PIMCOFUNDS > PIMCO Funds
PIMCO Low Duration Fund
$6.02B
Avg Monthly Net Assets
$8.28B
Total Assets
$2.71B
Total Liabilities
$5.57B
Net Assets
PIMCO Low Duration Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has eight share classes
and monthly net assets of $6.02B.
On August 28th, 2024 it reported 984 holdings, the largest
being UNITED STATES GOVT (10.4%), PIMCO FUNDS (4.1%) and UNITED STATES GOVT (3.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026576 | PLDAX | |
| Class A | C000026577 | PTLAX | |
| Class C | C000026579 | PTLCX | |
| Class C-2 | C000222833 | PLCCX | |
| Class I-2 | C000064143 | PLDPX | |
| Class I-3 | C000200445 | PTLNX | |
| Class R | C000026581 | PLDRX | |
| Institutional | C000026575 | PTLDX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 A1A2 144A (1211 AVENUE OF THE AMERICAS TRUST 2015-1211) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P A 144A (280 PARK AVENUE 2017-280P MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $10M | – | 0.18 |
| 317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708 | Derivative-interest rate | US | $930K | – | 0.02 | |
| 317U4VJA8 PIMCO SWAPTION 5.0 PUT USD 20241010 | Derivative-interest rate | US | $166K | – | 0.00 | |
| 317U50RA6 PIMCO SWAPTION 4.75 PUT USD 20241031 | Derivative-interest rate | US | $257K | – | 0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 | Derivative-interest rate | US | $170K | – | 0.00 | |
| 317U65QA5 PIMCO SWAPTION 2.4675 CALL EUR 20241 | Derivative-interest rate | US | $-156K | – | -0.00 | |
| 317U65ZA5 PIMCO SWAPTION 2.92 CALL EUR 2024120 | Derivative-interest rate | US | $130K | – | 0.00 | |
| 317U66AA0 PIMCO SWAPTION 2.44 CALL EUR 2024120 | Derivative-interest rate | US | $-112K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-31K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U66VA7 PIMCO SWAPTION 2.84 CALL EUR 2024120 | Derivative-interest rate | US | $133K | – | 0.00 | |
| 317U66ZA3 PIMCO SWAPTION 2.3625 CALL EUR 20241 | Derivative-interest rate | US | $-112K | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U69GA8 PIMCO SWAPTION 2.9 CALL EUR 20241209 | Derivative-interest rate | US | $18K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-21K | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 | Derivative-interest rate | US | $45K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 | Derivative-interest rate | US | $-39K | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6BHA2 PIMCO SWAPTION 2.9 CALL EUR 20241213 | Derivative-interest rate | US | $92K | – | 0.00 | |
| 317U6BIA1 PIMCO SWAPTION 2.425 CALL EUR 202412 | Derivative-interest rate | US | $-75K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-58K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-490.21 | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-620.72 | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-60K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-39K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-22K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-22K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-35K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| ABBVIE INC SR UNSECURED 03/27 4.8 | Long | Debt | US | $16M | – | 0.29 |
| ABN AMRO BANK NV 144A 10/26 VAR | Long | Debt | NL | $5M | – | 0.10 |
| ABN AMRO MORTGAGE CORP AMAC 2003 13 A3 (ABN AMRO MORTGAGE GROUP 2003-13) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/29 5.375 (ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC) | Long | Debt | AE | $4M | – | 0.07 |
| AES CORP DISC COML PAPER 07/24 ZCP (AES CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| AES CORP/THE SR UNSECURED 01/26 1.375 (AES CORPORATION) | Long | Debt | US | $21M | – | 0.38 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $9M | – | 0.17 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $6M | – | 0.10 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $5M | – | 0.09 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $4M | – | 0.08 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $2M | – | 0.04 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $599K | – | 0.01 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2005 1 3A11 (AMERICAN HOME MTGE ASSETS 2005-1) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| AMERICAN HONDA FINANCE SR UNSECURED 01/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $13M | – | 0.23 |
| AMGEN INC SR UNSECURED 03/25 5.25 | Long | Debt | US | $17M | – | 0.31 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2016 9A AR2 144A (ANCHORAGE CAPITAL CLO LTD 2016-9A) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.40 |
| ANGEL OAK MORTGAGE TRUST AOMT 2021 8 A1 144A (ANGEL OAK MORTGAGE TRUST 2021-8) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| APIDOS CLO LTD APID 2013 15A A1RR 144A (APIDOS CLO XV 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| APIDOS CLO LTD APID 2017 26A A1AR 144A (APIDOS CLO XXVI LLC 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.11 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.10 |
| AREIT CRE TRUST AREIT 2022 CRE6 A 144A (AREIT TRUST 2022-CRE6) | Long | ABS-mortgage backed security | KY | $19M | – | 0.34 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A (ASHFORD HOSPITALITY TRUST 2018-ASHF) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ASIAN DEVELOPMENT BANK SR UNSECURED 01/25 6.55 | Long | Debt | $14M | – | 0.26 | |
| ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1 (ASSET BACKED SEC CORP HEQ LN 2001-HE2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR | Long | Debt | US | $9M | – | 0.16 |
| ATLAS STATIC SENIOR LOAN FUND ATSTC 2022 1A AR 144A (ATSTC 2022-1A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.15 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A (ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM) | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A (ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| AUSTIN FAIRMONT HOTEL TRUST AFHT 2019 FAIR A 144A (AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| AVANGRID INC SR UNSECURED 12/24 3.15 (AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)) | Long | Debt | US | $791K | – | 0.01 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $4M | – | 0.07 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $992K | – | 0.02 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2003 8 1CB1 (BANC OF AMERICA ALTERNATIVE LOAN TRUST 2003-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 5 1A11 (BANC OF AMERICA FUNDING CORP 2005-5) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 (BANC OF AMERICA FUNDING CORP 2005-D) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1 (BANC OF AMERICA FUNDING CORP 2006-A) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BHP3 A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BHP3) | Long | ABS-mortgage backed security | US | $500K | – | 0.01 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A4 (BANK OF AMERICA MTGE SEC 2003-D) | Long | ABS-mortgage backed security | US | $64.97 | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 A 2A2 (BANK OF AMERICA MTGE SECURITIES 2005-A) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 H 2A5 (BANK OF AMERICA MTGE SEC 2005-H) | Long | ABS-mortgage backed security | US | $869K | – | 0.02 |
| BANCO SANTANDER SA SR UNSECURED 03/25 3.496 | Long | Debt | ES | $23M | – | 0.41 |
| BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A (BANK OF AMERICA AUTO TRUST 2023-1A) | Long | ABS-other | US | $5M | – | 0.09 |
| BANK OF AMERICA CORP SR UNSECURED REGS 09/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $13M | – | 0.22 |
| BANK OF NOVA SCOTIA SR UNSECURED 06/25 5.45 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $10M | – | 0.19 |
| BARCLAYS PLC SR UNSECURED 08/26 5.304 | Long | Debt | GB | $8M | – | 0.14 |
| BARCLAYS PLC SR UNSECURED 11/26 VAR | Long | Debt | GB | $14M | – | 0.25 |
| BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A (BABSON CLO LTD 2016-2A) | Long | ABS-collateralized bond/debt obligation | KY | $666K | – | 0.01 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125 | Long | Debt | US | $607K | – | 0.01 |
| BCP TRUST BCP 2021 330N A 144A (BCP TRUST 2021-330N) | Long | ABS-mortgage backed security | US | $374K | – | 0.01 |
| BDS LTD BDS 2021 FL10 A 144A (BDS 2021-FL10 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.37 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1 (BEAR STEARNS ADJUST RT MTGE TR 2000-) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 1A2 (BEAR STEARNS ADJ RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 22A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $786.04 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 4 3A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 6 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2005-6) | Long | ABS-mortgage backed security | US | $404K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 4 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2006-4) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 9 6A1 (BEAR STEARNS ALT-A TRUST 2004-9) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 3 4A3 (BEAR STEARNS ALT-A TR 2005-3) | Long | ABS-mortgage backed security | US | $832K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $533K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 2 M1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| 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 | $14M | – | 0.25 |
| BLACK DIAMOND CLO BLACK 2017 2A A1 144A (BLACK DIAMOND CLO 2017-2 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.05 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 22A A1 144A (BLUEMOUNTAIN CLO XXII LTD 2018-22A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.12 |
| BMW VEHICLE LEASE TRUST BMWLT 2024 1 A2B (BMW VEHICLE LEASE TRUST 2024-1) | Long | ABS-other | US | $4M | – | 0.07 |
