PIMCOFUNDS > PIMCO Managed Accounts Trust
PIMCO Fixed Income SHares: Series M
$1.22B
Avg Monthly Net Assets
$2.53B
Total Assets
$1.17B
Total Liabilities
$1.36B
Net Assets
PIMCO Fixed Income SHares: Series M is a Fund of Funds in PIMCO Managed Accounts Trust
from PIMCOFUNDS,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $1.22B.
On August 28th, 2024 it reported 1,010 holdings, the largest
being GNMA PASS THRU POOLS (21.7%), UMBS PASS THRU POOLS (6.9%) and UMBS PASS THRU POOLS (5.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Series M | C000013019 | FXIMX |
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 |
|---|---|---|---|---|---|---|
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $60K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-65K | – | -0.00 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 | Derivative-interest rate | US | $54K | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 | Derivative-interest rate | US | $-61K | – | -0.00 | |
| 317U5YPA4 PIMCO SWAPTION 2.754 CALL EUR 202411 | Derivative-interest rate | US | $42K | – | 0.00 | |
| 317U5YQA3 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-44K | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 | Derivative-interest rate | US | $34K | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-34K | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 | Derivative-interest rate | US | $53K | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 | Derivative-interest rate | US | $-53K | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 | Derivative-interest rate | US | $57K | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 | Derivative-interest rate | US | $-54K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-32K | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 | Derivative-interest rate | US | $47K | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 | Derivative-interest rate | US | $-42K | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 | Derivative-interest rate | US | $25K | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-1.01 | – | -0.00 | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-87K | – | -0.01 | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.29 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-66K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-75K | – | -0.01 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-31K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-37K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-134K | – | -0.01 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 4 M3 (AAMES MORTGAGE INVESTMENT TRUST 2005-4) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| AASET 2018 1 TRUST AASET 2018 1A A 144A (APOLLO AVIATION SECURITIZATION EQUITY TRUST 2018-1A) | Long | ABS-other | US | $881K | – | 0.06 |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4 (ACCREDITED MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| ACE SECURITIES CORP. ACE 2004 FM2 M1 (ACE SECURITIES CORP 2004-FM2) | Long | ABS-mortgage backed security | US | $288K | – | 0.02 |
| ACE SECURITIES CORP. ACE 2004 HE4 M1 (ACE SECURITIES CORP 2004-HE4) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| ACE SECURITIES CORP. ACE 2005 HE7 M1 (ACE SECURITIES CORP 2005-HE7) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 CW1 A2C (ACE SECURITIES CORP 2006-CW1) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| ACE SECURITIES CORP. ACE 2006 HE1 A2D (ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 NC1 M1 (ACE SECURITIES CORP 2006-NC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| ACE SECURITIES CORP. ACE 2006 NC3 A2B (ACE SECURITIES CORP 2006-NC3) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| ACE SECURITIES CORP. ACE 2006 OP2 A1 (ACE SECURITIES CORP 2006-OP2) | Long | ABS-mortgage backed security | US | $219K | – | 0.02 |
| ACE SECURITIES CORP. ACE 2006 SD1 M1 (ACE SECURITIES CORP 2006-SD1) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 11 2A42 (ADJUSTABLE RATE MORTAGE TRUST 2005-11) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 3A21 (ADJUSTABLE RATE MORTAGE TRUST 2005-8) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| AEGIS ASSET BACKED SECURITIES AABST 2004 6 M2 (AEGIS ASSET BACKED SEC TR 2004-6) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 1 M4 (AEGIS ASSET BACKED SEC TR 2005-1) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 2 M3 (AEGIS ASSET BACKED SECURITIES TRUST 2005-2) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 5 M1 (AEGIS ASSET BACKED SECURITIES TR 2005-5) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| AGL CLO 6 LTD AGL 2020 6A AR 144A (AGL CLO 6 LTD 2020-6A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.32 |
| AIR CANADA SR SECURED 144A 08/29 4.625 | Long | Debt | CA | $640K | – | 0.05 |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.18 |
| ALLY FINANCIAL INC SR UNSECURED 01/30 VAR | Long | Debt | US | $4M | – | 0.27 |
| AMER AGCREDIT ACA JR SUBORDINA 144A VAR (AMERICAN AGCREDIT CORPORATION) | Long | Equity-preferred | US | $6M | 6M | 0.42 |
| AMER AIRLINE 19 1A PTT PASS THRU CE 08/33 3.5 (AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $413K | – | 0.03 |
| AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15 (AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.31 |
| AMER AIRLN 13 1 A PASS T AMER AIRLN 13 1 A PASS T (AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $829K | – | 0.06 |
| AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 (AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.30 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 2 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-2) | Long | ABS-mortgage backed security | US | $270K | – | 0.02 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A12 (AMERICAN HOME MORTGAGE ASSETS 2006-4) | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1 (AMERICAN HOME MORTGAGE ASSETS 2006-5) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| AMERICAN TOWER CORP SR UNSECURED 07/28 5.25 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $3M | – | 0.19 |
| AMERICAN TOWER CORP SR UNSECURED 07/33 5.55 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $1M | – | 0.08 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R1 M4 (AMERIQUEST MORTGAGE SEC 2005-R1) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R7 M3 (AMERIQUEST MORTGAGE SECURITIES 2005-R7) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R9 M1 (AMERIQUEST MTGE SECURITIES INC 2005-R9) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2004 1 A5 (AMORTIZING RESIDENTIAL COLLATERAL TRUST 2004-1) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| ANTARES HOLDINGS SR UNSECURED 144A 08/28 7.95 (ANTARES HOLDINGS LP) | Long | Debt | US | $8M | – | 0.58 |
| APIDOS CLO LTD APID 2013 12A AR 144A (APIDOS CDO 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.31 |
| APPALACHIAN POWER CO SR UNSECURED 04/34 5.65 (APPALACHIAN POWER COMPANY) | Long | Debt | US | $2M | – | 0.14 |
| ARGENT SECURITIES INC. ARSI 2005 W5 A2C (ARGENT SECURITIES INC 2005-W5) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2005 W5 A2D (ARGENT SECURITIES INC 2005-W5) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2C (ARGENT SECURITIES INC 2006-M2) | Long | ABS-mortgage backed security | US | $226K | – | 0.02 |
| ARGENT SECURITIES INC. ARSI 2006 W2 A2B (ARGENT SECURITIES INC. 2006-W2) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| ARROYO MORTGAGE TRUST ARRW 2022 2 A1 144A (ARROYO MORTGAGE TRUST 2022-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2B (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2D (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A1 (ASSET BACKED FUNDING CERT 2006-OPT3) | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2B (ASSET BACKED FUNDING CERT 2007-WMC1) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M4 (ASSET BACKED SEC CORP HM EQ 2005-HE5) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2007 HE1 A5 (ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-HE1) | Long | ABS-mortgage backed security | US | $6M | – | 0.41 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $92K | – | 0.01 | |
| AURIUM CLO ACLO 3A AR 144A (AURIUM CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.41 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 10/28 6.75 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $5M | – | 0.40 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/26 4.25 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $4M | – | 0.33 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $219K | – | 0.02 |
| BACARDI LTD COMPANY GUAR 144A 05/28 4.7 (BACARDI LIMITED) | Long | Debt | BM | $973K | – | 0.07 |
| BALLYROCK LTD BALLY 2021 16A A1 144A (BALLYROCK CLO 16 LTD 2021-16A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.48 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 CB5 (BANC OF AMERICA ALT LOAN TRUST 2006-6) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 B 1A1 (BANC OF AMERICA FUNDING CORP 2005-B) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 3 5A5 (BANC OF AMERICA FUND CORP 2006-3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1 (BANC OF AMERICA FUNDING CORP 2006-A) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A2 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA1B (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $290K | – | 0.02 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA3A (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 4 TA4 (BANC OF AMERICA FUNDING CORP 2007-4) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 7A5 (BANC OF AMERICA FUNDING CORP 2007-C) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 E 8A1 (BANC OF AMERICA FUNDING CORP 2007-E) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2015 R2 1A2 144A (BANC OF AMERICA FUNDING TRUST 2015-R2) | Long | ABS-mortgage backed security | US | $6M | – | 0.41 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 A 2A1 (BANK OF AMERICA MTGE SECURITIES 2004-A) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A10 (BANC OF AMERICA MORTGAGE SECURITIES 2005) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 D 2A7 (BANK OF AMERICA MTGE SECURITIES 2005-D) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2 (BANK OF AMERICA MTGE SEC 2005-F) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 2 A7 (BANK OF AMERICA MTGE SECS-2007-2) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/35 VAR (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $5M | – | 0.37 |
| BANCO SANTANDER SA 03/28 VAR | Long | Debt | ES | $2M | – | 0.15 |
| BANCO SANTANDER SA 03/30 VAR | Long | Debt | ES | $7M | – | 0.50 |
| BANK OF AMERICA CORP SR UNSECURED 04/34 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $15M | – | 1.09 |
| BARCLAYS PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $3M | – | 0.22 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/53 6.875 | Long | Debt | US | $2M | – | 0.17 |
| BCAP LLC TRUST BCAP 2007 AA3 2A1A (BCAP LLC TRUST 2007-AA3) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| BCAP LLC TRUST BCAP 2007 AA3 2A1B (BCAP LLC TRUST 2007-AA3) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| BCAP LLC TRUST BCAP 2007 AA5 A1 (BCAP LLC TRUST 2007-AA5) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| BCAP LLC TRUST BCAP 2008 IND1 A1 (BCAP LLC TRUST 2008-IND1) | Long | ABS-mortgage backed security | US | $6M | – | 0.45 |
