PIMCOFUNDS > PIMCO Funds
PIMCO RAE Fundamental Advantage PLUS Fund
$598.31M
Avg Monthly Net Assets
$834.48M
Total Assets
$330.52M
Total Liabilities
$503.96M
Net Assets
PIMCO RAE Fundamental Advantage PLUS Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has two share classes
and monthly net assets of $598.31M.
On August 28th, 2024 it reported 817 holdings, the largest
being (14.1%), (7.7%) and PIMCO FUNDS (7.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000066772 | PTFAX | |
| Institutional | C000059899 | PFATX |
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 | $49K | – | 0.01 | |
| 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017 | Derivative-interest rate | US | $22K | – | 0.00 | |
| 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717 | Derivative-interest rate | US | $19K | – | 0.00 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-19.68 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-517.88 | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-227.32 | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-626.68 | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.03 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.02 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.02 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.06 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-8.77 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-247.41 | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-100.35 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-134.14 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-192.32 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-95.04 | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-123.83 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-113.49 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-237.02 | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-231.28 | – | -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 | $-940.85 | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-108.47 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-204.96 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-853.98 | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-449.61 | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-135.75 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-802.57 | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-234.84 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-359.44 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-280.11 | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-420.18 | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-917.85 | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-93.11 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-423.24 | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-914.48 | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-752.92 | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-547.59 | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-443.37 | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-317.28 | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-316.57 | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-933.93 | – | -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 | $-2K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-876.86 | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-391.78 | – | -0.00 | |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 2 M5 (AAMES MORTGAGE INVESTMENT TRUST 2005-2) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| ABX.HE.AAA.06-2 SP BOA | Derivative-credit | US | $-23K | – | -0.00 | |
| ACHV ABS TRUST ACHV 2023 4CP A 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $57K | – | 0.01 |
| ACHV ABS TRUST ACHV 2023 4CP B 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $402K | – | 0.08 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $403K | – | 0.08 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 3 M3 (AEGIS ASSET BACKED SECURITIES TR 2005-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.70 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $258K | – | 0.05 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $149K | – | 0.03 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $273K | – | 0.05 |
| AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 (AMBAC ASSURANCE CORPORATION) | Long | Debt | US | $27.8 | – | 0.00 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A11 (AMERICAN HOME MORTGAGE ASSETS 2006-4) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 (AMERICAN HOME MORTGAGE ASSETS 2007-3) | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $1M | – | 0.26 |
| AMERICAN HONDA FINANCE SR UNSECURED 05/25 5 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $2M | – | 0.32 |
| AMERICAN TOWER CORP SR UNSECURED 01/32 1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $2M | – | 0.31 |
| AMERICAN TOWER CORP SR UNSECURED 08/29 3.8 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $819K | – | 0.16 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $630K | – | 0.12 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.63 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 AS 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.24 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 B 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.24 |
| ARGENT SECURITIES INC. ARSI 2005 W3 M1 (ARGENT SECURITIES INC 2005-W3) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 (ASSET BACKED SEC HOME EQTY LN 2004-HE3) | Long | ABS-mortgage backed security | US | $794K | – | 0.16 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $1M | – | 0.26 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 14A BR 144A (ATLAS SENIOR LOAN FUND LTD 2019-14A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.50 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A (ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM) | Long | ABS-mortgage backed security | US | $2M | – | 0.44 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $399K | – | 0.08 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LL) | Long | ABS-other | US | $150K | – | 0.03 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC) | Long | ABS-other | US | $2M | – | 0.39 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A) | Long | ABS-other | US | $3M | – | 0.66 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC) | Long | ABS-other | US | $1M | – | 0.26 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $9K | – | 0.00 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.54 |
| BABSON CLO LTD BABSN 2018 1A A1 144A (BARINGS CLO LTD 2018-I) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.47 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $386K | – | 0.08 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $805K | – | 0.16 |
| BANK OF AMERICA CORP SR UNSECURED 07/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $93K | – | 0.02 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.40 |
| BANK OF AMERICA NA SR UNSECURED 08/25 VAR | Long | Debt | US | $1M | – | 0.20 |
| BARCLAYS PLC JR SUBORDINA REGS VAR | Long | Debt | GB | $252K | – | 0.05 |
| BARCLAYS PLC SR UNSECURED 01/28 4.337 | Long | Debt | GB | $193K | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $196K | – | 0.04 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $469K | – | 0.09 |
| BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A (BLACKROCK EUROPEAN CLO VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.43 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.26 |
| BNPP AM EURO CLO BNPAM 2017 1A AR 144A (BNPP AM EURO CLO 2017 BV 17-1A) | Long | ABS-collateralized bond/debt obligation | IE | $378K | – | 0.08 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $4K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-1K | – | -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 | $-8K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-9K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-9K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-11K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-15K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-15K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-25K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-64K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-202K | – | -0.04 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-10K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $4K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-3K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-6K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-5K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-10K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-11K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $3K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $1K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-13K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-13K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $139.85 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $131.11 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $269.6 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-803.9 | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-2K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-5K | – | -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 | $914.02 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $894.72 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $822.05 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $471.28 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $452.1 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $352.82 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $148.74 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $69.51 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $64.59 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-318.29 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-465.68 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-737.9 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $9K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-55K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-28.65 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-7K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-8K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-271.64 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-711.84 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -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 | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -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 | $-11K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-11K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-25K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $432.11 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $29.04 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-3K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $9K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $36K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $8K | – | 0.00 | |
| BSST MORTGAGE TRUST BSST 2022 1700 B 144A (BEAST MORTGAGE TRUST 2022-1700) | Long | ABS-mortgage backed security | US | $3M | – | 0.68 |
| BX TRUST BX 2022 FOX2 A2 144A (BX TRUST 2022-FOX2) | Long | ABS-mortgage backed security | US | $943K | – | 0.19 |
| CAIRN CLO BV CRNCL 2016 7A A1R 144A (CAIRN CLO VII BV 16-7A) | Long | ABS-collateralized bond/debt obligation | IE | $961K | – | 0.19 |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A (CARLYLE EURO CLO 2019-2 DAC 19-2A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.25 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.32 |
| CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B (CARMAX AUTO OWNER TRUST 2022-4) | Long | ABS-other | US | $186K | – | 0.04 |
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A (CARMAX AUTO OWNER TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.46 |
| CARRIER GLOBAL CORP SR UNSECURED 05/25 4.375 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $323K | – | 0.06 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2019 3A E 144A (CARVANA AUTO RECEIVABLES TRUST 2019-3A) | Long | ABS-other | US | $344K | – | 0.07 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N3) | Long | ABS-other | US | $775K | – | 0.15 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $201K | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $998K | – | 0.20 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $601K | – | 0.12 |
| CBAM CLO MANAGEMENT CBAM 2018 5A A 144A (CBAM 2018-5 LTD 5A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.45 |
| CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A (CBAM 2018-6 LTD 2019-10A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.20 |
| CDX EM36 ICE | Derivative-credit | US | $-3K | – | -0.00 | |
| CDX EM40 ICE | Derivative-credit | US | $-7K | – | -0.00 | |
| CDX EM41 ICE | Derivative-credit | US | $-13K | – | -0.00 | |
| CDX HY42 5Y ICE | Derivative-credit | US | $96K | – | 0.02 | |
| CDX IG39 5Y ICE | Derivative-credit | US | $4K | – | 0.00 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $28K | – | 0.01 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $58K | – | 0.01 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $1M | – | 0.27 | |
| CENTEX HOME EQUITY CXHE 2004 B M1 (CENTEX HOME EQUITY 2004-B) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 (CHASE MORTGAGE FINANCE CORP 2006-A1) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $647K | – | 0.13 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $503K | – | 0.10 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M4 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M3 (CITIGROUP MORTGAGE LOAN TRUST INC 2006-HE2) | Long | ABS-mortgage backed security | US | $895K | – | 0.18 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B (CITIGROUP MTGE LOAN TR INC 2006-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A1 (CITIGROUP MORTGAGE LOAN TR 2006-WF2) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M2 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3) | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M3 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH4) | Long | ABS-mortgage backed security | US | $3M | – | 0.57 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AHL2) | Long | ABS-mortgage backed security | US | $528K | – | 0.10 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-mortgage backed security | US | $3M | – | 0.54 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $9M | – | 1.81 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A9 (CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4) | Long | ABS-mortgage backed security | US | $141K | – | 0.03 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $499K | – | 0.10 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $299K | – | 0.06 |
