PIMCOFUNDS > PIMCO Funds
PIMCO Moderate Duration Fund
$1.36B
Avg Monthly Net Assets
$2.12B
Total Assets
$650.64M
Total Liabilities
$1.47B
Net Assets
PIMCO Moderate Duration Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has two share classes
and monthly net assets of $1.36B.
On August 28th, 2024 it reported 913 holdings, the largest
being UNITED STATES GOVT (12.6%), UNITED STATES GOVT (5.2%) and UNITED STATES GOVT (4.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I-2 | C000085176 | PMOPX | |
| Institutional | C000026586 | PMDRX |
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 |
|---|---|---|---|---|---|---|
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-78.72 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.68 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-59K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-441.53 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-590.2 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-673.12 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-332.64 | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-794.22 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-690.14 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-653.59 | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-21K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-21K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-7) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| AEP TEXAS INC SR UNSECURED 06/28 3.95 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $2M | – | 0.12 |
| AEP TRANSMISSION CO LLC SR UNSECURED 04/34 5.15 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $1M | – | 0.08 |
| AES CORP/THE JR SUBORDINA 01/55 VAR (AES CORPORATION) | Long | Debt | US | $2M | – | 0.14 |
| AES CORP/THE SR UNSECURED 06/28 5.45 (AES CORPORATION) | Long | Debt | US | $1M | – | 0.09 |
| AIB GROUP PLC SR UNSECURED 144A 03/35 VAR (AIB GROUP PLC (AKA: ALLIED IRISH BANKS)) | Long | Debt | IE | $3M | – | 0.19 |
| AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3 (AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | CA | $197K | – | 0.01 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $1M | – | 0.10 |
| ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A (ALLEGRO CLO XI LTD 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 (AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $208K | – | 0.01 |
| AMERICAN TOWER CORP SR UNSECURED 11/28 5.8 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $4M | – | 0.30 |
| AMGEN INC SR UNSECURED 03/33 5.25 | Long | Debt | US | $4M | – | 0.26 |
| ANGEL OAK MORTGAGE TRUST AOMT 2021 8 A1 144A (ANGEL OAK MORTGAGE TRUST 2021-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5 (ANTARES HOLDINGS LP) | Long | Debt | US | $2M | – | 0.14 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.31 |
| AREIT CRE TRUST AREIT 2023 CRE8 A 144A (AREIT TRUST 2023-CRE8) | Long | ABS-mortgage backed security | BM | $2M | – | 0.17 |
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR | Long | Debt | US | $3M | – | 0.19 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 08/25 4.125 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $3M | – | 0.22 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 3A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2023-3A) | Long | ABS-other | US | $3M | – | 0.18 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 5A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-5A LLC) | Long | ABS-other | US | $3M | – | 0.18 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC) | Long | ABS-other | US | $5M | – | 0.37 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $860K | – | 0.06 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 (BANC OF AMERICA FUNDING CORP 2005-D) | Long | ABS-mortgage backed security | US | $698K | – | 0.05 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1 (BANC OF AMERICA FUNDING CORP 2006-A) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BOC A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BOC) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 A 2A2 (BANK OF AMERICA MTGE SECURITIES 2004-A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/29 5.381 (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $2M | – | 0.11 |
| BANCO SANTANDER SA 03/28 VAR | Long | Debt | ES | $4M | – | 0.25 |
| BANCO SANTANDER SA 03/30 VAR | Long | Debt | ES | $993K | – | 0.07 |
| BANCO SANTANDER SA 11/28 6.607 | Long | Debt | ES | $3M | – | 0.17 |
| BANCO SANTANDER SA 11/33 6.938 | Long | Debt | ES | $2M | – | 0.15 |
| BANK BANK 2019 BN19 ASB (BANK 2019-BN19) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $694K | – | 0.05 |
| BANK OF AMERICA CORP SR UNSECURED 07/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $695K | – | 0.05 |
| BANK OF AMERICA CORP SR UNSECURED 09/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.17 |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $2M | – | 0.16 |
| BARCLAYS PLC SR UNSECURED 09/29 VAR | Long | Debt | GB | $2M | – | 0.15 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25 | Long | Debt | US | $4M | – | 0.27 |
| BDS LTD BDS 2022 FL11 ATS 144A (BDS 2022-FL11 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.24 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $210.73 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A1 (BEAR STEARNS ADJ RATE MTGE 2003-9) | Long | ABS-mortgage backed security | US | $9K | – | 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 | $10K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 1A2 (BEAR STEARNS ARM TR 2004-3) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 4 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2006-4) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $312K | – | 0.02 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 8 21A1 (BEAR STEARNS ALT-A TRUST 2005-8) | Long | ABS-mortgage backed security | US | $572K | – | 0.04 |
| BERRY GLOBAL INC SR SECURED 01/26 1.57 | Long | Debt | US | $3M | – | 0.23 |
| BLUE OWL CREDIT INCOME SR UNSECURED 144A 09/29 6.6 (BLUE OWL CREDIT INCOME CORP) | Long | Debt | US | $395K | – | 0.03 |
| BMW CANADA AUTO TRUST BMWC 2023 1A A1 144A (BMW CANADA AUTO TRUST 2023-1A) | Long | ABS-other | CA | $396K | – | 0.03 |
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A (BMW CANADA AUTO TRUST 2024-1A) | Long | ABS-other | CA | $743K | – | 0.05 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-1K | – | -0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $8K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-9K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-18K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-73K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-79K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-99K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-99K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-120K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-146K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-154K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-238K | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-106K | – | -0.01 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $13K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $8K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-7K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-98K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-45K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-14K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240802 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-7K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-68K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240725 | Derivative-foreign exchange | ID | $3K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-23K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240725 | Derivative-foreign exchange | IN | $21K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $475.71 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $437.07 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $240.38 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $187.59 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $79.08 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $36.95 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-169.23 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-247.59 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-392.33 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-370K | – | -0.03 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-26K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $39.97 | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $-39K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-13K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $21K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-14K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $500.41 