PIMCOFUNDS > PIMCO Funds
PIMCO Global Advantage Strategy Bond Fund
$298.63M
Avg Monthly Net Assets
$625.40M
Total Assets
$317.75M
Total Liabilities
$307.65M
Net Assets
PIMCO Global Advantage Strategy Bond 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 $298.63M.
On August 28th, 2024 it reported 1,019 holdings, the largest
being UMBS PASS THRU POOLS (11.0%), ITALY GOVT (6.7%) and UMBS PASS THRU POOLS (6.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000074976 | PGSAX | |
| Institutional | C000065241 | PSAIX |
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 |
|---|---|---|---|---|---|---|
| 3 MONTH SOFR FUT MAR25 XCME 20250617 | Derivative-interest rate | US | $250K | – | 0.08 | |
| 3 MONTH SOFR FUT SEP24 XCME 20241217 | Derivative-interest rate | US | $-62K | – | -0.02 | |
| 3 MONTH SOFR FUT SEP25 XCME 20251216 | Derivative-interest rate | US | $-101K | – | -0.03 | |
| 3175FA9F7 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | LU | $5K | – | 0.00 | |
| 3175FA9K6 PIMCO FXVAN CALL USD CNH 7.45000000 | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| 3175FB9K4 PIMCO FXVAN CALL USD CNH 7.37500000 | Derivative-foreign exchange | LU | $10K | – | 0.00 | |
| 3175FD9K0 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | LU | $9K | – | 0.00 | |
| 3175SP9B9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| 3175SQ653 OTC EPUT FRTR 0.75 97 | Derivative-interest rate | DE | $288K | – | 0.09 | |
| 3175ST9C9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| 3175UF951 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | LU | $6K | – | 0.00 | |
| 3175UJ9U8 PIMCO FXVAN CALL USD CNH 7.35000000 | Derivative-foreign exchange | LU | $18K | – | 0.01 | |
| 3175UJ9W4 PIMCO FXVAN CALL USD CNH 7.32500000 | Derivative-foreign exchange | LU | $11K | – | 0.00 | |
| 3175UJ9X2 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP | Derivative-interest rate | US | $-71.5 | – | -0.00 | |
| 317U173X1 IRO EUR 25Y P0.451 MAY25 0.451 PUT | Derivative-interest rate | DE | $-239K | – | -0.08 | |
| 317U3DIA0 PIMCO SWAPTION 4.75 PUT USD 20240710 | Derivative-interest rate | US | $11K | – | 0.00 | |
| 317U3DJA9 PIMCO SWAPTION 5.25 PUT USD 20240710 | Derivative-interest rate | US | $-100.19 | – | -0.00 | |
| 317U3E1A6 PIMCO SWAPTION 4.75 PUT USD 20240715 | Derivative-interest rate | US | $14K | – | 0.00 | |
| 317U3E2A5 PIMCO SWAPTION 5.25 PUT USD 20240715 | Derivative-interest rate | US | $-202.72 | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-787.04 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E1A3 PIMCO SWAPTION 4.25 PUT USD 20250623 | Derivative-interest rate | US | $-51K | – | -0.02 | |
| 317U6E2A2 PIMCO SWAPTION 3.93 PUT USD 20250623 | Derivative-interest rate | US | $53K | – | 0.02 | |
| 317U6E3A1 PIMCO SWAPTION 4.4 PUT USD 20250624 | Derivative-interest rate | US | $-38K | – | -0.01 | |
| 317U6E4A0 PIMCO SWAPTION 4.065 PUT USD 2025062 | Derivative-interest rate | US | $40K | – | 0.01 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6E7A7 PIMCO SWAPTION 4.3 PUT USD 20250625 | Derivative-interest rate | US | $-52K | – | -0.02 | |
| 317U6E8A6 PIMCO SWAPTION 3.96 PUT USD 20250625 | Derivative-interest rate | US | $55K | – | 0.02 | |
| 317U6EFA8 PIMCO SWAPTION 4.35 PUT USD 20250925 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6EGA7 PIMCO SWAPTION 4.005 PUT USD 2025092 | Derivative-interest rate | US | $9K | – | 0.00 | |
| 317U6F1A0 PIMCO SWAPTION 4.33 PUT USD 20250925 | Derivative-interest rate | KY | $-17K | – | -0.01 | |
| 317U6F2A9 PIMCO SWAPTION 4.005 PUT USD 2025092 | Derivative-interest rate | KY | $18K | – | 0.01 | |
| 317U6F3A8 PIMCO SWAPTION 4.28 PUT USD 20250625 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6F4A7 PIMCO SWAPTION 3.96 PUT USD 20250625 | Derivative-interest rate | KY | $13K | – | 0.00 | |
| 37 CAPITAL CLO LTD PUTNM 2023 2A A1N 144A (37 CAPITAL CLO 4 LTD 2023-2A) | Long | ABS-collateralized bond/debt obligation | KY | $602K | – | 0.20 |
| ABN AMRO BANK NV 144A 10/26 VAR | Long | Debt | NL | $707K | – | 0.23 |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/29 5.375 (ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC) | Long | Debt | AE | $2M | – | 0.50 |
| ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A (ACCUNIA EUROPEAN CLO I DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $153K | – | 0.05 |
| ACE SECURITIES CORP. ACE 2004 HE4 M1 (ACE SECURITIES CORP 2004-HE4) | Long | ABS-mortgage backed security | US | $86K | – | 0.03 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 3A1 (ADJUSTABLE RATE MORTAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $280K | – | 0.09 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $273K | – | 0.09 |
| AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3 (AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | CA | $132K | – | 0.04 |
| ALBA PLC ALBA 2005 1 A3 REGS (ALBA PLC/LONDON 2005-1) | Long | ABS-mortgage backed security | GB | $297K | – | 0.10 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $287K | – | 0.09 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2017 21A A 144A (AMMC CLO 21 LTD 2017-21A) | Long | ABS-collateralized bond/debt obligation | KY | $334K | – | 0.11 |
| ANTOFAGASTA PLC SR UNSECURED 144A 10/30 2.375 | Long | Debt | GB | $335K | – | 0.11 |
| APIDOS CLO LTD APID 2017 26A A1AR 144A (APIDOS CLO XXVI LLC 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $343K | – | 0.11 |
| ARES CLO LTD ARES 2019 52A A1R 144A (ARES LII CLO LTD 2019-52A) | Long | ABS-collateralized bond/debt obligation | KY | $801K | – | 0.26 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A2C (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $170K | – | 0.06 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A2D (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $212K | – | 0.07 |
| ASIAN DEVELOPMENT BANK SR UNSECURED 02/30 6.15 | Long | Debt | $2M | – | 0.66 | |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $216K | – | 0.07 |
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR | Long | Debt | US | $603K | – | 0.20 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A (ATLAS SENIOR LOAN FUND LTD 2018-10A) | Long | ABS-collateralized bond/debt obligation | KY | $406K | – | 0.13 |
| AURIUM CLO ACLO 4A AR 144A (AURIUM CLO IV DAC #N/A FIELD NOT APPLICABLE-4A) | Long | ABS-collateralized bond/debt obligation | IE | $854K | – | 0.28 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-79.71 | – | -0.00 | |
| AUST 3YR BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-2K | – | -0.00 | |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75 (AUSTRALIA GOVT) | Long | Debt | AU | $18K | – | 0.01 |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 11/27 0.75 (AUSTRALIA GOVT) | Long | Debt | AU | $1M | – | 0.42 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $424K | – | 0.14 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 (BANC OF AMERICA FUNDING CORP 2005-D) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA3A (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3 (BANC OF AMERICA FUNDING CORP 2007-5) | Long | ABS-mortgage backed security | US | $112K | – | 0.04 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 (BANC OF AMERICA FUNDING CORP 2007-B) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 3 1A10 (BANK OF AMERICA MTGE SEC 2006-3) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $605K | – | 0.20 |
| BANCA MONTE DEI PASCHI S REGS 04/25 2.625 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $316K | – | 0.10 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/29 5.381 (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $401K | – | 0.13 |
| BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 (BANCO DE CREDITO DEL PERU SA) | Long | Debt | PE | $310K | – | 0.10 |
| BANCO SANTANDER CHILE SR UNSECURED 144A 01/25 2.7 (BANCO SANTANDER CHILE SA) | Long | Debt | CL | $884K | – | 0.29 |
| BANCO SANTANDER CHILE SR UNSECURED REGS 01/25 2.7 (BANCO SANTANDER CHILE SA) | Long | Debt | CL | $196K | – | 0.06 |
| BANCO SANTANDER SA SR UNSECURED 03/26 1.849 | Long | Debt | ES | $188K | – | 0.06 |
| BANK OF AMERICA CORP SR UNSECURED 01/35 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $600K | – | 0.19 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $196K | – | 0.06 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM A 144A (BBCMS TRUST 2018-CBM) | Long | ABS-mortgage backed security | US | $786K | – | 0.26 |
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2021 5 A1 144A (BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5) | Long | ABS-mortgage backed security | US | $594K | – | 0.19 |
| BCAP LLC TRUST BCAP 2007 AA2 12A1 (BCAP LLC TRUST 2007-AA2) | Long | ABS-mortgage backed security | US | $153K | – | 0.05 |
| BDS LTD BDS 2021 FL10 A 144A (BDS 2021-FL10 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $813K | – | 0.26 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A1 (BEAR STEARNS ADJ RATE MTGE 2003-9) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 1 13A2 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 6 5A1 (BEAR STEARNS ADJ RATE MTGE TR 2005-6) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 1 A3 (BEAR STEARNS ADJ RATE MTGE TR 2006-1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $49K | – | 0.02 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 26A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1 (BEAR STEARNS ASSETBK SEC 2005-AQ2) | Long | ABS-mortgage backed security | US | $473K | – | 0.15 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 1A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2) | Long | ABS-mortgage backed security | US | $52K | – | 0.02 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $759K | – | 0.25 |
| BNP PARIBAS 144A 06/26 VAR | Long | Debt | FR | $773K | – | 0.25 |
| BOEING CO SR UNSECURED 144A 05/31 6.388 (BOEING CO/THE) | Long | Debt | US | $306K | – | 0.10 |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 (CHILEAN GOVT) | Long | Debt | CL | $652K | – | 0.21 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/66 3 (SPAIN GOVT) | Long | Debt | ES | $598K | – | 0.19 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $4K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-388.35 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-1K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-5K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-30K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-300K | – | -0.10 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-7K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-11K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-13K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240711 | Derivative-foreign exchange | CL | $-10K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-9K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240702 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240708 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-815.83 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-18K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-165K | – | -0.05 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-7K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-12K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-22K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-33K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-107K | – | -0.03 | |
