PIMCOFUNDS > PIMCO Funds
PIMCO StocksPLUS Small Fund
$1.04B
Avg Monthly Net Assets
$1.30B
Total Assets
$370.07M
Total Liabilities
$933.02M
Net Assets
PIMCO StocksPLUS Small Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has five share classes
and monthly net assets of $1.04B.
On August 28th, 2024 it reported 852 holdings, the largest
being PIMCO FUNDS (5.7%), UMBS PASS THRU POOLS (5.4%) and UMBS PASS THRU POOLS (4.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000031249 | PCKAX | |
| Class C | C000031251 | PCKCX | |
| Class I-2 | C000064162 | PCKPX | |
| Class I-3 | C000200457 | PSNSX | |
| Institutional | C000028347 | PSCSX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113 | Derivative-interest rate | US | $84K | – | 0.01 | |
| 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017 | Derivative-interest rate | US | $38K | – | 0.00 | |
| 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717 | Derivative-interest rate | US | $31K | – | 0.00 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-39.36 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-568.3 | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.07 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.05 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.05 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.1 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-17.55 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-494.82 | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-140.49 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-187.79 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-384.64 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-190.08 | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-247.66 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-226.98 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-474.04 | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-462.56 | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-196.76 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-162.7 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-358.68 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-824.28 | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-203.63 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-469.68 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-763.81 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-49.3 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-176.29 | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-466.85 | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-700.29 | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-186.22 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-846.48 | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-975.42 | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-475.92 | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-474.86 | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-860.61 | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 3M CO COMMON STOCK USD.01 (3M COMPANY) | Long | Equity-common | US | $838K | 8K | 0.09 |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 2 M5 (AAMES MORTGAGE INVESTMENT TRUST 2005-2) | Long | ABS-mortgage backed security | US | $224K | – | 0.02 |
| AAPL US TRS EQUITY FEDL01+75 BOA | Derivative-equity | US | $-2M | – | -0.19 | |
| ABX.HE.AAA.06-2 SP BRC | Derivative-credit | US | $-116K | – | -0.01 | |
| ACHV ABS TRUST ACHV 2023 4CP A 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $92K | – | 0.01 |
| ACHV ABS TRUST ACHV 2023 4CP B 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $704K | – | 0.08 |
| ADAGIO CLO ADAGI V A ARR 144A (ADAGIO V CLO DAC V-A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.37 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2007 3 2A1 144A (ADJUSTABLE RATE MORTAGE TRUST 2007-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $860K | – | 0.09 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $909K | – | 0.10 |
| ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A3 (ALLY AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $2M | – | 0.17 |
| AMAZON.COM INC COMMON STOCK USD.01 (AMAZONCOM INC) | Long | Equity-common | US | $2M | 8K | 0.17 |
| AMERICAN EXPRESS CO COMMON STOCK USD.2 (AMERICAN EXPRESS COMPANY) | Long | Equity-common | US | $2M | 8K | 0.20 |
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1 (AMERICAN HOME MORTGAGE ASSETS 2006-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $5M | – | 0.49 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A1 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $7M | – | 0.74 |
| AMGEN INC COMMON STOCK USD.0001 | Long | Equity-common | US | $3M | 8K | 0.27 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $2M | – | 0.19 |
| APPLE INC COMMON STOCK USD.00001 | Long | Equity-common | US | $23M | 109K | 2.45 |
| ARES EURO CLO ARESE 7A A1RR 144A (ARES EUROPEAN CLO 7A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.36 |
| ARMADA EURO CLO ARMDA 3A A1R 144A (ARMADA EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.83 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A1 (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $20K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $8K | – | 0.00 | |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $3M | – | 0.29 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A (ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM) | Long | ABS-mortgage backed security | US | $4M | – | 0.48 |
| AVENUE OF AMERICAS AOA 2021 1177 A 144A (AOA 2021-1177 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $499K | – | 0.05 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC) | Long | ABS-other | US | $2M | – | 0.26 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/27 3.25 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $749K | – | 0.08 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $5M | – | 0.51 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $397K | – | 0.04 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $250K | – | 0.03 |
| BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A (BAIN CAPITAL EURO 2018-2 DAC 18-2A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.38 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BOC B 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BOC) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A (BANK OF AMERICA AUTO TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.25 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $999K | – | 0.11 |
| BANK OF AMERICA CORP SR UNSECURED 07/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.11 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.39 |
| BANK OF AMERICA CREDIT CARD TR BACCT 2023 A2 A2 (BANK OF AMERICA CREDIT CARD TRUST 2023-A2) | Long | ABS-mortgage backed security | US | $5M | – | 0.51 |
| BANK OF AMERICA NA SR UNSECURED 08/25 VAR | Long | Debt | US | $2M | – | 0.20 |
| BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $3M | – | 0.37 |
| BARCLAYS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $2M | – | 0.16 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $1M | – | 0.13 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125 | Long | Debt | US | $202K | – | 0.02 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $410K | – | 0.04 |
| BCAP LLC TRUST BCAP 2012 RR11 4A3 144A (BCAP LLC TRUST 2012-RR11) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 26A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE1 2M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE7 2A2 (BEAR STEARNS ASSETBACK SEC 2006-HE7) | Long | ABS-mortgage backed security | US | $258K | – | 0.03 |
| BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A (BLACKROCK EUROPEAN CLO VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.36 |
