PIMCOFUNDS > PIMCO Funds
PIMCO CommoditiesPLUS Strategy Fund
$4.02B
Avg Monthly Net Assets
$5.20B
Total Assets
$565.67M
Total Liabilities
$4.63B
Net Assets
PIMCO CommoditiesPLUS Strategy Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has five share classes
and monthly net assets of $4.02B.
On August 28th, 2024 it reported 829 holdings, the largest
being (21.4%), (8.1%) and UMBS PASS THRU POOLS (4.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000088650 | PCLAX | |
| Class C | C000088651 | PCPCX | |
| Class I-2 | C000088654 | PCLPX | |
| Class I-3 | C000200462 | PCLNX | |
| Institutional | C000088655 | PCLIX |
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 |
|---|---|---|---|---|---|---|
| 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 A1A2 144A (1211 AVENUE OF THE AMERICAS TRUST 2015-1211) | Long | ABS-mortgage backed security | US | $965K | – | 0.02 |
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL | Derivative-interest rate | DE | $-265K | – | -0.01 | |
| ACE SECURITIES CORP. ACE 2004 HE4 M1 (ACE SECURITIES CORP 2004-HE4) | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| ACE SECURITIES CORP. ACE 2005 WF1 M4 (ACE SECURITIES CORP 2005-WF1) | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| ACHV ABS TRUST ACHV 2024 1PL A 144A (ACHV ABS TRUST 2024-1PL) | Long | ABS-other | US | $296K | – | 0.01 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 3A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $1M | – | 0.03 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $949K | – | 0.02 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $449K | – | 0.01 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $399K | – | 0.01 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $349K | – | 0.01 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $250K | – | 0.01 |
| ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A1 (ALLY AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.03 |
| AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $25M | – | 0.54 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $18M | – | 0.38 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2018 22A A 144A (AMMC CLO 22 LTD 2018-22A) | Long | ABS-collateralized bond/debt obligation | KY | $408K | – | 0.01 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $11M | – | 0.23 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A1 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $34M | – | 0.73 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A (ANCHORAGE CAPITAL CLO LTD 2018-10A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| APEX CREDIT CLO LLC APEXC 2018 2A A1RR (APEX CREDIT CLO 2018-II LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $398K | – | 0.01 |
| AREIT CRE TRUST AREIT 2022 CRE7 A 144A (AREIT TRUST 2022-CRE7) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2022 1A A 144A (ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2022-1A) | Long | ABS-other | US | $3M | – | 0.07 |
| ARMADA EURO CLO ARMDA 2A A1 144A (ARMADA EURO CLO #N/A FIELD NOT APPLICABLE-2A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.13 |
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A (ASCENT EDUCATION FUNDING TRUST 2024-A) | Long | ABS-other | US | $475K | – | 0.01 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A (ASHFORD HOSPITALITY TRUST 2018-ASHF) | Long | ABS-mortgage backed security | US | $430K | – | 0.01 |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE6 A5 (ASSET BACKED SEC HOME EQTY LN 2006-HE6) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $13M | – | 0.28 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A (ATLAS SENIOR LOAN FUND LTD 2018-10A) | Long | ABS-collateralized bond/debt obligation | KY | $254K | – | 0.01 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A (ATLAS SENIOR LOAN FUND XIII) | Long | ABS-collateralized bond/debt obligation | KY | $709K | – | 0.02 |
| ATLAS STATIC SENIOR LOAN FUND ATSTC 2022 1A AR 144A (ATSTC 2022-1A) | Long | ABS-collateralized bond/debt obligation | KY | $613K | – | 0.01 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A (ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A (ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| AURIUM CLO ACLO 1A ARR 144A (AURIUM CLO I DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.14 |
| AVOCA CLO AVOCA 14A A1R 144A (AVOCA CLO XIV LTD14A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.07 |
| AVOCA CLO AVOCA 17A ARR 144A (AVOCA CLO 17A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.20 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $181K | – | 0.00 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $19M | – | 0.40 |
| BABSON CLO LTD BABSN 2015 IA AR 144A (BABSON CLO LTD 2015-IA) | Long | ABS-collateralized bond/debt obligation | KY | $781K | – | 0.02 |
| BABSON CLO LTD BABSN 2018 1A A1 144A (BARINGS CLO LTD 2018-I) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $399K | – | 0.01 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $248K | – | 0.01 |
| BAIN CAPITAL EURO CLO BCCE 2018 1A A 144A (BAIN CAPITAL EURO CLO DAC 2018-1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.04 |
| BAIN CAPITAL EURO CLO BCCE 2021 2A A 144A (BAIN CAPITAL EURO CLO 2021-2 DAC 21-2A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.09 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A3 (BANC OF AMERICA FUNDING CORP 2007-C) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $565K | – | 0.01 |
| BANCA MONTE DEI PASCHI SIENA COMMON STOCK (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Equity-common | IT | $218K | 47K | 0.00 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $20M | – | 0.43 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $200K | – | 0.00 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $5M | – | 0.12 |
| BANK OF NOVA SCOTIA SR UNSECURED 06/27 5.4 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $16M | – | 0.34 |
| BANKERS HEALTHCARE GROUP SECUR BHG 2022 C A 144A (BHG SECURITIZATION TRUST 2022-C) | Long | ABS-other | US | $228K | – | 0.00 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM A 144A (BBCMS TRUST 2018-CBM) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $401K | – | 0.01 |
| BARCLAYS PLC SR UNSECURED 08/26 5.304 | Long | Debt | GB | $9M | – | 0.19 |
| BDS LTD BDS 2022 FL11 ATS 144A (BDS 2022-FL11 LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| BDS LTD BDS 2022 FL12 A 144A (BDS 2022-FL12 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1 (BEAR STEARNS ALT-A TRUST 2005-5) | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC2) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| BENEFIT STREET PARTNERS CLO LT BSP 2015 8A A1AR 144A (BENEFIT STREET PARTNERS CLO VIII LTD 2015) | Long | ABS-collateralized bond/debt obligation | KY | $468K | – | 0.01 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $944K | – | 0.02 |
| BENEFIT STREET PARTNERS CLO LT BSP 2019 17A AR 144A (BENEFIT STREET PARTNERS CLO XVII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.01 |
| BLACK DIAMOND CLO BLACK 2017 2A A1 144A (BLACK DIAMOND CLO 2017-2 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.11 |
| BLACKROCK EUROPEAN CLO DAC BECLO 11A A 144A (BLACKROCK EUROPEAN CLO XI DAC 11A) | Long | ABS-collateralized bond/debt obligation | IE | $12M | – | 0.26 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 22A A1 144A (BLUEMOUNTAIN CLO XXII LTD 2018-22A) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.01 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $949K | – | 0.02 |
| BMW CANADA AUTO TRUST BMWC 2024 1A A1 144A (BMW CANADA AUTO TRUST 2024-1A) | Long | ABS-other | CA | $368K | – | 0.01 |
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A (BMW CANADA AUTO TRUST 2024-1A) | Long | ABS-other | CA | $371K | – | 0.01 |
| BNPP AM EURO CLO BNPAM 2019 1A AR 144A (BNPP AM EURO CLO 2019 BV 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.15 |
| BOEING CO SR UNSECURED 02/26 2.196 (BOEING CO/THE) | Long | Debt | US | $376K | – | 0.01 |
| BOEING CO SR UNSECURED 05/25 4.875 (BOEING CO/THE) | Long | Debt | US | $693K | – | 0.01 |
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A (BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1) | Long | ABS-other | US | $500K | – | 0.01 |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-15K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-46K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-112K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-114K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-117K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-124K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-124K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-154K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-191K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-229K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-123K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $5K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $640.04 | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-617.93 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-785.75 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $104.83 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $47.98 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-9K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-46K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-78K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-170K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-175K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $-51K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-822.35 | – | -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 | |
| BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A (BPCRE HOLDER LLC 2022-FL2) | Long | ABS-collateralized bond/debt obligation | BM | $272K | – | 0.01 |
| BRAEMAR HOTELS + RESORTS TRUST BHR 2018 PRME A 144A (BHR 2018-PRME) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| BRENT CRUDE FUTR APR25 IFEU 20250228 | Derivative-commodity | GB | $422K | – | 0.01 | |
| BRENT CRUDE FUTR AUG25 IFEU 20250630 | Derivative-commodity | GB | $-339K | – | -0.01 | |
| BRENT CRUDE FUTR DEC24 IFEU 20241031 | Derivative-commodity | GB | $-2M | – | -0.04 | |
| BRENT CRUDE FUTR DEC25 IFEU 20251031 | Derivative-commodity | GB | $-62K | – | -0.00 | |
| BRENT CRUDE FUTR FEB25 IFEU 20241230 | Derivative-commodity | GB | $1M | – | 0.02 | |
| BRENT CRUDE FUTR JAN25 IFEU 20241129 | Derivative-commodity | GB | $-32K | – | -0.00 | |
| BRENT CRUDE FUTR JUL25 IFEU 20250530 | Derivative-commodity | GB | $-441K | – | -0.01 | |
| BRENT CRUDE FUTR JUN25 IFEU 20250430 | Derivative-commodity | GB | $2K | – | 0.00 | |
| BRENT CRUDE FUTR MAR25 IFEU 20250131 | Derivative-commodity | GB | $1M | – | 0.02 | |
| BRENT CRUDE FUTR MAY25 IFEU 20250331 | Derivative-commodity | GB | $14K | – | 0.00 | |
| BRENT CRUDE FUTR NOV24 IFEU 20240930 | Derivative-commodity | GB | $-572K | – | -0.01 | |
| BRENT CRUDE FUTR OCT24 IFEU 20240830 | Derivative-commodity | GB | $-385K | – | -0.01 | |
| BRENT CRUDE FUTR SEP24 IFEU 20240731 | Derivative-commodity | GB | $890K | – | 0.02 | |
| BRENT CRUDE FUTR SEP25 IFEU 20250731 | Derivative-commodity | GB | $-71K | – | -0.00 | |
| BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A (BSPRT 2022-FL9 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| BSST MORTGAGE TRUST BSST 2021 1818 A 144A (BSST 2021-1818 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $555K | – | 0.01 |
| CA CARBON ALLOW 24DEC24 IFED 20241224 | Derivative-commodity | US | $-811K | – | -0.02 | |
| CA CARBON ALLOW 25DEC25 IFED 20251224 | Derivative-commodity | US | $-818K | – | -0.02 | |
| CAIRN CLO BV CRNCL 2017 8A A 144A (CAIRN CLO VIII DAC 2017-8A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.04 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $448K | – | 0.01 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $250K | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 4A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 4A A1 144A (CARLYLE US CLO LTD 2017-4) | Long | ABS-collateralized bond/debt obligation | KY | $298K | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2015 3A A1AR 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2015-3 DAC 15-3A) | Long | ABS-collateralized bond/debt obligation | IE | $447K | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A (CARLYLE EURO CLO 2017-2 DAC 17-2A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.03 |
| CARVANA AUTO RECEIVABLES 08/27 5.96 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $500K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 A1 144A (CARVANA AUTO RECEIVABLES TRUST 2022-N1) | Long | ABS-other | US | $2M | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N1) | Long | ABS-other | US | $726K | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N3) | Long | ABS-other | US | $55K | – | 0.00 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2024-N1) | Long | ABS-other | US | $498K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2024-P1) | Long | ABS-other | US | $499K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2 (CARVANA AUTO RECEIVABLES TRUST 2024-P2) | Long | ABS-other | US | $1M | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3 (CARVANA AUTO RECEIVABLES TRUST 2024-P2) | Long | ABS-other | US | $1M | – | 0.02 |
| CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A (CBAM 2018-6 LTD 2019-10A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A (CBAM LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $282K | – | 0.01 |
| CDBZ24P35 DEC24 35 PUT FSO | Derivative-commodity | US | $-222K | – | -0.00 | |
| CEDAR FUNDING LTD CEDF 2016 5A A1R 144A (CEDAR FUNDING V CLO LTD 2016-5A) | Long | ABS-collateralized bond/debt obligation | KY | $796K | – | 0.02 |
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A (CHASE AUTO OWNER TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.04 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A (CHASE HOME LENDING MORTGAGE TRUST 2024-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CHASEFLEX TRUST CFLX 2006 1 A4 (CHASEFLEX TRUST 2006-1) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A (CHEVY CHASE MTGE FUNDING CORP 2004-1A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CIFC FUNDING LTD CIFC 2014 5A A1R2 144A (CIFC FUNDING LTD 2014-5A) | Long | ABS-collateralized bond/debt obligation | KY | $756K | – | 0.02 |
| CIFC FUNDING LTD CIFC 2018 1A A 144A (CIFC FUNDING LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $322K | – | 0.01 |
| CITIBANK NA SR UNSECURED 04/26 5.438 | Long | Debt | US | $13M | – | 0.27 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $6M | – | 0.13 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $502K | – | 0.01 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $817K | – | 0.02 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-2) | Long | ABS-other | US | $700K | – | 0.02 |
| CMBX.NA.AAA.8 SP DUB | Derivative-credit | US | $-475.75 | – | -0.00 | |
| COCOA FUTURE DEC24 IFUS 20241213 | Derivative-commodity | US | $-5M | – | -0.11 | |
| COCOA FUTURE MAR25 IFUS 20250314 | Derivative-commodity | US | $-27K | – | -0.00 | |
| COCOA FUTURE SEP24 IFUS 20240913 | Derivative-commodity | US | $6M | – | 0.14 | |
| COFF ROBUSTA 10TN SEP24 IFEU 20240924 | Derivative-commodity | GB | $-139K | – | -0.00 | |
| COFFEE 'C' FUTURE DEC24 IFUS 20241218 | Derivative-commodity | US | $153K | – | 0.00 | |
| COFFEE 'C' FUTURE SEP24 IFUS 20240918 | Derivative-commodity | US | $-96K | – | -0.00 | |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| COM FWD GASOILCO 2Q24 24.4 06/30/24 GST | Derivative-commodity | US | $-20K | – | -0.00 | |
| COM FWD JETCO 2Q24 26.6 06/30/24 GST | Derivative-commodity | US | $27K | – | 0.00 | |
| COM FWD NAPGASFO 4Q24 9.75 12/31/24 BPS | Derivative-commodity | US | $37K | – | 0.00 | |
| COMM MORTGAGE TRUST COMM 2016 787S A 144A (COMM MORTGAGE TRUST 2016-787S) | Long | ABS-mortgage backed security | US | $946K | – | 0.02 |
| COMM SWAP BCOMCT3 MEI | Derivative-commodity | US | $105K | – | 0.00 | |
| COMM SWAP BCOMF1NTC BPS | Derivative-commodity | US | $-21K | – | -0.00 | |
| COMM SWAP CMDSKEWLS GST | Derivative-commodity | US | $3M | – | 0.06 | |
| COMM SWAP JMABFNJ2 JPM | Derivative-commodity | US | $252K | – | 0.01 | |
| COMM SWAP JMABNIC5 JPM | Derivative-commodity | US | $264K | – | 0.01 | |
| COMM SWAP JMABNIU5 JPM | Derivative-commodity | US | $2K | – | 0.00 | |
| COMM SWAP PIMCODB CIB | Derivative-commodity | US | $379K | – | 0.01 | |
| COMM SWAP PIMCODB MAC | Derivative-commodity | US | $965K | – | 0.02 | |
| COMM SWAP SPGCINP GST | Derivative-commodity | US | $-31K | – | -0.00 | |
| COMM SWAP TBL/BCOMF1NTC GST | Derivative-commodity | US | $-209K | – | -0.00 | |
| COMM SWAP TBL/BCOMF1TC GST | Derivative-commodity | US | $-168K | – | -0.00 | |
| COMM SWAP TBL/BCOMF1TC JPM | Derivative-commodity | US | $-5M | – | -0.10 | |
| COMM SWAP TBL/BCOMTR JPM | Derivative-commodity | US | $5M | – | 0.10 | |
| COMM SWAP TBL/CSIXTR BPS | Derivative-commodity | US | $-146K | – | -0.00 | |
| COMM SWAP TBL/CSIXTR CIB | Derivative-commodity | US | $-82K | – | -0.00 | |
| COMM SWAP TBL/CSIXTR GST | Derivative-commodity | US | $-133K | – | -0.00 | |
| COMM SWAP TBL/CSIXTR JPM | Derivative-commodity | US | $-128K | – | -0.00 | |
| COMM SWAP TBL/CSIXTR MAC | Derivative-commodity | US | $-29K | – | -0.00 | |
| COMM SWAP TBL/CSIXTR MEI | Derivative-commodity | US | $-299K | – | -0.01 | |
| COMM SWAP TBL/CSIXTR RBC | Derivative-commodity | US | $-117K | – | -0.00 | |
| COMM SWAP TBL/CSIXTR SOG | Derivative-commodity | US | $-167K | – | -0.00 | |
| COMM SWAP TBL/CSIXTR UAG | Derivative-commodity | US | $-150K | – | -0.00 | |
| COMM SWAP TBL/PIMCODBU MAC | Derivative-commodity | US | $3K | – | 0.00 | |
| CONAGRA BRANDS INC | Long | Debt | US | $1M | – | 0.02 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $598K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $598K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $399K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $398K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $250K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.01 |
| CONSTELLATION ENERGY GENERATIO 07/24 ZCP (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $1M | – | 0.03 |