| BOUGHT CNH SOLD USD 20241210 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241210 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250116 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250218 | Derivative-foreign exchange | CN | $-481.27 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-404.63 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-695.55 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-8K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-8K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-20K | – | -0.01 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-32K | – | -0.01 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-5K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240710 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240724 | Derivative-foreign exchange | CN | $-23.6 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-1.59 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-20.33 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-943.88 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240806 | Derivative-foreign exchange | CN | $-22.72 | – | -0.00 | |
| BOUGHT COP SOLD USD 20240815 | Derivative-foreign exchange | CO | $-8K | – | -0.00 | |
| BOUGHT CZK SOLD USD 20240719 | Derivative-foreign exchange | CZ | $-8K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $929.87 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $670.02 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $422.38 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-785.56 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-985.54 | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-25K | – | -0.01 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-685.51 | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-6K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-9K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-22K | – | -0.01 | |
| BOUGHT HKD SOLD USD 20240719 | Derivative-foreign exchange | HK | $-191.8 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $39.96 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $37.46 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $77.03 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-21K | – | -0.01 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-886.3 | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-2K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240719 | Derivative-foreign exchange | IL | $-6K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $5K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $785.01 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $330.93 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $304.67 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $154.65 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $75.45 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $30.21 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-69.15 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-708.19 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-95K | – | -0.03 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-23K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-46K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-46K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-48K | – | -0.02 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-98K | – | -0.03 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-146K | – | -0.05 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $765 | – | 0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-2K | – | -0.00 | |
| BOUGHT KZT SOLD USD 20240918 | Derivative-foreign exchange | KZ | $-13K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $20K | – | 0.01 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $5K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $2K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-63K | – | -0.02 | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $-87.78 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-660.25 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-79.15 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-267.09 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-577.07 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-866.04 | – | -0.00 | |
| BOUGHT PEN SOLD USD 20240705 | Derivative-foreign exchange | PE | $-6K | – | -0.00 | |
| BOUGHT PHP SOLD USD 20240920 | Derivative-foreign exchange | PH | $2K | – | 0.00 | |
| BOUGHT PHP SOLD USD 20240920 | Derivative-foreign exchange | PH | $950.54 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $21K | – | 0.01 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $1K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-108.63 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-132.17 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-133.41 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-338.93 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-576.74 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-751.05 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -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 | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-8K | – | -0.00 | |
| BOUGHT RON SOLD USD 20240719 | Derivative-foreign exchange | RO | $-5K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-1K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-5K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-27K | – | -0.01 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $414.53 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $154.03 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240802 | Derivative-foreign exchange | SG | $14.64 | – | 0.00 | |
| BOUGHT THB SOLD USD 20240719 | Derivative-foreign exchange | TH | $2.23 | – | 0.00 | |
| BOUGHT THB SOLD USD 20240719 | Derivative-foreign exchange | TH | $-2K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240716 | Derivative-foreign exchange | TR | $28K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $104K | – | 0.03 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-197.58 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-790.29 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-960.25 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-1K | – | -0.00 | |
| BOUGHT VND SOLD USD 20241016 | Derivative-foreign exchange | VN | $-10K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240702 | Derivative-foreign exchange | ZA | $186.39 | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $22K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $5K | – | 0.00 | |
| BPCE SA 144A 01/30 VAR | Long | Debt | FR | $749K | – | 0.24 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/31 5.1 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $301K | – | 0.10 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 02/33 2.3 (GERMANY GOVT) | Long | Debt | DE | $424K | – | 0.14 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 09/24 2 (ITALY GOVT) | Long | Debt | IT | $21M | – | 6.71 |
| BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A (BWAY MORTGAGE TRUST 2021-1450) | Long | ABS-mortgage backed security | US | $764K | – | 0.25 |
| BX TRUST BX 2021 21M A 144A (BX COMMERCIAL MORTGAGE TRUST 2021-21M) | Long | ABS-mortgage backed security | US | $599K | – | 0.19 |
| CAIRN CLO BV CRNCL 2018 10A AR 144A (CAIRN CLO X BV 18-10A) | Long | ABS-collateralized bond/debt obligation | IE | $426K | – | 0.14 |
| CAIXABANK SA 144A 09/27 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $408K | – | 0.13 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $7K | – | 0.00 | |
| CANADIAN GOVERNMENT BONDS 12/33 3.25 (CANADA GOVT) | Long | Debt | CA | $2M | – | 0.70 |
| CANADIAN GOVERNMENT RRB BONDS 12/36 3 (CANADA GOVT) | Long | Debt | CA | $2M | – | 0.59 |
| CAPITAL FOUR CLO CFOUR 3A A 144A (CAPITAL FOUR CLO I DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $857K | – | 0.28 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $508K | – | 0.16 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $399K | – | 0.13 |
| CCS AUD R US3ML/AUD3MBBSW+29 AZD | Derivative-foreign exchange | AU | $6K | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+42 CBK | Derivative-foreign exchange | AU | $8K | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+42.25 GLM | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM -58.6 CBK | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM -59 BRC | Derivative-foreign exchange | US | $106K | – | 0.03 | |
| CCS USD R USSOFR/JPYMUTKCALM -60 CBK | Derivative-foreign exchange | US | $278K | – | 0.09 | |
| CCS USD R USSOFR/JPYMUTKCALM -61 GST | Derivative-foreign exchange | US | $262K | – | 0.09 | |
| CCS USD R USSOFR/JPYMUTKCALM-59.12 BPS | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $106K | – | 0.03 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| CDX IG40 10Y ICE | Derivative-credit | US | $-39K | – | -0.01 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $13K | – | 0.00 | |
| CDX IG41 10Y ICE | Derivative-credit | US | $-64K | – | -0.02 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $4K | – | 0.00 | |
| CDX IG42 10Y ICE | Derivative-credit | US | $-42K | – | -0.01 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $177K | – | 0.06 | |
| CDX ITRAXX MAIN41 10Y ICE | Derivative-credit | $-1.28 | – | -0.00 | ||
| CDX ITRAXX MAIN41 5Y ICE | Derivative-credit | $-176K | – | -0.06 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 12M3 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $109K | – | 0.04 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 (CHASE MORTGAGE FINANCE CORP 2007-A2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3) | Long | ABS-mortgage backed security | US | $508K | – | 0.17 |
| CHILE ELECTRICITY LUX GOVT GUARANT 144A 01/33 6.01 (CHILE ELECTRICITY LUX MPC SARL) | Long | Debt | LU | $709K | – | 0.23 |
| CHINA GOVERNMENT BOND BONDS 04/53 3.19 (CHINA GOVT) | Long | Debt | CN | $190K | – | 0.06 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $508K | – | 0.17 |