| COMM MORTGAGE TRUST COMM 2016 787S A 144A (COMM MORTGAGE TRUST 2016-787S) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $399K | – | 0.08 |
| CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.76 |
| CORDATUS CLO PLC CORDA 24A A 144A (CVC CORDATUS LOAN FUND XXIV DAC 24A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.30 |
| CORDATUS CLO PLC CORDA 5A ARR 144A (CVC CORDATUS LOAN FUND V LTD 5A) | Long | ABS-collateralized bond/debt obligation | IE | $840K | – | 0.17 |
| CORDATUS CLO PLC CORDA 7A ARR 144A (CVC CORDATUS LOAN FUND VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.32 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 11CB 2A6 (COUNTRYWIDE ALTERNATIVE LN TR 2005-11CB) | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 2A6 (COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB) | Long | ABS-mortgage backed security | US | $215K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J5 1A7 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J5) | Long | ABS-mortgage backed security | US | $250K | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A11 (COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB) | Long | ABS-mortgage backed security | US | $371K | – | 0.07 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18) | Long | ABS-mortgage backed security | US | $606K | – | 0.12 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 24 A10 (COUNTRYWIDE ALTERNATIVE LN TR 2007-24) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12) | Long | ABS-mortgage backed security | US | $236K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH1 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-QH1) | Long | ABS-mortgage backed security | US | $230K | – | 0.05 |
| COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2006-19) | Long | ABS-mortgage backed security | US | $110K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2006 20 1A21 (COUNTRYWIDE HOME LOANS 2006-20) | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| COUNTRYWIDE PARTNERSHIP TRUST CPT 2004 EC1 M1 (COUNTRYWIDE PARTNERSHIP TRUST 2004-EC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.69 |
| CPS AUTO TRUST CPS 2024 A A 144A (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $441K | – | 0.09 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 (CREDIT BASED ASSET SRVC & SEC 2006-CB3) | Long | ABS-mortgage backed security | US | $930K | – | 0.18 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2010 16 B9 144A (CREDIT SUISSE MORTGAGE TRUST 2010-16) | Long | ABS-mortgage backed security | US | $512K | – | 0.10 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 A1 144A (CSMC 2021-RPL3 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.47 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $69K | – | 0.01 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $60K | – | 0.01 |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $36K | – | 0.01 |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 4 A6A (CSAB MORTGAGE BACKED TR 2006-4) | Long | ABS-mortgage backed security | US | $328K | – | 0.07 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625 | Long | Debt | US | $487K | – | 0.10 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375 | Long | Debt | US | $552K | – | 0.11 |
| DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $77K | – | 0.02 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 (DEUTSCHE ALT-A SEC INC MTGE LO 2005-1) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR6 A6 (DEUTSCHE ALT-A SECURITIES INC 2006-AR6) | Long | ABS-mortgage backed security | US | $454K | – | 0.09 |
| DISCOVER BANK SR UNSECURED 09/28 4.65 (DISCOVER BANK/GREENWOOD BRANCH) | Long | Debt | US | $384K | – | 0.08 |
| DT AUTO OWNER TRUST DTAOT 2023 3A A 144A (DT AUTO OWNER TRUST 2023-3A) | Long | ABS-other | US | $2M | – | 0.31 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A (ECMC GROUP STUDENT LOAN TRUST 2019-1A) | Long | ABS-other | US | $362K | – | 0.07 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M3 (ENCORE CREDIT RECEIVABLES TRUST 2005-2) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| EQUINIX INC SR UNSECURED 03/28 1.55 | Long | Debt | US | $437K | – | 0.09 |
| ERAUSLT TRS EQUITY FEDL01+37 JPM | Derivative-equity | US | $1M | – | 0.23 | |
| ERAUSLT TRS EQUITY FEDL01+43 *BULLET* JP | Derivative-equity | US | $39M | – | 7.66 | |
| ERAUSLT TRS EQUITY FEDL01+48 JPM | Derivative-equity | US | $577K | – | 0.11 | |
| ERAUSLT TRS EQUITY FEDL01+48 RBC | Derivative-equity | US | $30K | – | 0.01 | |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-51K | – | -0.01 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-26K | – | -0.01 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-16K | – | -0.00 | |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 5A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5A) | Long | ABS-other | US | $2M | – | 0.34 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $451K | – | 0.09 |
| FANNIE MAE FNR 2010 99 CL (FANNIE MAE REMICS 2010-99) | Long | ABS-mortgage backed security | US | $609K | – | 0.12 |
| FANNIEMAE ACES FNA 2020 M33 X2 (FANNIE MAE-ACES 2020-M33) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FED HM LN PC POOL G05737 FG 05/35 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL G18659 FG 09/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $326K | – | 0.06 |
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.46 |
| FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $937K | – | 0.19 |
| FED HM LN PC POOL V85233 FG 03/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 (FIRST FRANKLIN MTG LOAN ABS 2005-FF10) | Long | ABS-mortgage backed security | US | $429K | – | 0.09 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A5 (FIRST FRANKLIN MTG LOAN 2006-FF12) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2007 FF2 A1 (FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES 2007-FF2) | Long | ABS-mortgage backed security | US | $945K | – | 0.19 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA3 A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3) | Long | ABS-mortgage backed security | US | $243K | – | 0.05 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $935K | – | 0.19 |
| FNMA POOL 745822 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 776488 FN 03/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 806513 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL 870821 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $788.98 | – | 0.00 |
| FNMA POOL 892612 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79.22 | – | 0.00 |
| FNMA POOL 893641 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 894959 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53.36 | – | 0.00 |
| FNMA POOL 898930 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $313.97 | – | 0.00 |
| FNMA POOL 900134 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128.18 | – | 0.00 |
| FNMA POOL 902066 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 902110 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 905864 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FNMA POOL 906311 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 907746 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 908098 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 908588 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 910669 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 916326 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 917129 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 917555 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 970785 FN 11/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $627.45 | – | 0.00 |