| CONTEGO CLO DAC CONTE 7A A 144A (CONTEGO CLO VII DAC) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.21 |
| COPPER FUTURE SEP24 XCEC 20240926 | Derivative-commodity | US | $-165.84 | – | -0.00 | |
| CORDATUS CLO PLC CORDA 3A A1RR 144A (CVC CORDATUS LOAN FUND III LTD CORDA-A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.10 |
| CORN FUTURE DEC24 XCBT 20241213 | Derivative-commodity | US | $242K | – | 0.01 | |
| CORN FUTURE DEC25 XCBT 20251212 | Derivative-commodity | US | $56K | – | 0.00 | |
| CORN FUTURE SEP24 XCBT 20240913 | Derivative-commodity | US | $6M | – | 0.13 | |
| CORN FUTURE OPTN DEC24P 400 EXP 11/22/2024 | Derivative-commodity | US | $-231K | – | -0.00 | |
| CORN FUTURE OPTN SEP24C 450 EXP 08/23/2024 | Derivative-commodity | US | $110K | – | 0.00 | |
| COTTON NO.2 FUTR DEC24 IFUS 20241206 | Derivative-commodity | US | $997K | – | 0.02 | |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22) | Long | ABS-mortgage backed security | US | $503K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 5 M1 (COUNTRYWIDE ASSET-BACKED CERT 2004-5) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2004-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A2 (COUNTRYWIDE HOME LOANS 2004-HYB7) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB4 2A1 (COUNTRYWIDE HOME LOANS 2005-HYB4) | Long | ABS-mortgage backed security | US | $766K | – | 0.02 |
| CPS AUTO TRUST CPS 2024 C A 144A (CPS AUTO RECEIVABLES TRUST 2024-C) | Long | ABS-other | US | $500K | – | 0.01 |
| CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A (CQS US CLO 2022-2A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.07 |
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A (CRB SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $567K | – | 0.01 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.05 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $798K | – | 0.02 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $597K | – | 0.01 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.04 |
| CRUDE OIL FUT OPT AUG24C 83 EXP 07/17/2024 | Derivative-commodity | US | $-139K | – | -0.00 | |
| CRUDE OIL FUT OPT AUG24C 84 EXP 07/17/2024 | Derivative-commodity | US | $-63K | – | -0.00 | |
| CRUDE OIL FUT OPT AUG24C 85 EXP 07/17/2024 | Derivative-commodity | US | $-112K | – | -0.00 | |
| CRUDE OIL FUT OPT SEP24C 81 EXP 08/15/2024 | Derivative-commodity | US | $-133K | – | -0.00 | |
| CRUDE OIL FUT OPT SEP24C 83 EXP 08/15/2024 | Derivative-commodity | US | $-110K | – | -0.00 | |
| CRUDE OIL FUT OPT SEP24C 84 EXP 08/15/2024 | Derivative-commodity | US | $-92K | – | -0.00 | |
| CRUDE OIL FUT OPT SEP24C 85 EXP 08/15/2024 | Derivative-commodity | US | $-76K | – | -0.00 | |
| CRUDE OIL FUT OPT SEP24C 86 EXP 08/15/2024 | Derivative-commodity | US | $-106K | – | -0.00 | |
| CRUDE OIL OPT IPE OCT24C 87 EXP 08/27/2024 | Derivative-commodity | GB | $-122K | – | -0.00 | |
| CRUDE OIL OPT IPE OCT24C 88 EXP 08/27/2024 | Derivative-commodity | GB | $-104K | – | -0.00 | |
| CRUDE OIL OPT IPE OCT24C 89 EXP 08/27/2024 | Derivative-commodity | GB | $-179K | – | -0.00 | |
| CRUDE OIL OPT IPE OCT24C 90 EXP 08/27/2024 | Derivative-commodity | GB | $-90K | – | -0.00 | |
| CRUDE OIL OPT IPE OCT24C 91 EXP 08/27/2024 | Derivative-commodity | GB | $-67K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 83.5 EXP 07/26/2024 | Derivative-commodity | GB | $-164K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 84 EXP 07/26/2024 | Derivative-commodity | GB | $-148K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 87 EXP 07/26/2024 | Derivative-commodity | GB | $-120K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 88 EXP 07/26/2024 | Derivative-commodity | GB | $-65K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 89 EXP 07/26/2024 | Derivative-commodity | GB | $-32K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 90 EXP 07/26/2024 | Derivative-commodity | GB | $-50K | – | -0.00 | |
| DEUTSCHE BANK REPO REPO | Long | Repurchase agreement | US | $175M | – | 3.77 |
| DEUTSCHE BANK REPO REPO | Long | Repurchase agreement | US | $9M | – | 0.19 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 (DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $460K | – | 0.01 |
| DRYDEN LEVERAGED LOAN CDO DRYD 2016 48A A2R 144A (DRYDEN 48 EURO CLO 2016 DAC 16-48A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.07 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A (DRYDEN 60 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| DRYDEN SENIOR LOAN FUND DRSLF 2019 72A AR 144A (DRYDEN CLO LTD 2019-72A) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.01 |
| DUTCH TTF OPT FSM AUG24C 40 EXP 07/26/2024 | Derivative-commodity | NL | $-26K | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24C 45 EXP 07/26/2024 | Derivative-commodity | NL | $-11K | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24C 47 EXP 07/26/2024 | Derivative-commodity | NL | $-43K | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24C 60 EXP 07/26/2024 | Derivative-commodity | NL | $-223.1 | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24C 65 EXP 07/26/2024 | Derivative-commodity | NL | $-100.39 | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24C 70 EXP 07/26/2024 | Derivative-commodity | NL | $-78.89 | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24C 75 EXP 07/26/2024 | Derivative-commodity | NL | $-86.05 | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24P 25 EXP 07/26/2024 | Derivative-commodity | NL | $-860.53 | – | -0.00 | |
| DUTCH TTF OPT FSM AUG24P 29 EXP 07/26/2024 | Derivative-commodity | NL | $-50K | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 40 EXP 08/27/2024 | Derivative-commodity | NL | $-71K | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 45 EXP 08/27/2024 | Derivative-commodity | NL | $-44K | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 60 EXP 08/27/2024 | Derivative-commodity | NL | $-2K | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 65 EXP 08/27/2024 | Derivative-commodity | NL | $-1K | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 70 EXP 08/27/2024 | Derivative-commodity | NL | $-1K | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 75 EXP 08/27/2024 | Derivative-commodity | NL | $-2K | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24P 25 EXP 08/27/2024 | Derivative-commodity | NL | $-2K | – | -0.00 | |
| ECX EMISSION DEC24 NDEX 20241216 | Derivative-commodity | NL | $48K | – | 0.00 | |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $448K | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $300K | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $299K | – | 0.01 |
| EUROSAIL PLC ESAIL 2007 3A A3C 144A (EUROSAIL PLC 2007-3A) | Long | ABS-mortgage backed security | GB | $183K | – | 0.00 |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $538K | – | 0.01 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 4A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $6M | – | 0.13 |
| FANNIE MAE FNR 2006 98 FA (FANNIE MAE 2006-98) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE FNR 2007 75 VF (FANNIE MAE 2007-75) | Long | ABS-mortgage backed security | US | $326K | – | 0.01 |
| FANNIE MAE FNR 2024 10 AF (FANNIE MAE REMICS 2024-10) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE FNR 2024 38 FA (FANNIE MAE REMICS 2024-38) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE NOTES 04/26 2.125 (FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)) | Long | Debt | US | $5M | – | 0.12 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $500K | – | 0.01 |
| FED HM LN PC POOL G18666 FG 11/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| FED HM LN PC POOL J16732 FG 10/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FED HM LN PC POOL J17508 FG 12/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A (FIFTH THIRD AUTO TRUST 2023-1) | Long | ABS-other | US | $307K | – | 0.01 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A (FHF TRUST 2022-1A) | Long | ABS-other | US | $154K | – | 0.00 |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A (FHF ISSUER TRUST 2024-2A) | Long | ABS-other | US | $501K | – | 0.01 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA2 2A1 (FIRST HORIZON ALT MTGE SEC 2005-AA2) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $3M | – | 0.06 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A (FLAGSHIP CREDIT AUTO TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.03 |
| FNMA POOL AJ7717 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA POOL AS4380 FN 02/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL BK3180 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $341K | – | 0.01 |
| FNMA POOL BM2000 FN 05/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL CA1535 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL MA3120 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL MA3182 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA POOL MA3210 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399K | – | 0.01 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-13M | – | -0.28 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222M | – | 4.80 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.06 |
| FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| FREDDIE MAC FHR 3096 FX (FREDDIE MAC 3096) | Long | ABS-mortgage backed security | US | $833K | – | 0.02 |
| FREDDIE MAC FHR 3179 FP (FREDDIE MAC-3179) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FREDDIE MAC FHR 3381 FA (FREDDIE MAC 3381) | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| FREDDIE MAC FHR 3397 FC (FREDDIE MAC 3397) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FREDDIE MAC FHR 5383 AF (FREDDIE MAC REMICS 5383) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FREDDIE MAC FHR 5426 AF (FREDDIE MAC REMICS 5426) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FREDDIE MAC FHR 5426 BF (FREDDIE MAC REMICS 5426) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FREDDIE MAC FHR 5426 CF (FREDDIE MAC REMICS 5426) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FREDDIEMAC STRIP FHS 278 F1 (FREDDIE MAC STRIPS 278) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 2A3 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 1A1 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $739K | – | 0.02 |
| FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A (FS RIALTO 2022-FL4) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.16 |
| GA GLOBAL FUNDING TRUST SECURED 144A 04/25 VAR | Long | Debt | US | $8M | – | 0.16 |
| GASOLINE RBOB FUT DEC24 XNYM 20241129 | Derivative-commodity | US | $-28K | – | -0.00 | |
| GASOLINE RBOB FUT SEP24 XNYM 20240830 | Derivative-commodity | US | $-12K | – | -0.00 | |
| GEORGIA POWER CO SR UNSECURED 05/25 VAR (GEORGIA POWER COMPANY) | Long | Debt | US | $3M | – | 0.07 |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $800K | – | 0.02 |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $249K | – | 0.01 |
| GLOBEX NATURL GAS AUG24 XNYM 20240726 | Derivative-commodity | US | $75K | – | 0.00 | |
| GLOBEX NATURL GAS SEP24 XNYM 20240827 | Derivative-commodity | US | $52K | – | 0.00 | |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A) | Long | ABS-other | US | $499K | – | 0.01 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $8M | – | 0.17 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $6M | – | 0.13 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A1 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $500K | – | 0.01 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $500K | – | 0.01 |
| GOLD 100 OZ FUTR AUG24 XCEC 20240828 | Derivative-commodity | US | $3M | – | 0.06 | |
| GOLD 100 OZ FUTR DEC24 XCEC 20241227 | Derivative-commodity | US | $-10K | – | -0.00 | |
| GOLD 100 OZ FUTR OCT24 XCEC 20241029 | Derivative-commodity | US | $2K | – | 0.00 | |
| GOLD CMX WR FAC 2001 JPM BOS (COMMODITY WAREHOUSE RECEIPT) | Long | Commodity | US | $192M | 83K | 4.14 |
| GOLD CMX WR FAC 3002 SCOTIA BOS (COMMODITY WAREHOUSE RECEIPT) | Long | Commodity | US | $39M | 17K | 0.84 |
| GOLD CMX WR FAC 4001 BRINKS BOS (COMMODITY WAREHOUSE RECEIPT) | Long | Commodity | US | $79M | 34K | 1.70 |
| GOLD CMX WR FAC 4002 BRINKS2 BOS (COMMODITY WAREHOUSE RECEIPT) | Long | Commodity | US | $10M | 4K | 0.22 |
| GOLD CMX WR FAC 4003 BRINKS3 BOS (COMMODITY WAREHOUSE RECEIPT) | Long | Commodity | US | $8M | 4K | 0.18 |
| GOLD CMX WR FAC 4204 LOOMIS BOS (COMMODITY WAREHOUSE RECEIPT) | Long | Commodity | US | $2M | 964 | 0.05 |
| GOLD CMX WR FAC 5001 HSBC BOS (COMMODITY WAREHOUSE RECEIPT) | Long | Commodity | US | $62M | 27K | 1.33 |
| GOLD CMX WR FAC 6001 DELAWARE BOS (COMMODITY WAREHOUSE RECEIPT) | Long | Commodity | US | $695K | 300 | 0.02 |
| GOLD CMX WR FAC 6010 DELAWARE BOS (COMMODITY WAREHOUSE RECEIPT) | Long | Commodity | US | $48M | 21K | 1.04 |
| GOLD CMX WR FAC 6012 MALCA BOS (COMMODITY WAREHOUSE RECEIPT) | Long | Commodity | US | $35M | 15K | 0.75 |
| GOLD CMX WR FAC 7002 MTB BOS (COMMODITY WAREHOUSE RECEIPT) | Long | Commodity | US | $14M | 6K | 0.30 |
| GOLD FUT OPT(CMX) AUG24C 2450 EXP 07/25/2024 | Derivative-commodity | US | $-123K | – | -0.00 | |
| GOLD FUT OPT(CMX) AUG24C 2500 EXP 07/25/2024 | Derivative-commodity | US | $-22K | – | -0.00 | |
| GOLD FUT OPT(CMX) AUG24C 2550 EXP 07/25/2024 | Derivative-commodity | US | $-6K | – | -0.00 | |
| GOLD FUT OPT(CMX) AUG24C 2600 EXP 07/25/2024 | Derivative-commodity | US | $-5K | – | -0.00 | |
| GOLD FUT OPT(CMX) SEP24C 2500 EXP 08/27/2024 | Derivative-commodity | US | $-82K | – | -0.00 | |
| GOLD FUT OPT(CMX) SEP24C 2550 EXP 08/27/2024 | Derivative-commodity | US | $-51K | – | -0.00 | |
| GOLD FUT OPT(CMX) SEP24C 2600 EXP 08/27/2024 | Derivative-commodity | US | $-21K | – | -0.00 | |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $24M | – | 0.52 |
| GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $1M | – | 0.03 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/25 VAR | Long | Debt | US | $6M | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 22 IO (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-22) | Long | ABS-mortgage backed security | US | $176.93 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H25 SA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H25) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H15) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GPMT LTD. GPMT 2021 FL3 A 144A (GPMT LLC 2021-FL3) | Long | ABS-mortgage backed security | KY | $1M | – | 0.03 |
| GREYWOLF CLO LTD GWOLF 2015 1A A1R 144A (GREYWOLF CLO LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $766K | – | 0.02 |
| GS MORTGAGE SECURITIES TRUST GSMS 2005 ROCK A 144A (GS MORTGAGE SEC CORP II 2005-ROCK) | Long | ABS-mortgage backed security | US | $983K | – | 0.02 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 HULA A 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-HULA) | Long | ABS-mortgage backed security | US | $13M | – | 0.28 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GSAMP TRUST GSAMP 2006 FM3 A2C (GSAMP TRUST 2006-FM3) | Long | ABS-mortgage backed security | US | $327K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-10) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-9) | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $451K | – | 0.01 |
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 (HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A) | Long | ABS-other | US | $500K | – | 0.01 |
| HARVEST CLO HARVT 22A AR 144A (HARVEST CLO XXII DAC 22A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.12 |
| HARVEST CLO HARVT 8A ARR 144A (HARVEST CLO VIII DAC 8A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.09 |
| HAWAII HOTEL TRUST 2019 MAUI HHT 2019 MAUI A 144A (HHT-2019-MAUI) | Long | ABS-mortgage backed security | US | $16M | – | 0.34 |
| HAYFIN EMERALD CLO HAYEM 2A AR 144A (HAYFIN EMERALD CLO II DAC) | Long | ABS-collateralized bond/debt obligation | IE | $30M | – | 0.65 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A (HERTZ VEHICLE FINANCING LLC 2022-1A) | Long | ABS-other | US | $3M | – | 0.06 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A) | Long | ABS-other | US | $8M | – | 0.18 |
| HGI CRE CLO LTD HGI 2022 FL3 A 144A (HGI CRE CLO 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT A 144A (HOSPITALITY MORTGAGE TRUST 2019-HIT) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $2M | – | 0.03 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $500K | – | 0.01 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 A A2A 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A) | Long | ABS-other | US | $5M | – | 0.11 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.03 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.04 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 5.45 | Long | Debt | US | $2M | – | 0.05 |
| INDYMAC HOME EQUITY LOAN ASSET INHEL 2004 B M1 (INDYMAC HOME EQUITY LOAN ABS TR 2004-B) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR1) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A2 (INDYMAC INDX MTGE LOAN TRUST 2006-AR15) | Long | ABS-mortgage backed security | US | $573K | – | 0.01 |
| INF SWAP US IT 2.2425 11/21/16-10Y LCH | Derivative-interest rate | US | $-5M | – | -0.10 | |
| ING GROEP NV SR UNSECURED 03/26 VAR | Long | Debt | NL | $10M | – | 0.22 |
| INTEL CORPORATION | Long | Debt | US | $2M | – | 0.04 |
| INTEL CORPORATION | Long | Debt | US | $1M | – | 0.03 |
| INTEL CORPORATION | Long | Debt | US | $697K | – | 0.02 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $2M | – | 0.05 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $299K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $250K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $250K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $250K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.01 |
| INTERMEDIATE CAPITAL MANAGERS ICGE 2021 1A A 144A (ICG EURO CLO 2021-1 DAC 21-1A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.18 |
| INTOWN 2022 STAY TOWN 2022 STAY A 144A (INTOWN 2022-STAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| INVESCO EURO CLO INVSC 3A A 144A (INVESCO EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.10 |
| J P MORGAN TERM REPO | Long | Repurchase agreement | US | $168M | – | 3.62 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S3 A4 (JP MORGAN ALTERNATIVE LN TRUST 2006-S3) | Long | ABS-mortgage backed security | US | $807K | – | 0.02 |
| JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $849K | – | 0.02 |
| JAPAN TREASURY DISC BILL BILLS 07/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $40M | – | 0.86 |
| JAPAN TREASURY DISC BILL BILLS 08/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $62M | – | 1.33 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $77M | – | 1.67 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $74M | – | 1.59 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $39M | – | 0.85 |
| JETCIFNWE VS BNT1SAUG24 IFEU 20240830 | Derivative-commodity | GB | $51K | – | 0.00 | |
| JETCIFNWE VS BNT1SJUL24 IFEU 20240731 | Derivative-commodity | GB | $62K | – | 0.00 | |
| JETCIFNWE VS BNT1SSEP24 IFEU 20240930 | Derivative-commodity | GB | $40K | – | 0.00 | |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $9M | – | 0.20 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFL 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT) | Long | ABS-mortgage backed security | US | $976K | – | 0.02 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFX 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 7CB1 (JP MORGAN MORTGAGE TRUST-2005-A2) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $18M | – | 0.39 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.02 |
| JUBILEE CDO BV JUBIL 2019 23A A 144A (JUBILEE CLO 2019-XXIII DAC 19-23A) | Long | ABS-collateralized bond/debt obligation | IE | $16M | – | 0.35 |
| KC HRW WHEAT FUT DEC24 XCBT 20241213 | Derivative-commodity | US | $-4M | – | -0.08 | |
| KC HRW WHEAT FUT MAR25 XCBT 20250314 | Derivative-commodity | US | $-71K | – | -0.00 | |
| KC HRW WHEAT FUT SEP24 XCBT 20240913 | Derivative-commodity | US | $-578K | – | -0.01 | |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $2M | – | 0.04 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $697K | – | 0.02 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $249K | – | 0.01 |
| KREF 2022 FL3 LTD KREF 2022 FL3 A 144A (KREF 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $848K | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $648K | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $647K | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.01 |
| LCM LTD PARTNERSHIP LCM 15A AR2 144A (LCM XV LP 15A) | Long | ABS-collateralized bond/debt obligation | KY | $169K | – | 0.00 |
| LCM LTD PARTNERSHIP LCM 17A A1AR 144A (LCM XVII LP 17A) | Long | ABS-collateralized bond/debt obligation | KY | $564K | – | 0.01 |
| LCM LTD PARTNERSHIP LCM 24A AR 144A (LCM XXIV LTD 24A) | Long | ABS-collateralized bond/debt obligation | KY | $297K | – | 0.01 |
| LCM LTD PARTNERSHIP LCM 30A AR 144A (LCM 30 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $700K | – | 0.02 |
| LEAN HOGS FUTURE OCT24 XCME 20241014 | Derivative-commodity | US | $151K | – | 0.00 | |
| LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST2 A 144A (LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2) | Long | ABS-other | US | $2M | – | 0.05 |
| LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST3 A 144A (LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST3) | Long | ABS-other | US | $5M | – | 0.11 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $28M | – | 0.60 |
| LETRA TESOURO NACIONAL BILLS 10/24 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $8M | – | 0.17 |
| LIVE CATTLE FUTR OCT24 XCME 20241031 | Derivative-commodity | US | $145K | – | 0.00 | |
| LME COPPER FUTURE AUG24 XLME 20240819 | Derivative-commodity | GB | $4K | – | 0.00 | |
| LME COPPER FUTURE JUL24 XLME 20240715 | Derivative-commodity | GB | $-862K | – | -0.02 | |
| LME COPPER FUTURE SEP24 XLME 20240916 | Derivative-commodity | GB | $19K | – | 0.00 | |
| LME LEAD FUTURE SEP24 XLME 20240916 | Derivative-commodity | GB | $182K | – | 0.00 | |
| LME NICKEL FUTURE SEP24 XLME 20240916 | Derivative-commodity | GB | $-809K | – | -0.02 | |
| LME PRI ALUM FUTR SEP24 XLME 20240916 | Derivative-commodity | GB | $197K | – | 0.00 | |
| LME ZINC FUTURE SEP24 XLME 20240916 | Derivative-commodity | GB | $-64K | – | -0.00 | |
| LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A (LOANCORE ISSUER LTD 2021-CRE5) | Long | ABS-collateralized bond/debt obligation | KY | $304K | – | 0.01 |
| LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A (LOANCORE ISSUER LTD 2021-CRE6) | Long | ABS-collateralized bond/debt obligation | KY | $641K | – | 0.01 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $403.49 | – | 0.00 | |
| LOSULGO1 VS BNT1STAUG24 IFEU 20240830 | Derivative-commodity | GB | $-35K | – | -0.00 | |
| LOSULGO1 VS BNT1STJUL24 IFEU 20240731 | Derivative-commodity | GB | $-44K | – | -0.00 | |
| LOSULGO1 VS BNT1STSEP24 IFEU 20240930 | Derivative-commodity | GB | $-25K | – | -0.00 | |
| LOW SU GASOIL G DEC24 IFEU 20241212 | Derivative-commodity | GB | $833K | – | 0.02 | |
| LOW SU GASOIL G JAN25 IFEU 20250110 | Derivative-commodity | GB | $-124K | – | -0.00 | |
| LOW SU GASOIL G JUN25 IFEU 20250612 | Derivative-commodity | GB | $-382K | – | -0.01 | |
| LOW SU GASOIL G NOV24 IFEU 20241112 | Derivative-commodity | GB | $-386K | – | -0.01 | |
| LOW SU GASOIL G OCT24 IFEU 20241010 | Derivative-commodity | GB | $66K | – | 0.00 | |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A1 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $65K | – | 0.00 |
| M360 LTD. M360 2021 CRE3 A 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $681K | – | 0.01 |
| MADISON PARK FUNDING LTD MDPK 2018 30A A 144A (MADISON PARK FUNDING XXX LTD 2018-30A) | Long | ABS-collateralized bond/debt obligation | KY | $962K | – | 0.02 |
| MAN GLG EURO CLO GLGE 1A A1RR 144A (GLG EURO CLO 1A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.10 |
| MAN GLG EURO CLO GLGE 6A AR 144A (MAN GLG EURO 6A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.05 |
| MARATHON OIL CORPORAT (MARATHON OIL CORPORATION) | Long | Debt | US | $599K | – | 0.01 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $348K | – | 0.01 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $298K | – | 0.01 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $248K | – | 0.01 |
| MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1 (MASSACHUSETTS EDUC FINANCING AUTH 2008-1) | Long | ABS-other | US | $223K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A (MELLON RESIDENTIAL FUND CORP 2002-TBC1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9 (MERRILL LYNCH MORTGAGE INVS 2005-A5) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $80M | – | 1.74 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $37M | – | 0.79 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $37M | – | 0.79 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $963K | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| MFRA TRUST MFRA 2022 NQM1 A1 144A (MFA 2022-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| MICROCHIP TECHNOLOGY INCORPORA 07/24 ZCP (MICROCHIP TECHNOLOGY INCORPORATED) | Long | Debt | US | $249K | – | 0.01 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 1 2A2 (MLCC MORTGAGE INVESTORS INC 2004-1) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A (MLCC MORTGAGE INVESTORS INC 2006-2) | Long | ABS-mortgage backed security | US | $246.08 | – | 0.00 |
| MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR | Long | Debt | US | $2M | – | 0.05 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $7M | – | 0.14 |
| MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882 | Long | Debt | US | $4M | – | 0.08 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE3 M5 (MORGAN STANLEY ABS CAPITAL I 2005-HE3) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| MORGAN STANLEY SR UNSECURED 01/28 VAR | Long | Debt | US | $138K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 02/29 VAR | Long | Debt | US | $100K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $4M | – | 0.09 |
| MORGAN STANLEY SR UNSECURED 04/26 VAR | Long | Debt | US | $14M | – | 0.29 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $808K | – | 0.02 |
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A (MOUNTAIN VIEW CLO XVI LTD 2022-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| MRCD MORTGAGE TRUST MRCD 2019 PARK A 144A (MRCD 2019-PARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| NAT GAS EURO OPT AUG24P 2.25 EXP 07/26/2024 | Derivative-commodity | US | $-70K | – | -0.00 | |
| NAT GAS EURO OPT AUG24P 2.4 EXP 07/26/2024 | Derivative-commodity | US | $-75K | – | -0.00 | |
| NAT GAS EURO OPT AUG24P 2.5 EXP 07/26/2024 | Derivative-commodity | US | $-113K | – | -0.00 | |
| NAT GAS EURO OPT AUG24P 2.55 EXP 07/26/2024 | Derivative-commodity | US | $-276K | – | -0.01 | |
| NAT GAS EURO OPT AUG24P 2.6 EXP 07/26/2024 | Derivative-commodity | US | $-160K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.2 EXP 08/27/2024 | Derivative-commodity | US | $-78K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.35 EXP 08/27/2024 | Derivative-commodity | US | $-117K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.4 EXP 08/27/2024 | Derivative-commodity | US | $-139K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.45 EXP 08/27/2024 | Derivative-commodity | US | $-153K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.5 EXP 08/27/2024 | Derivative-commodity | US | $-246K | – | -0.01 | |