| BMW VEHICLE OWNER TRUST BMWOT 2023 A A3 (BMW VEHICLE OWNER TRUST 2023-A) | Long | ABS-other | US | $2M | – | 0.16 |
| BNC MORTGAGE LOAN TRUST BNCMT 2006 1 A3 (BNC MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| BOEING CO/THE COMMON STOCK USD5.0 | Long | Equity-common | US | $1M | 8K | 0.16 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $8K | – | 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 | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-13K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-15K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-16K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-17K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-20K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-26K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-27K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-32K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-119K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-369K | – | -0.04 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-19K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $8K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-5K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-11K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-115.94 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-8K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-10K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-13K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-19K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-390.09 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-496.03 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $66.18 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $30.29 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-42K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-44K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $239.74 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $224.77 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $462.18 | – | 0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-3K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-9K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $4K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $896.96 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $819.93 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $639.88 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $269.75 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $126.06 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $122.92 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-577.26 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-844.56 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-197.48 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $10K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-114K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-20.22 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-12K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-14K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-753.3 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-6K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-543.25 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -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 | $-7K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-9K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-14K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-16K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-22K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-22K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-47K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $822.52 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $48.19 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-6K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $16K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $68K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $15K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $1K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $88.76 | – | 0.00 | |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | Derivative-credit | GB | $15K | – | 0.00 | |
| BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC B 144A (BSREP COMMERCIAL MORTGAGE TRUST 2021-DC) | Long | ABS-mortgage backed security | US | $4M | – | 0.41 |
| CAIRN CLO BV CRNCL 2018 10A AR 144A (CAIRN CLO X BV 18-10A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.25 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $248K | – | 0.03 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $248K | – | 0.03 |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A (CARLYLE EURO CLO 2019-2 DAC 19-2A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.41 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.19 |
| CARRIER GLOBAL CORP SR UNSECURED 05/25 4.375 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $538K | – | 0.06 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P2 A4 (CARVANA AUTO RECEIVABLES TRUST 2022-P2) | Long | ABS-other | US | $3M | – | 0.31 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N3) | Long | ABS-other | US | $1M | – | 0.15 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P3) | Long | ABS-other | US | $630K | – | 0.07 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $301K | – | 0.03 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2024-P1) | Long | ABS-other | US | $1M | – | 0.14 |
| CATERPILLAR INC COMMON STOCK USD1.0 (CATERPILLAR INCORPORATED) | Long | Equity-common | US | $3M | 8K | 0.29 |
| CDX EM34 ICE | Derivative-credit | US | $-36K | – | -0.00 | |
| CDX EM35 ICE | Derivative-credit | US | $-166.33 | – | -0.00 | |
| CDX EM38 ICE | Derivative-credit | US | $-11K | – | -0.00 | |
| CDX EM39 ICE | Derivative-credit | US | $-7K | – | -0.00 | |
| CDX EM40 ICE | Derivative-credit | US | $-29K | – | -0.00 | |
| CDX EM41 ICE | Derivative-credit | US | $-25K | – | -0.00 | |
| CDX HY40 5Y ICE | Derivative-credit | US | $6K | – | 0.00 | |
| CDX HY41 5Y ICE | Derivative-credit | US | $167K | – | 0.02 | |
| CDX HY42 5Y ICE | Derivative-credit | US | $384K | – | 0.04 | |
| CDX IG35 5Y ICE | Derivative-credit | US | $11K | – | 0.00 | |
| CDX IG36 5Y ICE | Derivative-credit | US | $47K | – | 0.01 | |
| CDX IG37 5Y ICE | Derivative-credit | US | $13K | – | 0.00 | |
| CDX IG38 5Y ICE | Derivative-credit | US | $8K | – | 0.00 | |
| CDX IG39 5Y ICE | Derivative-credit | US | $6K | – | 0.00 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $28K | – | 0.00 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $81K | – | 0.01 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $2M | – | 0.23 | |
| CHASEFLEX TRUST CFLX 2007 3 2A1 (CHASEFLEX TRUST 2007-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| CHEVRON CORP COMMON STOCK USD.75 (CHEVRON CORPORATION) | Long | Equity-common | US | $1M | 8K | 0.14 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 | Long | Equity-common | US | $390K | 8K | 0.04 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $7M | – | 0.78 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 4 A (CITIGROUP MTGE LOAN TRUST INC 2005-4) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 (CITIGROUP MTGE LOAN TR INC 2006-AR1) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M2 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3) | Long | ABS-mortgage backed security | US | $330K | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A (CITIGROUP MTGE LOAN TR INC 2007-AHL3) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AMC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A (CITIGROUP MTGE LOAN TR INC 2008-RR1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-mortgage backed security | US | $6M | – | 0.59 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $4M | – | 0.47 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $4M | – | 0.43 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A9 (CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4) | Long | ABS-mortgage backed security | US | $763K | – | 0.08 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $799K | – | 0.09 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $499K | – | 0.05 |