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $28.35 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $86K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $45K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $29K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $71K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240814 | Derivative-foreign exchange | TR | $457.94 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240828 | Derivative-foreign exchange | TR | $15K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $15K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $105K | – | 0.01 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-39.3 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-40.3 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-51.36 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-58.69 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-71.49 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-81.12 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-84.7 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-85.02 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-91.43 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-109.57 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-117.13 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-248.91 | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-8K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-54K | – | -0.00 | |
| BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A (BPCRE HOLDER LLC 2022-FL2) | Long | ABS-collateralized bond/debt obligation | BM | $2M | – | 0.13 |
| BROADCOM INC COMPANY GUAR 144A 02/31 2.45 | Long | Debt | US | $1M | – | 0.08 |
| BROADCOM INC SR UNSECURED 144A 04/33 3.419 | Long | Debt | US | $3M | – | 0.22 |
| BROADCOM INC SR UNSECURED 144A 11/35 3.137 | Long | Debt | US | $666K | – | 0.05 |
| BSPDF 2021 FL1 ISSUER LTD BSPDF 2021 FL1 A 144A (BSPDF 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| CAESARS ENTERTAINMENT INC. 2024 TERM LOAN B1 | Long | Loan | US | $1M | – | 0.09 |
| CAIXABANK SA 144A 09/27 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $2M | – | 0.17 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $547K | – | 0.04 |
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/29 VAR | Long | Debt | BM | $1M | – | 0.08 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 02/30 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $5M | – | 0.32 |
| CAPITAL ONE MULTI ASSET EXECUT COMET 2017 A5 A5 (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2017-A5) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $2M | – | 0.11 |
| CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A (CATAMARAN CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| CBAM CLO MANAGEMENT CBAM 2019 9A AR 144A (CBAM-2019-9A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.27 |
| CENTENE CORP SR UNSECURED 08/31 2.625 (CENTENE CORPORATION) | Long | Debt | US | $82K | – | 0.01 |
| CGI INC SR UNSECURED 09/26 1.45 | Long | Debt | CA | $3M | – | 0.24 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $194K | – | 0.01 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 5A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| CHENIERE ENERGY INC SR UNSECURED 144A 04/34 5.65 | Long | Debt | US | $3M | – | 0.18 |
| CITIBANK CREDIT CARD ISSUANCE CCCIT 2018 A5 A5 (CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A5) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A (CITIGROUP MORTGAGE LOAN TR 2004-HYB2) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 OPT1 M3 (CITIGROUP MTGE LOAN TR INC 2004-OPT1) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $315K | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AMC1) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A7 1A9 (CITIMORTGAGE ALTERNATIVE LOAN TR 2006-A7) | Long | ABS-mortgage backed security | US | $685K | – | 0.05 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $5M | – | 0.35 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $4M | – | 0.25 |
| CITIZENS BANK NA/RI SR UNSECURED 01/26 VAR (CITIZENS BANK NATIONAL ASSOCIATION PROVIDENCE RHODE ISLAND(AKA: RBS CITIZENS NA)) | Long | Debt | US | $795K | – | 0.05 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $4M | – | 0.29 |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-13K | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-37K | – | -0.00 | |
| CONSTELLATION BRANDS INC | Long | Debt | US | $848K | – | 0.06 |
| CONTL AIRLINES 2012 2 A PASS THRU CE 04/26 4 (CONTINENTAL AIRLINES 2012-2 CLASS A PASS THRU CERTIFICATES) | Long | Debt | US | $765K | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-62) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J12) | Long | ABS-mortgage backed security | US | $950K | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2006-12) | Long | ABS-mortgage backed security | US | $604K | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 18 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-18) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 2 M1 (COUNTRYWIDE ASSET-BACKED CERTS 2006-2) | Long | ABS-mortgage backed security | US | $583K | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-22) | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 2 3A1 (COUNTRYWIDE HOME LOANS 2004-2) | Long | ABS-mortgage backed security | US | $233K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| CREDIT AGRICOLE SA 144A 10/29 VAR | Long | Debt | FR | $822K | – | 0.06 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.13 |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A (CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.20 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/24 VAR (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $4M | – | 0.27 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR3 2A5 (DEUTSCHE ALT-A SEC INC MTGE LO 2007-AR3) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| DLLMT LLC DLLMT 2023 1A A2 144A (DLLMT 2023-1 LLC) | Long | ABS-other | US | $1M | – | 0.07 |
| DOMINION ENERGY INC SR UNSECURED 08/31 2.25 | Long | Debt | US | $3M | – | 0.22 |
| DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/31 2.4 (DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)) | Long | Debt | US | $3M | – | 0.23 |
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR | Long | Debt | KY | $1M | – | 0.07 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $4M | – | 0.25 |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/27 4.625 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $3M | – | 0.23 |
| ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A (ENT AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.17 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $2M | – | 0.14 |
| ENTERGY CORP SR UNSECURED 06/28 1.9 (ENTERGY CORPORATION) | Long | Debt | US | $3M | – | 0.22 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A (ENTERPRISE FLEET FINANCING LLC 2022-3) | Long | ABS-other | US | $2M | – | 0.13 |
| EPR PROPERTIES COMPANY GUAR 06/27 4.5 | Long | Debt | US | $191K | – | 0.01 |
| EQUINIX INC SR UNSECURED 03/28 1.55 | Long | Debt | US | $3M | – | 0.22 |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS (EUROHOME UK MORTGAGES 2007-1 A) | Long | ABS-mortgage backed security | GB | $370K | – | 0.03 |
| EUROSAIL PLC ESAIL 2007 2X A3C REGS (EUROSAIL PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $388K | – | 0.03 |
| EVERSOURCE ENERGY SR UNSECURED 03/28 5.45 | Long | Debt | US | $2M | – | 0.10 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| FANNIE MAE FNR 2007 73 A1 (FANNIE MAE 2007-73) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FANNIEMAE ACES FNA 2020 M33 X2 (FANNIE MAE-ACES 2020-M33) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FANNIEMAE GRANTOR TRUST FNGT 2001 T8 A1 (FANNIE MAE GRANTOR TRUST 2001-T8) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 (FANNIEMAE WHOLE LOAN 2003-W1) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2004 W6 3A5 (FANNIEMAE WHOLE LOAN 2004-W6) | Long | ABS-mortgage backed security | US | $9M | – | 0.58 |
| FANNIEMAE WHOLE LOAN FNW 2004 W8 2A (FANNIEMAE WHOLE LOAN 2004-W8) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL 1B3413 FH 05/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL 1L0113 FH 05/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A10695 FG 07/33 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A14613 FG 10/33 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL A25162 FG 05/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $840.14 | – | 0.00 |