| NAT GAS EURO OPT SEP24P 2.55 EXP 08/27/2024 | Derivative-commodity | US | $-196K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.6 EXP 08/27/2024 | Derivative-commodity | US | $-220K | – | -0.00 | |
| NATURAL GAS FUTR APR25 XNYM 20250327 | Derivative-commodity | US | $-72K | – | -0.00 | |
| NATURAL GAS FUTR AUG24 XNYM 20240729 | Derivative-commodity | US | $851K | – | 0.02 | |
| NATURAL GAS FUTR DEC24 XNYM 20241126 | Derivative-commodity | US | $-21K | – | -0.00 | |
| NATURAL GAS FUTR FEB25 XNYM 20250129 | Derivative-commodity | US | $-98K | – | -0.00 | |
| NATURAL GAS FUTR JAN25 XNYM 20241227 | Derivative-commodity | US | $3M | – | 0.06 | |
| NATURAL GAS FUTR MAR25 XNYM 20250226 | Derivative-commodity | US | $-754K | – | -0.02 | |
| NATURAL GAS FUTR NOV24 XNYM 20241029 | Derivative-commodity | US | $-1M | – | -0.02 | |
| NATURAL GAS FUTR OCT24 XNYM 20240926 | Derivative-commodity | US | $-2M | – | -0.04 | |
| NATURAL GAS FUTR SEP24 XNYM 20240828 | Derivative-commodity | US | $4M | – | 0.08 | |
| NAVIENT STUDENT LOAN TRUST NAVSL 2014 AA A3 144A (NAVIENT STUDENT LOAN TRUST 2014-AA) | Long | ABS-other | US | $2M | – | 0.04 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A3 144A (NAVIENT STUDENT LOAN TRUST 2015-AA) | Long | ABS-other | US | $1M | – | 0.03 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A (NAVIENT STUDENT LOAN TRUST 2015-BA) | Long | ABS-other | US | $2M | – | 0.04 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A (NAVIENT STUDENT LOAN TRUST 2019-BA) | Long | ABS-other | US | $5M | – | 0.11 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 CA A2B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-CA) | Long | ABS-other | US | $1M | – | 0.03 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA) | Long | ABS-other | US | $289K | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2021 BA A 144A (NAVSL-2021-BA) | Long | ABS-other | US | $6M | – | 0.14 |
| NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A (NEW ORLEANS HOTEL TRUST 2019-HNLA) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| NEW ZEALAND GVT ILB BONDS REGS 09/25 2 (NEW ZEALAND GOVT) | Long | Debt | NZ | $2M | – | 0.04 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $2M | – | 0.04 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $948K | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $849K | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $799K | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $745K | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $499K | – | 0.01 |
| NORTH WESTERLY CLO BV NWEST VI A A 144A (NORTH WESTERLY VI BV VI-A) | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.23 |
| NY HARB ULSD FUT DEC24 XNYM 20241129 | Derivative-commodity | US | $-135K | – | -0.00 | |
| NY HARB ULSD FUT SEP24 XNYM 20240830 | Derivative-commodity | US | $-15K | – | -0.00 | |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $10M | – | 0.22 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $962K | – | 0.02 |
| OCP EURO CLO OCPE 2017 2A A 144A (OCP EURO CLO DAC 2017-2A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.06 |
| OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A (OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A (ONE MARKET PLAZA TRUST 2017-1MKT) | Long | ABS-mortgage backed security | US | $655K | – | 0.01 |
| ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-mortgage backed security | US | $14M | – | 0.30 |
| ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2021 1A A2 144A (OMFIT-2021-1A) | Long | ABS-other | US | $1M | – | 0.03 |
| OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1A1D (OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-2) | Long | ABS-mortgage backed security | US | $866K | – | 0.02 |
| OZLM LTD OZLM 2015 11A A1R 144A (OZLM XI LTD 2015-11A) | Long | ABS-collateralized bond/debt obligation | KY | $311K | – | 0.01 |
| OZLME OZLME 4A A1 144A (OZLME IV DAC A4) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.10 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 1 A 144A (PAGAYA AI DEBT SELECTION TRUST 2022-1) | Long | ABS-other | US | $367K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2) | Long | ABS-other | US | $60K | – | 0.00 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $3M | – | 0.06 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A (PAGAYA AI DEBT TRUST 2024-1) | Long | ABS-other | US | $367K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A (PAGAYA AI DEBT TRUST 2024-3) | Long | ABS-other | US | $468K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A (PAGAYA AI DEBT GRANTOR TRUST 2024-5) | Long | ABS-other | US | $501K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A (PAGAYA AI DEBT GRANTOR TRUST 2024-6) | Long | ABS-other | US | $500K | – | 0.01 |
| PALLADIUM FUTURE SEP24 XNYM 20240926 | Derivative-commodity | US | $-159K | – | -0.00 | |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 2A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-2 DAC 21-2A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.03 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.05 |
| PARIBAS REPO | Long | Repurchase agreement | US | $991M | – | 21.40 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $396K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $599K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $250K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 08/24 ZCP | Long | Debt | US | $347K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 08/24 ZCP | Long | Debt | US | $249K | – | 0.01 |
| PENTA CLO S.A. PENTA 2020 7A A 144A (PENTA CLO 7 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.08 |
| PFP III PFP 2022 9 A 144A (PFP 2022-9 LTD A) | Long | ABS-mortgage backed security | KY | $3M | – | 0.05 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $69M | – | 1.49 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $150M | – | 3.23 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $400K | – | 0.01 |
| PLATINUM FUTURE OCT24 XNYM 20241029 | Derivative-commodity | US | $-18K | – | -0.00 | |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A1 144A (PRESTIGE AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $253K | – | 0.01 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A2 144A (PRESTIGE AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $899K | – | 0.02 |
| PROVIDUS CLO PRVD 5A A 144A (PROVIDUS CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.12 |
| RAD CLO LTD RAD 2019 5A AR 144A (RAD CLO LTD 2019-5A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL7 A 144A (READYCAP COMMERCIAL MORTGAGE TRUST 2021-FL7) | Long | ABS-mortgage backed security | US | $627K | – | 0.01 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL9 A 144A (READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9) | Long | ABS-mortgage backed security | US | $972K | – | 0.02 |
| REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $19M | – | 0.40 |
| REGATTA FUNDING REG11 2018 1A A 144A (REG11 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| REPO BANK AMERICA REPO | Long | Repurchase agreement | US | $375M | – | 8.09 |
| REPO BANK OF MONTREAL ZCP | Long | Repurchase agreement | CA | $95M | – | 2.05 |
| REPO BANK OF MONTREAL ZCP | Long | Repurchase agreement | CA | $15M | – | 0.32 |
| REPO SOCIETE GENERALE REPO | Long | Repurchase agreement | US | $2M | – | 0.05 |
| REPO SOCIETE GENERALE REPO | Long | Repurchase agreement | US | $2M | – | 0.04 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC) | Long | ABS-other | US | $415K | – | 0.01 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1A) | Long | ABS-other | US | $499K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO6) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A5 (RESIDENTIAL ACCREDIT LOANS 2006-QS13) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A6 (RESIDENTIAL ACCREDIT LOANS 2006-QS13) | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5 (RESIDENTIAL ASSET SEC TRUST 2006-A10) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| RFR JPY MUTK/0.4000 12/15/21-24Y LCH | Derivative-interest rate | JP | $1K | – | 0.00 | |
| RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH | Derivative-interest rate | US | $616K | – | 0.01 | |
| RFRF USD SF+26.161/1.7* 9/21/23-3Y* CME | Derivative-interest rate | US | $483K | – | 0.01 | |
| RVPO CIBC WORLD MKTS INC | Long | Repurchase agreement | CA | $139M | – | 3.00 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $1M | – | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $800K | – | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $801K | – | 0.02 |
| SARANAC CLO LTD SRANC 2014 2A A1AR 144A (SARANAC CLO II LTD 2014-2A) | Long | ABS-collateralized bond/debt obligation | JE | $48K | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2007 3 1A (SAXON ASSET SECURITIES TRUST 2007-3) | Long | ABS-mortgage backed security | US | $410K | – | 0.01 |
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A (SBNA AUTO LEASE TRUST 2024-B) | Long | ABS-other | US | $501K | – | 0.01 |
