PIMCOFUNDS > PIMCO Funds
PIMCO CommodityRealReturn Strategy Fund
$5.48B
Avg Monthly Net Assets
$6.42B
Total Assets
$1.56B
Total Liabilities
$4.86B
Net Assets
PIMCO CommodityRealReturn Strategy Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has seven share classes
and monthly net assets of $5.48B.
On August 28th, 2024 it reported 1,009 holdings, the largest
being UNITED STATES GOVT (16.3%), UNITED STATES GOVT (10.4%) and UNITED STATES GOVT (8.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026651 | PCRRX | |
| Class A | C000026652 | PCRAX | |
| Class C | C000026654 | PCRCX | |
| Class I-2 | C000064156 | PCRPX | |
| Class I-3 | C000200453 | PCRNX | |
| Class R | C000088664 | PCSRX | |
| Institutional | C000026650 | PCRIX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL | Derivative-interest rate | DE | $-762K | – | -0.02 | |
| 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829 | Derivative-interest rate | US | $-246K | – | -0.01 | |
| 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829 | Derivative-interest rate | US | $-390K | – | -0.01 | |
| 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901 | Derivative-interest rate | US | $-747K | – | -0.02 | |
| 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901 | Derivative-interest rate | US | $-608K | – | -0.01 | |
| 317U3YMA9 PIMCO FPPSWAPTION 2.95 PUT EUR | Derivative-interest rate | US | $-371K | – | -0.01 | |
| 317U3YNA8 PIMCO FPPSWAPTION 2.95 CALL EUR | Derivative-interest rate | US | $-673K | – | -0.01 | |
| 317U4NEA1 PIMCO SWAPTION 2.465 PUT EUR 2025120 | Derivative-interest rate | US | $-462K | – | -0.01 | |
| 317U4NFA0 PIMCO SWAPTION 2.465 CALL EUR 202512 | Derivative-interest rate | US | $-285K | – | -0.01 | |
| 522 FUNDING CLO LTD MORGN 2018 3A AR 144A (522 FUNDING CLO I LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A (ACE SECURITIES CORP 2006-HE4) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| ADAGIO CLO ADAGI V A ARR 144A (ADAGIO V CLO DAC V-A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.05 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-7) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $2M | – | 0.03 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $1M | – | 0.02 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $548K | – | 0.01 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $499K | – | 0.01 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $449K | – | 0.01 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $399K | – | 0.01 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $300K | – | 0.01 |
| ALLEGRO CLO LTD ALLEG 2018 3A A1R 144A (ALLEGRO CLO IX LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1 (ALLIANCE BANCORP TRUST 2007-OA1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-1) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1 (AMERICAN HOME MORTGAGE ASSETS 2006-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| APIDOS CLO LTD APID 2017 26A A1AR 144A (APIDOS CLO XXVI LLC 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $429K | – | 0.01 |
| APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $246K | – | 0.01 |
| AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A (AQUEDUCT EUROPEAN CLO 1-2017 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.07 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.42 |
| ARES EURO CLO ARESE 12A AR 144A (ARES EUROPEAN CLO XII BV 12A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.11 |
| ARES EURO CLO ARESE 2013 6A ARR 144A (ARES EUROPEAN CLO VI BV 2013-6A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.03 |
| ARES EUROPEAN CLO ARESE 10A AR 144A (ARES EUROPEAN CLO X BV 10A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.04 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A1 (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| ARGENT SECURITIES INC. ARSI 2006 W4 A2C (ARGENT SECURITIES INC 2006-W4) | Long | ABS-mortgage backed security | US | $570K | – | 0.01 |
| ARMADA EURO CLO ARMDA 3A A1R 144A (ARMADA EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.13 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2 (ASSET BACKED FUNDING CERT 2006-OPT2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| AT+T INC (AT&T INC) | Long | Debt | US | $249K | – | 0.01 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A (ATLAS SENIOR LOAN FUND LTD 2018-10A) | Long | ABS-collateralized bond/debt obligation | KY | $254K | – | 0.01 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A (ATLAS SENIOR LOAN FUND XIII) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-146K | – | -0.00 | |
| AUST 3YR BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $64K | – | 0.00 | |
| AVOCA CLO AVOCA 14A A1R 144A (AVOCA CLO XIV LTD14A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.04 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $479K | – | 0.01 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $399K | – | 0.01 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $399K | – | 0.01 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $248K | – | 0.01 |
| BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A (BAIN CAPITAL EURO 2018-2 DAC 18-2A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.14 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 (BANC OF AMERICA FUNDING CORP 2005-D) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 1A1 (BANC OF AMERICA FUNDING CORP 2005-E) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 1A3 (BANC OF AMERICA FUNDING CORP 2007-C) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2 (BANK OF AMERICA MTGE SEC 2005-F) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 (BANK OF AMERICA MTGE SECS-2005-J) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (BANK OF AMERICA CORPORATION) | Long | Equity-preferred | US | $4M | 4M | 0.08 |
| BCAP LLC TRUST BCAP 2006 AA2 A1 (BCAP LLC TRUST 2006-AA2) | Long | ABS-mortgage backed security | US | $450K | – | 0.01 |
| BCAP LLC TRUST BCAP 2011 RR5 10A6 144A (BCAP LLC TRUST 2011-RR5) | Long | ABS-mortgage backed security | US | $418K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 3 3A2 (BEAR STEARNS ADJ RATE MTGE TR 2003-3) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 5 4A (BEAR STEARNS ADJUSTABLE RATE MTGE 20) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 10 A3 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 (BEAR STEARNS ADJ RATE MTGE TR 2006-2) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 9 6A1 (BEAR STEARNS ALT-A TRUST 2004-9) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1 (BEAR STEARNS ALT-A TRUST 2006-8) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1 (BEAR STEARNS ALT-A TRUST II 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BENEFIT STREET PARTNERS CLO LT BSP 2019 17A AR 144A (BENEFIT STREET PARTNERS CLO XVII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A (BLUEMOUNTAIN FUJI EUR CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $12M | – | 0.24 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $17K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-155.74 | – | -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 | $-19K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-30K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-146K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-156K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-159K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-160K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-197K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-244K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-291K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-297K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-488K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-158K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $30K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $18.31 | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-15.31 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-24K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-15K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-19K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-38K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-43K | – | -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 | $-3K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-10K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-32K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-161K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-14K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-70K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $-21K | – | -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 IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-6K | – | -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 | $9K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $5K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $4K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $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 | $617.4 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $288.51 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $250.01 | – | 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 | $-84K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-9M | – | -0.18 | |