| FED HM LN PC POOL A39012 FG 06/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL A45796 FG 01/33 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A68781 FG 10/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A72749 FG 02/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL C03094 FG 11/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL C91275 FG 11/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL C91295 FG 04/30 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL C91302 FG 05/30 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED HM LN PC POOL C91305 FG 06/30 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $505K | – | 0.03 |
| FED HM LN PC POOL G01644 FG 02/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $496.78 | – | 0.00 |
| FED HM LN PC POOL G01673 FG 04/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $281.78 | – | 0.00 |
| FED HM LN PC POOL G02366 FG 10/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G02461 FG 11/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL G02781 FG 04/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $794.97 | – | 0.00 |
| FED HM LN PC POOL G03243 FG 07/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $957.93 | – | 0.00 |
| FED HM LN PC POOL G03400 FG 03/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G03436 FG 11/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL G03640 FG 12/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G03812 FG 02/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL G04595 FG 12/33 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL G04604 FG 12/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G04614 FG 02/34 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $360.11 | – | 0.00 |
| FED HM LN PC POOL G04618 FG 07/33 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G04621 FG 05/35 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G04624 FG 02/33 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G04625 FG 06/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL G05956 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FED HM LN PC POOL G61239 FG 10/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| FED HM LN PC POOL QA2045 FR 08/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $290K | – | 0.02 |
| FED HM LN PC POOL QE4039 FR 06/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| FED HM LN PC POOL QE8999 FR 08/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $851K | – | 0.06 |
| FED HM LN PC POOL QF0330 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $441K | – | 0.03 |
| FED HM LN PC POOL QF2443 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| FED HM LN PC POOL QF6557 FR 01/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $717K | – | 0.05 |
| FED HM LN PC POOL QF7482 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.67 |
| FED HM LN PC POOL QF8523 FR 02/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FED HM LN PC POOL QG0749 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $741K | – | 0.05 |
| FED HM LN PC POOL QG9137 FR 08/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FED HM LN PC POOL RA8790 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| FED HM LN PC POOL SD8313 FR 04/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $872K | – | 0.06 |
| FED HM LN PC POOL SD8329 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| FED HM LN PC POOL SD8367 FR 10/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $477K | – | 0.03 |
| FED HM LN PC POOL SD8383 FR 12/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 1.15 |
| FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FED HM LN PC POOL ZM5960 FR 03/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1 (FHLMC STRUCTURED PASS THRU SEC T-57) | Long | ABS-mortgage backed security | US | $825.36 | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6 (FIRST FRANKLIN MTG LOAN 2006-FF14) | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $568K | – | 0.04 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2022 2 A3 144A (FLAGSHIP CREDIT AUTO TRUST 2022-2) | Long | ABS-other | US | $2M | – | 0.15 |
| FNMA POOL 062936 FN 01/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $422.47 | – | 0.00 |
| FNMA POOL 100254 FN 12/24 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11.77 | – | 0.00 |
| FNMA POOL 190399 FN 11/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 252292 FN 12/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $446.91 | – | 0.00 |
| FNMA POOL 252409 FN 03/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95.84 | – | 0.00 |
| FNMA POOL 253947 FN 08/31 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $824.98 | – | 0.00 |
| FNMA POOL 254548 FN 12/32 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 254637 FN 02/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 254692 FN 03/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 255713 FN 04/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 255984 FN 11/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96.45 | – | 0.00 |
| FNMA POOL 256022 FN 12/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 256059 FN 01/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 310020 FN 11/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| FNMA POOL 310104 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 357886 FN 07/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 357906 FN 08/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 535661 FN 01/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159.57 | – | 0.00 |
| FNMA POOL 545191 FN 09/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 545888 FN 08/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $611.24 | – | 0.00 |
| FNMA POOL 615006 FN 11/31 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $463.08 | – | 0.00 |
| FNMA POOL 640050 FN 04/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 647903 FN 04/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119.95 | – | 0.00 |
| FNMA POOL 676661 FN 01/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 683271 FN 02/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 704101 FN 05/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 725425 FN 04/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 725943 FN 10/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 735036 FN 12/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 735227 FN 02/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 735861 FN 09/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 735883 FN 03/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 743579 FN 11/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 745093 FN 12/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 745418 FN 04/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 745428 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 750548 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 759360 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 759477 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 761558 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 762626 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 763798 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 764388 FN 03/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 765387 FN 08/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 775474 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 783798 FN 07/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 797491 FN 03/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $366K | – | 0.02 |
| FNMA POOL 802084 FN 11/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 805516 FN 03/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 810851 FN 01/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 819030 FN 04/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 821707 FN 06/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 823358 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 824598 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL 829708 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| FNMA POOL 835168 FN 08/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 835178 FN 09/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| FNMA POOL 871251 FN 04/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 888023 FN 06/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 888103 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 888256 FN 02/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 888352 FN 05/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 888893 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 889037 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 889176 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| FNMA POOL 889234 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 889977 FN 10/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 889982 FN 11/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 889992 FN 06/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 895606 FN 06/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 909597 FN 02/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 928480 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 929187 FN 03/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL 929451 FN 05/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 930140 FN 11/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 930768 FN 03/29 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $972.55 | – | 0.00 |