| COCA COLA CO/THE COMMON STOCK USD.25 (COCA COLA COMPANY) | Long | Equity-common | US | $522K | 8K | 0.06 |
| COMM MORTGAGE TRUST COMM 2019 521F A 144A (COMM 2019-521F MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $1M | – | 0.16 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $995K | – | 0.11 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $796K | – | 0.09 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $599K | – | 0.06 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $448K | – | 0.05 |
| CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.65 |
| CORDATUS CLO PLC CORDA 7A ARR 144A (CVC CORDATUS LOAN FUND VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.25 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 28CB 3A7 (COUNTRYWIDE ALTERNATIVE LN TR 2005-28CB) | Long | ABS-mortgage backed security | US | $438K | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-76) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 43CB 1A12 (COUNTRYWIDE ALT LOAN TRUST 2006-43CB) | Long | ABS-mortgage backed security | US | $353K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1 (COUNTRYWIDE ALT LOAN TRUST 2006-OA22) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 13 A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-13) | Long | ABS-mortgage backed security | US | $891K | – | 0.10 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY8C A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-HY8C) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A1B (COUNTRYWIDE ALTERNATIVE LN TR 2007-OA6) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 2A1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4) | Long | ABS-mortgage backed security | US | $624K | – | 0.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 MV1 (COUNTRYWIDE ASSET-BACKED CERTS 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2006-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-24) | Long | ABS-mortgage backed security | US | $585K | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 26 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-26) | Long | ABS-mortgage backed security | US | $549K | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-10) | Long | ABS-mortgage backed security | US | $683K | – | 0.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9) | Long | ABS-mortgage backed security | US | $246.06 | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 24 A1 (COUNTRYWIDE HOME LOANS 2005-24) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1 (COUNTRYWIDE HOME LOANS 2007-HY7) | Long | ABS-mortgage backed security | US | $413K | – | 0.04 |
| CPS AUTO TRUST CPS 2023 C A 144A (CPS AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $2M | – | 0.18 |
| CPS AUTO TRUST CPS 2024 A A 144A (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $735K | – | 0.08 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 A1 144A (CSMC 2021-RPL3 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $649K | – | 0.07 |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $336K | – | 0.04 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $86K | – | 0.01 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $36K | – | 0.00 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $240K | – | 0.03 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625 | Long | Debt | US | $780K | – | 0.08 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375 | Long | Debt | US | $828K | – | 0.09 |
| DBGS MORTGAGE TRUST DBGS 2018 5BP A 144A (DBGS MORTGAGE TRUST 2018-5BP) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| DBGS MORTGAGE TRUST DBGS 2019 1735 A 144A (DBGS MORTGAGE TRUST 2019-1735) | Long | ABS-mortgage backed security | US | $878K | – | 0.09 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 1 1A4B (DEUTSCHE ALT-A SECURITIES LN TR 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| DEUTSCHE BANK AG REGS 09/26 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $2M | – | 0.27 |
| DISCOVER BANK SR UNSECURED 07/26 3.45 (DISCOVER BANK/GREENWOOD BRANCH) | Long | Debt | US | $2M | – | 0.17 |
| DISCOVER BANK SR UNSECURED 09/28 4.65 (DISCOVER BANK/GREENWOOD BRANCH) | Long | Debt | US | $3M | – | 0.28 |
| DJIA MINI E-CBOT SEP24 XCBT 20240920 | Derivative-equity | US | $-511K | – | -0.05 | |
| DLLAA LLC DLLAA 2023 1A A2 144A (DLLAA LLC 2023 1A) | Long | ABS-other | US | $445K | – | 0.05 |
| DOW INC COMMON STOCK USD.01 | Long | Equity-common | US | $435K | 8K | 0.05 |
| DT AUTO OWNER TRUST DTAOT 2023 3A A 144A (DT AUTO OWNER TRUST 2023-3A) | Long | ABS-other | US | $3M | – | 0.28 |
| E-MINI RUSS 2000 SEP24 XCME 20240920 | Derivative-equity | US | $2M | – | 0.16 | |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $298K | – | 0.03 |
| EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A (EURO-GALAXY III CLO BV 13-3A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.26 |
| EVERSOURCE ENERGY SR UNSECURED 04/31 5.85 | Long | Debt | US | $2M | – | 0.26 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 3A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $566K | – | 0.06 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $498K | – | 0.05 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 2A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $2M | – | 0.26 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 2A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $600K | – | 0.06 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A) | Long | ABS-other | US | $1M | – | 0.11 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $921K | – | 0.10 |
| FANNIE MAE FNR 2005 75 AF (FANNIE MAE-2005-75) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FANNIE MAE FNR 2007 63 FC (FANNIE MAE 2007-63) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2007 65 KF (FANNIE MAE 2007-65) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL C03475 FG 04/40 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $947K | – | 0.10 |
| FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| FED HM LN PC POOL SD3942 FR 01/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2005 2 M2 (FIELDSTONE MORTGAGE INVESTMENT CORP 2005-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $719K | – | 0.08 |
| FNMA POOL 250322 FN 08/25 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8.03 | – | 0.00 |
| FNMA POOL 252492 FN 05/29 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $242.61 | – | 0.00 |
| FNMA POOL 252806 FN 10/29 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 320728 FN 09/25 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111.64 | – | 0.00 |
| FNMA POOL 357937 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $860.54 | – | 0.00 |
| FNMA POOL 357946 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 420620 FN 12/24 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12.04 | – | 0.00 |
| FNMA POOL 492546 FN 02/28 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141.44 | – | 0.00 |
| FNMA POOL 514131 FN 10/29 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94.91 | – | 0.00 |
| FNMA POOL 524356 FN 12/29 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $412.14 | – | 0.00 |
| FNMA POOL 545304 FN 11/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $210.31 | – | 0.00 |
