PIMCOFUNDS > PIMCO Funds
PIMCO Low Duration Income Fund
$8.97B
Avg Monthly Net Assets
$22.87B
Total Assets
$12.76B
Total Liabilities
$10.11B
Net Assets
PIMCO Low Duration Income Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has six share classes
and monthly net assets of $8.97B.
On August 28th, 2024 it reported 2,265 holdings, the largest
being PIMCO FUNDS (10.8%), UMBS PASS THRU POOLS (10.8%) and UMBS PASS THRU POOLS (7.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000026513 | PFIAX | |
| Class C | C000026514 | PFNCX | |
| Class C-2 | C000222832 | PLDCX | |
| Class I-2 | C000064131 | PFTPX | |
| Class I-3 | C000200437 | PFNIX | |
| Institutional | C000026511 | PFIIX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3 MONTH SOFR FUT DEC24 XCME 20250318 | Derivative-interest rate | US | $1M | – | 0.01 | |
| 3 MONTH SOFR FUT DEC25 XCME 20260317 | Derivative-interest rate | US | $1M | – | 0.01 | |
| 3 MONTH SOFR FUT JUN24 XCME 20240917 | Derivative-interest rate | US | $2M | – | 0.02 | |
| 3 MONTH SOFR FUT JUN25 XCME 20250916 | Derivative-interest rate | US | $1M | – | 0.01 | |
| 3 MONTH SOFR FUT MAR25 XCME 20250617 | Derivative-interest rate | US | $1M | – | 0.01 | |
| 3 MONTH SOFR FUT MAR26 XCME 20260616 | Derivative-interest rate | US | $906K | – | 0.01 | |
| 3 MONTH SOFR FUT SEP24 XCME 20241217 | Derivative-interest rate | US | $2M | – | 0.02 | |
| 3 MONTH SOFR FUT SEP25 XCME 20251216 | Derivative-interest rate | US | $851K | – | 0.01 | |
| 31750NJ72 PIMCO FXVAN CALL USD MXN 18.23000000 | Derivative-foreign exchange | US | $-583K | – | -0.01 | |
| 31750NJB3 PIMCO FXVAN CALL USD MXN 18.25000000 | Derivative-foreign exchange | US | $-581K | – | -0.01 | |
| 31750NKT2 PIMCO FXVAN CALL USD MXN 18.15000000 | Derivative-foreign exchange | US | $-616K | – | -0.01 | |
| 31750NMB9 PIMCO FXVAN CALL USD MXN 18.15000000 | Derivative-foreign exchange | US | $-623K | – | -0.01 | |
| 31750NMJ2 PIMCO FXVAN CALL USD MXN 18.10000000 | Derivative-foreign exchange | IE | $-254K | – | -0.00 | |
| 31750NN28 PIMCO FXVAN CALL USD MXN 18.15000000 | Derivative-foreign exchange | US | $-626K | – | -0.01 | |
| 31750O8V9 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 31750O8W7 OTC EPUT FN 5.0 JUL24 94.96875 PUT | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 31750OCU6 OTC ECAL FN 5.0 JUL24 97.25 CALL | Derivative-interest rate | US | $-36K | – | -0.00 | |
| 31750OJW5 OTC ECAL FN 5.0 AUG24 98.59375 CALL | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 31750OK60 OTC EPUT FN 5.0 AUG24 95.59375 PUT | Derivative-interest rate | US | $-37K | – | -0.00 | |
| 3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP | Derivative-interest rate | US | $-185K | – | -0.00 | |
| 3175AC935 PIMCO FLOOR USD 0.03018 USD SOFR COM | Derivative-interest rate | US | $-31.18 | – | -0.00 | |
| 3175AC950 PIMCO CAP USD 0.026175 USD SOFR COMP | Derivative-interest rate | US | $-6M | – | -0.06 | |
| 3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM | Derivative-interest rate | US | $-66K | – | -0.00 | |
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM | Derivative-interest rate | US | $-29K | – | -0.00 | |
| 3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO | Derivative-interest rate | US | $-307K | – | -0.00 | |
| 3175MR9F2 PIMCO CAP USD 0.0255 USD SOFR COMPOU | Derivative-interest rate | US | $-4M | – | -0.04 | |
| 3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO | Derivative-interest rate | US | $-2M | – | -0.02 | |
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO | Derivative-interest rate | US | $-4M | – | -0.03 | |
| 317U0TIA8 PIMCO FPPSWAPTION 2.17 PUT USD | Derivative-interest rate | US | $3M | – | 0.03 | |
| 317U0TJA7 PIMCO FPPSWAPTION 2.17 CALL USD | Derivative-interest rate | US | $644K | – | 0.01 | |
| 317U0TKA5 PIMCO SWAPTION 2.59 CALL USD 2024071 | Derivative-interest rate | US | $11.07 | – | 0.00 | |
| 317U0TLA4 PIMCO SWAPTION 2.59 PUT USD 20240719 | Derivative-interest rate | US | $4M | – | 0.04 | |
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD | Derivative-interest rate | US | $3M | – | 0.03 | |
| 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD | Derivative-interest rate | US | $390K | – | 0.00 | |
| 317U0U9A5 PIMCO SWAPTION 2.62 CALL USD 2024072 | Derivative-interest rate | US | $15.59 | – | 0.00 | |
| 317U0UAA3 PIMCO SWAPTION 2.62 PUT USD 20240722 | Derivative-interest rate | US | $4M | – | 0.03 | |
| 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD | Derivative-interest rate | US | $5M | – | 0.05 | |
| 317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD | Derivative-interest rate | US | $804K | – | 0.01 | |
| 317U0UMA0 PIMCO SWAPTION 2.645 PUT USD 2024072 | Derivative-interest rate | US | $6M | – | 0.06 | |
| 317U0UNA9 PIMCO SWAPTION 2.645 CALL USD 202407 | Derivative-interest rate | US | $16.93 | – | 0.00 | |
| 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD | Derivative-interest rate | US | $530K | – | 0.01 | |
| 317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD | Derivative-interest rate | US | $3M | – | 0.03 | |
| 317U0XZA0 PIMCO SWAPTION 2.2425 PUT USD 202408 | Derivative-interest rate | US | $2M | – | 0.02 | |
| 317U0Y0A6 PIMCO SWAPTION 2.2425 CALL USD 20240 | Derivative-interest rate | US | $5.14 | – | 0.00 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-698.64 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-47K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-1.5 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-130K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.96 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.96 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-2.14 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-70K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-359.69 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-35K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-25K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-29K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-73K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-200K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-29K | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-27K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-42K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-203K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-36K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-38K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-58K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-57K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-207K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-46K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-51K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-30K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-88K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-42K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-68K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-30K | – | -0.00 | |
| 510 ASSETS BACKED TRUST FTAB 2021 NPL1 A1 144A (510 ASSET BACKED 2021-NPL1 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| AAMES MORTGAGE TRUST AMT 2001 3 M1 (AAMES MORTGAGE TRUST 2001-3) | Long | ABS-mortgage backed security | US | $428K | – | 0.00 |
| AAMES MORTGAGE TRUST AMT 2001 4 M1 | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| ACCESS GROUP INC ACCSS 2004 1 A2 (ACCESS GROUP INC 2004-1) | Long | ABS-other | US | $1M | – | 0.01 |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4 (ACCREDITED MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ACE SECURITIES CORP 11/34 1 (ACE SECURITIES CORP 2004-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| ACE SECURITIES CORP. ACE 2007 HE4 A1 (ACE SECURITIES CORP 2007-HE4) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| ACHV ABS TRUST ACHV 2024 1PL A 144A (ACHV ABS TRUST 2024-1PL) | Long | ABS-other | US | $533K | – | 0.01 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 12 5A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 2 5A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 3A1 (ADJUSTABLE RATE MORTGAGE TR 2005-4) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-7) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 3A21 (ADJUSTABLE RATE MORTAGE TRUST 2005-8) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| AI SILK MIDCO LIMITED EUR TERM LOAN B (PLANET (AI SILK MIDCO LIMITED)) | Long | Loan | GB | $4M | – | 0.04 |
| AIR CANADA 2015 1A PTT PASS THRU CE 144A 09/28 3.6 (AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | CA | $227K | – | 0.00 |
| AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3 (AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | CA | $395K | – | 0.00 |
| AIRBUS FINANCE BV SNR SE ICE | Derivative-credit | NL | $668K | – | 0.01 | |
| AIRBUS FINANCE BV SNR SE ICE | Derivative-credit | NL | $488K | – | 0.00 | |
| ALAMO RE LTD UNSECURED 144A 06/26 VAR | Long | Debt | BM | $3M | – | 0.03 |
| ALAMO RE LTD UNSECURED 144A 06/27 VAR | Long | Debt | BM | $3M | – | 0.03 |
| ALIGNED DATA CNTRS INERNTNL LP TERM LOAN (ALIGNED DATA CENTERS INTERNATIONAL LP) | Long | Loan | US | $10M | – | 0.10 |
| ALLY FINANCIAL INC SR UNSECURED 05/25 5.8 | Long | Debt | US | $3M | – | 0.03 |
| ALTICE FRANCE SA 2023 EUR TERM LOAN B14 | Long | Loan | FR | $399K | – | 0.00 |
| ALTICE FRANCE SA 2023 USD TERM LOAN B14 | Long | Loan | FR | $3M | – | 0.03 |
| ALTICE FRANCE SA SR SECURED 144A 01/28 5.5 | Long | Debt | FR | $1M | – | 0.01 |
| ALTICE FRANCE SA SR SECURED 144A 02/27 8.125 | Long | Debt | FR | $2M | – | 0.02 |
| ALTICE FRANCE SA SR SECURED 144A 07/29 5.125 | Long | Debt | FR | $395K | – | 0.00 |
| ALTICE FRANCE SA SR SECURED 144A 10/29 5.5 | Long | Debt | FR | $727K | – | 0.01 |
| ALTICE FRANCE SA SR SECURED REGS 01/28 3.375 | Long | Debt | FR | $150K | – | 0.00 |
| ALTRIA GROUP INC COMPANY GUAR 06/31 3.125 | Long | Debt | US | $2M | – | 0.02 |
| AMDOCS LTD SR UNSECURED 06/30 2.538 (AMDOCS LIMITED) | Long | Debt | GG | $3M | – | 0.03 |
| AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575 (AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $913K | – | 0.01 |
| AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2 (AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $666K | – | 0.01 |
| AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3 (AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $179K | – | 0.00 |
| AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65 (AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $752K | – | 0.01 |
| AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35 (AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $542K | – | 0.01 |
| AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875 (AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $711K | – | 0.01 |
| AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7 (AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $531K | – | 0.01 |
| AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 (AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $15M | – | 0.15 |
| AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6 (AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $767K | – | 0.01 |
| AMERICAN AIRLINES, INC. 2021 TERM LOAN (AADVANTAGE LOYALTY IP LTD) | Long | Loan | KY | $10M | – | 0.10 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 3 2A11 (AMERICAN HOME MTGE ASSETS 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 6 A1A (AMERICAN HOME MORTGAGE ASSETS 2006-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 2 A1 (AMERICAN HOME MORTGAGE ASSETS 2007-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2005 SD1 1A1 144A (AMERICAN HOME MTGE INV TRUST 2005-SD1) | Long | ABS-mortgage backed security | US | $558K | – | 0.01 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 1 2A1 (AMERICAN HOME MORTGAGE INVT TR 2006-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 2 3A2 (AMERICAN HOME MTGE INV TRUST 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 2 3A4 (AMERICAN HOME MTGE INV TRUST 2006-2) | Long | ABS-mortgage backed security | US | $554K | – | 0.01 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.06 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $16M | – | 0.16 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2B (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $15M | – | 0.15 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2003 2 M1 (AMERIQUEST MORTGAGE SECURITIES 2003-2) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2003 AR3 M5 (AMERIQUEST MTGE SEC 2003-AR3) | Long | ABS-mortgage backed security | US | $579K | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R11 M3 (AMERIQUEST MTGE SECURITIES INC 2005-R11) | Long | ABS-mortgage backed security | US | $431K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M4 (AMERIQUEST MTGE SECURITIES INC 2005-R4) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| AMSURG EQUITY EQTYAS910 (AMSURG (AMBULATORY TOPCO LLC)) | Long | Equity-common | US | $16M | 318K | 0.16 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A (ANCHORAGE CAPITAL CLO LTD 2018-10A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.04 |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A (ANGEL OAK MORTGAGE TRUST 2024-2) | Long | ABS-mortgage backed security | US | $946K | – | 0.01 |
| ARBOUR CLO ARBR 7A A 144A (ARBOUR CLO VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $27M | – | 0.27 |
| ARES EURO CLO ARESE 14A A 144A (ARES EUROPEAN CLO 14A) | Long | ABS-collateralized bond/debt obligation | IE | $27M | – | 0.26 |
| ARGENT SECURITIES INC. ARSI 2004 W8 M4 (ARGENT SECURITIES INC 2004-W8) | Long | ABS-mortgage backed security | US | $616K | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A2D (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 W1 A2C (ARGENT SECURITIES INC 2006-W1) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| ARGENT SECURITIES INC. ARSI 2006 W5 A1A (ARGENT SECURITIES TRUST 2006-W5) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 W5 A2C (ARGENT SECURITIES TRUST 2006-W5) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR | Long | Debt | BM | $1M | – | 0.01 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF B 144A (ASHFORD HOSPITALITY TRUST 2018-ASHF) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF D 144A (ASHFORD HOSPITALITY TRUST 2018-ASHF) | Long | ABS-mortgage backed security | US | $23M | – | 0.22 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS B 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS C 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS D 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYX B REGS (ASHFORD HOSPITALITY TRUST 2018-KEYX) | Long | ABS-mortgage backed security | US | $15M | – | 0.15 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYX C REGS (ASHFORD HOSPITALITY TRUST 2018-KEYX) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2A (ASSET BACKED FUNDING CERT 2007-WMC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M5 (ASSET BACKED SEC CORP HM EQ 2005-HE5) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE1 M2 (ASSET BACKED SEC HOME EQTY LN 2006-HE1) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $114K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $54K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $21K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| AT+T INC (AT&T INC) | Long | Debt | US | $5M | – | 0.05 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM C 144A (ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM D 144A (ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM D 144A (ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-21K | – | -0.00 | |
| AUSTIN FAIRMONT HOTEL TRUST AFHT 2019 FAIR B 144A (AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| AUSTIN FAIRMONT HOTEL TRUST AFHT 2019 FAIR C 144A (AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| AUSTIN FAIRMONT HOTEL TRUST AFHT 2019 FAIR E 144A (AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LL) | Long | ABS-other | US | $11M | – | 0.11 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $6M | – | 0.06 |
| AVOLON TLB BORROWER 1 US LLC 2023 TERM LOAN B6 (AVOLON TLB BORROWER 1 (US) LLC) | Long | Loan | US | $3M | – | 0.03 |
| AYRESOME CDO LTD AYRES 2005 1A A3 144A (AYRESOME CDO I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $654K | – | 0.01 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 7 A3 (BANC OF AMERICA ALT LOAN TRUST 2006-7) | Long | ABS-mortgage backed security | US | $682K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 F 4A1 (BANC OF AMERICA FUNDING CORP 2005-F) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 D 5A1 (BANC OF AMERICA FUNDING CORP 2006-D) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 6A1 (BANC OF AMERICA FUNDING CORP 2006-I) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6 (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2016 LD11 AJB 144A (BAMLL RE-REMIC TRUST 2016-RRLD11) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BHP3 C 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BHP3) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX C 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX D 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $14M | – | 0.13 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 L 1A1 (BANK OF AMERICA MTGE SECS-2005-L) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 2A1 (BANK OF AMERICA MTGE SECS-2006-B) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| BANC OF CALIFORNIA MULTIFAMILY FHMS Q010 APT2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q010) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| BANC OF CALIFORNIA MULTIFAMILY FHMS Q010 APT3 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q010) | Long | ABS-mortgage backed security | US | $554K | – | 0.01 |
| BANCA MONTE DEI PASCHI S REGS 01/26 1.875 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $29M | – | 0.29 |
| BANCA MONTE DEI PASCHI S REGS 09/24 3.625 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $1M | – | 0.01 |
| BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 (BANCO DE CREDITO DEL PERU SA) | Long | Debt | PE | $2M | – | 0.02 |
| BANCO SANTANDER SA 03/28 VAR | Long | Debt | ES | $16M | – | 0.16 |
| BANCO SANTANDER SA 11/27 VAR | Long | Debt | ES | $9M | – | 0.09 |
| BANCO SANTANDER SA 11/28 6.607 | Long | Debt | ES | $8M | – | 0.07 |
| BANK OF AMERICA CORP SR UNSECURED 01/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $675K | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 07/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $792K | – | 0.01 |
| BANK OF NOVA SCOTIA JR SUBORDINA 12/99 VAR (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $1M | – | 0.01 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM D 144A (BBCMS TRUST 2018-CBM) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $5M | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $2M | – | 0.02 |
| BARCLAYS PLC SR UNSECURED 05/34 VAR | Long | Debt | GB | $13M | – | 0.13 |
| BARCLAYS PLC SR UNSECURED 09/27 VAR | Long | Debt | GB | $19M | – | 0.18 |
| BARINGS LOAN PARTNERS CLO LTD. BABSN LP 3A AR 144A (BARINGS LOAN PARTNERS CLO LTD 3) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.06 |
| BASTILLE FUNDING BAST 2020 3A A 144A (BASTILLE FUNDING 20-3A) | Long | ABS-collateralized bond/debt obligation | IE | $54M | – | 0.53 |
| BAT CAPITAL CORP COMPANY GUAR 08/30 6.343 (BAT CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $190K | – | 0.00 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125 | Long | Debt | US | $2M | – | 0.02 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $410K | – | 0.00 |
| BAYOU RE LTD UNSECURED 144A 04/31 VAR | Long | Debt | BM | $591K | – | 0.01 |
| BAYOU RE LTD UNSECURED 144A 04/31 VAR | Long | Debt | BM | $498K | – | 0.00 |
| BAYVIEW FINANCIAL ACQUISITION BAYV 2006 B M3 (BAYVIEW FINANCIAL ACQUISITION TR 2006-B) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| BBCCRE TRUST BBCCR 2015 GTP D 144A (BBCCRE TRUST 2015-GTP) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| BCAP LLC TRUST BCAP 2007 AA1 2A1 (BCAP LLC TRUST 2007-AA1) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| BCAP LLC TRUST BCAP 2009 RR4 1A2 144A (BCAP LLC TRUST 2009-RR4) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BCAP LLC TRUST BCAP 2010 RR11 6A2 144A (BCAP LLC TRUST 2010-RR11) | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| BCAP LLC TRUST BCAP 2013 RR9 4A7 144A (BCAP LLC TRUST 2013-RR9) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| BCAP LLC TRUST BCAP 2014 RR3 1A2 144A (BCAP LLC TRUST 2014-RR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| BEAR STEARNS ALT A TRUST II BSAAT 2007 1 3A1 (BEAR STEARNS ALT-A TRUST II 2007-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE7 M1 (BEAR STEARNS ABS INC 2004-HE7) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE8 M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE8) | Long | ABS-mortgage backed security | US | $17M | – | 0.17 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 1A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 M1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5) | Long | ABS-mortgage backed security | US | $23M | – | 0.22 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 1A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7) | Long | ABS-mortgage backed security | US | $30M | – | 0.30 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2007 AR1 1A1 (BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 EMX1 M2 144A (BEAR STEARNS STRUC PROD INC 2007-EM) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B14 225A 144A (BENCHMARK MORTGAGE TRUST 2019-B14) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 IG2 UBRD 144A (BENCHMARK 2020-IG2 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BETONY CLO 2, LTD. BTNY2 2018 1A A1 144A (BETONY CLO 2 LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A (BINOM SECURITIZATION TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 22A A1 144A (BLUEMOUNTAIN CLO XXII LTD 2018-22A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.10 |
| BLUEMOUNTAIN EUR CLO BLUME 5A A 144A (BLUEMOUNTAIN EUR CLO 5A) | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.11 |
| BNP PARIBAS 144A 05/30 VAR | Long | Debt | FR | $10M | – | 0.10 |
| BOEING CO SR UNSECURED 02/26 2.196 (BOEING CO/THE) | Long | Debt | US | $5M | – | 0.05 |
| BOEING CO SR UNSECURED 144A 05/27 6.259 (BOEING CO/THE) | Long | Debt | US | $27M | – | 0.27 |
| BOEING CO SR UNSECURED 144A 05/31 6.388 (BOEING CO/THE) | Long | Debt | US | $4M | – | 0.04 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $15K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-46K | – | -0.00 | |
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A (BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1) | Long | ABS-other | US | $7M | – | 0.07 |
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A (BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1) | Long | ABS-other | US | $4M | – | 0.04 |
| BOFA AUTO TRUST BAAT 2024 1A A2 144A (BANK OF AMERICA AUTO TRUST 2024-1A) | Long | ABS-other | US | $7M | – | 0.07 |
| BOFA AUTO TRUST BAAT 2024 1A A3 144A (BANK OF AMERICA AUTO TRUST 2024-1A) | Long | ABS-other | US | $4M | – | 0.04 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $44K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $4K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-349.14 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-6K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-20K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-26K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-40K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-78K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-90K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-177K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-314K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-314K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-390K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-394K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-580K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-613K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-629K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-10M | – | -0.10 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-3M | – | -0.03 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-424K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20241002 | Derivative-foreign exchange | BR | $-65K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $45K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-45.27 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-70K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-45K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-57K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-116K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-127K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $680K | – | 0.01 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-13K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-86K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-317K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240802 | Derivative-foreign exchange | $6K | – | 0.00 | ||
