PIMCOFUNDS > PIMCO Funds
PIMCO International Bond Fund (U.S. Dollar-Hedged)
$13.62B
Avg Monthly Net Assets
$26.92B
Total Assets
$12.31B
Total Liabilities
$14.61B
Net Assets
PIMCO International Bond Fund (U.S. Dollar-Hedged) is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has seven share classes
and monthly net assets of $13.62B.
On August 28th, 2024 it reported 1,574 holdings, the largest
being PIMCO FUNDS (6.7%), UMBS PASS THRU POOLS (5.1%) and PIMCO FUNDS (4.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026517 | PFRAX | |
| Class A | C000026518 | PFOAX | |
| Class C | C000026520 | PFOCX | |
| Class I-2 | C000064132 | PFBPX | |
| Class I-3 | C000200438 | PFONX | |
| Class R | C000026522 | PFRRX | |
| Institutional | C000026516 | PFORX |
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 | $-1K | – | -0.00 | |
| 3 MONTH SOFR FUT MAR25 XCME 20250617 | Derivative-interest rate | US | $11M | – | 0.08 | |
| 3 MONTH SOFR FUT SEP24 XCME 20241217 | Derivative-interest rate | US | $-3M | – | -0.02 | |
| 3 MONTH SOFR FUT SEP25 XCME 20251216 | Derivative-interest rate | US | $-5M | – | -0.03 | |
| 3175FA9F7 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | LU | $154K | – | 0.00 | |
| 3175FA9K6 PIMCO FXVAN CALL USD CNH 7.45000000 | Derivative-foreign exchange | US | $302K | – | 0.00 | |
| 3175FB9K4 PIMCO FXVAN CALL USD CNH 7.37500000 | Derivative-foreign exchange | LU | $307K | – | 0.00 | |
| 3175SP9A1 PIMCO FXVAN CALL USD CNH 7.27500000 | Derivative-foreign exchange | US | $255K | – | 0.00 | |
| 3175SP9B9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $401K | – | 0.00 | |
| 3175SP9C7 PIMCO FXVAN CALL USD CNH 7.32500000 | Derivative-foreign exchange | LU | $616K | – | 0.00 | |
| 3175SQ653 OTC EPUT FRTR 0.75 97 | Derivative-interest rate | DE | $10M | – | 0.07 | |
| 3175ST9C9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $406K | – | 0.00 | |
| 3175UF951 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | LU | $335K | – | 0.00 | |
| 3175UJ9U8 PIMCO FXVAN CALL USD CNH 7.35000000 | Derivative-foreign exchange | LU | $602K | – | 0.00 | |
| 3175UJ9W4 PIMCO FXVAN CALL USD CNH 7.32500000 | Derivative-foreign exchange | LU | $407K | – | 0.00 | |
| 3175UJ9X2 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | US | $552K | – | 0.00 | |
| 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U173X1 IRO EUR 25Y P0.451 MAY25 0.451 PUT | Derivative-interest rate | DE | $-9M | – | -0.06 | |
| 317U3DIA0 PIMCO SWAPTION 4.75 PUT USD 20240710 | Derivative-interest rate | US | $411K | – | 0.00 | |
| 317U3DJA9 PIMCO SWAPTION 5.25 PUT USD 20240710 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U3E1A6 PIMCO SWAPTION 4.75 PUT USD 20240715 | Derivative-interest rate | US | $737K | – | 0.01 | |
| 317U3E2A5 PIMCO SWAPTION 5.25 PUT USD 20240715 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-60K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-219K | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-37K | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-82K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-373K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-66K | – | -0.00 | |
| 317U6E1A3 PIMCO SWAPTION 4.25 PUT USD 20250623 | Derivative-interest rate | US | $-2M | – | -0.02 | |
| 317U6E2A2 PIMCO SWAPTION 3.93 PUT USD 20250623 | Derivative-interest rate | US | $2M | – | 0.02 | |
| 317U6E3A1 PIMCO SWAPTION 4.4 PUT USD 20250624 | Derivative-interest rate | US | $-2M | – | -0.01 | |
| 317U6E4A0 PIMCO SWAPTION 4.065 PUT USD 2025062 | Derivative-interest rate | US | $2M | – | 0.01 | |
| 317U6E7A7 PIMCO SWAPTION 4.3 PUT USD 20250625 | Derivative-interest rate | US | $-3M | – | -0.02 | |
| 317U6E8A6 PIMCO SWAPTION 3.96 PUT USD 20250625 | Derivative-interest rate | US | $3M | – | 0.02 | |
| 317U6EFA8 PIMCO SWAPTION 4.35 PUT USD 20250925 | Derivative-interest rate | US | $-572K | – | -0.00 | |
| 317U6EGA7 PIMCO SWAPTION 4.005 PUT USD 2025092 | Derivative-interest rate | US | $600K | – | 0.00 | |
| 317U6EXA8 PIMCO SWAPTION 4.33 PUT USD 20250925 | Derivative-interest rate | US | $-179K | – | -0.00 | |
| 317U6EYA7 PIMCO SWAPTION 4.005 PUT USD 2025092 | Derivative-interest rate | US | $183K | – | 0.00 | |
| 317U6EZA6 PIMCO SWAPTION 4.28 PUT USD 20250625 | Derivative-interest rate | US | $-477K | – | -0.00 | |
| 317U6F0A1 PIMCO SWAPTION 3.96 PUT USD 20250625 | Derivative-interest rate | US | $494K | – | 0.00 | |
| 317U6F1A0 PIMCO SWAPTION 4.33 PUT USD 20250925 | Derivative-interest rate | KY | $-563K | – | -0.00 | |
| 317U6F2A9 PIMCO SWAPTION 4.005 PUT USD 2025092 | Derivative-interest rate | KY | $577K | – | 0.00 | |
| 317U6F3A8 PIMCO SWAPTION 4.28 PUT USD 20250625 | Derivative-interest rate | US | $-202K | – | -0.00 | |
| 317U6F4A7 PIMCO SWAPTION 3.96 PUT USD 20250625 | Derivative-interest rate | KY | $213K | – | 0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-107K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-51K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-82K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-37K | – | -0.00 | |
| ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A (ACCUNIA EUROPEAN CLO I DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.02 |
| ACE SECURITIES CORP. ACE 2006 HE1 M1 (ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1) | Long | ABS-mortgage backed security | US | $13M | – | 0.09 |
| ACE SECURITIES CORP. ACE 2007 WM1 A2A (ACE SECURITIES CORP 2007-WM1) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| ACREC 2021 FL1 LTD. ACREC 2021 FL1 A 144A (ACREC 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.07 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $5M | – | 0.04 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.75 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $5M | – | 0.03 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $3M | – | 0.02 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-1) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/41 FIXED 7.834 (AMERICAN MUNICIPAL POWER INC) | Long | Debt | US | $121K | – | 0.00 |
| AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A (AMRESCO RES SEC 1999-1) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.11 |
| ANNINGTON FUNDING PLC COMPANY GUAR REGS 07/24 1.65 | Long | Debt | GB | $17M | – | 0.12 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $31M | – | 0.21 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $31M | – | 0.21 |
| ARBOUR CLO ARBR 11A AR 144A (ARBOUR CLO DAC 11A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.03 |
| AREIT CRE TRUST AREIT 2022 CRE7 A 144A (AREIT TRUST 2022-CRE7) | Long | ABS-mortgage backed security | US | $10M | – | 0.07 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.17 |
| ARGENT SECURITIES INC. ARSI 2004 W3 A3 (ARGENT SECURITIES INC 2004-W3) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| ARMADA EURO CLO ARMDA 3A A1R 144A (ARMADA EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $14M | – | 0.10 |
| ARROW ELECTRONICS INC SR UNSECURED 09/24 3.25 | Long | Debt | US | $2M | – | 0.02 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A1 (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| ASSET BACKED SECURITIES CORP H ABSHE 2003 HE2 M1 (ASSET BACKED SEC CORP HOME EQ 2003-HE2) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3 (ASSET BACK SEC CORP HM EQ LN TR 2005-HE2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| AURIUM CLO ACLO 3A AR 144A (AURIUM CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.05 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-3K | – | -0.00 | |
| AUST 3YR BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-101K | – | -0.00 | |
| AUSTRALIAN GOVERNMENT BONDS REGS 05/30 2.5 (AUSTRALIA GOVT) | Long | Debt | AU | $10M | – | 0.07 |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75 (AUSTRALIA GOVT) | Long | Debt | AU | $3M | – | 0.02 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 B 5A1 (BANC OF AMERICA FUNDING CORP 2004-B) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4 (BANC OF AMERICA FUNDING CORP 2005-8) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1 (BANC OF AMERICA FUNDING CORP 2006-A) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1 (BANC OF AMERICA FUNDING CORP 2006-B) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 4A1 (BANC OF AMERICA FUNDING CORP 2006-I) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 1A22 (BANC OF AMERICA FUNDING CORP 2007-2) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $14M | – | 0.10 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 C 4A1 (BANK OF AMERICA MTGE SECURITIES 2005-C) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A7 (BANK OF AMERICA MTG SEC 2005-3) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 H 2A1 (BANK OF AMERICA MTGE SEC 2005-H) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $15M | – | 0.10 |
| BANCA MONTE DEI PASCHI S REGS 04/25 2.625 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $8M | – | 0.06 |
| BANCA MONTE DEI PASCHI S REGS 09/24 3.625 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $2M | – | 0.01 |
| BANCO SANTANDER SA SR UNSECURED 03/26 1.849 | Long | Debt | ES | $4M | – | 0.03 |
| BANK OF AMERICA CORP SR UNSECURED 01/35 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $11M | – | 0.08 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.03 |
| BANQUE FED CRED MUTUEL 144A 01/27 5.088 (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $14M | – | 0.09 |
| BANQUE FED CRED MUTUEL 144A 07/26 5.896 (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $25M | – | 0.17 |
| BARCLAYS PLC SR UNSECURED 01/26 4.375 | Long | Debt | GB | $541K | – | 0.00 |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $10M | – | 0.07 |
| BARCLAYS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $18M | – | 0.12 |
| BARCLAYS PLC SR UNSECURED 09/29 VAR | Long | Debt | GB | $7M | – | 0.05 |
| BARCLAYS PLC SR UNSECURED REGS 01/34 VAR | Long | Debt | GB | $9M | – | 0.06 |
| BARCLAYS REV REPO EUR | Short | Repurchase agreement | GB | $-585K | – | -0.00 |
| BARCLAYS REV REPO EUR | Short | Repurchase agreement | GB | $-15M | – | -0.10 |
| BARINGS LOAN PARTNERS CLO LTD. BABSN LP 3A AR 144A (BARINGS LOAN PARTNERS CLO LTD 3) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25 | Long | Debt | US | $10M | – | 0.07 |
| BCAP LLC TRUST BCAP 2011 RR4 7A1 144A (BCAP LLC TRUST 2011-RR4) | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR4 8A1 144A (BCAP LLC TRUST 2011-RR4) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR5 7A1 144A (BCAP LLC TRUST 2011-RR5) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| BDS LTD BDS 2022 FL11 ATS 144A (BDS 2022-FL11 LLC) | Long | ABS-collateralized bond/debt obligation | US | $21M | – | 0.15 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 6A (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-7) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A1 (BEAR STEARNS ADJ RATE MTGE 2003-9) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 22A (BEAR STEARNS ADJ RATE MTGE TR 2004-2) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 23A (BEAR STEARNS ADJ RATE MTGE TR 2004-2) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 4A (BEAR STEARNS ARM TR 2004-3) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 22A1 (BEAR STEARNS ADJ RATE MTGE TR 2004-9) | Long | ABS-mortgage backed security | US | $729.38 | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1 (BEAR STEARNS ALT-A TRUST 2005-10) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $865K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 21A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 (BEAR STEARNS ALT-A TRUST 2006-5) | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 (BEAR STEARNS ALT-A TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 (BEAR STEARNS ASSETBACKED SEC 2001-3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A1 (BEAR STEARNS ASSETBK SECU INC 2002-) | Long | ABS-mortgage backed security | US | $4.33 | – | – |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A (BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.04 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.04 |
| BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A (BENEFIT STREET PARTNERS CLO XVI LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.04 |
| BENEFIT STREET PARTNERS CLO LT BSP 2019 17A AR 144A (BENEFIT STREET PARTNERS CLO XVII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.04 |
| BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A (BLACKROCK EUROPEAN CLO VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.05 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 06/34 3.5 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $13M | – | 0.09 |
| BNP PARIBAS 144A 02/35 VAR | Long | Debt | FR | $13M | – | 0.09 |
| BNP PARIBAS 144A 05/30 VAR | Long | Debt | FR | $12M | – | 0.09 |
| BNPP AM EURO CLO BNPAM 2017 1A AR 144A (BNPP AM EURO CLO 2017 BV 17-1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.01 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/26 2.8 (SPAIN GOVT) | Long | Debt | ES | $81M | – | 0.55 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/37 0 (SPAIN GOVT) | Long | Debt | ES | $2M | – | 0.01 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/39 3 (SPAIN GOVT) | Long | Debt | ES | $16M | – | 0.11 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/66 3 (SPAIN GOVT) | Long | Debt | ES | $55M | – | 0.38 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/52 1 (SPAIN GOVT) | Long | Debt | ES | $5M | – | 0.03 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/71 1 (SPAIN GOVT) | Long | Debt | ES | $14M | – | 0.09 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $109K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $57K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $42K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $17K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $13K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $10K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $3K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $326.15 | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-1K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-8K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-8K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-32K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-59K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-99K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-165K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-207K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-216K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-253K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-265K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-381K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-398K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-422K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-669K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-116K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-273K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $468K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $4K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $244.3 | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-180.25 | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-3K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-10K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-26K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-82K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-334K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-525K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-630K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240711 | Derivative-foreign exchange | CL | $-146K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240711 | Derivative-foreign exchange | CL | $-202K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-3K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-31K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-104K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-109K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-109K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-111K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240708 | Derivative-foreign exchange | CN | $-5K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240708 | Derivative-foreign exchange | CN | $-19K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240710 | Derivative-foreign exchange | CN | $-79K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-66K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-590K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-603K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-1M | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241210 | Derivative-foreign exchange | CN | $-63K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241210 | Derivative-foreign exchange | CN | $-138K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250116 | Derivative-foreign exchange | CN | $-81K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250218 | Derivative-foreign exchange | CN | $-27K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-10K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-14K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-25K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-89K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-156K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-484K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-633K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-145.41 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-77K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-195K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-15K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-68K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-70K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-74K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240710 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240710 | Derivative-foreign exchange | CN | $-29K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240710 | Derivative-foreign exchange | CN | $-53K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240712 | Derivative-foreign exchange | CN | $-7K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240724 | Derivative-foreign exchange | CN | $-37K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240724 | Derivative-foreign exchange | CN | $-38K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240724 | Derivative-foreign exchange | CN | $-41K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240726 | Derivative-foreign exchange | CN | $-46K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-39.31 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-503.56 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-23K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-26K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240806 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CZK SOLD USD 20240719 | Derivative-foreign exchange | CZ | $-8K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $26K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $14K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $12K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-2K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-12K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-30K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-42K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $2M | – | 0.01 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-12K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-182K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-196K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-199K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-366K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-19K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-31K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-32K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-60K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-63K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-128K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-148K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-193K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-330K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-1M | – | -0.01 | |
| BOUGHT HUF SOLD USD 20240719 | Derivative-foreign exchange | HU | $2K | – | 0.00 | |
| BOUGHT HUF SOLD USD 20240719 | Derivative-foreign exchange | HU | $-198.89 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240715 | Derivative-foreign exchange | ID | $-275.75 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $2K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $2K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $5K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-75K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-24 | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-30K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-86K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $81K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $20K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $18K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $15K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $10K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $8K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $4K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3K | – | 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 | $-7K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-10K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-17K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-47K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-1M | – | -0.01 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-2M | – | -0.02 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-3M | – | -0.02 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-454K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-1M | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-2M | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-2M | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-3M | – | -0.02 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-5M | – | -0.03 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-2K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $48K | – | 0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-162.2 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-105K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240710 | Derivative-foreign exchange | MX | $-3K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $864K | – | 0.01 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $210K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $83K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $23K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $6K | – | 0.00 | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $-6K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-28K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-619.96 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-3K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-111K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-131K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-17K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-36K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-55K | – | -0.00 | |
| BOUGHT PEN SOLD USD 20240705 | Derivative-foreign exchange | PE | $-112K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $452K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-138.76 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-16K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-25K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-25K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-27K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-48K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-52K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-62K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-63K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-80K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-120K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-148K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-193K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-200K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-421K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-53K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-85K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-1M | – | -0.01 | |
| BOUGHT SGD SOLD USD 20240802 | Derivative-foreign exchange | SG | $854.84 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240710 | Derivative-foreign exchange | TR | $887K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $382K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240729 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240823 | Derivative-foreign exchange | TR | $29K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240823 | Derivative-foreign exchange | TR | $20K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240828 | Derivative-foreign exchange | TR | $315K | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-11K | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-44K | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-53K | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-75K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $642K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $140K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $838.95 | – | 0.00 | |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/34 5.2 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $14M | – | 0.10 |
| BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 (PROVINCE OF BRITISH COLUMBIA CANADA) | Long | Debt | CA | $51M | – | 0.35 |
| BROADCOM INC COMPANY GUAR 144A 02/31 2.45 | Long | Debt | US | $84K | – | 0.00 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 02/33 2.3 (GERMANY GOVT) | Long | Debt | DE | $47M | – | 0.32 |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 04/26 0.0000 (ITALY GOVT) | Long | Debt | IT | $14M | – | 0.09 |
| CAIRN CLO BV CRNCL 2016 7A A1R 144A (CAIRN CLO VII BV 16-7A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.02 |
| CAIXABANK SA 144A 01/29 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $10M | – | 0.07 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $1M | – | 0.01 | |
| CANADIAN GOVERNMENT BONDS 12/33 3.25 (CANADA GOVT) | Long | Debt | CA | $95M | – | 0.65 |
| CANADIAN GOVERNMENT BONDS 12/53 1.75 (CANADA GOVT) | Long | Debt | CA | $10M | – | 0.07 |
| CANADIAN GOVERNMENT RRB BONDS 12/44 1.5 (CANADA GOVT) | Long | Debt | CA | $9M | – | 0.06 |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.04 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.06 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 5A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-5) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.07 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.06 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A) | Long | ABS-collateralized bond/debt obligation | IE | $18M | – | 0.12 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $19M | – | 0.13 |
| CCS AUD R US3ML/AUD3MBBSW+29 AZD | Derivative-foreign exchange | AU | $225K | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+29.75 MYC | Derivative-foreign exchange | AU | $113K | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+42 CBK | Derivative-foreign exchange | AU | $248K | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+42.25 GLM | Derivative-foreign exchange | AU | $-84K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM -58.6 CBK | Derivative-foreign exchange | US | $-125K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM -59 BRC | Derivative-foreign exchange | US | $5M | – | 0.03 | |
| CCS USD R USSOFR/JPYMUTKCALM -60 CBK | Derivative-foreign exchange | US | $12M | – | 0.08 | |
| CCS USD R USSOFR/JPYMUTKCALM -61 GST | Derivative-foreign exchange | US | $12M | – | 0.08 | |
| CCS USD R USSOFR/JPYMUTKCALM-59.12 BPS | Derivative-foreign exchange | US | $-326K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $3M | – | 0.02 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $-71K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $-312K | – | -0.00 | |
| CDX IG39 5Y ICE | Derivative-credit | US | $4K | – | 0.00 | |
| CDX IG40 10Y ICE | Derivative-credit | US | $-815K | – | -0.01 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $265K | – | 0.00 | |
| CDX IG41 10Y ICE | Derivative-credit | US | $-2M | – | -0.01 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $4M | – | 0.02 | |
| CDX IG42 10Y ICE | Derivative-credit | US | $-3M | – | -0.02 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $51M | – | 0.35 | |
| CDX ITRAXX MAIN41 5Y ICE | Derivative-credit | $-9M | – | -0.06 | ||
| CEDAR FUNDING LTD CEDF 2018 7A A1 144A (CEDAR FUNDING VII CLO LTD 2018-7A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| CEDAR FUNDING LTD CEDF 2019 11A A1R 144A (CEDAR FUNDING XI CLO LTD 2019-11A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| CHARTER COMM OPT LLC/CAP SR SECURED 02/28 3.75 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $92K | – | 0.00 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $4M | – | 0.03 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $5M | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 (CHARTER COMMUNICATIONS OPERATING LLC) | Long | Loan | US | $13M | – | 0.09 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 (CHASE MORTGAGE FINANCE CORP 2007-A2) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-2A) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| CHINA GOVERNMENT BOND BONDS 04/53 3.19 (CHINA GOVT) | Long | Debt | CN | $9M | – | 0.06 |
| CHINA GOVERNMENT BOND BONDS 10/51 3.53 (CHINA GOVT) | Long | Debt | CN | $118M | – | 0.81 |
| CHINA GOVERNMENT BOND UNSECURED 01/27 2.37 (CHINA GOVT) | Long | Debt | CN | $2M | – | 0.01 |
| CIM TRUST CIM 2023 R2 A1 144A (CIM TRUST 2023-R2) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| CITICORP MORTGAGE SECURITIES, CMSI 2007 3 1A1 (CITICORP MORTGAGE SECURITIES 2007-3) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| CITIGROUP INC SR UNSECURED 02/30 VAR | Long | Debt | US | $21M | – | 0.14 |
| CITIGROUP INC SR UNSECURED 03/26 VAR | Long | Debt | US | $8M | – | 0.06 |
| CITIGROUP INC SR UNSECURED 06/35 VAR | Long | Debt | US | $38M | – | 0.26 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 7 1A2 (CITIGROUP MTGE LOAN TRUST INC 2005-7) | Long | ABS-mortgage backed security | US | $638K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A (CITIGROUP MTGE LOAN TR INC 2006-AR7) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M2 (CITIGROUP MORTGAGE LOAN TRUST INC 2006-HE2) | Long | ABS-mortgage backed security | US | $15M | – | 0.10 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 6 1A4A (CITIGROUP MTGE LOAN TR INC 2007-6) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A (CITIGROUP MTGE LOAN TR INC 2007-AHL3) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AMC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B (CITIGROUP MTGE LOAN TR INC 2007-AMC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B (CITIGROUP MTGE LOAN TR INC 2007-AMC2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 FS1 1A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2007-FS1) | Long | ABS-mortgage backed security | US | $808K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M1 (CITIGROUP MTGE LOAN TR INC 2007-WFH3) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV1 A3B 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2022-INV1) | Long | ABS-mortgage backed security | US | $29M | – | 0.20 |
| COLT FUNDING LLC COLT 2022 3 A2 144A (COLT 2022-3 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $9M | – | 0.06 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $2M | – | 0.02 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 03/30 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $42M | – | 0.29 |
| CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1) | Long | ABS-collateralized bond/debt obligation | IE | $16M | – | 0.11 |
