PIMCOFUNDS > PIMCO Variable Insurance Trust
PIMCO Total Return Portfolio
$4.59B
Avg Monthly Net Assets
$9.25B
Total Assets
$4.79B
Total Liabilities
$4.46B
Net Assets
PIMCO Total Return Portfolio is a Fund of Funds in PIMCO Variable Insurance Trust
from PIMCOFUNDS,
based in California,
United States of America.
The fund has three share classes
and monthly net assets of $4.59B.
On August 28th, 2024 it reported 1,534 holdings, the largest
being UMBS PASS THRU POOLS (8.9%), UMBS PASS THRU POOLS (8.1%) and UMBS PASS THRU POOLS (6.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026489 | VPVTRDV | |
| Advisor | C000030985 | VPVTRVV | |
| Institutional | C000026490 | VPVTRIV |
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 |
|---|---|---|---|---|---|---|
| 31750MND6 PIMCO FXVAN PUT GBP USD 1.10000000 | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| 31750MNE4 PIMCO FXVAN PUT GBP USD 1.20000000 | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| 31750O0I6 PIMCO CDSOPT PUT USD 0.6 20240918 | Derivative-credit | US | $73K | – | 0.00 | |
| 31750O0J4 PIMCO CDSOPT PUT USD 0.8 20240918 | Derivative-credit | US | $-50K | – | -0.00 | |
| 31750O8V9 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-649.92 | – | -0.00 | |
| 31750O8W7 OTC EPUT FN 5.0 JUL24 94.96875 PUT | Derivative-interest rate | US | $-555.12 | – | -0.00 | |
| 31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-785.32 | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 31750OCU6 OTC ECAL FN 5.0 JUL24 97.25 CALL | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 31750OFK5 PIMCO CDSOPT PUT USD 0.6 20241120 | Derivative-credit | US | $85K | – | 0.00 | |
| 31750OFL3 PIMCO CDSOPT PUT USD 0.6 20241120 | Derivative-credit | US | $82K | – | 0.00 | |
| 31750OFM1 PIMCO CDSOPT PUT USD 0.8 20241120 | Derivative-credit | US | $-80K | – | -0.00 | |
| 31750OFN9 PIMCO CDSOPT PUT USD 0.8 20241120 | Derivative-credit | US | $-77K | – | -0.00 | |
| 3175FA9F7 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | LU | $30K | – | 0.00 | |
| 3175FA9K6 PIMCO FXVAN CALL USD CNH 7.45000000 | Derivative-foreign exchange | US | $68K | – | 0.00 | |
| 3175FB9K4 PIMCO FXVAN CALL USD CNH 7.37500000 | Derivative-foreign exchange | LU | $82K | – | 0.00 | |
| 3175FD9K0 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | LU | $46K | – | 0.00 | |
| 3175SP9A1 PIMCO FXVAN CALL USD CNH 7.27500000 | Derivative-foreign exchange | US | $204K | – | 0.00 | |
| 3175SP9B9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $75K | – | 0.00 | |
| 3175SP9C7 PIMCO FXVAN CALL USD CNH 7.32500000 | Derivative-foreign exchange | LU | $77K | – | 0.00 | |
| 3175ST9C9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $86K | – | 0.00 | |
| 3175UF951 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | LU | $76K | – | 0.00 | |
| 3175UJ9T1 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $709K | – | 0.02 | |
| 3175UJ9U8 PIMCO FXVAN CALL USD CNH 7.35000000 | Derivative-foreign exchange | LU | $146K | – | 0.00 | |
| 3175UJ9W4 PIMCO FXVAN CALL USD CNH 7.32500000 | Derivative-foreign exchange | LU | $82K | – | 0.00 | |
| 3175UJ9X2 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | US | $112K | – | 0.00 | |
| 317U5A6A7 PIMCO SWAPTION 4.244 PUT USD 2025022 | Derivative-interest rate | US | $-255K | – | -0.01 | |
| 317U5A8A5 PIMCO SWAPTION 3.92 PUT USD 20250227 | Derivative-interest rate | US | $270K | – | 0.01 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-191.88 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $41K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-44K | – | -0.00 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 | Derivative-interest rate | US | $26K | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 | Derivative-interest rate | US | $-29K | – | -0.00 | |
| 317U5YPA4 PIMCO SWAPTION 2.754 CALL EUR 202411 | Derivative-interest rate | US | $20K | – | 0.00 | |
| 317U5YQA3 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-21K | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 | Derivative-interest rate | US | $16K | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 | Derivative-interest rate | US | $25K | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 | Derivative-interest rate | US | $-25K | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 | Derivative-interest rate | US | $27K | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 | Derivative-interest rate | US | $-26K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 | Derivative-interest rate | US | $22K | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 | Derivative-interest rate | US | $39K | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 | Derivative-interest rate | US | $-31K | – | -0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 | Derivative-interest rate | US | $79K | – | 0.00 | |
| 317U63QA0 PIMCO SWAPTION 2.465 CALL EUR 202411 | Derivative-interest rate | US | $-30K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.38 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-33K | – | -0.00 | |
| 317U64XA0 PIMCO SWAPTION 4.75 PUT USD 20250529 | Derivative-interest rate | US | $-262K | – | -0.01 | |
| 317U64YA9 PIMCO SWAPTION 4.329 PUT USD 2025052 | Derivative-interest rate | US | $303K | – | 0.01 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.29 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.29 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.57 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| 317U65QA5 PIMCO SWAPTION 2.4675 CALL EUR 20241 | Derivative-interest rate | US | $-41K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-100.89 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U65ZA5 PIMCO SWAPTION 2.92 CALL EUR 2024120 | Derivative-interest rate | US | $35K | – | 0.00 | |
| 317U66AA0 PIMCO SWAPTION 2.44 CALL EUR 2024120 | Derivative-interest rate | US | $-30K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-862.99 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-950.4 | – | -0.00 | |
| 317U66TA0 PIMCO SWAPTION 4.43 PUT USD 20250604 | Derivative-interest rate | US | $-342K | – | -0.01 | |
| 317U66UA8 PIMCO SWAPTION 4.07 PUT USD 20250604 | Derivative-interest rate | US | $369K | – | 0.01 | |
| 317U66VA7 PIMCO SWAPTION 2.84 CALL EUR 2024120 | Derivative-interest rate | US | $41K | – | 0.00 | |
| 317U66ZA3 PIMCO SWAPTION 2.3625 CALL EUR 20241 | Derivative-interest rate | US | $-34K | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U69GA8 PIMCO SWAPTION 2.9 CALL EUR 20241209 | Derivative-interest rate | US | $49K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 | Derivative-interest rate | US | $-38K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 | Derivative-interest rate | US | $56K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 | Derivative-interest rate | US | $-48K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-21K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6BHA2 PIMCO SWAPTION 2.9 CALL EUR 20241213 | Derivative-interest rate | US | $53K | – | 0.00 | |
| 317U6BIA1 PIMCO SWAPTION 2.425 CALL EUR 202412 | Derivative-interest rate | US | $-43K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-23K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-25K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6COA2 PIMCO SWAPTION 2.8 CALL EUR 20241217 | Derivative-interest rate | US | $32K | – | 0.00 | |
| 317U6CPA1 PIMCO SWAPTION 2.3525 CALL EUR 20241 | Derivative-interest rate | US | $-27K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-47K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-21K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-48K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-22K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4 (ACCREDITED MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ACE SECURITIES CORP. ACE 2006 FM2 A2D (ACE SECURITIES CORP 2006-FM2) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| ACE SECURITIES CORP. ACE 2006 NC2 A2C (ACE SECURITIES CORP 2006-NC2) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| ACE SECURITIES CORP. ACE 2007 HE2 A2A (ACE SECURITIES CORP 2007-HE2) | Long | ABS-mortgage backed security | US | $972K | – | 0.02 |
| ACREC 2021 FL1 LTD. ACREC 2021 FL1 A 144A (ACREC 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.27 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $728K | – | 0.02 |
| AES CORP/THE SR UNSECURED 144A 07/30 3.95 (AES CORPORATION) | Long | Debt | US | $6M | – | 0.13 |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $11M | – | 0.24 |
| ALBA PLC ALBA 2007 1 A3 REGS (ALBA PLC 2007-1) | Long | ABS-mortgage backed security | GB | $7M | – | 0.15 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 07/29 4.5 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $4M | – | 0.10 |
| ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR (ALGONQUIN POWER & UTILITIES CORP) | Long | Debt | CA | $10M | – | 0.22 |
| ALLIANT ENERGY FINANCE COMPANY GUAR 144A 03/29 5.95 (ALLIANT ENERGY FINANCE LLC) | Long | Debt | US | $5M | – | 0.10 |
| ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A2 (ALLY AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $5M | – | 0.12 |
| ALLY FINANCIAL INC SR UNSECURED 01/30 VAR | Long | Debt | US | $8M | – | 0.18 |
| AMDOCS LTD SR UNSECURED 06/30 2.538 (AMDOCS LIMITED) | Long | Debt | GG | $6M | – | 0.13 |
| AMER AIRLINE 16 3 A PTT PASS THRU CE 04/30 3.25 (AMERICAN AIRLINES 2016-3 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.06 |
| AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3 (AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.11 |
| AMER AIRLINE 19 1A PTT PASS THRU CE 08/33 3.5 (AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.11 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $5M | – | 0.12 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $2M | – | 0.05 |
| AMERICAN EXPRESS CO SR UNSECURED 02/28 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $2M | – | 0.04 |
| AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $9M | – | 0.20 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 2 3A2 (AMERICAN HOME MTGE INV TRUST 2006-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| AMERICAN HONDA FINANCE SR UNSECURED 11/24 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $7M | – | 0.15 |
| AMERICAN MEDICAL SYST EU COMPANY GUAR 03/29 3.375 (AMERICAN MEDICAL SYSTEMS EUROPE BV) | Long | Debt | NL | $7M | – | 0.15 |
| AMERICAN TOWER CORP SR UNSECURED 01/27 2.75 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $13M | – | 0.28 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R1 M4 (AMERIQUEST MORTGAGE SEC 2005-R1) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R9 M1 (AMERIQUEST MTGE SECURITIES INC 2005-R9) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| AMGEN INC SR UNSECURED 03/30 5.25 | Long | Debt | US | $7M | – | 0.16 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.26 |
| APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.22 |
| AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A (AQUEDUCT EUROPEAN CLO 1-2017 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.14 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.34 |
| AREIT CRE TRUST AREIT 2022 CRE6 A 144A (AREIT TRUST 2022-CRE6) | Long | ABS-mortgage backed security | KY | $12M | – | 0.26 |
| AREIT CRE TRUST AREIT 2022 CRE7 A 144A (AREIT TRUST 2022-CRE7) | Long | ABS-mortgage backed security | US | $14M | – | 0.30 |
| ARES CLO LTD ARES 2016 40A A1RR 144A (ARES XL CLO LTD 2016-40A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.10 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A2C (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| ARGENT SECURITIES INC. ARSI 2006 W2 A2B (ARGENT SECURITIES INC. 2006-W2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $17K | – | 0.00 | |
| AT+T INC SR UNSECURED 05/35 4.5 (AT&T INC) | Long | Debt | US | $14M | – | 0.32 |
| ATHENE GLOBAL FUNDING SECURED 144A 02/26 5.684 | Long | Debt | US | $9M | – | 0.20 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A (ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| AVANGRID INC SR UNSECURED 12/24 3.15 (AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)) | Long | Debt | US | $8M | – | 0.18 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/29 5.375 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $3M | – | 0.08 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 08/25 4.125 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $14M | – | 0.32 |
| BACARDI LTD COMPANY GUAR 144A 05/25 4.45 (BACARDI LIMITED) | Long | Debt | BM | $12M | – | 0.28 |
| BAE SYSTEMS PLC SR UNSECURED 144A 02/31 1.9 | Long | Debt | GB | $4M | – | 0.10 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 (BANC OF AMERICA FUNDING CORP 2005-D) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 1A2 (BANC OF AMERICA FUNDING CORP 2007-2) | Long | ABS-mortgage backed security | US | $938K | – | 0.02 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2014 R2 3A2 144A (BANC OF AMERICA FUNDING TRUST 2014-R2) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BOC A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BOC) | Long | ABS-mortgage backed security | US | $11M | – | 0.24 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A4 (BANK OF AMERICA MTGE SEC 2003-D) | Long | ABS-mortgage backed security | US | $935.63 | – | 0.00 |
| BANCO DO BRASIL SA SNR LA SP JPM | Derivative-credit | US | $12K | – | 0.00 | |
| BANCO SANTANDER SA 03/28 VAR | Long | Debt | ES | $8M | – | 0.18 |
| BANCO SANTANDER SA 11/27 VAR | Long | Debt | ES | $5M | – | 0.10 |
| BANK OF AMERICA CORP SR UNSECURED 01/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $9M | – | 0.20 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.04 |
| BANK OF AMERICA CORP SR UNSECURED 04/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $5M | – | 0.11 |
| BANK OF AMERICA CORP SR UNSECURED 07/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.09 |
| BANK OF AMERICA CORP SR UNSECURED 09/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $10M | – | 0.22 |
| BANK OF AMERICA CORP SR UNSECURED 10/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $5M | – | 0.12 |
| BANK OF NY MELLON CORP SR UNSECURED 03/30 VAR (BANK OF NEW YORK MELLON CORP (BNY MELLON)) | Long | Debt | US | $9M | – | 0.21 |
| BARCLAYS PLC SR UNSECURED 03/25 3.65 | Long | Debt | GB | $492K | – | 0.01 |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $4M | – | 0.08 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $4M | – | 0.10 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25 | Long | Debt | US | $5M | – | 0.10 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 01/29 6.25 | Long | Debt | US | $6M | – | 0.14 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125 | Long | Debt | US | $3M | – | 0.06 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $4M | – | 0.10 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/53 6.875 | Long | Debt | US | $514K | – | 0.01 |