| FNMA POOL 970853 FN 12/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AD0461 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FNMA POOL AE0245 FN 12/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $302K | – | 0.06 |
| FNMA POOL AL2935 FN 02/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AL3351 FN 04/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AL3681 FN 10/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FNMA POOL AU0949 FN 08/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL BH2712 FN 04/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FNMA POOL BH4101 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $337K | – | 0.07 |
| FNMA POOL BH5201 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL BH5752 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $190K | – | 0.04 |
| FNMA POOL BH9215 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BH9277 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121K | – | 0.02 |
| FNMA POOL BJ0163 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FNMA POOL BJ0179 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BJ2553 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BJ2692 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195K | – | 0.04 |
| FNMA POOL BJ2758 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FNMA POOL BJ3928 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FNMA POOL BJ3934 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BJ3937 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FNMA POOL BJ3960 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FNMA POOL BJ3965 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| FNMA POOL BJ3970 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL BJ3977 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL BJ3996 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FNMA POOL BJ4012 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL BJ4581 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BJ8558 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL BJ9279 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FNMA POOL BK1792 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL BN0508 FN 09/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195K | – | 0.04 |
| FNMA POOL CA2028 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FNMA POOL FS2661 FN 07/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FNMA POOL MA2994 FN 05/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL MA3238 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FNMA POOL MA3276 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FNMA POOL MA3305 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $158K | – | 0.03 |
| FNMA POOL MA3332 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FNMA POOL MA3356 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| FNMA POOL MA3383 FN 06/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FNMA POOL MA3442 FN 08/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $724K | – | 0.14 |
| FNMA POOL MA4840 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 1.03 |
| FNMA POOL MA4867 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $367K | – | 0.07 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28M | – | 5.64 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27M | – | 5.44 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35M | – | 6.94 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28M | – | 5.55 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $196K | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $181K | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $800K | – | 0.16 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $299K | – | 0.06 |
| FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.50 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.23 |
| FREDDIE MAC FHR 4079 WZ (FREDDIE MAC REMICS 4079) | Long | ABS-mortgage backed security | US | $892K | – | 0.18 |
| FREMONT HOME LOAN TRUST FHLT 2005 A M3 (FREMONT HOME LOAN TRUST 2005-A) | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| FREMONT HOME LOAN TRUST FHLT 2006 3 2A3 (FREMONT HOME LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $306K | – | 0.06 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $410K | – | 0.08 |
| FREMONT HOME LOAN TRUST FHLT 2006 D 1A1 (FREMONT HOME LOAN TRUST 2006-D) | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $780K | – | 0.15 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.24 |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $84K | – | 0.02 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $51K | – | 0.01 | |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $2M | – | 0.50 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.46 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $1M | – | 0.27 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $1M | – | 0.20 |
| GNMA II POOL MA2391 G2 11/44 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $2M | – | 0.41 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $2M | – | 0.44 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $402K | – | 0.08 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/25 VAR | Long | Debt | US | $497K | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-19) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H09) | Long | ABS-mortgage backed security | US | $478K | – | 0.09 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $3M | – | 0.66 |
| GSAA HOME EQUITY TRUST GSAA 2006 10 AF4 (GSAA HOME EQUITY TRUST 2006-10) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| GSAA HOME EQUITY TRUST GSAA 2006 5 2A1 (GSAA HOME EQUITY TRUST 2006-5) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2007 5 2A3A (GSAA HOME EQUITY TRUST 2007-5) | Long | ABS-mortgage backed security | US | $164K | – | 0.03 |
| GSAMP TRUST GSAMP 2006 HE8 A2D (GSAMP TRUST 2006-HE8) | Long | ABS-mortgage backed security | US | $336K | – | 0.07 |
| GSAMP TRUST GSAMP 2007 FM2 A2B (GSAMP TRUST 2007-FM2) | Long | ABS-mortgage backed security | US | $852K | – | 0.17 |
| GSAMP TRUST GSAMP 2007 NC1 A1 (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $704K | – | 0.14 |
| GSAMP TRUST GSAMP 2007 NC1 A2B (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | Long | Debt | US | $23K | – | 0.00 |
| HALSEYPOINT CLO II, LTD. HLSY 2020 2A A2 144A (HALSEYPOINT CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $600K | – | 0.12 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $213K | – | 0.04 |
| HARVEST CLO HARVT 20A AR 144A (HARVEST CLO XX DAC 20A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.64 |
| HEALTHCARE RLTY HLDGS LP COMPANY GUAR 03/30 2.4 (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $286K | – | 0.06 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A (HERTZ VEHICLE FINANCING LLC 2022-1A) | Long | ABS-other | US | $875K | – | 0.17 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A) | Long | ABS-other | US | $500K | – | 0.10 |