| BOUGHT JPY SOLD USD 20240709 | Derivative-foreign exchange | JP | $-14M | – | -0.28 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-3M | – | -0.06 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-394.97 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-340K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-54.51 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-301.08 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-14K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-25K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-30K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-10K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-15K | – | -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 | $-7K | – | -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 | $-14K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-15K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-18K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-27K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-34K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-44K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-46K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-99K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $105.57 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-7K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $138K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $30K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $588.78 | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $180.02 | – | 0.00 | |
| BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A (BPCRE HOLDER LLC 2022-FL2) | Long | ABS-collateralized bond/debt obligation | BM | $3M | – | 0.06 |
| BRENT CRUDE FUTR APR25 IFEU 20250228 | Derivative-commodity | GB | $74K | – | 0.00 | |
| BRENT CRUDE FUTR AUG25 IFEU 20250630 | Derivative-commodity | GB | $-61K | – | -0.00 | |
| BRENT CRUDE FUTR DEC24 IFEU 20241031 | Derivative-commodity | GB | $-285K | – | -0.01 | |
| BRENT CRUDE FUTR DEC25 IFEU 20251031 | Derivative-commodity | GB | $-23K | – | -0.00 | |
| BRENT CRUDE FUTR FEB25 IFEU 20241230 | Derivative-commodity | GB | $209K | – | 0.00 | |
| BRENT CRUDE FUTR JAN25 IFEU 20241129 | Derivative-commodity | GB | $-6K | – | -0.00 | |
| BRENT CRUDE FUTR JUL25 IFEU 20250530 | Derivative-commodity | GB | $-97K | – | -0.00 | |
| BRENT CRUDE FUTR JUN25 IFEU 20250430 | Derivative-commodity | GB | $7K | – | 0.00 | |
| BRENT CRUDE FUTR MAR25 IFEU 20250131 | Derivative-commodity | GB | $255K | – | 0.01 | |
| BRENT CRUDE FUTR MAY25 IFEU 20250331 | Derivative-commodity | GB | $3K | – | 0.00 | |
| BRENT CRUDE FUTR NOV24 IFEU 20240930 | Derivative-commodity | GB | $-126K | – | -0.00 | |
| BRENT CRUDE FUTR OCT24 IFEU 20240830 | Derivative-commodity | GB | $-67K | – | -0.00 | |
| BRENT CRUDE FUTR SEP24 IFEU 20240731 | Derivative-commodity | GB | $89K | – | 0.00 | |
| BRENT CRUDE FUTR SEP25 IFEU 20250731 | Derivative-commodity | GB | $-14K | – | -0.00 | |
| BSST MORTGAGE TRUST BSST 2022 1700 A 144A (BEAST MORTGAGE TRUST 2022-1700) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 (ITALY GOVT) | Long | Debt | IT | $104M | – | 2.14 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 (ITALY GOVT) | Long | Debt | IT | $11M | – | 0.22 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 (ITALY GOVT) | Long | Debt | IT | $4M | – | 0.09 |
| CA CARBON ALLOW 24DEC24 IFED 20241224 | Derivative-commodity | US | $223K | – | 0.00 | |
| CA CARBON ALLOW 25DEC25 IFED 20251224 | Derivative-commodity | US | $-851K | – | -0.02 | |
| CAIRN CLO BV CRNCL 2018 10A AR 144A (CAIRN CLO X BV 18-10A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.07 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $300K | – | 0.01 |
| CANADIAN GOVERNMENT RRB BONDS 12/26 4.25 (CANADA GOVT) | Long | Debt | CA | $16M | – | 0.33 |
| CARBONE CLO, LTD CRBN 2017 1A A1 144A (CARBONE CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2012 4A A1R3 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.12 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A (CARLYLE EURO CLO 2017-2 DAC 17-2A) | Long | ABS-collateralized bond/debt obligation | IE | $376K | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.18 |
| CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A (CBAM 2018-6 LTD 2019-10A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A (CBAM LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| CDBZ24P35 DEC24 35 PUT FSO | Derivative-commodity | US | $-261K | – | -0.01 | |
| CEDAR FUNDING LTD CEDF 2016 5A A1R 144A (CEDAR FUNDING V CLO LTD 2016-5A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| CENT CLO LP CECLO 2014 21A A1R3 144A (CENT CLO LTD 2014-21A) | Long | ABS-collateralized bond/debt obligation | KY | $987K | – | 0.02 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 (CHASE MORTGAGE FINANCE CORP 2006-A1) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| CIFC FUNDING LTD CIFC 2014 5A A1R2 144A (CIFC FUNDING LTD 2014-5A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| CIFC FUNDING LTD CIFC 2017 2A AR 144A (CIFC FUNDING LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $218K | – | 0.00 |
| CIM TRUST CIM 2019 INV1 A2 144A (CIM TRUST 2019-INV1) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| CIM TRUST CIM 2021 R3 A1A 144A (CIM TRUST 2021-R3) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 10 1A2A (CITIGROUP MORTGAGE LOAN TRUST 2005-10) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 (CITIGROUP MTGE LOAN TR INC 2006-AR1) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D (CITIGROUP MTGE LOAN TR INC 2006-HE3) | Long | ABS-mortgage backed security | US | $616K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A (CITIGROUP MTGE LOAN TR INC 2007-AMC2) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2B (CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2D (CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 M1 144A (CITIGROUP MTGE LOAN TR INC 2007-SHL1) | Long | ABS-mortgage backed security | US | $9M | – | 0.18 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M3 (CITIGROUP MTGE LOAN TR INC 2007-WFH2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $28M | – | 0.58 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| COCOA FUTURE DEC24 IFUS 20241213 | Derivative-commodity | US | $-878K | – | -0.02 | |
| COCOA FUTURE MAR25 IFUS 20250314 | Derivative-commodity | US | $-8K | – | -0.00 | |
| COCOA FUTURE SEP24 IFUS 20240913 | Derivative-commodity | US | $828K | – | 0.02 | |
| COFF ROBUSTA 10TN SEP24 IFEU 20240924 | Derivative-commodity | GB | $-30K | – | -0.00 | |
| COFFEE 'C' FUTURE DEC24 IFUS 20241218 | Derivative-commodity | US | $124K | – | 0.00 | |
| COFFEE 'C' FUTURE SEP24 IFUS 20240918 | Derivative-commodity | US | $417.86 | – | 0.00 | |
| COM FWD GASOILCO 2Q24 24.4 06/30/24 GST | Derivative-commodity | US | $-4K | – | -0.00 | |
| COM FWD JETCO 2Q24 26.6 06/30/24 GST | Derivative-commodity | US | $5K | – | 0.00 | |
| COM FWD NAPGASFO 4Q24 9.75 12/31/24 BPS | Derivative-commodity | US | $40K | – | 0.00 | |
| COMM SWAP BCOMF1NTC BPS | Derivative-commodity | US | $-13K | – | -0.00 | |
| COMM SWAP CMDSKEWLS GST | Derivative-commodity | US | $3M | – | 0.06 | |
| COMM SWAP JMABNIC5 JPM | Derivative-commodity | US | $469K | – | 0.01 | |
| COMM SWAP JMABNIC5 JPM | Derivative-commodity | US | $172K | – | 0.00 | |
| COMM SWAP JMABNIC5 JPM | Derivative-commodity | US | $-338K | – | -0.01 | |
| COMM SWAP JMABNIU5 JPM | Derivative-commodity | US | $2K | – | 0.00 | |
| COMM SWAP PIMCODB CIB | Derivative-commodity | US | $608K | – | 0.01 | |
| COMM SWAP PIMCODB MAC | Derivative-commodity | US | $1M | – | 0.02 | |
| COMM SWAP PIMCODB MAC | Derivative-commodity | US | $329K | – | 0.01 | |
| COMM SWAP SPGCINP GST | Derivative-commodity | US | $-34K | – | -0.00 | |
| COMM SWAP TBL/BCOMF1NTC GST | Derivative-commodity | US | $-13K | – | -0.00 | |
| COMM SWAP TBL/BCOMF1TC BPS | Derivative-commodity | US | $-6M | – | -0.13 | |
| COMM SWAP TBL/BCOMF1TC GST | Derivative-commodity | US | $-2M | – | -0.04 | |
| COMM SWAP TBL/BCOMF1TC GST | Derivative-commodity | US | $-3M | – | -0.06 | |
| COMM SWAP TBL/BCOMTR BPS | Derivative-commodity | US | $-3M | – | -0.06 | |
| COMM SWAP TBL/BCOMTR GST | Derivative-commodity | US | $3M | – | 0.06 | |
| COMM SWAP TBL/BCOMTR GST | Derivative-commodity | US | $-4M | – | -0.08 | |
| COMM SWAP TBL/BCOMTR JPM | Derivative-commodity | US | $9M | – | 0.19 | |
| COMM SWAP TBL/BCOMTR JPM | Derivative-commodity | US | $-16K | – | -0.00 | |
| COMM SWAP TBL/BCOMTR JPM | Derivative-commodity | US | $-11M | – | -0.23 | |
| COMM SWAP TBL/BCOMTR MEI | Derivative-commodity | US | $-3M | – | -0.07 | |
| COMM SWAP TBL/BCOMTR MYC | Derivative-commodity | US | $-294K | – | -0.01 | |
| COMM SWAP TBL/BCOMTR SOG | Derivative-commodity | US | $-6K | – | -0.00 | |
| COMM SWAP TBL/BCOMTR UAG | Derivative-commodity | US | $-83K | – | -0.00 | |
| COMM SWAP TBL/BCOMTR1 BPS | Derivative-commodity | US | $-497K | – | -0.01 | |
| COMM SWAP TBL/BCOMTR1 GST | Derivative-commodity | US | $-2M | – | -0.04 | |
| COMM SWAP TBL/BCOMTR1 GST | Derivative-commodity | US | $-2M | – | -0.04 | |
| COMM SWAP TBL/BCOMTR1 MAC | Derivative-commodity | US | $-1M | – | -0.03 | |
| COMM SWAP TBL/BCOMTR1 MEI | Derivative-commodity | US | $-2M | – | -0.05 | |
| COMM SWAP TBL/BCOMTR1 MYC | Derivative-commodity | US | $-1M | – | -0.03 | |
| COMM SWAP TBL/BCOMTR2 GST | Derivative-commodity | US | $-1M | – | -0.03 | |
| COMM SWAP TBL/BCOMTR2 GST | Derivative-commodity | US | $-1M | – | -0.03 | |
| COMM SWAP TBL/BCOMTR2 MAC | Derivative-commodity | US | $-2M | – | -0.04 | |
| COMM SWAP TBL/BCOMTR2 MEI | Derivative-commodity | US | $-1M | – | -0.02 | |
| COMM SWAP TBL/CB CIXBSTR3 CBK | Derivative-commodity | US | $-2M | – | -0.03 | |
| COMM SWAP TBL/RBCAEC0T RBC | Derivative-commodity | US | $-649K | – | -0.01 | |
| COMM SWAP TBL/RBCAECR1 RBC | Derivative-commodity | US | $-325K | – | -0.01 | |
| COMM SWAP TBL/RBCAECT0 RBC | Derivative-commodity | US | $-3M | – | -0.07 | |
| CONAGRA BRANDS INC | Long | Debt | US | $849K | – | 0.02 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $698K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $499K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $499K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $498K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $498K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $348K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $299K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.01 |