| BCAP LLC TRUST BCAP 2009 RR14 2A2 144A (BCAP LLC TRUST 2009-RR14) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BCAP LLC TRUST BCAP 2010 RR1 1A4 144A (BCAP LLC TRUST 2010-RR1) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| BCAP LLC TRUST BCAP 2010 RR11 5A3 144A (BCAP LLC TRUST 2010-RR11) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| BDS LTD BDS 2022 FL12 A 144A (BDS 2022-FL12 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 3A2 (BEAR STEARNS ADJ RATE MTGE 2003-9) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 12A3 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 12A2 (BEAR STEARNS ADJ RATE MTGE TR 2004-2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 1 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 10 A3 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 3 1A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $679.64 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 6 5A1 (BEAR STEARNS ADJ RATE MTGE TR 2005-6) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 9 A1 (BEAR STEARNS ADJ RATE MTGE TR 2005-9) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 2 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-2) | Long | ABS-mortgage backed security | US | $220K | – | 0.02 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-3) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2004 5 M (BEAR STEARNS ALT-A TRUST 2004-5) | Long | ABS-mortgage backed security | US | $687K | – | 0.05 |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 23A1 (BEAR STEARNS ALT-A TRUST 2005-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1 (BEAR STEARNS ALT-A TRUST 2005-5) | Long | ABS-mortgage backed security | US | $207K | – | 0.02 |
| BEAR STEARNS ALT A TRUST BALTA 2006 1 21A2 (BEAR STEARNS ALT-A TRUST 2006-1) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 1 22A1 (BEAR STEARNS ALT-A TRUST 2006-1) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 11A1 (BEAR STEARNS ALT-A TRUST 2006-2) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 3 35A1 (BEAR STEARNS ALT-A TRUST 2006-3) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 (BEAR STEARNS ALT-A TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 3 A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-3) | Long | ABS-mortgage backed security | US | $562K | – | 0.04 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE2 M1 (BEAR STEARNS ABS SEC INC 2004-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1 (BEAR STEARNS ASSETBK SEC 2005-AQ2) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE10 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE10) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 (BEAR STEARNS ASSETBACKED SEC 2006-3) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC2 22A2 (BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-AC2) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD2 M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD2) | Long | ABS-mortgage backed security | US | $597K | – | 0.04 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 21A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE2 2A4 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $11M | – | 0.83 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR5 2A1 (BEAR STEARNS MTGE FUND TR 2006-AR5) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| BEAR STEARNS MORTGAGE SECURITI BSMSI 1997 6 1A (BEAR STEARNS MTGE SEC INC 1997-6) | Long | ABS-mortgage backed security | US | $75.54 | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $208K | – | 0.02 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4 (BENCHMARK MORTGAGE TRUST 2019-B13) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| BETONY CLO 2, LTD. BTNY2 2018 1A A1 144A (BETONY CLO 2 LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.34 |
| BGC GROUP INC SR UNSECURED 05/28 8 | Long | Debt | US | $5M | – | 0.33 |
| BLACK HILLS CORP SR UNSECURED 01/35 6 (BLACK HILLS CORPORATION) | Long | Debt | US | $4M | – | 0.30 |
| BLUE OWL CAPITAL CORP SR UNSECURED 06/28 2.875 (BLUE OWL CAPITAL CORPORATION) | Long | Debt | US | $9M | – | 0.63 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $11K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $3K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240802 | Derivative-foreign exchange | AU | $630.76 | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240802 | Derivative-foreign exchange | CA | $717.68 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-16K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $126.3 | – | 0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $19.59 | – | 0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-26.88 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-59.35 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-77.76 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-238.8 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-245.1 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $9.62 | – | 0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-59.08 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-326.29 | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $262K | – | 0.02 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $169K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $70K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $114K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $23K | – | 0.00 | |
| BOWDOIN COLLEGE SR UNSECURED 07/12 4.693 | Long | Debt | US | $5M | – | 0.40 |
| BPCE SA 144A 10/29 VAR | Long | Debt | FR | $8M | – | 0.57 |
| BPCE SA 144A 10/34 VAR | Long | Debt | FR | $8M | – | 0.59 |
| BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A (BPCRE HOLDER LLC 2022-FL2) | Long | ABS-collateralized bond/debt obligation | BM | $817K | – | 0.06 |
| BRUEGEL BRUEG 2021 1A A 144A (BRUEGEL 2021 DAC 2021-1A) | Long | ABS-mortgage backed security | IE | $5M | – | 0.39 |
| BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A (BSPRT 2022-FL9 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.52 |
| BX TRUST BX 2018 GW A 144A (BX TRUST 2018-GW 2018-GW) | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $209K | – | 0.02 | |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 10/31 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $6M | – | 0.41 |
| CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5 (CARLYLE FINANCE SUBSIDIARY LLC) | Long | Debt | US | $4M | – | 0.27 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A (CARLYLE EURO CLO 2017-2 DAC 17-2A) | Long | ABS-collateralized bond/debt obligation | IE | $583K | – | 0.04 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M5 (CARRINGTON MORTGAGE LN TR 2005-OPT2) | Long | ABS-mortgage backed security | US | $208K | – | 0.02 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC5 A4 (CARRINGTON MORTGAGE LOAN TRUST 2006-NC5) | Long | ABS-mortgage backed security | US | $861K | – | 0.06 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 (CARRINGTON MTGE LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| CARVANA AUTO RECEIVABLES 08/27 5.96 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $2M | – | 0.13 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2 (CARVANA AUTO RECEIVABLES TRUST 2024-P2) | Long | ABS-other | US | $2M | – | 0.15 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3 (CARVANA AUTO RECEIVABLES TRUST 2024-P2) | Long | ABS-other | US | $1M | – | 0.07 |
| CASCADE FUNDING MORTGAGE TRUST CFMT 2019 RM3 A 144A (CASCADE FUNDING MORTGAGE TRUST 2019-RM3) | Long | ABS-mortgage backed security | US | $210K | – | 0.02 |
| CASTLELAKE LP FIRST LIEN TERM LOAN (ALT-2 STRUCTURED TRUST) | Long | Loan | US | $7M | – | 0.54 |
| CENDANT MORTGAGE CORPORATION CDMC 2003 A A2 144A (CENDANT MORTGAGE CORP 2003-A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP/THE) | Long | Equity-preferred | US | $4M | 4M | 0.28 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 (CHASE MORTGAGE FINANCE CORP 2006-A1) | Long | ABS-mortgage backed security | US | $423K | – | 0.03 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11A4 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 13A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S3 1A12 (CHASE MORTGAGE FINANCE CORP 2007-S3) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2) | Long | ABS-mortgage backed security | US | $6M | – | 0.41 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| CHASEFLEX TRUST CFLX 2007 3 1A1 (CHASEFLEX TRUST 2007-3) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| CHASEFLEX TRUST CFLX 2007 3 2A1 (CHASEFLEX TRUST 2007-3) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| CHASEFLEX TRUST CFLX 2007 M1 2F4 (CHASEFLEX TRUST 2007-M1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| CHENIERE ENERGY INC SR UNSECURED 144A 04/34 5.65 | Long | Debt | US | $2M | – | 0.15 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 4A A1 144A (CHEVY CHASE MTGE FUNDING CORP 2004-4A) | Long | ABS-mortgage backed security | US | $473K | – | 0.03 |
| CI FINANCIAL CORP SR UNSECURED 06/51 4.1 | Long | Debt | CA | $3M | – | 0.24 |
| CIM TRUST CIM 2023 R2 A1 144A (CIM TRUST 2023-R2) | Long | ABS-mortgage backed security | US | $17M | – | 1.22 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| CITIGROUP INC SR UNSECURED 03/33 VAR | Long | Debt | US | $4M | – | 0.33 |
| CITIGROUP INC SR UNSECURED 11/30 VAR | Long | Debt | US | $13M | – | 0.98 |
| CITIGROUP INC SR UNSECURED 11/33 VAR | Long | Debt | US | $10M | – | 0.77 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 10 1A2A (CITIGROUP MORTGAGE LOAN TRUST 2005-10) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 4 A (CITIGROUP MTGE LOAN TRUST INC 2005-4) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M3 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3) | Long | ABS-mortgage backed security | US | $334K | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M7 (CITIGROUP MTGE LOAN TRUST INC 2005-OPT4) | Long | ABS-mortgage backed security | US | $820K | – | 0.06 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A2E (CITIGROUP MORTGAGE LOAN TR 2006-WF2) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 6 1A3A (CITIGROUP MTGE LOAN TR INC 2007-6) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AHL3) | Long | ABS-mortgage backed security | US | $9M | – | 0.67 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR1 A3 (CITIGROUP MTGE LOAN TR INC 2007-AR1) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A2A (CITIGROUP MTGE LOAN TR INC 2007-AR4) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR8 2A1A (CITIGROUP MTGE LOAN TR INC 2007-AR8) | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 A 144A (CITIGROUP MTGE LOAN TR INC 2007-SHL1) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 7 5A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2009-7) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 4 3A6 144A (CITIGROUP MORTGAGE LOAN TRUST 2010-4) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2011 2 3A2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2011-2) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A10 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A19 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A7 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $2M | – | 0.15 |
| COMM MORTGAGE TRUST COMM 2016 787S A 144A (COMM MORTGAGE TRUST 2016-787S) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| COMM MORTGAGE TRUST COMM 2020 CBM A1 144A (COMM MORTGAGE TRUST 2020-CBM) | Long | ABS-mortgage backed security | US | $437K | – | 0.03 |
| COMMUNITY PROGRAM LOAN TRUST CPLT 1987 A A5 (COMMUNITY PROGRAM LOAN TRUST-1987-A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CONSECO FINANCIAL CORP GT 1999 3 A8 (GREEN TREE FINANCIAL CORP 1999-3) | Long | ABS-other | US | $201K | – | 0.01 |
