | – | 0.22 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M2 (CITIGROUP MTGE LOAN TR INC 2007-WFH2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CMBX.NA.AAA.12 SP SAL | Derivative-credit | US | $-92K | – | -0.00 | |
| CONTEGO CLO DAC CONTE 4A AR 144A (CONTEGO CLO IV DAC 4A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.05 |
| CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1) | Long | ABS-collateralized bond/debt obligation | IE | $15M | – | 0.20 |
| CORDATUS CLO PLC CORDA 3A A1RR 144A (CVC CORDATUS LOAN FUND III LTD CORDA-A) | Long | ABS-collateralized bond/debt obligation | IE | $518K | – | 0.01 |
| CORDATUS CLO PLC CORDA 7A ARR 144A (CVC CORDATUS LOAN FUND VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $705K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29CB A4 (COUNTRYWIDE ALTERNATIVE LN TR 2005-29CB) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 46CB A12 (COUNTRYWIDE ALTERNATIVE LN TR 2005-46CB) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 50CB 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-50CB) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-51) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-62) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J1 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J1) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 41CB 1A9 (COUNTRYWIDE ALT LOAN TRUST 2006-41CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 2A4 (COUNTRYWIDE ALTERNATIVE LN TR 2006-6CB) | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13) | Long | ABS-mortgage backed security | US | $893K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A2 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A (COUNTRYWIDE ALT LOAN TRUST 2006-OA17) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB) | Long | ABS-mortgage backed security | US | $777K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2004-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4 (COUNTRYWIDE ASSET-BACKED CERTS 2005-13) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 (COUNTRYWIDE ASSET-BACKED CERTI 2006-19) | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12) | Long | ABS-mortgage backed security | US | $455K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-2) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8) | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-9) | Long | ABS-mortgage backed security | US | $454K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB8 6A1 (COUNTRYWIDE HOME LOANS 2004-HYB8) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 2A1 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 24 A1 (COUNTRYWIDE HOME LOANS 2005-24) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1 (COUNTRYWIDE HOME LOANS 2005-HYB6) | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| COUNTRYWIDE HOME LOANS CWHL 2006 6 A4 (COUNTRYWIDE HOME LOANS 2006-6) | Long | ABS-mortgage backed security | US | $537K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 1 A1 (COUNTRYWIDE HOME LOANS 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1 (COUNTRYWIDE HOME LOANS 2007-HY7) | Long | ABS-mortgage backed security | US | $844K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 3A1 (COUNTRYWIDE HOME LOANS 2007-HYB1) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 3A1 (COUNTRYWIDE HOME LOANS 2007-HYB2) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2008 1 A4 (COUNTRYWIDE HOME LOANS 2008-1) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A (CQS US CLO 2022-2A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $10M | – | 0.13 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A6A (CREDIT SUISSE MORTGAGE CAP CERT 2007-3) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 NQM8 A1 144A (CSMC 2021-NQM8) | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A (CRESTLINE DENALI CLO XIV LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $775K | – | 0.01 |
| CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A (CRESTLINE DENALI CLO XV 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 4 A6A (CSAB MORTGAGE BACKED TR 2006-4) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| CUMULUS STATIC CLO CMLST 2024 1A A 144A (CUMULUS STATIC CLO 2024-1 DAC 24-1A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.05 |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A (CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.07 |
| DENALI CAPITAL CLO XII LTD DEN12 2016 1A A1R 144A (DENALI CAPITAL CLO XII LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| DRYDEN EURO CLO DRYD 2015 44A A1RR 144A (DRYDEN 44 EURO CLO 2015 BV 15-44A) | Long | ABS-collateralized bond/debt obligation | IE | $960K | – | 0.01 |
| DRYDEN EURO CLO DRYD 2017 52A AR 144A (DRYDEN 52 EURO CLO 2017 17-52A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.13 |
| DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A (DRYDEN 35 EURO CLO 2014 BV 14-35A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.02 |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A (DRYDEN XXVII-R EURO CLO BV 2017-27A) | Long | ABS-collateralized bond/debt obligation | IE | $16M | – | 0.20 |
| DRYDEN SENIOR LOAN FUND DRSLF 2014 36A AR3 144A (DRYDEN 36 SENIOR LOAN FUND 2014-36A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.10 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A (DRYDEN 60 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A (DRYDEN CLO LTD 2018-64A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A (EURO-GALAXY III CLO BV 13-3A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.02 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $129K | – | 0.00 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-1M | – | -0.02 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-2M | – | -0.03 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $440K | – | 0.01 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $1M | – | 0.02 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-2M | – | -0.02 | |
| EURO-SCHATZ OPT AUG24C 106.2 EXP 07/26/2024 | Derivative-interest rate | DE | $-205K | – | -0.00 | |
| EVERSOURCE ENERGY SR UNSECURED 10/24 2.9 | Long | Debt | US | $298K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A2 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FANNIE MAE FNR 2006 15 FC (FANNIE MAE 2006-15) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FANNIE MAE FNR 2006 30 KF (FANNIE MAE 2006-30) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2007 4 DF (FANNIE MAE 2007-4) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FANNIE MAE FNR 2007 63 FC (FANNIE MAE 2007-63) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE FNR 2007 73 A1 (FANNIE MAE 2007-73) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 1998 W2 A8 (FANNIE MAE WHOLE LOAN) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2 (FANNIEMAE WHOLE LOAN 2003-W-8) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL 847213 FH 01/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FED HM LN PC POOL 847216 FH 01/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FED HM LN PC POOL 847524 FH 06/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FED HM LN PC POOL 847614 FH 10/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL QA1406 FR 07/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FED HM LN PC POOL QE6052 FR 07/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FED HM LN PC POOL RA2231 FR 01/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FED HM LN PC POOL SD0250 FR 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL ZA6403 FR 03/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FED HM LN PC POOL ZA6946 FR 05/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FED HM LN PC POOL ZA7045 FR 06/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL ZM3037 FR 04/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $542K | – | 0.01 |