| FNMA POOL 931983 FN 09/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| FNMA POOL 939419 FN 05/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 947005 FN 10/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 953000 FN 07/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL 967211 FN 12/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL 971726 FN 02/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 983496 FN 07/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 985615 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 992629 FN 11/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 995049 FN 02/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 995112 FN 07/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 995615 FN 10/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 995938 FN 01/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| FNMA POOL AA2374 FN 03/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AA7356 FN 02/38 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AB0528 FN 04/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $357K | – | 0.02 |
| FNMA POOL AC5481 FN 11/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $800.08 | – | 0.00 |
| FNMA POOL AC6150 FN 11/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| FNMA POOL AD0570 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AD0649 FN 08/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| FNMA POOL AD0662 FN 01/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $253.95 | – | 0.00 |
| FNMA POOL AD5636 FN 04/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AE0233 FN 07/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| FNMA POOL AE0517 FN 11/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AE4703 FN 09/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AE4704 FN 09/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AE5151 FN 11/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| FNMA POOL AI2070 FN 05/26 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AL0442 FN 06/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AL1953 FN 01/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AL3681 FN 10/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $450K | – | 0.03 |
| FNMA POOL BD3604 FN 05/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $466K | – | 0.03 |
| FNMA POOL BM2003 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL BN8902 FN 05/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $322K | – | 0.02 |
| FNMA POOL BW1299 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| FNMA POOL BW1462 FN 06/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $578K | – | 0.04 |
| FNMA POOL BW5055 FN 12/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FNMA POOL BW8846 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| FNMA POOL BW8859 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| FNMA POOL BX3263 FN 02/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA POOL BX3687 FN 12/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $870K | – | 0.06 |
| FNMA POOL BX5713 FN 02/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| FNMA POOL BX6175 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $438K | – | 0.03 |
| FNMA POOL BX6179 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FNMA POOL BX6752 FN 03/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| FNMA POOL BX9039 FN 03/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $847K | – | 0.06 |
| FNMA POOL BX9420 FN 03/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $601K | – | 0.04 |
| FNMA POOL BX9758 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.75 |
| FNMA POOL BX9985 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNMA POOL BY0191 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FNMA POOL BY4760 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $962K | – | 0.07 |
| FNMA POOL CB3909 FN 06/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| FNMA POOL CB3914 FN 06/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA POOL CB6395 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $793K | – | 0.05 |
| FNMA POOL DA6087 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $486K | – | 0.03 |
| FNMA POOL MA0072 FN 05/29 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $411.07 | – | 0.00 |
| FNMA POOL MA0130 FN 07/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL MA0299 FN 01/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FNMA POOL MA0493 FN 08/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL MA0511 FN 09/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL MA0534 FN 10/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| FNMA POOL MA0538 FN 10/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL MA0563 FN 11/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $256K | – | 0.02 |
| FNMA POOL MA0800 FN 07/41 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL MA0908 FN 11/31 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA0920 FN 12/31 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA3088 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL MA3894 FN 09/31 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA4867 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNMA POOL MA4993 FN 04/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $425K | – | 0.03 |
| FNMA POOL MA5165 FN 10/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $318K | – | 0.02 |
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-35M | – | -2.41 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $354K | – | 0.02 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.84 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 1.68 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.97 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30M | – | 2.08 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FORD AUTO SECURITIZATION TRUST FASTR 2023 BA A2 144A (FORD AUTO SECURITIZATION TRUST II SERIES 2023-BA ASSET-BACKED NOTES) | Long | ABS-other | CA | $2M | – | 0.17 |
| FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A2B (FORD CREDIT AUTO OWNER TRUST 2023-A) | Long | ABS-other | US | $2M | – | 0.11 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $578K | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $362K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $997K | – | 0.07 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $391K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 05/28 6.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.18 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.09 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $845K | – | 0.06 |
| FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.18 |
| FREDDIE MAC FHR 1779 Z (FREDDIE MAC-1779) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC FHR 3397 FC (FREDDIE MAC 3397) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FREDDIE MAC FHR 3740 FC (FREDDIE MAC REMICS 3740) | Long | ABS-mortgage backed security | US | $765K | – | 0.05 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2024 P016 A2 (FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2024-P016) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FREDDIE MAC NOTES 10/26 0.8 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $14M | – | 0.92 |
| FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12 (FREEDOM MORTGAGE CORPORATION) | Long | Debt | US | $2M | – | 0.10 |
| FREMONT HOME LOAN OWNER TRUST FREHE 1999 3 A2 (FREMONT HOME LOAN OWNER TRUST 1999-3) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 2 2A4 (FREMONT HOME LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $860K | – | 0.06 |
| GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95 | Long | Debt | US | $3M | – | 0.23 |
| GATX CORP SR UNSECURED 03/27 5.4 (GATX CORPORATION) | Long | Debt | US | $1M | – | 0.08 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $65K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $47K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $153K | – | 0.01 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $59K | – | 0.00 | |
| GENERAL MOTORS GFORT 2023 2 A 144A (GMF FLOORPLAN OWNER REVOLVING TRUST 2023-2) | Long | ABS-other | US | $5M | – | 0.35 |
| GLOBAL PAYMENTS INC SR UNSECURED 05/30 2.9 | Long | Debt | US | $3M | – | 0.21 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 06/25 5.25 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $3M | – | 0.18 |