| CONSTELLATION INSURC INC SR UNSECURED 144A 01/30 6.8 (CONSTELLATION INSURANCE INC) | Long | Debt | US | $6M | – | 0.45 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 27CB A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-27CB) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 10CB 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-10CB) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-14) | Long | ABS-mortgage backed security | US | $538K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 16 A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-16) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 17 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-17) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A3 (COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 36 2A1A (COUNTRYWIDE ALTERNATIVE LN TR 2005-36) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 36 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-36) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 3A2A (COUNTRYWIDE ALTERNATIVE LN TR 2005-51) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-53T2) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $521K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-61) | Long | ABS-mortgage backed security | US | $410K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-76) | Long | ABS-mortgage backed security | US | $212K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A11 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-86CB) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 9CB 1A5 (COUNTRYWIDE ALTERNATIVE LN TRUST 9CB) | Long | ABS-mortgage backed security | US | $937K | – | 0.07 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 11CB 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-11CB) | Long | ABS-mortgage backed security | US | $590K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A16 (COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB) | Long | ABS-mortgage backed security | US | $242K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4 (COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A7 (COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A3 (COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A3 (COUNTRYWIDE ALT LOAN TRUST 2006-36T2) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY10 3A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY10) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19) | Long | ABS-mortgage backed security | US | $576K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC10 2A2A (COUNTRYWIDE ALTERNATIVE LN TR 2006-OC10) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC8) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A21 (COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 15CB A5 (COUNTRYWIDE ALTERNATIVE LN TR 2007-15CB) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2007-19) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-19) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB) | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 6 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-6) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A2 (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY7C A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-HY7C) | Long | ABS-mortgage backed security | US | $263K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1A (COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11) | Long | ABS-mortgage backed security | US | $988K | – | 0.07 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11) | Long | ABS-mortgage backed security | US | $356K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7) | Long | ABS-mortgage backed security | US | $524K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2008-2R) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2008-2R) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 1 M3 (COUNTRYWIDE ASSET-BACKED CERT 2004-1) | Long | ABS-mortgage backed security | US | $141.48 | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 12 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2004-12) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 15 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2004-15) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 4 M1 (COUNTRYWIDE ASSET-BACKED CERT 2004-4) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 M1 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MV6 (COUNTRYWIDE ASSET-BACKED CERTS 2005-1) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 15 M1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-15) | Long | ABS-mortgage backed security | US | $627K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-17) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 IM3 A3 (COUNTRYWIDE ASSET-BACKED CERT 2005-IM3) | Long | ABS-mortgage backed security | US | $664K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 2AV (COUNTRYWIDE ASSET-BACKED CERT 2006-11) | Long | ABS-mortgage backed security | US | $227K | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 2AV (COUNTRYWIDE ASSET-BACKED CERT 2006-13) | Long | ABS-mortgage backed security | US | $294K | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-14) | Long | ABS-mortgage backed security | US | $5M | – | 0.37 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 15 A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-15) | Long | ABS-mortgage backed security | US | $6M | – | 0.46 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A2 (COUNTRYWIDE ASSET-BACKED CERT 2006-17) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 2 M1 (COUNTRYWIDE ASSET-BACKED CERTS 2006-2) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-22) | Long | ABS-mortgage backed security | US | $6M | – | 0.43 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 1A (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-7) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-8) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $285K | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-10) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-5) | Long | ABS-mortgage backed security | US | $514K | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-7) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-9) | Long | ABS-mortgage backed security | US | $9M | – | 0.69 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SD1 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-SD1) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 12 10A1 (COUNTRYWIDE HOME LOANS 2004-12) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 12 3A1 (COUNTRYWIDE HOME LOANS 2004-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A2 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A3 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 29 1A1 (COUNTRYWIDE HOME LOANS 2004-29) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 7 2A1 (COUNTRYWIDE HOME LOANS 2004-7) | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2005 29 A1 (COUNTRYWIDE HOME LOANS 2005-29) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 31 4A2 (COUNTRYWIDE HOME LOANS 2005-31) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 7 2A1 (COUNTRYWIDE HOME LOANS 2005-7) | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1 (COUNTRYWIDE HOME LOANS 2005-HY10) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB6) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R1 2A1 144A (COUNTRYWIDE HOME LOANS 2005-R1) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 16 2A1 (CHL MORTGAGE PASS-THROUGH TRUST 2006-16) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2006 21 A13 (COUNTRYWIDE HOME LOANS 2006-21) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 21 A2 (COUNTRYWIDE HOME LOANS 2006-21) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 3 2A2 (COUNTRYWIDE HOME LOANS 2006-3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 2A1A (COUNTRYWIDE HOME LOANS 2006-HYB3) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 3A1B (COUNTRYWIDE HOME LOANS 2006-HYB3) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 10 A2 (COUNTRYWIDE HOME LOANS 2007-10) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 2 A16 (COUNTRYWIDE HOME LOANS 2007-2) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY6 1A1 (COUNTRYWIDE HOME LOANS 2007-HY6) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 J3 A10 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 J3 A9 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB1 AF2 (CREDIT BASED ASSET SRVC & SEC 2006-CB1) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A3 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR8 8M1 (CS FIRST BOSTON MTGE SEC CORP 2004-AR8) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2010 18R 4A4 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2010-18R) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2011 6R 4A2 144A (CSMC SERIES 2011-6R) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI A 144A (CSMC TRUST 2017) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 NQM7 A1 144A (CSMC 2021-NQM7) | Long | ABS-mortgage backed security | US | $7M | – | 0.52 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A (CSMC TRUST 2021-RPL4) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $180K | – | 0.01 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $168K | – | 0.01 |
| CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $120K | – | 0.01 |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $192K | – | 0.01 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $4M | – | 0.32 |
| DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A (DBGS 2021-W52 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $970K | – | 0.07 |
| DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A1 144A (DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| DELTA FUNDING HOME EQUITY LOAN DELHE 1999 2 A1A (DELTA FNDG HOME EQ LN TR 1999-2) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AB1 A1 (DEUTSCHE ALT-A SEC INC MTGE LO 2007-AB1) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 1A1A (DEUTSCHE ALT-A SECURITIES INC 2007-OA4) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| DEUTSCHE BANK AG SUBORDINATED REGS 05/31 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $979K | – | 0.07 |
| DEUTSCHE MORTGAGE AND ASSET RE DMARC 2014 RS1 4A1 144A (DEUTSCHE MORTGAGE AND ASSET RECEIVING CORP 2014-RS1) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 (DOCTORS CO/THE) | Long | Debt | US | $2M | – | 0.12 |
| DRILLCO HLDG LUX S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $33K | 1K | 0.00 |
| DRILLCO HLDG LUX SA COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $4K | 157 | 0.00 |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A (DRYDEN XXVII-R EURO CLO BV 2017-27A) | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.78 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR3 2A2 (DSLA MORTGAGE LOAN TRUST 2005-AR3) | Long | ABS-mortgage backed security | US | $366 | – | 0.00 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A (ECMC GROUP STUDENT LOAN TRUST 2018-1A) | Long | ABS-other | US | $4M | – | 0.30 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/34 5.95 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $6M | – | 0.41 |
| ELEVANCE HEALTH INC SR UNSECURED 03/31 2.55 | Long | Debt | US | $3M | – | 0.21 |
| ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A (ELMWOOD CLO VII LTD 2020-4A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.35 |
| EMC MORTGAGE LOAN TRUST EMCM 2001 A A 144A (EMCM MORTGAGE LOAN TRUST 2001-A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| ENERGY TRANSFER LP SR UNSECURED 04/27 4.2 | Long | Debt | US | $291K | – | 0.02 |
