PIMCOFUNDS > PIMCO Funds
PIMCO StocksPLUS Absolute Return Fund
$1.81B
Avg Monthly Net Assets
$2.91B
Total Assets
$965.81M
Total Liabilities
$1.94B
Net Assets
PIMCO StocksPLUS Absolute Return Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has five share classes
and monthly net assets of $1.81B.
On August 28th, 2024 it reported 1,040 holdings, the largest
being PIMCO FUNDS (6.0%), UMBS PASS THRU POOLS (4.9%) and (4.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000026638 | PTOAX | |
| Class C | C000026640 | PSOCX | |
| Class I-2 | C000064153 | PTOPX | |
| Class I-3 | C000200450 | PSPNX | |
| Institutional | C000026637 | PSPTX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113 | Derivative-interest rate | US | $151K | – | 0.01 | |
| 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017 | Derivative-interest rate | US | $69K | – | 0.00 | |
| 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717 | Derivative-interest rate | US | $57K | – | 0.00 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-73.8 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.13 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.1 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.1 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.21 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-30.7 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-865.93 | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-260.9 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-348.76 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-712.8 | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-557.24 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-510.71 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-639.47 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-488.1 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-666.12 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-475.14 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-998.07 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-98.59 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-352.58 | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-933.7 | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-372.43 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 3M CO COMMON STOCK USD.01 (3M COMPANY) | Long | Equity-common | US | $2M | 16K | 0.08 |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 2 M5 (AAMES MORTGAGE INVESTMENT TRUST 2005-2) | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| AAPL US TRS EQUITY FEDL01+75 BOA | Derivative-equity | US | $-3M | – | -0.18 | |
| ABX.HE.AAA.06-2 SP BOA | Derivative-credit | US | $-11K | – | -0.00 | |
| ACE SECURITIES CORP. ACE 2004 FM1 M1 (ACE SECURITIES CORP 2004-FM1) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| ACE SECURITIES CORP. ACE 2006 NC3 A1A (ACE SECURITIES CORP 2006-NC3) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| ACE SECURITIES CORP. ACE 2007 WM1 A2D (ACE SECURITIES CORP 2007-WM1) | Long | ABS-mortgage backed security | US | $978K | – | 0.05 |
| ACHV ABS TRUST ACHV 2023 4CP A 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $172K | – | 0.01 |
| ACHV ABS TRUST ACHV 2023 4CP B 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $1M | – | 0.06 |
| AEGIS ASSET BACKED SECURITIES AABST 2006 1 A3 (AEGIS ASSET BACKED SECURITIES TR 2006-1) | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $1M | – | 0.06 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $1M | – | 0.06 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $3M | – | 0.14 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $500K | – | 0.03 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $399K | – | 0.02 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $250K | – | 0.01 |
| ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A3 (ALLY AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $3M | – | 0.13 |
| AMAZON.COM INC COMMON STOCK USD.01 (AMAZONCOM INC) | Long | Equity-common | US | $3M | 16K | 0.16 |
| AMERICAN EXPRESS CO COMMON STOCK USD.2 (AMERICAN EXPRESS COMPANY) | Long | Equity-common | US | $4M | 16K | 0.19 |
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $8M | – | 0.41 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $6M | – | 0.32 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R2 M4 (AMERIQUEST MTAGE SEC INC 2004-R2) | Long | ABS-mortgage backed security | US | $734K | – | 0.04 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M5 (AMERIQUEST MTGE SECURITIES INC 2005-R4) | Long | ABS-mortgage backed security | US | $733K | – | 0.04 |
| AMGEN INC COMMON STOCK USD.0001 | Long | Equity-common | US | $5M | 16K | 0.25 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $2M | – | 0.12 |
| APPLE INC COMMON STOCK USD.00001 | Long | Equity-common | US | $45M | 214K | 2.32 |
| AREIT CRE TRUST AREIT 2021 CRE5 B 144A (AREIT TRUST 2021-CRE5) | Long | ABS-mortgage backed security | KY | $2M | – | 0.11 |
| ARES EURO CLO ARESE 12A AR 144A (ARES EUROPEAN CLO XII BV 12A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.31 |
| ARES EUROPEAN CLO ARESE 10A AR 144A (ARES EUROPEAN CLO X BV 10A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.33 |
| ARGENT SECURITIES INC. ARSI 2004 W9 M1 (ARGENT SECURITIES INC 2004-W9) | Long | ABS-mortgage backed security | US | $601K | – | 0.03 |
| ARGENT SECURITIES INC. ARSI 2005 W4 A2D (ARGENT SECURITIES INC 2005-W4) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| ARGENT SECURITIES INC. ARSI 2006 W4 A2D (ARGENT SECURITIES INC 2006-W4) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| ARGENT SECURITIES INC. ARSI 2006 W5 A2D (ARGENT SECURITIES TRUST 2006-W5) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A (ASCENT EDUCATION FUNDING TRUST 2024-A) | Long | ABS-other | US | $665K | – | 0.03 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1 (ASSET BACKED FUNDING CERT 2004-FF1) | Long | ABS-mortgage backed security | US | $391K | – | 0.02 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A1 (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 (ASSET BACKED SEC HOME EQTY LN 2004-HE3) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $28K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $10K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| AT+T INC (AT&T INC) | Long | Debt | US | $2M | – | 0.12 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $5M | – | 0.26 |
| AURIUM CLO ACLO 4A AR 144A (AURIUM CLO IV DAC #N/A FIELD NOT APPLICABLE-4A) | Long | ABS-collateralized bond/debt obligation | IE | $12M | – | 0.62 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A) | Long | ABS-other | US | $9M | – | 0.45 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC) | Long | ABS-other | US | $4M | – | 0.20 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $778K | – | 0.04 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $8M | – | 0.40 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $250K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 (BANC OF AMERICA FUNDING CORP 2005-D) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX B 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $8M | – | 0.39 |
| BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A (BANK OF AMERICA AUTO TRUST 2023-1A) | Long | ABS-other | US | $4M | – | 0.18 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $3M | – | 0.16 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $5M | – | 0.27 |
| BANK OF AMERICA CREDIT CARD TR BACCT 2023 A1 A1 (BANK OF AMERICA CREDIT CARD TRUST 2023-A1) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| BANK OF AMERICA CREDIT CARD TR BACCT 2023 A2 A2 (BANK OF AMERICA CREDIT CARD TRUST 2023-A2) | Long | ABS-mortgage backed security | US | $9M | – | 0.45 |
| BANK OF AMERICA NA SR UNSECURED 08/25 VAR | Long | Debt | US | $3M | – | 0.16 |
| BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $7M | – | 0.34 |
| BARCLAYS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $1M | – | 0.07 |
| BARCLAYS PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $1M | – | 0.07 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $3M | – | 0.13 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125 | Long | Debt | US | $202K | – | 0.01 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $615K | – | 0.03 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/53 6.875 | Long | Debt | US | $206K | – | 0.01 |
| BAYVIEW FINANCIAL ASSET TRUST BFAT 2007 SR1A A 144A (BAYVIEW FINANCIAL ASSET TR 2007-SR1A) | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $4.26 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $69.5 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 1A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $255.16 | – | 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 | $9K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 12A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $669K | – | 0.03 |
| BEAR STEARNS ALT A TRUST BALTA 2007 2 1A1 (BEAR STEARNS ALT-A TRUST 2007-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A4 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE4) | Long | ABS-mortgage backed security | US | $9M | – | 0.47 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A2R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.25 |
| BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A (BLACK DIAMOND CLO 2019-1 DAC 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.26 |