| FNMA POOL 572885 FN 04/31 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 573366 FN 04/31 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217.75 | – | 0.00 |
| FNMA POOL 580989 FN 05/31 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 623398 FN 01/32 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $370.45 | – | 0.00 |
| FNMA POOL 654063 FN 09/32 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 867553 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 881746 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 888597 FN 07/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 888892 FN 11/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 889338 FN 12/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FNMA POOL 892904 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 906082 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 948848 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 950718 FN 10/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 950891 FN 10/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 954876 FN 11/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL 955802 FN 10/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FNMA POOL 966279 FN 12/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 991860 FN 10/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AE3132 FN 09/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50.17 | – | 0.00 |
| FNMA POOL AH1305 FN 01/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AH6067 FN 03/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AL0152 FN 06/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| FNMA POOL AL3365 FN 05/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FNMA POOL BH7058 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FNMA POOL BJ0163 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $250K | – | 0.03 |
| FNMA POOL BJ2692 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $464K | – | 0.05 |
| FNMA POOL CB5580 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 1.81 |
| FNMA POOL MA3238 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $314K | – | 0.03 |
| FNMA POOL MA3276 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $290K | – | 0.03 |
| FNMA POOL MA3305 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.30 |
| FNMA POOL MA3383 FN 06/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $164K | – | 0.02 |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $240K | – | 0.03 |
| FNMA POOL MA3442 FN 08/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $210K | – | 0.02 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 2.26 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42M | – | 4.51 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33M | – | 3.56 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50M | – | 5.38 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38M | – | 4.08 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $181K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $203K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $800K | – | 0.09 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $299K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 4.687 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $198K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $199K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $204K | – | 0.02 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $2M | – | 0.22 |
| FREDDIE MAC FHR 3376 FD (FREDDIE MAC REMICS 3376) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 2 2A3 (FREMONT HOME LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $886K | – | 0.10 |
| FREMONT HOME LOAN TRUST FHLT 2006 B 2A2 (FREMONT HOME LOAN TRUST 2006-B) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A (GE-WMC MORTGAGE SECURITIES LLC 2006-1) | Long | ABS-mortgage backed security | US | $66.73 | – | 0.00 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $24K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $4K | – | 0.00 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $453K | – | 0.05 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $271K | – | 0.03 | |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-3A) | Long | ABS-other | US | $1M | – | 0.15 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.25 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.19 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $2M | – | 0.17 |
| GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.56 |
| GNMA POOL 706464 GN 12/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 | Long | Equity-common | US | $4M | 8K | 0.40 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $4M | – | 0.38 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $4M | – | 0.42 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $804K | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-19) | Long | ABS-mortgage backed security | US | $298K | – | 0.03 |
| GRIFFITH PARK CLO GRIPK 1A A1RA 144A (GRIFFITH PARK CLO DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.71 |
| GSAA HOME EQUITY TRUST GSAA 2006 4 4A3 (GSAA HOME EQUITY TRUST 2006-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| GSAA HOME EQUITY TRUST GSAA 2007 4 A2 (GSAA HOME EQUITY TRUST 2007-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GSAMP TRUST GSAMP 2005 HE1 M2 (GSAMP TRUST 2005-HE1) | Long | ABS-mortgage backed security | US | $769K | – | 0.08 |
| GSAMP TRUST GSAMP 2005 HE5 M3 (GSAMP TRUST 2005-HE5) | Long | ABS-mortgage backed security | US | $468K | – | 0.05 |
| GSAMP TRUST GSAMP 2006 HE5 A2C (GSAMP TRUST 2006-HE5) | Long | ABS-mortgage backed security | US | $278K | – | 0.03 |
| GSAMP TRUST GSAMP 2006 HE8 A2D (GSAMP TRUST 2006-HE8) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $988.05 | – | 0.00 |
| HALSEYPOINT CLO II, LTD. HLSY 2020 2A A2 144A (HALSEYPOINT CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.14 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 11 A1A (HARBORVIEW MORTGAGE LOAN TR 2006-11) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $560K | – | 0.06 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $175K | – | 0.02 |
| HARVEST CLO HARVT 16A ARR 144A (HARVEST CLO XVI DAC 16A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.23 |
| HARVEST CLO HARVT 20A AR 144A (HARVEST CLO XX DAC 20A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.54 |
| HARVEST CLO HARVT 21A A1R 144A (HARVEST CLO XXI DAC 21A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.90 |
| HARVEST CLO HARVT 21A A2R 144A (HARVEST CLO XXI DAC 21A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.11 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2021 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2021-1A) | Long | ABS-other | US | $6M | – | 0.65 |
| HOME DEPOT INC COMMON STOCK USD.05 | Long | Equity-common | US | $3M | 8K | 0.30 |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 (HOME EQUITY LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $4M | – | 0.47 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 | Long | Equity-common | US | $2M | 8K | 0.19 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $173K | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $302K | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $1M | – | 0.15 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $2M | – | 0.19 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $750K | – | 0.08 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A3 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C) | Long | ABS-other | US | $5M | – | 0.50 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3 (HYUNDAI AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $2M | – | 0.17 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.22 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.24 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $3M | – | 0.31 |