| ENERGY TRANSFER LP SR UNSECURED 09/34 5.6 | Long | Debt | US | $6M | – | 0.44 |
| ESSEX PORTFOLIO LP COMPANY GUAR 04/34 5.5 | Long | Debt | US | $5M | – | 0.36 |
| EUROSAIL PLC ESAIL 2007 3A A3C 144A (EUROSAIL PLC 2007-3A) | Long | ABS-mortgage backed security | GB | $459K | – | 0.03 |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $829K | – | 0.06 |
| EUROSAIL PLC ESAIL 2007 3X A3C REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $300K | – | 0.02 |
| F+G ANNUITIES + LIFE INC COMPANY GUAR 06/29 6.5 (F&G ANNUITIES & LIFE INC) | Long | Debt | US | $3M | – | 0.19 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 04/28 4.85 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $4M | – | 0.29 |
| FANNIE MAE FNR 1997 42 ZC (FANNIE MAE-1997-42) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2002 T18 A5 (FANNIEMAE GRANTOR TRUST 2002-18) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2002 T6 A4 (FANNIE MAE GRANTOR TRUST 2002-T6) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $3M | 3M | 0.19 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $2M | 2M | 0.12 |
| FED HM LN PC POOL 1B0349 FH 07/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $286.43 | – | 0.00 |
| FED HM LN PC POOL 611310 FH 01/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL 786774 FH 08/29 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $916.94 | – | 0.00 |
| FED HM LN PC POOL 789791 FH 10/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FED HM LN PC POOL 789837 FH 08/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL 789848 FH 10/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 847040 FH 02/29 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18.52 | – | 0.00 |
| FED HM LN PC POOL 847116 FH 02/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL C00895 FG 12/29 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44 | – | 0.00 |
| FED HM LN PC POOL C00932 FG 03/30 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL C25619 FG 04/29 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $645.36 | – | 0.00 |
| FED HM LN PC POOL Q52104 FG 11/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FED HM LN PC POOL SD8244 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64M | – | 4.73 |
| FED HM LN PC POOL SD8341 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23M | – | 1.67 |
| FED HM LN PC POOL ZN4041 FR 03/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125 (BRAZIL GOVT) | Long | Debt | BR | $11M | – | 0.81 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF11 M4 (FIRST FRANKLIN MTG LOAN 2004-FF11) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF8 M3 (FIRST FRANKLIN MTG LN ASSET CERT2004-FF8) | Long | ABS-mortgage backed security | US | $257K | – | 0.02 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF1 M3 (FIRST FRANKLIN MTG LOAN ABS 2005-FF1) | Long | ABS-mortgage backed security | US | $866K | – | 0.06 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 (FIRST FRANKLIN MTG LOAN ABS 2005-FF10) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF2 M5 (FIRST FRANKLIN MTG LN ASST BKD 2005-FF2) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF11 2A4 (FIRST FRANKLIN MTG LOAN ABS 2006-FF11) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF16 2A3 (FIRST FRANKLIN MTG LOAN ABS 2006-FF16) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 (FIRST FRANKLIN MTG LOAN 2006-FF5) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4 (FIRST FRANKLIN MTG LOAN 2006-FF5) | Long | ABS-mortgage backed security | US | $360K | – | 0.03 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA11 2A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2005-AA11) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA1 2A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA1) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A2 (FIRST HORIZON MTGE PT TR 2007-AR3) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FIRST NLC TRUST FNLC 2005 1 A (FIRST NLC TRUST 2005-1) | Long | ABS-mortgage backed security | US | $534K | – | 0.04 |
| FIRST NLC TRUST FNLC 2007 1 A1 144A (FIRST NLC TRUST 2007-1) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $512K | – | 0.04 |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363 (FLEX INTERMEDIATE HOLDCO LLC) | Long | Debt | US | $2M | – | 0.17 |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 12/39 4.317 (FLEX INTERMEDIATE HOLDCO LLC) | Long | Debt | US | $2M | – | 0.15 |
| FNMA POOL 257561 FN 12/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $717.48 | – | 0.00 |
| FNMA POOL 400742 FN 09/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 555177 FN 01/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 659903 FN 09/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 666828 FN 11/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 668269 FN 10/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $465.59 | – | 0.00 |
| FNMA POOL 688988 FN 05/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 755123 FN 11/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1.05 | – | 0.00 |
| FNMA POOL 804602 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AS6473 FN 01/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL AX4887 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL BM2000 FN 05/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| FNMA POOL CB7220 FN 09/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $473K | – | 0.03 |
| FNMA POOL FM9482 FN 11/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40M | – | 2.95 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.53 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93M | – | 6.87 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39M | – | 2.84 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76M | – | 5.62 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47M | – | 3.49 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51M | – | 3.74 |
| FORD AUTO SECURITIZATION 03/30 4.972 (FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES) | Long | ABS-other | CA | $2M | – | 0.13 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.34 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $4M | – | 0.29 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 05/28 6.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $10M | – | 0.76 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $982K | – | 0.07 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $194K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.38 |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $24K | – | 0.00 | |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $13K | 561 | 0.00 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $1K | 62 | 0.00 |
| FORESEA HOLDING SA SR SECURED 144A 06/30 7.5 | Long | Debt | LU | $10K | – | 0.00 |
| FORESEA HOLDING SA SR SECURED REGS 06/30 7.5 | Long | Debt | LU | $15K | – | 0.00 |
| FREDDIE MAC FHR 2105 PE (FREDDIE MAC 2105) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FREDDIE MAC FHR 2177 F (FREDDIE MAC-2177) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 2246 Z (FREDDIE MAC 2246) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC FHR 2248 FB (FREDDIE MAC 2248) | Long | ABS-mortgage backed security | US | $754.62 | – | 0.00 |
| FREDDIE MAC FHR 2396 FM (FREDDIE MAC 2396) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC FHR 2466 FV (FREDDIE MAC 2466) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREMONT HOME LOAN OWNER TRUST FREHE 1999 3 A2 (FREMONT HOME LOAN OWNER TRUST 1999-3) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 1 2A4 (FREMONT HOME LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| FREMONT HOME LOAN TRUST FHLT 2006 2 2A3 (FREMONT HOME LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 2 2A4 (FREMONT HOME LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $258K | – | 0.02 |
| FREMONT HOME LOAN TRUST FHLT 2006 3 2A3 (FREMONT HOME LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $221K | – | 0.02 |
| FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 (FREMONT HOME LOAN TRUST 2006-B) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A3 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| FS KKR CAPITAL CORP SR UNSECURED 01/27 2.625 | Long | Debt | US | $8M | – | 0.60 |
| FS KKR CAPITAL CORP SR UNSECURED 08/29 6.875 | Long | Debt | US | $3M | – | 0.23 |
| GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5 | Long | Debt | US | $3M | – | 0.22 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.35 |
| GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A (GCT COMMERCIAL MORTGAGE TRUST 2021-GCT) | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $1M | – | 0.08 | |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/54 6.75 (GLOBAL ATLANTIC (FIN) COMPANY) | Long | Debt | US | $396K | – | 0.03 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 2A1 (GMAC MORTGAGE CORP LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GNMA II POOL 008616 G2 04/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54.95 | – | 0.00 |
| GNMA II POOL 008627 G2 05/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $203.28 | – | 0.00 |
| GNMA II POOL 008643 G2 06/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $313.69 | – | 0.00 |
| GNMA II POOL 008686 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102.45 | – | 0.00 |
| GNMA II POOL 008699 G2 09/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $409.04 | – | 0.00 |
| GNMA II POOL 008709 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $389.83 | – | 0.00 |
| GNMA II POOL 008747 G2 11/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $253.35 | – | 0.00 |
| GNMA II POOL 008781 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $312.88 | – | 0.00 |
| GNMA II POOL 008880 G2 06/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $542.92 | – | 0.00 |
| GNMA II POOL 008947 G2 08/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $473.68 | – | 0.00 |
| GNMA II POOL 008987 G2 10/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $391.43 | – | 0.00 |
| GNMA II POOL 080030 G2 01/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $304.15 | – | 0.00 |
| GNMA II POOL 080042 G2 02/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080045 G2 02/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080059 G2 04/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $347.08 | – | 0.00 |
| GNMA II POOL 080060 G2 04/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $476.08 | – | 0.00 |
| GNMA II POOL 080094 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $411.76 | – | 0.00 |
| GNMA II POOL 080116 G2 09/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $653.23 | – | 0.00 |
| GNMA II POOL 080120 G2 10/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $594.4 | – | 0.00 |
| GNMA II POOL 080123 G2 10/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $720.7 | – | 0.00 |
| GNMA II POOL 080168 G2 02/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080170 G2 02/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080171 G2 02/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $215.41 | – | 0.00 |
| GNMA II POOL 080180 G2 03/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 080186 G2 04/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080187 G2 04/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $641.89 | – | 0.00 |
| GNMA II POOL 080221 G2 08/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080291 G2 06/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080300 G2 07/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080363 G2 01/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 080406 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080587 G2 03/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080601 G2 05/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080611 G2 06/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $295M | – | 21.73 |