| CONSTELLATION BRANDS INC 07/24 ZCP | Long | Debt | US | $250K | – | 0.01 |
| CONSTELLATION ENERGY GENERATIO 07/24 ZCP (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $1M | – | 0.02 |
| COPPER FUTURE SEP24 XCEC 20240926 | Derivative-commodity | US | $-1M | – | -0.02 | |
| CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.18 |
| CORDATUS CLO PLC CORDA 7A ARR 144A (CVC CORDATUS LOAN FUND VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.06 |
| CORN FUTURE DEC24 XCBT 20241213 | Derivative-commodity | US | $342K | – | 0.01 | |
| CORN FUTURE DEC25 XCBT 20251212 | Derivative-commodity | US | $10K | – | 0.00 | |
| CORN FUTURE SEP24 XCBT 20240913 | Derivative-commodity | US | $4M | – | 0.08 | |
| CORN FUTURE OPTN DEC24P 400 EXP 11/22/2024 | Derivative-commodity | US | $-311K | – | -0.01 | |
| CORN FUTURE OPTN SEP24C 450 EXP 08/23/2024 | Derivative-commodity | US | $116K | – | 0.00 | |
| COTTON NO.2 FUTR DEC24 IFUS 20241206 | Derivative-commodity | US | $102K | – | 0.00 | |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-26CB) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29CB A4 (COUNTRYWIDE ALTERNATIVE LN TR 2005-29CB) | Long | ABS-mortgage backed security | US | $361K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-62) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J1 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J1) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A (COUNTRYWIDE ALT LOAN TRUST 2006-OA17) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7) | Long | ABS-mortgage backed security | US | $676K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2004-7) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 (COUNTRYWIDE ASSET-BACKED CERTI 2006-19) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 24 A1 (COUNTRYWIDE HOME LOANS 2005-24) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB6) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 6 A4 (COUNTRYWIDE HOME LOANS 2006-6) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 (COUNTRYWIDE HOME LOANS 2007-HY4) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2008 1 A4 (COUNTRYWIDE HOME LOANS 2008-1) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A (CREDIT SUISSE MORTGAGE CAP CERT 2007-4R) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1 (CREDIT SUISSE MORTGAGE CAP CERT 2007-6) | Long | ABS-mortgage backed security | US | $767K | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2015 3R 5A2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-3R) | Long | ABS-mortgage backed security | US | $756K | – | 0.02 |
| CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A (CRESTLINE DENALI CLO XIV LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.16 |
| CRESTLINE DENALI CLO XVI, LTD. DEN16 2018 1A A 144A (CRESTLINE DENALI CLO XVI LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $135K | – | 0.00 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.05 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $1M | – | 0.02 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $948K | – | 0.02 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.03 |
| CRUDE OIL FUT OPT AUG24C 83 EXP 07/17/2024 | Derivative-commodity | US | $-20K | – | -0.00 | |
| CRUDE OIL FUT OPT AUG24C 84 EXP 07/17/2024 | Derivative-commodity | US | $-23K | – | -0.00 | |
| CRUDE OIL FUT OPT AUG24C 85 EXP 07/17/2024 | Derivative-commodity | US | $-17K | – | -0.00 | |
| CRUDE OIL FUT OPT SEP24C 81 EXP 08/15/2024 | Derivative-commodity | US | $-27K | – | -0.00 | |
| CRUDE OIL FUT OPT SEP24C 83 EXP 08/15/2024 | Derivative-commodity | US | $-18K | – | -0.00 | |
| CRUDE OIL FUT OPT SEP24C 84 EXP 08/15/2024 | Derivative-commodity | US | $-15K | – | -0.00 | |
| CRUDE OIL FUT OPT SEP24C 85 EXP 08/15/2024 | Derivative-commodity | US | $-13K | – | -0.00 | |
| CRUDE OIL FUT OPT SEP24C 86 EXP 08/15/2024 | Derivative-commodity | US | $-21K | – | -0.00 | |
| CRUDE OIL OPT IPE OCT24C 87 EXP 08/27/2024 | Derivative-commodity | GB | $-20K | – | -0.00 | |
| CRUDE OIL OPT IPE OCT24C 88 EXP 08/27/2024 | Derivative-commodity | GB | $-17K | – | -0.00 | |
| CRUDE OIL OPT IPE OCT24C 89 EXP 08/27/2024 | Derivative-commodity | GB | $-30K | – | -0.00 | |
| CRUDE OIL OPT IPE OCT24C 90 EXP 08/27/2024 | Derivative-commodity | GB | $-13K | – | -0.00 | |
| CRUDE OIL OPT IPE OCT24C 91 EXP 08/27/2024 | Derivative-commodity | GB | $-22K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 83.5 EXP 07/26/2024 | Derivative-commodity | GB | $-30K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 84 EXP 07/26/2024 | Derivative-commodity | GB | $-27K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 87 EXP 07/26/2024 | Derivative-commodity | GB | $-18K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 88 EXP 07/26/2024 | Derivative-commodity | GB | $-22K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 89 EXP 07/26/2024 | Derivative-commodity | GB | $-8K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 90 EXP 07/26/2024 | Derivative-commodity | GB | $-7K | – | -0.00 | |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3 (DEUTSCHE ALT-A SEC INC MTGE LO 2005-6) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A1B1 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| DOMINION RESOURCES (DOMINION ENERGY INC) | Long | Debt | US | $449K | – | 0.01 |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 59A A 144A (DRYDEN 59 EURO CLO 2017 DAC 17-59A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.05 |
| DRYDEN SENIOR LOAN FUND DRSLF 2013 26A AR 144A (DRYDEN XXVI SENIOR LOAN FUND 2013-26A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 57A A 144A (DRYDEN 57 CLO LTD 2018-57A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A (DRYDEN 80 CLO LTD 2019-80A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| DUTCH TTF OPT FSM AUG24C 40 EXP 07/26/2024 | Derivative-commodity | NL | $-5K | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24C 45 EXP 07/26/2024 | Derivative-commodity | NL | $-1K | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24C 47 EXP 07/26/2024 | Derivative-commodity | NL | $-8K | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24C 60 EXP 07/26/2024 | Derivative-commodity | NL | $-95.61 | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24C 65 EXP 07/26/2024 | Derivative-commodity | NL | $-33.47 | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24C 70 EXP 07/26/2024 | Derivative-commodity | NL | $-17.53 | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24C 75 EXP 07/26/2024 | Derivative-commodity | NL | $-19.13 | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24P 25 EXP 07/26/2024 | Derivative-commodity | NL | $-191.23 | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24P 29 EXP 07/26/2024 | Derivative-commodity | NL | $-10K | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 40 EXP 08/27/2024 | Derivative-commodity | NL | $-14K | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 45 EXP 08/27/2024 | Derivative-commodity | NL | $-4K | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 60 EXP 08/27/2024 | Derivative-commodity | NL | $-793.45 | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 65 EXP 08/27/2024 | Derivative-commodity | NL | $-367.04 | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 70 EXP 08/27/2024 | Derivative-commodity | NL | $-260.63 | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 75 EXP 08/27/2024 | Derivative-commodity | NL | $-376.29 | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24P 25 EXP 08/27/2024 | Derivative-commodity | NL | $-533.59 | – | -0.00 | |
| ECX EMISSION DEC24 NDEX 20241216 | Derivative-commodity | NL | $151K | – | 0.00 | |
| ELEVATION CLO LTD AWPT 2017 8A A1R2 144A (ELEVATION CLO LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $523K | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $497K | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $398K | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $350K | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $349K | – | 0.01 |
| EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A (EURO-GALAXY III CLO BV 13-3A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.13 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-80K | – | -0.00 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-1M | – | -0.02 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-696K | – | -0.01 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-533K | – | -0.01 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $1M | – | 0.02 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-134K | – | -0.00 | |
| EURO-SCHATZ OPT AUG24C 106.2 EXP 07/26/2024 | Derivative-interest rate | DE | $-131K | – | -0.00 | |
| EVERSOURCE ENERGY SR UNSECURED 10/24 2.9 | Long | Debt | US | $199K | – | 0.00 |
| FANNIE MAE FNR 2006 15 FC (FANNIE MAE 2006-15) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FANNIE MAE FNR 2007 4 DF (FANNIE MAE 2007-4) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FED HM LN PC POOL 847213 FH 01/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FED HM LN PC POOL 847524 FH 06/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7 (FIRST HORIZON ALT MTG SEC 2006-FA8) | Long | ABS-mortgage backed security | US | $627K | – | 0.01 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $3M | – | 0.06 |
| FNMA POOL FS3519 FN 11/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $313K | – | 0.01 |
| FNMA POOL MA4733 FN 09/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $586K | – | 0.01 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $184M | – | 3.79 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93M | – | 1.92 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79M | – | 1.63 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.44 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129M | – | 2.65 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39M | – | 0.80 |
| FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1 (FRANCE GOVT) | Long | Debt | FR | $27M | – | 0.56 |
| FRANCE (GOVT OF) BONDS 144A REGS 07/24 0.25 (FRANCE GOVT) | Long | Debt | FR | $21M | – | 0.43 |
| FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 (FRANCE GOVT) | Long | Debt | FR | $52M | – | 1.07 |
| FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1 (FRANCE GOVT) | Long | Debt | FR | $325K | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $400K | – | 0.01 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| GASOLINE RBOB FUT DEC24 XNYM 20241129 | Derivative-commodity | US | $8K | – | 0.00 | |
| GASOLINE RBOB FUT SEP24 XNYM 20240830 | Derivative-commodity | US | $-13K | – | -0.00 | |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $900K | – | 0.02 |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $299K | – | 0.01 |
| GLOBEX NATURL GAS AUG24 XNYM 20240726 | Derivative-commodity | US | $9K | – | 0.00 | |
| GLOBEX NATURL GAS SEP24 XNYM 20240827 | Derivative-commodity | US | $15K | – | 0.00 | |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130M | – | 2.68 |
| GOLD 100 OZ FUTR AUG24 XCEC 20240828 | Derivative-commodity | US | $-7K | – | -0.00 | |
| GOLD 100 OZ FUTR DEC24 XCEC 20241227 | Derivative-commodity | US | $-1K | – | -0.00 | |
| GOLD 100 OZ FUTR OCT24 XCEC 20241029 | Derivative-commodity | US | $-124.48 | – | -0.00 | |
| GOLD FUT OPT(CMX) AUG24C 2450 EXP 07/25/2024 | Derivative-commodity | US | $-17K | – | -0.00 | |
| GOLD FUT OPT(CMX) AUG24C 2500 EXP 07/25/2024 | Derivative-commodity | US | $-6K | – | -0.00 | |
| GOLD FUT OPT(CMX) AUG24C 2550 EXP 07/25/2024 | Derivative-commodity | US | $-3K | – | -0.00 | |
| GOLD FUT OPT(CMX) SEP24C 2500 EXP 08/27/2024 | Derivative-commodity | US | $-27K | – | -0.00 | |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| GREAT HALL MORTGAGES PLC GHM 2007 1 A2A REGS (GREAT HALL MORTGAGES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $16K | – | 0.00 |
| GREYWOLF CLO LTD GWOLF 2015 1A A1R 144A (GREYWOLF CLO LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $819K | – | 0.02 |
| GSAA HOME EQUITY TRUST GSAA 2007 4 A3A (GSAA HOME EQUITY TRUST 2007-4) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| GSAMP TRUST GSAMP 2005 HE2 M2 (GSAMP TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $973K | – | 0.02 |
| GSAMP TRUST GSAMP 2006 SD3 A 144A (GSAMP TRUST 2006-SD3) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GSAMP TRUST GSAMP 2007 HE2 A2D (GSAMP TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-16) | Long | ABS-mortgage backed security | US | $565K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A (HARBORVIEW MORTGAGE LOAN TR 2006-6) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A (HARBORVIEW MORTGAGE LOAN TR 2007-5) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| HARVEST CLO HARVT 12A AR 144A (HARVEST CLO XII DAC 12A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.07 |
| HARVEST CLO HARVT 16A ARR 144A (HARVEST CLO XVI DAC 16A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.17 |
| HARVEST CLO HARVT 20A AR 144A (HARVEST CLO XX DAC 20A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.10 |
| HOME EQUITY ASSET TRUST HEAT 2005 8 M2 (HOME EQUITY PASS-THRU CERTS 2005-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A4 (HSI ASSET SEC CORP TRUST 2006-OPT3) | Long | ABS-mortgage backed security | US | $965K | – | 0.02 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A3 (HSI ASSET SEC CORP TRUST 2006-WMC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $1M | – | 0.02 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $250K | – | 0.01 |
| ICG US CLO LTD ICG 2018 2A A 144A (ICG US CLO LTD 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.08 |
| INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11 (INDYMAC IMSC MTGE LN TRUST 2007-HOA1) | Long | ABS-mortgage backed security | US | $724K | – | 0.01 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1 (INDYMAC INDB MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR6 5A1 (INDYMAC INDX MTGE LOAN TR 2004-AR6) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A (INDYMAC INDX MORTGAGE LOAN TR 2005-AR14) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR15) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR7 4A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR12) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A (INDYMAC INDX MTGE LOAN TRUST 2006-AR14) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| INF SWAP EM NI 1.38 03/15/21-10Y LCH | Derivative-interest rate | $-7M | – | -0.14 | ||
| INF SWAP EM NI 1.71 03/15/18-15Y LCH | Derivative-interest rate | $812K | – | 0.02 | ||
| INF SWAP EM NI 1.95 11/15/18-30Y LCH | Derivative-interest rate | $-435K | – | -0.01 | ||
| INF SWAP EM NI 2.356 11/15/23-10Y LCH | Derivative-interest rate | $341K | – | 0.01 | ||
| INF SWAP EM NI 2.359 08/15/22-8Y LCH | Derivative-interest rate | $334K | – | 0.01 | ||
| INF SWAP EM NI 2.3625 11/15/23-10Y LCH | Derivative-interest rate | $199K | – | 0.00 | ||
| INF SWAP EM NI 2.39 11/15/23-10Y LCH | Derivative-interest rate | $238K | – | 0.00 | ||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH | Derivative-interest rate | $-258K | – | -0.01 | ||
| INF SWAP EM NI 2.47 07/15/22-10Y LCH | Derivative-interest rate | $200K | – | 0.00 | ||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| INF SWAP EM NI 2.5475 11/15/23-30Y LCH | Derivative-interest rate | $-94K | – | -0.00 | ||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH | Derivative-interest rate | $-123K | – | -0.00 | ||
| INF SWAP EM NI 2.57 06/15/22-10Y LCH | Derivative-interest rate | $438K | – | 0.01 | ||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH | Derivative-interest rate | $-176K | – | -0.00 | ||
| INF SWAP EM NI 2.59 03/15/22-30Y LCH | Derivative-interest rate | $-436K | – | -0.01 | ||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH | Derivative-interest rate | $231K | – | 0.00 | ||
| INF SWAP EM NI 2.6 05/15/22-10Y LCH | Derivative-interest rate | $451K | – | 0.01 | ||
| INF SWAP EM NI 2.62 11/15/23-30Y LCH | Derivative-interest rate | $-156K | – | -0.00 | ||
| INF SWAP EM NI 2.68 04/15/23-30Y LCH | Derivative-interest rate | $749K | – | 0.02 | ||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH | Derivative-interest rate | $234K | – | 0.00 | ||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH | Derivative-interest rate | $376K | – | 0.01 | ||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH | Derivative-interest rate | $-84K | – | -0.00 | ||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH | Derivative-interest rate | $479K | – | 0.01 | ||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH | Derivative-interest rate | $1M | – | 0.02 | ||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH | Derivative-interest rate | $308K | – | 0.01 | ||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH | Derivative-interest rate | $176K | – | 0.00 | ||
| INF SWAP FR NI 1.6175 07/15/18-10Y LCH | Derivative-interest rate | FR | $-643K | – | -0.01 | |
| INF SWAP FR NI 1.91 01/15/18-20Y LCH | Derivative-interest rate | FR | $-622K | – | -0.01 | |
| INF SWAP US IT 1.79375 08/24/20-7Y LCH | Derivative-interest rate | US | $15M | – | 0.30 | |
| INF SWAP US IT 1.7975 08/25/20-7Y LCH | Derivative-interest rate | US | $3M | – | 0.07 | |
| INF SWAP US IT 1.89 08/27/20-7Y LCH | Derivative-interest rate | US | $6M | – | 0.13 | |
| INF SWAP US IT 1.954 06/03/19-10Y LCH | Derivative-interest rate | US | $-5M | – | -0.10 | |
| INF SWAP US IT 1.9975 07/25/19-10Y LCH | Derivative-interest rate | US | $-13M | – | -0.28 | |
| INF SWAP US IT 2.165 04/16/19-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.04 | |
| INF SWAP US IT 2.31125 02/24/21-10Y LCH | Derivative-interest rate | US | $4M | – | 0.08 | |
| INF SWAP US IT 2.335 02/05/18-10Y LCH | Derivative-interest rate | US | $-3M | – | -0.07 | |
| INF SWAP US IT 2.3525 05/09/18-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.02 | |
| INF SWAP US IT 2.36 05/09/18-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.03 | |
| INF SWAP US IT 2.364 05/10/18-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.03 | |
| INF SWAP US IT 2.41875 03/05/21-5Y LCH | Derivative-interest rate | US | $871K | – | 0.02 | |
| INF SWAP US IT 2.51 09/08/23-1Y LCH | Derivative-interest rate | US | $-334K | – | -0.01 | |
| INF SWAP US IT 2.69 06/01/21-5Y LCH | Derivative-interest rate | US | $916K | – | 0.02 | |
| INF SWAP US IT 2.703 05/25/21-5Y LCH | Derivative-interest rate | US | $845K | – | 0.02 | |
| INF SWAP US IT 2.7675 05/13/21-5Y LCH | Derivative-interest rate | US | $2M | – | 0.04 | |
| INF SWAP US IT 2.813 05/14/21-5Y LCH | Derivative-interest rate | US | $819K | – | 0.02 | |
| INTEL CORPORATION | Long | Debt | US | $2M | – | 0.05 |
| INTEL CORPORATION | Long | Debt | US | $897K | – | 0.02 |
| INTEL CORPORATION | Long | Debt | US | $598K | – | 0.01 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $2M | – | 0.05 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $449K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $300K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $299K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $299K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $299K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $299K | – | 0.01 |
| 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 |
| INVESCO EURO CLO INVSC 3A A 144A (INVESCO EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.03 |
| IRS EUR 0.19000 11/04/22-30Y LCH | Derivative-interest rate | $4M | – | 0.09 | ||
| IRS EUR 0.19500 11/04/22-30Y LCH | Derivative-interest rate | $5M | – | 0.09 | ||
| IRS EUR 0.19700 11/08/22-30Y LCH | Derivative-interest rate | $9M | – | 0.18 | ||