| BCAP LLC TRUST BCAP 2007 AA2 12A1 (BCAP LLC TRUST 2007-AA2) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BCAP LLC TRUST BCAP 2011 RR5 12A1 144A (BCAP LLC TRUST 2011-RR5) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1 (BEAR STEARNS ADJUST RT MTGE TR 2000-) | Long | ABS-mortgage backed security | US | $239.48 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $193.88 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 1 12A5 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 22A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 1A1 (BEAR STEARNS ARM TR 2004-3) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $526K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 1 A1 (BEAR STEARNS ADJ RATE MTGE TR 2006-1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $390K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 3 35A1 (BEAR STEARNS ALT-A TRUST 2006-3) | Long | ABS-mortgage backed security | US | $519K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE2 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE7 2A2 (BEAR STEARNS ASSETBACK SEC 2006-HE7) | Long | ABS-mortgage backed security | US | $421K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE9 1A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE9) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $426K | – | 0.01 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $365K | – | 0.01 |
| BENCHMARK MORTGAGE TRUST BMARK 2022 B33 A5 (BENCHMARK MORTGAGE TRUST 2022-B33) | Long | ABS-mortgage backed security | US | $13M | – | 0.30 |
| BENEFIT STREET PARTNERS CLO LT BSP 2019 17A AR 144A (BENEFIT STREET PARTNERS CLO XVII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.30 |
| BGC GROUP INC SR UNSECURED 05/28 8 | Long | Debt | US | $5M | – | 0.12 |
| BIG COMMERCIAL MORTGAGE TRUST BIG 2022 BIG A 144A (BIG COMMERCIAL MORTGAGE TRUST 2022-BIG) | Long | ABS-mortgage backed security | US | $14M | – | 0.32 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 06/31 3.125 | Long | Debt | US | $7M | – | 0.15 |
| BMW VEHICLE LEASE TRUST BMWLT 2023 2 A3 (BMW VEHICLE LEASE TRUST 2023-2) | Long | ABS-other | US | $9M | – | 0.20 |
| BNP PARIBAS 144A 05/30 VAR | Long | Debt | FR | $8M | – | 0.19 |
| BNP PARIBAS SR UNSECURED 144A 04/32 VAR | Long | Debt | FR | $14M | – | 0.32 |
| BOEING CO SR UNSECURED 02/26 2.75 (BOEING CO/THE) | Long | Debt | US | $15M | – | 0.33 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-15K | – | -0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-327K | – | -0.01 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $14K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-118.99 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-11K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-30K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-48K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-51K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-64K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-65K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-79K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-79K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-119K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-126K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-887K | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-139K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-646K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-85K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $28K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-21K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241210 | Derivative-foreign exchange | CN | $-12K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241210 | Derivative-foreign exchange | CN | $-33K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241216 | Derivative-foreign exchange | CN | $-183K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250116 | Derivative-foreign exchange | CN | $-16K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250218 | Derivative-foreign exchange | CN | $-6K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $2K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $907.49 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-73K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-76K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-58K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-543K | – | -0.01 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $479.48 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $449.53 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $924.36 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-96K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-6K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-17K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $90K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $16K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $7K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $6K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $530.37 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-4K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-6K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-28K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-394.97 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $11.68 | – | 0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-38.88 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-61.76 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-81.14 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-91.46 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-185.83 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-189.92 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $195.83 | – | 0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-23K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-28K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-5K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-8K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-11K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-16K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-84K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-199K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $24K | – | 0.00 | |
| BOUGHT THB SOLD USD 20240719 | Derivative-foreign exchange | TH | $-44.61 | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $125K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240708 | Derivative-foreign exchange | TR | $126K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $80K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $125K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $14K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240725 | Derivative-foreign exchange | TR | $12K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240726 | Derivative-foreign exchange | TR | $5K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240731 | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240807 | Derivative-foreign exchange | TR | $8K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $66K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240812 | Derivative-foreign exchange | TR | $52K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240814 | Derivative-foreign exchange | TR | $28K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240820 | Derivative-foreign exchange | TR | $99.34 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240822 | Derivative-foreign exchange | TR | $11K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240823 | Derivative-foreign exchange | TR | $184.78 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240826 | Derivative-foreign exchange | TR | $215K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240827 | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $14K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $160K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $7K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240917 | Derivative-foreign exchange | TR | $17K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20241108 | Derivative-foreign exchange | TR | $139K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250312 | Derivative-foreign exchange | TR | $13K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $13K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $206K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-3K | – | -0.00 | |
| BPCE SA 144A 05/29 5.281 | Long | Debt | FR | $3M | – | 0.08 |
| BPCE SA 144A 10/27 VAR | Long | Debt | FR | $9M | – | 0.20 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/27 4.9 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $6M | – | 0.13 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/29 4.9 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $3M | – | 0.08 |
| BROADCOM INC COMPANY GUAR 144A 02/33 2.6 | Long | Debt | US | $14M | – | 0.31 |
| BROADCOM INC SR UNSECURED 144A 04/34 3.469 | Long | Debt | US | $3M | – | 0.07 |
| BROADCOM INC SR UNSECURED 144A 11/35 3.137 | Long | Debt | US | $11M | – | 0.25 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | Long | Debt | US | $554K | – | 0.01 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/28 1 (ITALY GOVT) | Long | Debt | IT | $19M | – | 0.43 |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $7M | – | 0.16 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $280K | – | 0.01 | |
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/29 VAR | Long | Debt | BM | $5M | – | 0.11 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 03/26 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $196K | – | 0.00 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 07/26 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $7M | – | 0.17 |
| CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5 (CARLYLE FINANCE SUBSIDIARY LLC) | Long | Debt | US | $5M | – | 0.10 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.18 |
| CARMAX AUTO OWNER TRUST CARMX 2023 3 A2A (CARMAX AUTO OWNER TRUST 2023-3) | Long | ABS-other | US | $5M | – | 0.11 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N1) | Long | ABS-other | US | $2M | – | 0.06 |
| CASTLELAKE LP FIRST LIEN TERM LOAN (ALT-2 STRUCTURED TRUST) | Long | Loan | US | $8M | – | 0.17 |
| CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A (CATAMARAN CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.23 |
| CD COMMERCIAL MORTGAGE TRUST CD 2017 CD5 A4 (CD 2017-CD5 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| CDX HY35 5Y ICE | Derivative-credit | US | $-515K | – | -0.01 | |
| CDX HY36 5Y ICE | Derivative-credit | US | $-1M | – | -0.03 | |
| CDX HY38 5Y ICE | Derivative-credit | US | $-4M | – | -0.08 | |
| CDX ITRAXX XOV40 5Y 35-100% SP BOA | Derivative-credit | $2M | – | 0.03 | ||
| CDX ITRAXX XOV40 5Y 35-100% SP JPM | Derivative-credit | $723K | – | 0.02 | ||
| CENTENE CORP SR UNSECURED 10/30 3 (CENTENE CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C7 ASB (CFCRE COMMERCIAL MORTGAGE TRUST 2016-C7) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/29 6.1 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $8M | – | 0.17 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A2 3A5 (CHASE MORGAGE FINANCE CORP 2005-A2) | Long | ABS-mortgage backed security | US | $648K | – | 0.01 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 01/32 3.25 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $4M | – | 0.08 |
| CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5 | Long | Debt | CA | $5M | – | 0.10 |
| CIGNA GROUP/THE SR UNSECURED 05/29 5 | Long | Debt | US | $7M | – | 0.17 |
| CITIBANK NA SR UNSECURED 04/26 VAR | Long | Debt | US | $7M | – | 0.16 |
| CITIGROUP INC SR UNSECURED 06/31 VAR | Long | Debt | US | $3M | – | 0.08 |
| 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 2 1A4 (CITIGROUP MTGE LOAN TRUST INC 2005-2) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A2 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $804K | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A1 (CITIGROUP MORTGAGE LOAN TR 2006-WF2) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 7 5A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2009-7) | Long | ABS-mortgage backed security | US | $924K | – | 0.02 |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-6K | – | -0.00 | |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-12K | – | -0.00 | |
| COLOMBIA LA SP BRC | Derivative-credit | US | $-4K | – | -0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $-3K | – | -0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $-3K | – | -0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $-17K | – | -0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $-20K | – | -0.00 | |
| COLOMBIA LA SP JPM | Derivative-credit | US | $-2K | – | -0.00 | |
| COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/30 5.927 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $3M | – | 0.07 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/27 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $7M | – | 0.17 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 03/30 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $9M | – | 0.21 |
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN (COREWEAVE COMPUTE ACQUISITION CO II LLC) | Long | Loan | US | $200K | – | 0.00 |
| COTIVITI CORPORATION 2024 TERM LOAN (COTIVITI INC) | Long | Loan | US | $2M | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 3A1 (COUNTRYWIDE ALT LN TRUST 2005-1CB) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 32T1 A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-32T1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A16 (COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1B (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3) | Long | ABS-mortgage backed security | US | $534K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 18CB 2A25 (COUNTRYWIDE ALTERNATIVE LN TR 2007-18CB) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 2 M1 (COUNTRYWIDE ASSET-BACKED CERT 2004-2) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 15 A5A (COUNTRYWIDE ASSET-BACKED CERT 2006-15) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 2 M1 (COUNTRYWIDE ASSET-BACKED CERTS 2006-2) | Long | ABS-mortgage backed security | US | $452K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 2A4 (COUNTRYWIDE ASSET BACKED CERTS 2006-21) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-24) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 QH1 A1B 144A (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-QH1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $288K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| CREDIT AGRICOLE LONDON SR UNSECURED 144A 06/26 VAR (CREDIT AGRICOLE SA/LONDON BRANCH) | Long | Debt | FR | $11M | – | 0.24 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A (CSMC 2021-ADV TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A (CROSS 2024-H2 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| CROWN CASTLE INC SR UNSECURED 04/31 2.1 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $5M | – | 0.11 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $48K | – | 0.00 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $1M | – | 0.03 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2019 C18 A4 (CSAIL COMMERCIAL MORTGAGE TRUST 2019-C18) | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| CUBESMART LP COMPANY GUAR 12/28 2.25 | Long | Debt | US | $7M | – | 0.16 |
| CUMULUS STATIC CLO CMLST 2024 1A A 144A (CUMULUS STATIC CLO 2024-1 DAC 24-1A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.19 |