| GLS AUTO RECEIVABLES TRUST GCAR 2022 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2022-3A) | Long | ABS-other | US | $61K | – | 0.00 |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 2 A2B (GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.08 |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2023 1 A 144A (GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $3M | – | 0.18 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 2 A2A (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.07 |
| GNMA II POOL 003151 G2 10/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $673.33 | – | 0.00 |
| GNMA II POOL 003229 G2 04/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $607 | – | 0.00 |
| GNMA II POOL 003240 G2 05/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $559.13 | – | 0.00 |
| GNMA II POOL 003502 G2 01/34 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 003586 G2 07/34 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 003599 G2 08/34 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008744 G2 11/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178.7 | – | 0.00 |
| GNMA II POOL 080180 G2 03/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 080610 G2 06/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $465.15 | – | 0.00 |
| GNMA II POOL 080968 G2 07/34 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 081136 G2 11/34 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $623.6 | – | 0.00 |
| GNMA II POOL 679640 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GNMA II POOL MA5399 G2 08/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $799K | – | 0.05 |
| GNMA II POOL MA6287 G2 11/49 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $265K | – | 0.02 |
| GNMA II POOL MA8098 G2 06/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $436K | – | 0.03 |
| GNMA II POOL MA9360 G2 12/53 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.68 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 1.78 |
| GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36M | – | 2.46 |
| GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| GNMA POOL 596796 GN 12/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $230.3 | – | 0.00 |
| GNMA POOL 781319 GN 07/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL BC3794 GN 10/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $429K | – | 0.03 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 05/26 VAR | Long | Debt | US | $2M | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2008 27 JD (GOVERNMENT NATL MTGE ASSOC 2008-27) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10) | Long | ABS-mortgage backed security | US | $534K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H20 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GPMT LTD. GPMT 2021 FL4 A 144A (GPMT LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.23 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ4 A4 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ4) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| GS MORTGAGE SECURITIES TRUST GSMS 2021 DM A 144A (GS MORTGAGE SECURITIES CORP TRUST 2021-DM) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| GSAMP TRUST GSAMP 2004 FM2 M1 (GSAMP TRUST 2004-FM2) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GSAMP TRUST GSAMP 2004 WF M2 (GSAMP TRUST 2004-WF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A (HERA COMMERCIAL MORTGAGE 2021-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.21 |
| HONDA AUTO RECEIVABLES OWNER T HAROT 2023 2 A3 (HONDA AUTO RECEIVABLES OWNER TRUST 2023-2) | Long | ABS-other | US | $3M | – | 0.20 |
| HSBC HOLDINGS PLC SR UNSECURED 03/34 VAR | Long | Debt | GB | $260K | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $4M | – | 0.28 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $85K | – | 0.01 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $154K | – | 0.01 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A3 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C) | Long | ABS-other | US | $2M | – | 0.16 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A4 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C) | Long | ABS-other | US | $1M | – | 0.07 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2023-A) | Long | ABS-other | US | $1M | – | 0.09 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $4M | – | 0.24 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $4M | – | 0.24 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/27 6.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $4M | – | 0.24 |
| INDYMAC ARM TRUST INARM 2001 H2 A1 (INDYMAC ARM TRUST 2001-H2) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3 (INDYMAC INDX MTGE LOAN TRUST 2007-FLX1) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| ING GROEP NV SR UNSECURED 03/30 VAR | Long | Debt | NL | $2M | – | 0.11 |
| ING GROEP NV SR UNSECURED 03/35 VAR | Long | Debt | NL | $3M | – | 0.18 |
| INTEL CORPORATION | Long | Debt | US | $6M | – | 0.38 |
| INTESA SANPAOLO SPA 144A 11/33 7.2 | Long | Debt | IT | $428K | – | 0.03 |
| INTOWN 2022 STAY TOWN 2022 STAY A 144A (INTOWN 2022-STAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $199K | – | 0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $10K | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-122K | – | -0.01 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-21K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-10K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-25K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $29K | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-8K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-7K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $14K | – | 0.00 | ||
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 DATA A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-DATA) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 1A1 (JP MORGAN MORTGAGE TRUST-2004-A1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $448K | – | 0.03 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $63K | – | 0.00 | |
| KBC GROUP NV SR UNSECURED 144A 09/34 VAR (KBC GROEP NV) | Long | Debt | BE | $1M | – | 0.10 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $2M | – | 0.14 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $1M | – | 0.07 |
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR | Long | Debt | SG | $252K | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $4M | – | 0.24 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 3A A3 144A (LAD AUTO RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $4M | – | 0.24 |
| LAZARD GROUP LLC SR UNSECURED 03/31 6 | Long | Debt | US | $810K | – | 0.06 |
| LENDMARK FUNDING TRUST LFT 2021 1A A 144A (LENDMARK FUNDING TRUST 2021-1A) | Long | ABS-other | US | $3M | – | 0.24 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $20M | – | 1.34 |
| LKQ DUTCH BOND BV COMPANY GUAR 03/31 4.125 | Long | Debt | NL | $856K | – | 0.06 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/35 VAR | Long | Debt | GB | $797K | – | 0.05 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 4 | Long | Debt | GB | $33K | – | 0.00 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 VAR | Long | Debt | GB | $3M | – | 0.20 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-78K | – | -0.01 | |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.19 |
| MARINER FINANCE ISSUANCE TRUST MFIT 2021 AA A 144A (MARINER FINANCE ISSUANCE TRUST 2021-A) | Long | ABS-other | US | $4M | – | 0.25 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $1M | – | 0.09 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $2M | – | 0.16 |
| MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A4 144A (MASTR REPERFORMING LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| MASTR SPECIALIZED LOAN TRUST MASD 2006 2 A 144A (MASTR SPECIALIZED LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| MASTR SPECIALIZED LOAN TRUST MASD 2006 3 A 144A (MASTR SPECIALIZED LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A (MASTR SPECIALIZED LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A (MELLON RESIDENTIAL FUND CORP 2002-TBC2) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $875K | – | 0.06 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.08 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $4M | – | 0.24 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $284K | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A (MF1 2021-FL5 LTD) | Long | ABS-mortgage backed security | KY | $675K | – | 0.05 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A (MF1 2021-FL6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.21 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.24 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 10/27 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $4M | – | 0.25 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/30 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.23 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/30 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $699K | – | 0.05 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE9 M2 (MORGAN STANLEY ABS CAPITAL I 2004-HE9) | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2C (MORGAN STANLEY CAPITAL INC 2006-HE2) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 02/29 VAR | Long | Debt | US | $3M | – | 0.18 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $3M | – | 0.24 |