| BNPP IP EURO CLO BNPAM 2018 1A AR 144A (BNPAM-2018-1A) | Long | ABS-collateralized bond/debt obligation | IE | $321K | – | 0.01 |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-108K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-134K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-496K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-500K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-512K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-616K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-916K | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-969K | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2M | – | -0.04 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-358K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-563K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20241002 | Derivative-foreign exchange | BR | $-157K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $11K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-5K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-6K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $840.58 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $384.69 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-33K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-4K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-30K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-30K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-397K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-39K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-5K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-7K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-1K | – | -0.00 | |
| BPCE SA 144A 10/27 VAR | Long | Debt | FR | $21M | – | 0.37 |
| BROADCOM INC 2023 TERM LOAN A2 | Long | Loan | US | $6M | – | 0.10 |
| BSPDF 2021 FL1 ISSUER LTD BSPDF 2021 FL1 A 144A (BSPDF 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.12 |
| BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A (BSPRT 2022-FL9 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.40 |
| CAMDEN PROPERTY TRUST SR UNSECURED 09/24 3.5 | Long | Debt | US | $199K | – | 0.00 |
| CAMPBELL SOUP CO SR UNSECURED 03/26 5.3 (CAMPBELL SOUP COMPANY) | Long | Debt | US | $11M | – | 0.20 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/29 VAR | Long | Debt | BM | $7M | – | 0.13 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 03/26 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $24M | – | 0.43 |
| CAPITAL ONE MULTI ASSET EXECUT COMET 2017 A5 A5 (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2017-A5) | Long | ABS-mortgage backed security | US | $19M | – | 0.35 |
| CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A3 A (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A3) | Long | ABS-mortgage backed security | US | $24M | – | 0.43 |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A (CARLYLE EURO CLO 2019-2 DAC 19-2A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.17 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.22 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A) | Long | ABS-collateralized bond/debt obligation | IE | $247K | – | 0.00 |
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A (CARMAX AUTO OWNER TRUST 2024-2) | Long | ABS-other | US | $3M | – | 0.06 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $11M | – | 0.21 |
| CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A (CATAMARAN CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| CENTEX HOME EQUITY CXHE 2004 D MV1 (CENTEX HOME EQUITY 2004-D) | Long | ABS-mortgage backed security | US | $895K | – | 0.02 |
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A2 144A (CHASE AUTO OWNER TRUST 2024-2A) | Long | ABS-other | US | $4M | – | 0.07 |
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A (CHESAPEAKE FUNDING II LLC 2024-1A) | Long | ABS-other | US | $1M | – | 0.02 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A (CHEVY CHASE MTGE FUNDING CORP 2004-1A) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.24 |
| CIFC FUNDING LTD CIFC 2018 3A A 144A (CIFC FUNDING 2018-III LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.07 |
| CITIBANK CREDIT CARD ISSUANCE CCCIT 2018 A5 A5 (CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A5) | Long | ABS-mortgage backed security | US | $13M | – | 0.23 |
| CITIBANK NA SR UNSECURED 04/26 5.438 | Long | Debt | US | $14M | – | 0.25 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A (CITIGROUP MORTGAGE LOAN TR 2004-HYB2) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR2 1A2 (CITIGROUP MTGE LOAN TR INC 2006-AR2) | Long | ABS-mortgage backed security | US | $647K | – | 0.01 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $32M | – | 0.58 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $7M | – | 0.12 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $904K | – | 0.02 |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-7K | – | -0.00 | |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-14K | – | -0.00 | |
| COLOMBIA LA SP BRC | Derivative-credit | US | $-2K | – | -0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $-6K | – | -0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $-9K | – | -0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $-5K | – | -0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $-7K | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-45K | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-133K | – | -0.00 | |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $10M | – | 0.18 |
| COMM MORTGAGE TRUST COMM 2019 521F A 144A (COMM 2019-521F MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| COMM MORTGAGE TRUST COMM 2021 2400 A 144A (COMM 2021-2400 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $18M | – | 0.33 |
| COMMONSPIRIT HEALTH SR SECURED 10/25 1.547 | Long | Debt | US | $15M | – | 0.26 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $6M | – | 0.11 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $6M | – | 0.11 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $2M | – | 0.04 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $1M | – | 0.02 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $898K | – | 0.02 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $798K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $348K | – | 0.01 |
| CONSTELLATION EN GEN LLC SR UNSECURED 06/25 3.25 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $6M | – | 0.11 |
| CONSTELLATION ENERGY GENERATIO 07/24 ZCP (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $11M | – | 0.20 |
| CONTINENTAL RESOURCES COMPANY GUAR 144A 11/26 2.268 (CONTINENTAL RESOURCES INC) | Long | Debt | US | $1M | – | 0.02 |
| COOPERATIEVE RABOBANK UA 144A 09/26 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $10M | – | 0.18 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A2 (COUNTRYWIDE ALTERNATIVE LN TR 2006-14CB) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 1 M1 (COUNTRYWIDE ASSET-BACKED CERT 2004-1) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 4 M1 (COUNTRYWIDE ASSET-BACKED CERT 2004-4) | Long | ABS-mortgage backed security | US | $405K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC2 M1 (COUNTRYWIDE ASSET BACKED CERT 2006-BC2) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A (CQS US CLO 2022-2A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $10M | – | 0.17 |
| CREDIT AGRICOLE LONDON SR UNSECURED 144A 06/26 VAR (CREDIT AGRICOLE SA/LONDON BRANCH) | Long | Debt | FR | $17M | – | 0.30 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR24 2A4 (CS FIRST BOSTON MTGE SEC CORP 2003-AR24) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| CREDIT SUISSE SCHWEIZ AG COVERED REGS 12/25 3.39 (UBS SWITZERLAND AG) | Long | Debt | CH | $9M | – | 0.16 |
| CRH AMERICA INC COMPANY GUAR 144A 05/25 3.875 | Long | Debt | US | $3M | – | 0.05 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $18M | – | 0.32 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $9M | – | 0.17 |
| CRSNT TRUST CRSNT 2021 MOON A 144A (CRSNT TRUST 2021-MOON) | Long | ABS-mortgage backed security | US | $25M | – | 0.45 |
| CSMCM TRUST CERTIFICATES CSMCM 2018 SP2 CERT 144A (CSMCM TRUST 2018-SP2) | Long | ABS-mortgage backed security | US | $16M | – | 0.28 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/24 VAR (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $23M | – | 0.41 |
| DALLAS FORT WORTH TX INTERNATI DALAPT 11/24 FIXED 1.229 (DALLAS FORT WORTH INTERNATIONAL AIRPORT) | Long | Debt | US | $1M | – | 0.02 |
| DANSKE BANK A/S 144A 03/28 VAR | Long | Debt | DK | $8M | – | 0.14 |
| DANSKE BANK A/S 144A 09/26 VAR | Long | Debt | DK | $475K | – | 0.01 |
| DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A (DBGS 2021-W52 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR3 2A5 (DEUTSCHE ALT-A SEC INC MTGE LO 2007-AR3) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $24M | – | 0.43 |
| DEUTSCHE BANK NY 11/27 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $19M | – | 0.34 |
| DEUTSCHE BANK REPO REPO | Long | Repurchase agreement | US | $28M | – | 0.51 |
| DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A (DROP MORTGAGE TRUST 2021-FILE) | Long | ABS-mortgage backed security | US | $22M | – | 0.40 |
| DRYDEN SENIOR LOAN FUND DRSLF 2014 36A AR3 144A (DRYDEN 36 SENIOR LOAN FUND 2014-36A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.24 |
| EMF NL BV EMFNL 2008 APRX A3 REGS (EMF-NL BV 2008-APRX) | Long | ABS-mortgage backed security | NL | $3M | – | 0.05 |
| ENBRIDGE INC SNR S* ICE | Derivative-credit | US | $103K | – | 0.00 | |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $3M | – | 0.05 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $12M | – | 0.21 |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/25 4.5 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $19M | – | 0.35 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $5M | – | 0.10 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $3M | – | 0.05 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $3M | – | 0.05 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $249K | – | 0.00 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A (ENTERPRISE FLEET FINANCING LLC 2022-3) | Long | ABS-other | US | $11M | – | 0.20 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A (ENTERPRISE FLEET FUNDING LLC 2022-4) | Long | ABS-other | US | $9M | – | 0.16 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 1 1A1 (EQUIFIRST MORTGAGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| EQUINIX INC SNR S* SP GST | Derivative-credit | US | $1M | – | 0.02 | |