| BOUGHT EUR SOLD USD 20240802 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-4K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-21K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-36K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-190K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240715 | Derivative-foreign exchange | ID | $-137.87 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $2K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $1K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $3K | – | 0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-21K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-60K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $54K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $14K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $13K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $12K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $10K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $7K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $5K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $5K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $743.79 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-5K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-7K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-11K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-33K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-37K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-4M | – | -0.04 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-2K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-2K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-305K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-1K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-19.65 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $-9K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $6K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20250131 | Derivative-foreign exchange | MX | $-138K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20250204 | Derivative-foreign exchange | MX | $-140K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20250210 | Derivative-foreign exchange | MX | $-166K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20250212 | Derivative-foreign exchange | MX | $-168K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20250213 | Derivative-foreign exchange | MX | $-70K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20250218 | Derivative-foreign exchange | MX | $-159K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-186.6 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-6K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-76K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-90K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-12K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-27K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-40K | – | -0.00 | |
| BOUGHT PEN SOLD USD 20240918 | Derivative-foreign exchange | PE | $-84K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-95.86 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-8K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-18K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-18K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-20K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-35K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-35K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-42K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-42K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-55K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-81K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-100K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-131K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-136K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-286K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $27K | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-21K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $44K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240705 | Derivative-foreign exchange | TR | $186K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240708 | Derivative-foreign exchange | TR | $41K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $22K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240716 | Derivative-foreign exchange | TR | $64K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $567K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240719 | Derivative-foreign exchange | TR | $47K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $29K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $26K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240724 | Derivative-foreign exchange | TR | $43K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240725 | Derivative-foreign exchange | TR | $23K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240726 | Derivative-foreign exchange | TR | $34K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240731 | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240806 | Derivative-foreign exchange | TR | $15K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240806 | Derivative-foreign exchange | TR | $385.2 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240807 | Derivative-foreign exchange | TR | $18K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240809 | Derivative-foreign exchange | TR | $75K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240812 | Derivative-foreign exchange | TR | $26K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240814 | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240815 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240821 | Derivative-foreign exchange | TR | $7K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240822 | Derivative-foreign exchange | TR | $50K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240823 | Derivative-foreign exchange | TR | $35K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240823 | Derivative-foreign exchange | TR | $24K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240826 | Derivative-foreign exchange | TR | $742.97 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240828 | Derivative-foreign exchange | TR | $10K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240903 | Derivative-foreign exchange | TR | $137K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240904 | Derivative-foreign exchange | TR | $447K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $176K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $168K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $83K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240916 | Derivative-foreign exchange | TR | $100K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240917 | Derivative-foreign exchange | TR | $59K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20241108 | Derivative-foreign exchange | TR | $46K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20241108 | Derivative-foreign exchange | TR | $39K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250312 | Derivative-foreign exchange | TR | $100K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $98K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $7K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-8K | – | -0.00 | |
| BPCE SA 144A 01/27 5.203 | Long | Debt | FR | $4M | – | 0.04 |
| BPCE SA 144A 10/27 VAR | Long | Debt | FR | $27M | – | 0.26 |
| BRAEMAR HOTELS + RESORTS TRUST BHR 2018 PRME C 144A (BHR 2018-PRME) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BRAZIL LA SP CBK | Derivative-credit | US | $5K | – | 0.00 | |
| BRAZIL LA SP GST | Derivative-credit | US | $13K | – | 0.00 | |
| BRAZIL LA SP GST | Derivative-credit | US | $6K | – | 0.00 | |
| BRAZIL LA SP MYC | Derivative-credit | US | $-81K | – | -0.00 | |
| BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3 (BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $656K | – | 0.01 |
| BRITISH AIR 21 1 A PPT PASS THRU CE 144A 09/36 2.9 (BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $6M | – | 0.06 |
| BROADCOM INC 2023 TERM LOAN A2 | Long | Loan | US | $37M | – | 0.37 |
| BROADCOM INC 2023 TERM LOAN A3 | Long | Loan | US | $37M | – | 0.37 |
| BWAY MORTGAGE TRUST BWAY 2021 1450 C 144A (BWAY MORTGAGE TRUST 2021-1450) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| BWAY MORTGAGE TRUST BWAY 2021 1450 D 144A (BWAY MORTGAGE TRUST 2021-1450) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| BX TRUST BX 2018 GW E 144A (BX TRUST 2018-GW 2018-GW) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| BX TRUST BX 2018 GW F 144A (BX TRUST 2018-GW 2018-GW) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BX TRUST BX 2021 ARIA C 144A (BX TRUST 2021-ARIA) | Long | ABS-mortgage backed security | US | $13M | – | 0.13 |
| BX TRUST BX 2021 ARIA D 144A (BX TRUST 2021-ARIA) | Long | ABS-mortgage backed security | US | $16M | – | 0.16 |
| C BASS LTD CBCL 12A A 144A (C-BASS LTD 12A) | Long | ABS-collateralized bond/debt obligation | KY | $662K | – | 0.01 |
| C BASS LTD CBCL 15A A 144A (C-BASS CBO XV LTD 15A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| CAIXABANK SA 144A 09/27 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $13M | – | 0.13 |
| CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR | Long | Debt | BM | $594K | – | 0.01 |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $9M | – | 0.09 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 1A AR3 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.10 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $3M | – | 0.03 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.01 |
| CARNIVAL CORPORATION 2024 TERM LOAN B1 | Long | Loan | US | $2M | – | 0.02 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC3 M4 (CARRINGTON MORTGAGE LN TR 2005-NC3) | Long | ABS-mortgage backed security | US | $19M | – | 0.19 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M6 (CARRINGTON MORTGAGE LN TR 2005-OPT2) | Long | ABS-mortgage backed security | US | $13M | – | 0.13 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 OPT1 M1 (CARRINGTON MTGE LOAN TRUST 2006-OPT1) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2007 HE1 A3 (CARRINGTON MTGE LOAN TRUST 2007-HE1) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| CARVANA AUTO RECEIVABLES 07/28 5.81 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $4M | – | 0.04 |
| CARVANA AUTO RECEIVABLES 08/27 5.96 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $7M | – | 0.06 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P2 A4 (CARVANA AUTO RECEIVABLES TRUST 2021-P2) | Long | ABS-other | US | $5M | – | 0.05 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P1 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P1) | Long | ABS-other | US | $5M | – | 0.05 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P3) | Long | ABS-other | US | $1M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P3) | Long | ABS-other | US | $3M | – | 0.03 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P4) | Long | ABS-other | US | $3M | – | 0.03 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P4) | Long | ABS-other | US | $5M | – | 0.05 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $2M | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $2M | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2024-N1) | Long | ABS-other | US | $6M | – | 0.06 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2024-P1) | Long | ABS-other | US | $7M | – | 0.07 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2024-P1) | Long | ABS-other | US | $6M | – | 0.06 |
| CARVANA CO SR SECURED 144A 06/30 13 | Long | Debt | US | $27M | – | 0.27 |
| CARVANA CO SR SECURED 144A 06/31 14 | Long | Debt | US | $23M | – | 0.23 |
| CARVANA CO SR SECURED 144A 12/28 12 | Long | Debt | US | $6M | – | 0.06 |
| CASCADE FUNDING MORTGAGE TRUST CFMT 2018 RM2 A 144A (CASCADE FUNDING MORTGAGE TRUST 2018-RM2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CASTLELAKE AIRCRAFT STRUCTURED CLAST 2018 1 A 144A (CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1) | Long | ABS-other | US | $1M | – | 0.01 |
| CBRE SERVICES INC COMPANY GUAR 04/29 5.5 (CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)) | Long | Debt | US | $704K | – | 0.01 |
| CDW LLC/CDW FINANCE COMPANY GUAR 04/28 4.25 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $14M | – | 0.14 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $14M | – | 0.14 |
| CDX EM32 ICE | Derivative-credit | US | $9K | – | 0.00 | |
| CDX EM34 ICE | Derivative-credit | US | $-84K | – | -0.00 | |
| CDX EM35 ICE | Derivative-credit | US | $-166.33 | – | -0.00 | |
| CDX EM36 ICE | Derivative-credit | US | $-326K | – | -0.00 | |
| CDX EM37 ICE | Derivative-credit | US | $-9K | – | -0.00 | |
| CDX EM38 ICE | Derivative-credit | US | $-132K | – | -0.00 | |
| CDX EM39 ICE | Derivative-credit | US | $-82K | – | -0.00 | |
| CDX EM40 ICE | Derivative-credit | US | $-722K | – | -0.01 | |
| CDX EM41 ICE | Derivative-credit | US | $-579K | – | -0.01 | |
| CDX HY35 5Y ICE | Derivative-credit | US | $19K | – | 0.00 | |
| CDX HY36 5Y ICE | Derivative-credit | US | $2M | – | 0.02 | |
| CDX HY37 5Y ICE | Derivative-credit | US | $181K | – | 0.00 | |
| CDX HY39 5Y ICE | Derivative-credit | US | $61K | – | 0.00 | |
| CDX HY42 5Y ICE | Derivative-credit | US | $51K | – | 0.00 | |
| CDX IG37 5Y ICE | Derivative-credit | US | $5K | – | 0.00 | |
| CDX IG38 5Y ICE | Derivative-credit | US | $19K | – | 0.00 | |
| CDX IG39 5Y ICE | Derivative-credit | US | $8K | – | 0.00 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $56K | – | 0.00 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $295K | – | 0.00 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $4M | – | 0.04 | |
| CEDAR FUNDING LTD CEDF 2019 11A A1R 144A (CEDAR FUNDING XI CLO LTD 2019-11A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.07 |
| CENTEX HOME EQUITY CXHE 2003 A M1 (CENTEX HOME EQUITY 2003-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CENTEX HOME EQUITY CXHE 2004 C AF5 (CENTEX HOME EQUITY 2004-C) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| CENTEX HOME EQUITY CXHE 2005 D M6 (CENTEX HOME EQUITY 2005-D) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR | Long | Debt | BM | $249K | – | 0.00 |
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A1 144A (CHASE AUTO OWNER TRUST 2024-2A) | Long | ABS-other | US | $3M | – | 0.03 |
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A2 144A (CHASE AUTO OWNER TRUST 2024-2A) | Long | ABS-other | US | $18M | – | 0.18 |
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A (CHASE AUTO OWNER TRUST 2024-2A) | Long | ABS-other | US | $18M | – | 0.17 |
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A (CHASE AUTO OWNER TRUST 2024-3A) | Long | ABS-other | US | $13M | – | 0.13 |
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A (CHASE AUTO OWNER TRUST 2024-3A) | Long | ABS-other | US | $13M | – | 0.13 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A4 (CHASE MORTGAGE FINANCE CORP 2006-S1) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 5A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL1) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| CHASEFLEX TRUST CFLX 2005 1 1A4 (CHASEFLEX TRUST SERIES 2005-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 BA A2 144A (CC MORTGAGE FUNDING CORP 2005-BA) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| CIFC FUNDING LTD CIFC 2013 3RA A1 144A (CIFC FUNDING LTD 2013-3RA) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| CIFC FUNDING LTD CIFC 2017 2A AR 144A (CIFC FUNDING LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 04/27 4.375 (CIFI HOLDINGS (GROUP) CO LTD) | Long | Debt | KY | $34K | – | 0.00 |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 07/25 6 (CIFI HOLDINGS (GROUP) CO LTD) | Long | Debt | KY | $22K | – | 0.00 |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 08/26 4.45 (CIFI HOLDINGS (GROUP) CO LTD) | Long | Debt | KY | $23K | – | 0.00 |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 10/25 5.95 (CIFI HOLDINGS (GROUP) CO LTD) | Long | Debt | KY | $23K | – | 0.00 |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 11/24 6.45 (CIFI HOLDINGS (GROUP) CO LTD) | Long | Debt | KY | $68K | – | 0.00 |
| CIM TRUST CIM 2022 R3 A1 144A (CIM TRUST 2022-R3) | Long | ABS-mortgage backed security | US | $52M | – | 0.52 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $15M | – | 0.14 |
| CITICORP MORTGAGE SECURITIES, CMSI 2007 4 1A15 (CITICORP MORTGAGE SECURITIES INC 2007-4) | Long | ABS-mortgage backed security | US | $778K | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2013 375P D 144A (CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS C 144A (CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS) | Long | ABS-mortgage backed security | US | $15M | – | 0.15 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS D 144A (CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS) | Long | ABS-mortgage backed security | US | $19M | – | 0.19 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS E 144A (CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS) | Long | ABS-mortgage backed security | US | $13M | – | 0.13 |
| CITIGROUP INC SR UNSECURED 04/26 VAR | Long | Debt | US | $392K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE4 M3 (CMLTI 2005-HE4) | Long | ABS-mortgage backed security | US | $715K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M2 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-OPT1) | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M2 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH4) | Long | ABS-mortgage backed security | US | $511K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP1 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2022 RP1) | Long | ABS-mortgage backed security | US | $271M | – | 2.68 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP1 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2022 RP1) | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A5 1A8 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A5) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A19 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Equity-common | US | $3M | 2M | 0.03 |
| CMBX.NA.AAA.12 SP FBF | Derivative-credit | US | $-10K | – | -0.00 | |
| CMBX.NA.AAA.12 SP MEI | Derivative-credit | US | $-26K | – | -0.00 | |
| CMBX.NA.AAA.12 SP MYC | Derivative-credit | US | $-542K | – | -0.01 | |
| CMBX.NA.AAA.13 SP GST | Derivative-credit | US | $-2M | – | -0.02 | |
| CMBX.NA.AAA.13 SP MYC | Derivative-credit | US | $-2M | – | -0.02 | |
| CMBX.NA.AAA.15 SP GST | Derivative-credit | US | $-2M | – | -0.02 | |
| CMBX.NA.AAA.15 SP MYC | Derivative-credit | US | $-218K | – | -0.00 | |
| COLLEGE AVE STUDENT LOANS CASL 2017 A A1 144A (COLLEGE AVE STUDENT LOANS LLC 2017-A) | Long | ABS-other | US | $380K | – | 0.00 |
| COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A (COLLEGE AVE STUDENT LOANS LLC 2018-A) | Long | ABS-other | US | $937K | – | 0.01 |
| COLLEGE AVE STUDENT LOANS CASL 2018 A A2 144A (COLLEGE AVE STUDENT LOANS LLC 2018-A) | Long | ABS-other | US | $1M | – | 0.01 |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-2K | – | -0.00 | |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-5K | – | -0.00 | |
| COLOMBIA LA SP BRC | Derivative-credit | US | $-2K | – | -0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $2K | – | 0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $-3K | – | -0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $-5K | – | -0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $-6K | – | -0.00 | |
| COLOMBIA LA SP JPM | Derivative-credit | US | $-90.22 | – | -0.00 | |
| COLOMBIA LA SP JPM | Derivative-credit | US | $-959.18 | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-13K | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-38K | – | -0.00 | |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR B 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| COLT FUNDING LLC COLT 2024 3 A1 144A (COLT 2024-3 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| COLT FUNDING LLC COLT 2024 INV1 A1 144A (COLT 2024-INV1 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| CONSECO FINANCE SECURITIZATION CNF 2001 4 M1 (CONSECO FINANCE SEC CORP) | Long | ABS-other | US | $2M | – | 0.02 |
| CONSECO FINANCIAL CORP GT 1999 5 A6 (GREEN TREE FINANCIAL CORP 1999-5) | Long | ABS-other | US | $892K | – | 0.01 |
| CORDATUS CLO PLC CORDA 3A A1RR 144A (CVC CORDATUS LOAN FUND III LTD CORDA-A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.02 |
| COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8 | Long | Debt | US | $5M | – | 0.05 |
| COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED) | Long | Debt | KY | $121K | – | 0.00 |
| COUNTRY GARDEN HLDGS SR SECURED REGS 10/25 3.125 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED) | Long | Debt | KY | $142K | – | 0.00 |
| COUNTRY GARDEN HLDGS SR SECURED REGS 10/30 3.875 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED) | Long | Debt | KY | $61K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 27CB A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-27CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 28CB 2A6 (COUNTRYWIDE ALTERNATIVE LN TR 2005-28CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 4 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-4) | Long | ABS-mortgage backed security | US | $610K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 59 1A2C (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-59) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 64CB 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-64CB) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 1A10 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14 (COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A9 (COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J1 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J1) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA10 1A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA10) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12) | Long | ABS-mortgage backed security | US | $687K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3) | Long | ABS-mortgage backed security | US | $812K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A9 (COUNTRYWIDE ALTERNATIVE LN TR 2007-J1) | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1A (COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11) | Long | ABS-mortgage backed security | US | $593K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MV4 (COUNTRYWIDE ASSET-BACKED CERT 2004-10) | Long | ABS-mortgage backed security | US | $975K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 13 MF4 (COUNTRYWIDE ASSET BACKED CERTS 2004-13) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-17) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 2A4 (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 IM1 M1 (COUNTRYWIDE ASSET-BACKED CERT 2005-IM1) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 MV1 (COUNTRYWIDE ASSET-BACKED CERT 2006-11) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A2 (COUNTRYWIDE ASSET-BACKED CERT 2006-17) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2006-17) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 2A4 (COUNTRYWIDE ASSET BACKED CERTS 2006-22) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-23) | Long | ABS-mortgage backed security | US | $17M | – | 0.17 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-24) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 1A (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-7) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-8) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-10) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12) | Long | ABS-mortgage backed security | US | $20M | – | 0.20 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 13 2A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-13) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-QH2) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 15 4A (COUNTRYWIDE HOME LOANS 2004-15) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1 (COUNTRYWIDE HOME LOANS 2005-1) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 3A1 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 4A1 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 24 A1 (COUNTRYWIDE HOME LOANS 2005-24) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A1 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $639K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R1 1AF1 144A (COUNTRYWIDE HOME LOANS 2005-R1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1 (COUNTRYWIDE HOME LOANS 2006-HYB5) | Long | ABS-mortgage backed security | US | $564K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY6 4A1 (COUNTRYWIDE HOME LOANS 2007-HY6) | Long | ABS-mortgage backed security | US | $13M | – | 0.13 |