| IRS EUR 0.55000 08/10/22-2Y LCH | Derivative-interest rate | $-59K | – | -0.00 | ||
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-2M | – | -0.03 | ||
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-1M | – | -0.02 | ||
| IRS EUR 0.70000 04/11/22-5Y LCH | Derivative-interest rate | $-857K | – | -0.02 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-2M | – | -0.03 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-710K | – | -0.01 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $148K | – | 0.00 | ||
| IRS EUR 2.63492 06/10/24-9Y* LCH | Derivative-interest rate | $577K | – | 0.01 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-2M | – | -0.05 | ||
| IRS EUR 2.91510 06/12/23-9Y* LCH | Derivative-interest rate | $568K | – | 0.01 | ||
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 1A4 (JP MORGAN ALTERNATIVE LN TRUST 2006-A7) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | Long | Debt | JP | $41M | – | 0.85 |
| JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | Long | Debt | JP | $79M | – | 1.62 |
| JETCIFNWE VS BNT1SAUG24 IFEU 20240830 | Derivative-commodity | GB | $10K | – | 0.00 | |
| JETCIFNWE VS BNT1SJUL24 IFEU 20240731 | Derivative-commodity | GB | $12K | – | 0.00 | |
| JETCIFNWE VS BNT1SSEP24 IFEU 20240930 | Derivative-commodity | GB | $8K | – | 0.00 | |
| 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 | $258K | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5 (JP MORGAN MTGE ACQUIS CORP 2006-CH2) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 (JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH5 M2 (JP MORGAN MTGE ACQUIS CORP 2007-CH5) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 1A1 (JP MORGAN MORTGAGE TRUST 2005-A3) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1 (JP MORGAN MORTGAGE TRUST 2005-A8) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2 (JP MORGAN MORTGAGE TRUST 2006-A4) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 3A4 (JP MORGAN MORTGAGE TRUST 2006-A5) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 7A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A (JP MORGAN MORTGAGE TRUST 2008-R2) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $853K | – | 0.02 |
| JYSKE REALKREDIT A/S COVERED 10/43 0.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $637.99 | – | 0.00 |
| JYSKE REALKREDIT A/S COVERED 10/47 2.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $1K | – | 0.00 |
| JYSKE REALKREDIT A/S COVERED 10/53 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.18 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $469K | – | 0.01 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.21 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/53 2 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $1M | – | 0.02 |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.16 | – | – |
| KC HRW WHEAT FUT DEC24 XCBT 20241213 | Derivative-commodity | US | $-1M | – | -0.02 | |
| KC HRW WHEAT FUT MAR25 XCBT 20250314 | Derivative-commodity | US | $-14K | – | -0.00 | |
| KC HRW WHEAT FUT SEP24 XCBT 20240913 | Derivative-commodity | US | $-1M | – | -0.03 | |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $2M | – | 0.04 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $797K | – | 0.02 |
| 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 | – | 0.04 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $998K | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $797K | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $698K | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $697K | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.01 |
| LAURELIN BV LAUR 2016 1A ARR 144A (LAURELIN 2016-1 DAC 16-1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.06 |
| LCM LTD PARTNERSHIP LCM 17A A1AR 144A (LCM XVII LP 17A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| LCM LTD PARTNERSHIP LCM 26A A1 144A (LCM LTD 26A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| LCM LTD PARTNERSHIP LCM 29A AR 144A (LCM 29 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| LEAN HOGS FUTURE OCT24 XCME 20241014 | Derivative-commodity | US | $152K | – | 0.00 | |
| LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2 (LEHMAN ABS MANUFACTURED HOUSING 2001-B) | Long | ABS-other | US | $2M | – | 0.04 |
| LEHMAN XS TRUST LXS 2006 7 1A1A (LEHMAN XS TRUST 2006-7) | Long | ABS-mortgage backed security | US | $871K | – | 0.02 |
| LEHMAN XS TRUST LXS 2006 8 3A4 (LEHMAN XS TRUST 2006-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $35M | – | 0.73 |
| LETRA TESOURO NACIONAL BILLS 10/24 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $12M | – | 0.25 |
| LIVE CATTLE FUTR OCT24 XCME 20241031 | Derivative-commodity | US | $105K | – | 0.00 | |
| LME LEAD FUTURE SEP24 XLME 20240916 | Derivative-commodity | GB | $143K | – | 0.00 | |
| LME NICKEL FUTURE SEP24 XLME 20240916 | Derivative-commodity | GB | $-464K | – | -0.01 | |
| LME PRI ALUM FUTR SEP24 XLME 20240916 | Derivative-commodity | GB | $176K | – | 0.00 | |
| LME ZINC FUTURE SEP24 XLME 20240916 | Derivative-commodity | GB | $-40K | – | -0.00 | |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.15 |
| LOSULGO1 VS BNT1STAUG24 IFEU 20240830 | Derivative-commodity | GB | $-7K | – | -0.00 | |
| LOSULGO1 VS BNT1STJUL24 IFEU 20240731 | Derivative-commodity | GB | $-9K | – | -0.00 | |
| LOSULGO1 VS BNT1STSEP24 IFEU 20240930 | Derivative-commodity | GB | $-5K | – | -0.00 | |
| LOW SU GASOIL G DEC24 IFEU 20241212 | Derivative-commodity | GB | $141K | – | 0.00 | |
| LOW SU GASOIL G JAN25 IFEU 20250110 | Derivative-commodity | GB | $-22K | – | -0.00 | |
| LOW SU GASOIL G JUN25 IFEU 20250612 | Derivative-commodity | GB | $-72K | – | -0.00 | |
| LOW SU GASOIL G NOV24 IFEU 20241112 | Derivative-commodity | GB | $-69K | – | -0.00 | |
| LOW SU GASOIL G OCT24 IFEU 20241010 | Derivative-commodity | GB | $12K | – | 0.00 | |
| LUMINENT MORTGAGE TRUST LUM 2006 6 A1 (LUMINENT MORTGAGE TRUST 2006-6) | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| MADISON PARK EURO FUNDING CADOG 13A AR 144A (MADISON PARK EURO FUNDING XIII DAC 13A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.10 |
| MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A (MADISON PARK FUNDING XXIII LTD 2017-23A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A (MADISON PARK FUNDING XXXV LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.10 |
| MARATHON OIL CORPORAT (MARATHON OIL CORPORATION) | Long | Debt | US | $649K | – | 0.01 |
| MARBLE POINT CLO X LTD MP10 2017 1A AR 144A (MARBLE POINT CLO X LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $496K | – | 0.01 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $348K | – | 0.01 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $298K | – | 0.01 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1 (MASTR ADJ RATE MTGE TRUST 2007-HF1) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A5 (MASTR ASSET BACKED SECUR TR 2006-WMC4) | Long | ABS-mortgage backed security | US | $481K | – | 0.01 |
| MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A (MASTR SPECIALIZED LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1 (MERRILL LYNCH ALTERNATIVE NT 2007-AF1) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1 (MERRILL LYNCH MORTGAGE BACKED SEC 2007-1) | Long | ABS-mortgage backed security | US | $491K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A3 2A (MERRILL LYNCH MTGE INVESTORS 2004-A3) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9 (MERRILL LYNCH MORTGAGE INVS 2005-A5) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-A7) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $22M | – | 0.45 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A (MF1 2020-FL4 LTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| MICROCHIP TECHNOLOGY INCORPORA 07/24 ZCP (MICROCHIP TECHNOLOGY INCORPORATED) | Long | Debt | US | $249K | – | 0.01 |
| MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $37K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A (MLCC MORTGAGE INVESTORS INC 2006-2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $303K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A6A (MORGAN STANLEY MORTGAGE TRUST-2006-15XS) | Long | ABS-mortgage backed security | US | $327K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 (MORGAN STANLEY MTGE LN TR 2007-7AX) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A (MOUNTAIN VIEW CLO LTD 2015-9A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.07 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| NAT GAS EURO OPT AUG24P 2.25 EXP 07/26/2024 | Derivative-commodity | US | $-13K | – | -0.00 | |
| NAT GAS EURO OPT AUG24P 2.4 EXP 07/26/2024 | Derivative-commodity | US | $-15K | – | -0.00 | |
| NAT GAS EURO OPT AUG24P 2.5 EXP 07/26/2024 | Derivative-commodity | US | $-21K | – | -0.00 | |
| NAT GAS EURO OPT AUG24P 2.55 EXP 07/26/2024 | Derivative-commodity | US | $-59K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.2 EXP 08/27/2024 | Derivative-commodity | US | $-14K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.35 EXP 08/27/2024 | Derivative-commodity | US | $-21K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.4 EXP 08/27/2024 | Derivative-commodity | US | $-26K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.45 EXP 08/27/2024 | Derivative-commodity | US | $-28K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.5 EXP 08/27/2024 | Derivative-commodity | US | $-44K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.55 EXP 08/27/2024 | Derivative-commodity | US | $-35K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.6 EXP 08/27/2024 | Derivative-commodity | US | $-40K | – | -0.00 | |
| NATURAL GAS FUTR APR25 XNYM 20250327 | Derivative-commodity | US | $-13K | – | -0.00 | |
| NATURAL GAS FUTR AUG24 XNYM 20240729 | Derivative-commodity | US | $161K | – | 0.00 | |