| CORDATUS CLO PLC CORDA 24A A 144A (CVC CORDATUS LOAN FUND XXIV DAC 24A) | Long | ABS-collateralized bond/debt obligation | IE | $18M | – | 0.13 |
| CORDATUS CLO PLC CORDA 5A ARR 144A (CVC CORDATUS LOAN FUND V LTD 5A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.05 |
| CORDATUS CLO PLC CORDA 7A ARR 144A (CVC CORDATUS LOAN FUND VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-21CB) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A2 (COUNTRYWIDE ALTERNATIVE LOAN 2005-27) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 34CB 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-34CB) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 37T1 A5 (COUNTRYWIDE ALTERNATIVE LN TR 2005-37T1) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-81) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J1 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A11 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J11) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1B (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12) | Long | ABS-mortgage backed security | US | $978K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA2 A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA2) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12 (COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1A (COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA3 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-OA3) | Long | ABS-mortgage backed security | US | $415K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MV4 (COUNTRYWIDE ASSET-BACKED CERT 2004-10) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 4 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2005-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 9 M2 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-9) | Long | ABS-mortgage backed security | US | $14M | – | 0.09 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 1A (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4) | Long | ABS-mortgage backed security | US | $764K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-12) | Long | ABS-mortgage backed security | US | $791K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 20 2A4 (COUNTRYWIDE ASSET BACKED CERTS 2006-20) | Long | ABS-mortgage backed security | US | $10M | – | 0.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-21) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-22) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 SD4 A1 144A (COUNTRYWIDE ASSET-BACKED CERT 2006-SD4) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 4 A6 (COUNTRYWIDE ASSET-BACKED CERT 2007-4) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-9) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 7 1A1 (COUNTRYWIDE HOME LOANS 2005-7) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 2A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB2 2A1B (COUNTRYWIDE HOME LOANS 2006-HYB2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 2A1A (COUNTRYWIDE HOME LOANS 2006-HYB3) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1 (COUNTRYWIDE HOME LOANS 2006-HYB5) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 13 A2 (COUNTRYWIDE HOME LOANS 2007-13) | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 3A1 (COUNTRYWIDE HOME LOANS 2007-HYB1) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 3A1 (COUNTRYWIDE HOME LOANS 2007-HYB2) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 (CREDIT BASED ASSET SRVC & SEC 2006-CB3) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1 (CREDIT SUISSE MORTGAGE CAP CERT 2007-6) | Long | ABS-mortgage backed security | US | $771K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A (CSMC 2021-ADV TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A (CSMC 2021-INV1 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A (CRESTLINE DENALI CLO XIV LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.05 |
| CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $168K | – | 0.00 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $648K | – | 0.00 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $192K | – | 0.00 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $675K | – | 0.00 |
| CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $336K | – | 0.00 |
| CUMULUS STATIC CLO CMLST 2024 1A A 144A (CUMULUS STATIC CLO 2024-1 DAC 24-1A) | Long | ABS-collateralized bond/debt obligation | IE | $15M | – | 0.11 |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A (CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $16M | – | 0.11 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 3 2A1 (DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2007-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA3 A1 (DEUTSCHE ALT-A SEC INC MTGE LO 2007-OA3) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 3A1 (DEUTSCHE ALT-A SECURITIES INC 2007-OA4) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| DEUTSCHE BANK AG REGS 01/27 1.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $34M | – | 0.23 |
| DEUTSCHE BANK AG REGS 11/30 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $4M | – | 0.03 |
| DEUTSCHE BANK NY 01/28 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $16M | – | 0.11 |
| DEUTSCHE BANK NY 05/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $8M | – | 0.06 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $9M | – | 0.06 |
| DEUTSCHE BANK NY 11/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $10M | – | 0.07 |
| DLR KREDIT A/S COVERED 10/24 1 | Long | Debt | DK | $19M | – | 0.13 |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 (DOCTORS CO/THE) | Long | Debt | US | $3M | – | 0.02 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.10 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR3 2A2 (DSLA MORTGAGE LOAN TRUST 2005-AR3) | Long | ABS-mortgage backed security | US | $427 | – | 0.00 |
| ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A (ELMWOOD CLO 24 LTD 2023-3A) | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.18 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-2M | – | -0.01 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-6M | – | -0.04 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $5M | – | 0.03 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $680K | – | 0.00 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-1M | – | -0.01 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $2M | – | 0.01 | |
| EUROMASTR PLC EMAST 2007 1V A2 REGS (EUROMASTER PLC 2007-1V) | Long | ABS-mortgage backed security | GB | $98K | – | 0.00 |
| EUROSAIL PLC ESAIL 2006 2X B1A REGS (EUROSAIL PLC 2006-2X) | Long | ABS-mortgage backed security | GB | $3M | – | 0.02 |
| EUROSAIL PLC ESAIL 2007 3X A3C REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $281K | – | 0.00 |
| EUROSAIL PLC ESAIL 2007 6NCX A3A REGS (EUROSAIL PLC 2007-6NCX) | Long | ABS-mortgage backed security | GB | $836K | – | 0.01 |
| EXPORT DEVELOPMNT CANADA GOVT GUARANT 144A 03/29 7.13 (EXPORT DEVELOPMENT CANADA (EDC)) | Long | Debt | CA | $25M | – | 0.17 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $23M | – | 0.16 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $9M | – | 0.06 |
| FANNIE MAE FNR 2003 34 A1 (FANNIE MAE 2003-34) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FANNIE MAE FNR 2004 11 A (FANNIE MAE 2004-11) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2006 48 TF (FANNIE MAE 2006-48) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FANNIE MAE FNR 2010 115 FM (FANNIE MAE 2010-115) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2004 T3 1A1 (FANNIEMAE GRANTOR TRUST 2004-T3) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1 (FANNIEMAE WHOLE LOAN 2004-W12) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $10M | 10M | 0.07 |
| FED HM LN PC POOL 1B2315 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL P50175 FG 12/33 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FED HM LN PC POOL QB8321 FR 01/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FED HM LN PC POOL QE3059 FR 06/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FED HM LN PC POOL QF2362 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FED HM LN PC POOL QG4720 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FED HM LN PC POOL RA4542 FR 02/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FED HM LN PC POOL RA5502 FR 06/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| FED HM LN PC POOL RA8174 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FED HM LN PC POOL RB5001 FR 07/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FED HM LN PC POOL SD8244 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40M | – | 0.27 |
| FED HM LN PC POOL SD8256 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49M | – | 0.34 |
| FED HM LN PC POOL SD8274 FR 12/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 0.33 |
| FED HM LN PC POOL SD8364 FR 09/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| FED HM LN PC POOL SD8369 FR 10/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $701K | – | 0.00 |
| FED HM LN PC POOL SD8374 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 0.17 |
| FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $506M | – | 3.46 |
| FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $580M | – | 3.97 |
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195M | – | 1.33 |
| FED HM LN PC POOL ZA2511 FR 06/38 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FED HM LN PC POOL ZA6403 FR 03/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FED HM LN PC POOL ZA7079 FR 06/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FED HM LN PC POOL ZL0404 FR 06/38 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FED HM LN PC POOL ZM3772 FR 07/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $539K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2003 FF5 M1 (FIRST FRANKLIN MTG LN ASSET 2003-FF5) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR3) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $7M | – | 0.05 |
| FNMA POOL 594243 FN 12/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 623651 FN 04/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 732218 FN 06/43 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 773348 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL 800171 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 841068 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FNMA POOL AB4815 FN 04/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $548.63 | – | 0.00 |
| FNMA POOL AS6075 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.11 |
| FNMA POOL BF0463 FN 03/60 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| FNMA POOL BH5752 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL BH7058 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA POOL BJ8606 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FNMA POOL BK0915 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BM2005 FN 12/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL BO9993 FN 12/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL BV7937 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNMA POOL CA1535 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FNMA POOL CA4346 FN 10/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 0.12 |
| FNMA POOL CA6106 FN 06/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.05 |
| FNMA POOL CA8827 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA POOL CB6880 FN 08/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL CB6989 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA POOL CB7907 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94M | – | 0.65 |
| FNMA POOL DA0863 FN 08/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $783K | – | 0.01 |
| FNMA POOL DA6015 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FNMA POOL FM1796 FN 10/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA POOL FM2164 FN 06/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FNMA POOL FM3972 FN 07/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.06 |
| FNMA POOL FM7441 FN 05/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $749K | – | 0.01 |
| FNMA POOL FS2661 FN 07/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA POOL FS4230 FN 03/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $858K | – | 0.01 |
| FNMA POOL MA3121 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA POOL MA3590 FN 02/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA POOL MA3773 FN 09/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL MA4783 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36M | – | 0.25 |
| FNMA POOL MA4839 FN 12/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $878K | – | 0.01 |
| FNMA POOL MA5107 FN 08/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27M | – | 0.19 |
| FNMA POOL MA5165 FN 10/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.10 |
| FNMA POOL MA5167 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.06 |
| FNMA POOL MA5192 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $452M | – | 3.09 |
| FNMA POOL MA5217 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $336M | – | 2.30 |
| FNMA POOL MA5248 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59M | – | 0.40 |
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $473M | – | 3.24 |
| FNMA POOL MA5297 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $139M | – | 0.95 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-45M | – | -0.31 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-171M | – | -1.17 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-58M | – | -0.40 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-1B | – | -7.65 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-58M | – | -0.40 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-368M | – | -2.52 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-87M | – | -0.59 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-52M | – | -0.35 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $740M | – | 5.07 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113M | – | 0.77 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $574M | – | 3.93 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $484M | – | 3.31 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47M | – | 0.32 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-45M | – | -0.31 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-95M | – | -0.65 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $482M | – | 3.30 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-201M | – | -1.38 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-226M | – | -1.55 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $814K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/29 2.9 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $7M | – | 0.05 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $20M | – | 0.14 |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $262K | – | 0.00 | |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $138K | – | 0.00 | |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $41K | – | 0.00 | |
| FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.11 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/45 3.25 (FRANCE GOVT) | Long | Debt | FR | $40M | – | 0.27 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/48 2 (FRANCE GOVT) | Long | Debt | FR | $54M | – | 0.37 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/52 0.75 (FRANCE GOVT) | Long | Debt | FR | $59M | – | 0.41 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/72 0.5 (FRANCE GOVT) | Long | Debt | FR | $7M | – | 0.05 |
| FRANCE (GOVT OF) BONDS 144A REGS 06/49 3 (FRANCE GOVT) | Long | Debt | FR | $40M | – | 0.28 |
| FREDDIE MAC FHR 3397 FC (FREDDIE MAC 3397) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FREDDIE MAC FHR 3740 DF (FREDDIE MAC REMICS 3740) | Long | ABS-mortgage backed security | US | $804K | – | 0.01 |
| FREDDIE MAC FHR 4579 FD (FREDDIE MAC REMICS 4579) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FREDDIE MAC FHR 4579 SD (FREDDIE MAC REMICS 4579) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 2 2A4 (FREMONT HOME LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | Long | Debt | US | $7M | – | 0.05 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.09 |