| CVS HEALTH CORP SR UNSECURED 01/29 5 (CVS HEALTH CORPORATION) | Long | Debt | US | $6M | – | 0.14 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/27 5 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $4M | – | 0.08 |
| DALLAS FORT WORTH TX INTERNATI DALAPT 11/31 FIXED 2.246 (DALLAS FORT WORTH INTERNATIONAL AIRPORT) | Long | Debt | US | $2M | – | 0.05 |
| DANSKE BANK A/S 144A 03/28 VAR | Long | Debt | DK | $5M | – | 0.10 |
| DANSKE BANK A/S 144A 04/28 VAR | Long | Debt | DK | $14M | – | 0.30 |
| DELL INT LLC / EMC CORP SR UNSECURED 07/25 5.85 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $15M | – | 0.34 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A1 (DEUTSCHE ALT-A SEC INC MTGE LO 2005-1) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR2 A1 (DEUTSCHE ALT-A SECURITIES INC 2007-AR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| DEUTSCHE BANK NY 02/28 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $599K | – | 0.01 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $4M | – | 0.10 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $25M | – | 0.56 |
| DISCOVER FINANCIAL SVS JR SUBORDINA 12/99 VAR (DISCOVER FINANCIAL SERVICES) | Long | Equity-preferred | US | $5M | 5M | 0.10 |
| DOC DR LLC COMPANY GUAR 03/27 4.3 | Long | Debt | US | $2M | – | 0.03 |
| DOLP TRUST DOLP 2021 NYC A 144A (DOLP TRUST 2021-NYC) | Long | ABS-mortgage backed security | US | $17M | – | 0.38 |
| DRILLCO HLDG LUX S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $1M | 43K | 0.02 |
| DRILLCO HLDG LUX SA COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $113K | 5K | 0.00 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 (DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $8M | – | 0.19 |
| DRYDEN SENIOR LOAN FUND DRSLF 2013 26A AR 144A (DRYDEN XXVI SENIOR LOAN FUND 2013-26A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.12 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.20 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A (DRYDEN 60 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.27 |
| DTE ENERGY CO SR UNSECURED 03/29 5.1 (DTE ENERGY COMPANY) | Long | Debt | US | $5M | – | 0.10 |
| DUKE ENERGY CORP SR UNSECURED 04/31 3.75 (DUKE ENERGY CORPORATION) | Long | Debt | US | $846K | – | 0.02 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/31 2 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $10M | – | 0.22 |
| DUKE UNIVERSITY UNSECURED 10/44 2.682 | Long | Debt | US | $14M | – | 0.31 |
| EDISON INTERNATIONAL SR UNSECURED 06/29 5.45 | Long | Debt | US | $9M | – | 0.21 |
| EDP FINANCE BV SR UNSECURED 144A 01/28 1.71 | Long | Debt | NL | $12M | – | 0.26 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/33 6.25 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $5M | – | 0.12 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2020 1 A1 144A (ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| EMC MORTGAGE LOAN TRUST EMCM 2001 A A 144A (EMCM MORTGAGE LOAN TRUST 2001-A) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| EMORY UNIVERSITY UNSECURED 09/30 2.143 | Long | Debt | US | $11M | – | 0.24 |
| ENBRIDGE INC COMPANY GUAR 11/26 5.9 | Long | Debt | CA | $3M | – | 0.07 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 5.125 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $8M | – | 0.19 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $14M | – | 0.31 |
| ENERGY TRANSFER LP SR UNSECURED 12/26 6.05 | Long | Debt | US | $4M | – | 0.10 |
| ENTERGY LOUISIANA LLC 1ST MORTGAGE 06/32 2.35 | Long | Debt | US | $13M | – | 0.28 |
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A (ENTERPRISE FLEET FINANCING 2024-2 LLC) | Long | ABS-other | US | $9M | – | 0.20 |
| EPR PROPERTIES SR UNSECURED 08/29 3.75 | Long | Debt | US | $4M | – | 0.09 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-167K | – | -0.00 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-235K | – | -0.01 | |
| EUROSAIL PLC ESAIL 2007 2X A3C REGS (EUROSAIL PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $185K | – | 0.00 |
| EVERSOURCE ENERGY SR UNSECURED 02/29 5.95 | Long | Debt | US | $7M | – | 0.15 |
| EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25 | Long | Debt | US | $11M | – | 0.24 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FANNIE MAE FNR 2003 25 KP (FANNIE MAE 2003-25) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FANNIE MAE FNR 2005 79 NF (FANNIE MAE 2005-79) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A1 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FANNIE MAE FNR 2007 42 AF (FANNIE MAE 2007-42) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE FNR 2007 73 A1 (FANNIE MAE 2007-73) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FANNIE MAE FNR 2012 7 QF (FANNIE MAE REMICS 2012-7) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FANNIE MAE FNR 2015 38 DF (FANNIE MAE REMICS 2015-38) | Long | ABS-mortgage backed security | US | $821K | – | 0.02 |
| FANNIE MAE FNR 2015 58 AI (FANNIE MAE REMICS 2015-58) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FANNIEMAE ACES FNA 2020 M33 X2 (FANNIE MAE-ACES 2020-M33) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF (FANNIEMAE WHOLE LOAN 2004-W2) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $7M | 7M | 0.15 |
| FED HM LN PC POOL 786190 FH 07/27 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33.29 | – | 0.00 |
| FED HM LN PC POOL 786223 FH 01/28 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29.97 | – | 0.00 |
| FED HM LN PC POOL 787239 FH 07/30 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71.72 | – | 0.00 |
| FED HM LN PC POOL A56718 FG 01/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $728K | – | 0.02 |
| FED HM LN PC POOL A64142 FG 08/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FED HM LN PC POOL A65652 FG 09/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A67153 FG 10/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL A68937 FG 11/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A68998 FG 11/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL A76476 FG 04/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FED HM LN PC POOL A78008 FG 06/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL A80378 FG 12/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $488.78 | – | 0.00 |
| FED HM LN PC POOL A80388 FG 12/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL A81614 FG 09/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL A81618 FG 09/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FED HM LN PC POOL C00358 FG 08/24 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9.81 | – | 0.00 |
| FED HM LN PC POOL C01353 FG 03/32 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL C62771 FG 01/32 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL C91239 FG 03/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FED HM LN PC POOL C91244 FG 04/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $225K | – | 0.01 |
| FED HM LN PC POOL C91245 FG 04/29 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $785.01 | – | 0.00 |
| FED HM LN PC POOL C91263 FG 08/29 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL C91273 FG 10/29 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FED HM LN PC POOL C91335 FG 09/30 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FED HM LN PC POOL C91339 FG 10/30 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL G01820 FG 06/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| FED HM LN PC POOL G03620 FG 10/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G03646 FG 01/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL G03698 FG 12/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL G03776 FG 01/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G04479 FG 01/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL G04589 FG 08/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G04598 FG 10/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL G04614 FG 02/34 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FED HM LN PC POOL G04621 FG 05/35 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G04624 FG 02/33 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL G04715 FG 06/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G04731 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FED HM LN PC POOL G05666 FG 04/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL G05956 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FED HM LN PC POOL G06479 FG 01/41 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $484K | – | 0.01 |
| FED HM LN PC POOL G06840 FG 05/40 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL Q54900 FG 03/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FED HM LN PC POOL QD5748 FR 02/52 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.23 |
| FED HM LN PC POOL QD8010 FR 03/52 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| FED HM LN PC POOL QD9898 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 0.42 |
| FED HM LN PC POOL QF7047 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| FED HM LN PC POOL RA6608 FR 02/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $354K | – | 0.01 |
| FED HM LN PC POOL RA7130 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| FED HM LN PC POOL RA9057 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.38 |
| FED HM LN PC POOL RB5010 FR 07/39 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FED HM LN PC POOL RB5037 FR 03/40 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $575K | – | 0.01 |
| FED HM LN PC POOL SB8033 FR 02/35 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL SD0935 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.37 |
| FED HM LN PC POOL SD2524 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FED HM LN PC POOL SD3195 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FED HM LN PC POOL SD8349 FR 08/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FED HM LN PC POOL SD8367 FR 10/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.23 |
| FED HM LN PC POOL ZA2584 FR 12/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL ZA3645 FR 02/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZA5490 FR 06/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL ZK2532 FR 09/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL ZK2540 FR 09/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL ZK2569 FR 09/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZK2595 FR 10/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZK2605 FR 10/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL ZK2724 FR 11/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL ZK2808 FR 12/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL ZK2827 FR 12/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL ZK2981 FR 02/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL ZK3022 FR 02/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL ZK3078 FR 03/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL ZK3302 FR 06/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL ZK3379 FR 06/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL ZK3482 FR 08/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZK4118 FR 05/27 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL ZK6470 FR 02/29 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL ZM2479 FR 01/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FED HM LN PC POOL ZS6228 FR 04/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZS6378 FR 01/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL ZS8518 FR 02/29 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125 (BRAZIL GOVT) | Long | Debt | BR | $9M | – | 0.20 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A (FHF TRUST 2023-1A) | Long | ABS-other | US | $931K | – | 0.02 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA6 3A1 (FIRST HORIZON ALT MTG SEC 2005-AA6) | Long | ABS-mortgage backed security | US | $655K | – | 0.01 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR4 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR4) | Long | ABS-mortgage backed security | US | $486K | – | 0.01 |
| FIRST NATIONWIDE TRUST FNT 2001 3 1A1 (FIRST NATIONWIDE TRUST 2001-3) | Long | ABS-mortgage backed security | US | $268.97 | – | 0.00 |
| FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 03/28 3.25 (FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.04 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $408K | – | 0.01 |
| FNMA POOL 190367 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 254145 FN 01/32 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 254393 FN 06/32 FIXED 7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 254983 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $631.79 | – | 0.00 |
| FNMA POOL 255073 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL 255111 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 255411 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL 255706 FN 05/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 255713 FN 04/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $951.83 | – | 0.00 |
| FNMA POOL 255731 FN 06/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 255771 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 255814 FN 08/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL 255834 FN 06/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74.36 | – | 0.00 |
| FNMA POOL 255843 FN 09/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL 255844 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 255900 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 255984 FN 11/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 256022 FN 12/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL 256059 FN 01/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 256125 FN 01/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 256253 FN 05/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 256436 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL 256464 FN 09/26 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 256476 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 256750 FN 06/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 257101 FN 02/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 257132 FN 03/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA POOL 257203 FN 05/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 257238 FN 06/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 338358 FN 11/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10.06 | – | 0.00 |
| FNMA POOL 339016 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 357705 FN 02/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $528.03 | – | 0.00 |
| FNMA POOL 357797 FN 06/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 357843 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 357944 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 373183 FN 10/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 535341 FN 09/39 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 544860 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 544861 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 555417 FN 05/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $277.76 | – | 0.00 |