| HSBC HOLDINGS PLC SR UNSECURED 08/31 VAR | Long | Debt | GB | $1M | – | 0.26 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $464K | – | 0.09 |
| HSI ASSET SECURITIZATION CORPO HASC 2005 I1 1A (HSI ASSET SECURI CORP TRUS 2005-I1) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $2M | – | 0.32 |
| IHO VERWALTUNGS GMBH SR SECURED 144A 05/27 6 (SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)) | Long | Debt | DE | $1M | – | 0.24 |
| ILLINOIS ST ILS 02/35 FIXED 6.63 | Long | Debt | US | $75K | – | 0.01 |
| ILLINOIS ST ILS 04/35 FIXED 6.725 | Long | Debt | US | $165K | – | 0.03 |
| IMPAC CMB TRUST IMM 2004 10 1A1 (IMPAC CMB TR 2004-10) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $2M | – | 0.42 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $161K | – | 0.03 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A (INDYMAC INDX MTGE LOAN TRUST 2006-AR14) | Long | ABS-mortgage backed security | US | $576K | – | 0.11 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $205K | – | 0.04 |
| INEOS FINANCE PLC SR SECURED REGS 11/25 2.125 | Long | Debt | GB | $958K | – | 0.19 |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $42K | – | 0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $3K | – | 0.00 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $9K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $3K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-34K | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $5K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $730.6 | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-1K | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-7K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $975.33 | – | 0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-7K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-18K | – | -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 | $-16K | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-13K | – | -0.00 | ||
| IRS EUR 3.27000 08/21/23-10Y LCH | Derivative-interest rate | $21K | – | 0.00 | ||
| IRS EUR 3.27000 11/08/23-5Y LCH | Derivative-interest rate | $-23K | – | -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 | $52K | – | 0.01 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $22K | – | 0.00 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $20K | – | 0.00 | ||
| JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $1M | – | 0.22 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $800K | – | 0.16 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFL 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT) | Long | ABS-mortgage backed security | US | $732K | – | 0.15 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFX 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12) | Long | ABS-mortgage backed security | US | $179K | – | 0.04 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2021-410T) | Long | ABS-mortgage backed security | US | $3M | – | 0.59 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M5 (JP MORGAN MORTGAGE ACQI CORP 2006-CH1) | Long | ABS-mortgage backed security | US | $6M | – | 1.28 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5 (JP MORGAN MTGE ACQUIS CORP 2006-CH2) | Long | ABS-mortgage backed security | US | $113K | – | 0.02 |
| 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 2008 R2 1A1 144A (JP MORGAN MORTGAGE TRUST 2008-R2) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $497K | – | 0.10 |
| JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $3M | – | 0.57 |
| JUBILEE CDO BV JUBIL 2014 12A ARRR 144A (JUBILEE CLO 2014-XII BV 14-12A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.29 |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $959K | – | 0.19 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $3M | – | 0.52 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $2M | – | 0.48 |
| LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 (LEHMAN MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| LEHMAN XS TRUST LXS 2006 GP4 3A5 (LEHMAN XS TRUST 2006 GP4) | Long | ABS-mortgage backed security | US | $295K | – | 0.06 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $2M | – | 0.47 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 1A (LONG BEACH MORTGAGE LOAD TR 2006-1) | Long | ABS-mortgage backed security | US | $397K | – | 0.08 |
| LUMINENT MORTGAGE TRUST LUM 2006 3 22A1 (LUMINENT MORTGAGE TRUST 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| MAN GLG EURO CLO GLGE 3A AR 144A (GLG EURO CLO III DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $241K | – | 0.05 |
| MAN GLG EURO CLO GLGE 6A B1R 144A (MAN GLG EURO 6A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.46 |
| MAN GLG EURO CLO GLGE 6A B2R 144A (MAN GLG EURO 6A) | Long | ABS-collateralized bond/debt obligation | IE | $979K | – | 0.19 |
| MARLETTE FUNDING TRUST MFT 2022 3A A 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $7K | – | 0.00 |
| MARLETTE FUNDING TRUST MFT 2022 3A B 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $998K | – | 0.20 |
| MARLETTE FUNDING TRUST MFT 2023 1A A 144A (MARLETTE FUNDING TRUST 2023-1A) | Long | ABS-other | US | $498K | – | 0.10 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.48 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $3M | – | 0.62 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $490K | – | 0.10 |
| MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A26 (MASTR ASSET SECURITIZATION TRUST 2006-2) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $536K | – | 0.11 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 F1 2A6 (MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-F1) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2C (MERRILL LYNCH MORTGAGE INV 2007-HE2) | Long | ABS-mortgage backed security | US | $666K | – | 0.13 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $264K | – | 0.05 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $771K | – | 0.15 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $82K | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.53 |
| MFRA TRUST MFRA 2023 INV2 A1 144A (MFA 2023-INV2 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $199K | – | 0.04 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A2 (MLCC MORTGAGE INVESTORS INC 2005-1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 1 2A1 (MLCC MORTGAGE INVESTORS INC 2006-1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882 | Long | Debt | US | $2M | – | 0.32 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 (MORGAN STANLEY ABS CAPITAL I 2005-WMC6) | Long | ABS-mortgage backed security | US | $569K | – | 0.11 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $305K | – | 0.06 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 2A2 (MORGAN STANLEY MTGE LN TRUST 2006-11) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| MORGAN STANLEY SR UNSECURED 07/27 VAR | Long | Debt | US | $1M | – | 0.28 |
| MORGAN STANLEY SR UNSECURED 10/26 VAR | Long | Debt | US | $101K | – | 0.02 |
| MORTGAGEIT TRUST MHL 2005 5 A1 (MORTGAGEIT TRUST 2005-5) | Long | ABS-mortgage backed security | US | $159K | – | 0.03 |
| MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A (MOUNTAIN VIEW CLO LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $248K | – | 0.05 |
| MPLX LP SR UNSECURED 08/30 2.65 | Long | Debt | US | $776K | – | 0.15 |
| NATWEST GROUP PLC SR UNSECURED REGS 09/26 VAR | Long | Debt | GB | $193K | – | 0.04 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2014 AA A3 144A (NAVIENT STUDENT LOAN TRUST 2014-AA) | Long | ABS-other | US | $762K | – | 0.15 |