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A (BMW CANADA AUTO TRUST 2024-1A) | Long | ABS-other | CA | $2M | – | 0.08 |
| BMW VEHICLE OWNER TRUST BMWOT 2023 A A3 (BMW VEHICLE OWNER TRUST 2023-A) | Long | ABS-other | US | $3M | – | 0.13 |
| BNC MORTGAGE LOAN TRUST BNCMT 2006 1 A3 (BNC MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| BNPP AM EURO CLO BNPAM 2019 1A AR 144A (BNPP AM EURO CLO 2019 BV 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.41 |
| BOEING CO/THE COMMON STOCK USD5.0 | Long | Equity-common | US | $3M | 16K | 0.15 |
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A (BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1) | Long | ABS-other | US | $1M | – | 0.08 |
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A (BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1) | Long | ABS-other | US | $899K | – | 0.05 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $15K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-125.67 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-264.88 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-5K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-8K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-14K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-20K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-22K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-28K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-29K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-37K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-40K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-52K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-56K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-219K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-427K | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-40K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $19K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $8K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $7K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-663.31 | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240802 | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-14.31 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-22K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-14K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-18K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-36K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-40K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $9K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $4K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-48K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-63K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $519.44 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $486.99 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $1K | – | 0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-6K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-19K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $8K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $4K | – | 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 | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $555 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $259.35 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $233.35 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-3K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-10K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-394.97 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $31K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-238K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-530.63 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-63.61 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-25K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-29K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-8K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-13K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $8K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-6K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-6K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-6K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-11K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-11K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-12K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-13K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-14K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-18K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-26K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-32K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-42K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-44K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-92K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $105.55 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-7K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $35K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $132K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $29K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $588.78 | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $173.11 | – | 0.00 | |
| BPCE SA 144A 01/27 5.203 | Long | Debt | FR | $249K | – | 0.01 |
| BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A (BPCRE HOLDER LLC 2022-FL2) | Long | ABS-collateralized bond/debt obligation | BM | $3M | – | 0.13 |
| CAIRN CLO BV CRNCL 2018 10A AR 144A (CAIRN CLO X BV 18-10A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.13 |
| CALIFORNIA ST UNIV REVENUE CASHGR 11/30 FIXED 6.434 (CALIFORNIA STATE UNIVERSITY) | Long | Debt | US | $105K | – | 0.01 |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A (CARLYLE EURO CLO 2019-2 DAC 19-2A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.24 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.20 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $400K | – | 0.02 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $900K | – | 0.05 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $400K | – | 0.02 |
| CARRIER GLOBAL CORP SR UNSECURED 05/25 4.375 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $968K | – | 0.05 |
| CARVANA AUTO RECEIVABLES 07/28 5.81 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $2M | – | 0.08 |
| CARVANA AUTO RECEIVABLES 08/27 5.96 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $701K | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P2 A4 (CARVANA AUTO RECEIVABLES TRUST 2021-P2) | Long | ABS-other | US | $2M | – | 0.11 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P2 A4 (CARVANA AUTO RECEIVABLES TRUST 2022-P2) | Long | ABS-other | US | $5M | – | 0.24 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N3) | Long | ABS-other | US | $2M | – | 0.11 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $501K | – | 0.03 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2024-N1) | Long | ABS-other | US | $797K | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2024-P1) | Long | ABS-other | US | $3M | – | 0.13 |
| CATERPILLAR INC COMMON STOCK USD1.0 (CATERPILLAR INCORPORATED) | Long | Equity-common | US | $5M | 16K | 0.27 |
| CDX EM34 ICE | Derivative-credit | US | $-39K | – | -0.00 | |
| CDX EM35 ICE | Derivative-credit | US | $-166.33 | – | -0.00 | |
| CDX EM36 ICE | Derivative-credit | US | $-27K | – | -0.00 | |
| CDX EM38 ICE | Derivative-credit | US | $-11K | – | -0.00 | |
| CDX EM39 ICE | Derivative-credit | US | $-9K | – | -0.00 | |
| CDX EM40 ICE | Derivative-credit | US | $-59K | – | -0.00 | |
| CDX EM41 ICE | Derivative-credit | US | $-47K | – | -0.00 | |
| CDX HY40 5Y ICE | Derivative-credit | US | $6K | – | 0.00 | |
| CDX HY41 5Y ICE | Derivative-credit | US | $554K | – | 0.03 | |
| CDX HY42 5Y ICE | Derivative-credit | US | $1M | – | 0.05 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $45K | – | 0.00 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $426K | – | 0.02 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $8M | – | 0.42 | |
| CENTENE CORP SR UNSECURED 12/29 4.625 (CENTENE CORPORATION) | Long | Debt | US | $3M | – | 0.15 |
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A (CHASE AUTO OWNER TRUST 2024-1A) | Long | ABS-other | US | $5M | – | 0.28 |
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A (CHASE ISSUANCE TRUST 2024-A2) | Long | ABS-mortgage backed security | US | $9M | – | 0.45 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A (CHASE HOME LENDING MORTGAGE TRUST 2024-6) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| CHASEFLEX TRUST CFLX 2007 3 2A1 (CHASEFLEX TRUST 2007-3) | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $1M | – | 0.06 |
| CHEVRON CORP COMMON STOCK USD.75 (CHEVRON CORPORATION) | Long | Equity-common | US | $2M | 16K | 0.13 |
| CIM TRUST CIM 2023 R2 A1 144A (CIM TRUST 2023-R2) | Long | ABS-mortgage backed security | US | $9M | – | 0.46 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 | Long | Equity-common | US | $753K | 16K | 0.04 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $13M | – | 0.68 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B (CITIGROUP MTGE LOAN TR INC 2006-NC2) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $928K | – | 0.05 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3) | Long | ABS-mortgage backed security | US | $624K | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-mortgage backed security | US | $9M | – | 0.45 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $53M | – | 2.73 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $3M | – | 0.15 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.08 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $997K | – | 0.05 |