| FNMA POOL 683351 FN 02/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $495.74 | – | 0.00 |
| FNMA POOL 699537 FN 07/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 702916 FN 05/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 713974 FN 07/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 713975 FN 07/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 720087 FN 07/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 725423 FN 05/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $874K | – | 0.02 |
| FNMA POOL 725425 FN 04/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $409K | – | 0.01 |
| FNMA POOL 727051 FN 09/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $259.08 | – | 0.00 |
| FNMA POOL 732218 FN 06/43 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FNMA POOL 735022 FN 12/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 735124 FN 11/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 735224 FN 02/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL 735227 FN 02/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FNMA POOL 735635 FN 06/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 735718 FN 07/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 735894 FN 09/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $866.77 | – | 0.00 |
| FNMA POOL 739439 FN 09/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL 745343 FN 03/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $713.13 | – | 0.00 |
| FNMA POOL 745412 FN 12/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 745418 FN 04/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 745516 FN 05/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL 745822 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 745886 FN 04/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $276.74 | – | 0.00 |
| FNMA POOL 745933 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL 750548 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 751259 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 765670 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL 766154 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 766197 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 766366 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 766604 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 768217 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL 768601 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 772297 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 775474 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 776975 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA POOL 777557 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 783793 FN 07/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $589.2 | – | 0.00 |
| FNMA POOL 792160 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 798412 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 798675 FN 11/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 798819 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 800006 FN 11/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 806143 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 806214 FN 01/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL 808413 FN 01/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 815549 FN 03/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 815696 FN 03/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $337.95 | – | 0.00 |
| FNMA POOL 820266 FN 07/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 823544 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 823767 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 824324 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $979.03 | – | 0.00 |
| FNMA POOL 825707 FN 07/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $364.13 | – | 0.00 |
| FNMA POOL 827898 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 828005 FN 06/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 828351 FN 07/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 828903 FN 04/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL 828904 FN 04/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA POOL 829307 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 829372 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 829768 FN 08/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 831149 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 831232 FN 01/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 831811 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 832446 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA POOL 834558 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 835168 FN 08/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA POOL 838797 FN 08/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 839202 FN 11/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $453.55 | – | 0.00 |
| FNMA POOL 842150 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 843492 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 845341 FN 01/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 848220 FN 11/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 850548 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 852463 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 866593 FN 01/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 870702 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL 878386 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 883947 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 885569 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 888086 FN 02/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 888222 FN 02/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FNMA POOL 888566 FN 01/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $629.59 | – | 0.00 |
| FNMA POOL 888795 FN 11/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL 888893 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 889176 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FNMA POOL 889274 FN 12/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FNMA POOL 889633 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 889684 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 889692 FN 05/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $389.55 | – | 0.00 |
| FNMA POOL 889982 FN 11/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| FNMA POOL 890836 FN 11/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $832K | – | 0.02 |
| FNMA POOL 891157 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| FNMA POOL 891386 FN 10/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 893589 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 897984 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 898493 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 900130 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 900232 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 901132 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $733.14 | – | 0.00 |
| FNMA POOL 902974 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL 904700 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 905141 FN 02/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $683.12 | – | 0.00 |
| FNMA POOL 905896 FN 12/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 910088 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $611.7 | – | 0.00 |
| FNMA POOL 910724 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 915635 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 916385 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 920422 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 922989 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNMA POOL 928027 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 928490 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 930407 FN 01/39 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $394.53 | – | 0.00 |
| FNMA POOL 932840 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 935536 FN 08/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 936805 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 938440 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 940415 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL 941448 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 941919 FN 07/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 942283 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 942569 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 943891 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 948602 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL 948689 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL 952645 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 953725 FN 11/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $358.94 | – | 0.00 |
| FNMA POOL 953781 FN 11/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 962062 FN 03/38 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL 965309 FN 10/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 966590 FN 01/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 969064 FN 03/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $528K | – | 0.01 |
| FNMA POOL 972606 FN 04/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL 983471 FN 05/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 990649 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $569K | – | 0.01 |
| FNMA POOL 993888 FN 12/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL 994126 FN 11/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 994451 FN 11/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL 994904 FN 09/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA POOL 995112 FN 07/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 995938 FN 01/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 995939 FN 06/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FNMA POOL AA0653 FN 12/38 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL AA1927 FN 01/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AA4298 FN 03/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA POOL AA7022 FN 06/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA POOL AA9350 FN 08/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $693K | – | 0.02 |
| FNMA POOL AB1490 FN 09/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AB1585 FN 10/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA POOL AB1720 FN 11/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL AB1939 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $854K | – | 0.02 |
| FNMA POOL AB2694 FN 04/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AB8601 FN 03/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AC0268 FN 10/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AC0793 FN 10/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL AC6652 FN 12/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA POOL AD0570 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AD0662 FN 01/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $753.97 | – | 0.00 |
| FNMA POOL AD0915 FN 12/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL AD3128 FN 04/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AD9501 FN 07/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AE0115 FN 12/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AE0484 FN 12/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AE3326 FN 10/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AE7072 FN 12/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AH0101 FN 11/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AH0863 FN 12/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AH1515 FN 12/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL AH2666 FN 01/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $520.96 | – | 0.00 |
| FNMA POOL AI8100 FN 08/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL AI8996 FN 08/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AI9323 FN 08/41 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL AI9468 FN 08/31 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL AJ0309 FN 08/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL AJ1758 FN 09/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AK0931 FN 01/42 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL AL0396 FN 12/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AL0520 FN 07/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $384K | – | 0.01 |
| FNMA POOL AL0578 FN 08/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AL0898 FN 02/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AL0958 FN 10/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $679K | – | 0.02 |
| FNMA POOL AL1013 FN 01/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AL2051 FN 06/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $782K | – | 0.02 |
| FNMA POOL AL2056 FN 08/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $700K | – | 0.02 |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA POOL AL6722 FN 11/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $790.47 | – | 0.00 |
| FNMA POOL AL9109 FN 01/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| FNMA POOL AL9381 FN 06/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.26 |
| FNMA POOL AO7195 FN 09/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AO9556 FN 07/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AP5725 FN 08/42 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA POOL AR3206 FN 03/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AR8122 FN 03/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AS1594 FN 01/44 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL AT3223 FN 03/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AU3833 FN 08/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AU7240 FN 10/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL AU7545 FN 10/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AU9223 FN 09/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AV1821 FN 12/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AV3789 FN 11/43 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AV9273 FN 02/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AW7396 FN 01/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA POOL BA4766 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BD3604 FN 05/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $431K | – | 0.01 |
| FNMA POOL BH2668 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL BK3851 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| FNMA POOL BM1231 FN 11/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL BM2003 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $427K | – | 0.01 |
| FNMA POOL BV3083 FN 02/52 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| FNMA POOL BV3101 FN 03/52 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| FNMA POOL BV4122 FN 03/52 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.32 |
| FNMA POOL BX6086 FN 03/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $336K | – | 0.01 |
| FNMA POOL BY0178 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| FNMA POOL BY2258 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $704K | – | 0.02 |