| GOLDEN CREDIT CARD TRUST GCCT 2022 4A A 144A (GOLDEN CREDIT CARD TRUST 2022-4A) | Long | ABS-mortgage backed security | CA | $3M | – | 0.19 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 3.85 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $11M | – | 0.78 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/34 VAR | Long | Debt | US | $5M | – | 0.40 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR7 1A32 (GREENPOINT MTGE FUNDING TR 2006-AR7) | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2007 AR2 2A1 (GREENPOINT MTGE FUNDING TR 2007-AR2) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GS MORTGAGE SECURITIES TRUST GSMS 2016 GS3 WMB 144A (GS MORTGAGE SECURITIES TRUST 2016-GS3) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| GSAA HOME EQUITY TRUST GSAA 2007 5 2A1A (GSAA HOME EQUITY TRUST 2007-5) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GSAMP TRUST GSAMP 2004 WF M2 (GSAMP TRUST 2004-WF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 FM1 A2D (GSAMP TRUST 2006-FM1) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| GSAMP TRUST GSAMP 2006 FM2 A2C (GSAMP TRUST 2006-FM2) | Long | ABS-mortgage backed security | US | $949K | – | 0.07 |
| GSAMP TRUST GSAMP 2006 FM3 A2C (GSAMP TRUST 2006-FM3) | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| GSAMP TRUST GSAMP 2006 NC2 A2D (GSAMP TRUST 2006-NC2) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| GSAMP TRUST GSAMP 2007 FM1 A1 (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| GSAMP TRUST GSAMP 2007 FM1 A2B (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $719K | – | 0.05 |
| GSAMP TRUST GSAMP 2007 FM2 A1 (GSAMP TRUST 2007-FM2) | Long | ABS-mortgage backed security | US | $21M | – | 1.55 |
| GSAMP TRUST GSAMP 2007 FM2 A2B (GSAMP TRUST 2007-FM2) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GSAMP TRUST GSAMP 2007 NC1 A2C (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $215K | – | 0.02 |
| GSAMP TRUST GSAMP 2007 NC1 A2D (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GSC CAPITAL CORP MORTGAGE TRUS GSCC 2006 2 A1 (GSC CAPITAL CORP MORTGAGE TRUST 2006-2) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 11 1A1 (GSR MORTGAGE LOAN TRUST 2004-11) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2 (GSR MORTGAGE LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR2 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A5 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| HANNON ARMSTRONG SUSTAIN SR UNSECURED 144A 07/34 6.375 (HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC) | Long | Debt | US | $3M | – | 0.23 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 3A2A (HARBORVIEW MORTGAGE LOAN TR 2004-11) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 14 3A1A (HARBORVIEW MORTGAGE LOAN TR 2005-14) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 14 4A1A (HARBORVIEW MORTGAGE LOAN TR 2005-14) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-16) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 6 A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-6) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13 (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2B (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2005 1 M5 (HOME EQUITY ASSET TRUST 2005-1) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV3 (HOME EQUITY LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $403K | – | 0.03 |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 (HOME EQUITY LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $415K | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR | Long | Debt | GB | $3M | – | 0.24 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $1M | – | 0.10 |
| HSI ASSET SECURITIZATION CORPO HASC 2005 I1 2A4 (HSI ASSET SECURI CORP TRUS 2005-I1) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A3 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $221K | – | 0.02 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A4 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11 (INDYMAC IMSC MTGE LN TRUST 2007-HOA1) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3 (INDYMAC INDA MTGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $975K | – | 0.07 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1 (INDYMAC INDB MTGE LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A4 (INDYMAC INDX MTGE LOAN TRUST 2005-AR11) | Long | ABS-mortgage backed security | US | $346K | – | 0.03 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR15) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR19 A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR19) | Long | ABS-mortgage backed security | US | $370K | – | 0.03 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 6A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR23) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR4 2A1A (INDYMAC INDX MORTGAGE LOAN TR 2004-AR4) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR7 4A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR12) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 2A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR9) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 3A3 (INDYMAC INDX MTGE LOAN TRUST 2006-AR9) | Long | ABS-mortgage backed security | US | $588K | – | 0.04 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 1A (INDYMAC RESIDENTIAL ASSET BACKED 2006-D) | Long | ABS-mortgage backed security | US | $210K | – | 0.02 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2006-D) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A4A (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| ING GROEP NV SR UNSECURED REGS 05/29 VAR | Long | Debt | NL | $439K | – | 0.03 |
| INTOWN 2022 STAY TOWN 2022 STAY A 144A (INTOWN 2022-STAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| INVESCO EURO CLO INVSC 1A A1R 144A (INVESCO EURO CLO I DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $959K | – | 0.07 |
| INVITATION HOMES OP COMPANY GUAR 04/32 4.15 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $1M | – | 0.07 |
| IPALCO ENTERPRISES INC SR SECURED 05/30 4.25 | Long | Debt | US | $2M | – | 0.18 |
| IRS AUD 4.50000 02/15/29-5Y LCH | Derivative-interest rate | AU | $-393K | – | -0.03 | |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $738K | – | 0.05 | |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 1A1 (JP MORGAN ALTERNATIVE LOAN TRUST 2006-A5) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 (JP MORGAN ALTERNATIVE LN TRUST 2006-A7) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 2A1 144A (JP MORGAN ALTERNATIVE LN TRUST 2008-R4) | Long | ABS-mortgage backed security | US | $883K | – | 0.06 |
| JANE STREET GRP/JSG FIN SR SECURED 144A 04/31 7.125 (JANE STREET GROUP / JSG FINANCE INC) | Long | Debt | US | $2M | – | 0.15 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 2NU A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-2NU) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 AF5 (JP MORGAN MORTGAGE ACQI CORP 2006-CW2) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M1 (JP MORGAN MTGE ACQUIS CORP 2006-NC2) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 A5 (JP MORGAN MTGE ACQUIS CORP 2007-CH3) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 3A1 (JP MORGAN MORTGAGE TRUST-2004-A4) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 5A2 (JP MORGAN MORTGAGE TRUST-2005-A2) | Long | ABS-mortgage backed security | US | $884.86 | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 7CB1 (JP MORGAN MORTGAGE TRUST-2005-A2) | Long | ABS-mortgage backed security | US | $672.49 | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1 (JP MORGAN MORTGAGE TRUST 2005-A8) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 2A3 (JP MORGAN MORTGAGE TRUST 2005-A8) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A11 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A2 (JP MORGAN MORTGAGE TRUST 2006-A7) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 1A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A3 (JP MORGAN MORTGAGE TRUST 2007-A4) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV6) | Long | ABS-mortgage backed security | US | $8M | – | 0.57 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.58 |
| LAVENDER TRUST LTS 2010 RR2A A4 144A (LAVENDER TRUST SERIES 2010-RR2A) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| LCM LTD PARTNERSHIP LCM 15A AR2 144A (LCM XV LP 15A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.32 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS3) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL2) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A (LEHMAN ABS MTGE LN TR 2007-1) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A2 144A (LEHMAN ABS MTGE LN TR 2007-1) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| LEHMAN MORTGAGE TRUST LMT 2005 2 4A1 (LEHMAN MORTGAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2005 3 4A1 (LEHMAN MORTGAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2006 3 1A4 (LEHMAN MORTGAGE TRUST 2006-3 2006-3) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| LEHMAN XS TRUST LXS 2005 9N 1A1 (LEHMAN XS TRUST 2005-9N) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| LEHMAN XS TRUST LXS 2006 12N A31A (LEHMAN XS TRUST 2006-12N) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 16N A4A (LEHMAN XS TRUST 2006-16N) | Long | ABS-mortgage backed security | US | $7M | – | 0.50 |
| LEHMAN XS TRUST LXS 2006 16N A4B (LEHMAN XS TRUST 2006-16N) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 4N A1C1 (LEHMAN XS TRUST 2006-4N) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| LEHMAN XS TRUST LXS 2007 2N 3A3 (LEHMAN XS TRUST SERIES 2007-2N) | Long | ABS-mortgage backed security | US | $634K | – | 0.05 |
| LENNAR CORPORATION SNR S* ICE | Derivative-credit | US | $83K | – | 0.01 | |
| LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3 | Long | Debt | US | $2M | – | 0.18 |
| LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR | Long | Debt | US | $6M | – | 0.46 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $6M | – | 0.44 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2M1 (LONG BEACH MTGE LOAN TRUST 2001-4) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M4 (LONG BEACH MTGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.53 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4 (LONG BEACH MORTGAGE LOAD TR 2005-WL1) | Long | ABS-mortgage backed security | US | $279K | – | 0.02 |
| LUMINENT MORTGAGE TRUST LUM 2006 6 A1 (LUMINENT MORTGAGE TRUST 2006-6) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| LUMINENT MORTGAGE TRUST LUM 2006 7 2A1 (LUMINENT MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $305K | – | 0.02 |
| MACH I MAACH 2019 1 A 144A (MACH 1 CAYMAN LTD 2019-1) | Long | ABS-other | KY | $1M | – | 0.09 |
| MACKAY SHIELDS EURO CLO MKSE 1A A 144A (MACKAY SHIELDS EURO CLO 1 DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.15 |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A (MDPKE 14A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.45 |
| MAGNETITE CLO LTD MAGNE 2023 39A A 144A (MAGNETITE CLO LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.85 |
| MAN GLG EURO CLO GLGE 6A AR 144A (MAN GLG EURO 6A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.67 |
| MAPS LTD MAPSL 2018 1A A 144A (MERX AVIATION FINANCE LLC 2018-1A) | Long | ABS-other | BM | $667K | – | 0.05 |