| FED HM LN PC POOL ZM5146 FR 12/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.27 |
| FED HM LN PC POOL ZM6968 FR 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FED HM LN PC POOL ZS4760 FR 03/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL ZS4772 FR 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FED HM LN PC POOL ZS4778 FR 07/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 11 A8 (FREDDIE MAC STRUCTURED P/T CERT T-11) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1 (FHLMC STRUCTURED PASS THRU SEC T-32) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 35 A (FHLMC STRUCTURED PASS THRU SEC T-35) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 (FHLMC STRUCTURED PASS THRU SEC T-61) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FIDELITY GRAND HARBOUR CLO GRANH 2019 1A A 144A (FIDELITY GRAND HARBOUR CLO 2019-1 DAC 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.06 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 (FIRST FRANKLIN MTG LOAN 2005-FF12) | Long | ABS-mortgage backed security | US | $11M | – | 0.14 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A1 (FIRST FRANKLIN MTG LOAN 2006-FF14) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA1 A1 (FIRST HORIZON ALT MTGE SEC 2004-AA1) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA3 A1 (FIRST HORIZON ALT MTGE SEC 2004-AA3) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7 (FIRST HORIZON ALT MTG SEC 2006-FA8) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2007 FA4 1A8 (FIRST HORIZON ALTER MTGE SEC 2007-FA4) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR3) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $1M | – | 0.01 |
| FNMA POOL 544860 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 544861 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 615096 FN 02/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 647903 FN 04/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 647904 FN 04/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 670678 FN 11/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 708229 FN 04/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL 732218 FN 06/43 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 741360 FN 10/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 768039 FN 02/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 803338 FN 09/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL BJ0639 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $959K | – | 0.01 |
| FNMA POOL BJ4340 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FNMA POOL BK5226 FN 09/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BK7608 FN 09/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL BK8718 FN 08/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL BM2007 FN 09/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FNMA POOL BN8854 FN 04/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL BP2373 FN 04/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $457K | – | 0.01 |
| FNMA POOL CA2376 FN 09/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA POOL FM2533 FN 06/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL FS4437 FN 10/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA POOL MA3441 FN 08/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL MA3993 FN 04/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| FNMA POOL MA4733 FN 09/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $926K | – | 0.01 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-255K | – | -0.00 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92M | – | 1.20 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32M | – | 0.41 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $335M | – | 4.35 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23M | – | 0.30 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63M | – | 0.82 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $190M | – | 2.47 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65M | – | 0.84 |
| FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1 (FRANCE GOVT) | Long | Debt | FR | $86M | – | 1.11 |
| FRANCE (GOVT OF) BONDS 144A REGS 07/24 0.25 (FRANCE GOVT) | Long | Debt | FR | $64M | – | 0.83 |
| FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 (FRANCE GOVT) | Long | Debt | FR | $16M | – | 0.21 |
| FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1 (FRANCE GOVT) | Long | Debt | FR | $108K | – | 0.00 |
| FREDDIE MAC FHR 2264 PL (FREDDIE MAC 2264) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 4687 FG (FREDDIE MAC REMICS 4687) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.08 |
| GNMA II POOL 081401 G2 07/35 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 081557 G2 12/35 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $210M | – | 2.72 |
| GOLUB CAP PARTNERS STATIC 2024 04/33 1 (GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H01 FA (GOVERNMENT NATL MTGE ASSOC 2010-H01) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15) | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H22 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H22) | Long | ABS-mortgage backed security | US | $13M | – | 0.17 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GREAT HALL MORTGAGES PLC GHM 2007 1 A2A REGS (GREAT HALL MORTGAGES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $27K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2 (GREENPOINT MTGE FUNDING TR 2005-AR1) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| GRIFONAS FINANCE PLC GRIF 1 A REGS (GRIFONAS FINANCE NO.1 PLC GRIF-1) | Long | ABS-mortgage backed security | GB | $82K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GSAA HOME EQUITY TRUST GSAA 2006 7 AF4A (GSAA HOME EQUITY TRUST 2006-7) | Long | ABS-mortgage backed security | US | $600K | – | 0.01 |
| GSAMP TRUST GSAMP 2005 HE2 M2 (GSAMP TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GSAMP TRUST GSAMP 2007 FM1 A1 (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $863K | – | 0.01 |
| GSAMP TRUST GSAMP 2007 HE2 A2D (GSAMP TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2 (GSR MORTGAGE LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR4 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $901K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 2A (HARBORVIEW MORTGAGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 10 4A (HARBORVIEW MTGE LOAN TRUST 2004-10) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-10) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-16) | Long | ABS-mortgage backed security | US | $565K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-9) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A (HARBORVIEW MORTGAGE LOAN TR 2007-5) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| HARVEST CLO HARVT 16A ARR 144A (HARVEST CLO XVI DAC 16A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.02 |