| CITIGROUP INC SR UNSECURED 06/35 VAR | Long | Debt | US | $1M | – | 0.35 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 2 1A4 (CITIGROUP MTGE LOAN TRUST INC 2005-2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A (CITIGROUP MTGE LOAN TR INC 2007-AR5) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-1K | – | -0.00 | |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 03/30 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $900K | – | 0.29 |
| CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1) | Long | ABS-collateralized bond/debt obligation | IE | $412K | – | 0.13 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A5 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-86CB) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J10 1A12 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J10) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 29T1 2A25 (COUNTRYWIDE ALTERNATIVE LN TR 2006-29T1) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7 (COUNTRYWIDE ALT LOAN TRUST 2006-36T2) | Long | ABS-mortgage backed security | US | $156K | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 39CB 1A20 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-39CB) | Long | ABS-mortgage backed security | US | $189K | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11 (COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1) | Long | ABS-mortgage backed security | US | $187K | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $48K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-19) | Long | ABS-mortgage backed security | US | $124K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1) | Long | ABS-mortgage backed security | US | $187K | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 4 M1 (COUNTRYWIDE ASSET-BACKED CERT 2004-4) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 AF6 (COUNTRYWIDE ASSET-BACKED CERTS 2006-1) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A (COUNTRYWIDE HOME LOANS 2005-R2) | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2006 21 A13 (COUNTRYWIDE HOME LOANS 2006-21) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2006 J4 A5 (COUNTRYWIDE HOME LOANS 2006-J4) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1 (CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA) | Long | Debt | PE | $800K | – | 0.26 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB3 A3 (CREDIT-BACKED ASSET SERVICING 2007-CB3) | Long | ABS-mortgage backed security | US | $293K | – | 0.10 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A3 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $108K | – | 0.04 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A (CSMC 2021-INV1 TRUST) | Long | ABS-mortgage backed security | US | $122K | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL2 A1 144A (CSMC 2021-RPL2 TRUST) | Long | ABS-mortgage backed security | US | $586K | – | 0.19 |
| CS AT1 CLAIMS USH3698DCP71 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $48K | – | 0.02 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $973K | – | 0.32 |
| CZECH REPUBLIC SR UNSECURED REGS 05/30 0.95 (CZECH REPUBLIC GOVT) | Long | Debt | CZ | $202K | – | 0.07 |
| CZECH REPUBLIC SR UNSECURED REGS 08/28 2.5 (CZECH REPUBLIC GOVT) | Long | Debt | CZ | $36K | – | 0.01 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75 (DELTA AIR LINES INC / SKYMILES IP LTD) | Long | Debt | US | $292K | – | 0.10 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB1 A4 (DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB1) | Long | ABS-mortgage backed security | US | $148K | – | 0.05 |
| DEUTSCHE BANK AG REGS 01/27 1.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $710K | – | 0.23 |
| DEUTSCHE BANK AG REGS 09/30 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $332K | – | 0.11 |
| DEUTSCHE BANK NY 11/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $475K | – | 0.15 |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 (DOCTORS CO/THE) | Long | Debt | US | $79K | – | 0.03 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 6.6 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $649K | – | 0.21 |
| DOMINICAN REPUBLIC SR UNSECURED REGS 09/32 4.875 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $449K | – | 0.15 |
| DRILLCO HLDG LUX S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $752K | 32K | 0.24 |
| DRILLCO HLDG LUX SA COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $84K | 4K | 0.03 |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A (DRYDEN XXVII-R EURO CLO BV 2017-27A) | Long | ABS-collateralized bond/debt obligation | IE | $264K | – | 0.09 |
| ECOPETROL SA SR UNSECURED 01/36 8.375 | Long | Debt | CO | $786K | – | 0.26 |
| ELEVATION CLO LTD AWPT 2017 8A A1R2 144A (ELEVATION CLO LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $376K | – | 0.12 |
| ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A (ELMWOOD CLO VII LTD 2020-4A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.33 |
| EMF NL BV EMFNL 2008 APRX A2 REGS (EMF-NL BV 2008-APRX) | Long | ABS-mortgage backed security | NL | $90K | – | 0.03 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-74K | – | -0.02 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $6K | – | 0.00 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $88K | – | 0.03 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $33K | – | 0.01 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-6K | – | -0.00 | |
| EXP IMP IMB SECURED 11/24 1.581 (EXPORT-IMPORT BANK OF UNITED STATES (EX-IM BANK)) | Long | Debt | US | $322K | – | 0.10 |
| EXPORT DEVELOPMNT CANADA GOVT GUARANT 144A 03/29 7.13 (EXPORT DEVELOPMENT CANADA (EDC)) | Long | Debt | CA | $561K | – | 0.18 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $307K | – | 0.10 |
| FANNIE MAE FNR 2006 48 TF (FANNIE MAE 2006-48) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FANNIE MAE FNR 2024 38 FA (FANNIE MAE REMICS 2024-38) | Long | ABS-mortgage backed security | US | $485K | – | 0.16 |
| FED HM LN PC POOL QD8010 FR 03/52 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $191K | – | 0.06 |
| FED HM LN PC POOL QD8207 FR 03/52 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.05 |
| FED HM LN PC POOL QH7851 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $594K | – | 0.19 |
| FED HM LN PC POOL QI0325 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| FED HM LN PC POOL RA4542 FR 02/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $179K | – | 0.06 |
| FED HM LN PC POOL RA6652 FR 01/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $655K | – | 0.21 |
| FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| FED HM LN PC POOL SD8422 FR 04/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $484K | – | 0.16 |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A3 (FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-3) | Long | ABS-mortgage backed security | US | $514K | – | 0.17 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF10 M1 (FIRST FRANKLIN MTG LOAN 2004-FF10) | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $498K | – | 0.16 |
| FNMA POOL 255984 FN 11/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 256275 FN 06/26 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 256601 FN 02/27 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 256852 FN 08/27 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 257154 FN 03/28 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $958.5 | – | 0.00 |
| FNMA POOL 257237 FN 06/28 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $576.1 | – | 0.00 |
| FNMA POOL 726951 FN 08/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 740225 FN 09/33 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 766972 FN 01/34 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 828138 FN 07/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 880109 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $313.32 | – | 0.00 |
| FNMA POOL 889684 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 889928 FN 09/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 890296 FN 02/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 898832 FN 11/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 928349 FN 05/27 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 930158 FN 11/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FNMA POOL 931425 FN 06/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FNMA POOL 931923 FN 04/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 942125 FN 07/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 956918 FN 11/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 960119 FN 11/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 963597 FN 06/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 968976 FN 01/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 972295 FN 02/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 975103 FN 06/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 986422 FN 08/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 986751 FN 07/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 987393 FN 10/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 990784 FN 10/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FNMA POOL 991083 FN 11/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 995705 FN 01/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AA0869 FN 01/39 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AA7962 FN 01/37 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AB2038 FN 01/31 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $976.36 | – | 0.00 |
| FNMA POOL AB8086 FN 10/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FNMA POOL AC3143 FN 09/39 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $618.73 | – | 0.00 |
| FNMA POOL AC9305 FN 08/41 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FNMA POOL AD7136 FN 07/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AD7679 FN 10/40 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AE0218 FN 08/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FNMA POOL AE9954 FN 02/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AH1183 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $475.87 | – | 0.00 |
| FNMA POOL AH3256 FN 01/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AH8897 FN 03/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| FNMA POOL AH9502 FN 05/41 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AI5887 FN 07/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $541.36 | – | 0.00 |