| NATURAL GAS FUTR DEC24 XNYM 20241126 | Derivative-commodity | US | $-3K | – | -0.00 | |
| NATURAL GAS FUTR FEB25 XNYM 20250129 | Derivative-commodity | US | $-20K | – | -0.00 | |
| NATURAL GAS FUTR JAN25 XNYM 20241227 | Derivative-commodity | US | $459K | – | 0.01 | |
| NATURAL GAS FUTR MAR25 XNYM 20250226 | Derivative-commodity | US | $-132K | – | -0.00 | |
| NATURAL GAS FUTR NOV24 XNYM 20241029 | Derivative-commodity | US | $-258K | – | -0.01 | |
| NATURAL GAS FUTR OCT24 XNYM 20240926 | Derivative-commodity | US | $-404K | – | -0.01 | |
| NATURAL GAS FUTR SEP24 XNYM 20240828 | Derivative-commodity | US | $-437K | – | -0.01 | |
| NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A (NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M1 (NEW CENTURY HOME EQUITY LOAN TR 2004-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $467K | – | 0.01 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $2M | – | 0.03 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $949K | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $948K | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $695K | – | 0.01 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $599K | – | 0.01 |
| NORDEA KREDIT REALKREDIT COVERED 10/43 0.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.22 | – | – |
| NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $271.5 | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $9K | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $1M | – | 0.02 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $468K | – | 0.01 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $322K | – | 0.01 |
| NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $594K | – | 0.01 |
| NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.21 | – | – |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M2 (NOVASTAR HOME EQUITY LOAN 2005-3) | Long | ABS-mortgage backed security | US | $699K | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C (NOVASTAR HOME EQUITY LOAN 2006-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| NY HARB ULSD FUT DEC24 XNYM 20241129 | Derivative-commodity | US | $-67K | – | -0.00 | |
| NY HARB ULSD FUT SEP24 XNYM 20240830 | Derivative-commodity | US | $-16K | – | -0.00 | |
| NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.21 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $1K | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $37.66 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.19 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $6M | – | 0.12 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.17 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $2K | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.21 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $146K | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 2 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $2K | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 2 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.17 | – | – |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2015 4A A1R 144A (OAK HILL EUROPEAN CREDIT PARTNERS IV DESIGNATED ACTIVITY CO 15-4A) | Long | ABS-collateralized bond/debt obligation | IE | $440K | – | 0.01 |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2015 4A A1RE 144A (OAK HILL EUROPEAN CREDIT PARTNERS IV DESIGNATED ACTIVITY CO 15-4A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.03 |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2017 6A A1 144A (OAK HILL EUROPEAN CREDIT PARTNERS VI DAC 2017-6A) | Long | ABS-collateralized bond/debt obligation | IE | $422K | – | 0.01 |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A (OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.07 |
| OAKTREE CLO LTD OAKCL 2019 1A A1R 144A (OAKTREE CLO 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| OCP CLO LTD OCP 2014 7A A1RR 144A (OCP CLO LTD 2014-7A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| OCP EURO CLO OCPE 2017 2A A 144A (OCP EURO CLO DAC 2017-2A) | Long | ABS-collateralized bond/debt obligation | IE | $12M | – | 0.25 |
| OCP EURO CLO OCPE 2020 4A AR 144A (OCP EURO CLO 2020-4 DAC 20-4A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.21 |
| OZLM LTD OZLM 2014 9A A1A4 144A (OZLM IX LTD 2014-9A) | Long | ABS-collateralized bond/debt obligation | KY | $413K | – | 0.01 |
| OZLM LTD OZLM 2015 11A A1R 144A (OZLM XI LTD 2015-11A) | Long | ABS-collateralized bond/debt obligation | KY | $492K | – | 0.01 |
| OZLM LTD OZLM 2019 24A A1AR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.08 |
| PALLADIUM FUTURE SEP24 XNYM 20240926 | Derivative-commodity | US | $-101K | – | -0.00 | |
| 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 | – | 0.11 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.15 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A (PALMER SQUARE LOAN FUNDING 2021-4) | Long | ABS-collateralized bond/debt obligation | KY | $370K | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2004 WWF1 M6 (PARK PLACE SECURITIES INC 2004-WWF1) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $396K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $449K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $400K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $299K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $250K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 08/24 ZCP | Long | Debt | US | $397K | – | 0.01 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $9M | – | 0.18 |
| PLATINUM FUTURE OCT24 XNYM 20241029 | Derivative-commodity | US | $-17K | – | -0.00 | |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 A M2 (POPULAR ABS MTGE PASS THRU TRUST 2006-A) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A3 (POPULAR ABS MTGE PASS THRU TRUST 2007-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| RAD CLO LTD RAD 2019 5A AR 144A (RAD CLO LTD 2019-5A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| REALKREDIT DANMARK COVERED REGS 04/47 2.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $1K | – | 0.00 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.22 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.12 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.26 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.23 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.14 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 2 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $446K | – | 0.01 |
| REALKREDIT DANMARK COVERED REGS 10/53 2 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $17K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| REPO BANK OF MONTREAL ZCP | Long | Repurchase agreement | CA | $51M | – | 1.05 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB21 (RESIDENTIAL ACCREDIT LOANS INC 2005-QA9) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 (RALI SERIES 2005-QO1 TRUST) | Long | ABS-mortgage backed security | US | $302K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1 (RESIDENTIAL ACCREDIT LOANS INC 2006-QA2) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QH1 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QH1) | Long | ABS-mortgage backed security | US | $583K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 (RESIDENTIAL ASSET SEC CORP 2006-EMX7) | Long | ABS-mortgage backed security | US | $571K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M2 (RESIDENTIAL ASSET SECURITIES 2006-KS7) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 (RESIDENTIAL ASSET SEC TRUST 2005-A5) | Long | ABS-mortgage backed security | US | $449K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5 (RESIDENTIAL ASSET SEC TRUST 2006-A10) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1 (RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 (RESIDENTIAL FUNDING MTG SEC I 2003-S9) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21 (RESIDENTIAL FUNDING MTGE SEC 2005-SA4) | Long | ABS-mortgage backed security | US | $534K | – | 0.01 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A10 (RESIDENTIAL FUNDING MTGE SEC 2007-S6) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A11 (RESIDENTIAL FUNDING MTGE SEC 2007-S6) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| RFR EUR ESTRON/3.47500 02/26/24-1Y LCH | Derivative-interest rate | $2M | – | 0.04 | ||
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH | Derivative-interest rate | JP | $43K | – | 0.00 | |
| RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH | Derivative-interest rate | JP | $145K | – | 0.00 | |
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH | Derivative-interest rate | JP | $687K | – | 0.01 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $-89K | – | -0.00 | |
| RFR USD SOFR/2.86500 02/13/24-30Y LCH | Derivative-interest rate | US | $15M | – | 0.30 | |
| RFR USD SOFR/3.08500 02/13/24-10Y LCH | Derivative-interest rate | US | $-14M | – | -0.28 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $1M | – | 0.03 | |
| RFR USD SOFR/3.75724 06/03/24-9Y* LCH | Derivative-interest rate | US | $721K | – | 0.01 | |
| RFR USD SOFR/4.25000 12/20/23-2Y LCH | Derivative-interest rate | US | $800K | – | 0.02 | |
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH | Derivative-interest rate | US | $6M | – | 0.13 | |
| RFRF USD SOFR/2.28500 11/15/23-30Y LCH | Derivative-interest rate | US | $8M | – | 0.17 | |
| RFRF USD SOFR/2.30000 11/15/23-5Y LCH | Derivative-interest rate | US | $-18M | – | -0.36 | |
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH | Derivative-interest rate | US | $-2M | – | -0.04 | |
| SARANAC CLO LTD SRANC 2018 6A A1R 144A (SARANAC CLO LTD 2018-6A) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.04 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 (SEC ASSET BACKED REC LLC 2006-FR3) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A1 144A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 5 A (SEQUOIA MORTGAGE TRUST 5) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| SGX IRON ORE 62 AUG24 XSIM 20240830 | Derivative-commodity | SG | $-56K | – | -0.00 | |