| NELNET STUDENT LOAN TRUST NSLT 2021 CA AFL 144A (NELNET STUDENT LOAN TRUST 2021-CA) | Long | ABS-other | US | $1M | – | 0.24 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $227K | – | 0.05 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $227K | – | 0.05 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $958K | – | 0.19 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $1M | – | 0.23 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $2M | – | 0.33 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $465K | – | 0.09 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 (NOMURA ASSET ACCEPTANCE CORP 2005-AP2) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851 | Long | Debt | JP | $1M | – | 0.24 |
| NOMURA HOLDINGS INC SR UNSECURED 07/30 2.679 | Long | Debt | JP | $1M | – | 0.25 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 (NOMURA HOME EQUITY LOAN INC 2006-AF1) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| NOMURA RESECURITIZATION TRUST NMRR 2018 1R 1A1 144A (NOMURA RESECURITIZATION TRUST 2018-1R) | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $596K | – | 0.12 |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 2 A1A (NOVASTAR HOME EQUITY LOAN 2007-2) | Long | ABS-mortgage backed security | US | $363K | – | 0.07 |
| NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A1 (NOVASTAR MORTGAGE-BACKED NOTES 2006-MTA1) | Long | ABS-mortgage backed security | US | $216K | – | 0.04 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $2M | – | 0.38 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $2M | – | 0.30 |
| OCP CLO LTD OCP 2014 7A A1RR 144A (OCP CLO LTD 2014-7A) | Long | ABS-collateralized bond/debt obligation | KY | $496K | – | 0.10 |
| OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH | Derivative-interest rate | CA | $-6K | – | -0.00 | |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A (OBX 2023-NQM9 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 (OPTION ONE MORTGAGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $301K | – | 0.06 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 (OPTION ONE MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.35 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $759K | – | 0.15 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 1 A 144A (PAGAYA AI DEBT SELECTION TRUST 2022-1) | Long | ABS-other | US | $191K | – | 0.04 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2) | Long | ABS-other | US | $132K | – | 0.03 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $684K | – | 0.14 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 6 A1 144A (PAGAYA AI DEBT TRUST 2022-6) | Long | ABS-other | US | $46K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $193K | – | 0.04 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.63 |
| PARIBAS REPO | Long | Repurchase agreement | US | $71M | – | 14.13 |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 (PARK PLACE SECURITIES INC 2004-WHQ2) | Long | ABS-mortgage backed security | US | $4M | – | 0.73 |
| PARK PLACE SECURITIES INC PPSI 2005 WCW2 M4 (PARK PLACE SECURITIES INC 2005-WCW2) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $3M | – | 0.50 |
| PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 4.65 (PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)) | Long | Debt | IE | $736K | – | 0.15 |
| PFP III PFP 2022 9 A 144A (PFP 2022-9 LTD A) | Long | ABS-mortgage backed security | KY | $2M | – | 0.48 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $5M | – | 1.02 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $37M | – | 7.41 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $200K | – | 0.04 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL6 A1 144A (PRET 2021-NPL6 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL2) | Long | ABS-mortgage backed security | US | $824K | – | 0.16 |
| PRIME MORTGAGE TRUST PRIME 2006 1 2A7 (PRIME MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $801.49 | – | 0.00 |
| REACH FINANCIAL LLC REACH 2023 1A A 144A (LIBERTY LENDING ABS TRUST 2023-1A) | Long | ABS-other | US | $187K | – | 0.04 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.46 |
| REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $2M | – | 0.44 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $906K | – | 0.18 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2021 2A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2021-2A) | Long | ABS-other | US | $287K | – | 0.06 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A) | Long | ABS-other | US | $323K | – | 0.06 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A) | Long | ABS-other | US | $839K | – | 0.17 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC) | Long | ABS-other | US | $415K | – | 0.08 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO10) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1 (RESIDENTIAL ACCREDIT LOANS 2007-QH7) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A (RESIDENTIAL ACCREDIT LOANS 2007-QH8) | Long | ABS-mortgage backed security | US | $241K | – | 0.05 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1 (RESIDENTIAL ACCREDIT LOANS 2007-QS1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A2 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB (RESIDENTIAL ASSET SEC CORP 2003-KS4) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M3 (RESIDENTIAL ASSET SECURITIES 2005-KS11) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS12 M4 (RESIDENTIAL ASSET SECS CORP 2005-KS12) | Long | ABS-mortgage backed security | US | $5M | – | 0.93 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA2 2A1 (RESIDENTIAL FUNDING MTGE SEC 2007-SA2) | Long | ABS-mortgage backed security | US | $126K | – | 0.03 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $2K | – | 0.00 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $7K | – | 0.00 | |
| RFR JPY MUTK/1.00000 03/21/24-10Y LCH | Derivative-interest rate | JP | $-6K | – | -0.00 | |
| RFR USD SOFR/1.75000 06/15/22-10Y CME | Derivative-interest rate | US | $7M | – | 1.37 | |
| RFR USD SOFR/1.75000 06/15/22-30Y CME | Derivative-interest rate | US | $5M | – | 1.07 | |
| RFR USD SOFR/2.75000 06/21/23-30Y CME | Derivative-interest rate | US | $1M | – | 0.29 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $4M | – | 0.72 | |
| RFR USD SOFR/3.00000 06/21/23-7Y CME | Derivative-interest rate | US | $985K | – | 0.20 | |
| RFR USD SOFR/3.25000 06/21/23-5Y CME | Derivative-interest rate | US | $820K | – | 0.16 | |
| RFR USD SOFR/3.50000 12/20/23-7Y CME | Derivative-interest rate | US | $889K | – | 0.18 | |
| RFR USD SOFR/3.59400 01/09/24-10Y LCH | Derivative-interest rate | US | $15K | – | 0.00 | |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | Derivative-interest rate | US | $18K | – | 0.00 | |
| RFR USD SOFR/3.64750 01/08/24-10Y LCH | Derivative-interest rate | US | $13K | – | 0.00 | |
| RFR USD SOFR/3.64960 03/01/24-4Y* LCH | Derivative-interest rate | US | $224K | – | 0.04 | |
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH | Derivative-interest rate | US | $34K | – | 0.01 | |
| RFR USD SOFR/3.66213 03/01/24-4Y* LCH | Derivative-interest rate | US | $159K | – | 0.03 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH | Derivative-interest rate | US | $118K | – | 0.02 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $399K | – | 0.08 | |
