PIMCOFUNDS > PIMCO Funds
PIMCO StocksPLUS Long Duration Fund
$820.93M
Avg Monthly Net Assets
$1.45B
Total Assets
$707.74M
Total Liabilities
$743.58M
Net Assets
PIMCO StocksPLUS Long Duration Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $820.93M.
On August 28th, 2024 it reported 792 holdings, the largest
being UNITED STATES GOVT (17.4%), UNITED STATES GOVT (11.7%) and UNITED STATES GOVT (10.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional | C000051570 | PSLDX |
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 |
|---|---|---|---|---|---|---|
| 31750O8V9 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-135.4 | – | -0.00 | |
| 31750O8W7 OTC EPUT FN 5.0 JUL24 94.96875 PUT | Derivative-interest rate | US | $-115.65 | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-197.56 | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-774.06 | – | -0.00 | |
| 317U5A6A7 PIMCO SWAPTION 4.244 PUT USD 2025022 | Derivative-interest rate | US | $-50K | – | -0.01 | |
| 317U5A8A5 PIMCO SWAPTION 3.92 PUT USD 20250227 | Derivative-interest rate | US | $53K | – | 0.01 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-29.52 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-776.82 | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-681.96 | – | -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 | $-0.06 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.04 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.04 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.09 | – | – | |
| 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 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-233.1 | – | -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 | $-288.48 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-142.56 | – | -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 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-189.82 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-333.06 | – | -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 | $-996.31 | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-524.54 | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-271.51 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-584.09 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-246.48 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-881.45 | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-560.22 | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-560.24 | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-372.43 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-3K | – | -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 | $-4K | – | -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 | $-620.72 | – | -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 | |
| 317U6E3A1 PIMCO SWAPTION 4.4 PUT USD 20250624 | Derivative-interest rate | US | $-76K | – | -0.01 | |
| 317U6E4A0 PIMCO SWAPTION 4.065 PUT USD 2025062 | Derivative-interest rate | US | $81K | – | 0.01 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-8K | – | -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 | $-2K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -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 | |
| 7 ELEVEN INC SR UNSECURED 144A 02/51 2.8 (7-ELEVEN INC) | Long | Debt | US | $597K | – | 0.08 |
| ABBVIE INC SR UNSECURED 03/54 5.4 | Long | Debt | US | $1M | – | 0.20 |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 4 M1 (ACCREDITED MORTGAGE LN TR 2004-4) | Long | ABS-mortgage backed security | US | $311K | – | 0.04 |
| AEP TEXAS INC SR UNSECURED 05/49 4.15 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $300K | – | 0.04 |
| AEP TEXAS INC SR UNSECURED 06/33 5.4 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $585K | – | 0.08 |
| AGREE LP COMPANY GUAR 06/28 2 (AGREE LIMITED PARTNERSHIP) | Long | Debt | US | $795K | – | 0.11 |
| AGREE LP COMPANY GUAR 10/32 4.8 (AGREE LIMITED PARTNERSHIP) | Long | Debt | US | $2M | – | 0.23 |
| AIA GROUP LTD SUBORDINATED 144A 09/40 3.2 (AIA GROUP LIMITED) | Long | Debt | HK | $659K | – | 0.09 |
| AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25 (AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST) | Long | Debt | CA | $792K | – | 0.11 |
| AKER BP ASA COMPANY GUAR 144A 07/31 3.1 | Long | Debt | NO | $852K | – | 0.11 |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $998K | – | 0.13 |
| ALCON FINANCE CORP COMPANY GUAR 144A 09/49 3.8 (ALCON FINANCE CORPORATION) | Long | Debt | US | $377K | – | 0.05 |
| ALLEGION PLC COMPANY GUAR 10/29 3.5 (ALLEGION PUBLIC LIMITED COMPANY) | Long | Debt | IE | $555K | – | 0.07 |
| ALLY FINANCIAL INC SR UNSECURED 01/30 VAR | Long | Debt | US | $1M | – | 0.17 |
| ALTICE FRANCE SA 2023 USD TERM LOAN B14 | Long | Loan | FR | $280K | – | 0.04 |
| ALTICE FRANCE SA SR SECURED REGS 10/29 4.25 | Long | Debt | FR | $785K | – | 0.11 |
| ALTRIA GROUP INC COMPANY GUAR 02/29 4.8 | Long | Debt | US | $254K | – | 0.03 |
| AMER AIRLINE 17 2 A PTT PASS THRU CE 04/31 3.6 (AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $153K | – | 0.02 |
| AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35 (AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.18 |
| AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875 (AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.33 |
| AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 (AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.14 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $902K | – | 0.12 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2005 4 1A1 (AMERICAN HOME MTGE INV TRUST 2005-4) | Long | ABS-mortgage backed security | US | $525K | – | 0.07 |
| AMERICAN INTERNATIONAL GROUP SNR S* ICE | Derivative-credit | US | $10K | – | 0.00 | |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $323K | – | 0.04 |
| AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/41 FIXED 7.834 (AMERICAN MUNICIPAL POWER INC) | Long | Debt | US | $2M | – | 0.28 |
| AMERICAN TOWER CORP SR UNSECURED 01/27 2.75 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $188K | – | 0.03 |
| AMERICAN TOWER CORP SR UNSECURED 01/27 3.125 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $2M | – | 0.23 |
| AMERICAN TOWER CORP SR UNSECURED 06/50 3.1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $323K | – | 0.04 |
| AMERICAN TOWER CORP SR UNSECURED 09/31 2.3 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $2M | – | 0.31 |
| AMERICAN WATER CAPITAL C SR UNSECURED 06/49 4.15 (AMERICAN WATER CAPITAL CORP) | Long | Debt | US | $242K | – | 0.03 |
| AMERN AIRLINE 16 2 A PTT PASS THRU CE 12/29 3.65 (AMERICAN AIRLINES 2016-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $300K | – | 0.04 |
| AMGEN INC SR UNSECURED 02/29 3 | Long | Debt | US | $92K | – | 0.01 |
| AMGEN INC SR UNSECURED 02/32 3.35 | Long | Debt | US | $1M | – | 0.19 |
| AMGEN INC SR UNSECURED 03/28 5.15 | Long | Debt | US | $2M | – | 0.24 |
| ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/42 4.95 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $1M | – | 0.19 |
| ANTARES HOLDINGS SR UNSECURED 144A 07/27 3.75 (ANTARES HOLDINGS LP) | Long | Debt | US | $1M | – | 0.15 |
| AON NORTH AMERICA INC COMPANY GUAR 03/29 5.15 | Long | Debt | US | $2M | – | 0.24 |
| APTIV PLC COMPANY GUAR 03/29 4.35 (APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC)) | Long | Debt | JE | $580K | – | 0.08 |
| APTIV PLC COMPANY GUAR 12/51 3.1 (APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC)) | Long | Debt | JE | $2M | – | 0.30 |
| ARIZONA PUBLIC SERVICE SR UNSECURED 09/50 2.65 (ARIZONA PUBLIC SERVICE COMPANY) | Long | Debt | US | $751K | – | 0.10 |
| ARROW ELECTRONICS INC SR UNSECURED 02/32 2.95 | Long | Debt | US | $670K | – | 0.09 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 04/34 5.8 | Long | Debt | US | $2M | – | 0.23 |
| ASSURED GUARANTY US HLDG COMPANY GUAR 06/31 3.15 (ASSURED GUARANTY US HOLDINGS INC) | Long | Debt | US | $217K | – | 0.03 |
| ASSURED GUARANTY US HLDG COMPANY GUAR 09/51 3.6 (ASSURED GUARANTY US HOLDINGS INC) | Long | Debt | US | $661K | – | 0.09 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $19K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $16K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $8K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| AT+T INC SR UNSECURED 06/60 3.85 (AT&T INC) | Long | Debt | US | $2M | – | 0.33 |
| AT+T INC SR UNSECURED 09/53 3.5 (AT&T INC) | Long | Debt | US | $272K | – | 0.04 |
| AT+T INC SR UNSECURED 09/55 3.55 (AT&T INC) | Long | Debt | US | $540K | – | 0.07 |