| MARVELL TECHNOLOGY INC COMPANY GUAR 06/28 4.875 | Long | Debt | US | $7M | – | 0.48 |
| MASS MUTUAL LIFE INS CO SUBORDINATED 144A 02/69 VAR (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $4M | – | 0.29 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1 (MASTR ADJ RATE MTGE TRUST 2007-HF1) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1 (MASTR ASSET BACKED SECUR TR 2005-FRE1) | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2005 NC1 M2 (MASTR ASSET BACKED SEC TR 2005-NC1) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2005 NC2 A3 (MASTR ASSET BACKED SECUR TR 2005-NC2) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4 (MASTR ASSET BACKED SEC TR 2006-HE2) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A4 (MASTR ASSET BACKED SEC TR 2006-HE5) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1 (MASTR ASSET BACKED SEC TR 2006-NC1) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A3 (MASTR ASSET BACKED SEC TR 2006-NC2) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A4 (MASTR ASSET BACKED SEC TR 2006-NC2) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A5 (MASTR ASSET BACKED SEC TR 2006-NC2) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC1 A3 (MASTR ASSET BACKED SEC TRUST 2006-WMC1) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| MASTR REPERFORMING LOAN TRUST MARP 2005 2 1A2 144A (MASTR REPERFORMING LOAN TRUST 2005-2) | Long | ABS-mortgage backed security | US | $426K | – | 0.03 |
| MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A4 144A (MASTR REPERFORMING LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $451K | – | 0.03 |
| MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2 (MELLON RES FUND CORP 1999-TBC3) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A1 A3 (MERRILL LYNCH ALTERNATIVE NT 2007-A1) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 1AF8 (MERRILL LYNCH ALTERNATIVE NT 2007-AF1) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 FM1 M1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AF2 AF2 (MERRILL LYNCH MTGE INVESTORS 2006-AF2) | Long | ABS-mortgage backed security | US | $430K | – | 0.03 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2D (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $336K | – | 0.02 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 SD1 A1 (MERRILL LYNCH MTGE INV TRUST 2007-SD1) | Long | ABS-mortgage backed security | US | $438K | – | 0.03 |
| METAL CAYMAN METAL 2017 1 A 144A (METAL CAYMAN 2017-1 LLC) | Long | ABS-other | KY | $2M | – | 0.13 |
| MEXICO LA SP GST | Derivative-credit | US | $-12.82 | – | -0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $3K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $904.5 | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $428.44 | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $-38.48 | – | -0.00 | |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A (MIDOCEAN CREDIT CLO VIII 2018-8A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1 (MLCC MORTGAGE INVESTORS INC 2004-A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 C A2B (MLCC MORTGAGE INVESTORS INC 2004-C) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 D A1 (MLCC MORTGAGE INVESTORS INC 2004-D) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 E A1 (MLCC MORTGAGE INVESTORS INC 2004-E) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 1 2A1 (MLCC MORTGAGE INVESTORS INC 2006-1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| MONDELEZ INTERNATIONAL SR UNSECURED 07/31 4.625 (MONDELEZ INTERNATIONAL INC) | Long | Debt | US | $4M | – | 0.27 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2014 150E A 144A (MORGAN STANLEY CAPITAL I INC 2014-150E) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2020 CNP A 144A (MORGAN STANLEY CAPITAL I TRUST 2020-CNP) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 NC5 M1 (MORGAN STANLEY ABS CAPITAL I 2004-NC5) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC4 M6 (MORGAN STANLEY ABS CAPITAL I 2005-WMC4) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M5 (MORGAN STANLEY ABS CAPITAL I 2005-WMC5) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 A4 (MORGAN STANLEY ABS CAPITAL I 2006-HE1) | Long | ABS-mortgage backed security | US | $422K | – | 0.03 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 (MORGAN STANLEY ABS CAPITAL I 2006-HE4) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2C (MORGAN STANLEY ABS CAPITAL-2006-HE6) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $907K | – | 0.07 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2FP (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC1 M2 (MORGAN STANLEY ABS CAPITAL I 2006-NC1) | Long | ABS-mortgage backed security | US | $9M | – | 0.67 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C (MORGAN STANLEY ABS CAPITAL I 2006-NC4) | Long | ABS-mortgage backed security | US | $281K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2B (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $305K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C (MORGAN STANLEY ABS CAPITAL I 2006-WMC1) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE1) | Long | ABS-mortgage backed security | US | $515K | – | 0.04 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE7) | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C (MORGAN STANLEY ABS CAPITAL I 2007-NC1) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2D (MORGAN STANLEY ABS CAPITAL I 2007-NC1) | Long | ABS-mortgage backed security | US | $507K | – | 0.04 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 HYB1 A3 (MORGAN STANLEY DEAN WITTER 2003-HYB1) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1 (MORGAN STANLEY DEAN WITT CAP I 2003-NC2) | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 3 A3 (MORGAN STANLEY HOME EQUITY LN 2006-3) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 (MORGAN STANLEY HOME EQUITY LN 2007-2) | Long | ABS-mortgage backed security | US | $227K | – | 0.02 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3 (MORGAN STANLEY HOME EQUITY LN 2007-2) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 11AR 1A1 (MORGAN STANLEY MORTGAGE TRUST-2004-11AR) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 2A1 (MORGAN STANLEY MORTGAGE TRUST-2005-3AR) | Long | ABS-mortgage backed security | US | $848K | – | 0.06 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1 (MORGAN STANLEY MORTGAGE TRUST-2006-16AX) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 6A1 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 13 6A1 (MORGAN STANLEY MTGE LN TR 2007-13) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1 (MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A3 (MORGAN STANLEY MORTGAGE LN TR 2007-5AX) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 (MORGAN STANLEY MTGE LN TR 2007-7AX) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| MORGAN STANLEY REREMIC TRUST MSRR 2009 R3 1B 144A (MORGAN STANLEY REREMIC TRUST 2009-R3) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| MORGAN STANLEY REREMIC TRUST MSRR 2010 R4 4B 144A (MORGAN STANLEY RE-REMIC TRUST 2010-R4) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| MORGAN STANLEY REREMIC TRUST MSRR 2010 R5 3B 144A (MORGAN STANLEY REREMIC TRUST 2010-R5) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 04/34 VAR | Long | Debt | US | $20M | – | 1.45 |
| MORGAN STANLEY SR UNSECURED REGS 04/32 VAR | Long | Debt | US | $5M | – | 0.37 |
| MUNDYS SPA SR UNSECURED REGS 02/28 1.875 | Long | Debt | IT | $394K | – | 0.03 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2017 A SUB 144A (NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A) | Long | ABS-other | US | $414K | – | 0.03 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $2M | – | 0.17 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $4M | – | 0.30 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2003 B M1 (NEW CENTURY HOME EQUITY LOAN TR 2003-B) | Long | ABS-mortgage backed security | US | $730K | – | 0.05 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $12M | – | 0.85 |
| NEW YORK MORTGAGE TRUST NYMT 2022 SP1 A1 144A (NYMT LOAN TRUST 2022-SP1) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| NEWCASTLE MORTGAGE SECURITIES NCMT 2007 1 2A3 (NEWCASTLE MTGE SECURITIES TRUST 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| NEWCASTLE MORTGAGE SECURITIES NCMT 2007 1 2A4 (NEWCASTLE MTGE SECURITIES TRUST 2007-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| NEWPORT BEACH CA COPS NPBCTF 07/40 FIXED 7.168 (CITY OF NEWPORT BEACH CA) | Long | Debt | US | $4M | – | 0.29 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $3M | – | 0.21 |
| NMLT TRUST NLT 2021 INV2 A1 144A (NLT 2021-INV2 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A (NOMURA ASSET ACCEPTANCE CORP 2004-R1) | Long | ABS-mortgage backed security | US | $233K | – | 0.02 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 4A (NOMURA ASSET ACCEPTANCE CORP 2006-AR1) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| NOMURA HOLDINGS INC NOMURA HOLDINGS INC | Long | Debt | JP | $748K | – | 0.06 |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR | Long | Debt | JP | $3M | – | 0.24 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 (NOMURA HOME EQUITY LOAN INC 2006-AF1) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| NOMURA RESECURITIZATION TRUST NMRR 2010 5RA 1A7 144A (NOMURA RESECURITIZATION TRUST 2010-5RA) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M2 (NOVASTAR HOME EQUITY LOAN 2005-3) | Long | ABS-mortgage backed security | US | $995K | – | 0.07 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 2 A2C (NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-2) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| OCTANE RECEIVABLES TRUST OCTL 2023 3A A2 144A (OCTANE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $3M | – | 0.24 |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-292K | – | -0.02 | |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A (OBX 2023-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM8 A1 144A (OBX 2023-NQM8 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A (OBX 2023-NQM9 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 3 M3 (OPTION ONE MORTGAGE LOAN TRUST 2005-3) | Long | ABS-mortgage backed security | US | $305K | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 (OPTION ONE MORTGAGE LOAN TRUST 2005-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 (OPTION ONE MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $273K | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-5) | Long | ABS-mortgage backed security | US | $5M | – | 0.37 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 (OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.18 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $579K | – | 0.04 |
| PACIFIC NATIONAL FINANCE COMPANY GUAR REGS 03/28 4.75 (PACIFIC NATIONAL FINANCE PTY LTD) | Long | Debt | AU | $2M | – | 0.12 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 C 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $511K | – | 0.04 |
| PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3 (PARK PLACE SECURITIES INC 2004-WCW2) | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5 (PARK PLACE SECURITIES INC 2004-WWF1) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| PARK PLACE SECURITIES INC PPSI 2005 WCH1 M4 (PARK PLACE SECURITIES INC 2005-WCH1) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2005 WCW1 M3 (PARK PLACE SECURITIES INC-2005-WCW1) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2005 WCW2 M2 (PARK PLACE SECURITIES INC 2005-WCW2) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2005 WCW2 M3 (PARK PLACE SECURITIES INC 2005-WCW2) | Long | ABS-mortgage backed security | US | $882K | – | 0.06 |