| EQUINIX INC SR UNSECURED 11/24 2.625 | Long | Debt | US | $9M | – | 0.16 |
| EQUITABLE FINANCIAL LIFE SECURED 144A 08/24 0.8 (EQUITABLE FINANCIAL LIFE GLOBAL FUNDING) | Long | Debt | US | $398K | – | 0.01 |
| EUROSAIL PLC ESAIL 2007 4X A3 REGS (EUROSAIL-UK 2007-4BL PLC 4X) | Long | ABS-mortgage backed security | GB | $4M | – | 0.06 |
| EVERSOURCE ENERGY SR UNSECURED 08/25 0.8 | Long | Debt | US | $2M | – | 0.04 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 4A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $2M | – | 0.03 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 07/26 3.5 | Long | Debt | US | $7M | – | 0.12 |
| FANNIE MAE FNR 2001 29 Z (FANNIE MAE 2001-29) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FANNIE MAE FNR 2002 22 ZA (FANNIE MAE 2002-22) | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| FANNIE MAE FNR 2002 60 F1 (FANNIE MAE 2002-60) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2003 35 UN (FANNIE MAE 2003-35) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FANNIE MAE FNR 2004 37 FB (FANNIE MAE 2004-37) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FANNIE MAE FNR 2004 65 YA (FANNIE MAE 2004-65) | Long | ABS-mortgage backed security | US | $344K | – | 0.01 |
| FANNIE MAE FNR 2005 75 AF (FANNIE MAE-2005-75) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A1 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FANNIE MAE FNR 2006 129 FM (FANNIE MAE 2006-129) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2007 14 F (FANNIE MAE 2007-14) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE FNR 2007 20 FP (FANNIE MAE 2007-20) | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| FANNIE MAE FNR 2007 21 FC (FANNIE MAE 2007-21) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FANNIE MAE FNR 2007 64 FA (FANNIE MAE 2007-64) | Long | ABS-mortgage backed security | US | $490K | – | 0.01 |
| FANNIE MAE FNR 2007 65 KF (FANNIE MAE 2007-65) | Long | ABS-mortgage backed security | US | $377K | – | 0.01 |
| FANNIE MAE FNR 2007 68 FA (FANNIE MAE 2007-68) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FANNIE MAE FNR 2007 84 FN (FANNIE MAE 2007-84) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE FNR 2008 12 FA (FANNIE MAE 2008-12) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE FNR 2009 106 FA (FANNIE MAE 2009-106) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE FNR 2009 111 FC (FANNIE MAE 2009-111) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FANNIE MAE FNR 2009 87 FX (FANNIE MAE 2009-87) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FANNIE MAE FNR 2010 1 FT (FANNIE MAE 2010-1) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FANNIE MAE FNR 2010 117 FE (FANNIE MAE 2010-117) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2010 135 LF (FANNIE MAE 2010-135) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE FNR 2012 114 SB (FANNIE MAE REMICS 2012-114) | Long | ABS-mortgage backed security | US | $996K | – | 0.02 |
| FANNIE MAE FNR 2012 146 QA (FANNIE MAE REMICS 2012-146) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FANNIE MAE FNR 2012 84 SJ (FANNIE MAE REMICS 2012-84) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FANNIE MAE FNR 2013 39 MI (FANNIE MAE REMICS 2013-39) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FANNIE MAE FNR 2013 84 PS (FANNIE MAE REMICS 2013-84) | Long | ABS-mortgage backed security | US | $558K | – | 0.01 |
| FANNIE MAE FNR 2024 38 FA (FANNIE MAE REMICS 2024-38) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 (FANNIEMAE WHOLE LOAN 2003-W1) | Long | ABS-mortgage backed security | US | $529K | – | 0.01 |
| FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF (FANNIEMAE WHOLE LOAN 2004-W2) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FED HM LN PC POOL 1B2800 FH 03/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FED HM LN PC POOL 1B3413 FH 05/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL 1G0198 FH 04/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FED HM LN PC POOL 1G0205 FH 04/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FED HM LN PC POOL 1G0536 FH 04/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 1G1744 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FED HM LN PC POOL 1J1219 FH 10/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FED HM LN PC POOL 1Q0196 FH 02/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 786190 FH 07/27 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 786404 FH 10/27 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $396.68 | – | 0.00 |
| FED HM LN PC POOL C00358 FG 08/24 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5.44 | – | 0.00 |
| FED HM LN PC POOL C00373 FG 11/24 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21.67 | – | 0.00 |
| FED HM LN PC POOL C55740 FG 01/30 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $979.37 | – | 0.00 |
| FED HM LN PC POOL C65574 FG 04/32 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL C80297 FG 05/25 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL D58030 FG 12/24 FIXED 8 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $490.54 | – | 0.00 |
| FED HM LN PC POOL G00591 FG 12/24 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3.77 | – | 0.00 |
| FED HM LN PC POOL G00653 FG 11/25 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $457.08 | – | 0.00 |
| FED HM LN PC POOL G01183 FG 02/31 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22.77 | – | 0.00 |
| FED HM LN PC POOL G61040 FG 06/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| FED HM LN PC POOL Q46244 FG 02/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $627K | – | 0.01 |
| FED HM LN PC POOL QD8806 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FED HM LN PC POOL QD8810 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| FED HM LN PC POOL QD9433 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| FED HM LN PC POOL QD9434 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FED HM LN PC POOL QD9717 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FED HM LN PC POOL QE8561 FR 08/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| FED HM LN PC POOL QE8941 FR 09/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| FED HM LN PC POOL QF0706 FR 09/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $782K | – | 0.01 |
| FED HM LN PC POOL QF6790 FR 01/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL QF7047 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL QF7455 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL QF7609 FR 01/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL QF8169 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL QF8565 FR 03/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $867K | – | 0.02 |
| FED HM LN PC POOL QG0558 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FED HM LN PC POOL QG0977 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL QG2414 FR 04/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| FED HM LN PC POOL QG9295 FR 08/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FED HM LN PC POOL SD0883 FR 02/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL SD8244 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 0.43 |
| FED HM LN PC POOL SD8290 FR 01/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL SD8314 FR 04/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $394K | – | 0.01 |
| FED HM LN PC POOL SD8347 FR 08/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FED HM LN PC POOL SD8360 FR 09/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $916K | – | 0.02 |
| FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FED HM LN PC POOL SD8383 FR 12/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29M | – | 0.52 |
| FED HM LN PC POOL V83093 FG 04/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K730 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K730) | Long | ABS-mortgage backed security | US | $24M | – | 0.42 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1) | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KL3L ALNZ (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KL3L) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FHLMC STRUCTURED PASS THROUGH FSPC E3 A (FHLMC STRUCTURED P/T SECURITIES E3) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1 (FHLMC STRUCTURED PASS THRU SEC T-32) | Long | ABS-mortgage backed security | US | $349K | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 35 A (FHLMC STRUCTURED PASS THRU SEC T-35) | Long | ABS-mortgage backed security | US | $555K | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1 (FHLMC STRUCTURED PASS THRU SEC T-57) | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 (FHLMC STRUCTURED PASS THRU SEC T-61) | Long | ABS-mortgage backed security | US | $891K | – | 0.02 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF3 M1 (FIRST FRANKLIN MTG LN ABS CERT 2004-FF3) | Long | ABS-mortgage backed security | US | $813K | – | 0.01 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA3 A1 (FIRST HORIZON ALT MTGE SEC 2004-AA3) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA7 2A1 (FIRST HORIZON ALT MTGE SEC 2005-AA7) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FIRSTENERGY CORP SR UNSECURED 07/27 4.15 | Long | Debt | US | $288K | – | 0.01 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $1M | – | 0.03 |
| FNMA POOL 060679 FN 01/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 060680 FN 02/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $207.09 | – | 0.00 |
| FNMA POOL 190317 FN 08/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA POOL 190371 FN 07/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 253516 FN 11/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 254144 FN 11/31 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 255267 FN 06/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $923.77 | – | 0.00 |