| AT+T INC SR UNSECURED 12/57 3.8 (AT&T INC) | Long | Debt | US | $2M | – | 0.25 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/25 2.5 | Long | Debt | US | $295K | – | 0.04 |
| AUSTRALIAN GOVERNMENT BONDS REGS 11/31 1 (AUSTRALIA GOVT) | Long | Debt | AU | $958K | – | 0.13 |
| AUTONATION INC SR UNSECURED 06/30 4.75 | Long | Debt | US | $382K | – | 0.05 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 10/25 4.875 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $296K | – | 0.04 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $599K | – | 0.08 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $581K | – | 0.08 |
| AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 01/26 5.5 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $1M | – | 0.17 |
| AVOLON TLB BORROWER 1 US LLC 2023 TERM LOAN B6 (AVOLON TLB BORROWER 1 (US) LLC) | Long | Loan | US | $778K | – | 0.10 |
| BABSON CLO LTD BABSN 2018 1A A1 144A (BARINGS CLO LTD 2018-I) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.25 |
| BACARDI LTD COMPANY GUAR 144A 05/28 4.7 (BACARDI LIMITED) | Long | Debt | BM | $1M | – | 0.16 |
| BAE SYSTEMS PLC SR UNSECURED 144A 09/50 3 | Long | Debt | GB | $648K | – | 0.09 |
| BAIDU INC SNR AS SP BRC | Derivative-credit | US | $1K | – | 0.00 | |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BHP3 A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BHP3) | Long | ABS-mortgage backed security | US | $500K | – | 0.07 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BOC A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BOC) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/35 VAR (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $2M | – | 0.24 |
| BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/25 4.5 (BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH) | Long | Debt | BR | $595K | – | 0.08 |
| BANCO SANTANDER CHILE SR UNSECURED 144A 01/25 2.7 (BANCO SANTANDER CHILE SA) | Long | Debt | CL | $688K | – | 0.09 |
| BANK OF AMERICA CORP SR UNSECURED 01/35 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.23 |
| BANK OF AMERICA CORP SR UNSECURED 07/32 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $246K | – | 0.03 |
| BANK OF AMERICA CORP SR UNSECURED 09/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.29 |
| BANK OF AMERICA CORP SR UNSECURED 10/51 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $443K | – | 0.06 |
| BANKERS HEALTHCARE GROUP SECUR BHG 2022 C A 144A (BHG SECURITIZATION TRUST 2022-C) | Long | ABS-other | US | $228K | – | 0.03 |
| BAPTIST HEALTHCARE UNSECURED 08/50 3.54 (BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP) | Long | Debt | US | $657K | – | 0.09 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH A2 144A (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH D 144A (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH) | Long | ABS-mortgage backed security | US | $591K | – | 0.08 |
| BARCLAYS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $2M | – | 0.22 |
| BARCLAYS PLC JR SUBORDINA VAR | Long | Debt | GB | $251K | – | 0.03 |
| BARCLAYS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $2M | – | 0.22 |
| BARCLAYS PLC SR UNSECURED 09/34 VAR | Long | Debt | GB | $2M | – | 0.23 |
| BAT CAPITAL CORP COMPANY GUAR 08/33 6.421 (BAT CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.25 |
| BAT CAPITAL CORP COMPANY GUAR 08/37 4.39 (BAT CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.14 |
| BAT CAPITAL CORP COMPANY GUAR 08/47 4.54 (BAT CAPITAL CORPORATION) | Long | Debt | US | $206K | – | 0.03 |
| BAT CAPITAL CORP COMPANY GUAR 09/49 4.758 (BAT CAPITAL CORPORATION) | Long | Debt | US | $236K | – | 0.03 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5 | Long | Debt | US | $3M | – | 0.45 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $984.96 | – | 0.00 |
| BECTON DICKINSON + CO SR UNSECURED 05/50 3.794 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $379K | – | 0.05 |
| BECTON DICKINSON + CO SR UNSECURED 12/24 3.734 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $175K | – | 0.02 |
| BERRY GLOBAL INC SR SECURED 01/26 1.57 | Long | Debt | US | $2M | – | 0.33 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/52 3.2 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $2M | – | 0.27 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/50 2.8 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $417K | – | 0.06 |
| BNP PARIBAS 144A 01/33 VAR | Long | Debt | FR | $1M | – | 0.15 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $239K | – | 0.03 |
| BOARDWALK PIPELINES LP COMPANY GUAR 02/31 3.4 | Long | Debt | US | $2M | – | 0.24 |
| BOEING CO SR UNSECURED 02/26 2.75 (BOEING CO/THE) | Long | Debt | US | $3M | – | 0.36 |
| BOEING CO SR UNSECURED 02/35 3.25 (BOEING CO/THE) | Long | Debt | US | $535K | – | 0.07 |
| BOEING CO SR UNSECURED 02/50 3.75 (BOEING CO/THE) | Long | Debt | US | $458K | – | 0.06 |
| BOEING CO SR UNSECURED 03/47 3.65 (BOEING CO/THE) | Long | Debt | US | $260K | – | 0.04 |
| BOEING CO SR UNSECURED 05/34 3.6 (BOEING CO/THE) | Long | Debt | US | $563K | – | 0.08 |
| BOEING CO SR UNSECURED 05/50 5.805 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.22 |
| BOEING CO SR UNSECURED 144A 05/34 6.528 (BOEING CO/THE) | Long | Debt | US | $4M | – | 0.55 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-29K | – | -0.00 | |
| BON SECOURS MERCY SECURED 06/50 3.205 (BON SECOURS MERCY HEALTH INC) | Long | Debt | US | $475K | – | 0.06 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240802 | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-10K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-10K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-177K | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-45K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-220K | – | -0.03 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $5K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $754.7 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $342.82 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-20K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-9K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-64K | – | -0.01 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $753.33 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $692.14 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $380.66 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $297.07 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $125.23 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $58.52 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-268 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-392.09 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-621.29 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-98K | – | -0.01 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $28K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $14K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $10K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $17K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240725 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240726 | Derivative-foreign exchange | TR | $471.28 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240731 | Derivative-foreign exchange | TR | $853.12 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240806 | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240807 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $20K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240814 | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240822 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240826 | Derivative-foreign exchange | TR | $44K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240827 | Derivative-foreign exchange | TR | $836.14 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240828 | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240917 | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20241108 | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250312 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BPCE SA SUBORDINATED 144A 03/25 4.5 | Long | Debt | FR | $888K | – | 0.12 |
| BPCE SA SUBORDINATED 144A 07/24 4.625 | Long | Debt | FR | $1M | – | 0.16 |
| BRAZIL LA SP BOA | Derivative-credit | US | $313.42 | – | 0.00 | |
| BRAZIL LA SP MYC | Derivative-credit | US | $-2K | – | -0.00 | |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/54 5.55 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $2M | – | 0.28 |