| FNMA POOL AI8194 FN 08/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| FNMA POOL AJ4016 FN 10/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AK3264 FN 02/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AL0065 FN 04/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AL0933 FN 10/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AP8523 FN 09/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $545K | – | 0.18 |
| FNMA POOL BF0463 FN 03/60 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $226K | – | 0.07 |
| FNMA POOL BJ5957 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FNMA POOL BJ8703 FN 05/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.03 |
| FNMA POOL BR1297 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| FNMA POOL BV3023 FN 02/52 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.05 |
| FNMA POOL BV3083 FN 02/52 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.03 |
| FNMA POOL BV3101 FN 03/52 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $259K | – | 0.08 |
| FNMA POOL BV4122 FN 03/52 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| FNMA POOL BV4128 FN 03/52 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $341K | – | 0.11 |
| FNMA POOL CA6106 FN 06/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $206K | – | 0.07 |
| FNMA POOL CB8258 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 2.97 |
| FNMA POOL FM1796 FN 10/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.02 |
| FNMA POOL FM3972 FN 07/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $266K | – | 0.09 |
| FNMA POOL MA5217 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.76 |
| FNMA POOL MA5297 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.63 |
| FNMA POOL MA5329 FN 04/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.48 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-4M | – | -1.46 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-19M | – | -6.08 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-7M | – | -2.21 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-531K | – | -0.17 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.61 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 6.28 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $566K | – | 0.18 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 6.35 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 1.67 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-789K | – | -0.26 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 6.39 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34M | – | 11.04 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $387K | – | 0.13 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $314K | 13K | 0.10 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $35K | 1K | 0.01 |
| FORESEA HOLDING SA SR SECURED 144A 06/30 7.5 | Long | Debt | LU | $247K | – | 0.08 |
| FORESEA HOLDING SA SR SECURED REGS 06/30 7.5 | Long | Debt | LU | $343K | – | 0.11 |
| FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3) | Long | ABS-collateralized bond/debt obligation | US | $563K | – | 0.18 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/48 2 (FRANCE GOVT) | Long | Debt | FR | $159K | – | 0.05 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/50 1.5 (FRANCE GOVT) | Long | Debt | FR | $483K | – | 0.16 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/52 0.75 (FRANCE GOVT) | Long | Debt | FR | $1M | – | 0.45 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/72 0.5 (FRANCE GOVT) | Long | Debt | FR | $38K | – | 0.01 |
| FRANCE (GOVT OF) BONDS 144A REGS 06/49 3 (FRANCE GOVT) | Long | Debt | FR | $96K | – | 0.03 |
| FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 (FRANCE GOVT) | Long | Debt | FR | $845K | – | 0.27 |
| FREDDIE MAC FHR 4579 FD (FREDDIE MAC REMICS 4579) | Long | ABS-mortgage backed security | US | $239K | – | 0.08 |
| FREDDIE MAC FHR 4579 SD (FREDDIE MAC REMICS 4579) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | Long | Debt | US | $185K | – | 0.06 |
| GCAT GCAT 2023 NQM4 A1 144A (GCAT 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $439K | – | 0.14 |
| GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22 (AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA)) | Long | Debt | ES | $214K | – | 0.07 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 04/29 5.371 | Long | Debt | US | $697K | – | 0.23 |
| GNMA II POOL MA7828 G2 01/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $872K | – | 0.28 |
| GNMA II POOL MA7988 G2 04/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $590K | – | 0.19 |
| GNMA II POOL MA8043 G2 05/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.48 |
| GNMA II POOL MA8098 G2 06/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.01 |
| GNMA II POOL MA8486 G2 12/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.03 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.85 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.79 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/25 FIXED 1.958 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $290K | – | 0.09 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR | Long | Debt | US | $589K | – | 0.19 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR | Long | Debt | US | $731K | – | 0.24 |
| GOLDMAN SACHS GROUP INC SR UNSECURED REGS 05/29 0.875 | Long | Debt | US | $471K | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 133 EC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-133) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H08 AF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H08) | Long | ABS-mortgage backed security | US | $617K | – | 0.20 |
| GPMT LTD. GPMT 2021 FL4 A 144A (GPMT LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $774K | – | 0.25 |
| GREAT HALL MORTGAGES PLC GHM 2007 1 A2A REGS (GREAT HALL MORTGAGES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $46K | – | 0.01 |
| GREAT HALL MORTGAGES PLC GHM 2007 2X AA REGS (GREAT HALL MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $45K | – | 0.01 |
| GREAT HALL MORTGAGES PLC GHM 2007 2X AB REGS (GREAT HALL MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $86K | – | 0.03 |
| GREENPOINT MORTGAGE PASS THROU GMSI 2003 1 A1 (GREENPOINT MRGT PASS THRU CER 2003-1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1) | Long | ABS-mortgage backed security | US | $129K | – | 0.04 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| GSAA HOME EQUITY TRUST GSAA 2007 8 A3 (GSAA HOME EQUITY TRUST 2007-8) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| GSAMP TRUST GSAMP 2006 FM1 A2D (GSAMP TRUST 2006-FM1) | Long | ABS-mortgage backed security | US | $368K | – | 0.12 |
| GSAMP TRUST GSAMP 2007 FM2 A2B (GSAMP TRUST 2007-FM2) | Long | ABS-mortgage backed security | US | $78K | – | 0.03 |
| GSAMP TRUST GSAMP 2007 NC1 A2C (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $280K | – | 0.09 |
| GSR MORTGAGE LOAN TRUST GSR 2007 AR2 2A1 (GSR MORTGAGE LOAN TRUST 2007-AR2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $801K | – | 0.26 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 4A (HARBORVIEW MORTGAGE LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $323.66 | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 2 1A (HARBORVIEW MORTGAGE LOAN TR 2006-2) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| HAYFIN EMERALD CLO HAYEM 12A A 144A (HAYFIN EMERALD CLO 12A) | Long | ABS-collateralized bond/debt obligation | IE | $536K | – | 0.17 |
| HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $675K | – | 0.22 |
| HSBC HOLDINGS PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $1M | – | 0.36 |
| HSBC HOLDINGS PLC SR UNSECURED 05/32 VAR | Long | Debt | GB | $167K | – | 0.05 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $302K | – | 0.10 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $590K | – | 0.19 |
| HSBC HOLDINGS PLC SR UNSECURED REGS 05/33 VAR | Long | Debt | GB | $905K | – | 0.29 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A4 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $123K | – | 0.04 |
| HUNGARY SR UNSECURED 144A 03/36 5.5 (HUNGARY GOVT) | Long | Debt | HU | $673K | – | 0.22 |
| HUNGARY SR UNSECURED REGS 09/32 6.25 (HUNGARY GOVT) | Long | Debt | HU | $516K | – | 0.17 |
| HUNGARY SR UNSECURED REGS 09/33 5.375 (HUNGARY GOVT) | Long | Debt | HU | $1M | – | 0.33 |
| HUNGARY SR UNSECURED REGS 09/52 6.75 (HUNGARY GOVT) | Long | Debt | HU | $428K | – | 0.14 |
| IMPAC SECURED ASSETS CORP. IMSA 2005 1 4A (IMPAC SECURED ASSETS CMN OWNER TRUST 2005-1) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| INDONESIA AS SP MYC | Derivative-credit | US | $37K | – | 0.01 | |
| INDONESIA GOVERNMENT BONDS 03/34 8.375 (INDONESIA GOVT) | Long | Debt | ID | $1M | – | 0.40 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR11) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR11) | Long | ABS-mortgage backed security | US | $116K | – | 0.04 |
| INTESA SANPAOLO SPA 144A 11/33 7.2 | Long | Debt | IT | $428K | – | 0.14 |
| IRB INFRASTRUCTURE DEVE SR SECURED 144A 03/32 7.11 (IRB INFRASTRUCTURE DEVELOPERS LIMITED) | Long | Debt | IN | $800K | – | 0.26 |
| IRS AUD 1.25000 06/17/20-10Y LCH | Derivative-interest rate | AU | $413K | – | 0.13 | |
| IRS AUD 1.75000 03/16/22-5Y LCH | Derivative-interest rate | AU | $-85K | – | -0.03 | |
| IRS AUD 4.00000 06/21/23-10Y LCH | Derivative-interest rate | AU | $-236K | – | -0.08 | |
| IRS AUD 4.25000 03/15/23-10Y LCH | Derivative-interest rate | AU | $-61K | – | -0.02 | |
| IRS AUD 4.25000 09/15/27-5Y LCH | Derivative-interest rate | AU | $-4K | – | -0.00 | |
| IRS AUD 4.50000 06/19/24-10Y LCH | Derivative-interest rate | AU | $-7K | – | -0.00 | |
| IRS AUD 4.50000 09/15/27-5Y LCH | Derivative-interest rate | AU | $24K | – | 0.01 | |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $54K | – | 0.02 | |
| IRS CNY 2.25000 09/18/24-5Y LCH | Derivative-interest rate | CN | $234K | – | 0.08 | |
| IRS EUR 0.05400 05/27/25-25Y LCH | Derivative-interest rate | $71K | – | 0.02 | ||
| IRS EUR 0.06350 11/17/22-30Y LCH | Derivative-interest rate | $53K | – | 0.02 | ||
| IRS EUR 0.55000 08/10/22-2Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-68K | – | -0.02 | ||
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-45K | – | -0.01 | ||
| IRS EUR 0.70000 04/11/22-5Y LCH | Derivative-interest rate | $-30K | – | -0.01 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-64K | – | -0.02 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-32K | – | -0.01 | ||
| IRS EUR 2.25000 09/21/22-15Y LCH | Derivative-interest rate | $-72K | – | -0.02 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $9K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-163K | – | -0.05 | ||
| IRS EUR 2.75000 09/18/24-5Y LCH | Derivative-interest rate | $-113K | – | -0.04 | ||