| IHO VERWALTUNGS GMBH SR SECURED 144A 05/27 6 (SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)) | Long | Debt | DE | $586K | – | 0.06 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $192K | – | 0.02 |
| INDYMAC HOME EQUITY LOAN ASSET INHEL 2004 B M1 (INDYMAC HOME EQUITY LOAN ABS TR 2004-B) | Long | ABS-mortgage backed security | US | $146K | – | 0.02 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2005 B M6 (INDYMAC RESIDENTIAL ASSET BCD TR 2005-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| INEOS FINANCE PLC SR SECURED REGS 11/25 2.125 | Long | Debt | GB | $3M | – | 0.35 |
| INTEL CORP COMMON STOCK USD.001 (INTEL CORPORATION) | Long | Equity-common | US | $254K | 8K | 0.03 |
| INTEL CORPORATION | Long | Debt | US | $998K | – | 0.11 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $1M | – | 0.11 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $299K | – | 0.03 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.03 |
| INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 (INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)) | Long | Equity-common | US | $1M | 8K | 0.15 |
| INTOWN 2022 STAY TOWN 2022 STAY B 144A (INTOWN 2022-STAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.82 |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $72K | – | 0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $6K | – | 0.00 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $15K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $5K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-65K | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $9K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $1K | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-14K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-13K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-13K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-20K | – | -0.00 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH | Derivative-interest rate | $-18K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-15K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-17K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-22K | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| IRS EUR 3.25000 11/06/23-10Y LCH | Derivative-interest rate | $-32K | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-16K | – | -0.00 | ||
| IRS EUR 3.27000 08/21/23-10Y LCH | Derivative-interest rate | $32K | – | 0.00 | ||
| IRS EUR 3.27000 11/08/23-5Y LCH | Derivative-interest rate | $-29K | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| IRS EUR 3.30000 10/03/23-10Y LCH | Derivative-interest rate | $104K | – | 0.01 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $36K | – | 0.00 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $41K | – | 0.00 | ||
| JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $2M | – | 0.22 |
| JOHNSON + JOHNSON COMMON STOCK USD1.0 (JOHNSON & JOHNSON COMPANY) | Long | Equity-common | US | $1M | 8K | 0.13 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $5M | – | 0.53 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5 (JP MORGAN MTGE ACQUIS CORP 2006-CH2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1 (JP MORGAN MORTGAGE TRUST-2005-A1) | Long | ABS-mortgage backed security | US | $379.34 | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 6A1 (JP MORGAN MORTGAGE TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $879K | – | 0.09 |
| JP MORGAN REREMIC JPMRR 2015 3 1A4 144A (JP MORGAN RESECURITIZATION TRUST SERIES 2015-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| JP MORGAN REREMIC JPMRR 2015 3 1A7 144A (JP MORGAN RESECURITIZATION TRUST SERIES 2015-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JP MORGAN CHASE & CO) | Long | Equity-common | US | $2M | 8K | 0.18 |
| JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $652K | – | 0.07 |
| JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $389K | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $653K | – | 0.07 |
| JUBILEE CDO BV JUBIL 2014 12A ARRR 144A (JUBILEE CLO 2014-XII BV 14-12A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.22 |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.16 |
| KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.14 |
| KKR FINANCIAL CLO LTD KKR 18 BR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.45 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $698K | – | 0.07 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $649K | – | 0.07 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.03 |
| LAURELIN BV LAUR 2016 1A ARR 144A (LAURELIN 2016-1 DAC 16-1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.32 |
| LCM LTD PARTNERSHIP LCM 13A BR3 144A (LCM LP 13A) | Long | ABS-collateralized bond/debt obligation | KY | $856K | – | 0.09 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL2) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 (LEHMAN MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $541K | – | 0.06 |
| LEHMAN XS TRUST LXS 2006 GP4 3A5 (LEHMAN XS TRUST 2006 GP4) | Long | ABS-mortgage backed security | US | $968K | – | 0.10 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $4M | – | 0.43 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 (LONG BEACH MORTGAGE LOAD TR 2005-WL2) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 1A (LONG BEACH MORTGAGE LOAD TR 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A1 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $148K | – | 0.02 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $700K | – | 0.08 |
| M360 LTD. M360 2021 CRE3 B 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.32 |
| MAN GLG EURO CLO GLGE 3A AR 144A (GLG EURO CLO III DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $379K | – | 0.04 |
| MARATHON OIL CORPORAT (MARATHON OIL CORPORATION) | Long | Debt | US | $4M | – | 0.46 |
| MARLETTE FUNDING TRUST MFT 2022 3A A 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $14K | – | 0.00 |
| MARLETTE FUNDING TRUST MFT 2022 3A B 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $2M | – | 0.21 |
| MARLETTE FUNDING TRUST MFT 2023 1A A 144A (MARLETTE FUNDING TRUST 2023-1A) | Long | ABS-other | US | $931K | – | 0.10 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $5M | – | 0.58 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 1A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| MASTR SPECIALIZED LOAN TRUST MASD 2006 2 A 144A (MASTR SPECIALIZED LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $316K | – | 0.03 |
| MASTR SPECIALIZED LOAN TRUST MASD 2006 3 A 144A (MASTR SPECIALIZED LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| MCDONALD S CORP COMMON STOCK USD.01 (MCDONALDS CORPORATION) | Long | Equity-common | US | $2M | 8K | 0.22 |
| MERCK + CO. INC. COMMON STOCK USD.5 (MERCK & CO INC) | Long | Equity-common | US | $1M | 8K | 0.11 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-A7) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $15M | – | 1.57 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $7M | – | 0.78 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $401K | – | 0.04 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.14 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $164K | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A (MF1 2022-FL10 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.32 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.64 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (MICROSOFT CORPORATION) | Long | Equity-common | US | $4M | 8K | 0.39 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $199K | – | 0.02 |
| MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR | Long | Debt | US | $3M | – | 0.34 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P B 144A (MORGAN STANLEY CAPITAL I INC 2021-230P) | Long | ABS-mortgage backed security | US | $3M | – | 0.33 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE7) | Long | ABS-mortgage backed security | US | $966K | – | 0.10 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A2FP (MORGAN STANLEY ABS CAPITAL I 2006-WMC2) | Long | ABS-mortgage backed security | US | $981.2 | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $5M | – | 0.55 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 6AR 1M4 (MORGAN STANLEY MORTGAGE TRUST-2005-6AR) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1 (MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $1M | – | 0.12 |
| MORGAN STANLEY SR UNSECURED 04/26 VAR | Long | Debt | US | $97K | – | 0.01 |
| MORGAN STANLEY SR UNSECURED 07/27 VAR | Long | Debt | US | $2M | – | 0.20 |
| MORTGAGEIT TRUST MHL 2007 1 1A1 (MORTGAGEIT TRUST 2007-1) | Long | ABS-mortgage backed security | US | $536K | – | 0.06 |
| MPLX LP SR UNSECURED 08/30 2.65 | Long | Debt | US | $1M | – | 0.12 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $3M | – | 0.28 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $454K | – | 0.05 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $378K | – | 0.04 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| NEW YORK MORTGAGE TRUST NYMT 2022 SP1 A1 144A (NYMT LOAN TRUST 2022-SP1) | Long | ABS-mortgage backed security | US | $3M | – | 0.36 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $2M | – | 0.19 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $699K | – | 0.07 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $649K | – | 0.07 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $549K | – | 0.06 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $499K | – | 0.05 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $298K | – | 0.03 |
| NIKE INC CL B COMMON STOCK | Long | Equity-common | US | $618K | 8K | 0.07 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/24 1.125 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $297K | – | 0.03 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $2M | – | 0.21 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $3M | – | 0.35 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $2M | – | 0.25 |
| NOMURA HOLDINGS INC SR UNSECURED 01/30 3.103 | Long | Debt | JP | $2M | – | 0.18 |
| NOMURA HOLDINGS INC SR UNSECURED 07/30 2.679 | Long | Debt | JP | $1M | – | 0.12 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $3M | – | 0.36 |
| OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH | Derivative-interest rate | CA | $-11K | – | -0.00 | |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $852K | – | 0.09 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $773K | – | 0.08 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $609K | – | 0.07 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $147K | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-5) | Long | ABS-mortgage backed security | US | $708K | – | 0.08 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| OZLME OZLME 5A AR 144A (SCULPTOR EUROPEAN CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.97 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $915K | – | 0.10 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.12 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $2M | – | 0.20 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 1 AB 144A (PAGAYA AI DEBT TRUST 2023-1) | Long | ABS-other | US | $462K | – | 0.05 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 A 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $680K | – | 0.07 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $337K | – | 0.04 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.45 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $981K | – | 0.11 |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 (PARK PLACE SECURITIES INC 2004-WHQ2) | Long | ABS-mortgage backed security | US | $6M | – | 0.59 |
| PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 4.65 (PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)) | Long | Debt | IE | $1M | – | 0.12 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $53M | – | 5.71 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $500K | – | 0.05 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1 (POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2006-C) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A (PRET 2021-NPL5 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.28 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3) | Long | ABS-mortgage backed security | US | $4M | – | 0.41 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1) | Long | ABS-mortgage backed security | US | $3M | – | 0.35 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL2) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| PRKCM TRUST PRKCM 2023 AFC4 A1 144A (PRKCM 2023-AFC4 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| PROCTER + GAMBLE CO/THE COMMON STOCK (PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $1M | 8K | 0.15 |
| PRP ADVISORS, LLC PRPM 2022 1 A1 144A (PRPM-2022-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| REACH FINANCIAL LLC REACH 2023 1A A 144A (LIBERTY LENDING ABS TRUST 2023-1A) | Long | ABS-other | US | $312K | – | 0.03 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL7 A 144A (READYCAP COMMERCIAL MORTGAGE TRUST 2021-FL7) | Long | ABS-mortgage backed security | US | $627K | – | 0.07 |
| REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $4M | – | 0.41 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| REPO BANK OF MONTREAL ZCP | Long | Repurchase agreement | CA | $37M | – | 3.92 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2021 2A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2021-2A) | Long | ABS-other | US | $861K | – | 0.09 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A) | Long | ABS-other | US | $647K | – | 0.07 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A) | Long | ABS-other | US | $2M | – | 0.18 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA7) | Long | ABS-mortgage backed security | US | $268K | – | 0.03 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO4 A1 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QO4) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6 (RESIDENTIAL ASSET MTGE PROD 2005-EFC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS1 M2 (RESIDENTIAL ASSET SECURITIES 2006-KS1) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $5K | – | 0.00 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $10K | – | 0.00 | |
| RFR JPY MUTK/1.00000 03/21/24-10Y LCH | Derivative-interest rate | JP | $-11K | – | -0.00 | |
| RFR USD SOFR/1.75000 06/15/22-10Y CME | Derivative-interest rate | US | $9M | – | 0.95 | |
| RFR USD SOFR/1.75000 06/15/22-30Y CME | Derivative-interest rate | US | $6M | – | 0.69 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $366K | – | 0.04 | |
| RFR USD SOFR/3.50000 12/20/23-7Y CME | Derivative-interest rate | US | $1M | – | 0.12 | |
| RFR USD SOFR/3.55500 03/05/24-30Y LCH | Derivative-interest rate | US | $-12K | – | -0.00 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $10K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $911K | – | 0.10 | |
| RFR USD SOFR/3.75000 06/20/24-5Y CME | Derivative-interest rate | US | $288K | – | 0.03 | |
| RFR USD SOFR/3.75000 06/21/23-2Y CME | Derivative-interest rate | US | $902K | – | 0.10 | |
| RFR USD SOFR/3.75000 12/20/23-5Y CME | Derivative-interest rate | US | $48K | – | 0.01 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/15/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/4.00000 03/20/24-2Y LCH | Derivative-interest rate | US | $423K | – | 0.05 | |