| GCAT GCAT 2022 INV2 A5 144A (GCAT TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $13M | – | 0.09 |
| GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22 (AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA)) | Long | Debt | ES | $4M | – | 0.03 |
| GNMA II POOL 008528 G2 10/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38.45 | – | 0.00 |
| GNMA II POOL 008619 G2 04/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76.44 | – | 0.00 |
| GNMA II POOL 008651 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 008699 G2 09/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008770 G2 12/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $296.55 | – | 0.00 |
| GNMA II POOL 008865 G2 05/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008971 G2 09/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $550.84 | – | 0.00 |
| GNMA II POOL 080061 G2 04/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080109 G2 08/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 080187 G2 04/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $530.98 | – | 0.00 |
| GNMA II POOL 080199 G2 05/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080393 G2 04/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA II POOL 080397 G2 04/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080407 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL 080409 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL 080471 G2 11/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $536.71 | – | 0.00 |
| GNMA II POOL MA7937 G2 03/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55M | – | 0.38 |
| GNMA II POOL MA7988 G2 04/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68M | – | 0.47 |
| GNMA II POOL MA8043 G2 05/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31M | – | 0.21 |
| GNMA II POOL MA8486 G2 12/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $612K | – | 0.00 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58M | – | 0.40 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $165M | – | 1.13 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/27 FIXED 2.332 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $5M | – | 0.03 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/28 FIXED 2.532 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $3M | – | 0.02 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/36 FIXED 3.487 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $6M | – | 0.04 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.14 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2022 16A AR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 16A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $14M | – | 0.10 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR | Long | Debt | US | $3M | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR | Long | Debt | US | $15M | – | 0.10 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR | Long | Debt | US | $16M | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2004 68 ZC (GOVERNMENT NATIONAL MTGE ASSOC 2004-68) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 133 EC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-133) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H02 FJ (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H02) | Long | ABS-mortgage backed security | US | $12M | – | 0.08 |
| GPMT LTD. GPMT 2021 FL3 A 144A (GPMT LLC 2021-FL3) | Long | ABS-mortgage backed security | KY | $8M | – | 0.05 |
| GREAT HALL MORTGAGES PLC GHM 2007 1 A2B REGS (GREAT HALL MORTGAGES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $49K | – | 0.00 |
| GREAT HALL MORTGAGES PLC GHM 2007 2A AC 144A (GREAT HALL MORTGAGES PLC 2007-2A) | Long | ABS-mortgage backed security | GB | $121K | – | 0.00 |
| GREAT HALL MORTGAGES PLC GHM 2007 2X AA REGS (GREAT HALL MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $4K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1 (GREENPOINT MTGE FUNDING TR 2005-AR5) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR3 4A1 (GREENPOINT MTGE FUNDING TR 2006-AR3) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 OH1 A1 (GREENPOINT MORTGAGE FUND TRUST 2006-OH1) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| GREENPOINT MORTGAGE PASS THROU GMSI 2003 1 A1 (GREENPOINT MRGT PASS THRU CER 2003-1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR3 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1) | Long | ABS-mortgage backed security | US | $29M | – | 0.20 |
| GSAA HOME EQUITY TRUST GSAA 2006 5 2A2 (GSAA HOME EQUITY TRUST 2006-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2006 7 AF2 (GSAA HOME EQUITY TRUST 2006-7) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| GSAMP TRUST GSAMP 2007 HE2 A2C (GSAMP TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $981K | – | 0.01 |
| GSAMP TRUST GSAMP 2007 NC1 A1 (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 (GSR MORTGAGE LOAN TRUST 2003-1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR1 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR1) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR2 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR3 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR3) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 OA1 1A1 (GSR MORTGAGE LOAN TRUST 2007-OA1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 (HARBORVIEW MORTGAGE LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A (HARBORVIEW MORTGAGE LOAN TR 2007-5) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| HARVEST CLO HARVT 16A ARR 144A (HARVEST CLO XVI DAC 16A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.07 |
| HAYFIN EMERALD CLO HAYEM 10A AR 144A (HAYFIN EMERALD CLO X DAC 10A) | Long | ABS-collateralized bond/debt obligation | IE | $15M | – | 0.10 |
| HOME EQUITY ASSET TRUST HEAT 2002 1 A4 (HOME EQUITY PASS-THRU CERTS 2002-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2 (HOMEBANC MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $4M | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $44M | – | 0.30 |
| HSBC HOLDINGS PLC SR UNSECURED 05/28 VAR | Long | Debt | GB | $17M | – | 0.12 |
| HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR | Long | Debt | GB | $5M | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 05/32 VAR | Long | Debt | GB | $11M | – | 0.07 |
| HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR | Long | Debt | GB | $7M | – | 0.05 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $11M | – | 0.07 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $10M | – | 0.07 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT2 M3 (HSI ASSET SEC CORP TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 HE2 2A3 (HSI ASSET SECUR CORP TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| HUNGARY SR UNSECURED 03/41 7.625 (HUNGARY GOVT) | Long | Debt | HU | $686K | – | 0.00 |
| HUNGARY SR UNSECURED 144A 03/36 5.5 (HUNGARY GOVT) | Long | Debt | HU | $13M | – | 0.09 |
| HUNGARY SR UNSECURED 144A 09/32 6.25 (HUNGARY GOVT) | Long | Debt | HU | $18M | – | 0.12 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $2M | – | 0.02 |
| IMPAC CMB TRUST IMM 2003 9F A1 (IMPAC CMB TRUST 2003-9F) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| IMPAC CMB TRUST IMM 2004 6 1A2 (IMPAC CMB TR 2004-6) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| IMPAC CMB TRUST IMM 2004 8 1A (IMPAC CMB TR 2004-8) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11 (INDYMAC IMSC MTGE LN TRUST 2007-HOA1) | Long | ABS-mortgage backed security | US | $922K | – | 0.01 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 2A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR1) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3 (INDYMAC INDA MTGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1 (INDYMAC INDB MTGE LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR11) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR15) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR12) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR3 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR3) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3 (INDYMAC INDX MTGE LOAN TRUST 2007-FLX1) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX3 A1 (INDYMAC INDX MTGE LOAN TRUST 2007-FLX3) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2006-E) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| INTER AMERICAN DEVEL BK UNSECURED REGS 04/27 2.5 (INTER-AMERICAN DEVELOPMENT BANK) | Long | Debt | $9M | – | 0.06 | |
| INTESA SANPAOLO SPA 144A 11/33 7.2 | Long | Debt | IT | $16M | – | 0.11 |
| INTESA SANPAOLO SPA SR UNSECURED 144A 11/33 VAR | Long | Debt | IT | $15M | – | 0.10 |
| IRS AUD 1.25000 06/17/20-10Y LCH | Derivative-interest rate | AU | $5M | – | 0.03 | |
| IRS AUD 1.75000 03/16/22-5Y LCH | Derivative-interest rate | AU | $-4M | – | -0.03 | |
| IRS AUD 4.00000 06/21/23-10Y LCH | Derivative-interest rate | AU | $-10M | – | -0.07 | |
| IRS AUD 4.25000 03/15/23-10Y LCH | Derivative-interest rate | AU | $-3M | – | -0.02 | |
| IRS AUD 4.25000 09/15/27-5Y LCH | Derivative-interest rate | AU | $-214K | – | -0.00 | |
| IRS AUD 4.50000 06/19/24-10Y LCH | Derivative-interest rate | AU | $-239K | – | -0.00 | |
| IRS AUD 4.50000 09/15/27-5Y LCH | Derivative-interest rate | AU | $1M | – | 0.01 | |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $2M | – | 0.02 | |
| IRS CNY 2.25000 09/18/24-5Y LCH | Derivative-interest rate | CN | $28M | – | 0.19 | |
| IRS CZK 1.91250 01/30/19-10Y CME | Derivative-interest rate | CZ | $-1M | – | -0.01 | |
| IRS EUR 0.05400 05/27/25-25Y LCH | Derivative-interest rate | $3M | – | 0.02 | ||
| IRS EUR 0.50000 12/19/18-7Y LCH | Derivative-interest rate | $-13K | – | -0.00 | ||
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-2M | – | -0.02 | ||
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-2M | – | -0.01 | ||
| IRS EUR 0.70000 04/11/22-5Y LCH | Derivative-interest rate | $-1M | – | -0.01 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-3M | – | -0.02 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-1M | – | -0.01 | ||
| IRS EUR 2.25000 09/21/22-15Y LCH | Derivative-interest rate | $-9M | – | -0.06 | ||
| IRS EUR 2.25000 09/21/22-20Y LCH | Derivative-interest rate | $-2M | – | -0.01 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $274K | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-8M | – | -0.05 | ||
| IRS EUR 2.75000 09/18/24-5Y LCH | Derivative-interest rate | $-8M | – | -0.05 | ||
| IRS EUR 2.76550 09/10/24-9Y* LCH | Derivative-interest rate | $212K | – | 0.00 | ||
| IRS EUR 2.80104 09/10/24-9Y* LCH | Derivative-interest rate | $-87K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $12K | – | 0.00 | ||
| IRS EUR 2.83310 09/10/24-9Y* LCH | Derivative-interest rate | $-289K | – | -0.00 | ||
| IRS EUR 2.83565 09/10/24-9Y* LCH | Derivative-interest rate | $-237K | – | -0.00 | ||
| IRS EUR 2.84930 09/10/24-9Y* LCH | Derivative-interest rate | $-536K | – | -0.00 | ||
| IRS EUR 2.85660 09/10/24-9Y* LCH | Derivative-interest rate | $-32K | – | -0.00 | ||
| IRS EUR 2.85850 09/10/24-9Y* LCH | Derivative-interest rate | $-2M | – | -0.01 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-649K | – | -0.00 | ||
| IRS EUR 3.00000 03/15/28-5Y LCH | Derivative-interest rate | $-3M | – | -0.02 | ||
| IRS EUR 3.00000 03/19/25-2Y LCH | Derivative-interest rate | $2M | – | 0.01 | ||
| IRS EUR 3.00000 09/18/24-2Y LCH | Derivative-interest rate | $-2M | – | -0.01 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $49K | – | 0.00 | ||
| IRS KRW 3.25000 09/18/24-10Y LCH | Derivative-interest rate | KR | $260K | – | 0.00 | |
| IRS KRW 3.25000 09/18/24-5Y LCH | Derivative-interest rate | KR | $-1M | – | -0.01 | |
| IRS MXN 4.87000 07/13/20-5Y* CME | Derivative-interest rate | MX | $-5M | – | -0.03 | |
| IRS MYR P 3.50000 03/20/24-5Y GST | Derivative-interest rate | MY | $444K | – | 0.00 | |
| IRS MYR P 3.50000 09/18/24-5Y CBK | Derivative-interest rate | MY | $40K | – | 0.00 | |
| IRS MYR P 3.50000 09/18/24-5Y JPM | Derivative-interest rate | MY | $49K | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y CBK | Derivative-interest rate | MY | $29K | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y JPM | Derivative-interest rate | MY | $72K | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y SCX | Derivative-interest rate | MY | $78K | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-5Y BPS | Derivative-interest rate | MY | $-44K | – | -0.00 | |
| IRS MYR P 3.75000 09/20/23-10Y GST | Derivative-interest rate | MY | $385K | – | 0.00 | |
| IRS NZD 3.75000 06/15/22-5Y LCH | Derivative-interest rate | NZ | $-289K | – | -0.00 | |
| IRS NZD 4.75000 06/19/24-5Y LCH | Derivative-interest rate | NZ | $810K | – | 0.01 | |
| IRS NZD 5.00000 03/20/24-1Y (WHT) LCH | Derivative-interest rate | NZ | $2M | – | 0.01 | |
| IRS NZD 5.25000 03/20/24-1Y (WHT) LCH | Derivative-interest rate | NZ | $586K | – | 0.00 | |
| IRS SEK 1.00000 06/19/19-10Y LCH | Derivative-interest rate | SE | $-1M | – | -0.01 | |
| ISRAEL FIXED BOND BONDS 03/27 2 (ISRAEL GOVT) | Long | Debt | IL | $28M | – | 0.19 |
| ISRAEL GOVT EM SP GST | Derivative-credit | US | $-23K | – | -0.00 | |
| ISRAEL GOVT EM SP JPM | Derivative-credit | US | $-14K | – | -0.00 | |
| ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6 (ITALY GOVT) | Long | Debt | IT | $8M | – | 0.05 |
| ITALY GOVT SW SP BOA | Derivative-credit | US | $63K | – | 0.00 | |
| ITALY GOVT SW SP BRC | Derivative-credit | US | $163K | – | 0.00 | |
| ITALY GOVT SW SP CBK | Derivative-credit | US | $35K | – | 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 | $2M | – | 0.02 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 1A4 (JP MORGAN ALTERNATIVE LOAN TRUST 2006-A5) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A6 2A1 (JP MORGAN ALTERNATIVE LN TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1 (JAPAN GOVT) | Long | Debt | JP | $53M | – | 0.37 |
| JAPAN (20 YEAR ISSUE) BONDS 09/42 1.1 (JAPAN GOVT) | Long | Debt | JP | $54M | – | 0.37 |
| JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5 (JAPAN GOVT) | Long | Debt | JP | $75M | – | 0.51 |
| JAPAN (30 YEAR ISSUE) BONDS 03/49 0.5 (JAPAN GOVT) | Long | Debt | JP | $52M | – | 0.35 |
| JAPAN (30 YEAR ISSUE) BONDS 03/52 1 (JAPAN GOVT) | Long | Debt | JP | $14M | – | 0.09 |
| JAPAN (30 YEAR ISSUE) BONDS 03/53 1.4 (JAPAN GOVT) | Long | Debt | JP | $7M | – | 0.05 |
| JAPAN (30 YEAR ISSUE) BONDS 03/54 1.8 (JAPAN GOVT) | Long | Debt | JP | $88M | – | 0.60 |
| JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 (JAPAN GOVT) | Long | Debt | JP | $43M | – | 0.29 |
| JAPAN (30 YEAR ISSUE) BONDS 06/52 1.3 (JAPAN GOVT) | Long | Debt | JP | $9M | – | 0.06 |
| JAPAN (30 YEAR ISSUE) BONDS 09/46 0.5 (JAPAN GOVT) | Long | Debt | JP | $47M | – | 0.32 |
| JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 (JAPAN GOVT) | Long | Debt | JP | $54M | – | 0.37 |
| JAPAN (30 YEAR ISSUE) BONDS 12/51 0.7 (JAPAN GOVT) | Long | Debt | JP | $3M | – | 0.02 |
| JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/25 0.625 (JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM)) | Long | Debt | JP | $41M | – | 0.28 |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | Long | Debt | JP | $98M | – | 0.67 |
| JAPAN TREASURY DISC BILL BILLS 04/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $85M | – | 0.58 |
| JAPAN TREASURY DISC BILL BILLS 05/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $34M | – | 0.23 |