| COUNTRYWIDE HOME LOANS CWHL 2007 J1 2A1 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CPS AUTO TRUST CPS 2023 C A 144A (CPS AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $5M | – | 0.05 |
| CPS AUTO TRUST CPS 2024 C A 144A (CPS AUTO RECEIVABLES TRUST 2024-C) | Long | ABS-other | US | $13M | – | 0.12 |
| CREDIT BASED ASSET SERVICING A CBASS 2004 CB3 M1 (CREDIT-BASED ASSET SERV AND SEC 2004-CB3) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1 (CS FIRST BOSTON MTGE SEC CORP 2005-12) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1 (CREDIT SUISSE MORTGAGE CAP CERT 2007-6) | Long | ABS-mortgage backed security | US | $18M | – | 0.17 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C2 C 144A (CREDIT SUISSE MORTGAGE CAP CERT 2007-C2) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP D 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV B 144A (CSMC 2021-ADV TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV C 144A (CSMC 2021-ADV TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 JR2 A1 144A (CSMC 2021-JR2 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A (CSMC 2021-RPL7 TRUST) | Long | ABS-mortgage backed security | US | $24M | – | 0.24 |
| CRSNT TRUST CRSNT 2021 MOON B 144A (CRSNT TRUST 2021-MOON) | Long | ABS-mortgage backed security | US | $15M | – | 0.15 |
| CRSNT TRUST CRSNT 2021 MOON C 144A (CRSNT TRUST 2021-MOON) | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $348K | – | 0.00 |
| CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $624K | – | 0.01 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $384K | – | 0.00 |
| CS AT1 CLAIMS US225401AR98 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $432K | – | 0.00 |
| CS AT1 CLAIMS US225401AX66 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $162K | – | 0.00 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $1M | – | 0.01 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $1M | – | 0.01 |
| CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $96K | – | 0.00 |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $72K | – | 0.00 |
| CSMCM TRUST CERTIFICATES CSMCM 2018 SP2 CERT 144A (CSMCM TRUST 2018-SP2) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $58K | – | 0.00 |
| DANSKE BANK A/S 144A 03/28 VAR | Long | Debt | DK | $5M | – | 0.04 |
| DANSKE BANK A/S 144A 03/30 VAR | Long | Debt | DK | $4M | – | 0.04 |
| DBGS MORTGAGE TRUST DBGS 2021 W52 D 144A (DBGS 2021-W52 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $15M | – | 0.14 |
| DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A (DC COMMERCIAL MORTGAGE TRUST 2023-DC) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| DELTA AIR LINES 2020 AA PASS THRU CE 12/29 2 (DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $415K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A1 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A2 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR2 A1 (DEUTSCHE ALT-A SECURITIES INC 2007-AR2) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 A4 (DEUTSCHE ALT-A SECURITIES INC 2007-OA4) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| DEUTSCHE BANK NY 01/29 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.02 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $3M | – | 0.03 |
| DEUTSCHE BANK REPO REPO | Long | Repurchase agreement | US | $10M | – | 0.10 |
| DEUTSCHE MORTGAGE SECURITIES, DMSI 2007 WM1 A1 144A (DEUTSCHE MORTGAGE SECURITIES INC RE-REMIC TRUST CERTIFICATES SERIES 2007-WM1) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| DIRECTV FINANCING LLC TERM LOAN | Long | Loan | US | $1M | – | 0.01 |
| DISH DBS CORP SR SECURED 144A 12/26 5.25 (DISH DBS CORPORATION) | Long | Debt | US | $17M | – | 0.16 |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 (DISH DBS CORPORATION) | Long | Debt | US | $10M | – | 0.10 |
| DOMINION RESOURCES (DOMINION ENERGY INC) | Long | Debt | US | $3M | – | 0.03 |
| DRILLCO HLDG LUX S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $499K | 21K | 0.00 |
| DRILLCO HLDG LUX SA COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $55K | 2K | 0.00 |
| DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE C 144A (DROP MORTGAGE TRUST 2021-FILE) | Long | ABS-mortgage backed security | US | $14M | – | 0.14 |
| DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 2AB3 (DSLA MORTGAGE LOAN TRUST 2006-AR2) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR | Long | Debt | KY | $3M | – | 0.03 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2017 2A A 144A (ECMC GROUP STUDENT LOAN TRUST 2017-2) | Long | ABS-other | US | $2M | – | 0.02 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A (ELMWOOD CLO 24 LTD 2023-3A) | Long | ABS-collateralized bond/debt obligation | KY | $42M | – | 0.41 |
| ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A (ELMWOOD CLO VII LTD 2020-4A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.11 |
| EMC MORTGAGE LOAN TRUST EMCM 2004 C M2 144A (EMC MORTGAGE LOAN TRUST 2004-C) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A (ENT AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.02 |
| ENT AUTO RECEIVABLES TRUST ENT 2023 1A A4 144A (ENT AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $1M | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $5M | – | 0.05 |
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL (AMSURG LLC) | Long | Loan | US | $9M | – | 0.09 |
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN (AMSURG LLC) | Long | Loan | US | $35M | – | 0.35 |
| EPR PROPERTIES COMPANY GUAR 04/28 4.95 | Long | Debt | US | $303K | – | 0.00 |
| EPR PROPERTIES COMPANY GUAR 12/26 4.75 | Long | Debt | US | $606K | – | 0.01 |
| EQTYWM927 WESTMORELAND MINING (WESTMET GROUP HOLDINGS LLC) | Long | Equity-common | US | $13K | 3K | 0.00 |
| EQUINIX INC SNR S* SP GST | Derivative-credit | US | $422K | – | 0.00 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-192K | – | -0.00 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-13K | – | -0.00 | |
| EUROSAIL PLC ESAIL 2007 6NCX A3A REGS (EUROSAIL PLC 2007-6NCX) | Long | ABS-mortgage backed security | GB | $2M | – | 0.02 |
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR | Long | Debt | BM | $3M | – | 0.03 |
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR | Long | Debt | BM | $3M | – | 0.03 |
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR | Long | Debt | BM | $3M | – | 0.03 |
| EXELA INTERMED/EXELA FIN SR SECURED 144A 04/26 11.5 (EXELA INTERMEDIATE LLC / EXELA FINANCE INC) | Long | Debt | US | $12K | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 4A B (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $502K | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A) | Long | ABS-other | US | $12M | – | 0.12 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $57M | – | 0.56 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH D 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH XCP 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| F+G GLOBAL FUNDING SECURED 144A 06/27 5.875 (F&G GLOBAL FUNDING) | Long | Debt | US | $5M | – | 0.05 |
| FANNIE MAE FNR 2003 34 A1 (FANNIE MAE 2003-34) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F (FANNIEMAE WHOLE LOAN 2003-W6) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $495K | 500K | 0.00 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $8M | – | 0.08 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $4M | – | 0.04 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.01 |
| FED HM LN PC POOL G60799 FG 11/46 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| FED HM LN PC POOL Q50032 FG 08/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $850K | – | 0.01 |
| FED HM LN PC POOL QA1217 FR 07/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FED HM LN PC POOL QB3907 FR 10/50 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FED HM LN PC POOL QB8042 FR 02/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FED HM LN PC POOL QE0992 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FED HM LN PC POOL QE1302 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FED HM LN PC POOL QE1435 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $520K | – | 0.01 |
| FED HM LN PC POOL QE1988 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FED HM LN PC POOL QE2230 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FED HM LN PC POOL QE2320 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FED HM LN PC POOL QE4033 FR 06/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FED HM LN PC POOL QE9380 FR 09/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $940K | – | 0.01 |
| FED HM LN PC POOL QF4135 FR 12/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $977K | – | 0.01 |
| FED HM LN PC POOL QF4342 FR 12/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FED HM LN PC POOL QF6653 FR 01/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FED HM LN PC POOL QF6943 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FED HM LN PC POOL QF7047 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $904K | – | 0.01 |
| FED HM LN PC POOL QF8180 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FED HM LN PC POOL QF8301 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| FED HM LN PC POOL QF8462 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FED HM LN PC POOL QF8686 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FED HM LN PC POOL QF8691 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $834K | – | 0.01 |
| FED HM LN PC POOL QF9642 FR 03/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FED HM LN PC POOL QG0570 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| FED HM LN PC POOL QG0860 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FED HM LN PC POOL QG1387 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FED HM LN PC POOL QG1996 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FED HM LN PC POOL QG2168 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FED HM LN PC POOL QG2747 FR 03/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FED HM LN PC POOL QG3199 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FED HM LN PC POOL QG3296 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $619K | – | 0.01 |
| FED HM LN PC POOL QG3447 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FED HM LN PC POOL QG5125 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FED HM LN PC POOL QG5478 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FED HM LN PC POOL QG5479 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FED HM LN PC POOL QG5623 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FED HM LN PC POOL QG6143 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FED HM LN PC POOL QG6640 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FED HM LN PC POOL QG6844 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $957K | – | 0.01 |
| FED HM LN PC POOL QG6927 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $958K | – | 0.01 |
| FED HM LN PC POOL QG7132 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| FED HM LN PC POOL QG9011 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FED HM LN PC POOL QH0352 FR 09/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FED HM LN PC POOL QH2482 FR 10/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $880K | – | 0.01 |
| FED HM LN PC POOL QH4279 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| FED HM LN PC POOL QH4857 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FED HM LN PC POOL QH7841 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FED HM LN PC POOL QH9192 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FED HM LN PC POOL QH9251 FR 02/54 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FED HM LN PC POOL QI0981 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FED HM LN PC POOL RA1362 FR 09/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FED HM LN PC POOL RA3586 FR 09/50 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FED HM LN PC POOL RA4179 FR 12/50 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.20 |
| FED HM LN PC POOL RA4240 FR 01/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $151M | – | 1.49 |
| FED HM LN PC POOL RA7790 FR 08/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FED HM LN PC POOL RB5175 FR 08/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FED HM LN PC POOL RB5182 FR 09/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FED HM LN PC POOL RB5205 FR 12/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FED HM LN PC POOL SC0084 FR 10/40 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| FED HM LN PC POOL SC0086 FR 10/40 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FED HM LN PC POOL SC0298 FR 01/30 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FED HM LN PC POOL SD1991 FR 12/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL SD2325 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FED HM LN PC POOL SD2617 FR 03/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FED HM LN PC POOL SD2666 FR 03/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FED HM LN PC POOL SD3237 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FED HM LN PC POOL SD3386 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FED HM LN PC POOL SD3443 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FED HM LN PC POOL SD8195 FR 02/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $730K | – | 0.01 |
| FED HM LN PC POOL SD8246 FR 09/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FED HM LN PC POOL SD8267 FR 11/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $798K | – | 0.01 |
| FED HM LN PC POOL SD8272 FR 12/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.14 |
| FED HM LN PC POOL SD8300 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FED HM LN PC POOL SD8316 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FED HM LN PC POOL SD8322 FR 05/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30M | – | 0.30 |
| FED HM LN PC POOL SD8340 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $797K | – | 0.01 |
| FED HM LN PC POOL SD8350 FR 08/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $546K | – | 0.01 |
| FED HM LN PC POOL SD8360 FR 09/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73M | – | 0.72 |
| FED HM LN PC POOL SD8364 FR 09/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44M | – | 0.44 |
| FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46M | – | 0.46 |
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FED HM LN PC POOL SD8422 FR 04/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FED HM LN PC POOL ZA5454 FR 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZA5642 FR 09/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FED HM LN PC POOL ZA5676 FR 09/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FED HM LN PC POOL ZA6393 FR 03/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| FED HM LN PC POOL ZA6689 FR 04/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FED HM LN PC POOL ZM4714 FR 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FED HM LN PC POOL ZM4786 FR 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FED HM LN PC POOL ZM5420 FR 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL ZM6385 FR 05/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FED HM LN PC POOL ZM6968 FR 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FED HM LN PC POOL ZM7145 FR 07/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FED HM LN PC POOL ZM7652 FR 08/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FED HM LN PC POOL ZN2908 FR 01/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FED HM LN PC POOL ZS4714 FR 04/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $785K | – | 0.01 |
| FED HM LN PC POOL ZS4718 FR 05/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $754K | – | 0.01 |
| FED HM LN PC POOL ZS4757 FR 02/48 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL ZS4778 FR 07/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FED HM LN PC POOL ZS4785 FR 08/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $612K | – | 0.01 |
| FED HM LN PC POOL ZS4790 FR 09/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $879K | – | 0.01 |
| FED HM LN PC POOL ZT2115 FR 01/29 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KLU1 X1 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KLU1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FINANCE OF AMERICA STRUCTURED FASST 2023 S1 A1 144A (FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 2023-S1) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| FINANCE OF AMERICA STRUCTURED FASST 2023 S2 A1 144A (FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 2023-S2) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FINASTRA USA INC 2023 REVOLVER | Long | Loan | US | $254K | – | 0.00 |
| FINASTRA USA INC 2023 TERM LOAN | Long | Loan | US | $2M | – | 0.02 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF10 A5 (FIRST FRANKLIN MTG LOAN ABS 2006-FF10) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A1 (FIRST FRANKLIN MTG LOAN ABS 2006-FF15) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4 (FIRST FRANKLIN MTG LOAN 2006-FF5) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF7 2A3 (FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FIRST HELP FINANCIAL LLC FHF 2023 2A A2 144A (FHF ISSUER TRUST 2023-2A) | Long | ABS-other | US | $7M | – | 0.06 |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A (FHF ISSUER TRUST 2024-1A) | Long | ABS-other | US | $7M | – | 0.07 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR6 4A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR6) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 2 1A5 (FIRST HORIZON MTGE PT TR 2007-2) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FIRST INVESTORS AUTO OWNER TRU FIAOT 2023 1A A 144A (FIRST INVESTORS AUTO OWNER TRUST 2023-1A) | Long | ABS-other | US | $6M | – | 0.06 |
| FIRST NLC TRUST FNLC 2005 1 A (FIRST NLC TRUST 2005-1) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $4M | – | 0.04 |
| FNMA POOL 251967 FN 09/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $152.86 | – | 0.00 |
| FNMA POOL 251985 FN 10/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168.13 | – | 0.00 |
| FNMA POOL 255955 FN 10/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 335339 FN 02/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $182.49 | – | 0.00 |
| FNMA POOL 524579 FN 10/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168.93 | – | 0.00 |
| FNMA POOL 535032 FN 12/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $212.72 | – | 0.00 |
| FNMA POOL 562567 FN 02/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $239.91 | – | 0.00 |
| FNMA POOL 625537 FN 01/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $284.13 | – | 0.00 |
| FNMA POOL 725246 FN 01/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $234.86 | – | 0.00 |
| FNMA POOL AL3421 FN 09/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL BE8334 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL BH2668 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| FNMA POOL BH7058 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA POOL BJ0163 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA POOL BJ3937 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA POOL BJ3960 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA POOL BJ4495 FN 12/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL BJ5743 FN 05/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL BJ5746 FN 05/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| FNMA POOL BJ5748 FN 05/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL BJ9169 FN 05/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA POOL BJ9279 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA POOL BK0978 FN 02/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL BK4172 FN 04/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL BK4740 FN 08/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FNMA POOL BK5226 FN 09/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL BK5254 FN 05/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL BK5346 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA POOL BK6179 FN 11/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL BK7118 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL BK7248 FN 10/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FNMA POOL BK7491 FN 07/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL BK7830 FN 08/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL BK8819 FN 08/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL BK8834 FN 08/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA POOL BM2007 FN 09/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FNMA POOL BM4299 FN 03/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNMA POOL BM4918 FN 11/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL BN0558 FN 10/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL BN0663 FN 09/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL BN3940 FN 01/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA POOL BN4333 FN 02/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FNMA POOL BN6250 FN 04/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL BN6594 FN 05/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL BN9624 FN 04/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL BO7222 FN 01/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA POOL BO9411 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FNMA POOL BP1430 FN 03/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BQ2373 FN 09/50 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.12 |
| FNMA POOL BQ2387 FN 09/50 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| FNMA POOL BQ3059 FN 09/50 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNMA POOL BR1270 FN 01/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FNMA POOL BR1297 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL BV2452 FN 06/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FNMA POOL BV5622 FN 06/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $787K | – | 0.01 |
| FNMA POOL BV8509 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNMA POOL BW0337 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $384K | – | 0.00 |
| FNMA POOL BW1374 FN 11/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL BW5297 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA POOL BW5806 FN 08/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| FNMA POOL BX5039 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL BX6179 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FNMA POOL BX6215 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL BX7034 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FNMA POOL BX7311 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL BX7383 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $984K | – | 0.01 |
| FNMA POOL BX7774 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $605K | – | 0.01 |
| FNMA POOL BX7782 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL BX8385 FN 03/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA POOL BX8386 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL BX8834 FN 03/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $897K | – | 0.01 |
| FNMA POOL BX8883 FN 04/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $320K | – | 0.00 |
| FNMA POOL BX9420 FN 03/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA POOL BX9813 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL BY0191 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL BY0546 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL BY1036 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA POOL BY1251 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA POOL BY2252 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA POOL BY2258 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL BY2651 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FNMA POOL BY2987 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $953K | – | 0.01 |