| CLARK CNTY NV ARPT REVENUE CLAAPT 07/45 FIXED 6.82 (COUNTY OF CLARK DEPARTMENT OF AVIATION) | Long | Debt | US | $113K | – | 0.01 |
| COCA COLA CO/THE COMMON STOCK USD.25 (COCA COLA COMPANY) | Long | Equity-common | US | $1M | 16K | 0.05 |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $7M | – | 0.36 |
| CONAGRA BRANDS INC | Long | Debt | US | $2M | – | 0.11 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $1M | – | 0.07 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $1M | – | 0.06 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $499K | – | 0.03 |
| CONSTELLATION ENERGY GENERATIO 07/24 ZCP (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $1M | – | 0.07 |
| CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.33 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J2 A1 (COUNTRYWIDE ALT LOAN TRUST 2003-J2) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 27CB A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-27CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 2A3 (COUNTRYWIDE ALTERNATIVE LOAN 2005-27) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 2A6 (COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY11) | Long | ABS-mortgage backed security | US | $859K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA2 A5 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA2) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 MV1 (COUNTRYWIDE ASSET-BACKED CERTS 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-12) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2006-12) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-23) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-24) | Long | ABS-mortgage backed security | US | $769K | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $473K | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-10) | Long | ABS-mortgage backed security | US | $910K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-7) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-9) | Long | ABS-mortgage backed security | US | $544K | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH1 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-QH1) | Long | ABS-mortgage backed security | US | $626K | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CPS AUTO TRUST CPS 2024 A A 144A (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $1M | – | 0.07 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 (CREDIT BASED ASSET SRVC & SEC 2006-CB3) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB6 A24 (CREDIT BASED ASSET SRVC & SEC 2006-CB6) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL6 A1 144A (CREDIT SUISSE MORTGAGE TRUST 2020-RPL6) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 JR2 A1 144A (CSMC 2021-JR2 TRUST) | Long | ABS-mortgage backed security | US | $501K | – | 0.03 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A (CSMC 2021-RPL7 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL9 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2021-RPL9) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.09 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $1M | – | 0.07 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $798K | – | 0.04 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $3M | – | 0.16 |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $336K | – | 0.02 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $204K | – | 0.01 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $108K | – | 0.01 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $468K | – | 0.02 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625 | Long | Debt | US | $877K | – | 0.05 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375 | Long | Debt | US | $828K | – | 0.04 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 (DEUTSCHE ALT-A SEC INC MTGE LO 2005-1) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| DEUTSCHE BANK AG REGS 09/26 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $1M | – | 0.07 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $440K | – | 0.02 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $6M | – | 0.32 |
| DJIA MINI E-CBOT SEP24 XCBT 20240920 | Derivative-equity | US | $-987K | – | -0.05 | |
| DLLAA LLC DLLAA 2023 1A A2 144A (DLLAA LLC 2023 1A) | Long | ABS-other | US | $742K | – | 0.04 |
| DOW INC COMMON STOCK USD.01 | Long | Equity-common | US | $840K | 16K | 0.04 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 (DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $6M | – | 0.29 |
| DRYDEN EURO CLO DRYD 2017 52A AR 144A (DRYDEN 52 EURO CLO 2017 17-52A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.20 |
| DT AUTO OWNER TRUST DTAOT 2023 3A A 144A (DT AUTO OWNER TRUST 2023-3A) | Long | ABS-other | US | $4M | – | 0.22 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A (ECMC GROUP STUDENT LOAN TRUST 2019-1A) | Long | ABS-other | US | $1M | – | 0.07 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-1) | Long | ABS-mortgage backed security | US | $780K | – | 0.04 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $597K | – | 0.03 |
| EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35 | Long | Debt | US | $1M | – | 0.06 |
| EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A (EURO-GALAXY III CLO BV 13-3A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.13 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-82K | – | -0.00 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-56K | – | -0.00 | |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 3A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $1M | – | 0.05 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.11 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $797K | – | 0.04 |
| EXPEDIA GROUP INC COMPANY GUAR 08/27 4.625 | Long | Debt | US | $295K | – | 0.02 |
| EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25 | Long | Debt | US | $176K | – | 0.01 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $1M | – | 0.06 |
| FANNIE MAE FNR 2003 25 KP (FANNIE MAE 2003-25) | Long | ABS-mortgage backed security | US | $721.61 | – | 0.00 |
| FANNIE MAE FNR 2005 75 AF (FANNIE MAE-2005-75) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FANNIE MAE FNR 2005 79 NF (FANNIE MAE 2005-79) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A1 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2007 63 FC (FANNIE MAE 2007-63) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE FNR 2007 65 KF (FANNIE MAE 2007-65) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE FNR 2007 96 AF (FANNIE MAE 2007-96) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FANNIE MAE FNR 2009 106 FA (FANNIE MAE 2009-106) | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| FANNIE MAE FNR 2012 71 LZ (FANNIE MAE REMICS 2012-71) | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF (FANNIEMAE WHOLE LOAN 2004-W2) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A1 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $500K | – | 0.03 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $701K | – | 0.04 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $502K | – | 0.03 |
| FED HM LN PC POOL 781296 FH 03/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL C91239 FG 03/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G05956 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G08789 FG 11/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $427K | – | 0.02 |
| FED HM LN PC POOL Q52981 FG 12/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $774K | – | 0.04 |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $346K | – | 0.02 |
| FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF11 2A3 (FIRST FRANKLIN MTG LOAN ABS 2006-FF11) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 (FIRST FRANKLIN MTG LOAN 2006-FF18) | Long | ABS-mortgage backed security | US | $664K | – | 0.03 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF7 2A4 (FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A (FHF ISSUER TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.17 |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A (FHF ISSUER TRUST 2024-2A) | Long | ABS-other | US | $1M | – | 0.05 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR3) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FIRST NLC TRUST FNLC 2005 4 M1 (FIRST NLC TRUST 2005-4) | Long | ABS-mortgage backed security | US | $12M | – | 0.63 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $515K | – | 0.03 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A (FLAGSHIP CREDIT AUTO TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.10 |
| FNMA POOL 190372 FN 08/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 357515 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 544860 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $417.69 | – | 0.00 |
| FNMA POOL 544861 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $433.18 | – | 0.00 |
| FNMA POOL 545204 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142.15 | – | 0.00 |