| JAPAN TREASURY DISC BILL BILLS 06/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $21M | – | 0.14 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $204M | – | 1.40 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $42M | – | 0.29 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A1 (JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC3 A3 (JP MORGAN MTGE ACQUIS CORP 2006-WMC3) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1 (JP MORGAN MORTGAGE TRUST 2003-A2) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 4A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 3A1 (JP MORGAN MTGE TRUST 2005-A7) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2 (JP MORGAN MORTGAGE TRUST 2006-A1) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 7A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 14 A11 144A (JP MORGAN MORTGAGE TRUST 2021-14) | Long | ABS-mortgage backed security | US | $10M | – | 0.07 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV4) | Long | ABS-mortgage backed security | US | $46M | – | 0.31 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV6) | Long | ABS-mortgage backed security | US | $43M | – | 0.30 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A (JP MORGAN MORTGAGE TRUST 2021-INV8) | Long | ABS-mortgage backed security | US | $60M | – | 0.41 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A (JP MORGAN MORTGAGE TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $45M | – | 0.31 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 LTV2 A3 144A (J.P. MORGAN MORTGAGE TRUST 2022-LTV2) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| JPMORGAN CHASE + CO SR UNSECURED 01/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $42M | – | 0.29 |
| JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $26M | – | 0.18 |
| JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $22M | – | 0.15 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $3M | – | 0.02 | |
| JUBILEE CDO BV JUBIL 2014 11A ARR 144A (JUBILEE CLO 2014-XI BV 14-11A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.03 |
| JUBILEE CDO BV JUBIL 2016 17A A1RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.06 |
| JYSKE REALKREDIT A/S COVERED 10/24 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $79M | – | 0.54 |
| JYSKE REALKREDIT A/S COVERED 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $14M | – | 0.10 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $3M | – | 0.02 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.16 | – | – |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.9 | – | – |
| KBC GROUP NV SR UNSECURED 144A 01/29 VAR (KBC GROEP NV) | Long | Debt | BE | $8M | – | 0.06 |
| KINGDOM OF SPAIN SR UNSECURED 04/29 5.25 (SPAIN GOVT) | Long | Debt | ES | $1M | – | 0.01 |
| KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.04 |
| KKR FINANCIAL CLO LTD KKR 28A AR 144A (KKR CLO 28 LTD 28A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.10 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.04 |
| KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9 | Long | Debt | NO | $13M | – | 0.09 |
| KOREA TREASURY BOND BONDS 03/28 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $20M | – | 0.14 |
| KOREA TREASURY BOND BONDS 03/28 5.5 (SOUTH KOREA GOVT) | Long | Debt | KR | $21M | – | 0.14 |
| KOREA TREASURY BOND BONDS 03/53 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $42M | – | 0.29 |
| KOREA TREASURY BOND BONDS 06/27 2.125 (SOUTH KOREA GOVT) | Long | Debt | KR | $18M | – | 0.12 |
| KOREA TREASURY BOND BONDS 06/28 2.625 (SOUTH KOREA GOVT) | Long | Debt | KR | $96M | – | 0.65 |
| KOREA TREASURY BOND BONDS 06/33 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $46M | – | 0.31 |
| KOREA TREASURY BOND BONDS 09/42 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $10M | – | 0.07 |
| KOREA TREASURY BOND BONDS 12/27 2.375 (SOUTH KOREA GOVT) | Long | Debt | KR | $18M | – | 0.13 |
| KOREA TREASURY BOND BONDS 12/28 2.375 (SOUTH KOREA GOVT) | Long | Debt | KR | $116M | – | 0.80 |
| KOREA TREASURY BOND BONDS 12/29 1.375 (SOUTH KOREA GOVT) | Long | Debt | KR | $15M | – | 0.10 |
| KOREA TREASURY BOND BONDS 12/30 1.5 (SOUTH KOREA GOVT) | Long | Debt | KR | $13M | – | 0.09 |
| KOREA TREASURY BOND BONDS 12/32 4.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $71M | – | 0.48 |
| KOREA TREASURY BOND SR UNSECURED 06/31 2 (SOUTH KOREA GOVT) | Long | Debt | KR | $22M | – | 0.15 |
| KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 (SAUDI ARABIA GOVT) | Long | Debt | KY | $10M | – | 0.07 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL2 A 144A (LCCM 2021-FL2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.05 |
| LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9 | Long | Debt | US | $14M | – | 0.10 |
| LCM LTD PARTNERSHIP LCM 25A AR 144A (LCM XXV LTD 25A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.05 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $137M | – | 0.94 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 06/30 VAR | Long | Debt | GB | $29M | – | 0.20 |
| LLOYDS BK CORP MKTS PLC SR UNSECURED REGS 07/24 1.75 (LLOYDS BANK CORPORATE MARKETS PLC) | Long | Debt | GB | $5M | – | 0.03 |
| LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A (LOANCORE ISSUER LTD 2021-CRE6) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.13 |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.08 |
| LOGICOR FINANCING SARL COMPANY GUAR REGS 07/27 1.625 | Long | Debt | LU | $1M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 (LONG BEACH MTGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 1A (LONG BEACH MORTGAGE LOAN TR 2005-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-3M | – | -0.02 | |
| LUDGATE FUNDING PLC LGATE 2007 1 A2B REGS (LUDGATE FUNDING PLC 2007-1) | Long | ABS-mortgage backed security | GB | $102K | – | 0.00 |
| LUMINENT MORTGAGE TRUST LUM 2006 7 2A1 (LUMINENT MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $744K | – | 0.01 |
| MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A (MADISON PARK FUNDING XXIX LTD 2018-29A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.09 |
| MADISON PARK FUNDING LTD MDPK 2019 34A AR 144A (MADISON PARK FUNDING XXXIV LTD 2019-34A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.05 |
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A (MAGNETITE XII LTD 2015-12A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.06 |
| MALAYSIA GOVERNMENT BONDS 04/28 3.519 (MALAYSIA GOVT) | Long | Debt | MY | $162M | – | 1.11 |
| MAN GLG EURO CLO GLGE 3A AR 144A (GLG EURO CLO III DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.01 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $15M | – | 0.10 |
| MANHATTAN WEST OMW 2020 1MW A 144A (MANHATTAN WEST 2020-1MW) | Long | ABS-mortgage backed security | US | $21M | – | 0.14 |
| MANSARD MORTGAGES PLC MANSD 2007 2X A1 REGS (MANSARD MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $3M | – | 0.02 |
| MARATHON CLO LTD MCLO 2019 1A AAR2 (MARATHON CLO XIII LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.06 |
| MARATHON CLO LTD MCLO 2019 2A A1AR 144A (MARATHON CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.11 |
| MARBLE POINT CLO X LTD MP10 2017 1A AR 144A (MARBLE POINT CLO X LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65 | Long | Debt | US | $6M | – | 0.04 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1) | Long | ABS-mortgage backed security | US | $509K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 22A4 (MASTR ASSET SECURIZATION TR 2007-3) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 1A3 (MASTR ALT LN TR 2006-2) | Long | ABS-mortgage backed security | US | $598K | – | 0.00 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 (MASTR ALT LN TR 2006-2) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2005 HE2 M3 (MASTR ASSET BACKED SEC TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $10M | – | 0.07 |
| MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A4 (MASTR ASSET BACKED SEC TR 2006-FRE2) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC3 A3 (MASTR ASSET BACKED SEC TR 2006-WMC3) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A5 (MASTR ASSET BACKED SECUR TR 2006-WMC4) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A6 (MASTR ASSET BACKED SECUR TR 2006-WMC4) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MDGH GMTN RSC LTD COMPANY GUAR 144A 04/33 5.5 (MDGH GMTN (RSC) LTD) | Long | Debt | AE | $7M | – | 0.05 |
| MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2 (MELLON RES FUND CORP 1999-TBC3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 1A1 (MERRILL LYNCH MORTGAGE INVESTORS 2003-A2) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A (MERRILL LYNCH MORTGAGE INVS 2005-A10) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9 (MERRILL LYNCH MORTGAGE INVS 2005-A5) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 FM1 M1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A (MERRILL LYNCH MORTGAGE INVESTO-2006-RM4) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A (MERRILL LYNCH MORTGAGE INV 2007-HE2) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| MERRILL LYNCH REVERSE REPO EUR ZCP | Short | Repurchase agreement | LU | $-1M | – | -0.01 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A (MF1 2021-FL5 LTD) | Long | ABS-mortgage backed security | KY | $3M | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.10 |
| MFRA TRUST MFRA 2020 NQM2 A1 144A (MFA 2020-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| MFRA TRUST MFRA 2020 NQM2 A3 144A (MFA 2020-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A (MIDOCEAN CREDIT CLO VIII 2018-8A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.05 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A (MORGAN STANLEY CAPITAL I INC 2021-230P) | Long | ABS-mortgage backed security | US | $22M | – | 0.15 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4 (MORGAN STANLEY ABS CAPITAL I 2006-HE4) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE1) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-NC3) | Long | ABS-mortgage backed security | US | $16M | – | 0.11 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2B (MORGAN STANLEY ABS CAPITAL I 2007-NC3) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 (MORGAN STANLEY HOME EQUITY LN 2007-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3 (MORGAN STANLEY HOME EQUITY LN 2007-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A4 (MORGAN STANLEY HOME EQUITY LN 2007-2) | Long | ABS-mortgage backed security | US | $504K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 2A3 (MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 01/28 VAR | Long | Debt | US | $2M | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 01/30 VAR | Long | Debt | US | $40M | – | 0.27 |
| MORGAN STANLEY SR UNSECURED 01/35 VAR | Long | Debt | US | $8M | – | 0.05 |
| MORGAN STANLEY SR UNSECURED 02/26 VAR | Long | Debt | US | $11M | – | 0.08 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $28M | – | 0.19 |
| MORGAN STANLEY SR UNSECURED 03/30 VAR | Long | Debt | US | $23M | – | 0.16 |
| MORGAN STANLEY SR UNSECURED 11/29 VAR | Long | Debt | US | $16M | – | 0.11 |
| MORGAN STANLEY STRUCTURED TRUS MSST 2007 1 A4 (MORGAN STANLEY STRUCTURED TRUST 2007-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| MORTIMER BTL MORTI 2021 1 A REGS (MORTIMER BTL 2021-1 PLC 21-1) | Long | ABS-mortgage backed security | GB | $18M | – | 0.12 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.05 |
| NATIONWIDE BLDG SOCIETY 144A 02/28 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $13M | – | 0.09 |
| NATWEST GROUP PLC SR UNSECURED 01/30 VAR | Long | Debt | GB | $6M | – | 0.04 |
| NATWEST GROUP PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $51M | – | 0.35 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $293K | – | 0.00 |
| NATWEST GROUP PLC SR UNSECURED 09/28 VAR | Long | Debt | GB | $11M | – | 0.07 |
| NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A (NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.05 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2003 4 M1 (NEW CENTURY HOME EQUITY LOAN TR 2003-4) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $13M | – | 0.09 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $12M | – | 0.08 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $15M | – | 0.10 |
| NEW ZEALAND GOVERNMENT UNSECURED 05/31 1.5 (NEW ZEALAND GOVT) | Long | Debt | NZ | $150K | – | 0.00 |
| NEWGATE FUNDING PLC NGATE 2006 2 BB REGS (NEWGATE FUNDING PLC 2006-2) | Long | ABS-mortgage backed security | GB | $2M | – | 0.02 |
| NEWGATE FUNDING PLC NGATE 2006 3X A3A REGS (NEWGATE FUNDING PLC 2006-3X) | Long | ABS-mortgage backed security | GB | $44K | – | 0.00 |
| NEWGATE FUNDING PLC NGATE 2007 2X M REGS (NEWGATE FUNDING PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $2M | – | 0.02 |
| NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $4M | – | 0.03 |
| NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $2M | – | 0.02 |
| NEWGATE FUNDING PLC NGATE 2007 3X BA REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $1M | – | 0.01 |
| NEWGATE FUNDING PLC NGATE 2007 3X BB REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $861K | – | 0.01 |
| NEWGATE FUNDING PLC NGATE 2007 3X CB REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $1M | – | 0.01 |
| NEXI SPA SR UNSECURED REGS 04/29 2.125 | Long | Debt | IT | $6M | – | 0.04 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $2M | – | 0.02 |
| NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329 | Long | Debt | JP | $10M | – | 0.07 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2 (NOMURA HOME EQUITY LOAN INC 2006-HE1) | Long | ABS-mortgage backed security | US | $10M | – | 0.07 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M2 (NOMURA HOME EQUITY LOAN INC 2006-WF1) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| NOMURA RESECURITIZATION TRUST NMRR 2016 2R 2A2 144A (NOMURA RESECURITIZATION TRUST 2016-2R) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $1.58 | – | – |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.15 | – | – |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $5M | – | 0.04 |
| NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.61 | – | – |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A1A (NOVASTAR HOME EQUITY LOAN 2007-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.06 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $38M | – | 0.26 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.6 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.56 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.16 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $4M | – | 0.03 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.14 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $199.74 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.58 | – | – |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.05 |
| OIS AUD RBACOR/4.33500 08/07/24-0Y* LCH | Derivative-interest rate | AU | $80K | – | 0.00 | |
| OIS CAD CAONREPO/1.5000 06/17/20-10Y LCH | Derivative-interest rate | CA | $-18M | – | -0.12 | |
| OIS CAD CAONREPO/1.7125 10/02/19-10Y LCH | Derivative-interest rate | CA | $-4M | – | -0.03 | |
| OIS CAD CAONREPO/1.9000 12/18/19-10Y LCH | Derivative-interest rate | CA | $-11M | – | -0.07 | |
| OIS CAD CAONREPO/2.5000 06/19/19-10Y CME | Derivative-interest rate | CA | $-3M | – | -0.02 | |
| OIS CAD CAONREPO/2.7500 12/18/18-30Y LCH | Derivative-interest rate | CA | $-3M | – | -0.02 | |
| OIS CAD CAONREPO/3.2500 03/15/23-10Y LCH | Derivative-interest rate | CA | $1M | – | 0.01 | |
| OIS CAD CAONREPO/3.2500 06/21/23-30Y LCH | Derivative-interest rate | CA | $-597K | – | -0.00 | |
| OIS CAD CAONREPO/3.3000 01/18/24-9Y* LCH | Derivative-interest rate | CA | $1M | – | 0.01 | |
| OIS CAD CAONREPO/3.40000 03/14/24-9Y* LC | Derivative-interest rate | CA | $123K | – | 0.00 | |
| OIS CAD CAONREPO/3.500 03/28/24-10Y* LCH | Derivative-interest rate | CA | $-266K | – | -0.00 | |
| OIS CAD CAONREPO/3.5000 03/22/24-9Y* LCH | Derivative-interest rate | CA | $-160K | – | -0.00 | |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-805K | – | -0.01 | |
| OIS CAD CAONREPO/3.50000 03/19/25-1Y LCH | Derivative-interest rate | CA | $-761K | – | -0.01 | |
| OIS CAD CAONREPO/3.50000 06/19/25-1Y LCH | Derivative-interest rate | CA | $-526K | – | -0.00 | |
| OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH | Derivative-interest rate | CA | $-6M | – | -0.04 | |
| OIS CAD CAONREPO/3.70000 05/31/24-9Y* LC | Derivative-interest rate | CA | $-717K | – | -0.00 | |
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH | Derivative-interest rate | CA | $-3M | – | -0.02 | |
| OIS CAD CAONREPO/3.89750 06/19/25-1Y LCH | Derivative-interest rate | CA | $815K | – | 0.01 | |
| OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH | Derivative-interest rate | CA | $697K | – | 0.00 | |
| OIS INR MIBOR/6.25000 09/18/24-5Y LCH | Derivative-interest rate | IN | $-944K | – | -0.01 | |
| OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH | Derivative-interest rate | SG | $7M | – | 0.05 | |
| OIS THB THORON/2.25000 09/18/24-5Y LCH | Derivative-interest rate | TH | $3M | – | 0.02 | |
| OIS THB THORON/2.41750 04/17/24-5Y LCH | Derivative-interest rate | TH | $24K | – | 0.00 | |
| OIS THB THORON/2.50000 09/18/24-5Y LCH | Derivative-interest rate | TH | $-884K | – | -0.01 | |
| OIS THB THORON/2.75000 09/18/24-10Y LCH | Derivative-interest rate | TH | $38K | – | 0.00 | |
| OLYMPUS CORP SR UNSECURED 144A 12/26 2.143 (OLYMPUS CORPORATION) | Long | Debt | JP | $8M | – | 0.06 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $27M | – | 0.18 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A (OBX 2023-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A (OBX 2023-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.05 |
| ONTARIO (PROVINCE OF) SR UNSECURED 06/33 3.65 (PROVINCE OF ONTARIO CANADA) | Long | Debt | CA | $208M | – | 1.42 |
| OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1APT (OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 (OPTION ONE MORTGAGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 3 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ORACLE CORP SR UNSECURED 03/26 1.65 (ORACLE CORPORATION) | Long | Debt | US | $19M | – | 0.13 |
| ORGANON + CO/ORGANON FOR SR SECURED 144A 04/28 4.125 (ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV) | Long | Debt | US | $3M | – | 0.02 |
| OSD CLO LTD OSD 2021 23A A 144A (OSD CLO 2021-23A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.05 |
| OZLM LTD OZLM 2019 24A A1AR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.11 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $989K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/32 4.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $462K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $378K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $895K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $569K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $247K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $83K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $181K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $327K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $576K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $645K | – | 0.00 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $22M | – | 0.15 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/24 3.45 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $5M | – | 0.03 |
| PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/50 4.55 (PETRONAS CAPITAL LIMITED) | Long | Debt | MY | $3M | – | 0.02 |
| PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8 (PETRONAS CAPITAL LIMITED) | Long | Debt | MY | $4M | – | 0.03 |
| PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/61 3.404 (PETRONAS CAPITAL LIMITED) | Long | Debt | MY | $3M | – | 0.02 |
| PHILIP MORRIS INTL INC SR UNSECURED 02/29 4.875 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $13M | – | 0.09 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $978M | – | 6.69 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $697M | – | 4.77 |
| PMT LOAN TRUST 2021 INV1 PMTLT 2021 INV1 A3 144A (PMT LOAN TRUST 2021-INV1) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3) | Long | ABS-mortgage backed security | US | $19M | – | 0.13 |
| PRINCIPAL LFE GLB FND II SECURED 144A 01/25 1.375 (PRINCIPAL LIFE GLOBAL FUNDING II) | Long | Debt | US | $5M | – | 0.03 |
| PROJECT HUDSON II FIXED TERM LOAN (WEST STREET GLOBAL GROWTH PARTNERS LP) | Long | ABS-mortgage backed security | US | $8M | – | 0.05 |
| PROJECT MERCURY EUR TERM LOAN (SERBIA GOVT) | Long | Loan | RS | $28M | – | 0.19 |
| PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6 | Long | Debt | CA | $102M | – | 0.70 |
| QATAR ENERGY SR UNSECURED 144A 07/31 2.25 (QATARENERGY) | Long | Debt | QA | $9M | – | 0.06 |
| QATAR ENERGY SR UNSECURED 144A 07/41 3.125 (QATARENERGY) | Long | Debt | QA | $1M | – | 0.01 |
| QATAR ENERGY SR UNSECURED 144A 07/51 3.3 (QATARENERGY) | Long | Debt | QA | $3M | – | 0.02 |
| RAAC SERIES RAAC 2006 RP2 M1 144A (RAAC SERIES 2006-RP2) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| RAD CLO LTD RAD 2019 4A AR 144A (RAD CLO LTD 2019 4A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.05 |
| RAD CLO LTD RAD 2023 21A A 144A (RAD CLO 21 LTD 2023-21A) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.10 |
| REAL ESTATE ASSET LIQUIDITY TR REALT 2018 1A A2 144A (REAL ESTATE ASSET LIQUIDITY TRUST 2018-1A) | Long | ABS-mortgage backed security | CA | $3M | – | 0.02 |
| REAL ESTATE ASSET LIQUIDITY TR REALT 2020 1A A1 144A (REAL ESTATE ASSET LIQUIDITY TRUST 2020-1A) | Long | ABS-mortgage backed security | CA | $5M | – | 0.04 |
| REAL ESTATE ASSET LIQUIDITY TR REALT 2020 1A A2 144A (REAL ESTATE ASSET LIQUIDITY TRUST 2020-1A) | Long | ABS-mortgage backed security | CA | $11M | – | 0.08 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.2 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.57 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $4M | – | 0.03 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.12 | – | – |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.08 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF6 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $9M | – | 0.06 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF2 (RENAISSANCE HOME EQUITY LOAN TR 2007-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 (ARGENTINA GOVT) | Long | Debt | AR | $73K | – | 0.00 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $3M | – | 0.02 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR (ARGENTINA GOVT) | Long | Debt | AR | $362K | – | 0.00 |
| REPUBLIC OF CHILE SR UNSECURED 01/29 4.85 (CHILEAN GOVT) | Long | Debt | CL | $14M | – | 0.10 |
| REPUBLIC OF PERU BONDS REGS 08/26 8.2 (PERU GOVT) | Long | Debt | PE | $12M | – | 0.09 |
| REPUBLIC OF PERU SR UNSECURED 12/60 2.78 (PERU GOVT) | Long | Debt | PE | $3M | – | 0.02 |
| REPUBLIC OF PERU SR UNSECURED 12/99 3.23 (PERU GOVT) | Long | Debt | PE | $2M | – | 0.01 |
| REPUBLIC OF POLAND SR UNSECURED 03/29 4.625 (POLAND GOVT) | Long | Debt | PL | $25M | – | 0.17 |
| REPUBLIC OF POLAND SR UNSECURED 04/53 5.5 (POLAND GOVT) | Long | Debt | PL | $7M | – | 0.05 |
| REPUBLIC OF POLAND SR UNSECURED 09/34 5.125 (POLAND GOVT) | Long | Debt | PL | $23M | – | 0.16 |
| REPUBLIC OF POLAND SR UNSECURED 10/33 4.875 (POLAND GOVT) | Long | Debt | PL | $8M | – | 0.05 |
| REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875 (POLAND GOVT) | Long | Debt | PL | $24M | – | 0.16 |
| REPUBLIC OF POLAND SR UNSECURED REGS 02/43 4.25 (POLAND GOVT) | Long | Debt | PL | $7M | – | 0.05 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA5) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO5 3A4 (RESIDENTIAL ACCREDIT LOANS 2006-QO5) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO9 1A3A (RESIDENTIAL ACCREDIT LOANS INC 2006-QO9) | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A1 (RESIDENTIAL ACCREDIT LOANS 2006-QS6) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A (RESIDENTIAL ACCREDIT LOANS 2007-QH8) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO2 A1 (RESIDENTIAL ACCREDIT LOANS INC 2007-QO2) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS3 A3 (RESIDENTIAL ACCREDIT LOANS INC 2007-QS3) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII (RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 A3A (RESIDENTIAL ASSET MORTGAGE PROD 2006-RS2) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS8 MII1 (RESIDENTIAL ASSET SEC CORP 2004-KS8) | Long | ABS-mortgage backed security | US | $474K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 3A1 (RESIDENTIAL ASSET SECUR TRUST 2005-A15) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A4 (RESIDENTIAL ASSET SEC TRUST 2006-A8) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 (RESIDENTIAL ASSET SEC TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 (RESIDENTIAL FUNDING MTG SEC I 2003-S9) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21 (RESIDENTIAL FUNDING MTGE SEC 2005-SA4) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| RESIMAC RESI 2020 1A A1A 144A (RESIMAC PREMIER SERIES 2020-1A) | Long | ABS-mortgage backed security | AU | $260K | – | 0.00 |
| RESLOC UK PLC RLOC 2007 1X A3B REGS (RESLOC UK PLC 2007-1X) | Long | ABS-mortgage backed security | GB | $426K | – | 0.00 |
| RESLOC UK PLC RLOC 2007 1X M1B REGS (RESLOC UK PLC 2007-1X) | Long | ABS-mortgage backed security | GB | $704K | – | 0.00 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-9M | – | -0.06 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-3M | – | -0.02 |
| RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH | Derivative-interest rate | CH | $-753K | – | -0.01 | |
| RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH | Derivative-interest rate | CH | $-3M | – | -0.02 | |
| RFR CHF SRFXON3/0.34250 05/16/22-5Y LCH | Derivative-interest rate | CH | $-560K | – | -0.00 | |
| RFR GBP SONIO/3.00000 06/17/25-10Y LCH | Derivative-interest rate | GB | $7M | – | 0.04 | |
| RFR GBP SONIO/3.00000 06/17/25-2Y LCH | Derivative-interest rate | GB | $-8M | – | -0.06 | |
| RFR GBP SONIO/3.75000 09/18/24-10Y LCH | Derivative-interest rate | GB | $-9M | – | -0.06 | |
| RFR GBP SONIO/3.75000 09/18/24-30Y LCH | Derivative-interest rate | GB | $-2M | – | -0.02 | |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $4M | – | 0.03 | |
| RFR JPY MUT+5.89/0.0000 03/17/21-10Y LCH | Derivative-interest rate | JP | $-11M | – | -0.07 | |
| RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH | Derivative-interest rate | JP | $9M | – | 0.06 | |
| RFR JPY MUTK/0.4500 12/15/21-30Y LCH | Derivative-interest rate | JP | $-5M | – | -0.03 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $1K | – | 0.00 | |
| RFR JPY MUTK/0.60000 09/18/24-5Y LCH | Derivative-interest rate | JP | $-2M | – | -0.02 | |
| RFR JPY MUTK/0.8000 06/15/22-30Y LCH | Derivative-interest rate | JP | $-14M | – | -0.10 | |
| RFR JPY MUTK/0.85000 09/20/23-10Y LCH | Derivative-interest rate | JP | $-127K | – | -0.00 | |
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH | Derivative-interest rate | JP | $-3M | – | -0.02 | |
| RFR JPY MUTK/1.20000 09/20/23-30Y LCH | Derivative-interest rate | JP | $-474K | – | -0.00 | |
| RFR JPY MUTK/1.50000 09/18/24-30Y LCH | Derivative-interest rate | JP | $-1M | – | -0.01 | |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | Derivative-interest rate | US | $35M | – | 0.24 | |
| RFR USD SOFR/1.75000 06/15/22-5Y LCH | Derivative-interest rate | US | $1M | – | 0.01 | |
| RFR USD SOFR/2.31000 01/16/24-1Y LCH | Derivative-interest rate | US | $-14M | – | -0.09 | |
| RFR USD SOFR/2.68750 04/04/24-1Y LCH | Derivative-interest rate | US | $-962K | – | -0.01 | |
| RFR USD SOFR/2.69000 04/04/24-1Y LCH | Derivative-interest rate | US | $-20K | – | -0.00 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-345K | – | -0.00 | |
| RFR USD SOFR/2.72100 04/10/24-1Y LCH | Derivative-interest rate | US | $-362K | – | -0.00 | |
| RFR USD SOFR/2.78500 04/10/24-1Y LCH | Derivative-interest rate | US | $-360K | – | -0.00 | |
| RFR USD SOFR/2.79000 04/10/24-1Y LCH | Derivative-interest rate | US | $-183K | – | -0.00 | |
| RFR USD SOFR/2.83500 04/10/24-1Y LCH | Derivative-interest rate | US | $-381K | – | -0.00 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-380K | – | -0.00 | |
| RFR USD SOFR/2.84500 11/15/23-1Y LCH | Derivative-interest rate | US | $-658K | – | -0.00 | |
| RFR USD SOFR/2.91000 11/14/23-1Y LCH | Derivative-interest rate | US | $-162K | – | -0.00 | |
| RFR USD SOFR/2.92000 10/17/23-1Y LCH | Derivative-interest rate | US | $-791K | – | -0.01 | |
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH | Derivative-interest rate | US | $23M | – | 0.16 | |
| RFR USD SOFR/2.97300 10/27/23-1Y LCH | Derivative-interest rate | US | $-384K | – | -0.00 | |
| RFR USD SOFR/2.99250 10/13/23-1Y LCH | Derivative-interest rate | US | $-249K | – | -0.00 | |
| RFR USD SOFR/3.01750 10/24/23-1Y LCH | Derivative-interest rate | US | $-360K | – | -0.00 | |
| RFR USD SOFR/3.02000 11/08/23-1Y LCH | Derivative-interest rate | US | $-530K | – | -0.00 | |
| RFR USD SOFR/3.08750 11/07/23-1Y LCH | Derivative-interest rate | US | $-253K | – | -0.00 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-320K | – | -0.00 | |
| RFR USD SOFR/3.15000 05/13/24-1Y LCH | Derivative-interest rate | US | $20M | – | 0.14 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-304K | – | -0.00 | |
| RFR USD SOFR/3.20000 05/13/24-1Y LCH | Derivative-interest rate | US | $2M | – | 0.01 | |
| RFR USD SOFR/3.22475 03/31/23-7Y* LCH | Derivative-interest rate | US | $-6M | – | -0.04 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-309K | – | -0.00 | |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | Derivative-interest rate | US | $7M | – | 0.05 | |
| RFR USD SOFR/3.25000 12/20/23-30Y LCH | Derivative-interest rate | US | $35M | – | 0.24 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $1M | – | 0.01 | |
| RFR USD SOFR/3.50000 12/18/24-1Y LCH | Derivative-interest rate | US | $13M | – | 0.09 | |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | Derivative-interest rate | US | $-35M | – | -0.24 | |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | Derivative-interest rate | US | $109K | – | 0.00 | |
| RFR USD SOFR/3.65000 03/05/24-10Y LCH | Derivative-interest rate | US | $-270K | – | -0.00 | |
| RFR USD SOFR/3.65000 11/22/23-1Y LCH | Derivative-interest rate | US | $-427K | – | -0.00 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-565K | – | -0.00 | |
| RFR USD SOFR/3.65500 01/24/24-10Y LCH | Derivative-interest rate | US | $-168K | – | -0.00 | |
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH | Derivative-interest rate | US | $571K | – | 0.00 | |
| RFR USD SOFR/3.66213 03/01/24-4Y* LCH | Derivative-interest rate | US | $2M | – | 0.01 | |
| RFR USD SOFR/3.66500 01/24/24-10Y LCH | Derivative-interest rate | US | $-127K | – | -0.00 | |
| RFR USD SOFR/3.68500 01/24/24-10Y LCH | Derivative-interest rate | US | $-869K | – | -0.01 | |
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH | Derivative-interest rate | US | $2M | – | 0.01 | |
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH | Derivative-interest rate | US | $2M | – | 0.01 | |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | Derivative-interest rate | US | $3M | – | 0.02 | |
| RFR USD SOFR/3.70000 03/05/24-10Y LCH | Derivative-interest rate | US | $-38K | – | -0.00 | |
| RFR USD SOFR/3.71000 03/05/24-10Y LCH | Derivative-interest rate | US | $-143K | – | -0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $25M | – | 0.17 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $-8M | – | -0.05 | |
| RFR USD SOFR/3.75000 06/20/24-7Y LCH | Derivative-interest rate | US | $4M | – | 0.03 | |
| RFR USD SOFR/3.75000 06/21/23-2Y LCH | Derivative-interest rate | US | $10M | – | 0.07 | |
| RFR USD SOFR/3.75000 11/21/23-1Y LCH | Derivative-interest rate | US | $-339K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-263K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | Derivative-interest rate | US | $-724K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/18/24-2Y LCH | Derivative-interest rate | US | $-2M | – | -0.01 | |
| RFR USD SOFR/3.82761 12/30/22-9Y* LCH | Derivative-interest rate | US | $723K | – | 0.00 | |
| RFR USD SOFR/3.86000 02/21/24-10Y LCH | Derivative-interest rate | US | $-267K | – | -0.00 | |
| RFR USD SOFR/3.89765 12/30/22-6Y* LCH | Derivative-interest rate | US | $-330K | – | -0.00 | |
| RFR USD SOFR/3.95120 09/01/23-7Y* LCH | Derivative-interest rate | US | $-1M | – | -0.01 | |
| RFR USD SOFR/3.98758 09/01/23-4Y* LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFR USD SOFR/3.98808 09/01/23-4Y* LCH | Derivative-interest rate | US | $-4M | – | -0.03 | |
| RFR USD SOFR/4.00000 03/20/24-30Y LCH | Derivative-interest rate | US | $-2M | – | -0.02 | |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | Derivative-interest rate | US | $16M | – | 0.11 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $519K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $587K | – | 0.00 | |