| FNMA POOL 255459 FN 11/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 255810 FN 08/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 255884 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA POOL 255892 FN 09/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $823.86 | – | 0.00 |
| FNMA POOL 256045 FN 12/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $822.09 | – | 0.00 |
| FNMA POOL 256086 FN 12/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 256713 FN 05/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 256866 FN 08/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $433.78 | – | 0.00 |
| FNMA POOL 257101 FN 02/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 257132 FN 03/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 257203 FN 05/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 257238 FN 06/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 257281 FN 07/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 257536 FN 01/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 257774 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL 258338 FN 04/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL 303309 FN 04/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 313175 FN 11/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $398.82 | – | 0.00 |
| FNMA POOL 313221 FN 07/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $600.16 | – | 0.00 |
| FNMA POOL 323115 FN 11/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 323919 FN 08/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 535401 FN 07/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $197.12 | – | 0.00 |
| FNMA POOL 535428 FN 08/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18.79 | – | 0.00 |
| FNMA POOL 535597 FN 10/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $632.09 | – | 0.00 |
| FNMA POOL 536330 FN 04/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 544860 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 544861 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 545993 FN 11/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $420.98 | – | 0.00 |
| FNMA POOL 545998 FN 11/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 546990 FN 07/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $188.99 | – | 0.00 |
| FNMA POOL 548027 FN 08/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51.82 | – | 0.00 |
| FNMA POOL 555417 FN 05/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 559797 FN 10/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL 559821 FN 11/39 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA POOL 563869 FN 01/31 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $604.78 | – | 0.00 |
| FNMA POOL 591219 FN 08/31 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $826.46 | – | 0.00 |
| FNMA POOL 630252 FN 03/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 654952 FN 07/42 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 668556 FN 12/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 670337 FN 09/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA POOL 679708 FN 09/41 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 686323 FN 03/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $153.35 | – | 0.00 |
| FNMA POOL 722083 FN 07/33 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 725689 FN 08/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $273.45 | – | 0.00 |
| FNMA POOL 735207 FN 04/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 735362 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $549K | – | 0.01 |
| FNMA POOL 735503 FN 04/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $837.22 | – | 0.00 |
| FNMA POOL 735561 FN 04/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA POOL 735754 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNMA POOL 735813 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL 735861 FN 09/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 753275 FN 12/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL 754031 FN 12/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL 783403 FN 11/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA POOL 788586 FN 07/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122.98 | – | 0.00 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA POOL 797807 FN 04/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 799940 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL 804850 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $366K | – | 0.01 |
| FNMA POOL 813586 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 815195 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 817229 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA POOL 828982 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $524K | – | 0.01 |
| FNMA POOL 832803 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 834681 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FNMA POOL 835058 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 835288 FN 09/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL 836795 FN 11/35 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 839109 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 841772 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FNMA POOL 841978 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL 865420 FN 02/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 878095 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 878476 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 880423 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 890653 FN 01/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA POOL 895323 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 896541 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL 899862 FN 11/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $378.51 | – | 0.00 |
| FNMA POOL 900652 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 900883 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 901486 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $484.96 | – | 0.00 |
| FNMA POOL 902067 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 902486 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 902684 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $306.9 | – | 0.00 |
| FNMA POOL 902974 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 904568 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 905783 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL 905882 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL 906073 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 910434 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 912134 FN 03/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 919173 FN 05/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL 923913 FN 02/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 929192 FN 03/38 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL 929838 FN 08/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 937937 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 941341 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL 945766 FN 09/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 966879 FN 12/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL 981307 FN 06/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 984845 FN 07/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 986946 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $513.76 | – | 0.00 |
| FNMA POOL 992141 FN 10/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 992144 FN 10/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 995069 FN 10/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $560.2 | – | 0.00 |
| FNMA POOL 995199 FN 05/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 995938 FN 01/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA POOL AB0090 FN 03/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AB1720 FN 11/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL AB3000 FN 05/31 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL AB3968 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FNMA POOL AD0662 FN 01/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $267.65 | – | 0.00 |
| FNMA POOL AD7079 FN 06/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AD9151 FN 08/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL AI9163 FN 11/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL AJ8540 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $668K | – | 0.01 |
| FNMA POOL AL1313 FN 05/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9.14 | – | 0.00 |
| FNMA POOL AL2645 FN 01/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147.19 | – | 0.00 |
| FNMA POOL AL4182 FN 05/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $470.38 | – | 0.00 |
| FNMA POOL AL8356 FN 07/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL AL9109 FN 01/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AS7958 FN 08/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AW7006 FN 06/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL BD2723 FN 08/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA POOL BD7814 FN 09/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| FNMA POOL BE2239 FN 02/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $482K | – | 0.01 |
| FNMA POOL BE3614 FN 05/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FNMA POOL BH9044 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $669K | – | 0.01 |
| FNMA POOL BJ9169 FN 05/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $747.64 | – | 0.00 |
| FNMA POOL BK1462 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $752K | – | 0.01 |
| FNMA POOL BK8702 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA POOL BK8835 FN 08/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FNMA POOL BK8838 FN 08/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA POOL BL0449 FN 12/25 FIXED 3.59 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.20 |
| FNMA POOL BL1942 FN 03/26 FIXED 3.15 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.20 |