| FNMA POOL 701305 FN 06/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA POOL 724254 FN 08/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 745308 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 813035 FN 04/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 826481 FN 07/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 888029 FN 12/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 894117 FN 10/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 898564 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $420.18 | – | 0.00 |
| FNMA POOL 976968 FN 02/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL BJ0163 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| FNMA POOL BJ2692 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| FNMA POOL BM5807 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNMA POOL MA3238 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $472K | – | 0.02 |
| FNMA POOL MA3276 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $362K | – | 0.02 |
| FNMA POOL MA3305 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.41 |
| FNMA POOL MA3356 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| FNMA POOL MA3383 FN 06/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $352K | – | 0.02 |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| FNMA POOL MA3442 FN 08/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59M | – | 3.03 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73M | – | 3.74 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75M | – | 3.86 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94M | – | 4.86 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71M | – | 3.64 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $181K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $203K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $600K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $698K | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $397K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $204K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $188K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $475K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $678K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $208K | – | 0.01 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $3M | – | 0.16 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.09 |
| FREDDIE MAC FHR 3355 BF (FREDDIE MAC 3355) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FREDDIE MAC FHR 3360 FC (FREDDIE MAC 3360) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FREDDIE MAC FHR 3368 AF (FREDDIE MAC 3368) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FREDDIE MAC FHR 3376 FD (FREDDIE MAC REMICS 3376) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC FHR 3898 AF (FREDDIE MAC 3898) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A1 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $945K | – | 0.05 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.20 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2005 2 A2D (GE-WMC MORTGAGE SECURITIES LLC 2005-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $41K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $6K | – | 0.00 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $550K | – | 0.03 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $331K | – | 0.02 | |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $299K | – | 0.02 |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $250K | – | 0.01 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-3A) | Long | ABS-other | US | $2M | – | 0.11 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $470K | – | 0.02 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $2M | – | 0.10 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $3M | – | 0.13 |
| GNMA II POOL 080054 G2 03/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135.4 | – | 0.00 |
| GNMA II POOL MA2391 G2 11/44 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $439K | – | 0.02 |
| GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| GNMA POOL 527150 GN 02/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110.19 | – | 0.00 |
| GNMA POOL 651787 GN 04/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 677219 GN 08/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| GNMA POOL 685882 GN 05/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 692340 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GNMA POOL 692374 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL 706707 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 717943 GN 09/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL 782528 GN 01/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA POOL 782562 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $712K | – | 0.04 |
| GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 | Long | Equity-common | US | $7M | 16K | 0.37 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $4M | – | 0.20 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $6M | – | 0.31 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $1M | – | 0.06 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/25 VAR | Long | Debt | US | $2M | – | 0.11 |
| GRIFONAS FINANCE PLC GRIF 1 A REGS (GRIFONAS FINANCE NO.1 PLC GRIF-1) | Long | ABS-mortgage backed security | GB | $82K | – | 0.00 |
| GSAMP TRUST GSAMP 2005 HE5 M3 (GSAMP TRUST 2005-HE5) | Long | ABS-mortgage backed security | US | $601K | – | 0.03 |
| GSAMP TRUST GSAMP 2005 HE5 M4 (GSAMP TRUST 2005-HE5) | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| GSAMP TRUST GSAMP 2006 FM2 A2C (GSAMP TRUST 2006-FM2) | Long | ABS-mortgage backed security | US | $727K | – | 0.04 |
| GSAMP TRUST GSAMP 2006 HE5 A2C (GSAMP TRUST 2006-HE5) | Long | ABS-mortgage backed security | US | $658K | – | 0.03 |
| GSAMP TRUST GSAMP 2007 H1 A2B (GSAMP TRUST 2007-H1) | Long | ABS-mortgage backed security | US | $400K | – | 0.02 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A (GSMPS MORTGAGE LOAN TRUST 2006-RP1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 (GSR MTGE LOAN TRUST 2003-2F) | Long | ABS-mortgage backed security | US | $124.26 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1 (GSR MTGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 2F 3A3 (GSR MORTGAGE LOAN TRUST 2007-2F) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| HALSEYPOINT CLO II, LTD. HLSY 2020 2A A2 144A (HALSEYPOINT CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $468K | – | 0.02 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $712K | – | 0.04 |
| HARVEST CLO HARVT 16A ARR 144A (HARVEST CLO XVI DAC 16A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.11 |
| HARVEST CLO HARVT 20A AR 144A (HARVEST CLO XX DAC 20A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.27 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2021 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2021-1A) | Long | ABS-other | US | $4M | – | 0.22 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A (HERTZ VEHICLE FINANCING LLC 2022-1A) | Long | ABS-other | US | $2M | – | 0.08 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A) | Long | ABS-other | US | $999K | – | 0.05 |
| HOME DEPOT INC COMMON STOCK USD.05 | Long | Equity-common | US | $5M | 16K | 0.28 |
| HOME PARTNERS OF AMERICA TRUST HPA 2021 2 A 144A (HOME PARTNERS OF AMERICA TRUST 2021-2) | Long | ABS-mortgage backed security | US | $643K | – | 0.03 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 | Long | Equity-common | US | $3M | 16K | 0.17 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $259K | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $403K | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $1M | – | 0.07 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT4 M1 (HSI ASSET SEC CORP TRUST 2006-OPT4) | Long | ABS-mortgage backed security | US | $13M | – | 0.66 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 2A3 (HSI ASSET SECUR CORP TRUST 2007-OPT1) | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| HYATT HOTELS CORP SR UNSECURED 10/24 1.8 (HYATT HOTELS CORPORATION) | Long | Debt | US | $4M | – | 0.21 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3 (HYUNDAI AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $3M | – | 0.13 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $3M | – | 0.18 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $4M | – | 0.19 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 5.45 | Long | Debt | US | $200K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $5M | – | 0.23 |
| IHO VERWALTUNGS GMBH SR SECURED 144A 05/27 6 (SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)) | Long | Debt | DE | $2M | – | 0.09 |
| IHO VERWALTUNGS GMBH SR SECURED 144A 05/29 6.375 (SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)) | Long | Debt | DE | $4M | – | 0.19 |
| ILLINOIS ST MUNI ELEC AGY PWR ILSPWR 02/35 FIXED 6.832 (ILLINOIS MUNICIPAL ELECTRIC AGENCY) | Long | Debt | US | $196K | – | 0.01 |
| IMPAC CMB TRUST IMM 2003 9F A1 (IMPAC CMB TRUST 2003-9F) | Long | ABS-mortgage backed security | US | $748.86 | – | 0.00 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $6M | – | 0.30 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $384K | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR12) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2006-E) | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| INEOS FINANCE PLC SR SECURED REGS 11/25 2.125 | Long | Debt | GB | $2M | – | 0.11 |
| INTEL CORP COMMON STOCK USD.001 (INTEL CORPORATION) | Long | Equity-common | US | $491K | 16K | 0.03 |