| BRITISH AIR 18 1 A PTT PASS THRU CE 144A 03/33 4.125 (BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $905K | – | 0.12 |
| BRITISH AIR 18 1 AA PTT PASS THRU CE 144A 03/33 3.8 (BRITISH AIRWAYS 2018-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $565K | – | 0.08 |
| BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3 (BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.26 |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | Derivative-credit | GB | $10K | – | 0.00 | |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | Derivative-credit | GB | $4K | – | 0.00 | |
| BRIXMOR OPERATING PART SR UNSECURED 05/29 4.125 (BRIXMOR OPERATING PARTNERSHIP LP) | Long | Debt | US | $189K | – | 0.03 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | Long | Debt | US | $191K | – | 0.03 |
| BROADCOM INC COMPANY GUAR 11/32 4.3 | Long | Debt | US | $1M | – | 0.16 |
| BROADCOM INC SR UNSECURED 144A 04/34 3.469 | Long | Debt | US | $2M | – | 0.31 |
| BROADCOM INC SR UNSECURED 144A 11/35 3.137 | Long | Debt | US | $2M | – | 0.22 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | Long | Debt | US | $732K | – | 0.10 |
| CALIFORNIA ST CAS 04/34 FIXED 7.5 (CALIFORNIA STATE) | Long | Debt | US | $231K | – | 0.03 |
| CAMERON LNG LLC SR SECURED 144A 01/35 3.302 | Long | Debt | US | $247K | – | 0.03 |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | Long | Debt | US | $2M | – | 0.22 |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.39 |
| CARLYLE HOLDINGS II FIN COMPANY GUAR 144A 03/43 5.625 (CARLYLE HOLDINGS II FINANCE LLC) | Long | Debt | US | $1M | – | 0.14 |
| CARRIER GLOBAL CORP SR UNSECURED 04/40 3.377 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $1M | – | 0.20 |
| CATHOLIC HEALTH SERVICES SECURED 07/50 3.368 (CATHOLIC HEALTH SERVICES OF LONG ISLAND OBLIGATED GROUP) | Long | Debt | US | $344K | – | 0.05 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $962K | – | 0.13 |
| CDX EM36 ICE | Derivative-credit | US | $-2K | – | -0.00 | |
| CDX EM40 ICE | Derivative-credit | US | $-7K | – | -0.00 | |
| CDX EM41 ICE | Derivative-credit | US | $-3K | – | -0.00 | |
| CDX HY33 5Y 35-100% SP CBK | Derivative-credit | US | $206K | – | 0.03 | |
| CDX HY37 5Y 25-35% SP MYC | Derivative-credit | US | $285K | – | 0.04 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $41K | – | 0.01 | |
| CENTENE CORP SR UNSECURED 07/28 2.45 (CENTENE CORPORATION) | Long | Debt | US | $1M | – | 0.17 |
| CENTENE CORP SR UNSECURED 12/29 4.625 (CENTENE CORPORATION) | Long | Debt | US | $473K | – | 0.06 |
| CHARTER COMM OPT LLC/CAP SR SECURED 03/50 4.8 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.16 |
| CHARTER COMM OPT LLC/CAP SR SECURED 05/47 5.375 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.27 |
| CHARTER COMM OPT LLC/CAP SR SECURED 12/61 4.4 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $3M | – | 0.37 |
| CHILDREN S HEATH SYS TX UNSECURED 08/50 2.511 (CHILDRENS HEALTH SYSTEM OF TEXAS) | Long | Debt | US | $922K | – | 0.12 |
| CITIGROUP INC SR UNSECURED 01/33 VAR | Long | Debt | US | $935K | – | 0.13 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A (CITIGROUP MORTGAGE LOAN TR 2004-HYB2) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CNA FINANCIAL CORP SR UNSECURED 05/29 3.9 (CNA FINANCIAL CORPORATION) | Long | Debt | US | $379K | – | 0.05 |
| COMCAST CORP COMPANY GUAR 11/51 2.887 (COMCAST CORPORATION) | Long | Debt | US | $134K | – | 0.02 |
| COMMONSPIRIT HEALTH SR SECURED 10/50 3.91 | Long | Debt | US | $990K | – | 0.13 |
| COMMONWEALTH BANK AUST SUBORDINATED 144A 09/39 3.743 (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $1M | – | 0.14 |
| CONAGRA BRANDS INC SR UNSECURED 11/38 5.3 | Long | Debt | US | $1M | – | 0.14 |
| CONSTELLATION EN GEN LLC SR UNSECURED 06/25 3.25 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $391K | – | 0.05 |
| CONTINENTAL RESOURCES COMPANY GUAR 144A 11/26 2.268 (CONTINENTAL RESOURCES INC) | Long | Debt | US | $2M | – | 0.25 |
| COPT DEFENSE PROP LP COMPANY GUAR 12/33 2.9 (COPT DEFENSE PROPERTIES LP) | Long | Debt | US | $2M | – | 0.22 |
| COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8 | Long | Debt | US | $508K | – | 0.07 |
| COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED) | Long | Debt | KY | $26K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 15 M2 (COUNTRYWIDE ASSET-BACKED CERTS 2005-15) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2013 IVR2 B3 144A (CSMC TRUST 2013-IVR2) | Long | ABS-mortgage backed security | US | $351K | – | 0.05 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP10 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP10) | Long | ABS-mortgage backed security | US | $434K | – | 0.06 |
| CROWN CASTLE INC SR UNSECURED 01/51 3.25 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $399K | – | 0.05 |
| CROWN CASTLE INC SR UNSECURED 03/27 4 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $193K | – | 0.03 |
| CROWN CASTLE INC SR UNSECURED 11/49 4 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $610K | – | 0.08 |
| CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $24K | – | 0.00 |
| CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625 | Long | Debt | LU | $1M | – | 0.17 |
| CVS HEALTH CORP SR UNSECURED 03/48 5.05 (CVS HEALTH CORPORATION) | Long | Debt | US | $690K | – | 0.09 |
| CVS HEALTH CORP SR UNSECURED 06/63 6 (CVS HEALTH CORPORATION) | Long | Debt | US | $2M | – | 0.21 |
| CVS PASS THROUGH TR 2013 PASS THRU CE 144A 01/36 4.704 (CVS PASS-THROUGH TRUST SERIES 2013) | Long | Debt | US | $2M | – | 0.28 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375 | Long | Debt | US | $2M | – | 0.24 |
| DAE SUKUK DIFC LTD SR UNSECURED 144A 02/26 3.75 (DAE SUKUK (DIFC) LTD) | Long | Debt | AE | $4M | – | 0.55 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/26 2 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $925K | – | 0.12 |
| DALLAS FORT WORTH TX INTERNATI DALAPT 11/50 FIXED 2.919 (DALLAS FORT WORTH INTERNATIONAL AIRPORT) | Long | Debt | US | $2M | – | 0.23 |
| DANSKE BANK A/S 144A 12/25 VAR | Long | Debt | DK | $296K | – | 0.04 |
| DELL INT LLC / EMC CORP COMPANY GUAR 12/51 3.45 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $1M | – | 0.19 |
| DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $226K | – | 0.03 |
| DELL INT LLC / EMC CORP SR UNSECURED 07/24 4 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $1M | – | 0.15 |
| DELTA AIR LINES INC SR UNSECURED 01/26 7.375 | Long | Debt | US | $2M | – | 0.23 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/25 4.5 (DELTA AIR LINES INC / SKYMILES IP LTD) | Long | Debt | US | $494K | – | 0.07 |
| DEUTSCHE BANK AG REGS 12/24 2.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $998K | – | 0.13 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $639K | – | 0.09 |
| DEUTSCHE BANK NY 11/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $1M | – | 0.14 |
| DEUTSCHE BANK NY SUBORDINATED 01/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.27 |
| DEUTSCHE BANK NY SUBORDINATED 01/33 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $3M | – | 0.40 |
| DEUTSCHE BANK REPO REPO | Long | Repurchase agreement | US | $27M | – | 3.65 |
| DEVON ENERGY CORPORATION SNR S* ICE | Derivative-credit | US | $19K | – | 0.00 | |
| DISCOVER BANK SR UNSECURED 09/28 4.65 (DISCOVER BANK/GREENWOOD BRANCH) | Long | Debt | US | $961K | – | 0.13 |
| DOC DR LLC COMPANY GUAR 01/28 3.95 | Long | Debt | US | $383K | – | 0.05 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A (DRYDEN 60 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.32 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR3 2A1 (DSLA MORTGAGE LOAN TRUST 2004-AR3) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| DTE ELECTRIC CO 1ST MORTGAGE 03/31 2.625 (DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)) | Long | Debt | US | $259K | – | 0.03 |
| DUKE ENERGY CAROLINAS COMPANY GUAR 10/32 6.45 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $749K | – | 0.10 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/51 2.9 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $1M | – | 0.14 |
| EBAY INC SR UNSECURED 03/30 2.7 | Long | Debt | US | $529K | – | 0.07 |
| EDISON INTERNATIONAL SR UNSECURED 06/29 5.45 | Long | Debt | US | $2M | – | 0.20 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/53 6.9 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $2M | – | 0.23 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 09/38 4.875 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $1M | – | 0.17 |