| SGX IRON ORE 62 SEP24 XSIM 20240930 | Derivative-commodity | SG | $-701K | – | -0.01 | |
| SHORT EURO-BTP FU SEP24 XEUR 20240906 | Derivative-interest rate | DE | $11K | – | 0.00 | |
| SILVER FUTURE SEP24 XCEC 20240926 | Derivative-commodity | US | $311K | – | 0.01 | |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.04 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $998K | – | 0.02 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $299K | – | 0.01 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-7K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-18K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-271.37 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-17K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3M | – | 0.06 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $446K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $391K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $383K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $352K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $210K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $155K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $126K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $64K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $268.74 | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $300K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $81K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $490K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $381K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $302K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $203K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $308K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $254K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $208K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $173K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $166K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $157K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $20K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $173K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-20K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-28K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240705 | Derivative-foreign exchange | CA | $-12K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240705 | Derivative-foreign exchange | CA | $-16K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240709 | Derivative-foreign exchange | CA | $11K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-19.15 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-31K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-381.7 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-11K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-15K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-19K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-92K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $23K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $15.07 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $119K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $102K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $63K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $20K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $99K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $66K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $20K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $36.17 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $64K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $51K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-2.85 | – | -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 EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $6M | – | 0.13 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $107K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $8K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $252.91 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $-158.77 | – | -0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $165K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $21K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-90.45 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $24K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $793.76 | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $3M | – | 0.06 | |
| 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 | $6.2 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $7.14 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $45K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $44K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $22K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $19K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $15K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $9K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $6K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-3K | – | -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 | $-19K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-6K | – | -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 | $3K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $299.72 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $54.41 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $15K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $10K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $9K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $5K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $173.56 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $60K | – | 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 | $-105.97 | – | -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 TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $30K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $28K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $24K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $22K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $22K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $21K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $19K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $15K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $13K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $10K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $10K | – | 0.00 | |
| SOUND POINT CLO LTD SNDPT 2017 4A A1 144A (SOUND POINT CLO XVIII LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| SOUND POINT CLO LTD SNDPT 2019 1A AR 144A (SOUND POINT CLO XXII LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A (SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| SOYBEAN FUTURE JAN25 XCBT 20250114 | Derivative-commodity | US | $25K | – | 0.00 | |
| SOYBEAN FUTURE NOV25 XCBT 20251114 | Derivative-commodity | US | $2K | – | 0.00 | |
| SOYBEAN FUTURE NOV24 XCBT 20241114 | Derivative-commodity | US | $-1M | – | -0.02 | |
| SOYBEAN MEAL FUTR DEC24 XCBT 20241213 | Derivative-commodity | US | $-2M | – | -0.05 | |
| SOYBEAN MEAL FUTR JAN25 XCBT 20250114 | Derivative-commodity | US | $191K | – | 0.00 | |
| SOYBEAN OIL FUTR DEC24 XCBT 20241213 | Derivative-commodity | US | $112K | – | 0.00 | |
| SOYBEAN OIL FUTR JAN25 XCBT 20250114 | Derivative-commodity | US | $59K | – | 0.00 | |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $33K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1 (STRUCTURED ARM LOAN TRUST 2005-19XS) | Long | ABS-mortgage backed security | US | $344K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 8A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-1) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A2 (STRUCTURED ASSET INVEST LN TR 2003-BC2) | Long | ABS-mortgage backed security | US | $856K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $399K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR4) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $843K | – | 0.02 |
| SUGAR 11 (WORLD) MAR25 IFUS 20250228 | Derivative-commodity | US | $-104K | – | -0.00 | |
| TARGA RES CORP (TARGA RESOURCES CORP) | Long | Debt | US | $498K | – | 0.01 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $896K | – | 0.02 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $548K | – | 0.01 |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.11 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.08 |
| TORO EUROPEAN CLO TCLO 6A AR 144A (TORO EUROPEAN CLO 6 DAC 6A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.11 |
| TORONTO DOMINION BANK REPO DUMMY ASSET | Long | Repurchase agreement | CA | $51M | – | 1.05 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.13 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $28M | – | 0.58 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.19 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $110M | – | 2.27 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $62M | – | 1.29 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.05 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.03 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $695K | – | 0.01 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $71M | – | 1.45 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.04 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $725K | – | 0.01 |
| TRS R 5.43/912828V49 BPS | Derivative-credit | US | $568K | – | 0.01 | |
| TRS R 5.43/91282CDC2 BPS | Derivative-credit | US | $1M | – | 0.03 | |
| TRS R 5.43/91282CFR7 BPS | Derivative-credit | US | $1M | – | 0.02 | |
| TRS R 5.46/912828N71 GLM | Derivative-credit | US | $53K | – | 0.00 | |
| TRS R 5.49/912828N71 MYC | Derivative-credit | US | $110K | – | 0.00 | |
| TRS R 5.49/912828S50 MYC | Derivative-credit | US | $275K | – | 0.01 | |