| RFR USD SOFR/4.15859 06/01/23-2Y* LCH | Derivative-interest rate | US | $8M | – | 0.05 | |
| RFR USD SOFR/4.22800 08/30/24-1Y LCH | Derivative-interest rate | US | $1M | – | 0.01 | |
| RFR USD SOFR/4.25000 12/20/23-2Y LCH | Derivative-interest rate | US | $22M | – | 0.15 | |
| RFR USD SOFR/4.75000 06/24/24-1Y LCH | Derivative-interest rate | US | $3M | – | 0.02 | |
| RFRF USD SF+26.161/1.249 08/31/21-3Y LCH | Derivative-interest rate | US | $1M | – | 0.01 | |
| RFRF USD SF+26.161/1.298 08/25/21-3Y LCH | Derivative-interest rate | US | $1M | – | 0.01 | |
| RFRF USD SF+26.161/1.3* 09/17/23-1Y CME | Derivative-interest rate | US | $778K | – | 0.01 | |
| RIPON MORTGAGES PLC RIPON 1RA A 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $85M | – | 0.58 |
| RMAC SECURITIES PLC RMACS 2006 NS3X M1C REGS (RMAC SECURITIES PLC 2006-NS3X) | Long | ABS-mortgage backed security | GB | $68K | – | 0.00 |
| RMAC SECURITIES PLC RMACS 2006 NS4X A3A REGS (RMAC SECURITIES PLC 2006-NS4X) | Long | ABS-mortgage backed security | GB | $4M | – | 0.02 |
| RMAC SECURITIES PLC RMACS 2007 NS1X A2A REGS (RMAC SECURITIES PLC 2007-NS1X) | Long | ABS-mortgage backed security | GB | $1M | – | 0.01 |
| RMAC SECURITIES PLC RMACS 2007 NS1X A2B REGS (RMAC SECURITIES PLC 2007-NS1X) | Long | ABS-mortgage backed security | GB | $146K | – | 0.00 |
| ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A (ROCKFORD TOWER EUROPE CLO 2021-2 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $13M | – | 0.09 |
| ROMANIA NOTES 144A 09/28 5.5 (ROMANIA GOVT) | Long | Debt | RO | $10M | – | 0.07 |
| ROMANIA NOTES 144A 09/33 6.375 (ROMANIA GOVT) | Long | Debt | RO | $19M | – | 0.13 |
| ROMANIA SR UNSECURED 144A 02/34 3.75 (ROMANIA GOVT) | Long | Debt | RO | $12M | – | 0.08 |
| ROMANIA SR UNSECURED 144A 03/28 2.125 (ROMANIA GOVT) | Long | Debt | RO | $15M | – | 0.10 |
| ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT) | Long | Debt | RO | $14M | – | 0.10 |
| ROMANIA SR UNSECURED 144A 09/26 5 (ROMANIA GOVT) | Long | Debt | RO | $8M | – | 0.05 |
| ROMANIA SR UNSECURED 144A 09/29 6.625 (ROMANIA GOVT) | Long | Debt | RO | $15M | – | 0.10 |
| ROMANIA SR UNSECURED REGS 01/32 2 (ROMANIA GOVT) | Long | Debt | RO | $1M | – | 0.01 |
| ROMANIA SR UNSECURED REGS 07/31 2.124 (ROMANIA GOVT) | Long | Debt | RO | $691K | – | 0.00 |
| ROMANIA UNSECURED 144A 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $1M | – | 0.01 |
| ROMANIA UNSECURED 144A 04/41 2.75 (ROMANIA GOVT) | Long | Debt | RO | $3M | – | 0.02 |
| ROMANIA UNSECURED 144A 04/42 2.875 (ROMANIA GOVT) | Long | Debt | RO | $12M | – | 0.09 |
| ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT) | Long | Debt | RO | $11M | – | 0.07 |
| ROMANIA UNSECURED 144A 12/29 1.375 (ROMANIA GOVT) | Long | Debt | RO | $8M | – | 0.06 |
| ROMANIA UNSECURED 144A 12/40 2.625 (ROMANIA GOVT) | Long | Debt | RO | $5M | – | 0.04 |
| ROMARK CLO LTD RMRK 2017 1A A1R 144A (ROMARK CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.08 |
| ROYAL BANK OF CANADA COVERED 144A 12/26 4.851 | Long | Debt | CA | $24M | – | 0.16 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | Long | Debt | KY | $9M | – | 0.06 |
| SANTANDER HOLDINGS USA SR UNSECURED 05/27 VAR (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $18M | – | 0.13 |
| SANTANDER UK PLC COVERED 144A 02/27 VAR | Long | Debt | GB | $46M | – | 0.32 |
| SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/30 2.25 (SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)) | Long | Debt | SA | $1M | – | 0.01 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $32M | – | 0.22 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $51M | – | 0.35 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/34 5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $53M | – | 0.36 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/53 5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $882K | – | 0.01 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875 (SAUDI ARABIA GOVT) | Long | Debt | SA | $34M | – | 0.23 |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25 (SAUDI ARABIA GOVT) | Long | Debt | SA | $4M | – | 0.03 |
| SAXON ASSET SECURITIES TRUST SAST 2007 4 A2 144A (SAXON ASSET SECURITIES TRUST 2007-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2B (SEC ASSET BACKED REC LLC 2006-FR4) | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 BR5 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2005 4 2A1 (SEQUOIA MORTGAGE TRUST 2005-4) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2006 1 1A1A (SEQUOIA MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $673K | – | 0.00 |
| SHAMROCK RESIDENTIAL SROCK 2022 1 A REGS (SHAMROCK RESIDENTIAL 2022-1 DAC 22-1) | Long | ABS-mortgage backed security | IE | $2M | – | 0.01 |
| SILVER ROCK CLO LTD SLVRK 2020 1A AR 144A (SILVER ROCK CLO LTD 2020-1A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.08 |
| SINGAPORE GOVERNMENT BONDS 08/36 2.25 (SINGAPORE GOVT) | Long | Debt | SG | $26M | – | 0.18 |
| SINGAPORE GOVERNMENT SR UNSECURED 10/51 1.875 (SINGAPORE GOVT) | Long | Debt | SG | $875K | – | 0.01 |
| SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25 (SINGAPORE GOVT) | Long | Debt | SG | $91M | – | 0.62 |
| SMALL BUSINESS ADMINISTRATION SBAP 2005 20D 1 (SMALL BUSINESS ADMIN PART CERT 2005-20D) | Long | ABS-other | US | $1K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $14M | – | 0.09 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $2M | – | 0.01 |
| SOCIETE GENERALE 144A 01/33 VAR | Long | Debt | FR | $6M | – | 0.04 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-68K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-81K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-86K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-113K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-17K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-108K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $1M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $1M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $852K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $343K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $269K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $196K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $92K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $46K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $14K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $427K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $2M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $1M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $422K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $405K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $280K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $273K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $234K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $219K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $36K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $9K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $3M | – | 0.02 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $13K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-361.91 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240703 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-489K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-51K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-70K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-247K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-1M | – | -0.01 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $80K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $26K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $-7.88 | – | -0.00 | |
| SOLD CNH BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $129K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240708 | Derivative-foreign exchange | CN | $20K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240710 | Derivative-foreign exchange | CN | $73K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240710 | Derivative-foreign exchange | CN | $9K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240712 | Derivative-foreign exchange | CN | $15K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $2M | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $2M | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $1M | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $412K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $241K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $81K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $18K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $6K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $796.88 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $1M | – | 0.01 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $410K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $16K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $75.28 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241210 | Derivative-foreign exchange | CN | $133K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241210 | Derivative-foreign exchange | CN | $58K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250116 | Derivative-foreign exchange | CN | $75K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250218 | Derivative-foreign exchange | CN | $24K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $596K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $487K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $239K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $24K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $12K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $10K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $207K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240806 | Derivative-foreign exchange | CN | $-3.39 | – | – | |
| SOLD COP BOUGHT USD 20240712 | Derivative-foreign exchange | CO | $247K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240815 | Derivative-foreign exchange | CO | $416K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $239K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $238K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $181K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $155K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $99K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $6K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $484.79 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $515K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $405K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $1K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-8.69 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-12K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-26K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20241001 | Derivative-foreign exchange | DK | $593K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20241001 | Derivative-foreign exchange | DK | $486K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20241001 | Derivative-foreign exchange | DK | $72K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $499K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $15M | – | 0.10 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $417K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $400K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $199K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $167K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $98K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $-47K | – | -0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-2M | – | -0.01 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $5M | – | 0.04 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $255K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $1M | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $126K | – | 0.00 | |
| SOLD HUF BOUGHT USD 20240719 | Derivative-foreign exchange | HU | $-49.85 | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240708 | Derivative-foreign exchange | ID | $291.68 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240725 | Derivative-foreign exchange | ID | $-4K | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240725 | Derivative-foreign exchange | ID | $-13K | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $165.66 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $-49K | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $-260K | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-391.95 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $624K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-16.23 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-193.78 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-348.71 | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $12M | – | 0.08 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $7M | – | 0.05 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $2M | – | 0.01 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $228K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $3M | – | 0.02 | |
| SOLD JPY BOUGHT USD 20240924 | Derivative-foreign exchange | JP | $3M | – | 0.02 | |
| SOLD JPY BOUGHT USD 20240930 | Derivative-foreign exchange | JP | $-342K | – | -0.00 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $12M | – | 0.08 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $11M | – | 0.07 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $7M | – | 0.05 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $6M | – | 0.04 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $5M | – | 0.03 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $5M | – | 0.03 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $5M | – | 0.03 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $5M | – | 0.03 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $3M | – | 0.02 | |
| SOLD JPY BOUGHT USD 20250421 | Derivative-foreign exchange | JP | $3M | – | 0.02 | |
| SOLD JPY BOUGHT USD 20250421 | Derivative-foreign exchange | JP | $2M | – | 0.01 | |
| SOLD JPY BOUGHT USD 20250520 | Derivative-foreign exchange | JP | $2M | – | 0.01 | |
| SOLD JPY BOUGHT USD 20250620 | Derivative-foreign exchange | JP | $469K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20260105 | Derivative-foreign exchange | JP | $5M | – | 0.03 | |
| SOLD JPY BOUGHT USD 20260105 | Derivative-foreign exchange | JP | $2M | – | 0.01 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $223.79 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $186.18 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $32.13 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $27.88 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $999K | – | 0.01 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $977K | – | 0.01 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $448K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $397K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $325K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $190K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $6K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $5K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-57K | – | -0.00 | |
| SOLD KWD BOUGHT USD 20290502 | Derivative-foreign exchange | $270K | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290503 | Derivative-foreign exchange | $270K | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290507 | Derivative-foreign exchange | $270K | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290508 | Derivative-foreign exchange | $191K | – | 0.00 | ||
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-53K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-82K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-33K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-57K | – | -0.00 | |
| SOLD MYR BOUGHT USD 20240717 | Derivative-foreign exchange | MY | $8K | – | 0.00 | |