| FNMA POOL BL3670 FN 10/26 FIXED 2.08 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| FNMA POOL BM1447 FN 07/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA POOL BM2003 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FNMA POOL BU9251 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $700K | – | 0.01 |
| FNMA POOL BV0592 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $541K | – | 0.01 |
| FNMA POOL BV0958 FN 09/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL BV1252 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA POOL BV5376 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107M | – | 1.93 |
| FNMA POOL BV5386 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| FNMA POOL BW7013 FN 08/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA POOL BW8088 FN 09/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNMA POOL BW9008 FN 10/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $442K | – | 0.01 |
| FNMA POOL BX6179 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| FNMA POOL BX6392 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA POOL BX8646 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA POOL BY0234 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA POOL BY4277 FN 06/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $931K | – | 0.02 |
| FNMA POOL BY4733 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| FNMA POOL CA0384 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 0.43 |
| FNMA POOL CA0541 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37M | – | 0.66 |
| FNMA POOL CA0694 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35M | – | 0.64 |
| FNMA POOL CA0860 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31M | – | 0.55 |
| FNMA POOL CB2894 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50M | – | 0.90 |
| FNMA POOL CB3004 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51M | – | 0.91 |
| FNMA POOL CB3242 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36M | – | 0.65 |
| FNMA POOL CB3277 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 0.46 |
| FNMA POOL CB3278 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27M | – | 0.48 |
| FNMA POOL CB5405 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| FNMA POOL CB6395 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA POOL CB7197 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| FNMA POOL FS2699 FN 08/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| FNMA POOL FS3421 FN 12/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL FS4264 FN 03/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA POOL FS4439 FN 04/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA POOL MA0096 FN 06/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $395.65 | – | 0.00 |
| FNMA POOL MA0130 FN 07/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL MA0268 FN 12/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL MA0383 FN 04/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL MA0575 FN 11/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL MA0603 FN 11/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL MA0706 FN 04/31 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL MA0844 FN 08/31 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA2594 FN 03/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA2724 FN 08/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL MA2871 FN 01/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| FNMA POOL MA3029 FN 06/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.17 |
| FNMA POOL MA4918 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.31 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-357M | – | -6.41 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-156M | – | -2.81 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135M | – | 2.42 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 0.45 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $187M | – | 3.35 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.37 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $191M | – | 3.44 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $152M | – | 2.74 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.11 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 07/24 1.744 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.11 |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $51K | – | 0.00 | |
| FREDDIE MAC SLST SLST 2023 1 A11 144A (SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2023-1) | Long | ABS-mortgage backed security | US | $13M | – | 0.23 |
| FREDDIE MAC FHR 2103 TE (FREDDIE MAC 2103) | Long | ABS-mortgage backed security | US | $260.51 | – | 0.00 |
| FREDDIE MAC FHR 2135 KZ (FREDDIE MAC 2135) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FREDDIE MAC FHR 2174 PN (FREDDIE MAC 2174) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC FHR 2241 PH (FREDDIE MAC 2241) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREDDIE MAC FHR 2266 F (FREDDIE MAC 2266) | Long | ABS-mortgage backed security | US | $19.07 | – | 0.00 |
| FREDDIE MAC FHR 2304 PZ (FREDDIE MAC-2304) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FREDDIE MAC FHR 2340 PZ (FREDDIE MAC-2340) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FREDDIE MAC FHR 2395 FT (FREDDIE MAC 2395) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FREDDIE MAC FHR 2461 Z (FREDDIE MAC 2461) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FREDDIE MAC FHR 2826 YT (FREDDIE MAC 2826) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FREDDIE MAC FHR 3181 PS (FREDDIE MAC 3181) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FREDDIE MAC FHR 3200 SB (FREDDIE MAC 3200) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FREDDIE MAC FHR 3203 CF (FREDDIE MAC-3203) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FREDDIE MAC FHR 3271 FA (FREDDIE MAC-3271) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FREDDIE MAC FHR 3404 AF (FREDDIE MAC 3404) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FREDDIE MAC FHR 3439 FN (FREDDIE MAC 3439) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC FHR 3984 DF (FREDDIE MAC REMICS 3984) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FREDDIE MAC FHR 4024 IO (FREDDIE MAC REMICS 4024) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FREDDIE MAC FHR 4039 QI (FREDDIE MAC REMICS 4039) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FREDDIE MAC FHR 4960 PG (FREDDIE MAC REMICS 4960) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FREDDIE MAC NOTES 08/25 0.68 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $31M | – | 0.55 |
| FREDDIE MAC NOTES 10/25 0.65 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $59M | – | 1.05 |
| FREDDIE MAC NOTES 10/26 0.8 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $76M | – | 1.36 |
| FREDDIEMAC STRIP FHS 246 F14 (FREDDIE MAC STRIPS-246) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIEMAC STRIP FHS 309 S6 (FREDDIE MAC STRIPS 309) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FREDDIEMAC STRIP FHS 332 V1 (FREDDIE MAC STRIPS 332) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A1 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.48 |
| GENERAL MOTORS FINL CO SR UNSECURED 05/27 5.4 (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $15M | – | 0.26 |
| GEORGIA POWER CO SR UNSECURED 05/25 VAR (GEORGIA POWER COMPANY) | Long | Debt | US | $10M | – | 0.18 |
| GLOBAL PAYMENTS INC SR UNSECURED 02/25 2.65 | Long | Debt | US | $4M | – | 0.06 |
| GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2 | Long | Debt | US | $3M | – | 0.06 |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $9M | – | 0.15 |
| GLS AUTO RECEIVABLES TRUST GCAR 2022 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2022-3A) | Long | ABS-other | US | $139K | – | 0.00 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2024 2 A2B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2) | Long | ABS-other | US | $14M | – | 0.24 |
| GNMA II POOL 008482 G2 08/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43.27 | – | 0.00 |
| GNMA II POOL 008505 G2 09/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008528 G2 10/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $240.31 | – | 0.00 |
| GNMA II POOL 008580 G2 01/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008592 G2 02/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46.87 | – | 0.00 |
| GNMA II POOL 008595 G2 02/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008639 G2 06/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008682 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $821.59 | – | 0.00 |
| GNMA II POOL 008717 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008781 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008814 G2 02/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008818 G2 02/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008830 G2 03/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008847 G2 04/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $818.27 | – | 0.00 |
| GNMA II POOL 008865 G2 05/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $741.04 | – | 0.00 |
| GNMA II POOL 008911 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $617.01 | – | 0.00 |
| GNMA II POOL 008913 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237.43 | – | 0.00 |
| GNMA II POOL 008927 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $587.44 | – | 0.00 |
| GNMA II POOL 008943 G2 08/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008947 G2 08/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008968 G2 09/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $258.63 | – | 0.00 |
| GNMA II POOL 080015 G2 11/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080023 G2 12/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $717.26 | – | 0.00 |
| GNMA II POOL 080031 G2 01/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GNMA II POOL 080046 G2 02/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| GNMA II POOL 080054 G2 03/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 080059 G2 04/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $338.29 | – | 0.00 |