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A2 144A (SBNA AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $500K | – | 0.01 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A) | Long | ABS-other | US | $800K | – | 0.02 |
| SGX IRON ORE 62 AUG24 XSIM 20240830 | Derivative-commodity | SG | $-51K | – | -0.00 | |
| SGX IRON ORE 62 SEP24 XSIM 20240930 | Derivative-commodity | SG | $-970K | – | -0.02 | |
| SILVER FUTURE JUL24 XCEC 20240729 | Derivative-commodity | US | $358K | – | 0.01 | |
| SILVER FUTURE SEP24 XCEC 20240926 | Derivative-commodity | US | $-47K | – | -0.00 | |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A (SLM STUDENT LOAN TRUST 2010-C) | Long | ABS-other | US | $1M | – | 0.03 |
| SMALL BUSINESS ADMINISTRATION SBAP 2004 20I 1 (SMALL BUSINESS ADMIN PART CERT 2004-20I) | Long | ABS-other | US | $3K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2005 20E 1 (SMALL BUSINESS ADMIN PART CERT 2005-20E) | Long | ABS-other | US | $6K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2006 20F 1 (SMALL BUSINESS ADMIN PART CERT 2006-20F) | Long | ABS-other | US | $8K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20E 1 (SMALL BUSINESS ADMIN PART CERT 2007-20E) | Long | ABS-other | US | $16K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1 (SMALL BUSINESS ADMIN PART CERTS 2007-20K) | Long | ABS-other | US | $8K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20B 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20B) | Long | ABS-other | US | $11K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20G 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20G) | Long | ABS-other | US | $6K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20H 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20H) | Long | ABS-other | US | $5K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20K 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20K) | Long | ABS-other | US | $15K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2018 A A2B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2018-A) | Long | ABS-other | US | $2M | – | 0.05 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA) | Long | ABS-other | US | $221K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-A) | Long | ABS-other | US | $2M | – | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A2 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-C) | Long | ABS-other | US | $13M | – | 0.27 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.04 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $499K | – | 0.01 |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2M | – | 0.04 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $362K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $264K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $258K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $235K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $121K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $96K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $24K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $113K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $23K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $332K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $257K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $205K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $136K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $243K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $200K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $162K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $133K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $130K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $123K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $17K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $25K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $4K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $949.78 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $566.45 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $54.19 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-715.66 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-755.26 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-3K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-3K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-4K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-37K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-45K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240703 | Derivative-foreign exchange | CA | $49K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240703 | Derivative-foreign exchange | CA | $31K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240705 | Derivative-foreign exchange | CA | $-99K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240705 | Derivative-foreign exchange | CA | $-131K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240708 | Derivative-foreign exchange | CA | $-91K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-669.42 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-1K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-47.88 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-105.41 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $178K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $98K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $79K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3M | – | 0.07 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $353K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $621.5 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $227.51 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $80K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $9K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $581K | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $51K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $174K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240716 | Derivative-foreign exchange | JP | $3M | – | 0.07 | |
| SOLD JPY BOUGHT USD 20240819 | Derivative-foreign exchange | JP | $2M | – | 0.05 | |
| SOLD JPY BOUGHT USD 20240903 | Derivative-foreign exchange | JP | $2M | – | 0.04 | |
| SOLD JPY BOUGHT USD 20240917 | Derivative-foreign exchange | JP | $2M | – | 0.05 | |
| SOLD JPY BOUGHT USD 20240924 | Derivative-foreign exchange | JP | $491K | – | 0.01 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-347.54 | – | -0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $16K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $3K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $2K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $815.15 | – | 0.00 | |
| SOUND POINT CLO LTD SNDPT 2013 3RA A 144A (SOUNDS POINT CLO IV-R LTD 2013-3RA) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5) | Long | ABS-mortgage backed security | US | $546K | – | 0.01 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $99K | – | 0.00 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 03/26 5.35 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $300K | – | 0.01 |
| SOYBEAN FUTURE JAN25 XCBT 20250114 | Derivative-commodity | US | $97K | – | 0.00 | |
| SOYBEAN FUTURE NOV25 XCBT 20251114 | Derivative-commodity | US | $10K | – | 0.00 | |
| SOYBEAN FUTURE NOV24 XCBT 20241114 | Derivative-commodity | US | $-2M | – | -0.04 | |
| SOYBEAN MEAL FUTR DEC24 XCBT 20241213 | Derivative-commodity | US | $-4M | – | -0.08 | |
| SOYBEAN MEAL FUTR JAN25 XCBT 20250114 | Derivative-commodity | US | $304K | – | 0.01 | |
| SOYBEAN OIL FUTR DEC24 XCBT 20241213 | Derivative-commodity | US | $179K | – | 0.00 | |
| SOYBEAN OIL FUTR JAN25 XCBT 20250114 | Derivative-commodity | US | $93K | – | 0.00 | |
| ST PAULS CLO SPAUL 12A A 144A (ST PAUL'S CLO XII DAC 12A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.18 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A2 (STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-17) | Long | ABS-mortgage backed security | US | $333K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A1 (STRUCTURED ASSET MTG INV INC 2004-AR8) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A (STRUCTURED ASSET SEC CORP 2005-7XS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| SUGAR 11 (WORLD) MAR25 IFUS 20250228 | Derivative-commodity | US | $-280K | – | -0.01 | |
| SYMPHONY CLO LTD SYMP 2020 24A AR 144A (SYMPHONY CLO XXIV LTD 2020-24A) | Long | ABS-collateralized bond/debt obligation | KY | $952K | – | 0.02 |
| TARGA RES CORP (TARGA RESOURCES CORP) | Long | Debt | US | $448K | – | 0.01 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $2M | – | 0.04 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $498K | – | 0.01 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $291K | – | 0.01 |
| TESLA AUTO LEASE TRUST TESLA 2023 A A2 144A (TESLA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $14M | – | 0.30 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2A 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $7M | – | 0.16 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 1 A2B (THORNBURG MORTGAGE SECURITIES TR 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| 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 | $9M | – | 0.19 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $5M | – | 0.10 |