| IRS EUR 2.80104 09/10/24-9Y* LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 2.83310 09/10/24-9Y* LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 2.84121 09/10/24-9Y* LCH | Derivative-interest rate | $-18K | – | -0.01 | ||
| IRS EUR 2.84930 09/10/24-9Y* LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| IRS EUR 2.85660 09/10/24-9Y* LCH | Derivative-interest rate | $-29K | – | -0.01 | ||
| IRS EUR 3.00000 03/15/28-5Y LCH | Derivative-interest rate | $-72K | – | -0.02 | ||
| IRS EUR 3.00000 03/19/25-2Y LCH | Derivative-interest rate | $38K | – | 0.01 | ||
| IRS EUR 3.00000 09/18/24-2Y LCH | Derivative-interest rate | $-26K | – | -0.01 | ||
| IRS EUR 3.53565 12/11/23-2Y* LCH | Derivative-interest rate | $-227K | – | -0.07 | ||
| IRS KRW 3.25000 09/18/24-5Y LCH | Derivative-interest rate | KR | $-24K | – | -0.01 | |
| IRS MXN 4.87000 07/13/20-5Y* CME | Derivative-interest rate | MX | $-206K | – | -0.07 | |
| IRS MYR P 3.50000 03/20/24-5Y GST | Derivative-interest rate | MY | $8K | – | 0.00 | |
| IRS MYR P 3.50000 09/18/24-5Y CBK | Derivative-interest rate | MY | $986.75 | – | 0.00 | |
| IRS MYR P 3.50000 09/18/24-5Y JPM | Derivative-interest rate | MY | $1K | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y JPM | Derivative-interest rate | MY | $3K | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y SCX | Derivative-interest rate | MY | $582.52 | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-5Y BPS | Derivative-interest rate | MY | $-1K | – | -0.00 | |
| IRS MYR P 3.75000 09/20/23-10Y GST | Derivative-interest rate | MY | $11K | – | 0.00 | |
| IRS NOK 1.63500 03/18/20-5Y LCH | Derivative-interest rate | NO | $16K | – | 0.01 | |
| IRS NOK 1.99300 11/12/19-5Y CME | Derivative-interest rate | NO | $1K | – | 0.00 | |
| IRS NZD 4.75000 06/19/24-5Y LCH | Derivative-interest rate | NZ | $21K | – | 0.01 | |
| IRS NZD 5.25000 03/20/24-1Y (WHT) LCH | Derivative-interest rate | NZ | $55K | – | 0.02 | |
| IRS PLN 2.58500 10/14/21-8Y CME | Derivative-interest rate | PL | $-90K | – | -0.03 | |
| ISRAEL FIXED BOND BONDS 03/27 2 (ISRAEL GOVT) | Long | Debt | IL | $524K | – | 0.17 |
| ISRAEL GOVT EM SP CBK | Derivative-credit | US | $-12K | – | -0.00 | |
| ITALY GOVT SW SP BOA | Derivative-credit | US | $3K | – | 0.00 | |
| ITALY GOVT SW SP BRC | Derivative-credit | US | $2K | – | 0.00 | |
| ITALY GOVT SW SP CBK | Derivative-credit | US | $3K | – | 0.00 | |
| IVORY COAST SR UNSECURED REGS 03/30 5.25 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $977K | – | 0.32 |
| IVORY COAST SR UNSECURED REGS 10/31 5.875 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $581K | – | 0.19 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 (JP MORGAN ALTERNATIVE LN TRUST 2006-A7) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 2A1 (JP MORGAN ALTERNATIVE LN TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $142K | – | 0.05 |
| JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1 (JAPAN GOVT) | Long | Debt | JP | $2M | – | 0.52 |
| JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5 (JAPAN GOVT) | Long | Debt | JP | $2M | – | 0.54 |
| JAPAN (30 YEAR ISSUE) BONDS 03/49 0.5 (JAPAN GOVT) | Long | Debt | JP | $870K | – | 0.28 |
| JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 (JAPAN GOVT) | Long | Debt | JP | $744K | – | 0.24 |
| JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 (JAPAN GOVT) | Long | Debt | JP | $28K | – | 0.01 |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | Long | Debt | JP | $2M | – | 0.53 |
| JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | Long | Debt | JP | $4M | – | 1.44 |
| JAPAN TREASURY DISC BILL BILLS 04/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $2M | – | 0.54 |
| JAPAN TREASURY DISC BILL BILLS 05/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $2M | – | 0.61 |
| JAPAN TREASURY DISC BILL BILLS 06/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $1M | – | 0.34 |
| JOHN LEWIS PLC SR UNSECURED 01/25 6.125 | Long | Debt | GB | $127K | – | 0.04 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2 (JP MORGAN MORTGAGE ACQ CORP 2005-RM1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1 (JP MORGAN MORTGAGE TRUST-2005-A1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 2A1 (JP MORGAN MTGE TRUST 2005-ALT1) | Long | ABS-mortgage backed security | US | $114K | – | 0.04 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 10 A3 144A (JP MORGAN MORTGAGE TRUST 2021-10) | Long | ABS-mortgage backed security | US | $518K | – | 0.17 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV4) | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV6) | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A (JP MORGAN MORTGAGE TRUST 2021-INV8) | Long | ABS-mortgage backed security | US | $1M | – | 0.44 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A (JP MORGAN MORTGAGE TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $1M | – | 0.37 |
| JPMORGAN CHASE + CO SR UNSECURED 01/35 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $895K | – | 0.29 |
| JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $888K | – | 0.29 |
| JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $930K | – | 0.30 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $120K | – | 0.04 | |
| JUBILEE CDO BV JUBIL 2014 11A ARR 144A (JUBILEE CLO 2014-XI BV 14-11A) | Long | ABS-collateralized bond/debt obligation | IE | $300K | – | 0.10 |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $320K | – | 0.10 |
| JYSKE REALKREDIT A/S COVERED 07/50 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.14 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $103K | – | 0.03 |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $1.01 | – | 0.00 |
| KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/33 3.5 (KAZMUNAYGAS NATIONAL COMPANY JSC) | Long | Debt | KZ | $739K | – | 0.24 |
| KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/47 5.75 (KAZMUNAYGAS NATIONAL COMPANY JSC) | Long | Debt | KZ | $175K | – | 0.06 |
| KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 10/48 6.375 (KAZMUNAYGAS NATIONAL COMPANY JSC) | Long | Debt | KZ | $189K | – | 0.06 |
| KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9 | Long | Debt | NO | $249K | – | 0.08 |
| KOREA TREASURY BOND BONDS 03/28 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $512K | – | 0.17 |
| KOREA TREASURY BOND BONDS 03/28 5.5 (SOUTH KOREA GOVT) | Long | Debt | KR | $286K | – | 0.09 |
| KOREA TREASURY BOND BONDS 06/28 2.625 (SOUTH KOREA GOVT) | Long | Debt | KR | $498K | – | 0.16 |
| KOREA TREASURY BOND BONDS 09/42 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $180K | – | 0.06 |
| KOREA TREASURY BOND BONDS 12/28 2.375 (SOUTH KOREA GOVT) | Long | Debt | KR | $2M | – | 0.52 |
| KOREA TREASURY BOND BONDS 12/32 4.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $3M | – | 0.94 |
| KOREA TREASURY BOND SR UNSECURED 06/31 2 (SOUTH KOREA GOVT) | Long | Debt | KR | $482K | – | 0.16 |
| KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 (SAUDI ARABIA GOVT) | Long | Debt | KY | $304K | – | 0.10 |
| LAS VEGAS SANDS CORP SR UNSECURED 06/25 2.9 | Long | Debt | US | $291K | – | 0.09 |
| LCM LTD PARTNERSHIP LCM 30A AR 144A (LCM 30 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $800K | – | 0.26 |
| LEHMAN MORTGAGE TRUST LMT 2007 8 1A1 (LEHMAN MORTGAGE TRUST 2007-8) | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $3M | – | 0.93 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-55K | – | -0.02 | |
| MAGYAR EXPORT IMPORT BAN GOVT GUARANT 144A 12/27 6.125 (MAGYAR EXPORT-IMPORT BANK RT (AKA: EXPORT-IMPORT BANK OF HUNGARY)) | Long | Debt | HU | $1M | – | 0.46 |
| MALAYSIA GOVERNMENT BONDS 04/28 3.519 (MALAYSIA GOVT) | Long | Debt | MY | $726K | – | 0.24 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $377K | – | 0.12 |
| MANHATTAN WEST OMW 2020 1MW A 144A (MANHATTAN WEST 2020-1MW) | Long | ABS-mortgage backed security | US | $712K | – | 0.23 |
| MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1 (MASSACHUSETTS EDUC FINANCING AUTH 2008-1) | Long | ABS-other | US | $13K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A5 (MASTR ASSET BACKED SEC TR 2006-FRE2) | Long | ABS-mortgage backed security | US | $295K | – | 0.10 |
| MDGH GMTN RSC LTD COMPANY GUAR 144A 04/33 5.5 (MDGH GMTN (RSC) LTD) | Long | Debt | AE | $206K | – | 0.07 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A (MERRILL LYNCH MORTGAGE INVS 2005-A10) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1 (MERRILL LYNCH MTGE INVESTORS 2006-A1) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2D (MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1) | Long | ABS-mortgage backed security | US | $290K | – | 0.09 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $222K | – | 0.07 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A (MF1 2021-FL5 LTD) | Long | ABS-mortgage backed security | KY | $75K | – | 0.02 |
| MFRA TRUST MFRA 2023 NQM4 A1 144A (MFA 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $456K | – | 0.15 |
| MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $8K | – | 0.00 |
| MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A (MIDOCEAN CREDIT CLO VIII 2018-8A) | Long | ABS-collateralized bond/debt obligation | KY | $509K | – | 0.17 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $227K | – | 0.07 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $367K | – | 0.12 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $212K | – | 0.07 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C (MORGAN STANLEY ABS CAPITAL I 2007-NC1) | Long | ABS-mortgage backed security | US | $85K | – | 0.03 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2D (MORGAN STANLEY ABS CAPITAL I 2007-NC1) | Long | ABS-mortgage backed security | US | $85K | – | 0.03 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 5AR 2A1 (MORGAN STANLEY MORTGAGE TRUST-2005-5AR) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 2 2A1 (MORGAN STANLEY MTGE LN TR 2006-2) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 6AR 4A1 (MORGAN STANLEY MORTGAGE LN TR-2006-6AR) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 02/26 VAR | Long | Debt | US | $490K | – | 0.16 |
| MORGAN STANLEY SR UNSECURED 03/30 VAR | Long | Debt | US | $751K | – | 0.24 |
| MORGAN STANLEY SR UNSECURED 03/35 VAR | Long | Debt | US | $1M | – | 0.42 |
| MORGAN STANLEY SR UNSECURED 11/29 VAR | Long | Debt | US | $731K | – | 0.24 |
| NATIONAL BK HUNGARY BILL BILLS 07/24 0.00000 (HUNGARY GOVT) | Long | Debt | HU | $702K | – | 0.23 |
| NATWEST GROUP PLC SR UNSECURED 01/30 VAR | Long | Debt | GB | $295K | – | 0.10 |
| NATWEST GROUP PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $1M | – | 0.36 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $395K | – | 0.13 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $382K | – | 0.12 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $443K | – | 0.14 |