| HARVEST CLO HARVT 18A A1 144A (HARVEST CLO XVIII DAC 8A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.01 |
| HARVEST CLO HARVT 20A AR 144A (HARVEST CLO XX DAC 20A) | Long | ABS-collateralized bond/debt obligation | IE | $13M | – | 0.17 |
| HARVEST CLO HARVT 21A A1R 144A (HARVEST CLO XXI DAC 21A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.03 |
| HENLEY FUNDING LTD. HNLY 6A A 144A (HENLEY CLO VI DAC 6A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.04 |
| HOME EQUITY ASSET TRUST HEAT 2005 8 M2 (HOME EQUITY PASS-THRU CERTS 2005-8) | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| HOME EQUITY ASSET TRUST HEAT 2005 9 M1 (HOME EQUITY ASSET TRUST 2005-9) | Long | ABS-mortgage backed security | US | $622K | – | 0.01 |
| HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2 (HOMEBANC MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A4 (HSI ASSET SEC CORP TRUST 2006-OPT3) | Long | ABS-mortgage backed security | US | $932K | – | 0.01 |
| ICG US CLO LTD ICG 2018 1A A1 144A (ICG US CLO 2018-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $476K | – | 0.01 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 2A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR1) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3 (INDYMAC INDA MTGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1 (INDYMAC INDB MTGE LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1 (INDYMAC INDB MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR11) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR6 5A1 (INDYMAC INDX MTGE LOAN TR 2004-AR6) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A4 (INDYMAC INDX MTGE LOAN TRUST 2005-AR11) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A6 (INDYMAC INDX MTGE LOAN TRUST 2005-AR11) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A (INDYMAC INDX MORTGAGE LOAN TR 2005-AR14) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR19 A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR19) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 4A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR31) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR15) | Long | ABS-mortgage backed security | US | $463K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR6) | Long | ABS-mortgage backed security | US | $648K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 3A3 (INDYMAC INDX MTGE LOAN TRUST 2006-AR9) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| INF SWAP EM NI 1.38 03/15/21-10Y LCH | Derivative-interest rate | $-22M | – | -0.29 | ||
| INF SWAP EM NI 2.356 11/15/23-10Y LCH | Derivative-interest rate | $521K | – | 0.01 | ||
| INF SWAP EM NI 2.359 08/15/22-8Y LCH | Derivative-interest rate | $425K | – | 0.01 | ||
| INF SWAP EM NI 2.3625 11/15/23-10Y LCH | Derivative-interest rate | $300K | – | 0.00 | ||
| INF SWAP EM NI 2.39 11/15/23-10Y LCH | Derivative-interest rate | $361K | – | 0.00 | ||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH | Derivative-interest rate | $-343K | – | -0.00 | ||
| INF SWAP EM NI 2.47 07/15/22-10Y LCH | Derivative-interest rate | $305K | – | 0.00 | ||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| INF SWAP EM NI 2.5025 03/15/23-5Y LCH | Derivative-interest rate | $-366K | – | -0.00 | ||
| INF SWAP EM NI 2.5475 11/15/23-30Y LCH | Derivative-interest rate | $-161K | – | -0.00 | ||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH | Derivative-interest rate | $-47K | – | -0.00 | ||
| INF SWAP EM NI 2.57 06/15/22-10Y LCH | Derivative-interest rate | $139K | – | 0.00 | ||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH | Derivative-interest rate | $-245K | – | -0.00 | ||
| INF SWAP EM NI 2.59 03/15/22-30Y LCH | Derivative-interest rate | $-313K | – | -0.00 | ||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH | Derivative-interest rate | $387K | – | 0.01 | ||
| INF SWAP EM NI 2.6 05/15/22-10Y LCH | Derivative-interest rate | $758K | – | 0.01 | ||
| INF SWAP EM NI 2.62 11/15/23-30Y LCH | Derivative-interest rate | $-277K | – | -0.00 | ||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH | Derivative-interest rate | $372K | – | 0.00 | ||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH | Derivative-interest rate | $781K | – | 0.01 | ||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH | Derivative-interest rate | $-240K | – | -0.00 | ||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH | Derivative-interest rate | $724K | – | 0.01 | ||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH | Derivative-interest rate | $2M | – | 0.02 | ||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH | Derivative-interest rate | $227K | – | 0.00 | ||
| INF SWAP EM NI 3.52 09/15/22-2Y LCH | Derivative-interest rate | $-151K | – | -0.00 | ||
| INF SWAP EM NI 3.72 09/15/22-2Y LCH | Derivative-interest rate | $-112K | – | -0.00 | ||
| INF SWAP FR NI 1.41 11/15/19-20Y LCH | Derivative-interest rate | FR | $-1M | – | -0.01 | |
| INF SWAP FR NI 1.91 01/15/18-20Y LCH | Derivative-interest rate | FR | $-22K | – | -0.00 | |
| INF SWAP US IT 1.76 11/04/19-10Y LCH | Derivative-interest rate | US | $-13M | – | -0.17 | |
| INF SWAP US IT 1.8825 11/20/19-10Y LCH | Derivative-interest rate | US | $-4M | – | -0.05 | |
| INF SWAP US IT 1.9975 07/25/19-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.02 | |
| INF SWAP US IT 2.165 04/16/19-10Y LCH | Derivative-interest rate | US | $-4M | – | -0.05 | |
| INF SWAP US IT 2.31125 02/24/21-10Y LCH | Derivative-interest rate | US | $4M | – | 0.05 | |
| INF SWAP US IT 2.31375 02/26/21-5Y LCH | Derivative-interest rate | US | $8M | – | 0.10 | |
| INF SWAP US IT 2.37 06/06/18-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.03 | |
| INF SWAP US IT 2.379 07/09/18-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.02 | |
| INF SWAP US IT 2.41875 03/05/21-5Y LCH | Derivative-interest rate | US | $9M | – | 0.11 | |
| INF SWAP US IT 2.42 08/24/23-1Y LCH | Derivative-interest rate | US | $-430K | – | -0.01 | |
| INF SWAP US IT 2.50 09/07/23-1Y LCH | Derivative-interest rate | US | $-310K | – | -0.00 | |
| INF SWAP US IT 2.51 09/08/23-1Y LCH | Derivative-interest rate | US | $-14K | – | -0.00 | |
| INF SWAP US IT 2.56 09/12/23-1Y LCH | Derivative-interest rate | US | $-157K | – | -0.00 | |
| INF SWAP US IT 2.565 09/12/23-1Y LCH | Derivative-interest rate | US | $-100K | – | -0.00 | |
| INF SWAP US IT 2.573 08/26/21-7Y LCH | Derivative-interest rate | US | $675K | – | 0.01 | |
| INF SWAP US IT 2.645 09/10/21-7Y LCH | Derivative-interest rate | US | $834K | – | 0.01 | |
| INF SWAP US IT 2.69 06/01/21-5Y LCH | Derivative-interest rate | US | $2M | – | 0.02 | |
| INF SWAP US IT 2.703 05/25/21-5Y LCH | Derivative-interest rate | US | $2M | – | 0.02 | |
| INF SWAP US IT 2.7675 05/13/21-5Y LCH | Derivative-interest rate | US | $4M | – | 0.05 | |
| INF SWAP US IT 2.813 05/14/21-5Y LCH | Derivative-interest rate | US | $2M | – | 0.02 | |
| INVESCO EURO CLO INVSC 1A A1R 144A (INVESCO EURO CLO I DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.01 |
| INVESCO EURO CLO INVSC 3A A 144A (INVESCO EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $643K | – | 0.01 |