| FNMA POOL BY3116 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FNMA POOL BY3520 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL BY3946 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL BY3975 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL BY4139 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| FNMA POOL BY4217 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL BY4259 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL BY4406 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FNMA POOL BY4733 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA POOL BY4760 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA POOL BY4795 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL BY6131 FN 09/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL BY6741 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL CA0859 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL CA1377 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNMA POOL CA2039 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL CA2957 FN 06/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA POOL CA5363 FN 08/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNMA POOL CA8026 FN 12/50 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.21 |
| FNMA POOL CA8139 FN 12/50 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22M | – | 0.22 |
| FNMA POOL CA8140 FN 12/50 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.13 |
| FNMA POOL CA8513 FN 01/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 0.17 |
| FNMA POOL CA8607 FN 01/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| FNMA POOL CB1177 FN 07/51 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $433K | – | 0.00 |
| FNMA POOL CB3890 FN 06/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $598K | – | 0.01 |
| FNMA POOL CB4818 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| FNMA POOL CB5405 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| FNMA POOL CB5991 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA POOL CB6312 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL CB6395 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| FNMA POOL CB6880 FN 08/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $853K | – | 0.01 |
| FNMA POOL DA0157 FN 08/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL DA1048 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL DA4922 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL DA5067 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $887K | – | 0.01 |
| FNMA POOL DA5111 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL DA9924 FN 02/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL FM0062 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| FNMA POOL FM1634 FN 06/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL FM1786 FN 08/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA POOL FM3241 FN 03/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| FNMA POOL FM3243 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL FM3664 FN 03/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL FM3904 FN 03/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL FM5035 FN 07/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31M | – | 0.31 |
| FNMA POOL FM8297 FN 12/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNMA POOL FS0115 FN 07/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FNMA POOL FS0127 FN 10/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL FS0129 FN 11/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.12 |
| FNMA POOL FS2661 FN 07/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FNMA POOL FS3642 FN 11/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL FS5115 FN 06/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL MA3087 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL MA3238 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $660K | – | 0.01 |
| FNMA POOL MA3276 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA POOL MA3305 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| FNMA POOL MA3389 FN 06/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL MA3612 FN 03/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA POOL MA4129 FN 09/40 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41M | – | 0.41 |
| FNMA POOL MA4247 FN 01/51 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $616K | – | 0.01 |
| FNMA POOL MA4276 FN 01/51 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL MA4579 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $754K | – | 0.01 |
| FNMA POOL MA4697 FN 08/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA POOL MA4729 FN 09/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA POOL MA4761 FN 09/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA POOL MA4779 FN 10/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA POOL MA4841 FN 12/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $765K | – | 0.01 |
| FNMA POOL MA4864 FN 01/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL MA4867 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.13 |
| FNMA POOL MA4868 FN 01/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL MA4876 FN 12/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL MA4895 FN 01/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $976K | – | 0.01 |
| FNMA POOL MA4918 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL MA4919 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL MA4941 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA POOL MA4943 FN 03/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA POOL MA4979 FN 04/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL MA5011 FN 05/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69M | – | 0.69 |
| FNMA POOL MA5039 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL MA5070 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA POOL MA5105 FN 08/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| FNMA POOL MA5108 FN 08/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FNMA POOL MA5109 FN 08/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNMA POOL MA5136 FN 09/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.17 |
| FNMA POOL MA5140 FN 09/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 0.19 |
| FNMA POOL MA5163 FN 10/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA POOL MA5166 FN 10/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42M | – | 0.41 |
| FNMA POOL MA5167 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22M | – | 0.22 |
| FNMA POOL MA5192 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43M | – | 0.43 |
| FNMA POOL MA5217 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217M | – | 2.15 |
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FNMA POOL MA5297 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.13 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-19M | – | -0.19 |
| FNMA TBA 30 YR 1.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-3M | – | -0.03 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-940K | – | -0.01 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-321M | – | -3.18 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $167M | – | 1.65 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142M | – | 1.41 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35M | – | 0.34 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-35M | – | -0.34 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $586M | – | 5.80 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $189M | – | 1.87 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.14 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $478M | – | 4.73 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $278M | – | 2.75 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74M | – | 0.73 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $723M | – | 7.15 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136M | – | 1.35 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1B | – | 10.77 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174M | – | 1.73 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $565M | – | 5.59 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $498M | – | 4.93 |
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92M | – | 0.91 |
| FORD MOTOR COMPANY SNR S* ICE | Derivative-credit | US | $115K | – | 0.00 | |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $188K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $417K | – | 0.00 |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $824K | – | 0.01 | |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $270K | – | 0.00 | |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $228K | – | 0.00 | |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $65K | – | 0.00 | |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $46K | – | 0.00 | |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $166K | 7K | 0.00 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $18K | 790 | 0.00 |
| FORESEA HOLDING SA SR SECURED 144A 06/30 7.5 | Long | Debt | LU | $76K | – | 0.00 |
| FORESEA HOLDING SA SR SECURED REGS 06/30 7.5 | Long | Debt | LU | $228K | – | 0.00 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $8M | – | 0.08 |
| FREMONT HOME LOAN TRUST FHLT 2006 D 1A1 (FREMONT HOME LOAN TRUST 2006-D) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GATEWAY RE LTD UNSECURED 144A 12/28 VAR | Long | Debt | BM | $827K | – | 0.01 |
| GAZPROM (GAZ CAPITAL SA) SR UNSECURED 144A 04/34 8.625 (GAZPROM PJSC VIA GAZ CAPITAL SA) | Long | Debt | LU | $233K | – | 0.00 |
| GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 03/26 2.5 (GAZPROM PJSC VIA GAZ CAPITAL SA) | Long | Debt | LU | $12M | – | 0.12 |
| GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 11/24 2.25 (GAZPROM PJSC VIA GAZ CAPITAL SA) | Long | Debt | LU | $819K | – | 0.01 |
| GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 04/25 2.95 (GAZPROM PJSC VIA GAZ FINANCE PLC) | Long | Debt | GB | $55M | – | 0.54 |
| GCAT GCAT 2023 NQM4 A1 144A (GCAT 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GCAT GCAT 2024 NQM1 A1 144A (GCAT 2024-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GCAT GCAT 2024 NQM2 A1 144A (GCAT 2024-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $276K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $67K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $8K | – | 0.00 | |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $889K | – | 0.01 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $897K | – | 0.01 |
| GLS AUTO RECEIVABLES TRUST GCAR 2022 3A B 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2022-3A) | Long | ABS-other | US | $11M | – | 0.11 |
| GLS AUTO RECEIVABLES TRUST GCAR 2022 3A C 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2022-3A) | Long | ABS-other | US | $11M | – | 0.11 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 2A B 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-2A) | Long | ABS-other | US | $22M | – | 0.22 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 2A C 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-2A) | Long | ABS-other | US | $12M | – | 0.12 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A) | Long | ABS-other | US | $12M | – | 0.11 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-2A) | Long | ABS-other | US | $8M | – | 0.08 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $8M | – | 0.08 |
| GNMA II POOL MA2983 G2 07/45 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $474K | – | 0.00 |
| GNMA II POOL MA3128 G2 09/45 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $557K | – | 0.01 |
| GNMA II POOL MA3333 G2 12/45 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $538K | – | 0.01 |
| GNMA II POOL MA5712 G2 01/49 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL MA7828 G2 01/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $697K | – | 0.01 |
| GNMA II POOL MA7937 G2 03/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.09 |
| GNMA II POOL MA8043 G2 05/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.16 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38M | – | 0.37 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75M | – | 0.74 |
| GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30M | – | 0.30 |
| GNMA II TBA 30 YR 4.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70M | – | 0.69 |
| GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70M | – | 0.69 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $2M | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 05/29 VAR | Long | Debt | US | $2M | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR | Long | Debt | US | $25M | – | 0.25 |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP 2015 26A A1R 144A (GOLUB CAPITAL PARTNERS CLO 26B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23) | Long | ABS-mortgage backed security | US | $978K | – | 0.01 |
| GREENE KING FINANCE PLC SR SECURED 03/34 5.106 | Long | Debt | GB | $5M | – | 0.05 |
| GREENE KING FINANCE PLC SR SECURED REGS 03/35 4.0643 | Long | Debt | GB | $2M | – | 0.02 |
| GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A (GREENSTATE AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $9M | – | 0.09 |
| GREYWOLF CLO LTD GWOLF 2015 1A A1R 144A (GREYWOLF CLO LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.07 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1) | Long | ABS-mortgage backed security | US | $13M | – | 0.13 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1) | Long | ABS-mortgage backed security | US | $133M | – | 1.32 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 AIOS 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1) | Long | ABS-other | US | $885K | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 M1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 M2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 SA 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1) | Long | ABS-mortgage backed security | US | $992K | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 X 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1) | Long | ABS-other | US | $6M | – | 0.06 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL4 PT 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL4) | Long | ABS-mortgage backed security | US | $199M | – | 1.97 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL4 SA 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL4) | Long | ABS-other | US | $388K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 HULA D 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-HULA) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 HULA E 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-HULA) | Long | ABS-mortgage backed security | US | $52M | – | 0.51 |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE C 144A (GS MORTGAGE SECURITIES TRUST 2020-DUNE) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE D 144A (GS MORTGAGE SECURITIES TRUST 2020-DUNE) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE E 144A (GS MORTGAGE SECURITIES TRUST 2020-DUNE) | Long | ABS-mortgage backed security | US | $970K | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2006 6 AF5 (GSAA HOME EQUITY TRUST 2006-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2007 3 A4A (GSAA HOME EQUITY TRUST 2007-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GSAA HOME EQUITY TRUST GSAA 2007 6 1A1 (GSAA HOME EQUITY TRUST 2007-6) | Long | ABS-mortgage backed security | US | $827K | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2007 8 A3 (GSAA HOME EQUITY TRUST 2007-8) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GSAMP TRUST GSAMP 2004 AR1 M1 (GSAMP TRUST 2004-AR1) | Long | ABS-mortgage backed security | US | $510K | – | 0.01 |
| GSAMP TRUST GSAMP 2004 FM2 M1 (GSAMP TRUST 2004-FM2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GSAMP TRUST GSAMP 2006 FM2 A2D (GSAMP TRUST 2006-FM2) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GSAMP TRUST GSAMP 2006 HE8 A2C (GSAMP TRUST 2006-HE8) | Long | ABS-mortgage backed security | US | $673K | – | 0.01 |
| GSAMP TRUST GSAMP 2007 HE1 A1 (GSAMP TRUST 2007-HE1) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2004 4 2A1 144A (GSMPS MORTGAGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 7 1A1 (HARBORVIEW MORTGAGE LOAN TR 2005-7) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 SB1 A1A (HARBORVIEW MORTGAGE LOAN TR 2006-SB1) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 (HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A) | Long | ABS-other | US | $10M | – | 0.10 |
| HARLEY MARINE FINANCING LLC CLC 2023 1 A1 144A (HARLEY MARINE FINANCING LLC 2023-1) | Long | ABS-other | US | $341K | – | 0.00 |
| HARLEY MARINE FINANCING LLC CLC 2023 1 A2 144A (HARLEY MARINE FINANCING LLC 2023-1) | Long | ABS-other | US | $395K | – | 0.00 |
| HARVEST COMMERCIAL CAPITAL LOA HCCLT 2019 1 A 144A (HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1) | Long | ABS-mortgage backed security | US | $929K | – | 0.01 |
| HARVEST SBA LOAN TRUST HSLT 2018 1 A 144A (HARVEST SBA LOAN TRUST 2018-1) | Long | ABS-other | US | $1M | – | 0.01 |
| HAWAII HOTEL TRUST 2019 MAUI HHT 2019 MAUI D 144A (HHT-2019-MAUI) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| HAWAII HOTEL TRUST 2019 MAUI HHT 2019 MAUI E 144A (HHT-2019-MAUI) | Long | ABS-mortgage backed security | US | $18M | – | 0.18 |
| HAYFIN EMERALD CLO HAYEM 12A A 144A (HAYFIN EMERALD CLO 12A) | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.10 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 4A A 144A (HERTZ VEHICLE FINANCING LLC 2022-4A) | Long | ABS-other | US | $7M | – | 0.07 |
| HEXAGON IV RE LTD UNSECURED 144A 01/31 VAR | Long | Debt | BM | $2M | – | 0.02 |
| HILDENE CLO HITR 2019 2A A1 144A (HILDENE TRUPS 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $36M | – | 0.35 |
| HIPOTECARIA SU CASITA SA COMMON STOCK | Long | Equity-common | MX | $0.02 | 346K | – |
| HOME EQUITY ASSET TRUST HEAT 2006 3 M2 (HOME EQUITY ASSET TRUST 2006-3) | Long | ABS-mortgage backed security | US | $919K | – | 0.01 |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 1AV1 (HOME EQUITY LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV3 (HOME EQUITY LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $417K | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $3M | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR | Long | Debt | GB | $2M | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR | Long | Debt | GB | $967K | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $7M | – | 0.06 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $14M | – | 0.14 |
| HSBC HOLDINGS PLC SR UNSECURED 08/31 VAR | Long | Debt | GB | $6M | – | 0.06 |
| HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 (HSI ASSET LOAN OBLIGATION 2007-WF1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2005 NC1 M4 (HSI ASSET SECURI CORP TRUS 2005-NC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A3 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C) | Long | ABS-other | US | $13M | – | 0.13 |
| IHEARTCOMMUNICATIONS INC 2020 TERM LOAN | Long | Loan | US | $4M | – | 0.04 |
| IHEARTMEDIA INC CLASS A COMMON STOCK | Long | Equity-common | US | $531K | 487K | 0.01 |
| IHEARTMEDIA INC CLASS B COMMON STOCK | Long | Equity-common | US | $371K | 378K | 0.00 |
| ILLINOIS ST ILS 07/35 FIXED 7.35 | Long | Debt | US | $18K | – | 0.00 |
| IMPAC CMB TRUST IMM 2002 9F A1 (IMPAC CMB TRUST 2002-9F) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| IMPAC SECURED ASSETS CORP. IMSA 2005 2 A1 (IMPAC SECURED ASSETS CORP 2005-2) | Long | ABS-mortgage backed security | US | $868K | – | 0.01 |
| IMPERIAL BRANDS FIN NETH COMPANY GUAR REGS 02/31 5.25 (IMPERIAL BRANDS FINANCE NETHERLANDS BV) | Long | Debt | NL | $7M | – | 0.07 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $2M | – | 0.02 |
| INDEPENDENCE PLAZA TRUST IPT 2018 INDP D 144A (INDEPENDENCE PLAZA TRUST 2018-INDP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR4 3A1 (INDYMAC INDA MORTGAGE LOAN TR 2007-AR4) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR15) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR35 1A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR35) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR5) | Long | ABS-mortgage backed security | US | $842K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR5) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2005 A M6 (INDYMAC RESIDENTIAL ASSET BACKED TRUST 2005-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 B 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2006-B) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A2 (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| INF SWAP GB NI 4.0 09/15/21-10Y LCH | Derivative-interest rate | GB | $-1M | – | -0.01 | |
| INF SWAP GB NI 4.02 10/15/21-10Y LCH | Derivative-interest rate | GB | $-2M | – | -0.01 | |
| INF SWAP GB NI 4.055 09/15/21-10Y LCH | Derivative-interest rate | GB | $-1M | – | -0.01 | |
| INF SWAP GB NI 4.066 09/15/21-10Y LCH | Derivative-interest rate | GB | $-2M | – | -0.02 | |
| INF SWAP GB NI 4.14 10/15/21-10Y LCH | Derivative-interest rate | GB | $-3M | – | -0.03 | |
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR | Long | Debt | BM | $1M | – | 0.01 |
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR | Long | Debt | BM | $487K | – | 0.00 |
| INTELSAT EMERGENCE SA CALL EXP 17FEB27 | Derivative-equity | LU | $784.78 | – | 0.00 | |
| INTELSAT EMERGENCE SA CALL EXP17FEB27 | Derivative-equity | LU | $10K | – | 0.00 | |
| INTELSAT EMERGENCE SA COMMON STOCK (INTELSAT SA) | Long | Equity-common | LU | $14M | 373K | 0.14 |
| INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5 (INTELSAT JACKSON HOLDINGS SA) | Long | Debt | LU | $25M | – | 0.25 |
| INTESA SANPAOLO SPA 144A 11/33 7.2 | Long | Debt | IT | $4M | – | 0.04 |
| INTOWN 2022 STAY TOWN 2022 STAY C 144A (INTOWN 2022-STAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| IQVIA INC SR SECURED 02/29 6.25 | Long | Debt | US | $4M | – | 0.04 |
| IRS AUD 2.75000 06/17/16-10Y CME | Derivative-interest rate | AU | $-279K | – | -0.00 | |
| IRS AUD 3.00000 03/21/17-10Y CME | Derivative-interest rate | AU | $-2M | – | -0.02 | |
| IRS AUD 4.50000 03/20/24-10Y LCH | Derivative-interest rate | AU | $146K | – | 0.00 | |
| IRS AUD 4.50000 09/18/24-10Y LCH | Derivative-interest rate | AU | $28K | – | 0.00 | |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $92K | – | 0.00 | |
| IRS EUR -0.15000 03/18/20-10Y LCH | Derivative-interest rate | $396K | – | 0.00 | ||
| IRS EUR -0.29400 03/09/21-5Y* LCH | Derivative-interest rate | $43K | – | 0.00 | ||
| IRS EUR -0.32900 03/09/21-5Y* LCH | Derivative-interest rate | $71K | – | 0.00 | ||
| IRS EUR -0.36300 03/09/21-4Y* LCH | Derivative-interest rate | $78K | – | 0.00 | ||
| IRS EUR -0.39500 03/09/21-4Y* LCH | Derivative-interest rate | $24K | – | 0.00 | ||
| IRS EUR -0.50000 03/18/20-5Y LCH | Derivative-interest rate | $515K | – | 0.01 | ||
| IRS EUR 0.25000 03/18/20-30Y LCH | Derivative-interest rate | $8M | – | 0.08 | ||
| IRS EUR 0.50000 06/17/20-30Y LCH | Derivative-interest rate | $2M | – | 0.02 | ||
| IRS EUR 0.55000 08/10/22-2Y LCH | Derivative-interest rate | $-304K | – | -0.00 | ||
| IRS EUR 0.83000 12/09/42-10Y LCH | Derivative-interest rate | $19M | – | 0.19 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $104K | – | 0.00 | ||
| IRS EUR 2.54700 03/09/23-10Y LCH | Derivative-interest rate | $-1M | – | -0.01 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $300K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $107K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-105K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-965K | – | -0.01 | ||
| IRS EUR 2.75000 09/18/24-5Y LCH | Derivative-interest rate | $-1M | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $137K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-95K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-120K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-67K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-101K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $37K | – | 0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-233K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-280K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-201K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-312K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $39K | – | 0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-188K | – | -0.00 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-403K | – | -0.00 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH | Derivative-interest rate | $-347K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-321K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-278K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-451K | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-242K | – | -0.00 | ||