| ELEVANCE HEALTH INC SR UNSECURED 01/43 4.65 | Long | Debt | US | $1M | – | 0.19 |
| ELEVANCE HEALTH INC SR UNSECURED 02/53 5.125 | Long | Debt | US | $2M | – | 0.26 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $596K | – | 0.08 |
| ENERGY TRANSFER LP SR UNSECURED 03/25 4.05 | Long | Debt | US | $1M | – | 0.15 |
| ENERGY TRANSFER LP SR UNSECURED 05/54 5.95 | Long | Debt | US | $2M | – | 0.22 |
| ENERGY TRANSFER LP SR UNSECURED 07/26 3.9 | Long | Debt | US | $1M | – | 0.16 |
| ENERGY TRANSFER LP SR UNSECURED 07/38 7.5 | Long | Debt | US | $456K | – | 0.06 |
| ENERGY TRANSFER LP SR UNSECURED 09/29 4.15 | Long | Debt | US | $663K | – | 0.09 |
| ENERGY TRANSFER LP SR UNSECURED 10/36 6.625 | Long | Debt | US | $529K | – | 0.07 |
| ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/51 2.65 | Long | Debt | US | $466K | – | 0.06 |
| ENTERGY CORP SR UNSECURED 06/50 3.75 (ENTERGY CORPORATION) | Long | Debt | US | $283K | – | 0.04 |
| ENTERGY LOUISIANA LLC COLLATERAL T 04/50 4.2 | Long | Debt | US | $314K | – | 0.04 |
| ENTERGY TEXAS INC 1ST MORTGAGE 09/53 5.8 | Long | Debt | US | $1M | – | 0.16 |
| EQM MIDSTREAM PARTNERS L SR UNSECURED 12/26 4.125 (EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)) | Long | Debt | US | $386K | – | 0.05 |
| EQUIFIRST LOAN SECURITIZATION EQLS 2007 1 A1 144A (EQUIFIRST LOAN SECURITIZATION TRUST 2007-1) | Long | ABS-mortgage backed security | US | $509K | – | 0.07 |
| EQUINIX INC SR UNSECURED 05/26 1.45 | Long | Debt | US | $929K | – | 0.12 |
| EQUINIX INC SR UNSECURED 07/50 3 | Long | Debt | US | $127K | – | 0.02 |
| EQUINIX INC SR UNSECURED 11/29 3.2 | Long | Debt | US | $361K | – | 0.05 |
| EQUITABLE HOLDINGS INC SR UNSECURED 144A 02/29 4.572 | Long | Debt | US | $247K | – | 0.03 |
| ESSEX PORTFOLIO LP COMPANY GUAR 09/50 2.65 | Long | Debt | US | $1M | – | 0.17 |
| EVERSOURCE ENERGY SR UNSECURED 03/27 2.9 | Long | Debt | US | $564K | – | 0.08 |
| EXPEDIA GROUP INC COMPANY GUAR 03/31 2.95 | Long | Debt | US | $152K | – | 0.02 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 04/28 4.85 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $491K | – | 0.07 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 04/30 4.625 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $572K | – | 0.08 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 03/54 6.35 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $1M | – | 0.18 |
| FANNIE MAE NOTES 04/28 5.625 (FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)) | Long | Debt | US | $104K | – | 0.01 |
| FANNIE MAE NOTES 08/38 6.21 (FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)) | Long | Debt | US | $11M | – | 1.50 |
| FANNIE MAE SR UNSECURED 11/30 0.00000 (FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)) | Long | Debt | US | $8M | – | 1.07 |
| FED HM LN PC POOL ZS4785 FR 08/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 05/54 7.125 (BRAZIL GOVT) | Long | Debt | BR | $2M | – | 0.22 |
| FERGUSON FINANCE PLC COMPANY GUAR 144A 06/30 3.25 | Long | Debt | GB | $361K | – | 0.05 |
| FIRSTENERGY CORP SR UNSECURED 03/50 3.4 | Long | Debt | US | $1M | – | 0.14 |
| FIRSTENERGY CORP SR UNSECURED 07/47 5.1 | Long | Debt | US | $470K | – | 0.06 |
| FIRSTENERGY TRANSMISSION SR UNSECURED 144A 01/25 4.35 (FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)) | Long | Debt | US | $396K | – | 0.05 |
| FISERV INC SR UNSECURED 07/26 3.2 | Long | Debt | US | $384K | – | 0.05 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $537K | – | 0.07 |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363 (FLEX INTERMEDIATE HOLDCO LLC) | Long | Debt | US | $2M | – | 0.27 |
| FNMA POOL BD2274 FN 08/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FNMA POOL BK2013 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| FNMA POOL BM2003 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL FM1107 FN 06/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.42 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38M | – | 5.11 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.94 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 3.48 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45M | – | 6.10 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.40 |
| FONTAINEBLEAU MIAMI BEACH TRUS FMBT 2019 FBLU A 144A (FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU) | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| FORD FOUNDATION/THE UNSECURED 06/50 2.415 (THE FORD FOUNDATION) | Long | Debt | US | $421K | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $594K | – | 0.08 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.15 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $775K | – | 0.10 |
| FREDDIE MAC SLST SLST 2019 3 A1C (FREDDIE MAC SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2019-3) | Long | ABS-mortgage backed security | US | $836K | – | 0.11 |
| FREDDIE MAC FHR 3440 EM (FREDDIE MAC 3440) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FREDDIE MAC NOTES 03/31 0.00000 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $807K | – | 0.11 |
| FREDDIE MAC NOTES 03/31 6.75 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $2M | – | 0.29 |
| FRESENIUS MED CARE III COMPANY GUAR 144A 02/31 2.375 (FRESENIUS MEDICAL CARE US FINANCE III INC) | Long | Debt | US | $553K | – | 0.07 |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/32 2.9 | Long | Debt | US | $920K | – | 0.12 |
| GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5 | Long | Debt | US | $1M | – | 0.16 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $41K | – | 0.01 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $6K | – | 0.00 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $80K | – | 0.01 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $42K | – | 0.01 | |
| GEORGIA POWER CO SR UNSECURED 03/51 3.25 (GEORGIA POWER COMPANY) | Long | Debt | US | $2M | – | 0.26 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/31 3.125 (GLOBAL ATLANTIC (FIN) COMPANY) | Long | Debt | US | $2M | – | 0.31 |
| GLOBAL PAYMENTS INC SR UNSECURED 05/30 2.9 | Long | Debt | US | $348K | – | 0.05 |
| GLOBAL PAYMENTS INC SR UNSECURED 11/31 2.9 | Long | Debt | US | $3M | – | 0.35 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $3M | – | 0.40 |
| GNMA II POOL MA5264 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/41 FIXED 3.714 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $1M | – | 0.15 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR | Long | Debt | US | $2M | – | 0.21 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR | Long | Debt | US | $2M | – | 0.21 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/25 VAR | Long | Debt | US | $1M | – | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2007 57 Z (GOVERNEMENT NATIONAL MTG ASSOC 2007-57) | Long | ABS-mortgage backed security | US | $753K | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2014 174 EZ (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-174) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A (GSMPS MORTGAGE LOAN TRUST 2006-RP1) | Long | ABS-mortgage backed security | US | $520K | – | 0.07 |
| HARVEST CLO HARVT 21A A1R 144A (HARVEST CLO XXI DAC 21A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.23 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $944K | – | 0.13 |
| HEALTHCARE RLTY HLDGS LP COMPANY GUAR 08/26 3.5 (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $1M | – | 0.17 |
| HELMERICH + PAYNE INC SR UNSECURED 09/31 2.9 (HELMERICH & PAYNE INC) | Long | Debt | US | $667K | – | 0.09 |
| HERSHEY COMPANY SR UNSECURED 06/50 2.65 | Long | Debt | US | $313K | – | 0.04 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $606K | – | 0.08 |
| HILTON GRAND VAC BOR ESC COMPANY GUAR 144A 07/31 4.875 (HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC) | Long | Debt | US | $2M | – | 0.25 |
| HOST HOTELS + RESORTS LP SR UNSECURED 06/25 4 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $984K | – | 0.13 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $1M | – | 0.20 |
| HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $289K | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $2M | – | 0.24 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $1M | – | 0.19 |
| HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR | Long | Debt | GB | $297K | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSECURED 11/25 VAR | Long | Debt | GB | $297K | – | 0.04 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 WF1 1A1 (HSI ASSET SECUR CORP TRUST 2007-WF1) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| HUMANA INC SR UNSECURED 04/31 5.375 | Long | Debt | US | $1M | – | 0.19 |
| HUNTSMAN INTERNATIONAL L SR UNSECURED 05/29 4.5 (HUNTSMAN INTERNATIONAL LLC) | Long | Debt | US | $474K | – | 0.06 |
| HYATT HOTELS CORP SR UNSECURED 10/24 1.8 (HYATT HOTELS CORPORATION) | Long | Debt | US | $1M | – | 0.17 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 2.1 | Long | Debt | US | $1M | – | 0.20 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/27 6.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $814K | – | 0.11 |
| INDIANA MICHIGAN POWER SR UNSECURED 05/51 3.25 (INDIANA MICHIGAN POWER COMPANY) | Long | Debt | US | $462K | – | 0.06 |
| INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11 (INDYMAC IMSC MTGE LN TRUST 2007-HOA1) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX2 A1C (INDYMAC INDEX MORTGAGE LOAN TRUST 2007-FLX2) | Long | ABS-mortgage backed security | US | $779K | – | 0.10 |
| INEOS QUATTRO FINANCE 2 SR SECURED REGS 01/26 2.5 (INEOS QUATTRO FINANCE 2 PLC) | Long | Debt | GB | $728K | – | 0.10 |
| ING GROEP NV SR UNSECURED 03/35 VAR | Long | Debt | NL | $2M | – | 0.24 |
| INGERSOLL RAND INC SR UNSECURED 08/28 5.4 | Long | Debt | US | $2M | – | 0.26 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 06/50 3 (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $518K | – | 0.07 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 09/40 2.65 (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $2M | – | 0.30 |
| INVITATION HOMES OP COMPANY GUAR 01/34 2.7 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $3M | – | 0.35 |
| IRB INFRASTRUCTURE DEVE SR SECURED 144A 03/32 7.11 (IRB INFRASTRUCTURE DEVELOPERS LIMITED) | Long | Debt | IN | $1M | – | 0.17 |
| IRS AUD 4.50000 03/20/24-10Y LCH | Derivative-interest rate | AU | $4K | – | 0.00 | |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $9K | – | 0.00 | |
| IRS EUR -0.17500 03/17/23-10Y LCH | Derivative-interest rate | $-4M | – | -0.48 | ||
| IRS EUR 0.00000 03/17/23-30Y LCH | Derivative-interest rate | $3M | – | 0.35 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $5K | – | 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 | $-48K | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $7K | – | 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 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-12K | – | -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 | $-14K | – | -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 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 | $-13K | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-10K | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-24K | – | -0.00 | ||
| JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4 (JETBLUE 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.17 |
| JOHNSON + JOHNSON SR UNSECURED 09/50 2.25 (JOHNSON & JOHNSON COMPANY) | Long | Debt | US | $1M | – | 0.14 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 WMC1 M3 (JP MORGAN MORTGAGE ACQ CORP 2005-WMC1) | Long | ABS-mortgage backed security | US | $162K | – | 0.02 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.24 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $504K | – | 0.07 |
| JPMORGAN CHASE + CO SR UNSECURED 06/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $680K | – | 0.09 |
| JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.24 |
| JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $198K | – | 0.03 |
| JPMORGAN CHASE + CO SR UNSECURED 10/34 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.20 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $10K | – | 0.00 | |
| KENTUCKY UTILITIES CO 1ST MORTGAGE 06/50 3.3 (KENTUCKY UTILITIE CO.) | Long | Debt | US | $338K | – | 0.05 |
| KKR GROUP FINANCE CO VII COMPANY GUAR 144A 02/50 3.625 (KKR GROUP FINANCE CO VII LLC) | Long | Debt | US | $285K | – | 0.04 |
| LEIDOS INC COMPANY GUAR 05/30 4.375 | Long | Debt | US | $378K | – | 0.05 |
| LENNAR CORP COMPANY GUAR 11/27 4.75 (LENNAR CORPORATION) | Long | Debt | US | $1M | – | 0.17 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | Long | Debt | GB | $317K | – | 0.04 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/35 VAR | Long | Debt | GB | $2M | – | 0.34 |
| LLOYDS BANKING GROUP PLC SR UNSECURED REGS 01/26 VAR | Long | Debt | GB | $868K | – | 0.12 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-17K | – | -0.00 | |
| LOS ANGELES CNTY CA PUBLIC WKS LOSFAC 08/33 FIXED 7.488 (LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY) | Long | Debt | US | $2M | – | 0.23 |
| LXP INDUSTRIAL TRUST COMPANY GUAR 09/30 2.7 | Long | Debt | US | $422K | – | 0.06 |
| MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65 | Long | Debt | US | $2M | – | 0.21 |
| MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/50 FIXED 3.197 (MARYLAND ST HEALTH & HIGHER EDL FACS AUTH REV) | Long | Debt | US | $2M | – | 0.21 |
| MASCO CORP SR UNSECURED 08/29 7.75 (MASCO CORPORATION) | Long | Debt | US | $1M | – | 0.17 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 07/28 5.75 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $563K | – | 0.08 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $898K | – | 0.12 |
| MET TRANSPRTN AUTH NY DEDICATE MTATRN 11/40 FIXED 6.089 (METROPOLITAN TRANSPORTATION AUTHORITY) | Long | Debt | US | $421K | – | 0.06 |
| METLIFE INC SNR S* ICE | Derivative-credit | US | $13K | – | 0.00 | |
| MEXICO LA SP GST | Derivative-credit | US | $-12.82 | – | -0.00 | |
| MEXICO LA SP JPM | Derivative-credit | US | $970.19 | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $4K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $904.5 | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $428.44 | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $-51.31 | – | -0.00 | |
| MICRON TECHNOLOGY INC SR UNSECURED 11/51 3.477 | Long | Debt | US | $4M | – | 0.55 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/30 2.048 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $501K | – | 0.07 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/26 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $388K | – | 0.05 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/31 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $1M | – | 0.16 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 3A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $232K | – | 0.03 |
| MORGAN STANLEY SR UNSECURED 01/30 VAR | Long | Debt | US | $100K | – | 0.01 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $2M | – | 0.22 |
| MORGAN STANLEY SR UNSECURED 07/28 VAR | Long | Debt | US | $2M | – | 0.22 |
| MORGAN STANLEY SR UNSECURED REGS 04/32 VAR | Long | Debt | US | $5M | – | 0.73 |
| MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3 | Long | Debt | US | $2M | – | 0.28 |
| MPLX LP SR UNSECURED 08/30 2.65 | Long | Debt | US | $2M | – | 0.23 |
| MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.637 (MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA) | Long | Debt | US | $3M | – | 0.34 |
| NASDAQ INC SR UNSECURED 12/40 2.5 (NASDAQ INC (AKA: NASDAQ OMX GROUP INC)) | Long | Debt | US | $849K | – | 0.11 |
| NATIONAL FUEL GAS CO SR UNSECURED 03/31 2.95 (NATIONAL FUEL GAS COMPANY) | Long | Debt | US | $840K | – | 0.11 |
| NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3 (NATIONAL HEALTH INVS INC) | Long | Debt | US | $654K | – | 0.09 |
| NATIONWIDE BLDG SOCIETY SUBORDINATED 144A 09/26 4 (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $1M | – | 0.15 |
| NATIONWIDE FINANCIAL SER COMPANY GUAR 144A 11/49 3.9 (NATIONWIDE FINANCIAL SERVICES INC) | Long | Debt | US | $450K | – | 0.06 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $158K | – | 0.02 |
| NATWEST GROUP PLC SR UNSECURED 01/30 VAR | Long | Debt | GB | $1M | – | 0.16 |
| NATWEST GROUP PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $2M | – | 0.24 |
| NETFLIX INC SR UNSECURED 04/28 4.875 | Long | Debt | US | $896K | – | 0.12 |
| NETFLIX INC SR UNSECURED 11/26 4.375 | Long | Debt | US | $1M | – | 0.20 |
| NETFLIX INC SR UNSECURED 11/28 5.875 | Long | Debt | US | $721K | – | 0.10 |
| NETFLIX INC SR UNSECURED 144A 11/29 5.375 | Long | Debt | US | $404K | – | 0.05 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A) | Long | ABS-mortgage backed security | US | $117K | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $574K | – | 0.08 |