| MORTGAGEIT TRUST MHL 2005 4 A1 (MORTGAGEIT TRUST 2005-4) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| NARRAGANSETT ELECTRIC SR UNSECURED 144A 05/34 5.35 (NARRAGANSETT ELECTRIC CO/THE) | Long | Debt | US | $2M | – | 0.14 |
| NATIONSTAR MTG HLD INC COMPANY GUAR 144A 02/32 7.125 (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $806K | – | 0.05 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2022 RRI A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| NATWEST GROUP PLC SR UNSECURED 05/28 VAR | Long | Debt | GB | $187K | – | 0.01 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $3M | – | 0.21 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $3M | – | 0.18 |
| NISSAN AUTO LEASE TRUST NALT 2023 B A4 (NISSAN AUTO LEASE TRUST 2023-B) | Long | ABS-other | US | $3M | – | 0.21 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $3M | – | 0.24 |
| NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851 | Long | Debt | JP | $4M | – | 0.27 |
| NORTHERN STAR RESOU COMPANY GUAR 144A 04/33 6.125 (NORTHERN STAR RESOURCES LTD) | Long | Debt | AU | $807K | – | 0.05 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| OCTANE RECEIVABLES TRUST OCTL 2023 2A A2 144A (OCTANE RECEIVABLES TRUST 2023-2A) | Long | ABS-other | US | $3M | – | 0.18 |
| OIS JPY MUTKCALM/0.5000 03/15/22-20Y LCH | Derivative-interest rate | JP | $289K | – | 0.02 | |
| ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| ORACLE CORP SR UNSECURED 03/31 2.875 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.09 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 (OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/33 6.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $6M | – | 0.42 |
| PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5 (PARK PLACE SECURITIES INC 2004-WWF1) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| PFP III PFP 2022 9 A 144A (PFP 2022-9 LTD A) | Long | ABS-mortgage backed security | KY | $3M | – | 0.23 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $8M | – | 0.57 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $23M | – | 1.57 |
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR | Long | Debt | BM | $916K | – | 0.06 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| PROJECT HUDSON II FIXED TERM LOAN (WEST STREET GLOBAL GROWTH PARTNERS LP) | Long | ABS-mortgage backed security | US | $703K | – | 0.05 |
| QUANTA SERVICES INC SR UNSECURED 10/24 0.95 | Long | Debt | US | $4M | – | 0.26 |
| RADIAN GROUP INC SR UNSECURED 05/29 6.2 | Long | Debt | US | $1M | – | 0.10 |
| REACH FINANCIAL LLC REACH 2024 1A A 144A (REACH ABS TRUST 2024-1A) | Long | ABS-other | US | $706K | – | 0.05 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| RELIANCE INC SR UNSECURED 08/25 1.3 | Long | Debt | US | $2M | – | 0.17 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $237K | – | 0.02 |
| RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17 (RENESAS ELECTRONICS CORPORATION) | Long | Debt | JP | $4M | – | 0.25 |
| REPUBLIC OF PERU SR UNSECURED 144A 02/29 5.94 (PERU GOVT) | Long | Debt | PE | $26K | – | 0.00 |
| REPUBLIC OF POLAND SR UNSECURED 03/29 4.625 (POLAND GOVT) | Long | Debt | PL | $1M | – | 0.08 |
| REPUBLIC OF POLAND SR UNSECURED 09/34 5.125 (POLAND GOVT) | Long | Debt | PL | $2M | – | 0.11 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $12M | – | 0.85 |
| REPUBLIC OF TURKIYE SR UNSECURED 05/30 5.875 (TURKEY GOVT) | Long | Debt | TR | $2M | – | 0.13 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII (RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1) | Long | ABS-mortgage backed security | US | $278K | – | 0.02 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC2 M1 (RESIDENTIAL ASSET MORTGAGE PROD 2006-NC2) | Long | ABS-mortgage backed security | US | $868K | – | 0.06 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS2 M3 (RESIDENTIAL ASSET SECURITIES 2006-KS2) | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS8 A4 (RESIDENTIAL ASSET SECURITIES 2006-KS8) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21 (RESIDENTIAL FUNDING MTGE SEC 2005-SA4) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A31 (RESIDENTIAL FUNDING MTGE SEC 2005-SA4) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| RESLOC UK PLC RLOC 2007 1X A3B REGS (RESLOC UK PLC 2007-1X) | Long | ABS-mortgage backed security | GB | $796K | – | 0.05 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-21M | – | -1.43 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-35M | – | -2.38 |
| REVERSE REPO BANK OF MONTREAL REVERSE REPO | Short | Repurchase agreement | US | $-138M | – | -9.44 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-379K | – | -0.03 |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $136K | – | 0.01 | |
| RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH | Derivative-interest rate | JP | $-169K | – | -0.01 | |
| RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH | Derivative-interest rate | JP | $37K | – | 0.00 | |
| RFR JPY MUT+5.89/0.7500 6/20/19-20Y* LCH | Derivative-interest rate | JP | $40K | – | 0.00 | |
| RFR JPY MUT+5.89/0.7850 11/12/18-20Y LCH | Derivative-interest rate | JP | $104K | – | 0.01 | |
| RFR JPY MUT+5.89/0.8000 10/22/18-20Y LCH | Derivative-interest rate | JP | $65K | – | 0.00 | |
| RFR USD SOFR/1.75000 12/21/22-30Y CME | Derivative-interest rate | US | $10M | – | 0.69 | |
| RFR USD SOFR/1.78750 05/03/22-5Y LCH | Derivative-interest rate | US | $-895K | – | -0.06 | |
| RFR USD SOFR/2.15000 06/15/22-5Y LCH | Derivative-interest rate | US | $-2M | – | -0.11 | |
| RFR USD SOFR/2.61740 09/30/22-25Y* LCH | Derivative-interest rate | US | $3M | – | 0.23 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-267K | – | -0.02 | |
| RFR USD SOFR/2.85000 08/29/22-5Y LCH | Derivative-interest rate | US | $-471K | – | -0.03 | |
| RFR USD SOFR/3.02000 11/08/23-1Y LCH | Derivative-interest rate | US | $-287K | – | -0.02 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-72K | – | -0.00 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-177K | – | -0.01 | |
| RFR USD SOFR/3.30000 06/14/23-10Y LCH | Derivative-interest rate | US | $-413K | – | -0.03 | |
| RFR USD SOFR/3.34000 02/23/23-7Y LCH | Derivative-interest rate | US | $-233K | – | -0.02 | |
| RFR USD SOFR/3.37000 07/12/23-30Y LCH | Derivative-interest rate | US | $-196K | – | -0.01 | |
| RFR USD SOFR/3.42000 05/24/23-10Y LCH | Derivative-interest rate | US | $-25K | – | -0.00 | |
| RFR USD SOFR/3.47000 02/22/23-7Y LCH | Derivative-interest rate | US | $-106K | – | -0.01 | |
| RFR USD SOFR/3.50000 06/22/23-7Y LCH | Derivative-interest rate | US | $-150K | – | -0.01 | |
| RFR USD SOFR/3.50000 06/24/25-30Y CME | Derivative-interest rate | US | $222K | – | 0.02 | |
| RFR USD SOFR/3.55500 03/05/24-30Y LCH | Derivative-interest rate | US | $-20K | – | -0.00 | |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | Derivative-interest rate | US | $22K | – | 0.00 | |
| RFR USD SOFR/3.60364 03/01/24-9Y* LCH | Derivative-interest rate | US | $983K | – | 0.07 | |
| RFR USD SOFR/3.60806 03/01/24-9Y* LCH | Derivative-interest rate | US | $1M | – | 0.09 | |
| RFR USD SOFR/3.60933 03/01/24-9Y* LCH | Derivative-interest rate | US | $267K | – | 0.02 | |
| RFR USD SOFR/3.61882 03/01/24-9Y* LCH | Derivative-interest rate | US | $321K | – | 0.02 | |
| RFR USD SOFR/3.65500 01/24/24-10Y LCH | Derivative-interest rate | US | $-48K | – | -0.00 | |
| RFR USD SOFR/3.66500 01/24/24-10Y LCH | Derivative-interest rate | US | $-43K | – | -0.00 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $106K | – | 0.01 | |
| RFR USD SOFR/3.68500 01/24/24-10Y LCH | Derivative-interest rate | US | $-56K | – | -0.00 | |
| RFR USD SOFR/3.70000 06/24/25-10Y CME | Derivative-interest rate | US | $163K | – | 0.01 | |
| RFR USD SOFR/3.70000 06/24/25-5Y CME | Derivative-interest rate | US | $-156K | – | -0.01 | |
| RFR USD SOFR/3.71000 03/05/24-10Y LCH | Derivative-interest rate | US | $-86K | – | -0.01 | |
| RFR USD SOFR/3.72147 06/03/24-9Y* LCH | Derivative-interest rate | US | $854K | – | 0.06 | |
| RFR USD SOFR/3.73500 08/07/23-10Y LCH | Derivative-interest rate | US | $-46K | – | -0.00 | |
| RFR USD SOFR/3.73800 01/23/24-10Y LCH | Derivative-interest rate | US | $-37K | – | -0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $298K | – | 0.02 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $514K | – | 0.04 | |
| RFR USD SOFR/3.75000 07/12/23-10Y LCH | Derivative-interest rate | US | $-88K | – | -0.01 | |