| IRS EUR 3.25000 11/06/23-10Y LCH | Derivative-interest rate | $-549K | – | -0.01 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-253K | – | -0.00 | ||
| IRS EUR 3.27000 08/21/23-10Y LCH | Derivative-interest rate | $504K | – | 0.00 | ||
| IRS EUR 3.27000 11/08/23-5Y LCH | Derivative-interest rate | $-537K | – | -0.01 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-292K | – | -0.00 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-626K | – | -0.01 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $634K | – | 0.01 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $667K | – | 0.01 | ||
| IRS MXN 5.16000 06/12/20-5Y* CME | Derivative-interest rate | MX | $-15K | – | -0.00 | |
| IRS MXN 5.53500 05/12/20-7Y* CME | Derivative-interest rate | MX | $-61K | – | -0.00 | |
| IRS MXN 5.95000 02/12/16-10Y* CME | Derivative-interest rate | MX | $-10K | – | -0.00 | |
| IRS MXN 6.08000 03/22/16-10Y* CME | Derivative-interest rate | MX | $-26K | – | -0.00 | |
| IRS MXN 7.15000 06/23/17-10Y* CME | Derivative-interest rate | MX | $-62K | – | -0.00 | |
| IRS MXN 7.16500 09/25/17-15Y* CME | Derivative-interest rate | MX | $-18K | – | -0.00 | |
| IRS MXN 7.36000 09/15/17-20Y* CME | Derivative-interest rate | MX | $-187K | – | -0.00 | |
| IRS MXN 7.37000 10/23/17-10Y* CME | Derivative-interest rate | MX | $-121K | – | -0.00 | |
| IRS MXN 7.38000 09/08/17-20Y* CME | Derivative-interest rate | MX | $7K | – | 0.00 | |
| IRS MXN 7.49500 01/26/22-10Y* CME | Derivative-interest rate | MX | $184K | – | 0.00 | |
| IRS MXN 7.49750 01/27/22-10Y* CME | Derivative-interest rate | MX | $762K | – | 0.01 | |
| IRS MXN 7.80000 01/09/18-10Y* CME | Derivative-interest rate | MX | $4K | – | 0.00 | |
| IRS MXN 7.81750 03/01/17-10Y* CME | Derivative-interest rate | MX | $-14K | – | -0.00 | |
| IRS MXN 7.86500 02/14/17-10Y* CME | Derivative-interest rate | MX | $-19K | – | -0.00 | |
| IRS MXN 7.91000 01/11/18-10Y* CME | Derivative-interest rate | MX | $-21K | – | -0.00 | |
| IRS MXN 7.98400 12/22/17-10Y* CME | Derivative-interest rate | MX | $-3K | – | -0.00 | |
| IRS MXN 7.99000 01/02/18-10Y* CME | Derivative-interest rate | MX | $299.68 | – | 0.00 | |
| IRS MXN 8.00500 01/02/18-10Y* CME | Derivative-interest rate | MX | $55K | – | 0.00 | |
| IRS MXN 8.01000 02/16/17-10Y* CME | Derivative-interest rate | MX | $-7K | – | -0.00 | |
| IRS MXN 8.03000 02/12/18-10Y* CME | Derivative-interest rate | MX | $6K | – | 0.00 | |
| IRS MXN 8.05000 02/12/18-10Y* CME | Derivative-interest rate | MX | $-15K | – | -0.00 | |
| IRS MXN 8.10250 01/29/18-20Y* CME | Derivative-interest rate | MX | $143K | – | 0.00 | |
| IRS MXN 8.30000 06/23/23-5Y* CME | Derivative-interest rate | MX | $-409K | – | -0.00 | |
| IRS MXN 8.41000 04/06/22-5Y* CME | Derivative-interest rate | MX | $91K | – | 0.00 | |
| IRS MXN 8.44400 08/01/23-5Y* CME | Derivative-interest rate | MX | $-900K | – | -0.01 | |
| IRS MXN 8.47130 08/02/23-5Y* CME | Derivative-interest rate | MX | $-443K | – | -0.00 | |
| IRS MXN 8.51170 07/31/23-5Y* CME | Derivative-interest rate | MX | $-645K | – | -0.01 | |
| IRS MXN 8.55000 08/03/23-5Y* CME | Derivative-interest rate | MX | $-209K | – | -0.00 | |
| IRS MXN 8.55600 08/03/23-5Y* CME | Derivative-interest rate | MX | $-1M | – | -0.01 | |
| IRS MXN 8.60000 08/07/23-5Y* CME | Derivative-interest rate | MX | $-334K | – | -0.00 | |
| IRS MXN 8.62000 08/04/23-5Y* CME | Derivative-interest rate | MX | $-200K | – | -0.00 | |
| IRS MXN 8.63600 08/04/23-5Y* CME | Derivative-interest rate | MX | $-393K | – | -0.00 | |
| IRS MXN 8.64000 08/04/23-5Y* CME | Derivative-interest rate | MX | $-78K | – | -0.00 | |
| IRS MXN 8.65000 08/04/23-5Y* CME | Derivative-interest rate | MX | $-196K | – | -0.00 | |
| IRS MXN 8.66000 08/04/23-5Y* CME | Derivative-interest rate | MX | $-192K | – | -0.00 | |
| IRS MXN 8.67300 03/12/24-5Y* CME | Derivative-interest rate | MX | $49K | – | 0.00 | |
| IRS MXN 8.68000 03/13/24-5Y* CME | Derivative-interest rate | MX | $68K | – | 0.00 | |
| IRS MXN 8.68100 03/14/24-5Y* CME | Derivative-interest rate | MX | $87K | – | 0.00 | |
| IRS MXN 8.68250 03/12/24-5Y* CME | Derivative-interest rate | MX | $32K | – | 0.00 | |
| IRS MXN 8.70100 04/13/22-10Y* CME | Derivative-interest rate | MX | $173K | – | 0.00 | |
| IRS MXN 8.72000 03/13/24-5Y* CME | Derivative-interest rate | MX | $27K | – | 0.00 | |
| IRS MXN 8.72500 03/13/24-5Y* CME | Derivative-interest rate | MX | $66K | – | 0.00 | |
| IRS MXN 8.73000 03/13/24-5Y* CME | Derivative-interest rate | MX | $40K | – | 0.00 | |
| IRS MXN 8.73000 04/12/22-5Y* CME | Derivative-interest rate | MX | $113K | – | 0.00 | |
| IRS MXN 8.73200 04/12/22-10Y* CME | Derivative-interest rate | MX | $71K | – | 0.00 | |
| IRS MXN 8.76000 03/25/24-5Y* CME | Derivative-interest rate | MX | $99K | – | 0.00 | |
| IRS MXN 8.77000 03/25/24-5Y* CME | Derivative-interest rate | MX | $49K | – | 0.00 | |
| IRS MXN 8.78000 03/25/24-5Y* CME | Derivative-interest rate | MX | $48K | – | 0.00 | |
| IRS MXN 8.81000 03/19/24-7Y* CME | Derivative-interest rate | MX | $55K | – | 0.00 | |
| IRS MXN 9.07260 03/14/24-3Y* CME | Derivative-interest rate | MX | $123K | – | 0.00 | |
| IRS MXN 9.26000 03/19/24-3Y* CME | Derivative-interest rate | MX | $57K | – | 0.00 | |
| IRS MXN 9.34000 04/03/24-3Y* CME | Derivative-interest rate | MX | $96K | – | 0.00 | |
| IRS NZD 4.75000 06/19/24-5Y LCH | Derivative-interest rate | NZ | $472K | – | 0.00 | |
| IRS ZAR 8.36000 08/07/23-5Y CME | Derivative-interest rate | ZA | $50K | – | 0.00 | |
| IRS ZAR 8.38000 08/04/23-5Y CME | Derivative-interest rate | ZA | $27K | – | 0.00 | |
| IRS ZAR 8.40000 08/07/23-5Y CME | Derivative-interest rate | ZA | $56K | – | 0.00 | |
| IRS ZAR 8.41000 07/31/23-5Y CME | Derivative-interest rate | ZA | $28K | – | 0.00 | |
| IRS ZAR 8.41000 08/04/23-5Y CME | Derivative-interest rate | ZA | $71K | – | 0.00 | |
| IRS ZAR 8.41000 08/07/23-5Y CME | Derivative-interest rate | ZA | $17K | – | 0.00 | |
| IRS ZAR 8.41500 07/31/23-5Y CME | Derivative-interest rate | ZA | $23K | – | 0.00 | |
| IRS ZAR 8.41500 08/04/23-5Y CME | Derivative-interest rate | ZA | $30K | – | 0.00 | |
| IRS ZAR 8.42000 07/31/23-5Y CME | Derivative-interest rate | ZA | $87K | – | 0.00 | |
| IRS ZAR 8.42100 08/04/23-5Y CME | Derivative-interest rate | ZA | $31K | – | 0.00 | |
| IRS ZAR 8.42600 08/01/23-5Y CME | Derivative-interest rate | ZA | $35K | – | 0.00 | |
| IRS ZAR 8.42760 07/31/23-5Y CME | Derivative-interest rate | ZA | $59K | – | 0.00 | |
| IRS ZAR 8.46000 08/01/23-5Y CME | Derivative-interest rate | ZA | $65K | – | 0.00 | |
| IRS ZAR 8.46000 08/02/23-5Y CME | Derivative-interest rate | ZA | $66K | – | 0.00 | |
| IRS ZAR 8.46400 08/02/23-5Y CME | Derivative-interest rate | ZA | $67K | – | 0.00 | |
| IRS ZAR 8.54300 08/04/23-5Y CME | Derivative-interest rate | ZA | $41K | – | 0.00 | |
| IRS ZAR 8.55000 08/03/23-5Y CME | Derivative-interest rate | ZA | $82K | – | 0.00 | |
| ISRAEL GOVT EM SP CBK | Derivative-credit | US | $-40K | – | -0.00 | |
| ISRAEL GOVT EM SP GST | Derivative-credit | US | $-11K | – | -0.00 | |
| ISRAEL GOVT EM SP JPM | Derivative-credit | US | $-8K | – | -0.00 | |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 2A1 (JP MORGAN ALTERNATIVE LOAN TR 2005-A2) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 (JP MORGAN ALTERNATIVE LN TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 2A6 (JP MORGAN ALTERNATIVE LOAN TRUST 2006-A5) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 (JP MORGAN ALTERNATIVE LN TRUST 2006-A7) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| JACKSON NATL LIFE GLOBAL SECURED 144A 07/27 5.55 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $9M | – | 0.09 |
| JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4 (JETBLUE 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.02 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 CB20 D 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CB20) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 BKWD C 144A (JPMCC-2019-BKWD) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 BKWD D 144A (JPMCC-2019-BKWD) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST D 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST) | Long | ABS-mortgage backed security | US | $620K | – | 0.01 |
| 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 | $6M | – | 0.06 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC XA 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC) | Long | ABS-mortgage backed security | US | $786K | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT1 M5 (JP MORGAN MORTGAGE ACQI CORP 2005-OPT1) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 WMC1 M4 (JP MORGAN MORTGAGE ACQ CORP 2005-WMC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5 (JP MORGAN MTGE ACQUIS CORP 2006-CH2) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE1 M1 (JP MORGAN MTGE ACQUIS CORP 2006-HE1) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M2 (JP MORGAN MTGE ACQUIS CORP 2006-NC2) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A15 (JP MORGAN MORTGAGE TRUST-2005-S2) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A16 (JP MORGAN MORTGAGE TRUST-2005-S2) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 3A2 (JP MORGAN MORTGAGE TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 3A4 (JP MORGAN MORTGAGE TRUST 2006-A5) | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A1 (JP MORGAN MORTGAGE TRUST 2007-A4) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A3 (JP MORGAN MORTGAGE TRUST 2007-A4) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 DSC1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2022-DSC1) | Long | ABS-mortgage backed security | US | $15M | – | 0.15 |
| JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $851K | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $585K | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 04/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $406K | – | 0.00 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $20M | – | 0.19 |
| KAF KAERTNER AUS (EUR) HETACAPP2 (EUR) (KAERNTNER AUSGLEICHSZAHLUNGS-FONDS (KAF)) | Long | Debt | AT | $717K | – | 0.01 |
| KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25 (KENNEDY WILSON EUROPE REAL ESTATE LIMITED) | Long | Debt | JE | $4M | – | 0.04 |
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR | Long | Debt | SG | $605K | – | 0.01 |
| KKR FINANCIAL CLO LTD KKR 21 A 144A (KKR CLO LTD 21) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A (LCCM 2021-FL3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.06 |
| LAURELIN BV LAUR 2016 1A ARR 144A (LAURELIN 2016-1 DAC 16-1A) | Long | ABS-collateralized bond/debt obligation | IE | $25M | – | 0.25 |
| LAVENDER TRUST LTS 2010 RR2A A4 144A (LAVENDER TRUST SERIES 2010-RR2A) | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A (LCM LOAN INCOME FUND I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.12 |
| LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL (LEALAND FINANCE COMPANY BV) | Long | Loan | US | $82K | – | 0.00 |
| LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL (LEALAND FINANCE COMPANY BV) | Long | Loan | US | $306K | – | 0.00 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 A 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL1) | Long | ABS-mortgage backed security | US | $596K | – | 0.01 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS1) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL1 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL1) | Long | ABS-mortgage backed security | US | $950K | – | 0.01 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL2) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| LEHMAN MORTGAGE TRUST LMT 2006 4 1A1 (LEHMAN MORTGAGE TRUST 2006-4) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2007 8 1A1 (LEHMAN MORTGAGE TRUST 2007-8) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 14N 1A1A (LEHMAN XS TRUST 2006-14N) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 18N A3 (LEHMAN XS TRUST 2006-18N) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| LEHMAN XS TRUST LXS 2007 1 1A2 (LEHMAN XS TRUST 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| LEHMAN XS TRUST LXS 2007 1 1A3 (LEHMAN XS TRUST 2007-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| LENDINGPOINT ASSET SECURITIZAT LDPT 2022 B A 144A (LENDINGPOINT 2022-B ASSET SECURITIZATION TRUST) | Long | ABS-other | US | $1M | – | 0.01 |
| LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST4 A 144A (LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST4) | Long | ABS-other | US | $2M | – | 0.02 |
| LETRA TESOURO NACIONAL BILLS 01/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $54M | – | 0.54 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $79M | – | 0.78 |
| LIBERTY STREET TRUST LBTY 2016 225L C 144A (LIBERTY STREET TRUST 2016-225L) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| LIBERTY STREET TRUST LBTY 2016 225L D 144A (LIBERTY STREET TRUST 2016-225L) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| LIBERTY STREET TRUST LBTY 2016 225L E 144A (LIBERTY STREET TRUST 2016-225L) | Long | ABS-mortgage backed security | US | $16M | – | 0.16 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/27 3.75 | Long | Debt | GB | $13M | – | 0.12 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR | Long | Debt | GB | $11M | – | 0.11 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 2A4 (LONG BEACH MORTGAGE LOAD TR 2006-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 5 2A3 (LONG BEACH MORTGAGE LOAN TRUST 2006-5) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 1A (LONG BEACH MORTGAGE LOAN TR 2006-8) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 9 2A4 (LONG BEACH MORTGAGE LOAN TR 2006-9) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL1 M1 (LONG BEACH MORTGAGE LOAD TR 2006-WL1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR | Long | Debt | BM | $2M | – | 0.02 |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP C 144A (LUXE TRUST 2021-TRIP) | Long | ABS-mortgage backed security | US | $18M | – | 0.18 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $15M | – | 0.15 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $10M | – | 0.10 |
| MACKAY SHIELDS EURO CLO MKSE 1A A 144A (MACKAY SHIELDS EURO CLO 1 DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.03 |
| MAGNETITE CLO LTD MAGNE 2023 39A A 144A (MAGNETITE CLO LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.27 |
| MARKET BIDCO FINCO PLC SR SECURED REGS 11/27 4.75 (MORRISONS (MARKET BIDCO FINCO PLC)) | Long | Debt | GB | $18M | – | 0.18 |
| MARKET BIDCO LIMITED EUR TERM LOAN B1 (MORRISONS (MARKET BIDCO LIMITED)) | Long | Loan | GB | $7M | – | 0.07 |
| MARLAY PARK CLO MRLPK 1A A1A 144A (MARLAY PARK CLO DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.02 |
| MARLETTE FUNDING TRUST MFT 2023 4A A 144A (MARLETTE FUNDING TRUST 2023-4A) | Long | ABS-other | US | $10M | – | 0.10 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 2A2 (MASTR ALT LN TR 2006-3) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2005 WF1 M7 (MASTR ASSET BACKED TR 2005-WF1) | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2007 HE1 A3 (MASTR ASSET BACKED SEC TR 2007-HE1) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2 (MASTR ASSET BACKED SEC TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| MASTR REPERFORMING LOAN TRUST MARP 2005 1 1A5 144A (MASTR REPERFORMING LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 HE2 A1A (MERRILL LYNCH MTGE INVESTOR INC 2004-HE2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A6 M1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-A6) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M1 (MERRILL LYNCH MORTGAGE INVS 2005-WMC1) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2D (MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $556K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 OPT1 A1 (MERRILL LYNCH MORTGAGE INV 2006-OPT1) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2C (MERRILL LYNCH MTGE INV TRUST 2007-MLN1) | Long | ABS-mortgage backed security | US | $775K | – | 0.01 |
| METAL CAYMAN METAL 2017 1 A 144A (METAL CAYMAN 2017-1 LLC) | Long | ABS-other | KY | $2M | – | 0.02 |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 (MEXICO GOVT) | Long | Debt | MX | $10M | – | 0.10 |
| MEX BONOS DESARR FIX RT BONDS 05/31 7.75 (MEXICO GOVT) | Long | Debt | MX | $2M | – | 0.02 |
| MEX BONOS DESARR FIX RT BONDS 06/27 7.5 (MEXICO GOVT) | Long | Debt | MX | $14M | – | 0.14 |
| MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5 (MEXICO GOVT) | Long | Debt | MX | $6M | – | 0.06 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 0.03 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $28M | – | 0.28 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $37M | – | 0.37 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $22M | – | 0.22 |
| MEXICO LA SP GST | Derivative-credit | US | $9K | – | 0.00 | |
| MEXICO LA SP GST | Derivative-credit | US | $-76.97 | – | -0.00 | |
| MEXICO LA SP JPM | Derivative-credit | US | $9K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $27K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $12K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $7K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $4K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $2K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $-474.61 | – | -0.00 | |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A (MF1 2022-FL10 LLC) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.10 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.22 |
| MFRA TRUST MFRA 2022 NQM3 A1 144A (MFA 2022-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $17M | – | 0.17 |
| MFRA TRUST MFRA 2023 NQM4 A1 144A (MFA 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| MFT TRUST MOFT 2020 ABC A 144A (MFT TRUST 2020-ABC E) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| MFT TRUST MOFT 2020 ABC B 144A (MFT TRUST 2020-ABC E) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| MITCHELLS + BUTLERS FINA SECURED REGS 12/30 6.013 (MITCHELLS & BUTLERS FINANCE PLC) | Long | Debt | GB | $303K | – | 0.00 |
| MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR (MITCHELLS & BUTLERS FINANCE PLC) | Long | Debt | GB | $4M | – | 0.03 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/30 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $10M | – | 0.10 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| MORGAN STANLEY BAML TRUST MSBAM 2014 C19 LNC3 144A (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C19) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF C 144A (MORGAN STANLEY CAPITAL I TRUST 2017-ASHF) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF D 144A (MORGAN STANLEY CAPITAL I TRUST 2017-ASHF) | Long | ABS-mortgage backed security | US | $21M | – | 0.21 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS E 144A (MORGAN STANLEY CAPITAL I TRUST 2019-NUGS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P E 144A (MORGAN STANLEY CAPITAL I INC 2021-230P) | Long | ABS-mortgage backed security | US | $665K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC 07/37 1 (MORGAN STANLEY ABS CAPITAL I 2007-HE7) | Long | ABS-mortgage backed security | US | $41M | – | 0.41 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 M2 (MORGAN STANLEY ABS CAPITAL I 2005-HE1) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M4 (MORGAN STANLEY ABS CAPITAL I 2005-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC2 M4 (MORGAN STANLEY ABS CAPITAL I 2005-WMC2) | Long | ABS-mortgage backed security | US | $952K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2D (MORGAN STANLEY ABS CAPITAL-2006-HE6) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 A2D (MORGAN STANLEY ABS CAPITAL I 2006-NC3) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A1 (MORGAN STANLEY ABS CAPITAL I 2006-WMC2) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| MORGAN STANLEY MORTGAGE CAPITA MSSG 2017 237P D 144A (MSSG TRUST 2017-237P) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 02/29 VAR | Long | Debt | US | $1M | – | 0.01 |
| MORGAN STANLEY SR UNSECURED 07/26 VAR | Long | Debt | US | $594K | – | 0.01 |
| MORGAN STANLEY SR UNSECURED 10/26 VAR | Long | Debt | US | $503K | – | 0.00 |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF1 A 144A (MORTGAGE EQUITY CONVER ASSET TR 2007-FF1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A (MOUNTAIN VIEW CLO XVI LTD 2022-1A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.10 |
| MRCD MORTGAGE TRUST MRCD 2019 PARK C 144A (MRCD 2019-PARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| MRCD MORTGAGE TRUST MRCD 2019 PARK E 144A (MRCD 2019-PARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| NATIONAL COLLEGIATE STUDENT LO NCSLT 2005 3W A51 144A (NATIONAL COLLEGIATE STUDNT LN TR 2005-3W) | Long | ABS-other | US | $450K | – | 0.00 |
| NATIONAL COLLEGIATE STUDENT LO NCSLT 2006 3 A5 (NATIONAL COLLEGIATE STUDENT LN TR 2006-3) | Long | ABS-other | US | $1M | – | 0.01 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $9M | – | 0.09 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $9M | – | 0.09 |
| NATIONWIDE BLDG SOCIETY 144A 03/29 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $5M | – | 0.05 |
| NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $18M | – | 0.18 |
| NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 07/30 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $2M | – | 0.02 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B C 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2017-75B) | Long | ABS-mortgage backed security | US | $12M | – | 0.11 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B D 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2017-75B) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 SOX E 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-SOX) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| NATURE COAST RE LTD UNSECURED 144A 12/30 VAR | Long | Debt | BM | $2M | – | 0.02 |
| NATWEST GROUP PLC SR UNSECURED 01/30 VAR | Long | Debt | GB | $6M | – | 0.06 |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $12M | – | 0.12 |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $7M | – | 0.07 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $1M | – | 0.01 |
| NATWEST GROUP PLC SR UNSECURED 05/30 VAR | Long | Debt | GB | $7M | – | 0.07 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 FA A2 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-FA) | Long | ABS-other | US | $2M | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 2A A1B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-2A) | Long | ABS-other | US | $3M | – | 0.03 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA) | Long | ABS-other | US | $2M | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A (NAVIENT STUDENT LOAN TRUST 2020-IA) | Long | ABS-other | US | $3M | – | 0.03 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA A1B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $12M | – | 0.12 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $7M | – | 0.06 |
| NEIMAN MARCUS USD COMMON STOCK EQUITY (NMG PARENT) | Long | Equity-common | US | $15M | 111K | 0.15 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $4M | – | 0.04 |
| NETFLIX INC SR UNSECURED REGS 11/29 3.875 | Long | Debt | US | $700K | – | 0.01 |
| NEUBERGER BERMAN CLO LTD NEUB 2023 53A A 144A (NEUBERGER BERMAN LOAN ADVISERS NBLA CLO 53 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $30M | – | 0.30 |
| NEW METRO GLOBAL LTD COMPANY GUAR REGS 05/26 4.5 (SEAZEN GROUP (NEW METRO GLOBAL LIMITED)) | Long | Debt | VG | $610K | – | 0.01 |
| NEW METRO GLOBAL LTD COMPANY GUAR REGS 10/25 4.625 (SEAZEN GROUP (NEW METRO GLOBAL LIMITED)) | Long | Debt | VG | $141K | – | 0.00 |
| NEW METRO GLOBAL LTD COMPANY GUAR REGS 12/24 4.8 (SEAZEN GROUP (NEW METRO GLOBAL LIMITED)) | Long | Debt | VG | $1M | – | 0.01 |
| NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A (NEW ORLEANS HOTEL TRUST 2019-HNLA) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA C 144A (NEW ORLEANS HOTEL TRUST 2019-HNLA) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A (NEW YORK MORTGAGE TRUST 2024-CP1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A (NEWARK BSL CLO 2 LTD 2017 1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $8M | – | 0.08 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $7M | – | 0.07 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $781K | – | 0.01 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $9M | – | 0.09 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $22M | – | 0.22 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $5M | – | 0.05 |