| NEWMONT / NEWCREST FIN COMPANY GUAR 144A 05/50 4.2 (NEWMONT CORP / NEWCREST FINANCE PTY LTD) | Long | Debt | US | $326K | – | 0.04 |
| NEWMONT / NEWCREST FIN COMPANY GUAR 144A 11/41 5.75 (NEWMONT CORP / NEWCREST FINANCE PTY LTD) | Long | Debt | US | $955K | – | 0.13 |
| NEWMONT CORP COMPANY GUAR 10/29 2.8 (NEWMONT CORPORATION) | Long | Debt | US | $988K | – | 0.13 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 01/54 5.664 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $2M | – | 0.22 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $5M | – | 0.69 |
| NNN REIT INC SR UNSECURED 10/27 3.5 | Long | Debt | US | $854K | – | 0.11 |
| NOMURA HOLDINGS INC SR UNSECURED 01/30 3.103 | Long | Debt | JP | $442K | – | 0.06 |
| NOMURA HOLDINGS INC SR UNSECURED 01/32 2.999 | Long | Debt | JP | $2M | – | 0.26 |
| NRG ENERGY INC SR SECURED 144A 12/27 2.45 | Long | Debt | US | $993K | – | 0.13 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $874K | – | 0.12 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 11/51 3.25 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $857K | – | 0.12 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/33 5.85 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $610K | – | 0.08 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $519K | – | 0.07 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $244K | – | 0.03 |
| OI SA COMPANY GUAR 07/25 VAR (OI SA (AKA: BRASIL TELECOM S/A)) | Long | Debt | BR | $2K | – | 0.00 |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 02/31 3.375 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $1M | – | 0.18 |
| ONCOR ELECTRIC DELIVERY SR SECURED 09/52 4.95 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $996K | – | 0.13 |
| ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5 (ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)) | Long | Debt | US | $2M | – | 0.29 |
| ONEOK INC COMPANY GUAR 07/28 4.55 | Long | Debt | US | $2M | – | 0.33 |
| OWENS CORNING SR UNSECURED 08/26 3.4 (OWENS CORNING INC) | Long | Debt | US | $1M | – | 0.17 |
| OWENS CORNING SR UNSECURED 144A 02/30 3.5 (OWENS CORNING INC) | Long | Debt | US | $2M | – | 0.25 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/32 4.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.31 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $378K | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 05/29 5.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $201K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.17 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.18 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $632K | – | 0.08 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.15 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $466K | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.17 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/41 4.2 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $549K | – | 0.07 |
| PACIFIC LIFECORP SR UNSECURED 144A 09/50 3.35 | Long | Debt | US | $2M | – | 0.21 |
| PACIFICORP 1ST MORTGAGE 02/31 5.3 | Long | Debt | US | $2M | – | 0.23 |
| PACIFICORP 1ST MORTGAGE 04/37 5.75 | Long | Debt | US | $397K | – | 0.05 |
| PACIFICORP 1ST MORTGAGE 10/37 6.25 | Long | Debt | US | $830K | – | 0.11 |
| PACIFICORP 1ST MORTGAGE 12/53 5.35 | Long | Debt | US | $817K | – | 0.11 |
| PARK INTERMED HOLDINGS SR SECURED 144A 05/29 4.875 (PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER) | Long | Debt | US | $845K | – | 0.11 |
| PECO ENERGY CO 1ST MORTGAGE 08/52 4.375 (PECO ENERGY COMPANY) | Long | Debt | US | $824K | – | 0.11 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/29 3.35 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $455K | – | 0.06 |
| PERUSAHAAN PENERBIT SBSN SR UNSECURED 144A 06/30 2.8 (INDONESIA GOVT) | Long | Debt | ID | $613K | – | 0.08 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $2M | – | 0.29 |
| PFIZER INVESTMENT ENTER COMPANY GUAR 05/53 5.3 (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $2M | – | 0.21 |
| PFP III PFP 2022 9 A 144A (PFP 2022-9 LTD A) | Long | ABS-mortgage backed security | KY | $3M | – | 0.34 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $3M | – | 0.42 |
| PROLOGIS LP SR UNSECURED 01/32 2.25 | Long | Debt | US | $654K | – | 0.09 |
| PROLOGIS LP SR UNSECURED 12/27 3.375 | Long | Debt | US | $285K | – | 0.04 |
| PROSUS NV SR UNSECURED 144A 01/52 4.987 | Long | Debt | NL | $3M | – | 0.36 |
| PROSUS NV SR UNSECURED 144A 08/50 4.027 | Long | Debt | NL | $745K | – | 0.10 |
| PTC INC COMPANY GUAR 144A 02/28 4 | Long | Debt | US | $377K | – | 0.05 |
| PUGET ENERGY INC SR SECURED 06/30 4.1 | Long | Debt | US | $461K | – | 0.06 |
| QATAR ENERGY SR UNSECURED 144A 07/41 3.125 (QATARENERGY) | Long | Debt | QA | $1M | – | 0.15 |
| QVC INC SR SECURED 03/43 5.95 | Long | Debt | US | $286K | – | 0.04 |
| RACKSPACE TECHNOLOGY COMPANY GUAR 144A 12/28 5.375 (RACKSPACE TECHNOLOGY GLOBAL INC) | Long | Debt | US | $275K | – | 0.04 |
| REALTY INCOME CORP SR UNSECURED 09/26 4.45 (REALTY INCOME CORPORATION) | Long | Debt | US | $1M | – | 0.20 |
| REGENERON PHARMACEUTICAL SR UNSECURED 09/30 1.75 (REGENERON PHARMACEUTICALS) | Long | Debt | US | $989K | – | 0.13 |
| REGENERON PHARMACEUTICAL SR UNSECURED 09/50 2.8 (REGENERON PHARMACEUTICALS) | Long | Debt | US | $736K | – | 0.10 |
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T | Short | Repurchase agreement | US | $-347M | – | -46.63 |
| RESOLUTION FUNDING STRIP BONDS 01/30 0.00000 (RESOLUTION FUNDING CORP) | Long | Debt | US | $542K | – | 0.07 |
| RESOLUTION FUNDING STRIP BONDS 04/30 0.00000 (RESOLUTION FUNDING CORP) | Long | Debt | US | $1M | – | 0.16 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-56M | – | -7.52 |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO | Short | Repurchase agreement | US | $-27M | – | -3.66 |
| REVVITY INC SR UNSECURED 09/29 3.3 | Long | Debt | US | $273K | – | 0.04 |
| REXFORD INDUSTRIAL REALT COMPANY GUAR 12/30 2.125 (REXFORD INDUSTRIAL REALTY LP) | Long | Debt | US | $1M | – | 0.15 |
| RFC PRINCIPAL STRIP BONDS 04/30 0.00000 (RESOLUTION FUNDING CORP) | Long | Debt | US | $3M | – | 0.42 |
| RFR GBP SONIO/1.06000 02/21/22-30Y LCH | Derivative-interest rate | GB | $-439K | – | -0.06 | |
| RFR GBP SONIO/1.10100 02/21/22-30Y LCH | Derivative-interest rate | GB | $-433K | – | -0.06 | |
| RFR GBP SONIO/1.17500 02/28/22-30Y LCH | Derivative-interest rate | GB | $-542K | – | -0.07 | |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $7K | – | 0.00 | |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $-31K | – | -0.00 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $10K | – | 0.00 | |
| RFR JPY MUTK/1.00000 09/20/23-20Y LCH | Derivative-interest rate | JP | $159K | – | 0.02 | |
| RFR USD SOFR/1.25000 06/15/22-10Y LCH | Derivative-interest rate | US | $17M | – | 2.25 | |
| RFR USD SOFR/1.75000 06/15/22-10Y CME | Derivative-interest rate | US | $9M | – | 1.24 | |
| RFR USD SOFR/3.15600 03/10/28-5Y LCH | Derivative-interest rate | US | $46K | – | 0.01 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $79K | – | 0.01 | |
| RFR USD SOFR/3.64750 01/08/24-10Y LCH | Derivative-interest rate | US | $23K | – | 0.00 | |
| RFR USD SOFR/3.66674 03/01/24-4Y* LCH | Derivative-interest rate | US | $433K | – | 0.06 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $22K | – | 0.00 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-6K | – | -0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| ROCKEFELLER FOUNDATION UNSECURED 10/50 2.492 (THE ROCKEFELLER FOUNDATION) | Long | Debt | US | $248K | – | 0.03 |
| ROGERS COMMUNICATIONS IN COMPANY GUAR 03/32 3.8 (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $1M | – | 0.14 |
| ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625 (ROLLS-ROYCE PLC) | Long | Debt | GB | $195K | – | 0.03 |
| ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625 (ROLLS-ROYCE PLC) | Long | Debt | GB | $865K | – | 0.12 |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $17K | – | 0.00 | |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $8K | – | 0.00 | |
| ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT) | Long | Debt | RO | $1M | – | 0.18 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/50 3.55 | Long | Debt | GB | $739K | – | 0.10 |
| S+P500 EMINI FUT SEP24 XCME 20240920 | Derivative-equity | US | $13K | – | 0.00 | |
| SABINE PASS LIQUEFACTION SR SECURED 03/27 5 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $1M | – | 0.20 |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/31 3.35 (SAMMONS FINANCIAL GROUP INC) | Long | Debt | US | $831K | – | 0.11 |