| RFR USD SOFR/3.76000 08/23/23-10Y LCH | Derivative-interest rate | US | $-96K | – | -0.01 | |
| RFR USD SOFR/3.80000 03/10/23-5Y LCH | Derivative-interest rate | US | $-98K | – | -0.01 | |
| RFR USD SOFR/3.80000 06/03/24-7Y* LCH | Derivative-interest rate | US | $289K | – | 0.02 | |
| RFR USD SOFR/3.80000 08/30/23-10Y LCH | Derivative-interest rate | US | $-113K | – | -0.01 | |
| RFR USD SOFR/3.80000 09/05/23-5Y LCH | Derivative-interest rate | US | $-153K | – | -0.01 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $19K | – | 0.00 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | Derivative-interest rate | US | $56K | – | 0.00 | |
| RFR USD SOFR/3.86000 02/21/24-10Y LCH | Derivative-interest rate | US | $-30K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-10K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/15/24-10Y LCH | Derivative-interest rate | US | $-19K | – | -0.00 | |
| RFR USD SOFR/3.90000 06/24/25-2Y CME | Derivative-interest rate | US | $-67K | – | -0.00 | |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | Derivative-interest rate | US | $-168K | – | -0.01 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-13K | – | -0.00 | |
| RFR USD SOFR/3.95000 09/13/23-10Y LCH | Derivative-interest rate | US | $-22K | – | -0.00 | |
| RFR USD SOFR/4.03000 10/04/23-10Y LCH | Derivative-interest rate | US | $-12K | – | -0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $8K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-22K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $67K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $30K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $18K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $51K | – | 0.00 | |
| RFR USD SOFR/4.15000 10/12/23-10Y LCH | Derivative-interest rate | US | $15K | – | 0.00 | |
| RFR USD SOFR/4.16500 09/27/23-10Y LCH | Derivative-interest rate | US | $10K | – | 0.00 | |
| RFR USD SOFR/4.17500 10/10/23-10Y LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $43K | – | 0.00 | |
| RFR USD SOFR/4.22000 10/20/23-10Y LCH | Derivative-interest rate | US | $27K | – | 0.00 | |
| RFR USD SOFR/4.25500 10/23/23-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.39250 10/25/23-10Y LCH | Derivative-interest rate | US | $39K | – | 0.00 | |
| RFR USD SOFR/4.45000 11/01/23-10Y LCH | Derivative-interest rate | US | $65K | – | 0.00 | |
| RGA GLOBAL FUNDING SR SECURED 144A 11/26 2 | Long | Debt | US | $4M | – | 0.25 |
| RIPON MORTGAGES PLC RIPON 1RA A 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $7M | – | 0.46 |
| ROMANIA BONDS REGS 05/30 3.624 (ROMANIA GOVT) | Long | Debt | RO | $3M | – | 0.23 |
| ROMANIA SR UNSECURED REGS 01/32 2 (ROMANIA GOVT) | Long | Debt | RO | $3M | – | 0.23 |
| SANDERS RE III LTD UNSECURED 144A 04/29 VAR | Long | Debt | BM | $2M | – | 0.16 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $252K | – | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5) | Long | ABS-other | US | $2M | – | 0.13 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.14 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $411K | – | 0.03 |
| SARANAC CLO LTD SRANC 2014 2A A1AR 144A (SARANAC CLO II LTD 2014-2A) | Long | ABS-collateralized bond/debt obligation | JE | $167K | – | 0.01 |
| SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A (SBNA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.11 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A2A 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A) | Long | ABS-other | US | $809K | – | 0.06 |
| SIXTH STREET LENDING PAR SR UNSECURED 144A 03/29 6.5 (SIXTH STREET LENDING PARTNERS) | Long | Debt | US | $593K | – | 0.04 |
| SMALL BUSINESS ADMINISTRATION SBAP 2005 20G 1 (SMALL BUSINESS ADMIN PART CERT 2005-20G) | Long | ABS-other | US | $170K | – | 0.01 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $6M | – | 0.38 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.10 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $998K | – | 0.07 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-8K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-711.4 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-8K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2M | – | 0.15 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $105K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $26K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $15K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $1K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $122K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $161K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $155K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $106K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $105K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $82K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $81K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $10K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $7K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $43K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $4K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-755.63 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-8K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $41K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-128.57 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-6K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-31K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $7K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $34K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $18K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $17K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $6K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $29K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $22K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $11K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $3K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $498K | – | 0.03 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $59K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $15K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $264K | – | 0.02 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $68K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $-3K | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-30.15 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-943 | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $26K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240725 | Derivative-foreign exchange | KR | $-68K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $43.34 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-13K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-7K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-39K | – | -0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $4K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $3K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-7K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $14K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $7K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-41.04 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-28.46 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-586.36 | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $13.77 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240725 | Derivative-foreign exchange | TW | $45K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $510.4 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $363.68 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $299.3 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $74.82 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-114.82 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-19K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-88K | – | -0.01 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT1 M2 (SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT1) | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| SOUTH AFRICA EM SP MYC | Derivative-credit | US | $-16K | – | -0.00 | |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.08 |
| SOUTHERN CO SR UNSECURED 03/28 1.75 | Long | Debt | US | $3M | – | 0.22 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 05/28 VAR | Long | Debt | GB | $6M | – | 0.38 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $124K | – | 0.01 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.25 |
| STATE OF ISRAEL SR UNSECURED 07/30 2.75 (ISRAEL GOVT) | Long | Debt | IL | $3M | – | 0.24 |