| NEW ZEALAND GOVERNMENT UNSECURED 05/31 1.5 (NEW ZEALAND GOVT) | Long | Debt | NZ | $200K | – | 0.07 |
| NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $231K | – | 0.08 |
| NEXI SPA SR UNSECURED REGS 04/29 2.125 | Long | Debt | IT | $194K | – | 0.06 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $260K | – | 0.08 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $1.58 | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.13 | – | – |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $256K | – | 0.08 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.98 | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.36 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $1M | – | 0.38 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.48 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.56 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.12 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $74K | – | 0.02 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $7.98 | – | 0.00 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $866K | – | 0.28 |
| OIS AUD RBACOR/4.33500 08/07/24-0Y* LCH | Derivative-interest rate | AU | $2K | – | 0.00 | |
| OIS CAD CAONREPO/1.5000 06/17/20-10Y LCH | Derivative-interest rate | CA | $-239K | – | -0.08 | |
| OIS CAD CAONREPO/2.565* 03/07/19-30Y LCH | Derivative-interest rate | CA | $-11K | – | -0.00 | |
| OIS CAD CAONREPO/3.2500 03/15/23-10Y LCH | Derivative-interest rate | CA | $24K | – | 0.01 | |
| OIS CAD CAONREPO/3.2500 06/21/23-30Y LCH | Derivative-interest rate | CA | $24K | – | 0.01 | |
| OIS CAD CAONREPO/3.5000 03/22/24-9Y* LCH | Derivative-interest rate | CA | $-3K | – | -0.00 | |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-6K | – | -0.00 | |
| OIS CAD CAONREPO/3.50000 03/19/25-1Y LCH | Derivative-interest rate | CA | $-17K | – | -0.01 | |
| OIS CAD CAONREPO/3.50000 06/19/25-1Y LCH | Derivative-interest rate | CA | $-10K | – | -0.00 | |
| OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH | Derivative-interest rate | CA | $-81K | – | -0.03 | |
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH | Derivative-interest rate | CA | $-568.81 | – | -0.00 | |
| OIS CAD CAONREPO/3.89750 06/19/25-1Y LCH | Derivative-interest rate | CA | $16K | – | 0.01 | |
| OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH | Derivative-interest rate | CA | $14K | – | 0.00 | |
| OIS COP P 5.96000/IBR 02/11/19-10Y JPM | Derivative-interest rate | CO | $160.81 | – | 0.00 | |
| OIS INR MIBOR/6.25000 09/18/24-5Y LCH | Derivative-interest rate | IN | $-60K | – | -0.02 | |
| OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH | Derivative-interest rate | SG | $161K | – | 0.05 | |
| OIS THB THORON/2.25000 09/18/24-5Y LCH | Derivative-interest rate | TH | $77K | – | 0.03 | |
| OIS THB THORON/2.41750 04/17/24-5Y LCH | Derivative-interest rate | TH | $514.78 | – | 0.00 | |
| OIS THB THORON/2.50000 09/18/24-5Y LCH | Derivative-interest rate | TH | $-18K | – | -0.01 | |
| OIS THB THORON/2.75000 09/18/24-10Y LCH | Derivative-interest rate | TH | $781.79 | – | 0.00 | |
| OLYMPUS CORP SR UNSECURED 144A 12/26 2.143 (OLYMPUS CORPORATION) | Long | Debt | JP | $185K | – | 0.06 |
| ORGANON + CO/ORG SR SECURED REGS 04/28 2.875 (ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV) | Long | Debt | US | $303K | – | 0.10 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $95K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $90K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $72K | – | 0.02 |
| PACIFICORP 1ST MORTGAGE 02/34 5.45 | Long | Debt | US | $296K | – | 0.10 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $458K | – | 0.15 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 03/25 3.95 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $1M | – | 0.39 |
| PETRONAS CAPITAL LTD COMPANY GUAR 144A 01/32 2.48 (PETRONAS CAPITAL LIMITED) | Long | Debt | MY | $167K | – | 0.05 |
| PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/50 4.55 (PETRONAS CAPITAL LIMITED) | Long | Debt | MY | $174K | – | 0.06 |
| PHILIP MORRIS INTL INC SR UNSECURED 01/31 3.75 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $319K | – | 0.10 |
| PHILIP MORRIS INTL INC SR UNSECURED 02/31 5.125 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $297K | – | 0.10 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $13M | – | 4.09 |
| PMT LOAN TRUST 2021 INV1 PMTLT 2021 INV1 A3 144A (PMT LOAN TRUST 2021-INV1) | Long | ABS-mortgage backed security | US | $581K | – | 0.19 |
| PRIME MORTGAGE TRUST PRIME 2006 1 2A7 (PRIME MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $592.38 | – | 0.00 |
| PRIME MORTGAGE TRUST PRIME 2006 CL1 A1 (PRIME MORTGAGE TR 2006-CL1) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| PROSUS NV SR UNSECURED 144A 01/26 1.207 | Long | Debt | NL | $411K | – | 0.13 |
| PROSUS NV SR UNSECURED 144A 01/27 3.257 | Long | Debt | NL | $843K | – | 0.27 |
| PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6 | Long | Debt | CA | $1M | – | 0.43 |
| PRP ADVISORS, LLC PRPM 2023 NQM3 A1 144A (PRPM 2023-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $458K | – | 0.15 |
| QATAR ENERGY SR UNSECURED 144A 07/31 2.25 (QATARENERGY) | Long | Debt | QA | $167K | – | 0.05 |
| REALKREDIT DANMARK COVERED REGS 01/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $312K | – | 0.10 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.16 | – | 0.00 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $532K | – | 0.17 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 2 AF3 (RENAISSANCE HOME EQUITY LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $181K | – | 0.06 |
| REPUBLIC OF ARGENTINA BONDS 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $24K | – | 0.01 |
| REPUBLIC OF ARGENTINA BONDS 07/35 VAR (ARGENTINA GOVT) | Long | Debt | AR | $13K | – | 0.00 |
| REPUBLIC OF CHILE SR UNSECURED 01/29 4.85 (CHILEAN GOVT) | Long | Debt | CL | $594K | – | 0.19 |
| REPUBLIC OF COLOMBIA SR UNSECURED 02/34 7.5 (COLOMBIAN GOVT) | Long | Debt | CO | $1M | – | 0.36 |
| REPUBLIC OF COLOMBIA SR UNSECURED 03/29 4.5 (COLOMBIAN GOVT) | Long | Debt | CO | $183K | – | 0.06 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 (COLOMBIAN GOVT) | Long | Debt | CO | $309K | – | 0.10 |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR (ECUADOR GOVT) | Long | Debt | EC | $318K | – | 0.10 |
| REPUBLIC OF GUATEMALA SR UNSECURED REGS 04/32 5.375 (GUATEMALA GOVT) | Long | Debt | GT | $191K | – | 0.06 |
| REPUBLIC OF PHILIPPINES SR UNSECURED 01/36 6.25 (PHILIPPINES GOVT) | Long | Debt | PH | $322K | – | 0.10 |
| REPUBLIC OF POLAND SR UNSECURED 03/29 4.625 (POLAND GOVT) | Long | Debt | PL | $791K | – | 0.26 |
| REPUBLIC OF POLAND SR UNSECURED 04/53 5.5 (POLAND GOVT) | Long | Debt | PL | $197K | – | 0.06 |
| REPUBLIC OF POLAND SR UNSECURED 09/34 5.125 (POLAND GOVT) | Long | Debt | PL | $591K | – | 0.19 |
| REPUBLIC OF POLAND SR UNSECURED 10/33 4.875 (POLAND GOVT) | Long | Debt | PL | $293K | – | 0.10 |
| REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875 (POLAND GOVT) | Long | Debt | PL | $2M | – | 0.54 |
| REPUBLIC OF POLAND SR UNSECURED REGS 02/43 4.25 (POLAND GOVT) | Long | Debt | PL | $437K | – | 0.14 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 05/27 3.125 (SERBIA GOVT) | Long | Debt | RS | $1M | – | 0.37 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 06/34 6 (SERBIA GOVT) | Long | Debt | RS | $296K | – | 0.10 |
| REPUBLIC OF SERBIA SR UNSECURED REGS 03/33 1.65 (SERBIA GOVT) | Long | Debt | RS | $804K | – | 0.26 |
| REPUBLIC OF SERBIA SR UNSECURED REGS 05/27 3.125 (SERBIA GOVT) | Long | Debt | RS | $308K | – | 0.10 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 07/44 5.375 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $151K | – | 0.05 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA11 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA11) | Long | ABS-mortgage backed security | US | $139K | – | 0.05 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA6) | Long | ABS-mortgage backed security | US | $164K | – | 0.05 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 2A11 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS12) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS16 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QS16) | Long | ABS-mortgage backed security | US | $91K | – | 0.03 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A1 (RESIDENTIAL ACCREDIT LOANS 2007-QA1) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA3 A1 (RESIDENTIAL ACCREDIT LOANS 2007-QA3) | Long | ABS-mortgage backed security | US | $219K | – | 0.07 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 2A3 (RESIDENTIAL FUNDING MTGE SEC 2007-S6) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| RFR CHF SRFXON3/-0.50000 09/15/21-5Y LCH | Derivative-interest rate | CH | $-133K | – | -0.04 | |
| RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH | Derivative-interest rate | CH | $-27K | – | -0.01 | |
| RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH | Derivative-interest rate | CH | $-36K | – | -0.01 | |
| RFR CHF SRFXON3/0.30000 02/15/22-5Y LCH | Derivative-interest rate | CH | $-24K | – | -0.01 | |
| RFR CHF SRFXON3/0.34250 05/16/22-5Y LCH | Derivative-interest rate | CH | $-15K | – | -0.00 | |
| RFR GBP SONIO/3.00000 06/17/25-10Y LCH | Derivative-interest rate | GB | $146K | – | 0.05 | |
| RFR GBP SONIO/3.00000 06/17/25-2Y LCH | Derivative-interest rate | GB | $-189K | – | -0.06 | |
| RFR GBP SONIO/3.75000 09/18/24-10Y LCH | Derivative-interest rate | GB | $-207K | – | -0.07 | |
| RFR GBP SONIO/3.75000 09/18/24-30Y LCH | Derivative-interest rate | GB | $-45K | – | -0.01 | |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $75K | – | 0.02 | |
| RFR JPY MUTK/0.00000 12/15/21-7Y LCH | Derivative-interest rate | JP | $-8K | – | -0.00 | |
| RFR JPY MUTK/0.60000 09/18/24-5Y LCH | Derivative-interest rate | JP | $-107K | – | -0.03 | |
| RFR JPY MUTK/0.78875 01/23/23-10Y LCH | Derivative-interest rate | JP | $53K | – | 0.02 | |
| RFR JPY MUTK/0.8000 06/15/22-30Y LCH | Derivative-interest rate | JP | $75K | – | 0.02 | |
| RFR JPY MUTK/0.85000 09/20/23-10Y LCH | Derivative-interest rate | JP | $3K | – | 0.00 | |
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH | Derivative-interest rate | JP | $-84K | – | -0.03 | |
| RFR USD SOFR/1.00000 06/15/22-7Y LCH | Derivative-interest rate | US | $-486K | – | -0.16 | |
| RFR USD SOFR/2.31000 01/16/24-1Y LCH | Derivative-interest rate | US | $-311K | – | -0.10 | |
| RFR USD SOFR/2.68750 04/04/24-1Y LCH | Derivative-interest rate | US | $-10K | – | -0.00 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-23K | – | -0.01 | |