| RFR USD SOFR/3.75000 06/20/24-4Y CME | Derivative-interest rate | US | $213K | – | 0.04 | |
| RFR USD SOFR/3.75000 06/20/24-5Y CME | Derivative-interest rate | US | $161K | – | 0.03 | |
| RFR USD SOFR/3.75000 06/21/23-2Y CME | Derivative-interest rate | US | $672K | – | 0.13 | |
| RFR USD SOFR/3.75000 12/20/23-5Y CME | Derivative-interest rate | US | $95K | – | 0.02 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -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 | $-2K | – | -0.00 | |
| RFR USD SOFR/3.95000 09/13/23-10Y LCH | Derivative-interest rate | US | $37K | – | 0.01 | |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/4.00000 03/20/24-2Y LCH | Derivative-interest rate | US | $238K | – | 0.05 | |
| RFR USD SOFR/4.00000 06/20/24-2Y CME | Derivative-interest rate | US | $446K | – | 0.09 | |
| RFR USD SOFR/4.03000 12/15/23-10Y LCH | Derivative-interest rate | US | $447.1 | – | 0.00 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $13K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| RFR USD SOFR/4.25000 11/22/23-10Y LCH | Derivative-interest rate | US | $-11K | – | -0.00 | |
| RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 (RIO OIL FINANCE TRUST SERIES 2018-1) | Long | Debt | US | $338K | – | 0.07 |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | Long | Debt | CA | $1M | – | 0.26 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $203K | – | 0.04 |
| SAXON ASSET SECURITIES TRUST SAST 2006 2 M2 (SAXON ASSET SECURITIES TRUST-2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A (SBNA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $3M | – | 0.52 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 (SEC ASSET BACKED REC LLC 2005-OP2) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 4A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $609K | – | 0.12 |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A (SLM STUDENT LOAN TRUST 2010-C) | Long | ABS-other | US | $2M | – | 0.38 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20C 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20C) | 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 | $38K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2016-C) | Long | ABS-other | US | $345K | – | 0.07 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-A) | Long | ABS-other | US | $2M | – | 0.32 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-A) | Long | ABS-other | US | $1M | – | 0.27 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $438K | – | 0.09 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $995K | – | 0.20 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.21 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A (SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A) | Long | ABS-other | US | $638K | – | 0.13 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $128K | – | 0.03 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $96K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $87K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $53K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $47K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $38K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $14K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $14K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $10K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $9K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $65K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $23K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $27K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $16K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $15K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $11K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $10K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $8K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $1K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $26K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-5K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-98.93 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-3K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-4K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-5K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-24K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $6K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $29K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $28K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $15K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $24K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $18K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $6K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $20K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $16K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-1K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-3K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $18K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $17K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $15K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $488K | – | 0.10 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $254.6 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $13K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $24K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $13K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-30.15 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $6K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-557.8 | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $4K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $2K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $2K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $3K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $11K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $11K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $5K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $5K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $4K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $2K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $1K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-692.41 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $28.86 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-3K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-5K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-10K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $237.91 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $28.52 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $4K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $2K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $2K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $18K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $1K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-42.06 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-29.15 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-506.33 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $7K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $7K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $5K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $5K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $5K | – | 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 | $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 | $333.07 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-585.44 | – | -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 | $944K | – | 0.19 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 (SOUNDVIEW HOME EQUITY LOAN 2006-1) | Long | ABS-mortgage backed security | US | $712K | – | 0.14 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5) | Long | ABS-mortgage backed security | US | $323K | – | 0.06 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $596K | – | 0.12 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $800K | – | 0.16 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $1M | – | 0.26 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 (SPECIALTY UNDERWRITING & RESID 2006-AB1) | Long | ABS-mortgage backed security | US | $281K | – | 0.06 |