| GNMA II POOL 080076 G2 05/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080086 G2 06/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA II POOL 080094 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080095 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA II POOL 080147 G2 12/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA II POOL 080285 G2 05/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72.11 | – | 0.00 |
| GNMA II POOL 080408 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 080428 G2 07/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080484 G2 01/31 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080493 G2 02/31 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080569 G2 01/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GNMA II POOL 080579 G2 02/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| GNMA II POOL 080968 G2 07/34 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL MA5399 G2 08/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $758K | – | 0.01 |
| GNMA POOL 422649 GN 04/26 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16.42 | – | 0.00 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $25M | – | 0.45 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2014 131 BW (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-131) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H16 FM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H16) | Long | ABS-mortgage backed security | US | $571K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H14) | Long | ABS-mortgage backed security | US | $17M | – | 0.31 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H12 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H12) | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H16 FG (GOVERNMENT NATL MTGE ASSOC 2021-H16) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24) | Long | ABS-mortgage backed security | US | $89M | – | 1.61 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24) | Long | ABS-mortgage backed security | US | $77M | – | 1.38 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 JF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H05) | Long | ABS-mortgage backed security | US | $9M | – | 0.17 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H19 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H19) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H21 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H21) | Long | ABS-mortgage backed security | US | $14M | – | 0.25 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23) | Long | ABS-mortgage backed security | US | $14M | – | 0.25 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H26 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H26) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08) | Long | ABS-mortgage backed security | US | $506K | – | 0.01 |
| GPMT LTD. GPMT 2021 FL3 A 144A (GPMT LLC 2021-FL3) | Long | ABS-mortgage backed security | KY | $11M | – | 0.20 |
| GPMT LTD. GPMT 2021 FL4 A 144A (GPMT LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.34 |
| GREAT HALL MORTGAGES PLC GHM 2007 1 A2B REGS (GREAT HALL MORTGAGES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $34K | – | 0.00 |
| GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS (GREAT HALL MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $979K | – | 0.02 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1) | Long | ABS-mortgage backed security | US | $19M | – | 0.34 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 LUAU A 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-LUAU) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A (GS MORTGAGE SECURITIES TRUST 2020-DUNE) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| GS MORTGAGE SECURITIES TRUST GSMS 2021 STAR A 144A (GS MORTGAGE SECURITIES CORP TRUST 2021-STAR) | Long | ABS-mortgage backed security | US | $19M | – | 0.34 |
| GSAMP TRUST GSAMP 2004 OPT M1 (GSAMP TRUST 2004-OPT) | Long | ABS-mortgage backed security | US | $960K | – | 0.02 |
| GSAMP TRUST GSAMP 2007 FM1 A2A (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $636K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 (GSR MTGE LOAN TRUST 2003-2F) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR4 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $572K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A5 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 (HARBORVIEW MORTGAGE LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 04/25 6 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $4M | – | 0.07 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 4A A 144A (HERTZ VEHICLE FINANCING LLC 2022-4A) | Long | ABS-other | US | $22M | – | 0.40 |
| HOME EQUITY ASSET TRUST HEAT 2006 4 2A4 (HOME EQUITY ASSET TRUST 2006-4) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $3M | – | 0.06 |
| HSBC USA INC SR UNSECURED 03/25 5.625 (HSBC USA INC (AKA: HSBC AMERICAS INC)) | Long | Debt | US | $7M | – | 0.12 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1 (HSI ASSET SEC CORP TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $2M | – | 0.04 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $2M | – | 0.04 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 A A2B 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-A) | Long | ABS-other | US | $24K | – | 0.00 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR | Long | Debt | US | $18M | – | 0.32 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $8M | – | 0.14 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1 | Long | Debt | US | $22M | – | 0.39 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR4) | Long | ABS-mortgage backed security | US | $783K | – | 0.01 |
| ING GROEP NV SR UNSECURED 03/26 3.869 | Long | Debt | NL | $13M | – | 0.22 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $4M | – | 0.08 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $2M | – | 0.03 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $2M | – | 0.03 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.00 |
| INTOWN 2022 STAY TOWN 2022 STAY A 144A (INTOWN 2022-STAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $20M | – | 0.36 |
| IRS NZD 4.50000 09/13/23-1Y (WHT) LCH | Derivative-interest rate | NZ | $3M | – | 0.05 | |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $649K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 4A2 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 1A1 (JP MORGAN MORTGAGE TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $5M | – | 0.09 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $3M | – | 0.05 |
| JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $19M | – | 0.34 |
| JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $8M | – | 0.15 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $11K | – | 0.00 | |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $6M | – | 0.11 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $1M | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $5M | – | 0.09 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $3M | – | 0.06 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 3A A2 144A (LAD AUTO RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $563K | – | 0.01 |
| LCM LTD PARTNERSHIP LCM 25A AR 144A (LCM XXV LTD 25A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.18 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $109M | – | 1.97 |
| LFT CRE LLC LMNT 2021 FL1 A 144A (LFT CRE 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.28 |
| LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A (LOANCORE ISSUER LTD 2021-CRE5) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.15 |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A (MDPKE 14A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.10 |
| MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A (MADISON PARK FUNDING XXIII LTD 2017-23A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.10 |
| MARATHON OIL CORPORAT (MARATHON OIL CORPORATION) | Long | Debt | US | $3M | – | 0.05 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.04 |
| MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1 (MASSACHUSETTS EDUC FINANCING AUTH 2008-1) | Long | ABS-other | US | $764K | – | 0.01 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| MET LIFE GLOB FUNDING I SECURED 144A 07/25 0.95 (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $11M | – | 0.19 |
| MET LIFE GLOB FUNDING I SECURED 144A 08/25 4.05 (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $18M | – | 0.32 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.40 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.40 |
| MID STATE TRUST MDST 11 A1 (MID-STATE TRUST-11) | Long | ABS-other | US | $63K | – | 0.00 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 04/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $4M | – | 0.08 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF A 144A (MORGAN STANLEY CAPITAL I TRUST 2017-ASHF) | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS A 144A (MORGAN STANLEY CAPITAL I TRUST 2019-NUGS) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 M2 (MORGAN STANLEY ABS CAPITAL I 2005-HE1) | Long | ABS-mortgage backed security | US | $328K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A4 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1 (MORGAN STANLEY IXIS RE CAP TR 2006-2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 11AR 1A1 (MORGAN STANLEY MORTGAGE TRUST-2004-11AR) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 6AR 5A (MORGAN STANLEY MORTGAGE TRUST-2004-6AR) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 2AR A (MORGAN STANLEY MORTGAGE LOAN TRUST 2005-2AR) | Long | ABS-mortgage backed security | US | $689K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 7 7A5 (MORGAN STANLEY MORTGAGE TRUST 2005-7) | Long | ABS-mortgage backed security | US | $873K | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 02/26 VAR | Long | Debt | US | $45M | – | 0.82 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $8M | – | 0.14 |