| NMLT TRUST NLT 2023 1 A1 144A (NLT 2023-1 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR2 2A2 (NOMURA ASSET ACCEPTANCE CORP 2006-AR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 2 A2 (NOMURA ASSET ACCEPTANCE CORP 2007-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 5.594 | Long | Debt | JP | $700K | – | 0.01 |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR | Long | Debt | JP | $8M | – | 0.08 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 (NOMURA HOME EQUITY LOAN INC 2006-AF1) | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 FM1 2A4 (NOMURA HOME EQUITY LOAN INC 2006-FM1) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1 (NOMURA HOME EQUITY LOAN INC 2006-HE3) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 2A3 (NOMURA HOME EQUITY LOAN INC 2006-HE3) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| NOMURA RESECURITIZATION TRUST NMRR 2018 1R 2A1 144A (NOMURA RESECURITIZATION TRUST 2018-1R) | Long | ABS-mortgage backed security | US | $18M | – | 0.18 |
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA A2 144A (NORTHWOODS CAPITAL XII-B LTD 2018-12BA) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| NOVASTAR HOME EQUITY LOAN NHEL 2004 3 M6 (NOVASTAR MORTGAGE FUNDING TRUST SERIES 2004-3) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 2 M4 (NOVASTAR HOME EQUITY LOAN 2005-2) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A (NOVASTAR HOME EQUITY LOAN 2006-1) | Long | ABS-mortgage backed security | US | $856K | – | 0.01 |
| NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875 | Long | Debt | UA | $294K | – | 0.00 |
| OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A (OCTAGON INVESTMENTS PARTNERS LTD 2018-18A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.12 |
| OCTAGON LOAN FUNDING LTD OCTLF 2014 1A ARR 144A (OCTAGON LOAN FUNDING LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.11 |
| OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH | Derivative-interest rate | CA | $-656K | – | -0.01 | |
| OIS JPY MUTKCALM/0.5000 03/15/22-20Y LCH | Derivative-interest rate | JP | $3M | – | 0.03 | |
| ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2020 2A A 144A (ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2A) | Long | ABS-other | US | $2M | – | 0.02 |
| ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2022 2A A 144A (ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2A) | Long | ABS-other | US | $37M | – | 0.36 |
| ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2023 2A A2 144A (ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2A) | Long | ABS-other | US | $4M | – | 0.04 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A (OBX 2023-NQM10 TRUST) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM7 A1 144A (OBX 2023-NQM7 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A (OBX 2023-NQM9 TRUST) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A (OBX 2024-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A (OBX 2024-NQM8 TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A (OBX 2024-NQM9 TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 (OPTION ONE MORTGAGE LOAN TRUST 2005-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/27 VAR (ORANGE CAPITAL RE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $2M | – | 0.02 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 2 A1 (OWNIT MORTGAGE LOAN TRUST SERIES 2006-2) | Long | ABS-mortgage backed security | US | $819K | – | 0.01 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 7 A2C (OWNIT MORTGAGE LN ASSET-BCK CERT 2006-7) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 7 A2D (OWNIT MORTGAGE LN ASSET-BCK CERT 2006-7) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $25M | – | 0.24 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $165K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $369K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $11M | – | 0.11 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $13M | – | 0.12 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/27 5.45 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $7M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/32 5.9 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $9M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $5M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $11M | – | 0.11 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $6M | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $13M | – | 0.13 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $775K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $6M | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $353K | – | 0.00 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $25M | – | 0.25 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 1 A 144A (PAGAYA AI DEBT SELECTION TRUST 2022-1) | Long | ABS-other | US | $1M | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2) | Long | ABS-other | US | $1M | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 AB 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $1M | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 A 144A (PAGAYA AI DEBT TRUST 2023-3) | Long | ABS-other | US | $3M | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A (PAGAYA AI DEBT TRUST 2023-3) | Long | ABS-other | US | $2M | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $7M | – | 0.07 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 A 144A (PAGAYA AI DEBT TRUST 2023-7) | Long | ABS-other | US | $1M | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A (PAGAYA AI DEBT TRUST 2024-2) | Long | ABS-other | US | $4M | – | 0.04 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A (PAGAYA AI DEBT TRUST 2024-3) | Long | ABS-other | US | $10M | – | 0.10 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A (PAGAYA AI DEBT GRANTOR TRUST 2024-6) | Long | ABS-other | US | $3M | – | 0.03 |
| PALMER SQUARE CLO LTD PLMRS 2023 4A A 144A (PALMER SQUARE CLO 2023-4A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.18 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A) | Long | ABS-collateralized bond/debt obligation | IE | $12M | – | 0.12 |
| PARIBAS REPO | Long | Repurchase agreement | US | $18M | – | 0.18 |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ1 M4 (PARK PLACE SECURITIES INC 2004-WHQ1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M5 (PARK PLACE SEC INC 2005-WHQ2) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ3 M6 (PARK PLACE SEC INC 2005-WHQ3) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M2 (PARK PLACE SEC INC 2005-WHQ4) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 2 M4 (PEOPLE'S CHOICE HOME LN SEC TR 2005-2) | Long | ABS-mortgage backed security | US | $631K | – | 0.01 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $403K | – | 0.00 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $526K | – | 0.01 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/35 9.75 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $121K | – | 0.00 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $426K | – | 0.00 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $2M | – | 0.02 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $21M | – | 0.21 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $1B | – | 10.83 |
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR | Long | Debt | BM | $5M | – | 0.05 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 D M1 (POPULAR ABS MTGE PASS THRU TRUST 2006-D) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B (INGENICO TERMINALS (POSEIDON BIDCO)) | Long | Loan | GB | $16M | – | 0.16 |
| PRESS GANEY HOLDINGS INC 2024 TERM LOAN B (PRESS GANEY (AZALEA TOPCO INC)) | Long | Loan | US | $11M | – | 0.10 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A (PRET 2021-NPL5 LLC) | Long | ABS-mortgage backed security | US | $19M | – | 0.19 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL6 A1 144A (PRET 2021-NPL6 LLC) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-RN1 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3) | Long | ABS-mortgage backed security | US | $40M | – | 0.39 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN4 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN4) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1) | Long | ABS-mortgage backed security | US | $22M | – | 0.22 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 NPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-NPL1) | Long | ABS-mortgage backed security | US | $48M | – | 0.47 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-RN2) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A (PRET 2024-RN2 LLC) | Long | ABS-mortgage backed security | US | $14M | – | 0.14 |
| PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25 (PRIME HEALTHCARE SERVICES INC) | Long | Debt | US | $44M | – | 0.44 |
| PRKCM TRUST PRKCM 2023 AFC4 A1 144A (PRKCM 2023-AFC4 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| PRKCM TRUST PRKCM 2024 HOME1 A1 144A (PRKCM 2024-HOME1 TRUST) | Long | ABS-mortgage backed security | US | $991K | – | 0.01 |
| PROJECT HUDSON II FIXED TERM LOAN (WEST STREET GLOBAL GROWTH PARTNERS LP) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| PROSUS NV SR UNSECURED 144A 07/29 1.288 | Long | Debt | NL | $5M | – | 0.05 |
| PRP ADVISORS, LLC PRPM 2023 NQM3 A1 144A (PRPM 2023-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| PRP ADVISORS, LLC PRPM 2023 RCF2 A1 144A (PRPM 2023-RCF2 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A (PRPM 2024-RCF1 LLC) | Long | ABS-mortgage backed security | US | $914K | – | 0.01 |
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A (PRPM 2024-RCF2 LLC) | Long | ABS-mortgage backed security | US | $919K | – | 0.01 |
| PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A (PRPM 2024-RCF3 LLC) | Long | ABS-mortgage backed security | US | $961K | – | 0.01 |
| PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A (PRPM 2024-RPL1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR (PUERTO RICO GOVT) | Long | Debt | PR | $107K | – | 0.00 |
| PURPLE FINANCE CLO PURP 1A ANV 144A (PURPLE FINANCE CLO 1 DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $184K | – | 0.00 |
| PURPLE RE LTD UNSECURED 144A 06/27 VAR | Long | Debt | BM | $2M | – | 0.02 |
| QUEST TRUST QUEST 2006 X2 A2 144A (QUEST TRUST 2006-X2) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| RAAC SERIES RAAC 2005 SP2 2A (RAAC SERIES 2005-SP2) | Long | ABS-mortgage backed security | US | $975K | – | 0.01 |
| RAD CLO LTD RAD 2023 21A A 144A (RAD CLO 21 LTD 2023-21A) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.24 |
| RBSSP RESECURITIZATION TRUST RBSSP 2009 6 3A2 144A (RBSSP RESECURITIZATION TRUST 2009-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A (REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.02 |
| REPO BANK AMERICA REPO | Long | Repurchase agreement | US | $169M | – | 1.67 |
| REPUBLIC OF ARGENTINA BONDS 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $1M | – | 0.01 |
| REPUBLIC OF ARGENTINA BONDS 07/35 VAR (ARGENTINA GOVT) | Long | Debt | AR | $1M | – | 0.01 |
| REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR (ARGENTINA GOVT) | Long | Debt | AR | $5M | – | 0.05 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 (ARGENTINA GOVT) | Long | Debt | AR | $642K | – | 0.01 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $4M | – | 0.04 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR (ARGENTINA GOVT) | Long | Debt | AR | $16M | – | 0.16 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR (ARGENTINA GOVT) | Long | Debt | AR | $4M | – | 0.04 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR (ARGENTINA GOVT) | Long | Debt | AR | $50K | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 (PERU GOVT) | Long | Debt | PE | $16K | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4 (PERU GOVT) | Long | Debt | PE | $155K | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 (PERU GOVT) | Long | Debt | PE | $6M | – | 0.06 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 (PERU GOVT) | Long | Debt | PE | $5M | – | 0.05 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $70M | – | 0.69 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $4M | – | 0.04 |
| REPUBLIC OF TURKIYE SR UNSECURED 03/25 4.25 (TURKEY GOVT) | Long | Debt | TR | $24M | – | 0.23 |
| REPUBLIC OF TURKIYE SR UNSECURED 03/30 5.25 (TURKEY GOVT) | Long | Debt | TR | $14M | – | 0.14 |
| REPUBLIC OF TURKIYE SR UNSECURED 04/29 7.625 (TURKEY GOVT) | Long | Debt | TR | $8M | – | 0.08 |
| REPUBLIC OF TURKIYE SR UNSECURED 10/28 6.125 (TURKEY GOVT) | Long | Debt | TR | $2M | – | 0.02 |
| REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25 (VENEZUELAN GOVT) | Long | Debt | VE | $139K | – | 0.00 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7 (VENEZUELAN GOVT) | Long | Debt | VE | $19K | – | 0.00 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 04/25 7.65 (VENEZUELAN GOVT) | Long | Debt | VE | $470K | – | 0.00 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 04/25 7.65 (VENEZUELAN GOVT) | Long | Debt | VE | $32K | – | 0.00 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25 (VENEZUELAN GOVT) | Long | Debt | VE | $498K | – | 0.00 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95 (VENEZUELAN GOVT) | Long | Debt | VE | $1M | – | 0.01 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25 (VENEZUELAN GOVT) | Long | Debt | VE | $328K | – | 0.00 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/26 11.75 (VENEZUELAN GOVT) | Long | Debt | VE | $25K | – | 0.00 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A) | Long | ABS-other | US | $2M | – | 0.02 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO2) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA6) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO10) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO7 2A1 (RALI TRUST 2006-QO7) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 1A4 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS12) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AI4 (RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1) | Long | ABS-mortgage backed security | US | $936K | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 M1 (RESIDENTIAL ASSET MORTGAGE PROD 2006-RS2) | Long | ABS-mortgage backed security | US | $17M | – | 0.16 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX3 M5 (RESIDENTIAL ASSET SECURITIES 2005-EMX3) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS12 M4 (RESIDENTIAL ASSET SECS CORP 2005-KS12) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX6 A4 (RASC TRUST 2006-EMX6) | Long | ABS-mortgage backed security | US | $997K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS1 M3 (RESIDENTIAL ASSET SECURITIES 2006-KS1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| RFR GBP SONIO/1.06000 02/21/22-30Y LCH | Derivative-interest rate | GB | $-2M | – | -0.01 | |
| RFR GBP SONIO/1.10100 02/21/22-30Y LCH | Derivative-interest rate | GB | $-1M | – | -0.01 | |
| RFR GBP SONIO/1.17500 02/28/22-30Y LCH | Derivative-interest rate | GB | $-3M | – | -0.03 | |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $149K | – | 0.00 | |
| RFR GBP SONIO/3.75000 09/18/24-10Y LCH | Derivative-interest rate | GB | $30K | – | 0.00 | |
| RFR GBP SONIO/3.75000 09/18/24-30Y LCH | Derivative-interest rate | GB | $515K | – | 0.01 | |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $2M | – | 0.02 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $200K | – | 0.00 | |
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH | Derivative-interest rate | JP | $4M | – | 0.04 | |
| RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH | Derivative-interest rate | JP | $11M | – | 0.11 | |
| RFR JPY MUTK/0.17625 04/27/22-5Y LCH | Derivative-interest rate | JP | $-215K | – | -0.00 | |
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH | Derivative-interest rate | JP | $1M | – | 0.01 | |
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH | Derivative-interest rate | JP | $20K | – | 0.00 | |
| RFR JPY MUTK/0.711* 04/27/22-20Y LCH | Derivative-interest rate | JP | $661K | – | 0.01 | |
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH | Derivative-interest rate | JP | $72K | – | 0.00 | |
| RFR USD SOFR/1.00000 06/15/22-5Y LCH | Derivative-interest rate | US | $4M | – | 0.04 | |
| RFR USD SOFR/1.00000 06/15/22-7Y CME | Derivative-interest rate | US | $4M | – | 0.04 | |
| RFR USD SOFR/1.00000 06/15/22-7Y LCH | Derivative-interest rate | US | $11M | – | 0.11 | |
| RFR USD SOFR/1.60000 01/16/24-2Y LCH | Derivative-interest rate | US | $11M | – | 0.11 | |
| RFR USD SOFR/1.75000 06/15/22-30Y CME | Derivative-interest rate | US | $25M | – | 0.25 | |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | Derivative-interest rate | US | $76M | – | 0.75 | |
| RFR USD SOFR/1.75000 06/15/22-3Y LCH | Derivative-interest rate | US | $8M | – | 0.08 | |
| RFR USD SOFR/1.75000 06/15/22-7Y CME | Derivative-interest rate | US | $4M | – | 0.04 | |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | Derivative-interest rate | US | $41M | – | 0.40 | |
| RFR USD SOFR/2.00000 12/21/22-5Y CME | Derivative-interest rate | US | $3M | – | 0.03 | |
| RFR USD SOFR/2.00000 12/21/22-7Y CME | Derivative-interest rate | US | $18M | – | 0.18 | |
| RFR USD SOFR/2.30000 01/17/24-2Y LCH | Derivative-interest rate | US | $6M | – | 0.06 | |
| RFR USD SOFR/2.35000 01/17/24-1Y CME | Derivative-interest rate | US | $6M | – | 0.06 | |
| RFR USD SOFR/2.45000 12/20/23-1Y LCH | Derivative-interest rate | US | $13M | – | 0.12 | |
| RFR USD SOFR/2.46750 07/27/23-5Y LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/2.50800 07/25/23-30Y LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/2.53700 07/24/23-30Y LCH | Derivative-interest rate | US | $-867K | – | -0.01 | |
| RFR USD SOFR/2.55000 07/21/23-30Y LCH | Derivative-interest rate | US | $-859K | – | -0.01 | |
| RFR USD SOFR/2.67500 07/24/23-5Y LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/2.68000 07/11/22-10Y LCH | Derivative-interest rate | US | $-3M | – | -0.03 | |
| RFR USD SOFR/2.68750 04/04/24-1Y LCH | Derivative-interest rate | US | $-722K | – | -0.01 | |
| RFR USD SOFR/2.69000 04/04/24-1Y LCH | Derivative-interest rate | US | $-361K | – | -0.00 | |
| RFR USD SOFR/2.69000 07/11/22-10Y LCH | Derivative-interest rate | US | $-3M | – | -0.02 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/2.70000 07/21/23-5Y LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/2.72100 04/10/24-1Y LCH | Derivative-interest rate | US | $-682K | – | -0.01 | |
| RFR USD SOFR/2.74750 07/25/23-5Y LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFR USD SOFR/2.76500 07/27/23-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFR USD SOFR/2.78100 04/09/24-1Y LCH | Derivative-interest rate | US | $-893K | – | -0.01 | |
| RFR USD SOFR/2.78500 04/10/24-1Y LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/2.79000 04/10/24-1Y LCH | Derivative-interest rate | US | $-530K | – | -0.01 | |
| RFR USD SOFR/2.83500 04/10/24-1Y LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-694K | – | -0.01 | |
| RFR USD SOFR/2.84500 11/15/23-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFR USD SOFR/2.85000 08/30/22-5Y LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFR USD SOFR/2.91000 11/14/23-1Y LCH | Derivative-interest rate | US | $-700K | – | -0.01 | |
| RFR USD SOFR/2.92000 10/17/23-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFR USD SOFR/2.97300 10/27/23-1Y LCH | Derivative-interest rate | US | $-661K | – | -0.01 | |
| RFR USD SOFR/2.99250 10/13/23-1Y LCH | Derivative-interest rate | US | $-743K | – | -0.01 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $5M | – | 0.05 | |
| RFR USD SOFR/3.00000 06/21/23-10Y LCH | Derivative-interest rate | US | $279K | – | 0.00 | |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | Derivative-interest rate | US | $8M | – | 0.08 | |
| RFR USD SOFR/3.01000 07/25/23-1Y LCH | Derivative-interest rate | US | $-3M | – | -0.03 | |
| RFR USD SOFR/3.01750 10/24/23-1Y LCH | Derivative-interest rate | US | $-646K | – | -0.01 | |
| RFR USD SOFR/3.02000 11/08/23-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFR USD SOFR/3.05000 07/21/23-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFR USD SOFR/3.05000 09/06/22-10Y LCH | Derivative-interest rate | US | $-259K | – | -0.00 | |
| RFR USD SOFR/3.05000 09/07/22-5Y LCH | Derivative-interest rate | US | $-712K | – | -0.01 | |
| RFR USD SOFR/3.05000 09/08/22-7Y LCH | Derivative-interest rate | US | $-840K | – | -0.01 | |
| RFR USD SOFR/3.05200 07/24/23-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFR USD SOFR/3.08000 02/23/23-30Y LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/3.08750 11/07/23-1Y LCH | Derivative-interest rate | US | $-643K | – | -0.01 | |
| RFR USD SOFR/3.10000 09/09/22-7Y LCH | Derivative-interest rate | US | $-796K | – | -0.01 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-618K | – | -0.01 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-604K | – | -0.01 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-595K | – | -0.01 | |
| RFR USD SOFR/3.25000 06/21/23-5Y CME | Derivative-interest rate | US | $660K | – | 0.01 | |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | Derivative-interest rate | US | $565K | – | 0.01 | |
| RFR USD SOFR/3.25830 03/31/23-7Y* CME | Derivative-interest rate | US | $48M | – | 0.48 | |
| RFR USD SOFR/3.30000 03/06/23-10Y LCH | Derivative-interest rate | US | $-972K | – | -0.01 | |
| RFR USD SOFR/3.34000 02/23/23-7Y LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/3.37000 03/01/23-10Y LCH | Derivative-interest rate | US | $-902K | – | -0.01 | |
| RFR USD SOFR/3.40500 03/01/23-10Y LCH | Derivative-interest rate | US | $-835K | – | -0.01 | |
| RFR USD SOFR/3.42000 05/24/23-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFR USD SOFR/3.43000 02/27/23-10Y LCH | Derivative-interest rate | US | $-860K | – | -0.01 | |
| RFR USD SOFR/3.45000 03/07/23-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/3.47000 02/22/23-7Y LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/3.50000 05/22/23-10Y LCH | Derivative-interest rate | US | $8M | – | 0.08 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $3M | – | 0.03 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $-561K | – | -0.01 | |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | Derivative-interest rate | US | $-5M | – | -0.05 | |
| RFR USD SOFR/3.50000 12/20/23-7Y CME | Derivative-interest rate | US | $389K | – | 0.00 | |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | Derivative-interest rate | US | $5M | – | 0.05 | |
| RFR USD SOFR/3.52500 03/02/23-7Y LCH | Derivative-interest rate | US | $-386K | – | -0.00 | |
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH | Derivative-interest rate | US | $373K | – | 0.00 | |
| RFR USD SOFR/3.54666 03/01/24-7Y* LCH | Derivative-interest rate | US | $811K | – | 0.01 | |
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH | Derivative-interest rate | US | $743K | – | 0.01 | |
| RFR USD SOFR/3.55500 03/05/24-30Y LCH | Derivative-interest rate | US | $-245K | – | -0.00 | |
| RFR USD SOFR/3.57226 03/01/24-7Y* LCH | Derivative-interest rate | US | $709K | – | 0.01 | |
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH | Derivative-interest rate | US | $1M | – | 0.01 | |
| RFR USD SOFR/3.59400 01/09/24-10Y LCH | Derivative-interest rate | US | $544K | – | 0.01 | |
| RFR USD SOFR/3.59507 03/01/24-7Y* LCH | Derivative-interest rate | US | $852K | – | 0.01 | |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | Derivative-interest rate | US | $521K | – | 0.01 | |
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH | Derivative-interest rate | US | $670K | – | 0.01 | |
| RFR USD SOFR/3.60089 03/01/24-7Y* LCH | Derivative-interest rate | US | $842K | – | 0.01 | |
| RFR USD SOFR/3.60240 03/01/24-7Y* LCH | Derivative-interest rate | US | $671K | – | 0.01 | |
| RFR USD SOFR/3.60243 03/01/24-7Y* LCH | Derivative-interest rate | US | $839K | – | 0.01 | |
| RFR USD SOFR/3.6062* 03/01/24-7Y* LCH | Derivative-interest rate | US | $665K | – | 0.01 | |
| RFR USD SOFR/3.62000 01/31/24-10Y LCH | Derivative-interest rate | US | $-258K | – | -0.00 | |
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH | Derivative-interest rate | US | $642K | – | 0.01 | |
| RFR USD SOFR/3.64750 01/08/24-10Y LCH | Derivative-interest rate | US | $474K | – | 0.00 | |
| RFR USD SOFR/3.65000 03/05/24-10Y LCH | Derivative-interest rate | US | $-458K | – | -0.00 | |
| RFR USD SOFR/3.65000 11/22/23-1Y LCH | Derivative-interest rate | US | $-973K | – | -0.01 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-992K | – | -0.01 | |