| INTEL CORPORATION | Long | Debt | US | $3M | – | 0.17 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $1M | – | 0.07 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $598K | – | 0.03 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $250K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.01 |
| INTERCONTINENTAL HOTELS COMPANY GUAR REGS 08/26 2.125 (INTERCONTINENTAL HOTELS GROUP PLC) | Long | Debt | GB | $472K | – | 0.02 |
| INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 (INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)) | Long | Equity-common | US | $3M | 16K | 0.14 |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $118K | – | 0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $13K | – | 0.00 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $28K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $10K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-145K | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $12K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $4K | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-17K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-26K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-19K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-32K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $5K | – | 0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-20K | – | -0.00 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-38K | – | -0.00 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH | Derivative-interest rate | $-34K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-34K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-22K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-45K | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-20K | – | -0.00 | ||
| IRS EUR 3.25000 11/06/23-10Y LCH | Derivative-interest rate | $-48K | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-19K | – | -0.00 | ||
| IRS EUR 3.27000 08/21/23-10Y LCH | Derivative-interest rate | $43K | – | 0.00 | ||
| IRS EUR 3.27000 11/08/23-5Y LCH | Derivative-interest rate | $-58K | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-17K | – | -0.00 | ||
| IRS EUR 3.30000 10/03/23-10Y LCH | Derivative-interest rate | $168K | – | 0.01 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-24K | – | -0.00 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $58K | – | 0.00 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $61K | – | 0.00 | ||
| JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $4M | – | 0.22 |
| JAPAN TREASURY DISC BILL BILLS 07/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $19M | – | 0.96 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $36M | – | 1.85 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $19M | – | 0.96 |
| JOHNSON + JOHNSON COMMON STOCK USD1.0 (JOHNSON & JOHNSON COMPANY) | Long | Equity-common | US | $2M | 16K | 0.12 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $7M | – | 0.37 |
| 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 | $593K | – | 0.03 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 MV1 (JP MORGAN MORTGAGE ACQI CORP 2006-CW2) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A1 (JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2) | Long | ABS-mortgage backed security | US | $756K | – | 0.04 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 M1 (JP MORGAN MTGE ACQUIS CORP 2007-CH3) | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1 (JP MORGAN MORTGAGE TRUST 2005-A8) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 4A1 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JP MORGAN CHASE & CO) | Long | Equity-common | US | $3M | 16K | 0.17 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $99K | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $932K | – | 0.05 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.08 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.11 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $3M | – | 0.15 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $249K | – | 0.01 |
| KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| KKR FINANCIAL CLO LTD KKR 18 BR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.27 |
| KKR FINANCIAL CLO LTD KKR 25 A1R 144A (KKR CLO 25 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $2M | – | 0.11 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $1M | – | 0.07 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $1M | – | 0.06 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $648K | – | 0.03 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.01 |
| LCM LTD PARTNERSHIP LCM 13A BR3 144A (LCM LP 13A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS2 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS2) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS3) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS4 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS4) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS5) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| LENDMARK FUNDING TRUST LFT 2021 1A A 144A (LENDMARK FUNDING TRUST 2021-1A) | Long | ABS-other | US | $5M | – | 0.26 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $7M | – | 0.36 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/28 4.55 | Long | Debt | GB | $2M | – | 0.13 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 (LONG BEACH MTGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 (LONG BEACH MORTGAGE LOAD TR 2005-WL2) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP B 144A (LUXE TRUST 2021-TRIP) | Long | ABS-mortgage backed security | US | $8M | – | 0.39 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A1 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $277K | – | 0.01 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $1M | – | 0.06 |
| M360 LTD. M360 2021 CRE3 B 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.19 |
| MADISON PARK EURO FUNDING CADOG 10A A1 144A (MADISON PARK EURO FUNDING X DAC 10A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.13 |
| MAN GLG EURO CLO GLGE 3A AR 144A (GLG EURO CLO III DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $396K | – | 0.02 |
| MARLETTE FUNDING TRUST MFT 2022 3A A 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $22K | – | 0.00 |
| MARLETTE FUNDING TRUST MFT 2022 3A B 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $3M | – | 0.16 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $497K | – | 0.03 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $248K | – | 0.01 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $248K | – | 0.01 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $9M | – | 0.45 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 1A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A2 (MASTR ASSET BACKED SEC TR 2006-HE5) | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| MCDONALD S CORP COMMON STOCK USD.01 (MCDONALDS CORPORATION) | Long | Equity-common | US | $4M | 16K | 0.21 |
| MERCK + CO. INC. COMMON STOCK USD.5 (MERCK & CO INC) | Long | Equity-common | US | $2M | 16K | 0.10 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A1 3A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A1) | Long | ABS-mortgage backed security | US | $307.12 | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A (MERRILL LYNCH MORTGAGE INVS 2005-A10) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2 (MERRILL LYNCH MORTGAGE INVS 2005-A2) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC1 A1A (MERRILL LYNCH MORTGAGE INV 2006-WMC1) | Long | ABS-mortgage backed security | US | $6M | – | 0.33 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $73M | – | 3.76 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $717K | – | 0.04 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $2M | – | 0.11 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $247K | – | 0.01 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.44 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A (MF1 2024-FL14 LLC) | Long | ABS-collateralized bond/debt obligation | US | $799K | – | 0.04 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (MICROSOFT CORPORATION) | Long | Equity-common | US | $7M | 16K | 0.36 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $199K | – | 0.01 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR | Long | Debt | US | $6M | – | 0.32 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $604K | – | 0.03 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P B 144A (MORGAN STANLEY CAPITAL I INC 2021-230P) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 (MORGAN STANLEY ABS CAPITAL I 2005-WMC6) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 (MORGAN STANLEY ABS CAPITAL I 2006-HE4) | Long | ABS-mortgage backed security | US | $711K | – | 0.04 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE7) | Long | ABS-mortgage backed security | US | $302K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE4) | Long | ABS-mortgage backed security | US | $460K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D (MORGAN STANLEY ABS CAPITAL I 2007-HE4) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A2 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $333K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 2AX 2A1 (MORGAN STANLEY MORTGAGE TRUST-2007-2AX) | Long | ABS-mortgage backed security | US | $724K | – | 0.04 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $3M | – | 0.13 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $203K | – | 0.01 |