| SOLD MYR BOUGHT USD 20240717 | Derivative-foreign exchange | MY | $3K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $3K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $621.14 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $55K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $37K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $21K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $17K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240705 | Derivative-foreign exchange | PE | $328K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240730 | Derivative-foreign exchange | PE | $112K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $756.19 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $86.87 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $86.49 | – | 0.00 | |
| SOLD RON BOUGHT USD 20240719 | Derivative-foreign exchange | RO | $2K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $1M | – | 0.01 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $85K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $-26K | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $481K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $362K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $149K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $47K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $36K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-139K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $3K | – | 0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $211.05 | – | 0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $-6.61 | – | – | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $162K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $147K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $125K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $115K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $107K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $102K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $90K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $90K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $87K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $51K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $49K | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-540.44 | – | -0.00 | |
| SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A (SOUND POINT CLO IX LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.11 |
| SOUND POINT CLO LTD SNDPT 2018 1A A 144A (SOUND POINT CLO XIX LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| SOUND POINT CLO LTD SNDPT 2019 2A AR 144A (SOUND POINT CLO XXIII 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.05 |
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A (SOUND POINT CLO XXVIII LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.06 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A4 (SOUNDVIEW HOME EQUITY LN TR 2006-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A (SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2 (SOUNDVIEW HOME EQUITY LOAN TR 2006-WF2) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| SOUTH KOREA GOVT AS BP GST | Derivative-credit | US | $-867K | – | -0.01 | |
| SOUTH KOREA GOVT AS BP MYC | Derivative-credit | US | $-873K | – | -0.01 | |
| STANDARD CHARTERED PLC 01/28 1 | Long | Debt | GB | $10M | – | 0.07 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 02/28 VAR | Long | Debt | GB | $14M | – | 0.10 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR | Long | Debt | GB | $18M | – | 0.12 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/34 VAR | Long | Debt | GB | $6M | – | 0.04 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $12M | – | 0.08 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.15 |
| STATE OF ISRAEL SR UNSECURED 01/33 4.5 (ISRAEL GOVT) | Long | Debt | IL | $10M | – | 0.07 |
| STATE OF ISRAEL SR UNSECURED 03/29 5.375 (ISRAEL GOVT) | Long | Debt | IL | $19M | – | 0.13 |
| STATE OF ISRAEL SR UNSECURED 03/34 5.5 (ISRAEL GOVT) | Long | Debt | IL | $21M | – | 0.14 |
| STATE OF ISRAEL SR UNSECURED 03/54 5.75 (ISRAEL GOVT) | Long | Debt | IL | $21M | – | 0.14 |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A (STRATTON MORTGAGE FUNDING 2024-2 PLC 24-2A) | Long | ABS-mortgage backed security | GB | $9M | – | 0.06 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-4) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2 (STRUCTURED ADJ RATE MTGE LOAN 2006-8) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC7 1A2 (STRUCTURED ASSET INVEST LN TR 2003-BC7) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A1 (STRUCTURED ASSET MORTGAGE INV 2005-AR4) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR4) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 2A2 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A11 (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $603K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR4 A3 (STRUCTURED ASSET MTG INV INC 2007-AR4) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR6 A1 (STRUCTURED ASSET MTGE INVEST 2007-AR6) | Long | ABS-mortgage backed security | US | $577K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2 (STRUCTURED ASSET SECURITIES CORP 2006-BC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A5 (STRUCTURED ASSET SECURITIES CORP 2006-BC5) | Long | ABS-mortgage backed security | US | $17M | – | 0.11 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A (STRUCTURED ASSET SEC CORP 2006-RF1) | Long | ABS-mortgage backed security | US | $664K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A (STRUCTURED ASSET SEC CORP 2006-RF4) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 1A3 (STRUCTURED ASSET SECURITIES CO-2007-BC3) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/27 5.2 (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $4M | – | 0.03 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/29 5.2 (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $17M | – | 0.11 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.10 |
| TELECOM SERBIA EUR TERM LOAN A (TELECOMMUNICATIONS COMPANY TELEKOM SRBIJA AKCIONARSKO DRUSTVO BELGRADE) | Long | Loan | LU | $21M | – | 0.14 |
| TER FINANCE LTD JERSEY SECURED 144A 01/25 0.00000 (TER FINANCE (JERSEY) LIMITED) | Long | Debt | JE | $4M | – | 0.03 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $9M | – | 0.06 |
| THORNBURG MORTGAGE SECURITIES TMST 2003 5 1A (THORNBURG MORTGAGE SECURITIES TR 2003-5) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 1 A2B (THORNBURG MORTGAGE SECURITIES TR 2007-1) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 2 A1 (THORNBURG MORTGAGE SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 2 A2A (THORNBURG MORTGAGE SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 2 A3A (THORNBURG MORTGAGE SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 2A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 4A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $145.96 | – | 0.00 |
| TOKYO METROPOLITAN GOVT SR UNSECURED 144A 07/25 0.75 (METROPOLIS OF TOKYO JAPAN) | Long | Debt | JP | $43M | – | 0.30 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $30M | – | 0.21 |
| 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 | $30M | – | 0.21 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $41M | – | 0.28 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $10M | – | 0.07 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A (TOWD POINT MORTGAGE TRUST 2020-2) | Long | ABS-mortgage backed security | US | $13M | – | 0.09 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $303K | – | 0.00 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.01 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.01 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $363K | – | 0.00 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.01 |
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A (TRINITAS CLO XII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.10 |
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A (TRINITAS CLO LTD 2020-14A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.07 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $33M | – | 0.22 |
| TRS SOFRINDX/IBOXIG INDX 09/20/24 JPM | Derivative-credit | US | $-498K | – | -0.00 | |
| TRS SOFRINDX/IBOXIG INDX 12/20/24 BPS | Derivative-credit | US | $2M | – | 0.01 | |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $143M | – | 0.98 |
| TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT) | Long | Debt | US | $28M | – | 0.19 |
| TSY INFL IX N/B 01/27 2.375 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.04 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $84M | – | 0.57 |
| TSY INFL IX N/B 01/29 2.5 (UNITED STATES GOVT) | Long | Debt | US | $37M | – | 0.26 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $44M | – | 0.30 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $93M | – | 0.64 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $97M | – | 0.66 |
| TSY INFL IX N/B 04/29 3.875 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 0.11 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $47M | – | 0.32 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $31M | – | 0.21 |
| UBS AG STAMFORD CT SR UNSECURED 07/27 5 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $4M | – | 0.03 |
| UBS GROUP AG SR UNSECURED 04/26 4.55 | Long | Debt | CH | $3M | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 01/28 4.282 | Long | Debt | CH | $863K | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 01/29 VAR | Long | Debt | CH | $7M | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 02/30 VAR | Long | Debt | CH | $7M | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 02/35 VAR | Long | Debt | CH | $2M | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $17M | – | 0.11 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $4M | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | Long | Debt | CH | $16M | – | 0.11 |
| UBS GROUP AG SR UNSECURED 144A 08/28 VAR | Long | Debt | CH | $5M | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $64M | – | 0.44 |
| UBS GROUP AG SR UNSECURED 144A 09/30 VAR | Long | Debt | CH | $12M | – | 0.08 |
| UBS GROUP AG SR UNSECURED REGS 01/26 VAR | Long | Debt | CH | $12M | – | 0.08 |
| UNITED KINGDOM GILT BONDS REGS 01/49 1.75 (UNITED KINGDOM GOVT) | Long | Debt | GB | $21M | – | 0.14 |
| UNITED KINGDOM GILT BONDS REGS 06/28 4.5 (UNITED KINGDOM GOVT) | Long | Debt | GB | $32M | – | 0.22 |
| UNITED KINGDOM GILT BONDS REGS 07/51 1.25 (UNITED KINGDOM GOVT) | Long | Debt | GB | $29M | – | 0.20 |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 (UNITED KINGDOM GOVT) | Long | Debt | GB | $19M | – | 0.13 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $56M | – | 0.39 |
| UNITED KINGDOM GILT BONDS REGS 10/50 0.625 (UNITED KINGDOM GOVT) | Long | Debt | GB | $20M | – | 0.13 |
| UNITED KINGDOM GILT BONDS REGS 12/40 4.25 (UNITED KINGDOM GOVT) | Long | Debt | GB | $50M | – | 0.34 |
| UNITED MEXICAN STATES SR UNSECURED 04/51 5 (MEXICO GOVT) | Long | Debt | MX | $5M | – | 0.03 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A (UNITED WHOLESALE MORTGAGE LLC 2021-INV5) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-3M | – | -0.02 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-2M | – | -0.01 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-651K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-7M | – | -0.05 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-2M | – | -0.02 | |
| US TREASURY N/B 02/28 4 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.07 |
| US TREASURY N/B 02/33 3.5 (UNITED STATES GOVT) | Long | Debt | US | $26M | – | 0.18 |
| US TREASURY N/B 02/34 4 (UNITED STATES GOVT) | Long | Debt | US | $87M | – | 0.59 |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.07 |
| US TREASURY N/B 02/54 4.25 (UNITED STATES GOVT) | Long | Debt | US | $42M | – | 0.29 |
| US TREASURY N/B 04/25 2.875 (UNITED STATES GOVT) | Long | Debt | US | $129M | – | 0.88 |
| US TREASURY N/B 05/54 4.625 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.02 |
| US TREASURY N/B 11/33 4.5 (UNITED STATES GOVT) | Long | Debt | US | $134M | – | 0.92 |
| US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT) | Long | Debt | US | $105M | – | 0.72 |
| US TREASURY N/B 11/50 1.625 (UNITED STATES GOVT) | Long | Debt | US | $876K | – | 0.01 |
| US TREASURY N/B 11/52 4 (UNITED STATES GOVT) | Long | Debt | US | $273K | – | 0.00 |
| US TREASURY N/B 11/53 4.75 (UNITED STATES GOVT) | Long | Debt | US | $64M | – | 0.44 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-33K | – | -0.00 | |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $14K | – | 0.00 |
| VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| VENTURE CDO LTD VENTR 2017 28A A2R 144A (VENTURE XXVIII CLO LTD 2017-28A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.09 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $10M | – | 0.07 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| VIBRANT CLO LTD VIBR 2019 11A A1R1 144A (VIBRANT CLO XI LTD 2019-11A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.06 |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A (ING INVESTMENT MANAGEMENT CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.04 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A4 (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A (WASHINGTON MUTUAL 2002 AR2) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR5 A7 (WASHINGTON MUTUAL 2003-AR5) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A4 (WASHINGTON MUTUAL 2005-AR12) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| 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 AR16 1A3 (WASHINGTON MUTUAL 2005-AR16) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR4 A5 (WASHINGTON MUTUAL 2005-AR4) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 2A1 (WASHINGTON MUTUAL 2006-AR10) | Long | ABS-mortgage backed security | US | $969K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 3A3 (WASHINGTON MUTUAL 2006-AR10) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $400K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $654K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A (WASHINGTON MUTUAL 2006-AR5) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $28M | – | 0.19 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $8M | – | 0.05 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A C 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $4M | – | 0.03 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A D 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $2M | – | 0.02 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A E 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $2M | – | 0.02 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $5M | – | 0.04 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A RRC 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $366K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR5 3A (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR5) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR6 1A (WASHINGTON MUTUAL MTGE P/T 2006-AR6) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A1 (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA5 A1B (WASHINGTON MUTUAL MTGE P/T 2007-OA5) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2015 1A AR4 144A (WELLFLEET CLO LTD 2015-1) | Long | ABS-collateralized bond/debt obligation | KY | $113K | – | 0.00 |
| WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $16M | – | 0.11 |
| WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $15M | – | 0.10 |
| WELLS FARGO + COMPANY SR UNSECURED 04/34 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $20M | – | 0.14 |
| WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.05 |
| WELLS FARGO + COMPANY SR UNSECURED 07/33 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $10M | – | 0.07 |
| WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $14M | – | 0.10 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL A 144A (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL) | Long | ABS-mortgage backed security | US | $17M | – | 0.12 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2006 3 M1 (WELLS FARGO HOME EQUITY TRUST 2006-3) | Long | ABS-mortgage backed security | US | $14M | – | 0.10 |
| WIND RIVER CLO LTD WINDR 2014 2A AR 144A (WIND RIVER CLO LTD 2014-2A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.07 |
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.