| STONEPEAK SALTT 2021 1A AA 144A (STONEPEAK 2021-1 ABS) | Long | ABS-other | US | $2M | – | 0.12 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 8 3A (STRUCTURED ARM LOAN TRUST 2004-8) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 1 2A3 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-1) | Long | ABS-mortgage backed security | US | $617K | – | 0.04 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M4 (STRUCTURED ASSET INVST LN TR 2005-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3 (STRUCTURED ASSET MTG INV INC 2003-AR1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A10 (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR7 1A1 (STRUCTURED ASSET MTGE INVEST 2007-AR7) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF4 M6 (STRUCTURED ASSET SECUR CORP 2006-WF4) | Long | ABS-mortgage backed security | US | $459K | – | 0.03 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 (STRUCTURED ASSET SEC CORP 2007-WF1) | Long | ABS-mortgage backed security | US | $734K | – | 0.05 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/29 2.472 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $4M | – | 0.24 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 11/28 2.3 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $3M | – | 0.23 |
| SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A (SUNRUN DEMETER ISSUER 2021-2A) | Long | ABS-other | US | $3M | – | 0.19 |
| SUNTORY HOLDINGS LTD SR UNSECURED 144A 10/24 2.25 (SUNTORY HOLDINGS LIMITED) | Long | Debt | JP | $4M | – | 0.29 |
| SYNCHRONY BANK SR UNSECURED 08/25 5.4 (SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)) | Long | Debt | US | $4M | – | 0.27 |
| T MOBILE USA INC COMPANY GUAR 07/33 5.05 (T-MOBILE USA INC) | Long | Debt | US | $4M | – | 0.26 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $5M | – | 0.36 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $749K | – | 0.05 |
| TEACHERS INSURANCE AND ANNUITY TIA 2017 2A A 144A (TIAA CLO III LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| TENN VALLEY AUTHORITY SR UNSECURED 03/28 3.875 (TENNESSEE VALLEY AUTHORITY (TVA)) | Long | Debt | US | $6M | – | 0.43 |
| TESLA AUTO LEASE TRUST TESLA 2023 B A4 144A (TESLA AUTO LEASE TRUST 2023-B) | Long | ABS-other | US | $5M | – | 0.34 |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | Long | Debt | BM | $301K | – | 0.02 |
| TOWD POINT ASSET FUNDING, LLC TPHT 2021 HE1 A1 144A (TOWD POINT HE TRUST 2021-HE1) | Long | ABS-mortgage backed security | US | $680K | – | 0.05 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $4M | – | 0.27 |
| TPG OPERATING GROUP II COMPANY GUAR 03/34 5.875 (TPG OPERATING GROUP II LP) | Long | Debt | US | $1M | – | 0.10 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $13K | – | 0.00 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.22 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 0.91 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $19M | – | 1.30 |
| TSY INFL IX N/B 01/34 1.75 (UNITED STATES GOVT) | Long | Debt | US | $29M | – | 1.96 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $17M | – | 1.14 |
| TYSON FOODS INC SR UNSECURED 03/29 5.4 | Long | Debt | US | $801K | – | 0.05 |
| TYSON FOODS INC SR UNSECURED 03/34 5.7 | Long | Debt | US | $797K | – | 0.05 |
| UBS AG LONDON SR UNSECURED 09/28 5.65 (UBS AG/LONDON BRANCH) | Long | Debt | CH | $306K | – | 0.02 |
| UBS AG STAMFORD CT SR UNSECURED 08/24 4.75 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $3M | – | 0.24 |
| UBS GROUP AG SR UNSECURED 144A 01/29 VAR | Long | Debt | CH | $3M | – | 0.23 |
| UBS GROUP AG SR UNSECURED 144A 02/30 VAR | Long | Debt | CH | $499K | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 05/26 VAR | Long | Debt | CH | $4M | – | 0.26 |
| UBS GROUP AG SR UNSECURED 144A 08/28 VAR | Long | Debt | CH | $7M | – | 0.46 |
| UBS GROUP AG SR UNSECURED 144A 12/27 VAR | Long | Debt | CH | $1M | – | 0.07 |
| UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5 (UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $136K | – | 0.01 |
| UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7 (UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $280K | – | 0.02 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $12M | – | 0.83 |
| UNITED MEXICAN STATES SR UNSECURED 05/53 6.338 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.09 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A3 144A (UNITED WHOLESALE MORTGAGE LLC 2021-INV3) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A (UNITED WHOLESALE MORTGAGE LLC 2021-INV5) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| URSA RE LTD UNSECURED 144A 12/26 VAR | Long | Debt | BM | $1M | – | 0.08 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $566K | – | 0.04 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-337K | – | -0.02 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $339K | – | 0.02 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $528K | – | 0.04 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-623K | – | -0.04 | |
| US TREASURY N/B 02/29 4.25 (UNITED STATES GOVT) | Long | Debt | US | $185M | – | 12.64 |
| US TREASURY N/B 02/30 4 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.70 |
| US TREASURY N/B 02/34 4 (UNITED STATES GOVT) | Long | Debt | US | $77M | – | 5.23 |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.19 |
| US TREASURY N/B 02/44 4.5 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.34 |
| US TREASURY N/B 03/30 3.625 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.68 |
| US TREASURY N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $17M | – | 1.16 |
| US TREASURY N/B 04/28 3.5 (UNITED STATES GOVT) | Long | Debt | US | $32M | – | 2.16 |
| US TREASURY N/B 05/30 3.75 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.69 |
| US TREASURY N/B 05/42 3.25 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 1.41 |
| US TREASURY N/B 06/28 4 (UNITED STATES GOVT) | Long | Debt | US | $14M | – | 0.94 |
| US TREASURY N/B 06/30 3.75 (UNITED STATES GOVT) | Long | Debt | US | $24M | – | 1.66 |
| US TREASURY N/B 07/28 4.125 (UNITED STATES GOVT) | Long | Debt | US | $14M | – | 0.94 |
| US TREASURY N/B 08/28 2.875 (UNITED STATES GOVT) | Long | Debt | US | $19M | – | 1.27 |
| US TREASURY N/B 08/30 4.125 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 1.00 |
| US TREASURY N/B 08/42 3.375 (UNITED STATES GOVT) | Long | Debt | US | $66M | – | 4.50 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $32M | – | 2.15 |
| US TREASURY N/B 09/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $17M | – | 1.15 |
| US TREASURY N/B 09/28 4.625 (UNITED STATES GOVT) | Long | Debt | US | $33M | – | 2.24 |
| US TREASURY N/B 09/30 4.625 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 1.02 |
| US TREASURY N/B 10/28 4.875 (UNITED STATES GOVT) | Long | Debt | US | $19M | – | 1.29 |
| US TREASURY N/B 10/30 4.875 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 1.03 |
| US TREASURY N/B 11/30 4.375 (UNITED STATES GOVT) | Long | Debt | US | $30M | – | 2.02 |
| US TREASURY N/B 11/40 1.375 (UNITED STATES GOVT) | Long | Debt | US | $20M | – | 1.38 |
| US TREASURY N/B 11/42 4 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.31 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-1M | – | -0.08 | |
| VENTURE CDO LTD VENTR 2017 27A AR 144A (VENTURE XXVII CLO LTD 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.18 |
| VENTURE CDO LTD VENTR 2018 33A A1LR 144A (VENTURE CLO LTD 2018-33A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.28 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $39K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $9K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $948K | – | 0.06 |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A (VERUS SECURITIZATION TRUST 2023-4) | Long | ABS-mortgage backed security | US | $616K | – | 0.04 |
| VOLKSWAGEN AUTO LEASE TRUST VWALT 2023 A A4 (VOLKSWAGEN AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $3M | – | 0.23 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $1M | – | 0.09 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 2A3 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $554K | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 5A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $542K | – | 0.04 |
| WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.23 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA2 1A1 (WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA2) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 1745 A 144A (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-1745) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| WINDMILL II RE DAC UNSECURED 144A 07/28 VAR (WINDMILL III RE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $268K | – | 0.02 |
| WINSTON RE LTD UNSECURED 144A 02/31 VAR | Long | Debt | BM | $690K | – | 0.05 |
| ZCS BRL 9.815 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-1M | – | -0.08 | |
| ZCS BRL 9.83243 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-1M | – | -0.07 | |
| ZCS BRL 9.84208 03/12/24-01/04/27 CME | Derivative-interest rate | BR | $-27K | – | -0.00 |
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.