| MORTGAGEIT TRUST MHL 2005 1 1A1 (MORTGAGEIT TRUST 2005-1) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A (MOUNTAIN VIEW CLO LLC 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $803K | – | 0.01 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $1M | – | 0.02 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $1M | – | 0.02 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2022 RRI A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $3M | – | 0.05 |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $2M | – | 0.04 |
| NATWEST GROUP PLC SR UNSECURED 11/26 VAR | Long | Debt | GB | $6M | – | 0.10 |
| NATWEST MARKETS PLC SR UNSECURED 144A 03/25 3.479 | Long | Debt | GB | $19M | – | 0.34 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M2 (NEW CENTURY HOME EQUITY LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A (NEW ORLEANS HOTEL TRUST 2019-HNLA) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $889K | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $13M | – | 0.23 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $6M | – | 0.10 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/24 1.125 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $4M | – | 0.08 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A (NOVASTAR HOME EQUITY LOAN 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| OCP EURO CLO OCPE 2020 4A AR 144A (OCP EURO CLO 2020-4 DAC 20-4A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.06 |
| ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A (ONE MARKET PLAZA TRUST 2017-1MKT) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| ONE PARK MORTGAGE TRUST ONP 2021 PARK A 144A (ONE 2021-PARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A11 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $17M | – | 0.31 |
| OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1APT (OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| OSCAR US FUNDING TRUST OSCAR 2022 1A A4 144A (OSCAR US FUNDING XIV LLC 2022-1A) | Long | ABS-other | JP | $22M | – | 0.40 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $14M | – | 0.25 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A (PAGAYA AI DEBT TRUST 2024-1) | Long | ABS-other | US | $218K | – | 0.00 |
| PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A (PALMER SQUARE CLO LTD 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.16 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $5M | – | 0.08 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $5M | – | 0.08 |
| PENSKE TRUCK LEASING CO LP / P 08/24 ZCP | Long | Debt | US | $4M | – | 0.07 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $10M | – | 0.19 |
| PFP III PFP 2021 8 A 144A (PFP III LTD 2021-8) | Long | ABS-mortgage backed security | KY | $110K | – | 0.00 |
| PFP III PFP 2022 9 A 144A (PFP 2022-9 LTD A) | Long | ABS-mortgage backed security | KY | $19M | – | 0.33 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $195M | – | 3.50 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $227M | – | 4.08 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| QORVO INC COMPANY GUAR 12/24 1.75 | Long | Debt | US | $3M | – | 0.05 |
| RAAC SERIES RAAC 2004 SP1 AII (RAAC 2004-SP1) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL7 A 144A (READYCAP COMMERCIAL MORTGAGE TRUST 2021-FL7) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $19M | – | 0.34 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A (RENAISSANCE HOME EQUITY LOAN TRUST 2002-2) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543 (RENESAS ELECTRONICS CORPORATION) | Long | Debt | JP | $24M | – | 0.43 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC) | Long | ABS-other | US | $415K | – | 0.01 |
| RESIMAC RESI 2021 2NCA A1A 144A (RESIMAC BASTILLE TRUST SERIES 2021-2NCA) | Long | ABS-mortgage backed security | AU | $22M | – | 0.40 |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $249K | – | 0.00 | |
| RFR JPY MUTK/0.8000 06/15/22-30Y LCH | Derivative-interest rate | JP | $6M | – | 0.11 | |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | Derivative-interest rate | US | $6M | – | 0.10 | |
| RFR USD SOFR/2.15000 06/15/22-5Y LCH | Derivative-interest rate | US | $-9M | – | -0.17 | |
| RFR USD SOFR/2.78500 04/10/24-1Y LCH | Derivative-interest rate | US | $-239K | – | -0.00 | |
| RFR USD SOFR/2.79000 04/10/24-1Y LCH | Derivative-interest rate | US | $-239K | – | -0.00 | |
| RFR USD SOFR/2.83500 04/10/24-1Y LCH | Derivative-interest rate | US | $-234K | – | -0.00 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.04 | |
| RFR USD SOFR/3.34000 02/23/23-7Y LCH | Derivative-interest rate | US | $-1M | – | -0.02 | |
| RFR USD SOFR/3.52500 03/02/23-7Y LCH | Derivative-interest rate | US | $-255K | – | -0.00 | |
| RFR USD SOFR/3.54666 03/01/24-7Y* LCH | Derivative-interest rate | US | $1M | – | 0.03 | |
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH | Derivative-interest rate | US | $585K | – | 0.01 | |
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH | Derivative-interest rate | US | $352K | – | 0.01 | |
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH | Derivative-interest rate | US | $212K | – | 0.00 | |
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH | Derivative-interest rate | US | $167K | – | 0.00 | |
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH | Derivative-interest rate | US | $52K | – | 0.00 | |
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH | Derivative-interest rate | US | $617K | – | 0.01 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $453K | – | 0.01 | |
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH | Derivative-interest rate | US | $539K | – | 0.01 | |
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH | Derivative-interest rate | US | $60K | – | 0.00 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $191K | – | 0.00 | |
| RFR USD SOFR/3.74901 03/01/24-7Y* LCH | Derivative-interest rate | US | $273K | – | 0.00 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-1M | – | -0.03 | |
| RFR USD SOFR/3.75000 12/18/24-5Y CME | Derivative-interest rate | US | $448K | – | 0.01 | |
| RFR USD SOFR/3.80000 03/10/23-5Y LCH | Derivative-interest rate | US | $-196K | – | -0.00 | |
| RFR USD SOFR/3.80000 08/22/23-7Y LCH | Derivative-interest rate | US | $-196K | – | -0.00 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $1M | – | 0.03 | |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | Derivative-interest rate | US | $-373K | – | -0.01 | |
| RFR USD SOFR/3.97000 02/27/24-5Y LCH | Derivative-interest rate | US | $-161K | – | -0.00 | |
| RFR USD SOFR/4.09500 02/18/25-10Y LCH | Derivative-interest rate | US | $-447K | – | -0.01 | |
| RFR USD SOFR/4.25000 09/14/23-1Y LCH | Derivative-interest rate | US | $-964K | – | -0.02 | |
| RFR USD SOFR/4.71500 09/13/23-1Y LCH | Derivative-interest rate | US | $-1M | – | -0.02 | |
| RFR USD SOFR/4.75000 09/14/23-1Y LCH | Derivative-interest rate | US | $-577K | – | -0.01 | |
| RFR USD SOFR/4.75000 11/04/24-1Y LCH | Derivative-interest rate | US | $63K | – | 0.00 | |
| RFR USD SOFR/5.00000 07/10/25-1Y LCH | Derivative-interest rate | US | $3M | – | 0.05 | |
| RFR USD SOFR/5.00000 10/15/24-1Y LCH | Derivative-interest rate | US | $311K | – | 0.01 | |
| RIPON MORTGAGES PLC RIPON 1RA A 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $38M | – | 0.69 |
| RIPON MORTGAGES PLC RIPON 1RA B 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $19M | – | 0.35 |
| RIPON MORTGAGES PLC RIPON 1RA D 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $2M | – | 0.04 |
| RIPON MORTGAGES PLC RIPON 1RA R 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $30M | – | 0.54 |
| RIPON MORTGAGES PLC RIPON 1RA X 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $772K | – | 0.01 |
| ROGERS COMMUNICATIONS IN COMPANY GUAR 03/25 2.95 (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $26M | – | 0.47 |
| RRAM RRAM 2018 3A A1R2 144A (RR 3 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $842K | – | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $2M | – | 0.03 |
| SANTANDER HOLDINGS USA SR UNSECURED 06/25 3.45 (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $8M | – | 0.15 |
| SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244 (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $3M | – | 0.05 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $13M | – | 0.24 |
| SARANAC CLO LTD SRANC 2014 3A ALR 144A (SARANAC CLO II LTD 2014-3A) | Long | ABS-collateralized bond/debt obligation | JE | $492K | – | 0.01 |
| SAXON ASSET SECURITIES TRUST SAST 2004 1 M1 (SAXON ASSET SECURITIES TRUST 2004-1) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| SBNA AUTO LEASE TRUST SBALT 2024 B A1 144A (SBNA AUTO LEASE TRUST 2024-B) | Long | ABS-other | US | $10M | – | 0.19 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 BR5 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1) | Long | ABS-mortgage backed security | US | $633K | – | 0.01 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A) | Long | ABS-other | US | $2M | – | 0.03 |