| MORGAN STANLEY SR UNSECURED 07/27 VAR | Long | Debt | US | $3M | – | 0.15 |
| MPLX LP SR UNSECURED 08/30 2.65 | Long | Debt | US | $1M | – | 0.07 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL B 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL) | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $3M | – | 0.18 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $643K | – | 0.03 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $643K | – | 0.03 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.07 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.06 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $949K | – | 0.05 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $399K | – | 0.02 |
| NIKE INC CL B COMMON STOCK | Long | Equity-common | US | $1M | 16K | 0.06 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $777K | – | 0.04 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $3M | – | 0.16 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $5M | – | 0.23 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $2M | – | 0.10 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $6M | – | 0.33 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $5M | – | 0.27 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 B 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH | Derivative-interest rate | CA | $-21K | – | -0.00 | |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| OZLM LTD OZLM 2019 24A A1CR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.19 |
| OZLM LTD OZLM 2019 24A A2AR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| OZLME OZLME 5A AR 144A (SCULPTOR EUROPEAN CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $12M | – | 0.60 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.07 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2) | Long | ABS-other | US | $420K | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $3M | – | 0.15 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 6 A1 144A (PAGAYA AI DEBT TRUST 2022-6) | Long | ABS-other | US | $140K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 6 A3 144A (PAGAYA AI DEBT TRUST 2022-6) | Long | ABS-other | US | $1M | – | 0.05 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 A 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $1M | – | 0.05 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $578K | – | 0.03 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A (PAGAYA AI DEBT TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.05 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A (PAGAYA AI DEBT TRUST 2024-3) | Long | ABS-other | US | $2M | – | 0.10 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.27 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 2A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-2 DAC 21-2A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.23 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $2M | – | 0.10 |
| PARK INTERMED HOLDINGS SR SECURED 144A 05/29 4.875 (PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER) | Long | Debt | US | $1M | – | 0.05 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $941K | – | 0.05 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $347K | – | 0.02 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $299K | – | 0.02 |
| PENSKE TRUCK LEASING CO LP / P 08/24 ZCP | Long | Debt | US | $942K | – | 0.05 |
| PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 4.65 (PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)) | Long | Debt | IE | $1M | – | 0.08 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $3M | – | 0.16 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $117M | – | 6.03 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1 (POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2006-C) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A2 144A (PRESTIGE AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.15 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A (PRET 2021-NPL5 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-RN1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN4 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN4) | Long | ABS-mortgage backed security | US | $693K | – | 0.04 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL2) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| PROCTER + GAMBLE CO/THE COMMON STOCK (PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $3M | 16K | 0.13 |
| PROVIDUS CLO PRVD 2A AR 144A (PROVIDUS CLO II DAC 2A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.15 |
| PRP ADVISORS, LLC PRPM 2022 1 A1 144A (PRPM-2022-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| REACH FINANCIAL LLC REACH 2023 1A A 144A (LIBERTY LENDING ABS TRUST 2023-1A) | Long | ABS-other | US | $499K | – | 0.03 |
| REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $7M | – | 0.38 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $3M | – | 0.14 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.39 |
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A (REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.05 |
| REPO BANK OF MONTREAL ZCP | Long | Repurchase agreement | CA | $51M | – | 2.63 |
| REPO BANK OF MONTREAL ZCP | Long | Repurchase agreement | CA | $44M | – | 2.26 |
| REPO BANK OF MONTREAL ZCP | Long | Repurchase agreement | CA | $29M | – | 1.51 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2021 2A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2021-2A) | Long | ABS-other | US | $1M | – | 0.05 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A) | Long | ABS-other | US | $970K | – | 0.05 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A) | Long | ABS-other | US | $3M | – | 0.14 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.10 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA7) | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 (RESIDENTIAL ACCREDIT LOANS 2007-QA1) | Long | ABS-mortgage backed security | US | $796K | – | 0.04 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A (RESIDENTIAL ACCREDIT LOANS 2007-QH8) | Long | ABS-mortgage backed security | US | $895K | – | 0.05 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6 (RESIDENTIAL ASSET MTGE PROD 2005-EFC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS10 M3 (RESIDENTIAL ASSET SECURITIES 2005-KS10) | Long | ABS-mortgage backed security | US | $12M | – | 0.63 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M3 (RESIDENTIAL ASSET SECURITIES 2005-KS11) | Long | ABS-mortgage backed security | US | $10M | – | 0.50 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $7K | – | 0.00 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $21K | – | 0.00 | |
| RFR JPY MUTK/1.00000 03/21/24-10Y LCH | Derivative-interest rate | JP | $-18K | – | -0.00 | |
| RFR USD SOFR/1.75000 06/15/22-30Y CME | Derivative-interest rate | US | $4M | – | 0.21 | |
| RFR USD SOFR/1.75000 06/15/22-5Y CME | Derivative-interest rate | US | $2M | – | 0.09 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $7M | – | 0.34 | |
| RFR USD SOFR/3.00000 06/21/23-7Y CME | Derivative-interest rate | US | $1M | – | 0.07 | |
| RFR USD SOFR/3.25000 06/21/23-5Y CME | Derivative-interest rate | US | $2M | – | 0.08 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $514K | – | 0.03 | |
| RFR USD SOFR/3.55500 03/05/24-30Y LCH | Derivative-interest rate | US | $-24K | – | -0.00 | |
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH | Derivative-interest rate | US | $73K | – | 0.00 | |
| RFR USD SOFR/3.64960 03/01/24-4Y* LCH | Derivative-interest rate | US | $569K | – | 0.03 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | Derivative-interest rate | US | $18K | – | 0.00 | |
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH | Derivative-interest rate | US | $26K | – | 0.00 | |
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH | Derivative-interest rate | US | $450K | – | 0.02 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $1M | – | 0.07 | |
| RFR USD SOFR/3.75000 06/20/24-4Y CME | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-5Y CME | Derivative-interest rate | US | $552K | – | 0.03 | |
| RFR USD SOFR/3.75000 06/21/23-2Y CME | Derivative-interest rate | US | $4M | – | 0.22 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $13K | – | 0.00 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $14K | – | 0.00 | |
| RFR USD SOFR/3.83000 10/12/23-30Y LCH | Derivative-interest rate | US | $71.12 | – | 0.00 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/3.87000 10/17/23-30Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/3.88000 10/16/23-30Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-11K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/15/24-10Y LCH | Derivative-interest rate | US | $-4K | – | -0.00 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-6K | – | -0.00 | |
| RFR USD SOFR/4.00000 03/20/24-2Y LCH | Derivative-interest rate | US | $808K | – | 0.04 | |
| RFR USD SOFR/4.00000 06/20/24-2Y CME | Derivative-interest rate | US | $299K | – | 0.02 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-14K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $45K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $25K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $18K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $32K | – | 0.00 | |
| RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME | Derivative-interest rate | US | $23M | – | 1.17 | |
| RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME | Derivative-interest rate | US | $13M | – | 0.68 | |
| RFRF USD SF+26.161/2.50 7/31/23-5Y* CME | Derivative-interest rate | US | $3M | – | 0.15 | |
| RLJ LODGING TRUST LP SR SECURED 144A 07/26 3.75 | Long | Debt | US | $1M | – | 0.06 |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | Long | Debt | CA | $4M | – | 0.19 |
| S+P500 EMINI FUT SEP24 XCME 20240920 | Derivative-equity | US | $595K | – | 0.03 | |
| SALESFORCE INC COMMON STOCK USD.001 | Long | Equity-common | US | $4M | 16K | 0.21 |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2003 UP2 A1 (SALOMON BROTHERS MTGE SEC VII 2003-UP2) | Long | ABS-mortgage backed security | US | $728.74 | – | 0.00 |
| SANDS CHINA LTD SR UNSECURED 08/25 5.125 | Long | Debt | KY | $4M | – | 0.20 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | Long | Debt | KY | $3M | – | 0.15 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $2M | – | 0.11 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $613K | – | 0.03 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $4M | – | 0.19 |
| SAXON ASSET SECURITIES TRUST SAST 2005 4 M2 (SAXON ASSET SECURITIES TRUST 2005-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 (SEC ASSET BACKED REC LLC 2006-FR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 BR4 A2A (SEC ASSET BACKED REC LLC 2007-BR4) | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A (SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.17 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.09 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $497K | – | 0.03 |
| SLM STUDENT LOAN TRUST SLMA 2004 5X A6 REGS (SLM STUDENT LOAN TRUST 2004-5X) | Long | ABS-other | US | $554K | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 A APT 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-A) | Long | ABS-other | US | $8M | – | 0.42 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $6M | – | 0.33 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-B) | Long | ABS-other | US | $1M | – | 0.07 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $920K | – | 0.05 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $4M | – | 0.19 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $4M | – | 0.20 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.10 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $848K | – | 0.04 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A (SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A) | Long | ABS-other | US | $2M | – | 0.11 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-14K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-894.93 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-15K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $415K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $299K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $271K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $163K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $133K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $121K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $47K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $47K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $39K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $27K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $221K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $75K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $59K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $55K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $42K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $40K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $30K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $21K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $5K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $105K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $116.01 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-691.4 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-966.21 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-6K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-7K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-30K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-58K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240703 | Derivative-foreign exchange | CA | $89K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240703 | Derivative-foreign exchange | CA | $77K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240708 | Derivative-foreign exchange | CA | $-58K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240709 | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-20K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-356.03 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-10K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-14K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-18K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-86K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $22K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $14.08 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $115K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $113K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $61K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $19K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $71K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $62K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $19K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $3K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $40.35 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $68K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $54K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $137.49 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-3.03 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-4K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-9K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $61K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $60K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $49K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $2M | – | 0.09 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $19K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $14K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $11K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $50K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $209K | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $63K | – | 0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $33.89 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-90.45 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $22K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240701 | Derivative-foreign exchange | JP | $1M | – | 0.07 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $10K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $8K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $7K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $10K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240924 | Derivative-foreign exchange | JP | $451K | – | 0.02 | |
| SOLD JPY BOUGHT USD 20240930 | Derivative-foreign exchange | JP | $-32K | – | -0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $49.73 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $41.38 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $7.14 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $6.2 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $42K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $41K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $20K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $18K | – | 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 | $5K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-3K | – | -0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-8K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $130.1 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-12K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-18K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-5K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-7K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-40K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $63.9 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $13K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $9K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $4K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $164.78 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $56K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $6K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $5K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $366.74 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-152.86 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-105.95 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-2K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $42.21 | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240722 | Derivative-foreign exchange | TR | $-4K | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $28K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $26K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $22K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $20K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $20K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $19K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $17K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $14K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $12K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $10K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $9K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $7K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $6K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $5K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $195K | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 2 M6 (SOUNDVIEW HOME EQUITY LOAN 2005-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT2 M2 (SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT2) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 (SOUNDVIEW HOME EQUITY LOAN 2006-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.09 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $3M | – | 0.14 |