| IRS EUR 0.19000 11/04/22-30Y LCH | Derivative-interest rate | $16M | – | 0.20 | ||
| IRS EUR 0.19500 11/04/22-30Y LCH | Derivative-interest rate | $17M | – | 0.22 | ||
| IRS EUR 0.19700 11/08/22-30Y LCH | Derivative-interest rate | $27M | – | 0.35 | ||
| IRS EUR 0.55000 08/10/22-2Y LCH | Derivative-interest rate | $-352K | – | -0.00 | ||
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-45K | – | -0.00 | ||
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-3M | – | -0.03 | ||
| IRS EUR 0.70000 04/11/22-5Y LCH | Derivative-interest rate | $-1M | – | -0.02 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-2M | – | -0.03 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-1M | – | -0.01 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $230K | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-4M | – | -0.05 | ||
| IRS EUR 2.87880 06/12/23-9Y* LCH | Derivative-interest rate | $170K | – | 0.00 | ||
| IRS EUR 2.91510 06/12/23-9Y* LCH | Derivative-interest rate | $2M | – | 0.03 | ||
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A1 1A1 (JP MORGAN ALTERNATIVE LN TRUST 2006-A1) | Long | ABS-mortgage backed security | US | $709K | – | 0.01 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 1A4 (JP MORGAN ALTERNATIVE LN TRUST 2006-A7) | Long | ABS-mortgage backed security | US | $9M | – | 0.12 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 1A1 144A (JP MORGAN ALTERNATIVE LN TRUST 2008-R4) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | Long | Debt | JP | $63M | – | 0.82 |
| JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | Long | Debt | JP | $102M | – | 1.33 |
| 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 | $2M | – | 0.02 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5 (JP MORGAN MTGE ACQUIS CORP 2006-CH2) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 7CB1 (JP MORGAN MORTGAGE TRUST-2005-A2) | Long | ABS-mortgage backed security | US | $806.99 | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A5 3A3 (JP MORGAN MTGE TRUST 2005-A5) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 2A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1 (JP MORGAN MORTGAGE TRUST 2005-A8) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 3A1 (JP MORGAN MTGE TRUST 2005-ALT1) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2 (JP MORGAN MORTGAGE TRUST 2006-A4) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 1A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A2 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| JUBILEE CDO BV JUBIL 2016 17A A1RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.09 |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.02 |
| JYSKE REALKREDIT A/S COVERED 10/43 0.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $40K | – | 0.00 |
| JYSKE REALKREDIT A/S COVERED 10/47 2.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $929.55 | – | 0.00 |
| JYSKE REALKREDIT A/S COVERED 10/53 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.25 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $11M | – | 0.14 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.28 | – | – |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $2M | – | 0.02 |
| KKR FINANCIAL CLO LTD KKR 11 AR 144A (KKR CLO 11 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| LAURELIN BV LAUR 2016 1A ARR 144A (LAURELIN 2016-1 DAC 16-1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.04 |
| LCM LTD PARTNERSHIP LCM 15A AR2 144A (LCM XV LP 15A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| LCM LTD PARTNERSHIP LCM 25A AR 144A (LCM XXV LTD 25A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2 (LEHMAN ABS MANUFACTURED HOUSING 2001-B) | Long | ABS-other | US | $3M | – | 0.04 |
| LEHMAN XS TRUST LXS 2006 18N A3 (LEHMAN XS TRUST 2006-18N) | Long | ABS-mortgage backed security | US | $725K | – | 0.01 |
| LEHMAN XS TRUST LXS 2006 7 1A1A (LEHMAN XS TRUST 2006-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| LEHMAN XS TRUST LXS 2006 8 3A4 (LEHMAN XS TRUST 2006-8) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| LEHMAN XS TRUST LXS 2007 15N 2A1 (LEHMAN XS TRUST 2007-15N) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| LEHMAN XS TRUST LXS 2007 20N A1 (LEHMAN XS TRUST SERIES 2007-20N) | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | Long | Debt | GB | $740K | – | 0.01 |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.15 |
| LUMINENT MORTGAGE TRUST LUM 2006 7 1A1 (LUMINENT MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| M360 LTD. M360 2021 CRE3 A 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| MADISON PARK EURO FUNDING CADOG 8A ARR 144A (MADISON PARK EURO FUNDING VIII DAC) | Long | ABS-collateralized bond/debt obligation | IE | $13M | – | 0.16 |
| MADISON PARK EURO FUNDING CADOG 9A AR 144A (MADISON PARK EURO FUNDING IX DAC 9A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.02 |
| MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A (MADISON PARK FUNDING XXIX LTD 2018-29A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| MADISON PARK FUNDING LTD MDPK 2018 30A A 144A (MADISON PARK FUNDING XXX LTD 2018-30A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| MAN GLG EURO CLO GLGE 4A A1 144A (MAN GLG EURO CLO IV DAC 4A) | Long | ABS-collateralized bond/debt obligation | IE | $456K | – | 0.01 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.11 |
| MARATHON CLO LTD MCLO 2019 1A AAR2 (MARATHON CLO XIII LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| MARBLE POINT CLO X LTD MP10 2017 1A AR 144A (MARBLE POINT CLO X LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 2A1 (MASTER ADJUSTABLE RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 3A1 (MASTER ADJUSTABLE RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1) | Long | ABS-mortgage backed security | US | $563K | – | 0.01 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 (MASTR ALT LN TR 2006-2) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2 (MELLON RES FUND CORP 1999-TBC3) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC2) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC3) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1 (MELLON RESIDENTIAL FUNDING CO 2001-TBC1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A (MELLON RESIDENTIAL FUND CORP 2002-TBC1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A (MELLON RESIDENTIAL FUND CORP 2002-TBC2) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 1A1 (MERRILL LYNCH MORTGAGE INVESTORS 2003-A2) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A1 2A2 (MERRILL LYNCH MTGE INVESTORS 2004-A1) | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A1 (MERRILL LYNCH MORTGAGE INVS 2005-A2) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-A7) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A2B (MERRILL LYNCH MORTGAGE INVS 2006-HE6) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A (MERRILL LYNCH MORTGAGE INVESTO-2006-RM4) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A (MERRILL LYNCH MORTGAGE INV 2007-HE2) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A (MF1 2021-FL6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.18 |
| MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $69K | – | 0.00 |
| MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A (MIDOCEAN CREDIT CLO VIII 2018-8A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 1 2A2 (MLCC MORTGAGE INVESTORS INC 2004-1) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 E A2A (MLCC MORTGAGE INVESTORS INC 2004-E) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 A A2 (MLCC MORTGAGE INVESTORS INC 2005-A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A (MLCC MORTGAGE INVESTORS INC 2006-2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2007 2 2A1 (MLCC MORTGAGE INVESTORS INC 2007-2) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M6 (MORGAN STANLEY ABS CAPITAL I 2005-WMC5) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $657K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2D (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1 (MORGAN STANLEY DEAN WITT CAP I 2003-NC2) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A1 (MORGAN STANLEY MTGE LN TR 2007-10XS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A6S (MORGAN STANLEY MTGE LN TR 2007-6XS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 8XS A1 (MORGAN STANLEY MTGE LN TR 2007-8XS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A (MOUNTAIN VIEW CLO XVI LTD 2022-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| NEUBERGER BERMAN CLO LTD NEUB 2013 14A AR2 144A (NEUBERGER BERMAN CLO XIV LTD 2013-14A) | Long | ABS-collateralized bond/debt obligation | KY | $578K | – | 0.01 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M1 (NEW CENTURY HOME EQUITY LOAN TR 2004-4) | Long | ABS-mortgage backed security | US | $627K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $14M | – | 0.18 |
| NEW YORK MORTGAGE TRUST NYMT 2006 1 2A3 (NEW YORK MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 4A (NOMURA ASSET ACCEPTANCE CORP 2006-AR1) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A4 (NOMURA ASSET ACCEPTANCE CORP 2007-1) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6 (NOMURA ASSET ACCEPTANCE CORP 2007-1) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M2 (NOMURA HOME EQUITY LOAN INC 2006-WF1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NORDEA KREDIT REALKREDIT COVERED 10/43 0.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.28 | – | – |
| NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $438.18 | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $1K | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $1M | – | 0.01 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $940K | – | 0.01 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.19 | – | – |
| NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $1M | – | 0.01 |
| NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.2 | – | – |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5 (NOVASTAR HOME EQUITY LOAN 2005-1) | Long | ABS-mortgage backed security | US | $392K | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M2 (NOVASTAR HOME EQUITY LOAN 2005-3) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C (NOVASTAR HOME EQUITY LOAN 2006-5) | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.16 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $3K | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.26 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $5M | – | 0.07 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.18 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $3K | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.26 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $243K | – | 0.00 |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A (OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.13 |
| OAKTREE CLO LTD OAKCL 2019 1A A1R 144A (OAKTREE CLO 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| OCP EURO CLO OCPE 2017 2A A 144A (OCP EURO CLO DAC 2017-2A) | Long | ABS-collateralized bond/debt obligation | IE | $467K | – | 0.01 |
| OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A (OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| OCTAGON LOAN FUNDING LTD OCTLF 2014 1A ARR 144A (OCTAGON LOAN FUNDING LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| OSD CLO LTD OSD 2021 23A A 144A (OSD CLO 2021-23A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| OZLM LTD OZLM 2014 8A A1R3 144A (OZLM VIII LTD 2014-8A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| OZLM LTD OZLM 2015 11A A1R 144A (OZLM XI LTD 2015-11A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| OZLM LTD OZLM 2019 24A A1AR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 2A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 22-2A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.07 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.07 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 2A A1 144A (PALMER SQUARE LOAN FUNDING 2021-2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $109K | – | 0.00 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A (PALMER SQUARE LOAN FUNDING 2021-3) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.09 |
| PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3 (PARK PLACE SECURITIES INC 2004-WCW2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 (PARK PLACE SECURITIES INC 2004-WHQ2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M4 (PARK PLACE SEC INC 2005-WHQ2) | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M2 (PARK PLACE SEC INC 2005-WHQ4) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $240M | – | 3.12 |
| RAD CLO LTD RAD 2019 4A AR 144A (RAD CLO LTD 2019 4A) | Long | ABS-collateralized bond/debt obligation | KY | $802K | – | 0.01 |
| RAD CLO LTD RAD 2019 5A AR 144A (RAD CLO LTD 2019-5A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| REALKREDIT DANMARK COVERED REGS 04/47 2.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $1K | – | 0.00 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.24 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $288.76 | – | 0.00 |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.25 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $2M | – | 0.03 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.23 | – | – |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $13M | – | 0.16 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 (RALI SERIES 2005-QO1 TRUST) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO2) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO4 2A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO4) | Long | ABS-mortgage backed security | US | $433K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO6) | Long | ABS-mortgage backed security | US | $563K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A (RESIDENTIAL ACCREDIT LOANS 2007-QH8) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 (RESIDENTIAL ASSET SEC CORP 2006-EMX7) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2003 A5 A2 (RESIDENTIAL ASSET SEC TRUST 2003-A5) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 (RESIDENTIAL ASSET SEC TRUST 2005-A5) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 (RESIDENTIAL ASSET SEC TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1 (RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| RFR EUR ESTRON/3.47500 02/26/24-1Y LCH | Derivative-interest rate | $3M | – | 0.04 | ||
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH | Derivative-interest rate | JP | $87K | – | 0.00 | |
| RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH | Derivative-interest rate | JP | $160K | – | 0.00 | |
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH | Derivative-interest rate | JP | $1M | – | 0.02 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $-97K | – | -0.00 | |
| RFR USD SOFR/2.86500 02/13/24-30Y LCH | Derivative-interest rate | US | $24M | – | 0.31 | |
| RFR USD SOFR/3.08500 02/13/24-10Y LCH | Derivative-interest rate | US | $-23M | – | -0.29 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $2M | – | 0.03 | |
| RFR USD SOFR/3.75724 06/03/24-9Y* LCH | Derivative-interest rate | US | $1M | – | 0.01 | |
| RFR USD SOFR/4.75000 01/18/24-2Y LCH | Derivative-interest rate | US | $112K | – | 0.00 | |
| RFR USD SOFR/4.75750 01/18/24-2Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/4.76000 01/18/24-2Y LCH | Derivative-interest rate | US | $157K | – | 0.00 | |
| RFR USD SOFR/4.86800 12/22/23-2Y LCH | Derivative-interest rate | US | $388K | – | 0.01 | |
| RFR USD SOFR/4.87000 12/22/23-2Y LCH | Derivative-interest rate | US | $152K | – | 0.00 | |
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH | Derivative-interest rate | US | $10M | – | 0.13 | |
| RFRF USD SOFR/2.28500 11/15/23-30Y LCH | Derivative-interest rate | US | $13M | – | 0.17 | |
| RFRF USD SOFR/2.30000 11/15/23-5Y LCH | Derivative-interest rate | US | $-29M | – | -0.37 | |
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH | Derivative-interest rate | US | $-3M | – | -0.04 | |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A (ROCKFORD TOWER EUROPE CLO 2018-1A DAC) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.02 |
| ROMARK CLO LTD RMRK 2017 1A A1R 144A (ROMARK CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2003 1 A1 144A (SALOMON BROTHERS MTGE SEC VII 2003-1) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| SARANAC CLO LTD SRANC 2014 2A A1AR 144A (SARANAC CLO II LTD 2014-2A) | Long | ABS-collateralized bond/debt obligation | JE | $259K | – | 0.00 |
| SARANAC CLO LTD SRANC 2018 6A A1R 144A (SARANAC CLO LTD 2018-6A) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.01 |
| SAXON ASSET SECURITIES TRUST SAST 2005 1 M2 (SAXON ASSET SECURITIES TRUST 2005-1) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2005 4 M3 (SAXON ASSET SECURITIES TRUST 2005-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C (SECURITIZED ASSET BACKED REC 2006-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A (SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.05 |
| SEQUOIA MORTGAGE TRUST SEMT 10 1A (SEQUOIA MORTGAGE TRUST 10) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 10 2A1 (SEQUOIA MORTGAGE TRUST 10) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 11 A (SEQUOIA MORTGAGE TRUST 11) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 3 A (SEQUOIA MORTGAGE TRUST 2004-3) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1 (SEQUOIA MORTGAGE TRUST 2007-3) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 5 A (SEQUOIA MORTGAGE TRUST 5) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| SHORT EURO-BTP FU SEP24 XEUR 20240906 | Derivative-interest rate | DE | $19K | – | 0.00 | |
| SLM STUDENT LOAN TRUST SLMA 2008 7 A4 (SLM STUDENT LOAN TRUST 2008-7) | Long | ABS-other | US | $4M | – | 0.05 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-7K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-7K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-10K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-27K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-764.77 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-25K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $708K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $351K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $101K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $71K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $6K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $333K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $129K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $299K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-54K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-589.56 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-17K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-23K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-30K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-142K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $36K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $23.24 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $192K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $164K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $101K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $32K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $158K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $106K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $33K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $59.82 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $150K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $118K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $301.49 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-6.64 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-9K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-20K | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $10M | – | 0.12 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $18K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-1M | – | -0.01 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $55K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240708 | Derivative-foreign exchange | ID | $145.84 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-150.75 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $40K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $3M | – | 0.04 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $95K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $41K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $723K | – | 0.01 | |
| 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 | $9.3 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $10.71 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $69K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $67K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $33K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $29K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $22K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $14K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $9K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-4K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $216.78 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-19K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-29K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-9K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-12K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-63K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $4K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $464.11 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $84.25 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $25K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $16K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $8K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240711 | Derivative-foreign exchange | PE | $81K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $266.58 | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-868.82 | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $2K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $96K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $9K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $8K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $739.04 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-236.98 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-14K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $84.42 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $49K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $46K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $38K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $36K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $36K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $34K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $30K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $25K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $22K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $17K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $17K | – | 0.00 | |
| SOUND POINT CLO LTD SNDPT 2013 3RA A 144A (SOUNDS POINT CLO IV-R LTD 2013-3RA) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A (SOUND POINT CLO IX LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.09 |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| ST PAULS CLO SPAUL 4A ARR1 144A (ST PAULS CLO 4A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.05 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $984K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $759.38 | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-4) | Long | ABS-mortgage backed security | US | $362.68 | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-18) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1 (STRUCTURED ARM LOAN TRUST 2005-19XS) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 3A1 (STRUCTURED ADJ RATE MTGE LOAN 2005-21) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2 (STRUCTURED ADJ RATE MTGE LOAN 2006-8) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 9 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-9) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 (STRUCTURED ASSET INVESTMENT LN TR 2004-2) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR1) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR5 1A1 (STRUCTURED ASSET MTG INV INC 2004-AR5) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A1 (STRUCTURED ASSET MORTGAGE INV 2005-AR4) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR1 3A1 (STRUCTURED ASSET MTG INV INC 2006-AR1) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $848K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR2) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 40A 1A (STRUCTURED ASSET SEC CORP 2003-40A) | Long | ABS-mortgage backed security | US | $832.37 | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A (STRUCTURED ASSET SEC CORP 2005-7XS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A (STRUCTURED ASSET SEC CORP 2006-GEL4) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 OPT1 M1 (STRUCTURED ASSET SECUR CORP 2006-OPT1) | Long | ABS-mortgage backed security | US | $16M | – | 0.21 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 4 A6 (TBW MTGE BACKED PASS THRU CERT 2006-4) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| TORO EUROPEAN CLO TCLO 5A A 144A (TORO EUROPEAN CLO 5 DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.02 |
| TORO EUROPEAN CLO TCLO 5A ANV 144A (TORO EUROPEAN CLO 5 DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.03 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.12 |
| TRALEE CDO LTD TRAL 2021 7A A1 144A (TRALEE CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.03 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.02 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $921K | – | 0.01 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.03 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.03 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.02 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $130K | – | 0.00 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $81K | – | 0.00 |
| TRS R 5.43/9128283R9 BPS | Derivative-credit | US | $874K | – | 0.01 | |
| TRS R 5.43/91282CDC2 BPS | Derivative-credit | US | $414K | – | 0.01 | |
| TRS R 5.43/91282CFR7 BPS | Derivative-credit | US | $1M | – | 0.01 | |
| TRS R 5.46/912828N71 GLM | Derivative-credit | US | $80K | – | 0.00 | |
| TRS R 5.49/9128282L3 MYC | Derivative-credit | US | $543K | – | 0.01 | |
| TRS R 5.49/912828N71 MYC | Derivative-credit | US | $166K | – | 0.00 | |
| TRS R 5.49/912828S50 MYC | Derivative-credit | US | $275K | – | 0.00 | |
| TRS R 5.49/912828V49 MYC | Derivative-credit | US | $338K | – | 0.00 | |
| TRS R 5.49/912828Y38 MYC | Derivative-credit | US | $497K | – | 0.01 | |
| TRS R 5.49/91282CCM1 MYC | Derivative-credit | US | $-956K | – | -0.01 | |
| TRS R 5.49/91282CDC2 MYC | Derivative-credit | US | $367K | – | 0.00 | |
| TRS R 5.53/912828N71 MYC | Derivative-credit | US | $123K | – | 0.00 | |
| TRS R 5.53/91282CCM1 MYC | Derivative-credit | US | $-98K | – | -0.00 | |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $33M | – | 0.43 |
| TSY INFL IX N/B 01/26 2 (UNITED STATES GOVT) | Long | Debt | US | $160M | – | 2.08 |
| TSY INFL IX N/B 01/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $68M | – | 0.89 |
| TSY INFL IX N/B 01/27 2.375 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.03 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $172M | – | 2.23 |
| TSY INFL IX N/B 01/28 1.75 (UNITED STATES GOVT) | Long | Debt | US | $281M | – | 3.65 |
| TSY INFL IX N/B 01/29 0.875 (UNITED STATES GOVT) | Long | Debt | US | $75M | – | 0.97 |
| TSY INFL IX N/B 01/29 2.5 (UNITED STATES GOVT) | Long | Debt | US | $104M | – | 1.34 |
| TSY INFL IX N/B 01/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $308M | – | 4.00 |
| TSY INFL IX N/B 01/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $283M | – | 3.67 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $214M | – | 2.77 |
| TSY INFL IX N/B 02/40 2.125 (UNITED STATES GOVT) | Long | Debt | US | $83M | – | 1.08 |
| TSY INFL IX N/B 02/41 2.125 (UNITED STATES GOVT) | Long | Debt | US | $65M | – | 0.85 |
| TSY INFL IX N/B 02/42 0.75 (UNITED STATES GOVT) | Long | Debt | US | $145M | – | 1.89 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $58M | – | 0.75 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $225M | – | 2.92 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $121M | – | 1.57 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $162M | – | 2.10 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $137M | – | 1.78 |
| TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT) | Long | Debt | US | $49M | – | 0.64 |
| TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT) | Long | Debt | US | $33M | – | 0.43 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $61M | – | 0.80 |
| TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT) | Long | Debt | US | $61M | – | 0.79 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $31M | – | 0.41 |
| TSY INFL IX N/B 02/53 1.5 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.12 |
| TSY INFL IX N/B 02/54 2.125 (UNITED STATES GOVT) | Long | Debt | US | $41M | – | 0.53 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $118M | – | 1.53 |
| TSY INFL IX N/B 04/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $91M | – | 1.18 |
| TSY INFL IX N/B 04/27 0.125 (UNITED STATES GOVT) | Long | Debt | US | $62M | – | 0.80 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $86M | – | 1.12 |
| TSY INFL IX N/B 04/28 3.625 (UNITED STATES GOVT) | Long | Debt | US | $304M | – | 3.94 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $47M | – | 0.61 |
| TSY INFL IX N/B 04/29 3.875 (UNITED STATES GOVT) | Long | Debt | US | $295M | – | 3.82 |
| TSY INFL IX N/B 04/32 3.375 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 0.20 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $32M | – | 0.41 |
| TSY INFL IX N/B 07/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $130M | – | 1.68 |
| TSY INFL IX N/B 07/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $51M | – | 0.66 |
| TSY INFL IX N/B 07/28 0.75 (UNITED STATES GOVT) | Long | Debt | US | $27K | – | 0.00 |
| TSY INFL IX N/B 07/29 0.25 (UNITED STATES GOVT) | Long | Debt | US | $302M | – | 3.92 |
| TSY INFL IX N/B 07/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $324M | – | 4.20 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $385M | – | 5.00 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $330M | – | 4.28 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $150M | – | 1.94 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $71M | – | 0.92 |
| TSY INFL IX N/B 10/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $52M | – | 0.68 |
| TSY INFL IX N/B 10/27 1.625 (UNITED STATES GOVT) | Long | Debt | US | $70M | – | 0.91 |
| TSY INFL IX N/B 10/28 2.375 (UNITED STATES GOVT) | Long | Debt | US | $235M | – | 3.05 |
| UBS GROUP AG SR UNSECURED REGS 01/26 VAR | Long | Debt | CH | $1M | – | 0.02 |
| UBS GROUP AG SR UNSECURED REGS 01/28 VAR | Long | Debt | CH | $595K | – | 0.01 |
| UBS GROUP AG SR UNSECURED REGS 03/29 VAR | Long | Debt | CH | $1M | – | 0.02 |
| UBS GROUP AG SR UNSECURED REGS 04/32 VAR | Long | Debt | CH | $100K | – | 0.00 |
| UBS GROUP AG SR UNSECURED REGS 06/27 VAR | Long | Debt | CH | $507K | – | 0.01 |
| UBS GROUP AG SR UNSECURED REGS 09/27 VAR | Long | Debt | CH | $390K | – | 0.01 |
| UBS GROUP AG SR UNSECURED REGS 11/29 VAR | Long | Debt | CH | $111K | – | 0.00 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-1M | – | -0.02 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $5M | – | 0.06 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-2M | – | -0.03 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-6M | – | -0.07 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-4M | – | -0.05 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $1M | – | 0.01 | |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $17K | – | 0.00 |
| VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $380K | – | 0.00 |
| VENTURE CDO LTD VENTR 2017 26A AR 144A (VENTURE XXVI CLO LTD 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| VENTURE CDO LTD VENTR 2017 29A AR 144A (VENTURE XXIX CLO LTD 2017-29A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| VENTURE CDO LTD VENTR 2018 33A A1LR 144A (VENTURE CLO LTD 2018-33A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.01 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| VMC FINANCE LLC VMC 2022 FL5 A 144A (VMC FINANCE 2022-FL5 LLC) | Long | ABS-collateralized bond/debt obligation | US | $460K | – | 0.01 |
| VMWARE LLC SR UNSECURED 08/27 3.9 | Long | Debt | US | $2M | – | 0.02 |
| VOYA CLO LTD INGIM 2013 1A A1AR 144A (VOYA CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| VOYA CLO LTD VOYA 2017 2A A1R 144A (VOYA CLO 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $583K | – | 0.01 |
| VOYA CLO LTD VOYA 2019 1A AR 144A (VOYA CLO LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| VOYA CLO LTD VOYA 2019 2A AR 144A (VOYA CLO 2019-2A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A (WASHINGTON MUTUAL 2002 AR2) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A (WASHINGTON MUTUAL 2002-AR6) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR5 A7 (WASHINGTON MUTUAL 2003-AR5) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A (WASHINGTON MUTUAL 2004-AR1) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A3 (WASHINGTON MUTUAL 2004-AR10) | Long | ABS-mortgage backed security | US | $402K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR12 A1 (WASHINGTON MUTUAL 2004-AR12) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A1 (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR10 1A4 (WASHINGTON MUTUAL 2005-AR10) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A2 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $701K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 2A1 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR16 1A1 (WASHINGTON MUTUAL 2005-AR16) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR3 A2 (WASHINGTON MUTUAL 2005-AR3) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A (WASHINGTON MUTUAL 2005-AR8) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $750K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $515K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A (WASHINGTON MUTUAL 2006-AR5) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 (WASHINGTON MUTUAL 2006-AR8) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $690K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1 (WAMU MTGE P/T CERTIFICATES 2007-HY4) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1 (WAMU MTGE P/T CERT 2007-HY5) | Long | ABS-mortgage backed security | US | $590K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA2 1A (WASHINGTON MUTUAL 2007-OA2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A (WASHINGTON MUTUAL 2007-OA4) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB (WMALT MTGE PASS-THRU CERT 2005-7) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A (WASHINGTON MUTUAL MTGE P/T 2006-AR3) | Long | ABS-mortgage backed security | US | $577K | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 4 1A3 (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| WELLFLEET CLO LTD WELF 2015 1A AR4 144A (WELLFLEET CLO LTD 2015-1) | Long | ABS-collateralized bond/debt obligation | KY | $60K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2019 XA A1R 144A (WELLFLEET CLO X LTD 2019-XA) | Long | ABS-collateralized bond/debt obligation | KY | $973K | – | 0.01 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9 (WELLS FARGO HOME EQUITY TRUST 2005-2) | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1 (WELLS FARGO MTGE BK SEC TR 2006-AR15) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4 (WELLS FARGO MTGE BK SEC TR 2006-AR4) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR7 A1 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2007-AR7) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| WIND RIVER CLO LTD WINDR 2014 1A ARR 144A (WIND RIVER CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.13 |
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.