| RFR USD SOFR/2.72100 04/10/24-1Y LCH | Derivative-interest rate | US | $-10K | – | -0.00 | |
| RFR USD SOFR/2.78500 04/10/24-1Y LCH | Derivative-interest rate | US | $-12K | – | -0.00 | |
| RFR USD SOFR/2.83500 04/10/24-1Y LCH | Derivative-interest rate | US | $-12K | – | -0.00 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-10K | – | -0.00 | |
| RFR USD SOFR/2.84500 11/15/23-1Y LCH | Derivative-interest rate | US | $-13K | – | -0.00 | |
| RFR USD SOFR/2.91000 11/14/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/2.92000 10/17/23-1Y LCH | Derivative-interest rate | US | $-20K | – | -0.01 | |
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH | Derivative-interest rate | US | $618K | – | 0.20 | |
| RFR USD SOFR/2.97300 10/27/23-1Y LCH | Derivative-interest rate | US | $-10K | – | -0.00 | |
| RFR USD SOFR/2.99250 10/13/23-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.01750 10/24/23-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.02000 11/08/23-1Y LCH | Derivative-interest rate | US | $-12K | – | -0.00 | |
| RFR USD SOFR/3.08750 11/07/23-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.15000 05/13/24-1Y LCH | Derivative-interest rate | US | $445K | – | 0.14 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.20000 05/13/24-1Y LCH | Derivative-interest rate | US | $37K | – | 0.01 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-9K | – | -0.00 | |
| RFR USD SOFR/3.25000 12/20/23-30Y LCH | Derivative-interest rate | US | $309K | – | 0.10 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $35K | – | 0.01 | |
| RFR USD SOFR/3.50000 12/18/24-1Y LCH | Derivative-interest rate | US | $186K | – | 0.06 | |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | Derivative-interest rate | US | $-454K | – | -0.15 | |
| RFR USD SOFR/3.65000 11/22/23-1Y LCH | Derivative-interest rate | US | $-11K | – | -0.00 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-12K | – | -0.00 | |
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH | Derivative-interest rate | US | $8K | – | 0.00 | |
| RFR USD SOFR/3.66213 03/01/24-4Y* LCH | Derivative-interest rate | US | $34K | – | 0.01 | |
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH | Derivative-interest rate | US | $77K | – | 0.03 | |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | Derivative-interest rate | US | $56K | – | 0.02 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $451K | – | 0.15 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $-208K | – | -0.07 | |
| RFR USD SOFR/3.75000 06/21/23-2Y LCH | Derivative-interest rate | US | $124K | – | 0.04 | |
| RFR USD SOFR/3.75000 11/21/23-1Y LCH | Derivative-interest rate | US | $-10K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-12K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | Derivative-interest rate | US | $20K | – | 0.01 | |
| RFR USD SOFR/3.85700 09/01/23-7Y* LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.89765 12/30/22-6Y* LCH | Derivative-interest rate | US | $-33K | – | -0.01 | |
| RFR USD SOFR/3.97000 02/27/24-5Y LCH | Derivative-interest rate | US | $-16K | – | -0.01 | |
| RFR USD SOFR/3.98104 09/01/23-4Y* LCH | Derivative-interest rate | US | $-103K | – | -0.03 | |
| RFR USD SOFR/3.98758 09/01/23-4Y* LCH | Derivative-interest rate | US | $-88K | – | -0.03 | |
| RFR USD SOFR/4.00000 03/20/24-30Y LCH | Derivative-interest rate | US | $-52K | – | -0.02 | |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | Derivative-interest rate | US | $165K | – | 0.05 | |
| RFR USD SOFR/4.15859 06/01/23-2Y* LCH | Derivative-interest rate | US | $124K | – | 0.04 | |
| RFR USD SOFR/4.22800 08/30/24-1Y LCH | Derivative-interest rate | US | $23K | – | 0.01 | |
| RFR USD SOFR/4.25000 12/20/23-2Y LCH | Derivative-interest rate | US | $383K | – | 0.12 | |
| RFR USD SOFR/4.75000 06/24/24-1Y LCH | Derivative-interest rate | US | $67K | – | 0.02 | |
| RFRF USD SF+26.161/1.249 08/31/21-3Y LCH | Derivative-interest rate | US | $37K | – | 0.01 | |
| RFRF USD SF+26.161/1.298 08/25/21-3Y LCH | Derivative-interest rate | US | $31K | – | 0.01 | |
| RFRF USD SF+26.161/2.9* 09/28/18-7Y* LCH | Derivative-interest rate | US | $163K | – | 0.05 | |
| RIPON MORTGAGES PLC RIPON 1RA A 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $2M | – | 0.61 |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A (ROCKFORD TOWER EUROPE CLO 2018-1A DAC) | Long | ABS-collateralized bond/debt obligation | IE | $750K | – | 0.24 |
| ROMANIA NOTES 144A 09/33 6.375 (ROMANIA GOVT) | Long | Debt | RO | $557K | – | 0.18 |
| ROMANIA SR UNSECURED 144A 02/36 5.625 (ROMANIA GOVT) | Long | Debt | RO | $105K | – | 0.03 |
| ROMANIA SR UNSECURED 144A 09/29 6.625 (ROMANIA GOVT) | Long | Debt | RO | $804K | – | 0.26 |
| ROMANIA SR UNSECURED REGS 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $322K | – | 0.10 |
| ROMANIA UNSECURED 144A 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $402K | – | 0.13 |
| ROMANIA UNSECURED 144A 04/41 2.75 (ROMANIA GOVT) | Long | Debt | RO | $70K | – | 0.02 |
| ROMANIA UNSECURED 144A 04/42 2.875 (ROMANIA GOVT) | Long | Debt | RO | $209K | – | 0.07 |
| ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT) | Long | Debt | RO | $175K | – | 0.06 |
| ROMANIA UNSECURED 144A 12/29 1.375 (ROMANIA GOVT) | Long | Debt | RO | $319K | – | 0.10 |
| ROMANIA UNSECURED 144A 12/40 2.625 (ROMANIA GOVT) | Long | Debt | RO | $70K | – | 0.02 |
| ROYAL BANK OF CANADA COVERED 144A 12/26 4.851 | Long | Debt | CA | $798K | – | 0.26 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | Long | Debt | KY | $294K | – | 0.10 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $1M | – | 0.47 |
| SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/29 3.5 (SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)) | Long | Debt | SA | $837K | – | 0.27 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/34 5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $5M | – | 1.73 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/53 5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $265K | – | 0.09 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875 (SAUDI ARABIA GOVT) | Long | Debt | SA | $782K | – | 0.25 |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25 (SAUDI ARABIA GOVT) | Long | Debt | SA | $180K | – | 0.06 |
| SCULPTOR EUROPEAN CLO SCULE 6A AR 144A (SCULE 6A) | Long | ABS-collateralized bond/debt obligation | IE | $750K | – | 0.24 |
| SINGAPORE GOVERNMENT BONDS 08/36 2.25 (SINGAPORE GOVT) | Long | Debt | SG | $453K | – | 0.15 |
| SINGAPORE GOVERNMENT SR UNSECURED 10/51 1.875 (SINGAPORE GOVT) | Long | Debt | SG | $63K | – | 0.02 |
| SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25 (SINGAPORE GOVT) | Long | Debt | SG | $2M | – | 0.72 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $450K | – | 0.15 |
| SOCIETE GENERALE 144A 01/33 VAR | Long | Debt | FR | $332K | – | 0.11 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -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 | $71K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $27K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $8K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $7K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $31K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $13K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $72K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $43K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $34K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-6K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-106.57 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-981.6 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-5K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-26K | – | -0.01 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $4K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240708 | Derivative-foreign exchange | CN | $4K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $690.27 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $903.93 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241210 | Derivative-foreign exchange | CN | $4K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241210 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250116 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250218 | Derivative-foreign exchange | CN | $434.37 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $31K | – | 0.01 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $20K | – | 0.01 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $10K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $9K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $969.55 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $385.01 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $4K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240708 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $14K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $15K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $12K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-423.22 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-924.77 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250102 | Derivative-foreign exchange | DK | $3K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $13K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $928K | – | 0.30 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $7K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 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 | $2K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $-841.62 | – | -0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $26K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-129.12 | – | -0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $98K | – | 0.03 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $22K | – | 0.01 | |
| SOLD HUF BOUGHT USD 20240719 | Derivative-foreign exchange | HU | $-2K | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $-6K | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-4.17 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-7.21 | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $295K | – | 0.10 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $95K | – | 0.03 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $1M | – | 0.38 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $250K | – | 0.08 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $232K | – | 0.08 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $86K | – | 0.03 | |
| SOLD JPY BOUGHT USD 20250421 | Derivative-foreign exchange | JP | $55K | – | 0.02 | |