| RFR USD SOFR/3.65500 01/24/24-10Y LCH | Derivative-interest rate | US | $-257K | – | -0.00 | |
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH | Derivative-interest rate | US | $389K | – | 0.00 | |
| RFR USD SOFR/3.66500 01/24/24-10Y LCH | Derivative-interest rate | US | $-439K | – | -0.00 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $484K | – | 0.00 | |
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH | Derivative-interest rate | US | $302K | – | 0.00 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | Derivative-interest rate | US | $215K | – | 0.00 | |
| RFR USD SOFR/3.68500 01/24/24-10Y LCH | Derivative-interest rate | US | $-415K | – | -0.00 | |
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH | Derivative-interest rate | US | $464K | – | 0.00 | |
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH | Derivative-interest rate | US | $774K | – | 0.01 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $583K | – | 0.01 | |
| RFR USD SOFR/3.70000 03/05/24-10Y LCH | Derivative-interest rate | US | $-202K | – | -0.00 | |
| RFR USD SOFR/3.70000 06/06/23-10Y LCH | Derivative-interest rate | US | $10M | – | 0.10 | |
| RFR USD SOFR/3.71000 03/05/24-10Y LCH | Derivative-interest rate | US | $-380K | – | -0.00 | |
| RFR USD SOFR/3.72136 03/01/24-7Y* LCH | Derivative-interest rate | US | $334K | – | 0.00 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $336K | – | 0.00 | |
| RFR USD SOFR/3.72500 02/07/24-10Y LCH | Derivative-interest rate | US | $-175K | – | -0.00 | |
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH | Derivative-interest rate | US | $331K | – | 0.00 | |
| RFR USD SOFR/3.73000 08/03/23-10Y LCH | Derivative-interest rate | US | $-277K | – | -0.00 | |
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH | Derivative-interest rate | US | $218K | – | 0.00 | |
| RFR USD SOFR/3.73500 01/23/24-10Y LCH | Derivative-interest rate | US | $-176K | – | -0.00 | |
| RFR USD SOFR/3.73500 08/07/23-10Y LCH | Derivative-interest rate | US | $-312K | – | -0.00 | |
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH | Derivative-interest rate | US | $324K | – | 0.00 | |
| RFR USD SOFR/3.73800 01/23/24-10Y LCH | Derivative-interest rate | US | $-105K | – | -0.00 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $320K | – | 0.00 | |
| RFR USD SOFR/3.74901 03/01/24-7Y* LCH | Derivative-interest rate | US | $311K | – | 0.00 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $176K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $-472K | – | -0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/3.75000 06/20/24-5Y CME | Derivative-interest rate | US | $602K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $7M | – | 0.07 | |
| RFR USD SOFR/3.75000 06/20/24-7Y CME | Derivative-interest rate | US | $778K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-7Y LCH | Derivative-interest rate | US | $4M | – | 0.04 | |
| RFR USD SOFR/3.75000 11/21/23-1Y LCH | Derivative-interest rate | US | $-917K | – | -0.01 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-933K | – | -0.01 | |
| RFR USD SOFR/3.75000 12/13/22-5Y LCH | Derivative-interest rate | US | $66K | – | 0.00 | |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | Derivative-interest rate | US | $-27K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | Derivative-interest rate | US | $1M | – | 0.01 | |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | Derivative-interest rate | US | $430K | – | 0.00 | |
| RFR USD SOFR/3.75000 12/20/23-5Y LCH | Derivative-interest rate | US | $2M | – | 0.02 | |
| RFR USD SOFR/3.76000 08/23/23-10Y LCH | Derivative-interest rate | US | $-833K | – | -0.01 | |
| RFR USD SOFR/3.78300 02/07/24-10Y LCH | Derivative-interest rate | US | $-121K | – | -0.00 | |
| RFR USD SOFR/3.80000 03/10/23-5Y LCH | Derivative-interest rate | US | $-626K | – | -0.01 | |
| RFR USD SOFR/3.80000 08/22/23-7Y LCH | Derivative-interest rate | US | $-180K | – | -0.00 | |
| RFR USD SOFR/3.80000 08/30/23-10Y LCH | Derivative-interest rate | US | $-368K | – | -0.00 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $141K | – | 0.00 | |
| RFR USD SOFR/3.83000 10/12/23-30Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $131K | – | 0.00 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | Derivative-interest rate | US | $232K | – | 0.00 | |
| RFR USD SOFR/3.86000 02/21/24-10Y LCH | Derivative-interest rate | US | $-377K | – | -0.00 | |
| RFR USD SOFR/3.87000 10/17/23-30Y LCH | Derivative-interest rate | US | $35K | – | 0.00 | |
| RFR USD SOFR/3.88000 10/16/23-30Y LCH | Derivative-interest rate | US | $40K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-119K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/15/24-10Y LCH | Derivative-interest rate | US | $-60K | – | -0.00 | |
| RFR USD SOFR/3.90000 08/30/23-10Y LCH | Derivative-interest rate | US | $-500K | – | -0.00 | |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | Derivative-interest rate | US | $-502K | – | -0.00 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-58K | – | -0.00 | |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH | Derivative-interest rate | US | $132K | – | 0.00 | |
| RFR USD SOFR/3.97000 02/27/24-5Y LCH | Derivative-interest rate | US | $-148K | – | -0.00 | |
| RFR USD SOFR/4.00000 03/21/24-8Y LCH | Derivative-interest rate | US | $-707K | – | -0.01 | |
| RFR USD SOFR/4.00000 06/20/24-2Y CME | Derivative-interest rate | US | $3M | – | 0.03 | |
| RFR USD SOFR/4.03000 10/04/23-10Y LCH | Derivative-interest rate | US | $-143K | – | -0.00 | |
| RFR USD SOFR/4.03000 12/15/23-10Y LCH | Derivative-interest rate | US | $32K | – | 0.00 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $112K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $101K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-154K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $110K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $819K | – | 0.01 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $168K | – | 0.00 | |
| RFR USD SOFR/4.15000 10/12/23-10Y LCH | Derivative-interest rate | US | $67K | – | 0.00 | |
| RFR USD SOFR/4.17500 10/10/23-10Y LCH | Derivative-interest rate | US | $94K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $696K | – | 0.01 | |
| RFR USD SOFR/4.20000 10/18/23-10Y LCH | Derivative-interest rate | US | $108K | – | 0.00 | |
| RFR USD SOFR/4.22000 10/20/23-10Y LCH | Derivative-interest rate | US | $151K | – | 0.00 | |
| RFR USD SOFR/4.23000 10/23/23-10Y LCH | Derivative-interest rate | US | $86K | – | 0.00 | |
| RFR USD SOFR/4.25000 03/20/24-5Y CME | Derivative-interest rate | US | $-91K | – | -0.00 | |
| RFR USD SOFR/4.25000 03/20/24-7Y CME | Derivative-interest rate | US | $-349K | – | -0.00 | |
| RFR USD SOFR/4.25000 11/22/23-10Y LCH | Derivative-interest rate | US | $-212K | – | -0.00 | |
| RFR USD SOFR/4.25500 10/23/23-10Y LCH | Derivative-interest rate | US | $101K | – | 0.00 | |
| RFR USD SOFR/4.30000 03/21/24-3Y LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFR USD SOFR/4.39250 10/25/23-10Y LCH | Derivative-interest rate | US | $172K | – | 0.00 | |
| RFR USD SOFR/4.43500 11/01/23-10Y LCH | Derivative-interest rate | US | $209K | – | 0.00 | |
| RFR USD SOFR/4.45000 10/31/23-10Y LCH | Derivative-interest rate | US | $255K | – | 0.00 | |
| RFR USD SOFR/4.45000 11/01/23-10Y LCH | Derivative-interest rate | US | $424K | – | 0.00 | |
| RFR USD SOFR/4.50000 05/22/23-2Y LCH | Derivative-interest rate | US | $-3M | – | -0.03 | |
| RFR USD SOFR/4.90000 06/06/23-2Y LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME | Derivative-interest rate | US | $-6M | – | -0.06 | |
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME | Derivative-interest rate | US | $-20M | – | -0.20 | |
| RFRF USD SF+26.161/1.10 8/01/23-6Y* CME | Derivative-interest rate | US | $7M | – | 0.07 | |
| RFRF USD SF+26.161/1.3* 05/18/22-5Y LCH | Derivative-interest rate | US | $109M | – | 1.08 | |
| RFRF USD SF+26.161/1.3* 8/01/23-9Y* CME | Derivative-interest rate | US | $4M | – | 0.04 | |
| RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH | Derivative-interest rate | US | $19M | – | 0.19 | |
| RFRF USD SF+26.161/1.4* 07/15/23-8Y CME | Derivative-interest rate | US | $2M | – | 0.02 | |
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME | Derivative-interest rate | US | $3M | – | 0.03 | |
| RFRF USD SF+26.161/1.4* 7/13/23-28Y* CME | Derivative-interest rate | US | $-3M | – | -0.03 | |
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME | Derivative-interest rate | US | $-915K | – | -0.01 | |
| RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME | Derivative-interest rate | US | $-3M | – | -0.03 | |
| RFRF USD SF+26.161/1.4* 7/22/23-28Y* CME | Derivative-interest rate | US | $-8M | – | -0.08 | |
| RFRF USD SF+26.161/1.5* 7/13/23-28Y* CME | Derivative-interest rate | US | $-26M | – | -0.25 | |
| RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME | Derivative-interest rate | US | $-3M | – | -0.03 | |
| RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFRF USD SF+26.161/1.50 7/05/23-8Y* CME | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME | Derivative-interest rate | US | $-463K | – | -0.00 | |
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFRF USD SF+26.161/1.7* 8/12/23-28Y CME | Derivative-interest rate | US | $3M | – | 0.03 | |
| RFRF USD SF+26.161/1.70 8/01/23-29Y* CME | Derivative-interest rate | US | $74M | – | 0.73 | |
| RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH | Derivative-interest rate | US | $2M | – | 0.02 | |
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH | Derivative-interest rate | US | $103M | – | 1.02 | |
| RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME | Derivative-interest rate | US | $4M | – | 0.04 | |
| RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 (RIO OIL FINANCE TRUST SERIES 2014-3) | Long | Debt | US | $3M | – | 0.03 |
| RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 (RIO OIL FINANCE TRUST SERIES 2018-1) | Long | Debt | US | $3M | – | 0.03 |
| RIO OIL FINANCE TRUST SR SECURED REGS 01/27 9.75 (RIO OIL FINANCE TRUST SERIES 2014-3) | Long | Debt | US | $546K | – | 0.01 |
| RIO OIL FINANCE TRUST SR SECURED REGS 04/28 8.2 (RIO OIL FINANCE TRUST SERIES 2018-1) | Long | Debt | US | $5M | – | 0.05 |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A (ROCKFORD TOWER EUROPE CLO 2018-1A DAC) | Long | ABS-collateralized bond/debt obligation | IE | $14M | – | 0.14 |
| ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625 (ROLLS-ROYCE PLC) | Long | Debt | GB | $2M | – | 0.02 |
| ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75 (ROLLS-ROYCE PLC) | Long | Debt | GB | $14M | – | 0.14 |
| ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625 (ROLLS-ROYCE PLC) | Long | Debt | GB | $961K | – | 0.01 |
| ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75 (ROLLS-ROYCE PLC) | Long | Debt | GB | $4M | – | 0.04 |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $184K | – | 0.00 | |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $125K | – | 0.00 | |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $62K | – | 0.00 | |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $60K | – | 0.00 | |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $57K | – | 0.00 | |
| ROMANIA NOTES 144A 09/28 5.5 (ROMANIA GOVT) | Long | Debt | RO | $15M | – | 0.14 |
| ROMANIA SR UNSECURED 144A 02/34 3.75 (ROMANIA GOVT) | Long | Debt | RO | $6M | – | 0.06 |
| ROMANIA SR UNSECURED 144A 03/31 5.375 (ROMANIA GOVT) | Long | Debt | RO | $9M | – | 0.09 |
| ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) | Long | Debt | RO | $11M | – | 0.11 |
| ROMANIA UNSECURED 144A 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $4M | – | 0.04 |
| RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625 (RUSSIAN GOVT) | Long | Debt | RU | $846K | – | 0.01 |
| RUSSIAN FEDERATION SR UNSECURED 144A 05/26 4.75 (RUSSIAN GOVT) | Long | Debt | RU | $165K | – | 0.00 |
| RUSSIAN FEDERATION SR UNSECURED 144A 06/27 4.25 (RUSSIAN GOVT) | Long | Debt | RU | $152K | – | 0.00 |
| RUSSIAN FEDERATION SR UNSECURED 144A 06/47 5.25 (RUSSIAN GOVT) | Long | Debt | RU | $696K | – | 0.01 |
| RUSSIAN FEDERATION SR UNSECURED 144A 09/43 5.875 (RUSSIAN GOVT) | Long | Debt | RU | $283K | – | 0.00 |
| RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625 (RUSSIAN GOVT) | Long | Debt | RU | $2M | – | 0.02 |
| RUSSIAN FEDERATION SR UNSECURED REGS 05/26 4.75 (RUSSIAN GOVT) | Long | Debt | RU | $5M | – | 0.05 |
| RUSSIAN FEDERATION SR UNSECURED REGS 06/27 4.25 (RUSSIAN GOVT) | Long | Debt | RU | $4M | – | 0.04 |
| RUSSIAN FEDERATION SR UNSECURED REGS 06/47 5.25 (RUSSIAN GOVT) | Long | Debt | RU | $6M | – | 0.06 |
| RUSSIAN FEDERATION SR UNSECURED REGS 09/43 5.875 (RUSSIAN GOVT) | Long | Debt | RU | $989K | – | 0.01 |
| SABINE RE LTD UNSECURED 144A 04/31 VAR | Long | Debt | BM | $597K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6) | Long | ABS-other | US | $16M | – | 0.16 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6) | Long | ABS-other | US | $14M | – | 0.14 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $15M | – | 0.15 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $10M | – | 0.10 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $10M | – | 0.09 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $923K | – | 0.01 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $2M | – | 0.02 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $2M | – | 0.02 |
| SARANAC CLO LTD SRANC 2014 3A ALR 144A (SARANAC CLO II LTD 2014-3A) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.02 |
| SAXON ASSET SECURITIES TRUST SAST 2006 3 A4 (SAXON ASSET SECURITIES TRUST 2006-3) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| SAXON ASSET SECURITIES TRUST SAST 2007 3 1A (SAXON ASSET SECURITIES TRUST 2007-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| SAXON ASSET SECURITIES TRUST SAST 2007 4 A1 144A (SAXON ASSET SECURITIES TRUST 2007-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SBNA AUTO LEASE TRUST SBALT 2023 A A4 144A (SBNA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $5M | – | 0.05 |
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A (SBNA AUTO LEASE TRUST 2024-B) | Long | ABS-other | US | $9M | – | 0.09 |
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A (SBNA AUTO LEASE TRUST 2024-B) | Long | ABS-other | US | $13M | – | 0.13 |
| SCUR ALPHA 1503 GMBH EUR TERM LOAN B1 (ENVALIOR FINANCE GMBH) | Long | Loan | DE | $9M | – | 0.09 |
| SCURALPHA 1503 GMBH USD TERM LOAN B1 (ENVALIOR FINANCE GMBH) | Long | Loan | DE | $16M | – | 0.15 |
| SEAZEN GROUP LTD SR SECURED REGS 08/24 6 (SEAZEN GROUP LIMITED) | Long | Debt | KY | $689K | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR2 M3 (SEC ASSET BACKED REC LLC 2005-FR2) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 NC2 A2C (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC2) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| SEGOVIA EUROPEAN CLO 4 2017 SEGOV 2017 4A A 144A (SEGOVIA EUROPEAN CLO 4-2017 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.01 |
| SEGOVIA EUROPEAN CLO 4 2017 SEGOV 2017 4A AN 144A (SEGOVIA EUROPEAN CLO 4-2017 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $836K | – | 0.01 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 8 B1 (SEQUOIA MORTGAGE TRUST 2004-8) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $22M | – | 0.21 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $4M | – | 0.04 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $695K | – | 0.01 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A) | Long | ABS-other | US | $9M | – | 0.09 |
| SLM STUDENT LOAN TRUST SLMA 2012 5 A3 (SLM STUDENT LOAN TRUST 2012-5) | Long | ABS-other | US | $35M | – | 0.35 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2016-C) | Long | ABS-other | US | $713K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $16M | – | 0.15 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $17M | – | 0.16 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $8M | – | 0.08 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B C 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $2M | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B D 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $3M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $4M | – | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-B) | Long | ABS-other | US | $4M | – | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $10M | – | 0.10 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $26M | – | 0.26 |
| SOCIETE GENERALE SR UNSECURED 144A 01/27 VAR | Long | Debt | FR | $29M | – | 0.29 |
| SOFTBANK VISION FUND II FIXED TERM LOAN (SVF II FINCO (CAYMAN) LP) | Long | Loan | GB | $22M | – | 0.22 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-7K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-10K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-15K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-48K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-9K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-44K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $5M | – | 0.05 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $4M | – | 0.04 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3M | – | 0.03 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $1M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $845K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $540K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $417K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $155K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $155K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $63K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $8K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $240K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250103 | Derivative-foreign exchange | BR | $4M | – | 0.04 | |
| SOLD BRL BOUGHT USD 20250103 | Derivative-foreign exchange | BR | $2M | – | 0.02 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $642K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $615K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $424K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $413K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $338K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $329K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $44K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $22K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $264K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-47K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-1K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-32K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-44K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-57K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-272K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $69K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $44.55 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $336K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $288K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $178K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $56K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $111.13 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $278K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $185K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $57K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $7M | – | 0.07 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $167K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $55K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $35K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-680K | – | -0.01 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $1M | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $190K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240708 | Derivative-foreign exchange | ID | $145.84 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $64K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-271.35 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $75K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-10.7 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-7K | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-34K | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $308K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $104K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $149.19 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $124.12 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $18.59 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $21.42 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $113K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $110K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $54K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $48K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $37K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $34K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $23K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $17K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-7K | – | -0.00 | |
| SOLD KWD BOUGHT USD 20290503 | Derivative-foreign exchange | $425K | – | 0.00 | ||
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-36K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-57K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $2M | – | 0.02 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-23K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-33K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-123K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20250131 | Derivative-foreign exchange | MX | $136K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20250204 | Derivative-foreign exchange | MX | $139K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20250210 | Derivative-foreign exchange | MX | $168K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20250212 | Derivative-foreign exchange | MX | $167K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20250213 | Derivative-foreign exchange | MX | $70K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20250218 | Derivative-foreign exchange | MX | $167K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $9K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $1K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $186.25 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $40K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $27K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $12K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $802.1 | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $215K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $151K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $133K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $509.52 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $56.82 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $179K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $18K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $15K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $1K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-472.94 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-27K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $168.84 | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240816 | Derivative-foreign exchange | TR | $-307.05 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240827 | Derivative-foreign exchange | TR | $-171.93 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $78K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $73K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $70K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $61K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $57K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $56K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $54K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $48K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $39K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $34K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $27K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $26K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $5K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $674.98 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-181.73 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-30K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-139K | – | -0.00 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 4 M4 (SOUNDVIEW HOME EQUITY LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $912K | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A2 (SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A2 144A (SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A3 144A (SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1) | Long | ABS-mortgage backed security | US | $927K | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 1 1A1 (SOUNDVIEW HOME EQUITY LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $28M | – | 0.27 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 2A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT4) | Long | ABS-mortgage backed security | US | $619K | – | 0.01 |