| RFR USD SOFR/4.00000 06/20/24-2Y CME | Derivative-interest rate | US | $712K | – | 0.08 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-6K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $24K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $13K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $18K | – | 0.00 | |
| RFR USD SOFR/4.25000 12/20/23-2Y CME | Derivative-interest rate | US | $1M | – | 0.15 | |
| RFRF USD SF+26.161/1.0* 9/15/23-7Y* CME | Derivative-interest rate | US | $12M | – | 1.25 | |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | Long | Debt | CA | $2M | – | 0.27 |
| RU20INTR TRS EQTY FEDL01+30 *BULLET* BOA | Derivative-equity | US | $8M | – | 0.81 | |
| RU20INTR TRS EQUITY FEDL01+10 ULO | Derivative-equity | US | $128K | – | 0.01 | |
| RU20INTR TRS EQUITY FEDL01+13 ULO | Derivative-equity | US | $-393K | – | -0.04 | |
| RU20INTR TRS EQUITY FEDL01+27 *BULLET* M | Derivative-equity | US | $7M | – | 0.75 | |
| RU20INTR TRS EQUITY FEDL01+32.5 JPM | Derivative-equity | US | $-256K | – | -0.03 | |
| RU20INTR TRS EQUITY FEDL01+37 RBC | Derivative-equity | US | $-157K | – | -0.02 | |
| SALESFORCE INC COMMON STOCK USD.001 | Long | Equity-common | US | $2M | 8K | 0.23 |
| SANDS CHINA LTD SR UNSECURED 08/25 5.125 | Long | Debt | KY | $1M | – | 0.14 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | Long | Debt | KY | $1M | – | 0.14 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 1 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $4M | – | 0.45 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $3M | – | 0.34 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 HE1 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-HE1) | Long | ABS-mortgage backed security | US | $941K | – | 0.10 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 (SEC ASSET BACKED REC LLC 2006-FR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2) | Long | ABS-mortgage backed security | US | $358K | – | 0.04 |
| SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A (SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.33 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $1M | – | 0.11 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B (SG MORTGAGE SECURITIES TRUST 2006-FRE1) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1 (SMALL BUSINESS ADMIN PART CERTS 2007-20L) | Long | ABS-other | US | $5K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20H 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20H) | Long | ABS-other | US | $73K | – | 0.01 |
| SMALL BUSINESS ADMINISTRATION SBAP 2009 20A 1 (SMALL BUSINESS ADMIN PART CERTS 2009-20A) | Long | ABS-other | US | $125K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $4M | – | 0.48 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $569K | – | 0.06 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $2M | – | 0.21 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.22 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A (SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A) | Long | ABS-other | US | $2M | – | 0.17 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-7K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-8K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $235K | – | 0.03 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $165K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $152K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $83K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $81K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $69K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $26K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $24K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $18K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $15K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $120K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $43K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $35K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $28K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $28K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $21K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $19K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $15K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $52K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-25K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240703 | Derivative-foreign exchange | CA | $20K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240708 | Derivative-foreign exchange | CA | $-8K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-8K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-185.13 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-5K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-7K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-9K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-45K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $10K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $59K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $51K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $31K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $10K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $33K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $33K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $10K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-30.23 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-66.54 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $32K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $31K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $26K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1M | – | 0.14 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $9K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $7K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $43K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-431.3 | – | -0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $143K | – | 0.02 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $44K | – | 0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $34.41 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $1K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-30.15 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $12K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $19K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $1K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $24.87 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $20.69 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $3.57 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $3.1 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $21K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $21K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $10K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $9K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $7K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $4K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $3K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-1K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $57.81 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-6K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-9K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-3K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-4K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-19K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $167.94 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $20.13 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $6K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $4K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $4K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $78.73 