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 B A2A (TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST) | Long | ABS-other | US | $12M | – | 0.27 |
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 B A2B (TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST) | Long | ABS-other | US | $8M | – | 0.18 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $10M | – | 0.22 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $53M | – | 1.15 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 0.32 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $92M | – | 1.98 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $456K | – | 0.01 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $385K | – | 0.01 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-2) | Long | ABS-other | US | $480K | – | 0.01 |
| TRILLIUM CREDIT CARD TRUST II TCCT 2023 3A A 144A (TRILLIUM CREDIT CARD TRUST II 2023-3A) | Long | ABS-mortgage backed security | CA | $13M | – | 0.27 |
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A (TRINITAS CLO LTD 2020-14A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $2M | – | 0.04 |
| TSTAT 2022 1 LTD TSTAT 2022 1A A1R 144A (TSTAT 2022-1A LTD) | Long | ABS-collateralized bond/debt obligation | BM | $651K | – | 0.01 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.03 |
| TSY INFL IX N/B 01/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $185K | – | 0.00 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.16 |
| TSY INFL IX N/B 01/29 2.5 (UNITED STATES GOVT) | Long | Debt | US | $39M | – | 0.85 |
| TSY INFL IX N/B 02/40 2.125 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.03 |
| TSY INFL IX N/B 02/41 2.125 (UNITED STATES GOVT) | Long | Debt | US | $134K | – | 0.00 |
| TSY INFL IX N/B 02/42 0.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.04 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $12M | – | 0.26 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.04 |
| TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT) | Long | Debt | US | $793K | – | 0.02 |
| TSY INFL IX N/B 04/29 3.875 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.06 |
| TSY INFL IX N/B 04/32 3.375 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.03 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $27M | – | 0.58 |
| TSY INFL IX N/B 07/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.11 |
| TSY INFL IX N/B 07/29 0.25 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.02 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $726K | – | 0.02 |
| TTF NAT GAS F AUG24 NDEX 20240730 | Derivative-commodity | NL | $-12K | – | -0.00 | |
| TTF NAT GAS F SEP24 NDEX 20240829 | Derivative-commodity | NL | $6K | – | 0.00 | |
| UBS GROUP AG SR UNSECURED 144A 02/27 VAR | Long | Debt | CH | $793K | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 05/26 VAR | Long | Debt | CH | $6M | – | 0.13 |
| UK NATURAL GAS FUTSEP24 IFEU 20240829 | Derivative-commodity | GB | $2K | – | 0.00 | |
| UNITED AUTO CREDIT SECURITIZAT UACST 2024 1 A 144A (UNITED AUTO CREDIT SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $407K | – | 0.01 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 ST2 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-ST2) | Long | ABS-other | US | $357K | – | 0.01 |
| UPSTART SECURITIZATION TRUST UPST 2022 2 A 144A (UPSTART SECURITIZATION TRUST 2022-2) | Long | ABS-other | US | $4K | – | 0.00 |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A (UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A) | Long | ABS-other | US | $312K | – | 0.01 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $576K | – | 0.01 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $50K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $154K | – | 0.00 | |
| US TREASURY N/B 02/25 2 (UNITED STATES GOVT) | Long | Debt | US | $33M | – | 0.71 |
| US TREASURY N/B 05/26 1.625 (UNITED STATES GOVT) | Long | Debt | US | $24M | – | 0.52 |
| US TREASURY N/B 05/45 3 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.03 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-161K | – | -0.00 | |
| VARS GOLDLNPM 0.040804 10/16/25 JPM | Derivative-interest rate | US | $966K | – | 0.02 | |
| VARS GOLDLNPM 0.042025 10/22/25 JPM | Derivative-interest rate | US | $202K | – | 0.00 | |
| VARS GOLDLNPM 0.06325225 04/10/26 JPM | Derivative-interest rate | US | $6M | – | 0.12 | |
| VARS GOLDLNPM 0.069696 08/02/24 JPM | Derivative-interest rate | US | $214K | – | 0.00 | |
| VASA TRUST VASA 2021 VASA A 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.04 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.355 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $310K | – | 0.01 |
| VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $470K | – | 0.01 |
| VERUS SECURITIZATION TRUST VERUS 2022 4 A1 144A (VERUS SECURITIZATION TRUST 2022-4) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| VMC FINANCE LLC VMC 2022 FL5 A 144A (VMC FINANCE 2022-FL5 LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2A (VOLKSWAGEN AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $3M | – | 0.06 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/25 5.8 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $5M | – | 0.11 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/25 VAR (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $6M | – | 0.12 |
| VOYA CLO LTD INGIM 2013 1A A1AR 144A (VOYA CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.01 |
| VOYA CLO LTD VOYA 2017 2A A1R 144A (VOYA CLO 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $583K | – | 0.01 |
| VOYA CLO LTD VOYA 2019 1A AR 144A (VOYA CLO LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $618K | – | 0.01 |
| VOYA EURO CLO VOYE 3A A 144A (VOYA EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $12M | – | 0.25 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $2M | – | 0.04 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $799K | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $496K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $300K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $299K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $248K | – | 0.01 |
| VW CR INC 07/24 ZCP (VW CREDIT INC) | Long | Debt | US | $798K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR11 A (WASHINGTON MUTUAL 2004-AR11) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1 (WASHINGTON MUTUAL 2004-AR14) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A1 (WASHINGTON MUTUAL 2004-AR3) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A3 (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1B (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2019 XA A1R 144A (WELLFLEET CLO X LTD 2019-XA) | Long | ABS-collateralized bond/debt obligation | KY | $998K | – | 0.02 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $404K | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $791K | – | 0.02 |
| WELLS FARGO BANK NA SR UNSECURED 12/26 5.254 | Long | Debt | US | $28M | – | 0.61 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4 (WELLS FARGO MTGE BK SEC TR 2006-AR4) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $19M | – | 0.41 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $499K | – | 0.01 |
| WHEAT FUTURE(CBT) DEC24 XCBT 20241213 | Derivative-commodity | US | $3M | – | 0.06 | |
| WHEAT FUTURE(CBT) JUL25 XCBT 20250714 | Derivative-commodity | US | $-149K | – | -0.00 | |
| WHEAT FUTURE(CBT) MAR25 XCBT 20250314 | Derivative-commodity | US | $55K | – | 0.00 | |
| WHEAT FUTURE(CBT) SEP24 XCBT 20240913 | Derivative-commodity | US | $1M | – | 0.03 | |
| WTI CRUDE FUTURE APR25 XNYM 20250320 | Derivative-commodity | US | $-847K | – | -0.02 | |
| WTI CRUDE FUTURE AUG24 XNYM 20240722 | Derivative-commodity | US | $-417K | – | -0.01 | |
| WTI CRUDE FUTURE DEC24 XNYM 20241120 | Derivative-commodity | US | $2M | – | 0.05 | |
| WTI CRUDE FUTURE DEC25 IFEU 20251119 | Derivative-commodity | GB | $-147K | – | -0.00 | |
| WTI CRUDE FUTURE DEC25 XNYM 20251120 | Derivative-commodity | US | $15K | – | 0.00 | |
| WTI CRUDE FUTURE FEB25 XNYM 20250121 | Derivative-commodity | US | $2M | – | 0.05 | |
| WTI CRUDE FUTURE JAN25 XNYM 20241219 | Derivative-commodity | US | $922K | – | 0.02 | |
| WTI CRUDE FUTURE JUL25 XNYM 20250620 | Derivative-commodity | US | $-887K | – | -0.02 | |
| WTI CRUDE FUTURE JUN25 XNYM 20250520 | Derivative-commodity | US | $-1M | – | -0.02 | |
| WTI CRUDE FUTURE MAR25 XNYM 20250220 | Derivative-commodity | US | $3M | – | 0.07 | |
| WTI CRUDE FUTURE MAY25 XNYM 20250422 | Derivative-commodity | US | $-511K | – | -0.01 | |
| WTI CRUDE FUTURE NOV24 XNYM 20241022 | Derivative-commodity | US | $-877K | – | -0.02 | |
| WTI CRUDE FUTURE OCT24 XNYM 20240920 | Derivative-commodity | US | $-1M | – | -0.03 | |
| WTI CRUDE FUTURE SEP24 XNYM 20240820 | Derivative-commodity | US | $-2M | – | -0.05 | |
| WTI CRUDE FUTURE SEP25 XNYM 20250820 | Derivative-commodity | US | $378K | – | 0.01 |
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.