| SOUTH AFRICA EM SP BOA | Derivative-credit | US | $-10K | – | -0.00 | |
| SOUTH AFRICA EM SP DUB | Derivative-credit | US | $-1K | – | -0.00 | |
| SOUTH AFRICA EM SP MYC | Derivative-credit | US | $-7K | – | -0.00 | |
| SOUTH AFRICA EM SP MYC | Derivative-credit | US | $-83K | – | -0.00 | |
| SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $7M | – | 0.07 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $5M | – | 0.05 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $3M | – | 0.03 |
| SPECIALTY UNDERWRITING 12/36 1 (SPECIALTY UNDERWRITING & RESID 2006-AB1) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| 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 | $2M | – | 0.02 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 02/28 VAR | Long | Debt | GB | $20M | – | 0.19 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS C 144A (STWD 2021-HTS MORTGAGE TRUST 2021-HTS) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS D 144A (STWD 2021-HTS MORTGAGE TRUST 2021-HTS) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| STATE AGE ROADS GOVT GUARANT REGS 06/30 6.25 (STATE AGENCY OF ROADS OF UKRAINE) | Long | Debt | UA | $504K | – | 0.00 |
| STATE OF ISRAEL SR UNSECURED 03/29 5.375 (ISRAEL GOVT) | Long | Debt | IL | $1M | – | 0.01 |
| STATE OF ISRAEL SR UNSECURED 03/34 5.5 (ISRAEL GOVT) | Long | Debt | IL | $33M | – | 0.33 |
| STEELE CREEK CLO LTD STCR 2014 1RA A 144A (STEELE CREEK CLO LTD 2014-1) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-4) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-18) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 1 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 5 M2 (STRUCTURED ASSET INVST LN TR 2004-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 7 A8 (STRUCTURED ASSET INVST LN TR 2004-7) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC1 A4 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-BNC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 HE1 M2 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR3 1A1 (STRUCTURED ASSET MTG INV INC 2005-AR3) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR2) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 RF4 A 144A (STRUCTURED ASSET SEC CORP 2005-RF4) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 RF6 A 144A (STRUCTURED ASSET SEC CORP 2005-RF6) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M6 (STRUCTURED ASSET SEC CORP 2005-WF1) | Long | ABS-mortgage backed security | US | $532K | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC2 A1 (STRUCTURED ASSET SECURITIES CO-2006-BC2) | Long | ABS-mortgage backed security | US | $438K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 OW1 A1 144A (STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-OW1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF2 A 144A (STRUCTURED ASSET SEC CORP 2006-RF2) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| SYNGENTA FINANCE NV COMPANY GUAR 144A 04/25 4.892 | Long | Debt | NL | $1M | – | 0.01 |
| SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN (SYNIVERSE HOLDINGS LLC) | Long | Loan | US | $7M | – | 0.06 |
| TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR (TARANIS REINSURANCE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $2M | – | 0.02 |
| TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR (TARANIS REINSURANCE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $1M | – | 0.01 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 4 A6 (TBW MTGE BACKED PASS THRU CERT 2006-4) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A2A (TBW MTGE BACKED PASS THRU CERT 2006-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| TBW MORTGAGE BACKED PASS THROU TBW 2007 1 A6 (TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| TER FINANCE LTD JERSEY SECURED 144A 01/25 0.00000 (TER FINANCE (JERSEY) LIMITED) | Long | Debt | JE | $3M | – | 0.03 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A3 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $11M | – | 0.11 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $4M | – | 0.03 |
| THEOREM FUNDING TRUST THRM 2022 2A A 144A (THEOREM FUNDING TRUST 2022-2A) | Long | ABS-other | US | $2M | – | 0.02 |
| THORNBURG MORTGAGE SECURITIES TMST 2003 4 A1 (THORNBURG MORTGAGE SECURITIES TR 2003-4) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| TIMES SQUARE HOTEL TRUST PASS THRU CE 144A 08/26 8.528 | Long | Debt | US | $79K | – | 0.00 |
| TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875 | Long | Debt | US | $389K | – | 0.00 |
| TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75 | Long | Debt | US | $3M | – | 0.03 |
| TORREY PINES RE LTD SR UNSECURED 144A 06/31 VAR | Long | Debt | BM | $503K | – | 0.00 |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | Long | Debt | BM | $1M | – | 0.01 |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | Long | Debt | BM | $803K | – | 0.01 |
| 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 | $44M | – | 0.43 |
| TOWD POINT MORTGAGE TRUST TPMT 2016 4 M1 144A (TOWD POINT MORTGAGE TRUST 2016-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 MH1 B1 144A (TOWD POINT MORTGAGE TRUST 2019-MH1) | Long | ABS-other | US | $5M | – | 0.05 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 MH1 B2 144A (TOWD POINT MORTGAGE TRUST 2019-MH1) | Long | ABS-other | US | $5M | – | 0.05 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| TOWD POINT MORTGAGE TRUST TPMT 2022 1 A1 144A (TOWD POINT MORTGAGE TRUST 2022-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| TOWD POINT MORTGAGE TRUST TPMT 2022 4 A1 144A (TOWD POINT MORTGAGE TRUST 2022-4) | Long | ABS-mortgage backed security | US | $78M | – | 0.77 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A (TOWD POINT MORTGAGE TRUST 2024-CES2) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A (TOWER BRIDGE FUNDING 2024-1 PLC 24-1A) | Long | ABS-mortgage backed security | GB | $15M | – | 0.14 |
| TRANSDIGM, INC. 2023 TERM LOAN J (TRANSDIGM INC) | Long | Loan | US | $47M | – | 0.46 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.05 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $556K | – | 0.01 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $549K | – | 0.01 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.01 |
| TRS SOFRINDX/IBXXLLTR 09/20/2024 MYC | Derivative-credit | US | $-13K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 BPS | Derivative-credit | US | $-283.4 | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 BPS | Derivative-credit | US | $-7K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 JPM | Derivative-credit | US | $11K | – | 0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 JPM | Derivative-credit | US | $4K | – | 0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 JPM | Derivative-credit | US | $-2K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 JPM | Derivative-credit | US | $-4K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 JPM | Derivative-credit | US | $-6K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 MYC | Derivative-credit | US | $4K | – | 0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 MYC | Derivative-credit | US | $-932.24 | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 MYC | Derivative-credit | US | $-944.65 | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 MYC | Derivative-credit | US | $-2K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 MYC | Derivative-credit | US | $-3K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 12/20/24 MYC | Derivative-credit | US | $-5K | – | -0.00 | |
| TRUPS FINANCIALS NOTE SECURITI TFINS 2017 2A A1 144A (TRUPS FINANCIALS NOTE SECURITIZATION 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $102M | – | 1.01 |
| TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 0.15 |
| TSY INFL IX N/B 01/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.03 |
| TSY INFL IX N/B 01/29 0.875 (UNITED STATES GOVT) | Long | Debt | US | $36M | – | 0.36 |
| TSY INFL IX N/B 01/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.02 |
| TSY INFL IX N/B 02/40 2.125 (UNITED STATES GOVT) | Long | Debt | US | $575K | – | 0.01 |
| TSY INFL IX N/B 02/41 2.125 (UNITED STATES GOVT) | Long | Debt | US | $568K | – | 0.01 |
| TSY INFL IX N/B 02/42 0.75 (UNITED STATES GOVT) | Long | Debt | US | $868K | – | 0.01 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $820K | – | 0.01 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $923K | – | 0.01 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.04 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.03 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.05 |
| TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.06 |
| TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 0.18 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.04 |
| TSY INFL IX N/B 02/53 1.5 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 0.18 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 0.21 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.06 |
| TSY INFL IX N/B 07/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $925K | – | 0.01 |
| TSY INFL IX N/B 07/28 0.75 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.11 |
| TSY INFL IX N/B 07/29 0.25 (UNITED STATES GOVT) | Long | Debt | US | $60M | – | 0.60 |
| TSY INFL IX N/B 07/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $34M | – | 0.34 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $65M | – | 0.64 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $83M | – | 0.82 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 0.17 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $126M | – | 1.24 |
| TURKEY EM SP BOA | Derivative-credit | US | $3K | – | 0.00 | |
| TURKEY EM SP BPS | Derivative-credit | US | $853.94 | – | 0.00 | |
| TURKEY EM SP BPS | Derivative-credit | US | $87.75 | – | 0.00 | |
| TURKEY EM SP BRC | Derivative-credit | US | $7K | – | 0.00 | |
| TURKEY EM SP BRC | Derivative-credit | US | $5K | – | 0.00 | |
| TURKEY EM SP CBK | Derivative-credit | US | $853.95 | – | 0.00 | |
| TURKEY EM SP GST | Derivative-credit | US | $853.94 | – | 0.00 | |
| U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN (US RENAL CARE INC) | Long | Loan | US | $2M | – | 0.02 |
| UBS AG STAMFORD CT SR UNSECURED 02/28 7.5 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $2M | – | 0.02 |
| UBS AG STAMFORD CT SR UNSECURED 08/24 4.75 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $499K | – | 0.00 |
| UBS AG STAMFORD CT SR UNSECURED 08/26 1.25 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $460K | – | 0.00 |
| UBS GROUP AG REG COMMON STOCK USD.1 | Long | Equity-common | CH | $515K | 17K | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 01/34 VAR | Long | Debt | CH | $5M | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 02/30 VAR | Long | Debt | CH | $8M | – | 0.08 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $3M | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $4M | – | 0.04 |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | Long | Debt | CH | $23M | – | 0.22 |
| UBS GROUP AG SR UNSECURED 144A 08/28 VAR | Long | Debt | CH | $35M | – | 0.34 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $1M | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 11/33 VAR | Long | Debt | CH | $3M | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 12/27 VAR | Long | Debt | CH | $12M | – | 0.12 |
| UBS GROUP AG SR UNSECURED REGS 01/26 VAR | Long | Debt | CH | $6M | – | 0.06 |
| UBS GROUP AG SR UNSECURED REGS 03/29 VAR | Long | Debt | CH | $10M | – | 0.10 |
| UBS GROUP AG SR UNSECURED REGS 04/26 VAR | Long | Debt | CH | $4M | – | 0.04 |
| UNIQUE PUB FINANCE CO ASSET BACKED REGS 06/27 5.659 (UNIQUE PUB FINANCE CO PLC) | Long | Debt | GB | $2M | – | 0.02 |
| UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7 (UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $981K | – | 0.01 |
| UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 (UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $22M | – | 0.22 |
| UNITED AUTO CREDIT SECURITIZAT UACST 2024 1 A 144A (UNITED AUTO CREDIT SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.01 |
| UNITI GROUP INC REIT USD.0001 (UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)) | Long | Equity-common | US | $11K | 4K | 0.00 |
| UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5 (UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC) | Long | Debt | US | $9M | – | 0.09 |
| UNITI GROUP/CSL CAPITAL SR SECURED 144A 02/28 10.5 (UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC) | Long | Debt | US | $13M | – | 0.13 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-SB1) | Long | ABS-other | US | $4M | – | 0.04 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 ST3 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-ST3) | Long | ABS-other | US | $1M | – | 0.01 |
| UPSTART SECURITIZATION TRUST UPST 2022 1 A 144A (UPSTART SECURITIZATION TRUST 2022-1) | Long | ABS-other | US | $2M | – | 0.02 |
| UPSTART SECURITIZATION TRUST UPST 2022 2 A 144A (UPSTART SECURITIZATION TRUST 2022-2) | Long | ABS-other | US | $118K | – | 0.00 |
| UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A (UPSTART SECURITIZATION TRUST 2022-3) | Long | ABS-other | US | $4M | – | 0.04 |
| UROPA SECURITIES PLC UROPA 2007 1 M1A REGS (UROPA SECURITIES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $3M | – | 0.03 |
| URSA RE LTD UNSECURED 144A 12/26 VAR | Long | Debt | BM | $5M | – | 0.05 |
| URSA RE LTD UNSECURED 144A 12/26 VAR | Long | Debt | BM | $4M | – | 0.04 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $12K | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-60K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $3M | – | 0.03 | |
| US AIRWAYS 2012 2A PTT PASS THRU CE 12/26 4.625 (US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $180K | – | 0.00 |
| US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95 (US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $443K | – | 0.00 |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-1M | – | -0.01 | |
| US RENAL CARE INC SR SECURED 144A 06/28 10.625 | Long | Debt | US | $164K | – | 0.00 |
| US TREASURY N/B 02/49 3 (UNITED STATES GOVT) | Long | Debt | US | $8K | – | 0.00 |
| US TREASURY N/B 08/47 2.75 (UNITED STATES GOVT) | Long | Debt | US | $729K | – | 0.01 |
| US TREASURY N/B 08/48 3 (UNITED STATES GOVT) | Long | Debt | US | $61K | – | 0.00 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-177K | – | -0.00 | |
| VALARIS LTD SECURED 144A 04/30 8.375 (VALARIS LIMITED) | Long | Debt | BM | $166K | – | 0.00 |
| VASA TRUST VASA 2021 VASA B 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| VASA TRUST VASA 2021 VASA C 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| VENTURE CDO LTD VENTR 2014 19A ARR 144A (VENTURE XIX CLO LTD 2014-19A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $2M | – | 0.02 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $2M | – | 0.02 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5 | Long | Debt | US | $2M | – | 0.02 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875 | Long | Debt | US | $24M | – | 0.23 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125 | Long | Debt | US | $10M | – | 0.10 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375 | Long | Debt | US | $3M | – | 0.03 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $298K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $134K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $73K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $33K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $26K | – | 0.00 | |
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A (VERUS SECURITIZATION TRUST 2023-8) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A (VERUS SECURITIZATION TRUST 2023-INV3) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A (VERUS SECURITIZATION TRUST 2024-5) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 01/28 4.5 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $3M | – | 0.03 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 3.75 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $8M | – | 0.08 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $200K | – | 0.00 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $3M | – | 0.03 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 06/25 4.625 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $18M | – | 0.18 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 09/26 4.5 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $4M | – | 0.04 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/29 5.25 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $22M | – | 0.22 |
| VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9 (VOYAGER AVIATION HOLDINGS LLC) | Long | Equity-common | US | $0 | 958 | – |
| VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5 (CAYENNE AVIATION LLC) | Long | Equity-preferred | US | $0.01 | 6K | – |
| VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5 (VOYAGER AVIATION HOLDINGS LLC) | Long | Debt | US | $417K | – | 0.00 |
| VW CR INC 07/24 ZCP (VW CREDIT INC) | Long | Debt | US | $7M | – | 0.07 |
| WAIKIKI BEACH HOTEL TRUST WBHT 2019 WBM C 144A (WAIKIKI BEACH HOTEL TRUST 2019-WBM) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| WAIKIKI BEACH HOTEL TRUST WBHT 2019 WBM D 144A (WAIKIKI BEACH HOTEL TRUST 2019-WBM) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| WAMU COMMERCIAL MORTGAGE SECUR WMCMS 2006 SL1 D 144A (WAMU COMMERCIAL MORTGAGE SECURITIES TRUST 2006-SL1) | Long | ABS-mortgage backed security | US | $930K | – | 0.01 |
| WAMU COMMERCIAL MORTGAGE SECUR WMCMS 2007 SL3 H 144A (WAMU COMM MTGE SEC TR 2007-SL3) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A (WASHINGTON MUTUAL 2003-AR9) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A1B2 (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 (WASHINGTON MUTUAL 2005-AR12) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A2 (WASHINGTON MUTUAL 2005-AR15) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A2 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $10M | – | 0.10 |
| WAVE 2017 1 LLC WAAV 2017 1A A 144A (WAVE TRUST 2017-1A) | Long | ABS-other | US | $4M | – | 0.04 |
| WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $286K | – | 0.00 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.03 |
| WELLS FARGO + COMPANY SR UNSECURED 08/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.03 |
| WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $15M | – | 0.14 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2003 I A1 (WELLS FARGO MORTGAGE BACK SEC TR 2003-I) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR5 2A1 (WELLS FARGO MTGE BK SEC TR 2006-AR5) | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR5 A1 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2007-AR5) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR8 A1 (WELLS FARGO MTGE BACKED SEC 2007-AR8) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $11M | – | 0.11 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $4M | – | 0.04 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.03 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $19M | – | 0.18 |
| WESTMORELAND COAL CO PIK TERM LOAN (WESTMORELAND MINING HOLDINGS LLC) | Long | Loan | US | $63K | – | 0.00 |
| WESTMORELAND MINING HOLDINGS L COMMON (WESTMORELAND MINING HOLDINGS LLC) | Long | Equity-common | US | $6K | 3K | 0.00 |
| WIND RIVER CLO LTD WINDR 2014 1A ARR 144A (WIND RIVER CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75 (WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)) | Long | Debt | US | $2M | – | 0.02 |
| WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B (WINDSTREAM SERVICES II LLC) | Long | Loan | US | $10M | – | 0.10 |
| WINDSTREAM SERVICES LLC 2022 INCREMENTAL TERM LOAN (WINDSTREAM SERVICES II LLC) | Long | Loan | US | $5M | – | 0.05 |
| WINDSTREAM UNITS EQUITY (WINDSTREAM HOLDINGS II LLC) | Long | Equity-common | US | $92K | 5K | 0.00 |
| WINSTON RE LTD UNSECURED 144A 02/31 VAR | Long | Debt | BM | $394K | – | 0.00 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2023 CES2 A1A 144A (RCKT MORTGAGE TRUST 2023-CES2) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2024-B) | Long | ABS-other | US | $901K | – | 0.01 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2B (WORLD OMNI AUTO RECEIVABLES TRUST 2024-B) | Long | ABS-other | US | $800K | – | 0.01 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3 (WORLD OMNI AUTO RECEIVABLES TRUST 2024-B) | Long | ABS-other | US | $6M | – | 0.06 |
| YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75 | Long | Debt | US | $947K | – | 0.01 |
| ZCS BRL 10.03683 08/07/23-01/04/27 CME | Derivative-interest rate | BR | $-154K | – | -0.00 | |
| ZCS BRL 10.04072 08/02/23-01/04/27 CME | Derivative-interest rate | BR | $-716K | – | -0.01 | |
| ZCS BRL 10.05205 08/02/23-01/02/26 CME | Derivative-interest rate | BR | $-586K | – | -0.01 | |
| ZCS BRL 10.072 03/27/24-01/04/27 CME | Derivative-interest rate | BR | $-171K | – | -0.00 | |
| ZCS BRL 10.08501 08/01/23-01/02/26 CME | Derivative-interest rate | BR | $-571K | – | -0.01 | |
| ZCS BRL 10.09012 07/31/23-01/04/27 CME | Derivative-interest rate | BR | $-1M | – | -0.01 | |
| ZCS BRL 10.098 03/28/24-01/04/27 CME | Derivative-interest rate | BR | $-510K | – | -0.01 | |
| ZCS BRL 10.10457 07/28/23-01/02/26 CME | Derivative-interest rate | BR | $-563K | – | -0.01 | |
| ZCS BRL 10.13796 07/28/23-01/04/27 CME | Derivative-interest rate | BR | $-319K | – | -0.00 | |
| ZCS BRL 10.16509 04/01/24-01/04/27 CME | Derivative-interest rate | BR | $-248K | – | -0.00 | |
| ZCS BRL 10.17 04/01/24-01/04/27 CME | Derivative-interest rate | BR | $-412K | – | -0.00 | |
| ZCS BRL 10.18249 04/04/24-01/04/27 CME | Derivative-interest rate | BR | $-489K | – | -0.00 | |
| ZCS BRL 10.183133 04/04/24-01/04/27 CME | Derivative-interest rate | BR | $-243K | – | -0.00 | |
| ZCS BRL 10.203257 04/02/24-01/04/27 CME | Derivative-interest rate | BR | $-564K | – | -0.01 | |
| ZCS BRL 10.21 04/03/24-01/04/27 CME | Derivative-interest rate | BR | $-81K | – | -0.00 | |
| ZCS BRL 10.25622 04/03/24-01/04/27 CME | Derivative-interest rate | BR | $-543K | – | -0.01 | |
| ZCS BRL 10.3275 04/05/24-01/04/27 CME | Derivative-interest rate | BR | $-470K | – | -0.00 | |
| ZCS BRL 11.14 03/29/22-01/02/25 CME | Derivative-interest rate | BR | $-27K | – | -0.00 | |
| ZCS BRL 11.16 03/29/22-01/02/25 CME | Derivative-interest rate | BR | $-17K | – | -0.00 | |
| ZCS BRL 11.22 03/25/22-01/04/27 CME | Derivative-interest rate | BR | $-39K | – | -0.00 | |
| ZCS BRL 11.245 03/25/22-01/04/27 CME | Derivative-interest rate | BR | $-20K | – | -0.00 | |
| ZCS BRL 11.26 03/25/22-01/04/27 CME | Derivative-interest rate | BR | $-19K | – | -0.00 | |
| ZCS BRL 11.35 03/28/22-01/02/25 CME | Derivative-interest rate | BR | $-18K | – | -0.00 | |
| ZCS BRL 11.7 03/24/22-01/04/27 CME | Derivative-interest rate | BR | $-5K | – | -0.00 | |
| ZCS BRL 11.715 03/24/22-01/04/27 CME | Derivative-interest rate | BR | $-22K | – | -0.00 | |
| ZCS BRL 11.87 03/22/22-01/04/27 CME | Derivative-interest rate | BR | $-37K | – | -0.00 | |
| ZCS BRL 12 03/23/22-01/02/25 CME | Derivative-interest rate | BR | $-15K | – | -0.00 | |
| ZCS BRL 12.08 03/21/22-01/02/25 CME | Derivative-interest rate | BR | $-17K | – | -0.00 | |
| ZCS BRL 12.14 03/21/22-01/02/25 CME | Derivative-interest rate | BR | $-6K | – | -0.00 | |
| ZCS BRL 12.145 03/22/22-01/02/25 CME | Derivative-interest rate | BR | $-6K | – | -0.00 | |
| ZCS BRL 12.16 03/21/22-01/02/25 CME | Derivative-interest rate | BR | $-11K | – | -0.00 | |
| ZCS BRL 9.87397 08/03/23-01/02/26 CME | Derivative-interest rate | BR | $-338K | – | -0.00 | |
| ZCS BRL 9.89906 08/03/23-01/02/26 CME | Derivative-interest rate | BR | $-168K | – | -0.00 | |
| ZCS BRL 9.93932 08/07/23-01/02/26 CME | Derivative-interest rate | BR | $-246K | – | -0.00 | |
| ZCS BRL 9.99764 08/04/23-01/04/27 CME | Derivative-interest rate | BR | $-683K | – | -0.01 | |
| ZEPHYRUS CAPITAL AVIATION PART TERM LOAN (ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1) | Long | ABS-other | US | $865K | – | 0.01 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.