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $34K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $3K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $366.74 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-69.76 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-48.37 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-963.8 | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $42.21 | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240722 | Derivative-foreign exchange | TR | $-4K | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $13K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $12K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $10K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $10K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $10K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $9K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $8K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $7K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $6K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $5K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $578.58 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $11K | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.15 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT2 M2 (SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT2) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ1 A4 (SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ1) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A (SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 1 1A1 (SOUNDVIEW HOME EQUITY LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $238K | – | 0.03 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2) | Long | ABS-mortgage backed security | US | $900K | – | 0.10 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $894K | – | 0.10 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.16 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 (SPECIALTY UNDERWRITING & RESID 2006-AB1) | Long | ABS-mortgage backed security | US | $459K | – | 0.05 |
| STELLANTIS FIN US INC COMPANY GUAR 144A 09/31 2.691 (STELLANTIS FINANCE US INC) | Long | Debt | US | $4M | – | 0.41 |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A (STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.14 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 7 4A (STRUCTURED ADJUSTABLE RT MTGE LN 2005-7) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $3M | – | 0.30 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 RF2 A 144A (STRUCTURED ASSET SEC CORP 2005-RF2) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 1A3 (STRUCTURED ASSET SECURITIES CO-2007-BC3) | Long | ABS-mortgage backed security | US | $608K | – | 0.07 |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| TAURUS CMBS TAURS 2021 UK1A A 144A (TAURUS 2021-1 UK DAC 21-UK1A) | Long | ABS-mortgage backed security | IE | $1M | – | 0.16 |
| TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.53 |
| THEOREM FUNDING TRUST THRM 2022 2A A 144A (THEOREM FUNDING TRUST 2022-2A) | Long | ABS-other | US | $904K | – | 0.10 |
| TIKEHAU TIKEH 2015 1A ARR 144A (TIKEHAU CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.44 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $6M | – | 0.66 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.34 |
| TRAVELERS COS INC/THE COMMON STOCK (TRAVELERS COMPANIES INC) | Long | Equity-common | US | $2M | 8K | 0.18 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.12 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.15 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $17M | – | 1.79 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.27 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.14 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.32 |
| TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.26 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.27 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 1.16 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 1.44 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $19M | – | 2.09 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.20 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2017 C6 ASB (UBS COMMERCIAL MORTGAGE TRUST 2017-C6) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| UBS GROUP AG SR UNSECURED 03/25 3.75 | Long | Debt | CH | $592K | – | 0.06 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $1M | – | 0.12 |
| UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $4M | 8K | 0.45 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 ST2 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-ST2) | Long | ABS-other | US | $1M | – | 0.13 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-262.75 | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-761.52 | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-614.89 | – | -0.00 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $150K | – | 0.02 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $465K | – | 0.05 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $85K | – | 0.01 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $4K | – | 0.00 | |
| US TREASURY N/B 02/26 0.5 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 1.66 |
| US TREASURY N/B 12/25 2.625 (UNITED STATES GOVT) | Long | Debt | US | $12M | – | 1.25 |
| VENTURE CDO LTD VENTR 2019 38A A2R 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.38 |
| VENTURE CDO LTD VENTR 2019 38A BR 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.45 |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 | Long | Equity-common | US | $338K | 8K | 0.04 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $788.61 | – | 0.00 | |
| VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $2M | – | 0.20 |
| VERUS SECURITIZATION TRUST VERUS 2022 6 A1 144A (VERUS SECURITIZATION TRUST 2022-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| VICI PROPERTIES LP SR UNSECURED 02/28 4.75 | Long | Debt | US | $2M | – | 0.19 |
| VISA INC CLASS A SHARES COMMON STOCK USD.0001 | Long | Equity-common | US | $2M | 8K | 0.23 |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | Derivative-credit | NL | $5K | – | 0.00 | |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $698K | – | 0.07 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $250K | – | 0.03 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.03 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.03 |
| VW CR INC 07/24 ZCP (VW CREDIT INC) | Long | Debt | US | $598K | – | 0.06 |
| WALMART INC COMMON STOCK USD.1 | Long | Equity-common | US | $556K | 8K | 0.06 |
| WALT DISNEY CO/THE COMMON STOCK USD.01 (WALT DISNEY COMPANY) | Long | Equity-common | US | $815K | 8K | 0.09 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A3 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $661K | – | 0.07 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1B4 (WASHINGTON MUTUAL 2005-AR15) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A (WASHINGTON MUTUAL 2006-AR11) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 (WASHINGTON MUTUAL 2006-AR8) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $415K | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A (WASHINGTON MUTUAL 2007-OA4) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.12 |
| WELLS FARGO BANK NA SR UNSECURED 08/25 VAR | Long | Debt | US | $2M | – | 0.24 |
| WELLS FARGO BANK NA SR UNSECURED 12/26 5.254 | Long | Debt | US | $4M | – | 0.42 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR19 A1 (WELLS FARGO MTGE BK SEC TR 2006-AR19) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $2M | – | 0.26 |
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.