| FNMA POOL BY2483 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $943K | – | 0.02 |
| FNMA POOL BY4071 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $574K | – | 0.01 |
| FNMA POOL CB0199 FN 04/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $400K | – | 0.01 |
| FNMA POOL CB3122 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30M | – | 0.66 |
| FNMA POOL CB3364 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| FNMA POOL CB3410 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.28 |
| FNMA POOL CB3669 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.36 |
| FNMA POOL CB3918 FN 06/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $315K | – | 0.01 |
| FNMA POOL CB4130 FN 07/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA POOL CB4820 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA POOL CB5405 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $533K | – | 0.01 |
| FNMA POOL CB6220 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA POOL CB6241 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA POOL CB6395 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| FNMA POOL CB6672 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FNMA POOL CB6728 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FNMA POOL FM3098 FN 08/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL FM3099 FN 09/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $957K | – | 0.02 |
| FNMA POOL FM3340 FN 05/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL FM3343 FN 02/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL FM8873 FN 07/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL FM9011 FN 09/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL FS1073 FN 03/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.35 |
| FNMA POOL FS1405 FN 04/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.36 |
| FNMA POOL FS2190 FN 06/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA POOL FS3097 FN 10/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA POOL FS4354 FN 09/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| FNMA POOL FS4439 FN 04/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| FNMA POOL MA0098 FN 06/29 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL MA0156 FN 08/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL MA0443 FN 05/30 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL MA0534 FN 10/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA POOL MA0563 FN 11/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA0720 FN 04/31 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL MA0733 FN 05/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL MA0736 FN 05/41 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL MA0818 FN 08/31 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL MA2941 FN 03/32 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL MA3058 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL MA3211 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $737K | – | 0.02 |
| FNMA POOL MA3277 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FNMA POOL MA3321 FN 03/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL MA3462 FN 09/33 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL MA4918 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| FNMA POOL MA5072 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $481K | – | 0.01 |
| FNMA POOL MA5165 FN 10/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $966K | – | 0.02 |
| FNMA POOL MA5190 FN 11/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA POOL MA5420 FN 07/54 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.31 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-48M | – | -1.07 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.46 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $363M | – | 8.15 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110M | – | 2.47 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.28 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-110M | – | -2.47 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129M | – | 2.89 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $253M | – | 5.67 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80M | – | 1.79 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $287M | – | 6.43 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57M | – | 1.27 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29M | – | 0.64 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $397M | – | 8.90 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $173M | – | 3.89 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/25 4.535 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.05 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 09/25 3.25 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.12 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.14 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $3M | 128K | 0.07 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $333K | 14K | 0.01 |
| FORESEA HOLDING SA SR SECURED REGS 06/30 7.5 | Long | Debt | LU | $463K | – | 0.01 |
| FREDDIE MAC FHR 2142 Z (FREDDIE MAC MTG 2142) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 2241 PH (FREDDIE MAC 2241) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC FHR 2248 FB (FREDDIE MAC 2248) | Long | ABS-mortgage backed security | US | $716.88 | – | 0.00 |
| FREDDIE MAC FHR 2266 F (FREDDIE MAC 2266) | Long | ABS-mortgage backed security | US | $13.08 | – | 0.00 |
| FREDDIE MAC FHR 3360 FC (FREDDIE MAC 3360) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FREDDIE MAC FHR 4790 F (FREDDIE MAC 4790) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| FREDDIE MAC FHR 4989 FA (FREDDIE MAC REMICS 4989) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FREDDIE MAC FHR 4989 FB (FREDDIE MAC REMICS 4989) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FREMONT HOME LOAN TRUST FHLT 2005 D M1 (FREMONT HOME LOAN TRUST 2005-D) | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A1 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A (FS RIALTO 2022-FL4) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.32 |
| GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95 | Long | Debt | US | $14M | – | 0.30 |
| GALAXY CLO LTD GALXY 2018 27A A 144A (GALAXY XXVII CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $318K | – | 0.01 |
| GENERAL ELECTRIC CO SR UNSECURED 05/26 VAR (GENERAL ELECTRIC COMPANY) | Long | Debt | US | $4M | – | 0.08 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $91K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $24K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $12K | – | 0.00 | |
| GENERAL MOTORS FINL CO SR UNSECURED 05/27 VAR (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $9M | – | 0.21 |
| GEORGIA POWER CO SR UNSECURED 02/27 5.004 (GEORGIA POWER COMPANY) | Long | Debt | US | $4M | – | 0.09 |
| GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2 | Long | Debt | US | $15M | – | 0.33 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 06/25 5.25 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $3M | – | 0.07 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 06/28 5.75 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $8M | – | 0.18 |
| GNMA II POOL 008847 G2 04/26 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 | $170.49 | – | 0.00 |
| GNMA II POOL 080329 G2 10/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080344 G2 11/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080408 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $351.95 | – | 0.00 |
| GNMA II POOL 080428 G2 07/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $563.74 | – | 0.00 |
| GNMA II POOL 080578 G2 02/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA II POOL MA5138 G2 04/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $731K | – | 0.02 |
| GNMA II POOL MA5193 G2 05/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GNMA II POOL MA6042 G2 07/49 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $428K | – | 0.01 |
| GNMA II POOL MA7987 G2 04/52 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| GNMA II TBA 30 YR 2 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.29 |
| GNMA POOL 698772 GN 12/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 782798 GN 11/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL AL2274 GN 03/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| GNMA POOL AN1786 GN 07/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GNMA POOL AO3585 GN 08/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| GNMA POOL AO7556 GN 08/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $609K | – | 0.01 |
| GNMA POOL BN3897 GN 06/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA POOL BO1562 GN 07/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL BO1629 GN 07/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL BP1218 GN 09/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL BP1508 GN 09/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| GNMA POOL BQ1005 GN 10/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA POOL BQ7187 GN 10/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| GNMA POOL BR6233 GN 12/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GNMA POOL BS5196 GN 01/50 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $433K | – | 0.01 |
| GNMA POOL BT9024 GN 03/50 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| GNMA POOL CL6189 GN 03/52 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $907K | – | 0.02 |
| GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $8M | – | 0.17 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 05/25 3.75 | Long | Debt | US | $11M | – | 0.24 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 05/26 VAR | Long | Debt | US | $8M | – | 0.19 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/25 VAR | Long | Debt | US | $6M | – | 0.13 |
| GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625 (GOODMAN US FINANCE FIVE LLC) | Long | Debt | US | $13M | – | 0.29 |
| GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7 (GOODMAN US FINANCE THREE LLC) | Long | Debt | US | $11M | – | 0.24 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H18 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H18) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H19 FK (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H19) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H14 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H20 PT (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H20) | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14) | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H06 FL (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H06) | Long | ABS-mortgage backed security | US | $707K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H26 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H26) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H01 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H01) | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H02 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H02) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 GF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H05) | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 GF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H08) | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H28 BF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H28) | Long | ABS-mortgage backed security | US | $20M | – | 0.45 |
| GRAY OAK PIPELINE LLC SR UNSECURED 144A 10/27 3.45 | Long | Debt | US | $13M | – | 0.28 |
| GREAT HALL MORTGAGES PLC GHM 2007 2A AC 144A (GREAT HALL MORTGAGES PLC 2007-2A) | Long | ABS-mortgage backed security | GB | $375K | – | 0.01 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR4 A6A (GREENPOINT MTGE FUUNDING TRUST 2006-AR4) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $3M | – | 0.06 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $5M | – | 0.11 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1) | Long | ABS-mortgage backed security | US | $11M | – | 0.25 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ2 A4 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ2) | Long | ABS-mortgage backed security | US | $9M | – | 0.21 |
| GS MORTGAGE SECURITIES TRUST GSMS 2015 GC30 AAB (GS MORTGAGE SECURITIES CORP II 2015-GC30) | Long | ABS-mortgage backed security | US | $932K | – | 0.02 |
| GS MORTGAGE SECURITIES TRUST GSMS 2016 GS3 WMB 144A (GS MORTGAGE SECURITIES TRUST 2016-GS3) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| GS MORTGAGE SECURITIES TRUST GSMS 2017 GPTX A 144A (GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| GSAA HOME EQUITY TRUST GSAA 2006 7 AF2 (GSAA HOME EQUITY TRUST 2006-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GSAA HOME EQUITY TRUST GSAA 2007 9 A2A (GSAA HOME EQUITY TRUST 2007-9) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| GSAMP TRUST GSAMP 2006 NC2 A2B (GSAMP TRUST 2006-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | Long | Debt | US | $4M | – | 0.10 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 2A12 (HARBORVIEW MORTGAGE LOAN TRUST 2005-12) | Long | ABS-mortgage backed security | US | $901K | – | 0.02 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 14 4A1A (HARBORVIEW MORTGAGE LOAN TR 2005-14) | Long | ABS-mortgage backed security | US | $697K | – | 0.02 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 (HARBORVIEW MORTGAGE LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $369K | – | 0.01 |
| HCA INC COMPANY GUAR 04/31 5.45 | Long | Debt | US | $2M | – | 0.05 |
| HCA INC COMPANY GUAR 06/28 5.2 | Long | Debt | US | $1M | – | 0.03 |
| HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A (HERA COMMERCIAL MORTGAGE 2021-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.26 |
| HIGHWOODS REALTY LP SR UNSECURED 03/28 4.125 | Long | Debt | US | $3M | – | 0.08 |
| HILTON USA TRUST HILT 2016 SFP A 144A (HILTON USA TRUST 2016-SFP) | Long | ABS-mortgage backed security | US | $13M | – | 0.28 |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV3 (HOME EQUITY LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| HONDA AUTO RECEIVABLES OWNER T HAROT 2023 3 A2 (HONDA AUTO RECEIVABLES OWNER TRUST 2023-3) | Long | ABS-other | US | $7M | – | 0.15 |
| HOSPITAL SPECIAL SURGERY SECURED 10/50 2.667 (NY SOCIETY FOR RELIEF OF RUPTURED & CRIPPLED MAINTAINING HOSP SPECIAL SURGERY) | Long | Debt | US | $2M | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $5M | – | 0.10 |
| HSBC HOLDINGS PLC SR UNSECURED 03/34 VAR | Long | Debt | GB | $5M | – | 0.11 |
| HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $8M | – | 0.17 |
| HUNTINGTON INGALLS INDUS COMPANY GUAR 08/28 2.043 (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $15M | – | 0.34 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/29 5.3 | Long | Debt | US | $5M | – | 0.12 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/29 6.5 | Long | Debt | US | $3M | – | 0.06 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/25 5.875 | Long | Debt | US | $14M | – | 0.31 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 2.1 | Long | Debt | US | $12M | – | 0.28 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $16M | – | 0.36 |