| SPTR TRS EQUITY FEDL01+39 *BULLET* FAR | Derivative-equity | US | $44M | – | 2.29 | |
| SPTR TRS EQUITY FEDL01+40 CBK | Derivative-equity | US | $116K | – | 0.01 | |
| SPTR TRS EQUITY FEDL01+40 RBC | Derivative-equity | US | $852K | – | 0.04 | |
| SPTR TRS EQUITY FEDL01+40 RBC | Derivative-equity | US | $18K | – | 0.00 | |
| SPTR TRS EQUITY FEDL01+41 RBC | Derivative-equity | US | $85K | – | 0.00 | |
| SPTR TRS EQUITY FEDL01+42 RBC | Derivative-equity | US | $146K | – | 0.01 | |
| SPTR TRS EQUITY FEDL01+43 NGF | Derivative-equity | US | $30K | – | 0.00 | |
| SPTR TRS EQUITY FEDL01+45 RBC | Derivative-equity | US | $128K | – | 0.01 | |
| SPTR TRS EQUITY FEDL01+48 RBC | Derivative-equity | US | $20K | – | 0.00 | |
| SPTR TRS EQUITY FEDL01+49 *BULLET* MBC | Derivative-equity | US | $45M | – | 2.34 | |
| SPTR TRS EQUITY FEDL01+49.5 *BULLET* MBC | Derivative-equity | US | $35M | – | 1.80 | |
| SPTR TRS EQUITY FEDL01+52 JPM | Derivative-equity | US | $37K | – | 0.00 | |
| SPTR TRS EQUITY FEDL01+52 RBC | Derivative-equity | US | $244K | – | 0.01 | |
| SPTR TRS EQUITY FEDL01+52 TOR | Derivative-equity | US | $3M | – | 0.13 | |
| SPTR TRS EQUITY FEDL01+53 JPM | Derivative-equity | US | $392K | – | 0.02 | |
| SPTR TRS EQUITY FEDL01+68 RBC | Derivative-equity | US | $180K | – | 0.01 | |
| SPTR TRS EQUITY FEDL01+71 *BULLET* TOR | Derivative-equity | US | $1M | – | 0.07 | |
| SPTR TRS EQUITY FEDL01+71 BOA | Derivative-equity | US | $180K | – | 0.01 | |
| SPTR TRS EQUITY FEDL01+83 RBC | Derivative-equity | US | $-70K | – | -0.00 | |
| SREIT TRUST SREIT 2021 IND B 144A (SREIT TRUST 2021-IND) | Long | ABS-mortgage backed security | US | $9M | – | 0.46 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 AS 144A (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.65 |
| STELLANTIS FIN US INC COMPANY GUAR 144A 09/31 2.691 (STELLANTIS FINANCE US INC) | Long | Debt | US | $5M | – | 0.24 |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A (STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A) | Long | ABS-mortgage backed security | GB | $2M | – | 0.12 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 (STRUCTURED ASSET INVEST LN TR 2006-BNC3) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 TC1 M2 144A (STRUCTURED ASSET SECURITIES CO-2007-TC1) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| T MOBILE USA INC COMPANY GUAR 03/32 2.7 (T-MOBILE USA INC) | Long | Debt | US | $670K | – | 0.03 |
| T MOBILE USA INC COMPANY GUAR 04/29 3.375 (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.07 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $4M | – | 0.19 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $548K | – | 0.03 |
| TAURUS CMBS TAURS 2021 UK1A A 144A (TAURUS 2021-1 UK DAC 21-UK1A) | Long | ABS-mortgage backed security | IE | $874K | – | 0.05 |
| TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.33 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| TIKEHAU TIKEH 2015 1A ARR 144A (TIKEHAU CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.26 |
| TORONTO DOMINION BANK REPO DUMMY ASSET | Long | Repurchase agreement | CA | $88M | – | 4.52 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $8M | – | 0.42 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $6M | – | 0.31 |
| TOWD POINT MORTGAGE TRUST TPMT 2017 6 B1 144A (TOWD POINT MORTGAGE TRUST 2017-6) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A (TOWD POINT MORTGAGE TRUST 2021-SJ2) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| TRAVELERS COS INC/THE COMMON STOCK (TRAVELERS COMPANIES INC) | Long | Equity-common | US | $3M | 16K | 0.17 |
| TRESTLES CLO LTD TREST 2021 4A A 144A (TRESTLES CLO IV LTD 2021-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.09 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.14 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $29M | – | 1.49 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.28 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.11 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.19 |
| TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.32 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.20 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 1.09 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.52 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $42M | – | 2.18 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.19 |
| UBS GROUP AG SR UNSECURED 03/25 3.75 | Long | Debt | CH | $592K | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 05/28 4.751 | Long | Debt | CH | $8M | – | 0.40 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $1M | – | 0.07 |
| UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $8M | 16K | 0.42 |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A (UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A) | Long | ABS-other | US | $750K | – | 0.04 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-394.13 | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $66K | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $184K | – | 0.01 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $610K | – | 0.03 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $163K | – | 0.01 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $6K | – | 0.00 | |
| US TREASURY N/B 02/40 4.625 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.31 |
| US TREASURY N/B 11/40 1.375 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.34 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $42K | – | 0.00 | |
| VENTURE CDO LTD VENTR 2019 38A A2R 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| VENTURE CDO LTD VENTR 2019 38A BR 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.27 |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 | Long | Equity-common | US | $653K | 16K | 0.03 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| VICI PROPERTIES LP SR UNSECURED 02/28 4.75 | Long | Debt | US | $3M | – | 0.14 |
| VISA INC CLASS A SHARES COMMON STOCK USD.0001 | Long | Equity-common | US | $4M | 16K | 0.21 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $2M | – | 0.09 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $1M | – | 0.07 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $1M | – | 0.05 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $699K | – | 0.04 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $447K | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $398K | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.01 |
| WALMART INC COMMON STOCK USD.1 | Long | Equity-common | US | $1M | 16K | 0.06 |
| WALT DISNEY CO/THE COMMON STOCK USD.01 (WALT DISNEY COMPANY) | Long | Equity-common | US | $2M | 16K | 0.08 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE4 1A (WAMU ASSET-BACKED CERTIFICATES 2007-HE4) | Long | ABS-mortgage backed security | US | $930K | – | 0.05 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A (WASHINGTON MUTUAL 2002 AR2) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A (WASHINGTON MUTUAL 2002-AR9) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A (WASHINGTON MUTUAL 2004-RP1) | Long | ABS-mortgage backed security | US | $945K | – | 0.05 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A (WASHINGTON MUTUAL 2006-AR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 3A1 (WAMU MTGE P/T CERT 2007-HY7) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA2 1A (WASHINGTON MUTUAL 2007-OA2) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A (WAMU MTGE P/T CERT 2007-OA5) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR9 1A (WMALT MTGE PASS-THRU CERT 2006-AR9) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $18M | – | 0.93 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $4M | – | 0.20 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $4M | – | 0.19 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $9M | – | 0.45 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.09 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $900K | – | 0.05 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $698K | – | 0.04 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $4M | – | 0.23 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $2M | – | 0.09 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2023 C A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $991K | – | 0.05 |
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.