| TRS R 5.49/91282CCM1 MYC | Derivative-credit | US | $-282K | – | -0.01 | |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $124M | – | 2.56 |
| TSY INFL IX N/B 01/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $159M | – | 3.27 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $412M | – | 8.50 |
| TSY INFL IX N/B 01/28 1.75 (UNITED STATES GOVT) | Long | Debt | US | $59M | – | 1.21 |
| TSY INFL IX N/B 01/29 0.875 (UNITED STATES GOVT) | Long | Debt | US | $152M | – | 3.13 |
| TSY INFL IX N/B 01/29 2.5 (UNITED STATES GOVT) | Long | Debt | US | $55M | – | 1.13 |
| TSY INFL IX N/B 01/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $103M | – | 2.13 |
| TSY INFL IX N/B 01/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $68M | – | 1.41 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.21 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 0.27 |
| TSY INFL IX N/B 02/40 2.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.08 |
| TSY INFL IX N/B 02/41 2.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.07 |
| TSY INFL IX N/B 02/42 0.75 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.08 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $431K | – | 0.01 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.21 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $998K | – | 0.02 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.14 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $488K | – | 0.01 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $373K | – | 0.01 |
| TSY INFL IX N/B 02/54 2.125 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 0.26 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $177M | – | 3.65 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Short | Debt | US | $-19M | – | -0.40 |
| TSY INFL IX N/B 04/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $185M | – | 3.82 |
| TSY INFL IX N/B 04/27 0.125 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.12 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $117M | – | 2.41 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $154M | – | 3.17 |
| TSY INFL IX N/B 04/29 3.875 (UNITED STATES GOVT) | Long | Debt | US | $17M | – | 0.35 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $164M | – | 3.37 |
| TSY INFL IX N/B 07/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $70M | – | 1.43 |
| TSY INFL IX N/B 07/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $61M | – | 1.25 |
| TSY INFL IX N/B 07/28 0.75 (UNITED STATES GOVT) | Long | Debt | US | $159M | – | 3.27 |
| TSY INFL IX N/B 07/29 0.25 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 0.31 |
| TSY INFL IX N/B 07/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $73M | – | 1.51 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.06 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $33M | – | 0.68 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $32M | – | 0.65 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $506M | – | 10.42 |
| TSY INFL IX N/B 10/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $790M | – | 16.28 |
| TSY INFL IX N/B 10/27 1.625 (UNITED STATES GOVT) | Long | Debt | US | $300M | – | 6.18 |
| TSY INFL IX N/B 10/28 2.375 (UNITED STATES GOVT) | Long | Debt | US | $177M | – | 3.64 |
| TTF NAT GAS F AUG24 NDEX 20240730 | Derivative-commodity | NL | $-2K | – | -0.00 | |
| TTF NAT GAS F SEP24 NDEX 20240829 | Derivative-commodity | NL | $7K | – | 0.00 | |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | Long | Debt | CH | $251K | – | 0.01 |
| UBS GROUP AG SR UNSECURED REGS 01/26 VAR | Long | Debt | CH | $430K | – | 0.01 |
| UBS GROUP AG SR UNSECURED REGS 01/28 VAR | Long | Debt | CH | $396K | – | 0.01 |
| UBS GROUP AG SR UNSECURED REGS 03/29 VAR | Long | Debt | CH | $484K | – | 0.01 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-3M | – | -0.07 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $2M | – | 0.04 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-3M | – | -0.05 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $770K | – | 0.02 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-3M | – | -0.05 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $267K | – | 0.01 | |
| VARS GOLDLNPM 0.040804 10/16/25 JPM | Derivative-interest rate | US | $1M | – | 0.03 | |
| VARS GOLDLNPM 0.042025 10/22/25 JPM | Derivative-interest rate | US | $252K | – | 0.01 | |
| VARS GOLDLNPM 0.06325225 04/10/26 JPM | Derivative-interest rate | US | $2M | – | 0.05 | |
| VARS GOLDLNPM 0.069696 08/02/24 JPM | Derivative-interest rate | US | $31K | – | 0.00 | |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $19K | – | 0.00 |
| VENTURE CDO LTD VENTR 2017 26A AR 144A (VENTURE XXVI CLO LTD 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $396K | – | 0.01 |
| VENTURE CDO LTD VENTR 2017 27A AR 144A (VENTURE XXVII CLO LTD 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| VENTURE CDO LTD VENTR 2017 29A AR 144A (VENTURE XXIX CLO LTD 2017-29A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| VENTURE CDO LTD VENTR 2018 33A A1LR 144A (VENTURE CLO LTD 2018-33A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| VENTURE CDO LTD VENTR 2019 36A A1AR 144A (VENTURE 36 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.19 |
| VENTURE CDO LTD VENTR 2019 38A A1R 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.30 |
| VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| VMC FINANCE LLC VMC 2022 FL5 A 144A (VMC FINANCE 2022-FL5 LLC) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.31 |
| VMWARE LLC SR UNSECURED 08/27 3.9 | Long | Debt | US | $864K | – | 0.02 |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A (ING INVESTMENT MANAGEMENT CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| VOYA CLO LTD INGIM 2013 1A A1AR 144A (VOYA CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| VOYA CLO LTD VOYA 2014 4A A1RA 144A (VOYA CLO LTD 2014-4) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| VOYA CLO LTD VOYA 2017 1A A1R 144A (VOYA CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| VOYA CLO LTD VOYA 2017 2A A1R 144A (VOYA CLO 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $718K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $545K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $449K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $399K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $399K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $398K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $298K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $248K | – | 0.01 |
| VW CR INC 07/24 ZCP (VW CREDIT INC) | Long | Debt | US | $648K | – | 0.01 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 A 2A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-A) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A (WASHINGTON MUTUAL 2003-AR9) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1 (WASHINGTON MUTUAL 2006-AR10) | Long | ABS-mortgage backed security | US | $448K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A (WASHINGTON MUTUAL 2006-AR15) | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $344K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $811K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A (WASHINGTON MUTUAL 2006-AR5) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 (WASHINGTON MUTUAL 2006-AR8) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB (WMALT MTGE PASS-THRU CERT 2005-7) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2019 XA A1R 144A (WELLFLEET CLO X LTD 2019-XA) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.16 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9 (WELLS FARGO HOME EQUITY TRUST 2005-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1 (WELLS FARGO MTGE BK SEC TR 2006-AR15) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4 (WELLS FARGO MTGE BK SEC TR 2006-AR4) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| WHEAT FUTURE(CBT) DEC24 XCBT 20241213 | Derivative-commodity | US | $583K | – | 0.01 | |
| WHEAT FUTURE(CBT) JUL25 XCBT 20250714 | Derivative-commodity | US | $-29K | – | -0.00 | |
| WHEAT FUTURE(CBT) MAR25 XCBT 20250314 | Derivative-commodity | US | $11K | – | 0.00 | |
| WHEAT FUTURE(CBT) SEP24 XCBT 20240913 | Derivative-commodity | US | $921K | – | 0.02 | |
| WIND RIVER CLO LTD WINDR 2014 1A ARR 144A (WIND RIVER CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.08 |
| WTI CRUDE FUTURE APR25 XNYM 20250320 | Derivative-commodity | US | $-190K | – | -0.00 | |
| WTI CRUDE FUTURE AUG24 XNYM 20240722 | Derivative-commodity | US | $-108K | – | -0.00 | |
| WTI CRUDE FUTURE DEC24 IFEU 20241119 | Derivative-commodity | GB | $43K | – | 0.00 | |
| WTI CRUDE FUTURE DEC24 XNYM 20241120 | Derivative-commodity | US | $478K | – | 0.01 | |
| WTI CRUDE FUTURE DEC25 IFEU 20251119 | Derivative-commodity | GB | $-62K | – | -0.00 | |
| WTI CRUDE FUTURE DEC25 XNYM 20251120 | Derivative-commodity | US | $4K | – | 0.00 | |
| WTI CRUDE FUTURE FEB25 XNYM 20250121 | Derivative-commodity | US | $396K | – | 0.01 | |
| WTI CRUDE FUTURE JAN25 XNYM 20241219 | Derivative-commodity | US | $144K | – | 0.00 | |
| WTI CRUDE FUTURE JUL25 XNYM 20250620 | Derivative-commodity | US | $-171K | – | -0.00 | |
| WTI CRUDE FUTURE JUN25 XNYM 20250520 | Derivative-commodity | US | $-199K | – | -0.00 | |
| WTI CRUDE FUTURE MAR25 XNYM 20250220 | Derivative-commodity | US | $587K | – | 0.01 | |
| WTI CRUDE FUTURE MAY25 XNYM 20250422 | Derivative-commodity | US | $-87K | – | -0.00 | |
| WTI CRUDE FUTURE NOV24 XNYM 20241022 | Derivative-commodity | US | $-169K | – | -0.00 | |
| WTI CRUDE FUTURE OCT24 XNYM 20240920 | Derivative-commodity | US | $-254K | – | -0.01 | |
| WTI CRUDE FUTURE SEP24 XNYM 20240820 | Derivative-commodity | US | $-319K | – | -0.01 | |
| WTI CRUDE FUTURE SEP25 XNYM 20250820 | Derivative-commodity | US | $67K | – | 0.00 |
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.