| INDYMAC ARM TRUST INARM 2001 H2 A2 (INDYMAC ARM TRUST 2001-H2) | Long | ABS-mortgage backed security | US | $301.54 | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR35 2A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR35) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 2A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR9) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| ING GROEP NV SR UNSECURED 03/27 3.95 | Long | Debt | NL | $966K | – | 0.02 |
| ING GROEP NV SR UNSECURED 144A 01/26 4.625 | Long | Debt | NL | $4M | – | 0.08 |
| INTL FLAVOR + FRAGRANCES SR UNSECURED 144A 10/27 1.832 (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $4M | – | 0.10 |
| INVESCO EURO CLO INVSC 1A A1R 144A (INVESCO EURO CLO I DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.09 |
| IPALCO ENTERPRISES INC SR SECURED 05/30 4.25 | Long | Debt | US | $1M | – | 0.02 |
| IRS AUD 4.50000 03/20/24-10Y LCH | Derivative-interest rate | AU | $29K | – | 0.00 | |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $74K | – | 0.00 | |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $364.55 | – | 0.00 | |
| IRS EUR 0.55000 08/10/22-2Y LCH | Derivative-interest rate | $-93K | – | -0.00 | ||
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-2M | – | -0.05 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-2M | – | -0.04 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-691K | – | -0.02 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $43K | – | 0.00 | ||
| IRS EUR 2.54700 03/09/23-10Y LCH | Derivative-interest rate | $-233K | – | -0.01 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $83K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $31K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-29K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-247K | – | -0.01 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-26K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-33K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-18K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-28K | – | -0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-18K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-20K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-81K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-57K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $11K | – | 0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-93K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-83K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-138K | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-86K | – | -0.00 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-173K | – | -0.00 | ||
| IRS NZD 3.75000 06/15/22-5Y LCH | Derivative-interest rate | NZ | $-793K | – | -0.02 | |
| IRS NZD 4.25000 12/21/22-5Y LCH | Derivative-interest rate | NZ | $-27K | – | -0.00 | |
| IVORY COAST SR UNSECURED 144A 10/31 5.875 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $6M | – | 0.13 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 DATA A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-DATA) | Long | ABS-mortgage backed security | US | $12M | – | 0.26 |
| 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 | $7M | – | 0.16 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FRE1 M1 (JP MORGAN MTGE ACQUIS CORP 2005-FRE1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE1 M1 (JP MORGAN MTGE ACQUIS CORP 2006-FRE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC3 A3 (JP MORGAN MTGE ACQUIS CORP 2006-WMC3) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC3 A5 (JP MORGAN MTGE ACQUIS CORP 2006-WMC3) | Long | ABS-mortgage backed security | US | $705K | – | 0.02 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 A5 (JP MORGAN MTGE ACQUIS CORP 2007-CH3) | Long | ABS-mortgage backed security | US | $558K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 3A4 (JP MORGAN MORTGAGE TRUST 2005-A3) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 6A1 (JP MORGAN MORTGAGE TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $342K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $772K | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2008 R1 1A1 144A (JP MORGAN MORTGAGE TRUST 2008-R1) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 LTV2 A3 144A (J.P. MORGAN MORTGAGE TRUST 2022-LTV2) | Long | ABS-mortgage backed security | US | $12M | – | 0.26 |
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2024-VIS1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JP MORGAN REREMIC JPMRR 2009 12 3A2 144A (JP MORGAN REREMIC 2009-12) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $16M | – | 0.36 |
| JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $15M | – | 0.33 |
| JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $9M | – | 0.21 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $8M | – | 0.19 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $113K | – | 0.00 | |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.17 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.19 | – | – |
| KILROY REALTY LP COMPANY GUAR 02/30 3.05 | Long | Debt | US | $2M | – | 0.04 |
| KOREA DEVELOPMENT BANK SR UNSECURED 10/26 VAR | Long | Debt | KR | $2M | – | 0.04 |
| KREF 2022 FL3 LTD KREF 2022 FL3 A 144A (KREF 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.34 |
| KUBOTA CREDIT OWNER TRUST KCOT 2023 2A A2 144A (KUBOTA CREDIT OWNER TRUST 2023-2A) | Long | ABS-other | US | $5M | – | 0.12 |
| LANDMARK MORTGAGE SECURITIES P LMS 3 A REGS (LANDMARK MORTGAGE SECURITIES NO 3 PLC) | Long | ABS-mortgage backed security | GB | $12M | – | 0.28 |
| LCM LTD PARTNERSHIP LCM 25A AR 144A (LCM XXV LTD 25A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.14 |
| LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875 | Long | Debt | NL | $8M | – | 0.18 |
| LEHMAN XS TRUST LXS 2006 8 2A1 (LEHMAN XS TRUST 2006-8) | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $16M | – | 0.36 |
| LFT CRE LLC LMNT 2021 FL1 A 144A (LFT CRE 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.28 |
| LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR | Long | Debt | GB | $9M | – | 0.21 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $4M | – | 0.08 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 2A3 (LONG BEACH MORTGAGE LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $10M | – | 0.23 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-135K | – | -0.00 | |
| LOUISIANA ST LOCAL GOVT ENVRNM LASGOV 12/34 FIXED 5.048 (LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH) | Long | Debt | US | $7M | – | 0.15 |
| MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A (MADISON PARK FUNDING XXIX LTD 2018-29A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.22 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $13M | – | 0.29 |
| MANHATTAN WEST OMW 2020 1MW A 144A (MANHATTAN WEST 2020-1MW) | Long | ABS-mortgage backed security | US | $14M | – | 0.32 |
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 12/27 5.05 (MASSMUTUAL GLOBAL FUNDING II) | Long | Debt | US | $8M | – | 0.18 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 7 B1 (MASTR ADJUSTABLE RT MTGE TRUST 2004-7) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 1 I2A3 (MASTR ADJUSTABLE RATE MTGES TR 2007-1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 FRE1 A4 (MASTR ASSET BACKED SEC TR 2006-FRE1) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A5 (MASTR ASSET BACKED SEC TR 2006-FRE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 06/25 4.875 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $1M | – | 0.03 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2D (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1 A2B (MERRILL LYNCH MORTGAGE INV 2006-MLN1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC2 A2B (MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-WMC2) | Long | ABS-mortgage backed security | US | $847K | – | 0.02 |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 (MEXICO GOVT) | Long | Debt | MX | $6M | – | 0.14 |
| MEX BONOS DESARR FIX RT BONDS 09/26 7 (MEXICO GOVT) | Long | Debt | MX | $18M | – | 0.39 |
| MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.03 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $2M | – | 0.04 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $6M | – | 0.13 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $12M | – | 0.28 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 0.07 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A (MF1 2020-FL4 LTD) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.13 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A (MF1 2021-FL5 LTD) | Long | ABS-mortgage backed security | KY | $937K | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A (MF1 2021-FL6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.31 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.31 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A (MF1 2022-FL10 LLC) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.29 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.32 |
| MFRA TRUST MFRA 2020 NQM1 A1 144A (MFA 2020-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| MID AMERICA APARTMENTS SR UNSECURED 03/30 2.75 (MID-AMERICA APARTMENTS LP) | Long | Debt | US | $3M | – | 0.06 |
| MID ATLANTIC INTERSTATE SR UNSECURED 144A 05/28 4.1 (MID-ATLANTIC INTERSTATE TRANSMISSION LLC) | Long | Debt | US | $2M | – | 0.05 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $7M | – | 0.17 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/25 1.412 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $2M | – | 0.04 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 10/27 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $11M | – | 0.24 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/26 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $12M | – | 0.27 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/30 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $9M | – | 0.20 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/31 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $1M | – | 0.03 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A5 (MLCC MORTGAGE INVESTORS INC 2005-1) | Long | ABS-mortgage backed security | US | $603K | – | 0.01 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C20 ASB (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C20) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C27 ASB (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR | Long | Debt | US | $9M | – | 0.21 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $5M | – | 0.11 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $4M | – | 0.08 |
| MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882 | Long | Debt | US | $6M | – | 0.13 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 (MORGAN STANLEY ABS CAPITAL I 2006-HE4) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE5) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A2C (MORGAN STANLEY ABS CAPITAL I 2006-WMC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A3 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| MORGAN STANLEY DIRECT SR UNSECURED 02/27 4.5 (MORGAN STANLEY DIRECT LENDING FUND) | Long | Debt | US | $14M | – | 0.32 |
| MORGAN STANLEY MORTGAGE CAPITA MSSG 2017 237P A 144A (MSSG TRUST 2017-237P) | Long | ABS-mortgage backed security | US | $16M | – | 0.35 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 3A (MORGAN STANLEY MORTGAGE TRUST-2005-3AR) | Long | ABS-mortgage backed security | US | $823K | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 07/25 VAR | Long | Debt | US | $5M | – | 0.11 |
| MORGAN STANLEY SR UNSECURED 07/29 VAR | Long | Debt | US | $9M | – | 0.21 |
| MORTGAGEIT TRUST MHL 2005 5 A2 (MORTGAGEIT TRUST 2005-5) | Long | ABS-mortgage backed security | US | $519K | – | 0.01 |
| MPLX LP SR UNSECURED 03/28 4 | Long | Debt | US | $7M | – | 0.15 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $1M | – | 0.03 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $1M | – | 0.03 |
| NATIONAL GRID PLC SR UNSECURED 06/28 5.602 | Long | Debt | GB | $3M | – | 0.07 |
| NATIONAL GRID PLC SR UNSECURED 06/33 5.809 | Long | Debt | GB | $4M | – | 0.08 |
| NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $9M | – | 0.20 |
| NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 07/30 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $3M | – | 0.08 |
| NATWEST GROUP PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $9M | – | 0.19 |
| NATWEST GROUP PLC SR UNSECURED 05/28 VAR | Long | Debt | GB | $2M | – | 0.05 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $3M | – | 0.07 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $4M | – | 0.08 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 1 M1 (NEW CENTURY HOME EQUITY LOAN TR 2004-1) | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 INV1 A2 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $11M | – | 0.24 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| NEW YORK LIFE GLOBAL FDG SECURED 144A 01/26 VAR (NEW YORK LIFE GLOBAL FUNDING) | Long | Debt | US | $7M | – | 0.16 |
| NEW YORK ST URBAN DEV CORP REV NYSDEV 03/25 FIXED 1.115 (NEW YORK STATE URBAN DEVELOPMENT CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| NEWCASTLE MORTGAGE SECURITIES NCMT 2006 1 M5 (NEWCASTLE MTGE SECURITIES TRUST 2006-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 06/30 2.25 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $16M | – | 0.36 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $16M | – | 0.35 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $15M | – | 0.35 |
| NOMURA HOLDINGS INC SR UNSECURED 01/28 5.842 | Long | Debt | JP | $4M | – | 0.10 |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR | Long | Debt | JP | $7M | – | 0.16 |
| NOMURA HOLDINGS INC SR UNSECURED 07/28 2.172 | Long | Debt | JP | $442K | – | 0.01 |
| NOMURA HOLDINGS INC SR UNSECURED 07/30 2.679 | Long | Debt | JP | $8M | – | 0.18 |
| NOMURA RESECURITIZATION TRUST NMRR 2015 2R 3A2 144A (NOMURA RESECURITIZATION TRUST 2015-2R) | Long | ABS-mortgage backed security | US | $10M | – | 0.23 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.14 | – | – |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2D (NOVASTAR HOME EQUITY LOAN 2006-5) | Long | ABS-mortgage backed security | US | $711K | – | 0.02 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $12M | – | 0.26 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.11 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.17 | – | – |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.19 |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-213K | – | -0.00 | |
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH | Derivative-interest rate | CA | $-243K | – | -0.01 | |
| OIS JPY MUTKCALM/0.5000 03/15/22-20Y LCH | Derivative-interest rate | JP | $6M | – | 0.13 | |
| OIS USD SOFR/1.94300 04/21/22-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.04 | |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 02/31 3.375 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $10M | – | 0.23 |
| ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-mortgage backed security | US | $17M | – | 0.38 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $11M | – | 0.25 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM4 A1 144A (OBX 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 (OPTION ONE MORTGAGE LOAN TRUST 2005-4) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-5) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 CP1 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-CP1) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| ORACLE CORP SR UNSECURED 05/28 4.5 (ORACLE CORPORATION) | Long | Debt | US | $5M | – | 0.11 |
| ORACLE CORP SR UNSECURED 05/30 4.65 (ORACLE CORPORATION) | Long | Debt | US | $5M | – | 0.11 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 4 A2C (OWNIT MORTGAGE LOAN ASSET BACKED CERTIFICATES 2006-4) | Long | ABS-mortgage backed security | US | $14M | – | 0.32 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 6 A2B (OWNIT MORTGAGE LN ASSET-BCK CERT 2006-6) | Long | ABS-mortgage backed security | US | $809K | – | 0.02 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 6 A2D (OWNIT MORTGAGE LN ASSET-BCK CERT 2006-6) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $10M | – | 0.23 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/27 5.45 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/33 6.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $4M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $8M | – | 0.18 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $6M | – | 0.13 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/40 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $187K | – | 0.00 |
| PACIFICORP 1ST MORTGAGE 02/34 5.45 | Long | Debt | US | $9M | – | 0.21 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 AB 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $1M | – | 0.03 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A (PAGAYA AI DEBT TRUST 2024-3) | Long | ABS-other | US | $10M | – | 0.22 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $2M | – | 0.05 |
| PARAMOUNT GLOBAL SR UNSECURED 06/28 3.7 | Long | Debt | US | $1M | – | 0.02 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ1 M5 (PARK PLACE SEC INC 2005-WHQ1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| PFIZER INVESTMENT ENTER COMPANY GUAR 05/33 4.75 (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $2M | – | 0.04 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $4K | – | 0.00 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $155M | – | 3.48 |
| PIONEER NATURAL RESOURCE SR UNSECURED 03/26 5.1 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $5M | – | 0.10 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-RPL1) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| PRIME MORTGAGE TRUST PRIME 2006 CL1 A1 (PRIME MORTGAGE TR 2006-CL1) | Long | ABS-mortgage backed security | US | $421K | – | 0.01 |
| PROJECT HUDSON II FIXED TERM LOAN (WEST STREET GLOBAL GROWTH PARTNERS LP) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $12M | – | 0.26 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2023 FL11 A 144A (READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC) | Long | ABS-mortgage backed security | US | $10M | – | 0.23 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.14 | – | – |
| REALTY INCOME CORP SR UNSECURED 06/29 3.25 (REALTY INCOME CORPORATION) | Long | Debt | US | $829K | – | 0.02 |
| REALTY INCOME CORP SR UNSECURED 11/25 4.625 (REALTY INCOME CORPORATION) | Long | Debt | US | $4M | – | 0.09 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF2 (RENAISSANCE HOME EQUITY LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| REPUBLIC OF CHILE SR UNSECURED 07/31 0.83 (CHILEAN GOVT) | Long | Debt | CL | $13M | – | 0.29 |
| REPUBLIC OF POLAND SR UNSECURED 09/34 5.125 (POLAND GOVT) | Long | Debt | PL | $5M | – | 0.10 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $29M | – | 0.66 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA13 2A1 (RESIDENTIAL ACCREDIT LOANS 2005-QA13) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 1A1 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS12) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A10 (RESIDENTIAL ACCREDIT LOANS 2006-QS13) | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA3 A1 (RESIDENTIAL ACCREDIT LOANS 2007-QA3) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX5 A3 (RESIDENTIAL ASSET SECURITIES 2005-EMX5) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX2 M1 (RESIDENTIAL ASSET SECURITIES 2006-EMX2) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A11 1A1 (RESIDENTIAL ASSET SECURITIZATION TRUST 2005-A11) | Long | ABS-mortgage backed security | US | $503K | – | 0.01 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A11 (RESIDENTIAL FUNDING MTGE SEC 2007-S6) | Long | ABS-mortgage backed security | US | $813K | – | 0.02 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-3M | – | -0.06 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-7M | – | -0.15 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-518K | – | -0.01 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-32M | – | -0.71 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-2M | – | -0.04 |
| REVERSE REPO WOOD GUNDY REVERSE REPO | Short | Repurchase agreement | US | $-29M | – | -0.66 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $42K | – | 0.00 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $62K | – | 0.00 | |
| RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH | Derivative-interest rate | JP | $-686K | – | -0.02 | |
| RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH | Derivative-interest rate | JP | $66K | – | 0.00 | |
| RFR JPY MUT+5.89/0.7500 6/20/19-20Y* LCH | Derivative-interest rate | JP | $111K | – | 0.00 | |
| RFR JPY MUT+5.89/0.7850 11/12/18-20Y LCH | Derivative-interest rate | JP | $477K | – | 0.01 | |
| RFR JPY MUT+5.89/0.8000 10/22/18-20Y LCH | Derivative-interest rate | JP | $300K | – | 0.01 | |
| RFR JPY MUTK/0.8000 06/15/22-30Y LCH | Derivative-interest rate | JP | $490K | – | 0.01 | |
| RFR JPY MUTKCALM/0.6620 04/19/22-20Y LCH | Derivative-interest rate | JP | $266K | – | 0.01 | |
| RFR USD SOFR/1.75000 12/21/22-30Y CME | Derivative-interest rate | US | $25M | – | 0.57 | |
| RFR USD SOFR/2.72100 04/10/24-1Y LCH | Derivative-interest rate | US | $-607K | – | -0.01 | |
| RFR USD SOFR/2.78500 04/10/24-1Y LCH | Derivative-interest rate | US | $-150K | – | -0.00 | |
| RFR USD SOFR/2.79000 04/10/24-1Y LCH | Derivative-interest rate | US | $-149K | – | -0.00 | |
| RFR USD SOFR/2.83500 04/10/24-1Y LCH | Derivative-interest rate | US | $-147K | – | -0.00 | |
| RFR USD SOFR/3.05000 09/08/22-7Y LCH | Derivative-interest rate | US | $-580K | – | -0.01 | |
| RFR USD SOFR/3.10000 09/09/22-7Y LCH | Derivative-interest rate | US | $-593K | – | -0.01 | |
| RFR USD SOFR/3.42500 03/01/23-10Y LCH | Derivative-interest rate | US | $-202K | – | -0.00 | |
| RFR USD SOFR/3.43000 02/27/23-10Y LCH | Derivative-interest rate | US | $-329K | – | -0.01 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $5M | – | 0.11 | |
| RFR USD SOFR/3.50000 12/18/24-1Y LCH | Derivative-interest rate | US | $412K | – | 0.01 | |
| RFR USD SOFR/3.58526 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.04 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-565K | – | -0.01 | |
| RFR USD SOFR/3.65517 03/01/24-4Y* LCH | Derivative-interest rate | US | $955K | – | 0.02 | |
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH | Derivative-interest rate | US | $686K | – | 0.02 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | Derivative-interest rate | US | $58K | – | 0.00 | |
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.05 | |
| RFR USD SOFR/3.7165* 03/01/24-9Y* LCH | Derivative-interest rate | US | $613K | – | 0.01 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $69K | – | 0.00 | |
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH | Derivative-interest rate | US | $157K | – | 0.00 | |
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH | Derivative-interest rate | US | $132K | – | 0.00 | |
| RFR USD SOFR/3.73382 03/01/24-9Y* LCH | Derivative-interest rate | US | $635K | – | 0.01 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $193K | – | 0.00 | |
| RFR USD SOFR/3.74267 03/01/24-9Y* LCH | Derivative-interest rate | US | $81K | – | 0.00 | |
| RFR USD SOFR/3.74463 03/01/24-9Y* LCH | Derivative-interest rate | US | $55K | – | 0.00 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $50K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $154K | – | 0.00 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-910K | – | -0.02 | |
| RFR USD SOFR/3.7525* 03/01/24-9Y* LCH | Derivative-interest rate | US | $284K | – | 0.01 | |
| RFR USD SOFR/3.75375 03/01/24-9Y* LCH | Derivative-interest rate | US | $198K | – | 0.00 | |
| RFR USD SOFR/3.7626* 03/01/24-9Y* LCH | Derivative-interest rate | US | $396K | – | 0.01 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $372K | – | 0.01 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $27K | – | 0.00 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $29K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-39K | – | -0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $19K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $91K | – | 0.00 | |
| RFR USD SOFR/5.16000 05/31/24-1Y LCH | Derivative-interest rate | US | $-29K | – | -0.00 | |
| RFR USD SOFR/5.38800 10/18/23-1Y LCH | Derivative-interest rate | US | $51K | – | 0.00 | |
| RIPON MORTGAGES PLC RIPON 1RA A 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $18M | – | 0.40 |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $10K | – | 0.00 | |
| ROMANIA BONDS REGS 05/30 3.624 (ROMANIA GOVT) | Long | Debt | RO | $14M | – | 0.31 |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | Long | Debt | CA | $7M | – | 0.16 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/25 1.2 | Long | Debt | GB | $3M | – | 0.06 |
| RTX CORP SR UNSECURED 11/26 5.75 (RTX CORPORATION) | Long | Debt | US | $6M | – | 0.15 |
| SALES TAX SECURITIZATION CORP STSGEN 01/31 FIXED 2.857 (SALES TAX SECURITIZATION CORPORATION) | Long | Debt | US | $4M | – | 0.10 |
| SALES TAX SECURITIZATION CORP STSGEN 01/33 FIXED 3.007 (SALES TAX SECURITIZATION CORPORATION) | Long | Debt | US | $2M | – | 0.04 |
| SANDERS RE III LTD UNSECURED 144A 04/29 VAR | Long | Debt | BM | $9M | – | 0.20 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5) | Long | ABS-other | US | $5M | – | 0.11 |
| SANTANDER HOLDINGS USA SR UNSECURED 06/25 3.45 (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $8M | – | 0.19 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $10M | – | 0.22 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $9M | – | 0.20 |
| SAXON ASSET SECURITIES TRUST SAST 2006 3 A3 (SAXON ASSET SECURITIES TRUST 2006-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 01/26 3.625 (SCENTRE MANAGEMENT LTD (SCENTRE GROUP TRUST 1/SCENTRE GROUP TRUST 2)) | Long | Debt | AU | $15M | – | 0.35 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 BR5 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5) | Long | ABS-mortgage backed security | US | $472K | – | 0.01 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $13M | – | 0.29 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $8M | – | 0.17 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2C (SG MORTGAGE SECURITIES TRUST 2006-FRE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SOCIETE GENERALE SR UNSECURED 144A 01/27 VAR | Long | Debt | FR | $6M | – | 0.14 |
| SOCIETY OF LLOYD S SUBORDINATED REGS 10/24 4.75 (SOCIETY OF LLOYDS) | Long | Debt | GB | $2M | – | 0.05 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-84K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-188.06 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-13K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $673K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $619K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $319K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $264K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $137K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $84K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $61K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $20K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $268.74 | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $132K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $126K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $85K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $84K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $70K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $68K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $12K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $50K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-13.75 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-1K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-23K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-29K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-70K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-97K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $21K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $837.57 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $684.64 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $194K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $539.39 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $166.39 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241210 | Derivative-foreign exchange | CN | $32K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241210 | Derivative-foreign exchange | CN | $11K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241216 | Derivative-foreign exchange | CN | $176K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250116 | Derivative-foreign exchange | CN | $15K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250218 | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $15K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $12K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-909.29 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-2K | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3M | – | 0.06 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $195K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $21K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $17K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $78K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $2M | – | 0.04 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $10K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $541K | – | 0.01 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-90.45 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $21K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $82K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $28K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $49.73 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $41.38 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $7.14 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $6.2 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-120K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $130.1 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-11K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-17K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-7K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-37K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-192K | – | -0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $25K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $8K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $5K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $3K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $1K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $116.74 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $128K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $27K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $5K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $5K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $377.86 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-139.53 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-24K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $42.21 | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240816 | Derivative-foreign exchange | TR | $-315.66 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $49K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $46K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $38K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $36K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $35K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $34K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $30K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $25K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $22K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $17K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $16K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $444.37 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $316.62 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $260.56 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $65.13 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-237.28 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-40K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-182K | – | -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 | $13M | – | 0.28 |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.12 |
| SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A (SOUND POINT CLO XVII 2017-3A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.17 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5) | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| SOUTH AFRICA EM SP BOA | Derivative-credit | US | $-46K | – | -0.00 | |
| SOUTH AFRICA EM SP CBK | Derivative-credit | US | $-11K | – | -0.00 | |
| SOUTH AFRICA EM SP DUB | Derivative-credit | US | $-17K | – | -0.00 | |
| SOUTH AFRICA EM SP MYC | Derivative-credit | US | $-73K | – | -0.00 | |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $9M | – | 0.21 |
| SOUTHERN CALIF GAS CO SR UNSECURED 04/27 2.95 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $11M | – | 0.24 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 09/28 4.1 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC5 A2D (SPECIALTY UNDERWRNG & RES FIN 2006-BC5) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| SPRINT SPECTRUM / SPEC I SR SECURED 144A 03/25 4.738 (SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC) | Long | Debt | US | $3M | – | 0.06 |
| SPRINT SPECTRUM / SPEC I SR SECURED 144A 09/29 5.152 (SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC) | Long | Debt | US | $8M | – | 0.18 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $16M | – | 0.35 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $599K | – | 0.01 |
| STRIPS 05/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.14 |
| STRIPS 08/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.06 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 3A1 (STRUCTURED ADJUSTABLE RT MTG LN 2004-20) | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 7A1 (STRUCTURED ADJ RATE MTGE LOAN 2005-21) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 3 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-3) | Long | ABS-mortgage backed security | US | $561K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $459K | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 GEL2 A3 144A (STRUCTURED ASSET SEC CORP 2007-GEL2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 5.464 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.07 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/25 1.474 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.05 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 09/28 1.902 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $15M | – | 0.33 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 04/32 4.2 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $14M | – | 0.32 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1 (SUNTRUST ADJR MRTG LN TR 2007-1) | Long | ABS-mortgage backed security | US | $447K | – | 0.01 |
| SUTTER HEALTH UNSECURED 08/40 3.161 | Long | Debt | US | $10M | – | 0.22 |
| T MOBILE US TRUST TMUST 2024 1A A 144A (T-MOBILE US TRUST 2024-1A) | Long | ABS-other | US | $9M | – | 0.21 |
| T MOBILE USA INC COMPANY GUAR 01/29 4.85 (T-MOBILE USA INC) | Long | Debt | US | $5M | – | 0.12 |
| TER FINANCE LTD JERSEY SECURED 144A 01/25 0.00000 (TER FINANCE (JERSEY) LIMITED) | Long | Debt | JE | $2M | – | 0.05 |
| TESLA AUTO LEASE TRUST TESLA 2023 A A2 144A (TESLA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $3M | – | 0.07 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $7M | – | 0.15 |
| THAMES WATER UTIL FIN SR SECURED 02/32 6.5 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $2M | – | 0.04 |
| THAMES WATER UTIL FIN SR SECURED REGS 01/31 4.375 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $2M | – | 0.05 |
| THOMPSON PARK CLO, LTD TPRK 2021 1A A1 144A (THOMPSON PARK CLO LTD 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.22 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 1 A2B (THORNBURG MORTGAGE SECURITIES TR 2007-1) | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/32 FIXED 3.151 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $6M | – | 0.14 |
| TORONTO DOMINION BANK SR UNSECURED 03/27 2.8 (TORONTO-DOMINION BANK) | Long | Debt | CA | $8M | – | 0.17 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $34M | – | 0.77 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $12M | – | 0.26 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $14M | – | 0.32 |
| TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2023 1A A 144A (TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1A) | Long | ABS-other | US | $5M | – | 0.10 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $7M | – | 0.15 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $442K | – | 0.01 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.23 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $22M | – | 0.50 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.03 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.06 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $20M | – | 0.45 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.04 |
| TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.05 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.18 |
| TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT) | Long | Debt | US | $28M | – | 0.63 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.08 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.05 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $83M | – | 1.87 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $20M | – | 0.45 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 0.34 |
| UBS GROUP AG JR SUBORDINA REGS 12/49 VAR | Long | Debt | CH | $300K | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 01/27 VAR | Long | Debt | CH | $4M | – | 0.09 |
| UBS GROUP AG SR UNSECURED 144A 04/26 4.125 | Long | Debt | CH | $10M | – | 0.23 |
| UBS GROUP AG SR UNSECURED 144A 08/28 VAR | Long | Debt | CH | $18M | – | 0.41 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $8M | – | 0.18 |
| UBS GROUP AG SR UNSECURED 144A 09/25 VAR | Long | Debt | CH | $15M | – | 0.34 |
| UNICREDIT SPA SR UNSECURED 144A 09/26 VAR | Long | Debt | IT | $9M | – | 0.20 |
| UNITED AIR 2016 1 AA PTT PASS THRU CE 01/30 3.1 (UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $611K | – | 0.01 |
| UNITED AIR 2023 1 A PTT PASS THRU CE 07/37 5.8 (UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $9M | – | 0.21 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $26M | – | 0.59 |
| UNITED MEXICAN STATES SR UNSECURED 05/36 6 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 0.06 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A3 144A (UWM-2021-INV4) | Long | ABS-mortgage backed security | US | $10M | – | 0.23 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/25 FIXED 0.883 (UNIVERSITY OF CALIFORNIA) | Long | Debt | US | $6M | – | 0.13 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $2M | – | 0.05 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-1M | – | -0.03 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $32K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $2M | – | 0.04 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $25K | – | 0.00 | |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $54M | – | 1.21 |
| US TREASURY N/B 02/44 3.625 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.06 |
| US TREASURY N/B 02/45 2.5 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.16 |
| US TREASURY N/B 02/49 3 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.10 |
| US TREASURY N/B 02/50 2 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.25 |
| US TREASURY N/B 05/41 2.25 (UNITED STATES GOVT) | Long | Debt | US | $14M | – | 0.31 |
| US TREASURY N/B 05/42 3 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.08 |
| US TREASURY N/B 05/42 3.25 (UNITED STATES GOVT) | Long | Debt | US | $12M | – | 0.28 |
| US TREASURY N/B 05/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.20 |
| US TREASURY N/B 05/44 3.375 (UNITED STATES GOVT) | Long | Debt | US | $14M | – | 0.30 |
| US TREASURY N/B 05/45 3 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 0.48 |
| US TREASURY N/B 05/49 2.875 (UNITED STATES GOVT) | Long | Debt | US | $24M | – | 0.54 |
| US TREASURY N/B 08/41 3.75 (UNITED STATES GOVT) | Long | Debt | US | $25M | – | 0.56 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $29M | – | 0.65 |
| US TREASURY N/B 08/44 3.125 (UNITED STATES GOVT) | Long | Debt | US | $29M | – | 0.64 |
| US TREASURY N/B 08/49 2.25 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.07 |
| US TREASURY N/B 08/50 1.375 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.17 |
| US TREASURY N/B 11/40 1.375 (UNITED STATES GOVT) | Long | Debt | US | $67M | – | 1.50 |
| US TREASURY N/B 11/41 3.125 (UNITED STATES GOVT) | Long | Debt | US | $17M | – | 0.38 |
| US TREASURY N/B 11/44 3 (UNITED STATES GOVT) | Long | Debt | US | $121M | – | 2.72 |
| VENTAS REALTY LP COMPANY GUAR 10/26 3.25 | Long | Debt | US | $4M | – | 0.09 |
| VENTURE CDO LTD VENTR 2017 27A AR 144A (VENTURE XXVII CLO LTD 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.29 |
| VENTURE CDO LTD VENTR 2018 33A A1LR 144A (VENTURE CLO LTD 2018-33A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.12 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875 | Long | Debt | US | $5M | – | 0.11 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $118K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $29K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $29K | – | 0.00 | |
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A (VERUS SECURITIZATION TRUST 2024-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.38 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.12 |
| VIRGINIA POWER FUEL SEC SR SECURED 05/33 4.877 (VIRGINIA POWER FUEL SECURITIZATION LLC) | Long | Debt | US | $9M | – | 0.21 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/26 3.2 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $9M | – | 0.21 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/28 4.75 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $16M | – | 0.35 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 WMC1 M2 (WACHOVIA MTGE LOAN TRUST 2005-WMC1) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 A 2A1 (WACHOVIA MTGE LOAN TRUST 2006-A) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE1 2A3 (WAMU ASSET-BACKED CERTIFICATES 2007-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE2 2A3 (WAMU ASSET-BACKED CERTIFICATES 2007-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR6 1A1A (WASHINGTON MUTUAL 2005-AR6) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 2A1A (WASHINGTON MUTUAL 2006-AR1) | Long | ABS-mortgage backed security | US | $315K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 2A2 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1 (WAMU MTGE P/T CERT 2007-HY5) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A2 (WAMU MTGE P/T CERT 2007-HY7) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $10M | – | 0.23 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.06 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A C 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.03 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A D 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $846K | – | 0.02 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A E 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $838K | – | 0.02 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $2M | – | 0.04 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A RRC 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $139K | – | 0.00 |
| WEC ENERGY GROUP INC SR UNSECURED 10/27 1.375 | Long | Debt | US | $4M | – | 0.09 |
| WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $4M | 4M | 0.08 |
| WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.16 |
| WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $11M | – | 0.26 |
| WELLS FARGO + COMPANY SR UNSECURED REGS 05/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.11 |
| WELLS FARGO BANK NA SR UNSECURED 12/26 VAR | Long | Debt | US | $9M | – | 0.21 |
| WELLTOWER OP LLC COMPANY GUAR 01/30 3.1 | Long | Debt | US | $6M | – | 0.14 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A (WORLDWIDE PLAZA TRUST 2017-WWP) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| ZCS BRL 11.49576 06/14/24-01/04/27 CME | Derivative-interest rate | BR | $-369K | – | -0.01 | |
| ZCS BRL 11.5281 06/18/24-01/04/27 CME | Derivative-interest rate | BR | $-151K | – | -0.00 | |
| ZCS BRL 11.54841 06/13/24-01/04/27 CME | Derivative-interest rate | BR | $-284K | – | -0.01 |
Address
PIMCO Variable Insurance Trust
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Canada Self Custody
Citibank Europe PLC Portugal Branch
Citibank Europe PLC Spain Branch
Citibank N.A.
Citibank N.A.
Citibank N.A. Lima
Citibank N.A. Mexico
Citibank Santiago, Chile
Citibank, N.A.
Credit Suisse (Schweiz) AG
Euroclear
First Abu Dhabi Bank PJSC
Firstrand Bank Limited
HSBC Bank (China) Company 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
Stanbic IBTC Bank PLC
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Goldman Sachs & Co.