| SAN DIEGO G + E 1ST MORTGAGE 04/42 4.3 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $850K | – | 0.11 |
| SANDS CHINA LTD SR UNSECURED 08/25 5.125 | Long | Debt | KY | $496K | – | 0.07 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $1M | – | 0.17 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 08/26 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $1M | – | 0.18 |
| SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649 | Long | Debt | AU | $787K | – | 0.11 |
| SASOL FINANCING USA LLC COMPANY GUAR 09/26 4.375 | Long | Debt | US | $471K | – | 0.06 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/34 5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $2M | – | 0.22 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 NC2 A3 (SECURITIZED ASSET BACKED RECEIVABLES TRUST LLC 2006-NC2) | Long | ABS-mortgage backed security | US | $212K | – | 0.03 |
| SEMPRA SR UNSECURED 08/33 5.5 | Long | Debt | US | $1M | – | 0.15 |
| SEMPRA SR UNSECURED 10/39 6 | Long | Debt | US | $506K | – | 0.07 |
| SES SA COMPANY GUAR 144A 04/43 5.3 | Long | Debt | LU | $1M | – | 0.18 |
| SHELL INTERNATIONAL FIN COMPANY GUAR 08/42 3.625 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $866K | – | 0.12 |
| SIRIUS REAL ESTATE LTD SR UNSECURED REGS 06/26 1.125 (SIRIUS REAL ESTATE LIMITED) | Long | Debt | GG | $1M | – | 0.15 |
| SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B | Long | Loan | US | $572K | – | 0.08 |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A (SLM STUDENT LOAN TRUST 2010-C) | Long | ABS-other | US | $1M | – | 0.20 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1 (SMALL BUSINESS ADMIN PART CERTS 2007-20L) | Long | ABS-other | US | $19K | – | 0.00 |
| SMURFIT KAPPA TREASURY COMPANY GUAR 144A 04/54 5.777 (SMURFIT KAPPA TREASURY UNLIMITED COMPANY) | Long | Debt | IE | $995K | – | 0.13 |
| SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $566K | – | 0.08 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $44K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $9K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $479.64 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $24K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-5K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $6K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $4K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-343.49 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-750.56 | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $311K | – | 0.04 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $22K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $8K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $222K | – | 0.03 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $64K | – | 0.01 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-55.48 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240820 | Derivative-foreign exchange | TR | $-64.18 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240823 | Derivative-foreign exchange | TR | $-119.39 | – | -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 | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 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 | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $142K | – | 0.02 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/51 3.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $989K | – | 0.13 |
| SOUTHERN CAL EDISON 1ST REF MORT 02/36 5.625 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $200K | – | 0.03 |
| SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $210K | – | 0.03 |
| SOUTHERN CO GAS CAPITAL COMPANY GUAR 06/43 4.4 (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.18 |
| SOUTHERN CO SR UNSECURED 07/26 3.25 | Long | Debt | US | $769K | – | 0.10 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 11/51 3.25 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $632K | – | 0.08 |
| SPDR PORTFOLIO S+P 500 ETF SPDR PORTFOLIO S+P 500 ETF (SPDR PORTFOLIO LARGE CAP ETF (AKA SPDR RUSSELL 1000 ETF)) | Long | Equity-common | US | $53M | 832K | 7.16 |
| SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1 (SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A) | Long | Debt | US | $101K | – | 0.01 |
| SPTR TRS EQUITY FEDL01+40 CBK | Derivative-equity | US | $246K | – | 0.03 | |
| SPTR TRS EQUITY FEDL01+40 RBC | Derivative-equity | US | $444K | – | 0.06 | |
| SPTR TRS EQUITY FEDL01+40 RBC | Derivative-equity | US | $143K | – | 0.02 | |
| SPTR TRS EQUITY FEDL01+41 JPM | Derivative-equity | US | $3M | – | 0.38 | |
| SPTR TRS EQUITY FEDL01+41 RBC | Derivative-equity | US | $2M | – | 0.21 | |
| SPTR TRS EQUITY FEDL01+42 RBC | Derivative-equity | US | $309K | – | 0.04 | |
| SPTR TRS EQUITY FEDL01+43 BRC | Derivative-equity | US | $4M | – | 0.50 | |
| SPTR TRS EQUITY FEDL01+43 NGF | Derivative-equity | US | $2M | – | 0.28 | |
| SPTR TRS EQUITY FEDL01+44 RBC | Derivative-equity | US | $1M | – | 0.19 | |
| SPTR TRS EQUITY FEDL01+44 ULO | Derivative-equity | US | $527K | – | 0.07 | |
| SPTR TRS EQUITY FEDL01+45 RBC | Derivative-equity | US | $556K | – | 0.07 | |
| SPTR TRS EQUITY FEDL01+45 TOR | Derivative-equity | US | $526K | – | 0.07 | |
| SPTR TRS EQUITY FEDL01+48 ULO | Derivative-equity | US | $238K | – | 0.03 | |
| SPTR TRS EQUITY FEDL01+52 JPM | Derivative-equity | US | $97K | – | 0.01 | |
| SPTR TRS EQUITY FEDL01+52 TOR | Derivative-equity | US | $284K | – | 0.04 | |
| SPTR TRS EQUITY FEDL01+53 JPM | Derivative-equity | US | $32K | – | 0.00 | |
| SPTR TRS EQUITY FEDL01+68 RBC | Derivative-equity | US | $158K | – | 0.02 | |
| SPTR TRS EQUITY FEDL01+71 BOA | Derivative-equity | US | $158K | – | 0.02 | |
| SPTR TRS EQUITY FEDL01+83 RBC | Derivative-equity | US | $-70K | – | -0.01 | |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/26 VAR | Long | Debt | GB | $491K | – | 0.07 |
| STANDARD CHARTERED PLC SUBORDINATED 144A 01/33 VAR | Long | Debt | GB | $2M | – | 0.25 |
| STANDARD INDUSTRIES INC SR UNSECURED REGS 11/26 2.25 | Long | Debt | US | $406K | – | 0.05 |
| STATE OF ISRAEL SR UNSECURED 03/54 5.75 (ISRAEL GOVT) | Long | Debt | IL | $2M | – | 0.22 |
| STELLANTIS FIN US INC COMPANY GUAR 144A 01/27 1.711 (STELLANTIS FINANCE US INC) | Long | Debt | US | $1M | – | 0.13 |
| STORE CAPITAL LLC SR UNSECURED 12/31 2.7 | Long | Debt | US | $2M | – | 0.30 |
| STRIP PRINC 05/43 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.33 |
| STRIP PRINC 08/40 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.30 |
| STRIP PRINC 11/40 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.79 |
| STRIP PRINC 11/43 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $408K | – | 0.05 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 3 A5 (STRUCTURED ASSET INVST LN TR 2006-3) | Long | ABS-mortgage backed security | US | $177K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1 (STRUCTURED ASSET MTGE INVEST 2006-AR6) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| STRYKER CORP SR UNSECURED 06/50 2.9 (STRYKER CORPORATION) | Long | Debt | US | $263K | – | 0.04 |
| STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/29 5 (STUDIO CITY FINANCE LIMITED) | Long | Debt | VG | $440K | – | 0.06 |
| SURA ASSET MANAGEMENT COMPANY GUAR 144A 04/27 4.375 | Long | Debt | CO | $1M | – | 0.17 |
| SUTTER HEALTH UNSECURED 08/50 3.361 | Long | Debt | US | $859K | – | 0.12 |
| SYNCHRONY FINANCIAL SR UNSECURED 10/31 2.875 | Long | Debt | US | $4M | – | 0.53 |
| SYNGENTA FINANCE NV COMPANY GUAR 144A 04/25 4.892 | Long | Debt | NL | $949K | – | 0.13 |
| T MOBILE USA INC COMPANY GUAR 02/41 3 (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.19 |
| T MOBILE USA INC COMPANY GUAR 04/30 3.875 (T-MOBILE USA INC) | Long | Debt | US | $374K | – | 0.05 |
| T MOBILE USA INC COMPANY GUAR 04/34 5.15 (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.19 |
| T MOBILE USA INC COMPANY GUAR 11/60 3.6 (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.26 |
| TD SYNNEX CORP SR UNSECURED 08/26 1.75 (TD SYNNEX CORPORATION) | Long | Debt | US | $739K | – | 0.10 |
| TD SYNNEX CORP SR UNSECURED 08/28 2.375 (TD SYNNEX CORPORATION) | Long | Debt | US | $1M | – | 0.19 |
| TEACHERS INSUR + ANNUITY SUBORDINATED 144A 09/44 4.9 (TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)) | Long | Debt | US | $974K | – | 0.13 |
| TELEFONICA EUROPE BV COMPANY GUAR 09/30 8.25 | Long | Debt | NL | $1M | – | 0.19 |
| TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $2M | – | 0.32 |