| PARK PLACE SECURITIES INC PPSI 2005 WCW3 M2 (PARK PLACE SECURITIES INC 2005-WCW3) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ1 M5 (PARK PLACE SEC INC 2005-WHQ1) | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M2 (PARK PLACE SEC INC 2005-WHQ4) | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532 (PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY) | Long | Debt | US | $656K | – | 0.05 |
| PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 2A2 (PEOPLE'S FINANCE REALTY MTGE SEC 2006-1) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $1M | – | 0.11 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 A M1 (POPULAR ABS MTGE PASS THRU TRUST 2006-A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL1 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| PRP ADVISORS, LLC PRPM 2022 1 A1 144A (PRPM-2022-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| PURPLE FINANCE CLO PURP 1A ANV 144A (PURPLE FINANCE CLO 1 DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $167K | – | 0.01 |
| RAAC SERIES RAAC 2005 SP2 2A (RAAC SERIES 2005-SP2) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| RAAC SERIES RAAC 2006 SP1 M1 (RAAC SERIES 2006-SP1) | Long | ABS-mortgage backed security | US | $839K | – | 0.06 |
| RAAC SERIES RAAC 2007 RP4 A 144A (RAAC SERIES 2007-RP4) | Long | ABS-mortgage backed security | US | $275K | – | 0.02 |
| RAAC SERIES RAAC 2007 SP3 A2 (RAAC SERIES 2007-SP3) | Long | ABS-mortgage backed security | US | $427K | – | 0.03 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 1.22 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 1 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 2 AF5 (RENAISSANCE HOME EQUITY LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF4 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2 (RESIDENTIAL ACCREDIT LOANS 2005-QA2) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 (RALI SERIES 2005-QO1 TRUST) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO3 A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO3) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS14 3A1 (RESIDENTIAL ACCREDIT LOANS 2006-QS14) | Long | ABS-mortgage backed security | US | $449K | – | 0.03 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA11 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA11) | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1 (RESIDENTIAL ACCREDIT LOANS INC 2006-QA2) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS4 A8 (RESIDENTIAL ACCREDIT LOANS 2006-QS4) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A7 (RESIDENTIAL ACCREDIT LOANS 2006-QS6) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA4 A1B (RESIDENTIAL ACCREDIT LOANS 2007-QA4) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1 (RESIDENTIAL ACCREDIT LOANS 2007-QH7) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO4 A1 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QO4) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 (RESIDENTIAL ASSET MTGE PROD 2005-EFC5) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS1 AI3 (RESIDENTIAL ASSET MTGE PROD 2006-RS1) | Long | ABS-mortgage backed security | US | $326K | – | 0.02 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS3 A4 (RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2006-RS3) | Long | ABS-mortgage backed security | US | $497K | – | 0.04 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS5 A4 (RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2006-RS5) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS11 M1 (RESIDENTIAL ASSET SEC CORP 2004-KS11) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX4 M3 (RESIDENTIAL ASSET SECURITIES 2005-EMX4) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX5 A3 (RESIDENTIAL ASSET SECURITIES 2005-EMX5) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M2 (RESIDENTIAL ASSET SECURITIES 2005-KS11) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 1A3 (RESIDENTIAL ASSET SEC CORP 2006-EMX9) | Long | ABS-mortgage backed security | US | $237K | – | 0.02 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 2A (RESIDENTIAL ASSET SEC CORP 2006-EMX9) | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2007 KS3 AI4 (RESIDENTIAL ASSET SEC CORP 2007-KS3) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A1 (RESIDENTIAL ASSET SEC TRUST 2006-A12) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A3 (RESIDENTIAL ASSET SEC TRUST 2006-A12) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A5CB A6 (RESIDENTIAL ASSET SEC TRUST 2006-A5CB) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1 (RESIDENTIAL ASSET SEC TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 2A2 (RESIDENTIAL ASSET SEC TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $295K | – | 0.02 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA1 1A2 (RESIDENTIAL FUNDING MTGE SEC 2005-SA1) | Long | ABS-mortgage backed security | US | $434K | – | 0.03 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S8 A15 (RESIDENTIAL FUNDING MTG SEC I 2006-S8) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-6M | – | -0.42 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-4M | – | -0.26 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-6M | – | -0.46 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-2M | – | -0.18 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-7M | – | -0.53 |
| RFR USD SOFR/3.55500 03/05/24-30Y LCH | Derivative-interest rate | US | $-102K | – | -0.01 | |
| RFR USD SOFR/3.62000 01/31/24-10Y LCH | Derivative-interest rate | US | $-103K | – | -0.01 | |
| RFR USD SOFR/3.65000 03/05/24-10Y LCH | Derivative-interest rate | US | $-188K | – | -0.01 | |
| RFR USD SOFR/3.65500 01/24/24-10Y LCH | Derivative-interest rate | US | $-102K | – | -0.01 | |
| RFR USD SOFR/3.68500 01/24/24-10Y LCH | Derivative-interest rate | US | $-184K | – | -0.01 | |
| RFR USD SOFR/3.70000 03/05/24-10Y LCH | Derivative-interest rate | US | $-81K | – | -0.01 | |
| RFR USD SOFR/3.71000 03/05/24-10Y LCH | Derivative-interest rate | US | $-157K | – | -0.01 | |
| RFR USD SOFR/3.78300 02/07/24-10Y LCH | Derivative-interest rate | US | $-49K | – | -0.00 | |
| RFR USD SOFR/3.83000 10/12/23-30Y LCH | Derivative-interest rate | US | $711.75 | – | 0.00 | |
| RFR USD SOFR/3.86000 02/21/24-10Y LCH | Derivative-interest rate | US | $-167K | – | -0.01 | |
| RFR USD SOFR/3.87000 10/17/23-30Y LCH | Derivative-interest rate | US | $16K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-50K | – | -0.00 | |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | Derivative-interest rate | US | $-223K | – | -0.02 | |
| RFR USD SOFR/3.97000 02/27/24-5Y LCH | Derivative-interest rate | US | $-65K | – | -0.00 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $44K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-45K | – | -0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $88K | – | 0.01 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $122K | – | 0.01 | |
| ROLLS ROYCE PLC COMPANY GUAR 06/26 3.375 (ROLLS-ROYCE PLC) | Long | Debt | GB | $121K | – | 0.01 |
| ROLLS ROYCE PLC COMPANY GUAR REGS 05/28 1.625 (ROLLS-ROYCE PLC) | Long | Debt | GB | $98K | – | 0.01 |
| ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75 (ROLLS-ROYCE PLC) | Long | Debt | GB | $255K | – | 0.02 |
| SABRA HEALTH CARE LP COMPANY GUAR 10/29 3.9 | Long | Debt | US | $4M | – | 0.31 |
| SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244 (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $2M | – | 0.14 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2005-FR5) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A2 (SEC ASSET BACKED REC LLC 2006-FR3) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 (SEC ASSET BACKED REC LLC 2006-FR3) | Long | ABS-mortgage backed security | US | $431K | – | 0.03 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2B (SECURITIZED ASSET BACKED REC 2006-HE1) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C (SECURITIZED ASSET BACKED REC 2006-HE1) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2D (SECURITIZED ASSET BACKED REC 2006-HE1) | Long | ABS-mortgage backed security | US | $216K | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 NC1 A3 (SEC ASSET BACKED REC LLC 2006-NC1) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| SG MORTGAGE SECURITIES TRUST SGMS 2005 OPT1 M2 (SG MORTGAGE SECURITIES TRUST 2005-OPT1) | Long | ABS-mortgage backed security | US | $414K | – | 0.03 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE2 A2C (SG MORTGAGE SECURITIES TRUST 2006-FRE2) | Long | ABS-mortgage backed security | US | $6M | – | 0.43 |
| SHACKLETON CLO LTD SHACK 2017 10A AR2 144A (SHACKLETON CLO LTD 2017-10A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A (SLM STUDENT LOAN TRUST 2010-C) | Long | ABS-other | US | $2M | – | 0.13 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2017 B B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2017-B) | Long | ABS-other | US | $471K | – | 0.03 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-633.96 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-706.26 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-11K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-686.19 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-1K | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $527K | – | 0.04 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $16K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $12K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $9K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $32.32 | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $20.97 | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $14.81 | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-1.92 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-4.68 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-13.19 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-17.33 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-32.77 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-98.2 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $17K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $3K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $324.82 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $58.97 | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240723 | Derivative-foreign exchange | TR | $-2K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240725 | Derivative-foreign exchange | TR | $-1K | – | -0.00 | |
| SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A (SOUND POINT CLO IX LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.44 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 2 M2 (SOUNDVIEW HOME EQUITY LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT3 2A4 (SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT3) | Long | ABS-mortgage backed security | US | $5M | – | 0.34 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| SOUTHWEST AIRLINES CO SNR S* ICE | Derivative-credit | US | $5K | – | 0.00 | |
| SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3 (SPECIALTY UNDERWRITING & RESID 2005-BC2) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 (SPECIALTY UNDERWRITING & RESID 2006-AB1) | Long | ABS-mortgage backed security | US | $867K | – | 0.06 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3) | Long | ABS-mortgage backed security | US | $5M | – | 0.37 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC5 A2D (SPECIALTY UNDERWRNG & RES FIN 2006-BC5) | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2C (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2007-BC2) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $314K | – | 0.02 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A (STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 14 1A (STRUCTURED ADJUSTABLE RATE MTGE 2004-14) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 7 A3 (STRUCTURED ADJ RATE MTG LN 2004-7) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1 (STRUCTURED ARM LOAN TRUST 2005-19XS) | Long | ABS-mortgage backed security | US | $512K | – | 0.04 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 9 2A2A (STRUCTURED ADJUSTABLE RT MTGE LN 2005-9) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 6A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-1) | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2 (STRUCTURED ADJ RATE MTGE LOAN 2006-8) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 9 1A1 (STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN 2006-9) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 6 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-6) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC6 M1 (STRUCTURED ASSET INVEST LN TR 2003-BC6) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 M2 (STRUCTURED ASSET INVST LN TR 2004-8) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC2 M1 (STRUCTURED ASSET INVEST LN TR 2004-BNC2) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 A3 (STRUCTURED ASSET INVEST LN TRUST-2005-11) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M4 (STRUCTURED ASSET INVST LN TR 2005-4) | Long | ABS-mortgage backed security | US | $297K | – | 0.02 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC1 A4 (STRUCTURED ASSET INVST LN TR 20060BNC1) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 (STRUCTURED ASSET INVEST LN TR 2006-BNC3) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR2 A1 (STRUCTURED ASSET MTG INV INC 2003-AR2) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A3 (STRUCTURED ASSET MTG INV INC 2004-AR1) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A2 (STRUCTURED ASSET MTG INV INC 2004-AR6) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2 (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A2 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $321K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR4) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 2A2 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $233K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1 (STRUCTURED ASSET MTGE INVEST 2006-AR6) | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR2) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR3 1A3 (STRUCTURED ASSET MTG INV INC 2007-AR3) | Long | ABS-mortgage backed security | US | $543K | – | 0.04 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR3 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR3) | Long | ABS-mortgage backed security | US | $284K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR4 A4A (STRUCTURED ASSET MTG INV INC 2007-AR4) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 AR1 M2 (STRUCTURED ASSET SEC CORP 2005-AR1) | Long | ABS-mortgage backed security | US | $304K | – | 0.02 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC2 A3 (STRUCTURED ASSET SECURITIES CO-2006-BC2) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC4 A4 (STRUCTURED ASSET SECURITIES CO 2006-BC4) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 EQ1A A1 144A (STRUCTURED ASSET SEC CORP 2006-EQ1A) | Long | ABS-mortgage backed security | US | $480K | – | 0.04 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 MN1A A1 144A (STRUCTURED ASSET SEC CORP 2007-MN1A) | Long | ABS-mortgage backed security | US | $984K | – | 0.07 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 (STRUCTURED ASSET SEC CORP 2007-WF1) | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A1 (STRUCTURED ASSET SEC CORP 2007-WF2) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A3 (STRUCTURED ASSET SEC CORP 2007-WF2) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 3A2 (SUNTRUST ADJR MRTG LN TR 2007-1) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| SUNTRUST ALTERNATIVE LOAN TRUS STALT 2005 1F 2A8 (SUNTRUST ALTERNATIVE LN TRUST 2005-1F) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| SYMPHONY CLO LTD SYMP 2023 39A A 144A (SYMPHONY CLO 30 LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | BM | $13M | – | 0.92 |
| SYSTEM ENERGY RESOURCES 1ST MORTGAGE 04/28 6 (SYSTEM ENERGY RESOURCES INC) | Long | Debt | US | $2M | – | 0.14 |
| TBW MORTGAGE BACKED PASS THROU TBW 2007 2 A1A (TBW MTGE BACKED P/T CERT 2007-2) | Long | ABS-mortgage backed security | US | $799K | – | 0.06 |
| TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $3M | – | 0.24 |
| TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744 (TESCO PROPERTY FINANCE 3 PLC) | Long | Debt | GB | $505K | – | 0.04 |
| TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744 (TESCO PROPERTY FINANCE 3 PLC) | Long | Debt | GB | $224K | – | 0.02 |
| TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006 | Long | Debt | GB | $799K | – | 0.06 |
| TESCO PROPERTY FIN 5 PLC SR SECURED REGS 10/41 5.6611 (TESCO PROPERTY FINANCE 5 PLC) | Long | Debt | GB | $116K | – | 0.01 |
| TEXAS ELECTRIC MKT STABL SR SECURED 144A 02/52 5.167 (TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC) | Long | Debt | US | $7M | – | 0.55 |
| THORNBURG MORTGAGE SECURITIES TMST 2003 4 A1 (THORNBURG MORTGAGE SECURITIES TR 2003-4) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 3 A (THORNBURG MORTGAGE SECURITIES TR 2004-3) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 4 2A1 (THORNBURG MORTGAGE SECURITIES TR 2007-4) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 3 A1 144A (TOWD POINT MORTGAGE TRUST 2019-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.40 |
| TPG REAL ESTATE FINANCE TRTX 2021 FL4 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.60 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $261K | – | 0.02 |
| TRESTLES CLO LTD TREST 2021 5A A1 144A (TRESTLES CLO V LTD 2021-5A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.33 |
| TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A (TRINITAS CLO VI LTD 2017-6A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.70 |
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A (TRINITAS CLO LTD 2020-14A) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 1.22 |
| TRUSTAGE FINANCIAL GROUP SR UNSECURED 144A 04/32 4.625 (TRUSTAGE FINANCIAL GROUP INC) | Long | Debt | US | $5M | – | 0.34 |
| TSY INFL IX N/B 01/34 1.75 (UNITED STATES GOVT) | Long | Debt | US | $31M | – | 2.32 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $50M | – | 3.72 |
| TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2 (TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | TR | $2M | – | 0.16 |
| UBS GROUP AG SR UNSECURED 144A 02/35 VAR | Long | Debt | CH | $9M | – | 0.66 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $307K | – | 0.02 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-460K | – | -0.03 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-156K | – | -0.01 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $31K | – | 0.00 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-724K | – | -0.05 | |
| VASA TRUST VASA 2021 VASA A 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $927K | – | 0.07 |
| VB S1 ISSUER LLC VBTEL 2022 1A C2II 144A (VB-S1 ISSUER LLC - VBTEL 2022-1A) | Long | ABS-other | US | $1M | – | 0.09 |
| VB S1 ISSUER LLC VBTOW 2020 2A A 144A (VERTICAL BRIDGE HOLDINGS LLC 2020-2A) | Long | ABS-other | US | $7M | – | 0.49 |
| VENDEE MORTGAGE TRUST VENDE 1994 3A 1ZB (VENDEE MORTGAGE TRUST-1994-3A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $8M | – | 0.56 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $31K | – | 0.00 | |
| VERUS SECURITIZATION TRUST VERUS 2021 8 A1 144A (VERUS SECURITIZATION TRUST 2021-8) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.32 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-B) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) | Long | ABS-mortgage backed security | US | $5M | – | 0.36 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A3 (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) | Long | ABS-mortgage backed security | US | $877K | – | 0.06 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR8 A (WASHINGTON MUTUAL MTGE 2003-AR8) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR12 A2A (WASHINGTON MUTUAL 2004-AR12) | Long | ABS-mortgage backed security | US | $362K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A1B2 (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1B2 (WASHINGTON MUTUAL 2005-AR15) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A (WASHINGTON MUTUAL 2006-AR15) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 2A1 (WASHINGTON MUTUAL 2006-AR8) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $480K | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1 (WAMU MTGE P/T CERT 2007-HY2) | Long | ABS-mortgage backed security | US | $526K | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A (WAMU MORTGAGE P/T CERTIFICATES 2007-OA1) | Long | ABS-mortgage backed security | US | $942K | – | 0.07 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A1B (WAMU MTGE P/T CERT 2007-OA5) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A (WASHINGTON MUTUAL 2007-OA6) | Long | ABS-mortgage backed security | US | $7M | – | 0.50 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279 | Long | Debt | US | $1M | – | 0.10 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 3 1CB3 (WMALT MTGE PASS-THRU CERT 2005-3) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A3 (WASHING MUTUAL MTGE P/T 2006-7) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A1 (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $235K | – | 0.02 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A2 (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| WAVE USA WAAV 2019 1 A 144A (WAVE TRUST 2019-1) | Long | ABS-other | US | $1M | – | 0.11 |
| WELLS FARGO + COMPANY SR UNSECURED 03/33 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.45 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 (WELLS FARGO ALTERNATIVE LOAN 2007-PA4) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2004 1 1A (WELLS FARGO HOME EQUITY ABS SER 2004-1) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2006 1 M3 (WELLS FARGO HOME EQUITY TRUST 2006-1) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR14 2A1 (WELLS FARGO MTGE BK SEC TR 2006-AR14) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A1 (WELLS FARGO MTGE BACKED SEC 2007-7) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| WHITEHORSE LTD WITEH 2018 12A A 144A (WHITEHORSE XII LTD 12A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.63 |
| ZF NA CAPITAL COMPANY GUAR 144A 04/30 6.75 (ZF NORTH AMERICA CAPITAL INC) | Long | Debt | US | $1M | – | 0.09 |
Address
PIMCO Managed Accounts Trust
1633 Broadway
New York
New York
10019
United States of America
Websites
Directors
Alan Rappaport
David N. Fisher
Deborah A. DeCotis
E. Grace Vandecruze
Joseph B. Kittredge, Jr
Kathleen A. McCartney
Libby D. Cantrill
Sarah E. Cogan
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
Canada Self Custody
Citibank A.S.
Citibank Europe PLC Portugal Branch
Citibank N.A.
Citibank N.A.
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.
Royal Bank of Canada
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
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
Barclays Capital, Inc.
Citigroup Global Markets, Inc.