| SOLD JPY BOUGHT USD 20250421 | Derivative-foreign exchange | JP | $39K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20250520 | Derivative-foreign exchange | JP | $100K | – | 0.03 | |
| SOLD JPY BOUGHT USD 20250620 | Derivative-foreign exchange | JP | $24K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20260105 | Derivative-foreign exchange | JP | $143K | – | 0.05 | |
| SOLD JPY BOUGHT USD 20260105 | Derivative-foreign exchange | JP | $48K | – | 0.02 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $9K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $8K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $3K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $3K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $3K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $1K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $108.5 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $98.62 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-412.84 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-35.91 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-543.44 | – | -0.00 | |
| SOLD MYR BOUGHT USD 20240717 | Derivative-foreign exchange | MY | $1.28 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $79.51 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $3K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $867.82 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $578.29 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $269.45 | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240705 | Derivative-foreign exchange | PE | $19K | – | 0.01 | |
| SOLD PEN BOUGHT USD 20240730 | Derivative-foreign exchange | PE | $6K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-5K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $5K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $11K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $968.02 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $648.39 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-223.65 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-154.62 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-485.73 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240723 | Derivative-foreign exchange | TR | $-3K | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $895.26 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $721.67 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $692.1 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $479.62 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $385.79 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $301.16 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $280.07 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $267.16 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $235.49 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $132.73 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $129.46 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240702 | Derivative-foreign exchange | ZA | $-4K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240802 | Derivative-foreign exchange | ZA | $-197.18 | – | -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 | $293K | – | 0.10 |
| SOUTH KOREA GOVT AS BP GST | Derivative-credit | US | $-20K | – | -0.01 | |
| SOUTH KOREA GOVT AS BP MYC | Derivative-credit | US | $-17K | – | -0.01 | |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC2 A2D (SPECIALTY UNDERWRITING & RESID 2006-BC2) | Long | ABS-mortgage backed security | US | $159K | – | 0.05 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR | Long | Debt | GB | $707K | – | 0.23 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/34 VAR | Long | Debt | GB | $722K | – | 0.23 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $590K | – | 0.19 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $687K | – | 0.22 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A (STWD 2021-HTS MORTGAGE TRUST 2021-HTS) | Long | ABS-mortgage backed security | US | $424K | – | 0.14 |
| STATE OF ISRAEL SR UNSECURED 01/33 4.5 (ISRAEL GOVT) | Long | Debt | IL | $721K | – | 0.23 |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A (STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.91 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1 (STRUCTURED ARM LOAN TRUST 2005-19XS) | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 3 4A (STRUCTURED ADJ RATE MTG LN 2006-3) | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A2 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $156K | – | 0.05 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A (STRUCTURED ASSET SEC CORP 2006-RF1) | Long | ABS-mortgage backed security | US | $108K | – | 0.04 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A (STRUCTURED ASSET SEC CORP 2006-RF4) | Long | ABS-mortgage backed security | US | $228K | – | 0.07 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/28 5.52 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $809K | – | 0.26 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 3A2 (SUNTRUST ADJR MRTG LN TR 2007-1) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $194K | – | 0.06 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 3 A (THORNBURG MORTGAGE SECURITIES TR 2004-3) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $892K | – | 0.29 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13X A1 REGS (TOWD POINT MORTGAGE FUNDING 2019-AUBURN 13 PLC 19-A13X) | Long | ABS-mortgage backed security | GB | $476K | – | 0.15 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $294K | – | 0.10 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A (TOWD POINT MORTGAGE TRUST 2020-2) | Long | ABS-mortgage backed security | US | $333K | – | 0.11 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $788K | – | 0.26 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.97 |
| TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.70 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 1.28 |
| TSY INFL IX N/B 01/29 2.5 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 1.86 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.41 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.82 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.71 |
| TSY INFL IX N/B 04/29 3.875 (UNITED STATES GOVT) | Long | Debt | US | $824K | – | 0.27 |
| TSY INFL IX N/B 07/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $547K | – | 0.18 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.94 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $194K | – | 0.06 |
| UBS AG STAMFORD CT SR UNSECURED 02/28 7.5 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $1M | – | 0.42 |
| UBS GROUP AG SR UNSECURED 144A 01/29 VAR | Long | Debt | CH | $472K | – | 0.15 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $262K | – | 0.09 |
| UBS GROUP AG SR UNSECURED REGS 01/28 VAR | Long | Debt | CH | $793K | – | 0.26 |
| UBS GROUP AG SR UNSECURED REGS 03/29 VAR | Long | Debt | CH | $738K | – | 0.24 |
| UNICREDIT SPA SR UNSECURED 144A 09/26 VAR | Long | Debt | IT | $480K | – | 0.16 |
| UNITED KINGDOM GILT BONDS REGS 07/51 1.25 (UNITED KINGDOM GOVT) | Long | Debt | GB | $6K | – | 0.00 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $482K | – | 0.16 |
| UNITED KINGDOM I/L GILT BONDS REGS 03/51 0.125 (UNITED KINGDOM GOVT) | Long | Debt | GB | $190K | – | 0.06 |
| UNITED KINGDOM I/L GILT BONDS REGS 11/42 0.625 (UNITED KINGDOM GOVT) | Long | Debt | GB | $292K | – | 0.10 |
| UNITED MEXICAN STATES SR UNSECURED 05/32 4.4899 (MEXICO GOVT) | Long | Debt | MX | $953K | – | 0.31 |
| UNITED MEXICAN STATES SR UNSECURED 12/99 5.75 (MEXICO GOVT) | Long | Debt | MX | $166K | – | 0.05 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-45K | – | -0.01 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-965.68 | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-313K | – | -0.10 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-25K | – | -0.01 | |
| US TREASURY N/B 02/28 4 (UNITED STATES GOVT) | Long | Debt | US | $295K | – | 0.10 |
| US TREASURY N/B 02/33 3.5 (UNITED STATES GOVT) | Long | Debt | US | $469K | – | 0.15 |
| US TREASURY N/B 02/34 4 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.63 |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 1.11 |
| US TREASURY N/B 02/54 4.25 (UNITED STATES GOVT) | Long | Debt | US | $952K | – | 0.31 |
| US TREASURY N/B 04/25 2.875 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 1.66 |
| US TREASURY N/B 05/52 2.875 (UNITED STATES GOVT) | Long | Debt | US | $147K | – | 0.05 |
| US TREASURY N/B 05/54 4.625 (UNITED STATES GOVT) | Long | Debt | US | $406K | – | 0.13 |
| US TREASURY N/B 07/27 2.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.77 |
| US TREASURY N/B 11/33 4.5 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.75 |
| US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.76 |
| US TREASURY N/B 11/50 1.625 (UNITED STATES GOVT) | Long | Debt | US | $876K | – | 0.28 |
| US TREASURY N/B 11/52 4 (UNITED STATES GOVT) | Long | Debt | US | $547K | – | 0.18 |
| US TREASURY N/B 11/53 4.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.50 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-381.28 | – | -0.00 | |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $606.12 | – | 0.00 |
| VENTURE CDO LTD VENTR 2019 38A A1R 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $901K | – | 0.29 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A (WASHINGTON MUTUAL 2002-AR9) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR12 A2A (WASHINGTON MUTUAL 2004-AR12) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A2 (WASHINGTON MUTUAL 2005-AR15) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3 (WASHINGTON MUTUAL 2006-AR12) | Long | ABS-mortgage backed security | US | $210K | – | 0.07 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $131K | – | 0.04 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 6 1CB (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2005-6) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 9 2A2 (WMALT MTGE PASS-THRU CERT 2005-9) | Long | ABS-mortgage backed security | US | $47K | – | 0.02 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 HY1 A2A (WASHINGTON MUTUAL MTGE P/T 2007-HY1) | Long | ABS-mortgage backed security | US | $223K | – | 0.07 |
| WELLS FARGO + COMPANY SR UNSECURED 04/34 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.39 |
| WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $519K | – | 0.17 |
| WIND RIVER CLO LTD WINDR 2014 1A ARR 144A (WIND RIVER CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $505K | – | 0.16 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $800K | – | 0.26 |
| ZCS BRL 6.745 08/01/19-01/02/25 CME | Derivative-interest rate | BR | $-51K | – | -0.02 |
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.