| TEXAS EASTERN TRANSMISSI SR UNSECURED 144A 01/48 4.15 (TEXAS EASTERN TRANSMISSION LP) | Long | Debt | US | $2M | – | 0.29 |
| THAMES WATER UTIL FIN SR SECURED REGS 07/34 4.375 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $903K | – | 0.12 |
| THERMO FISHER SCIENTIFIC SR UNSECURED 10/39 1.5 (THERMO FISHER SCIENTIFIC INC) | Long | Debt | US | $393K | – | 0.05 |
| TIME WARNER CABLE LLC SR SECURED 11/40 5.875 | Long | Debt | US | $347K | – | 0.05 |
| TMS ISSUER SARL SR SECURED 144A 08/32 5.78 (GREENSAIF PIPELINE (TMS ISSUER SARL)) | Long | Debt | LU | $1M | – | 0.15 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $332K | – | 0.04 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A (TOWD POINT MORTGAGE TRUST 2019-HY3) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| TRANSCANADA PIPELINES SR UNSECURED 05/48 4.875 (TRANSCANADA PIPELINES LIMITED) | Long | Debt | CA | $527K | – | 0.07 |
| TRANSCANADA PIPELINES SR UNSECURED 08/38 7.25 (TRANSCANADA PIPELINES LIMITED) | Long | Debt | CA | $169K | – | 0.02 |
| TRAVEL + LEISURE CO SR SECURED 10/25 5.1 (TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)) | Long | Debt | US | $403K | – | 0.05 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $513K | – | 0.07 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.23 |
| TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.14 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.34 |
| TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT) | Long | Debt | US | $14M | – | 1.88 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $512K | – | 0.07 |
| TSY INFL IX N/B 02/54 2.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.23 |
| TYSON FOODS INC SR UNSECURED 03/29 5.4 | Long | Debt | US | $1M | – | 0.18 |
| TYSON FOODS INC SR UNSECURED 03/34 5.7 | Long | Debt | US | $2M | – | 0.24 |
| UBS AG STAMFORD CT SR UNSECURED 02/28 7.5 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $749K | – | 0.10 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $488K | – | 0.07 |
| UBS GROUP AG SR UNSECURED 144A 01/29 VAR | Long | Debt | CH | $2M | – | 0.22 |
| UBS GROUP AG SR UNSECURED 144A 02/30 VAR | Long | Debt | CH | $2M | – | 0.28 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $233K | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $1M | – | 0.16 |
| UBS GROUP AG SR UNSECURED 144A 09/25 4.125 | Long | Debt | CH | $1M | – | 0.20 |
| UBS GROUP AG SR UNSECURED 144A 09/34 VAR | Long | Debt | CH | $2M | – | 0.24 |
| UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4 (UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $493K | – | 0.07 |
| UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5 (UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $952K | – | 0.13 |
| UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 (UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.50 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $8M | – | 1.11 |
| UNITED MEXICAN STATES SR UNSECURED 05/54 6.4 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.18 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/12 FIXED 4.858 (UNIVERSITY OF CALIFORNIA) | Long | Debt | US | $2M | – | 0.24 |
| UNP RR CO 2004 PASS TRST PASS THRU CE 07/25 5.404 (UNION PACIFIC RAILROAD CO 2004 PASS THROUGH TRUST) | Long | Debt | US | $3K | – | 0.00 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-525.5 | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-524K | – | -0.07 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-756K | – | -0.10 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-440K | – | -0.06 | |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $66M | – | 8.92 |
| US TREASURY N/B 02/42 2.375 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.40 |
| US TREASURY N/B 02/43 3.125 (UNITED STATES GOVT) | Long | Debt | US | $19M | – | 2.52 |
| US TREASURY N/B 05/41 2.25 (UNITED STATES GOVT) | Long | Debt | US | $37M | – | 5.02 |
| US TREASURY N/B 05/42 3.25 (UNITED STATES GOVT) | Long | Debt | US | $27M | – | 3.66 |
| US TREASURY N/B 05/43 2.875 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.17 |
| US TREASURY N/B 05/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $87M | – | 11.67 |
| US TREASURY N/B 05/54 4.625 (UNITED STATES GOVT) | Long | Debt | US | $27M | – | 3.57 |
| US TREASURY N/B 08/41 1.75 (UNITED STATES GOVT) | Long | Debt | US | $129M | – | 17.37 |
| US TREASURY N/B 08/42 2.75 (UNITED STATES GOVT) | Long | Debt | US | $462K | – | 0.06 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $24M | – | 3.19 |
| US TREASURY N/B 11/40 1.375 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 1.38 |
| US TREASURY N/B 11/41 2 (UNITED STATES GOVT) | Long | Debt | US | $75M | – | 10.03 |
| US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT) | Long | Debt | US | $12M | – | 1.57 |
| UTAH ACQUISITION SUB COMPANY GUAR 06/46 5.25 (UTAH ACQUISITION SUB INC) | Long | Debt | US | $82K | – | 0.01 |
| VALE OVERSEAS LIMITED COMPANY GUAR 07/30 3.75 (VALE OVERSEAS LTD) | Long | Debt | KY | $540K | – | 0.07 |
| VALERO ENERGY CORP SR UNSECURED 12/51 3.65 (VALERO ENERGY CORPORATION) | Long | Debt | US | $483K | – | 0.07 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $54K | – | 0.01 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $13K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $12K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| VERIZON COMMUNICATIONS SR UNSECURED 08/46 4.125 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $1M | – | 0.20 |
| VESSEL MANAGEMENT SERVIC US GOVT GUAR 08/36 3.432 (VESSEL MANAGEMENT SERVICES INC) | Long | Debt | US | $1M | – | 0.14 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $1M | – | 0.16 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 11/38 8.875 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $388K | – | 0.05 |
| VMWARE LLC SR UNSECURED 08/27 3.9 | Long | Debt | US | $672K | – | 0.09 |
| VMWARE LLC SR UNSECURED 08/31 2.2 | Long | Debt | US | $3M | – | 0.46 |
| VODAFONE GROUP PLC SR UNSECURED 06/49 4.875 | Long | Debt | GB | $866K | – | 0.12 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/25 3.35 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $589K | – | 0.08 |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | Derivative-credit | NL | $10K | – | 0.00 | |
| WABTEC TRANSPORTATION COMPANY GUAR 12/27 1.25 (WABTEC TRANSPORTATION NETHERLANDS BV) | Long | Debt | NL | $2M | – | 0.21 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A1 (WASHINGTON MUTUAL 2004-AR8) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A (WASHINGTON MUTUAL 2004-RP1) | Long | ABS-mortgage backed security | US | $497K | – | 0.07 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A2 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $327K | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $296K | – | 0.04 |
| WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.23 |
| WELLS FARGO + COMPANY SR UNSECURED 02/31 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.19 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $807K | – | 0.11 |
| WELLS FARGO + COMPANY SR UNSECURED 07/34 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.24 |
| WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.15 |
| WESTERN DIGITAL CORP SR SECURED 02/29 2.85 (WESTERN DIGITAL CORPORATION) | Long | Debt | US | $1M | – | 0.18 |
| WILLIAMS COMPANIES INC SR UNSECURED 03/32 8.75 (WILLIAMS COS INC) | Long | Debt | US | $164K | – | 0.02 |
| WILLIAMS COS INC SNR S* ICE | Derivative-credit | US | $103K | – | 0.01 | |
| WISCONSIN ELECTRIC POWER SR UNSECURED 12/45 4.3 (WISCONSIN ELECTRIC POWER COMPANY) | Long | Debt | US | $2M | – | 0.27 |
| WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/29 4.5 (WOODSIDE FINANCE LIMITED) | Long | Debt | AU | $676K | – | 0.09 |
| WOODSIDE FINANCE LTD COMPANY GUAR 144A 09/26 3.7 (WOODSIDE FINANCE LIMITED) | Long | Debt | AU | $2M | – | 0.21 |
| WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25 (WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP) | Long | Debt | US | $390K | – | 0.05 |
| WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5 (WYNN MACAU LIMITED) | Long | Debt | KY | $490K | – | 0.07 |
| XCEL ENERGY INC SR UNSECURED 08/33 5.45 | Long | Debt | US | $1M | – | 0.19 |
| ZCS BRL 11.49576 06/14/24-01/04/27 CME | Derivative-interest rate | BR | $-118K | – | -0.02 | |
| ZCS BRL 11.5281 06/18/24-01/04/27 CME | Derivative-interest rate | BR | $-26K | – | -0.00 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.