| SLM STUDENT LOAN TR 03 7 SLM STUDENT LOAN TR 03 7 REGS (SLM STUDENT LOAN TRUST 2003-7X) | Long | Debt | US | $479K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $13M | – | 0.24 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $14M | – | 0.26 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $11M | – | 0.20 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $3M | – | 0.04 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $9M | – | 0.16 |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2023 1S A 144A (SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST) | Long | ABS-other | US | $335K | – | 0.01 |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $5M | – | 0.10 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $4M | – | 0.08 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2M | – | 0.03 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $724K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $554K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $485K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $153K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $136K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $1M | – | 0.02 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $972K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $652K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $538K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $519K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $145K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $61K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-12K | – | -0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $933.34 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $287.92 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-383.93 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-845.22 | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1M | – | 0.02 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $198K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $34K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $2M | – | 0.03 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $395K | – | 0.01 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $25.81 | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $16.29 | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $11.13 | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-2.43 | – | – | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-5.2 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-12.34 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-15.81 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-28.76 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-89.09 | – | -0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $307.11 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $300.5 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $147.9 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $131.2 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $99.87 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $62.87 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-18.88 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $28K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $7K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $5K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $2K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-504.35 | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $1K | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-145.24 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-24K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-111K | – | -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 | $23M | – | 0.41 |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.18 |
| SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A (SOUND POINT CLO XVII 2017-3A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.26 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A (SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1) | Long | ABS-mortgage backed security | US | $306K | – | 0.01 |
| SOUTH AFRICA EM SP BOA | Derivative-credit | US | $-121K | – | -0.00 | |
| SOUTH AFRICA EM SP CBK | Derivative-credit | US | $-29K | – | -0.00 | |
| SOUTH AFRICA EM SP MYC | Derivative-credit | US | $-149K | – | -0.00 | |
| SPIRE INC SR UNSECURED 03/26 5.3 | Long | Debt | US | $1M | – | 0.03 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $24M | – | 0.43 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $5M | – | 0.09 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 (STRUCTURED ASSET INVESTMENT LN TR 2004-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 M1 (STRUCTURED ASSET INVST LN TR 2004-8) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A (STRUCTURED ASSET MTGE INV 1999-1) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $596K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1 (STRUCTURED ASSET SECURITIES CRP 2003-22A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M1 (STRUCTURED ASSET SEC CORP 2005-WF1) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 5.464 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $13M | – | 0.23 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/25 1.474 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $22M | – | 0.39 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/25 2.55 (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $10M | – | 0.18 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A (SUNTRUST ADJR MRTG LN TR 2007-S1) | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| SWEDBANK AB 144A 09/27 5.337 | Long | Debt | SE | $20M | – | 0.36 |
| SWEDBANK AB SR UNSECURED 144A 04/25 3.356 | Long | Debt | SE | $22M | – | 0.39 |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A (SYNCHRONY CARD ISSUANCE TRUST 2023-A2) | Long | ABS-mortgage backed security | US | $18M | – | 0.32 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $649K | – | 0.01 |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.37 |
| TD SYNNEX CORP SR UNSECURED 08/24 1.25 (TD SYNNEX CORPORATION) | Long | Debt | US | $10M | – | 0.18 |
| TER FINANCE LTD JERSEY SECURED 144A 01/25 0.00000 (TER FINANCE (JERSEY) LIMITED) | Long | Debt | JE | $2M | – | 0.03 |
| THORNBURG MORTGAGE SECURITIES TMST 2005 3 A1 (THORNBURG MORTGAGE SEC TRUST 2005-3) | Long | ABS-mortgage backed security | US | $867K | – | 0.02 |
| THORNBURG MORTGAGE SECURITIES TMST 2005 4 A1 (THORNBURG MORTGAGE SEC TRUST 2005-4) | Long | ABS-mortgage backed security | US | $667K | – | 0.01 |
| TIKEHAU TIKEH 2015 1A ARR 144A (TIKEHAU CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.04 |
| TOWD POINT ASSET FUNDING, LLC TPHT 2021 HE1 A1 144A (TOWD POINT HE TRUST 2021-HE1) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $31M | – | 0.56 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 A A2 (TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST) | Long | ABS-other | US | $230K | – | 0.00 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $15M | – | 0.27 |
| TPG REAL ESTATE FINANCE TRTX 2021 FL4 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.24 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.41 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.16 |
| TSTAT 2022 1 LTD TSTAT 2022 1A A1R 144A (TSTAT 2022-1A LTD) | Long | ABS-collateralized bond/debt obligation | BM | $5M | – | 0.09 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $36M | – | 0.65 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $38M | – | 0.68 |
| TTAN TTN 2021 MHC A 144A (TTAN 2021-MHC) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| UBS AG STAMFORD CT SR UNSECURED 02/25 3.7 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $22M | – | 0.39 |
| UBS AG STAMFORD CT SR UNSECURED 08/24 4.75 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $19M | – | 0.35 |
| UBS GROUP AG SR UNSECURED 04/26 4.55 | Long | Debt | CH | $2M | – | 0.04 |
| UBS GROUP AG SR UNSECURED 144A 05/26 VAR | Long | Debt | CH | $10M | – | 0.18 |
| UBS GROUP AG SR UNSECURED 144A 06/26 VAR | Long | Debt | CH | $5M | – | 0.09 |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | Long | Debt | CH | $6M | – | 0.11 |
| UBS GROUP AG SR UNSECURED 144A 08/27 4.703 | Long | Debt | CH | $5M | – | 0.09 |
| UBS GROUP AG SR UNSECURED 144A 12/27 VAR | Long | Debt | CH | $712K | – | 0.01 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A9 144A (UWM-2021-INV4) | Long | ABS-mortgage backed security | US | $17M | – | 0.31 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-3M | – | -0.06 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-3M | – | -0.06 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $6M | – | 0.10 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $2M | – | 0.03 | |
| US TREASURY N/B 01/25 4.125 (UNITED STATES GOVT) | Long | Debt | US | $214M | – | 3.85 |
| US TREASURY N/B 01/26 3.875 (UNITED STATES GOVT) | Long | Debt | US | $147M | – | 2.65 |
| US TREASURY N/B 04/26 4.875 (UNITED STATES GOVT) | Long | Debt | US | $36M | – | 0.65 |
| US TREASURY N/B 05/26 3.625 (UNITED STATES GOVT) | Long | Debt | US | $579M | – | 10.40 |
| US TREASURY N/B 06/24 1.75 (UNITED STATES GOVT) | Long | Debt | US | $69M | – | 1.23 |
| US TREASURY N/B 06/26 4.125 (UNITED STATES GOVT) | Long | Debt | US | $49M | – | 0.89 |
| US TREASURY N/B 11/28 4.375 (UNITED STATES GOVT) | Long | Debt | US | $31M | – | 0.56 |
| VASA TRUST VASA 2021 VASA A 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| VENDEE MORTGAGE TRUST VENDE 1999 2 1Z (VENDEE MORTGAGE TRUST 1999-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $5K | – | 0.00 |
| VENTURE CDO LTD VENTR 2017 27A AR 144A (VENTURE XXVII CLO LTD 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.10 |
| VENTURE CDO LTD VENTR 2019 36A A1AR 144A (VENTURE 36 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.40 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $264K | – | 0.00 |
| VICI PROPERTIES LP SR UNSECURED 05/25 4.375 | Long | Debt | US | $4M | – | 0.08 |
| VMC FINANCE LLC VMC 2021 FL4 A 144A (VMC FINANCE 2021-FL4 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VOLKSWAGEN FIN SERV NV COMPANY GUAR REGS 12/24 1.875 (VOLKSWAGEN FINANCIAL SERVICES NV) | Long | Debt | NL | $2M | – | 0.04 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $948K | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $399K | – | 0.01 |
| WAIKIKI BEACH HOTEL TRUST WBHT 2019 WBM A 144A (WAIKIKI BEACH HOTEL TRUST 2019-WBM) | Long | ABS-mortgage backed security | US | $11M | – | 0.19 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A (WASHINGTON MUTUAL 2002-AR6) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 CB1 6A (WASHINGTON MUTUAL 2004-CB1) | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR18 1A1 (WASHINGTON MUTUAL 2005-AR18) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2015 1A AR4 144A (WELLFLEET CLO LTD 2015-1) | Long | ABS-collateralized bond/debt obligation | KY | $280K | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.06 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.41 |
| WRKCO INC COMPANY GUAR 03/25 3.75 | Long | Debt | US | $4M | – | 0.06 |
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.