| SPTR TRS EQUITY FEDL01+43.5 *BULLET* BPS | Derivative-equity | US | $-19M | – | -3.83 | |
| SPTR TRS EQUITY FEDL01+48 JPM | Derivative-equity | US | $-73K | – | -0.01 | |
| SPTR TRS EQUITY FEDL01+51 GST | Derivative-equity | US | $-4M | – | -0.76 | |
| SPTR TRS EQUITY FEDL01+54 GST | Derivative-equity | US | $-327K | – | -0.06 | |
| SPTR TRS EQUITY FEDL01+55 MYI | Derivative-equity | US | $-2M | – | -0.36 | |
| SPTR TRS EQUITY FEDL01+57 *BULLET* JPM | Derivative-equity | US | $-16M | – | -3.18 | |
| SPTR TRS EQUITY FEDL01+57 GST | Derivative-equity | US | $-256K | – | -0.05 | |
| SPTR TRS EQUITY FEDL01+58 BOA | Derivative-equity | US | $-1M | – | -0.24 | |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 AS 144A (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.82 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3) | Long | ABS-mortgage backed security | US | $255K | – | 0.05 |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A (STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A) | Long | ABS-mortgage backed security | GB | $761K | – | 0.15 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 5A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-2) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $1M | – | 0.24 |
| THEOREM FUNDING TRUST THRM 2022 3A A 144A (THEOREM FUNDING TRUST 2022-3A) | Long | ABS-other | US | $850K | – | 0.17 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 1 II2A (THORNBURG MORTGAGE SECURITIES TR 2004-1) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 4 3A (THORNBURG MORTGAGE SECURITIES TR 2004-4) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 4 2A1 (THORNBURG MORTGAGE SECURITIES TR 2007-4) | Long | ABS-mortgage backed security | US | $350.16 | – | 0.00 |
| 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 | $2M | – | 0.33 |
| TOWD POINT MORTGAGE TRUST TPMT 2017 6 B1 144A (TOWD POINT MORTGAGE TRUST 2017-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| TOWD POINT MORTGAGE TRUST TPMT 2018 1 A1 144A (TOWD POINT MORTGAGE TRUST 2018-1) | Long | ABS-mortgage backed security | US | $313K | – | 0.06 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.37 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $846K | – | 0.17 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $760K | – | 0.15 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 1.95 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.28 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $877K | – | 0.17 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $643K | – | 0.13 |
| TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.25 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $256K | – | 0.05 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.28 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 1.13 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 2.10 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.29 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $585K | – | 0.12 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 1.66 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $935K | – | 0.19 |
| UBS GROUP AG SR UNSECURED 03/25 3.75 | Long | Debt | CH | $493K | – | 0.10 |
| UBS GROUP AG SR UNSECURED 144A 05/28 4.751 | Long | Debt | CH | $2M | – | 0.47 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 ST2 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-ST2) | Long | ABS-other | US | $521K | – | 0.10 |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A (UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A) | Long | ABS-other | US | $219K | – | 0.04 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-131.38 | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-380.76 | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $425K | – | 0.08 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $185K | – | 0.04 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $240K | – | 0.05 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $138K | – | 0.03 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $3K | – | 0.00 | |
| US TREASURY N/B 05/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.27 |
| US TREASURY N/B 08/53 4.125 (UNITED STATES GOVT) | Long | Debt | US | $931K | – | 0.18 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $47K | – | 0.01 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $1K | – | 0.00 | |
| VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.23 |
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A (VERUS SECURITIZATION TRUST 2022-2) | Long | ABS-mortgage backed security | US | $990K | – | 0.20 |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A (VERUS SECURITIZATION TRUST 2023-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A (VERUS SECURITIZATION TRUST 2023-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A (VERUS SECURITIZATION TRUST 2023-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A (VERUS SECURITIZATION TRUST 2023-INV2) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $793K | – | 0.16 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1 (WASHINGTON MUTUAL 2004-AR14) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1B (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $504K | – | 0.10 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A (WASHINGTON MUTUAL 2005-AR11) | Long | ABS-mortgage backed security | US | $3M | – | 0.56 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 (WASHINGTON MUTUAL 2005-AR12) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A3 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $143K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A (WASHINGTON MUTUAL 2006-AR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.72 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A1B (WASHING MUTUAL MTGE P/T 2006-7) | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR1 A1A (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR1) | Long | ABS-mortgage backed security | US | $377K | – | 0.07 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR2 A1A (WASHINGTON MUTUAL MTGE P/T 2006-AR2) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $581K | – | 0.12 |
| WELLS FARGO + COMPANY SR UNSECURED REGS 03/30 0.625 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.27 |
| WELLS FARGO + COMPANY SR UNSECURED REGS 05/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $685K | – | 0.14 |
| WELLS FARGO BANK NA SR UNSECURED 08/25 VAR | Long | Debt | US | $1M | – | 0.24 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A1 (WELLS FARGO MTGE BK SEC TR 2006-AR12) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $3M | – | 0.56 |
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.