PIMCOFUNDS > PIMCO Funds
PIMCO Short-Term Fund
$10.81B
Avg Monthly Net Assets
$13.96B
Total Assets
$4.14B
Total Liabilities
$9.82B
Net Assets
PIMCO Short-Term Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has seven share classes
and monthly net assets of $10.81B.
On August 28th, 2024 it reported 1,150 holdings, the largest
being UNITED STATES GOVT (14.4%), UNITED STATES GOVT (10.3%) and UNITED STATES GOVT (6.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026624 | PSFAX | |
| Class A | C000026625 | PSHAX | |
| Class C | C000026627 | PFTCX | |
| Class I-2 | C000064151 | PTSPX | |
| Class I-3 | C000200448 | PTSNX | |
| Class R | C000026629 | PTSRX | |
| Institutional | C000026623 | PTSHX |
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 |
|---|---|---|---|---|---|---|
| 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P A 144A (280 PARK AVENUE 2017-280P MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $13M | – | 0.13 |
| 317U5EXA9 PIMCO SWAPTION 4.9 PUT USD 20240909 | Derivative-interest rate | US | $989K | – | 0.01 | |
| 510 ASSETS BACKED TRUST FTAB 2021 NPL1 A1 144A (510 ASSET BACKED 2021-NPL1 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| 522 FUNDING CLO LTD MORGN 2019 4A AR 144A (522 FUNDING CLO I LTD 2019-4A) | Long | ABS-collateralized bond/debt obligation | KY | $467K | – | 0.00 |
| AASET 2018 1 TRUST AASET 2018 1A A 144A (APOLLO AVIATION SECURITIZATION EQUITY TRUST 2018-1A) | Long | ABS-other | US | $4M | – | 0.04 |
| ABN AMRO BANK NV 144A 10/26 VAR | Long | Debt | NL | $16M | – | 0.16 |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4 (ACCREDITED MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ACE SECURITIES CORP. ACE 2004 HE2 M1 (ACE SECURITIES CORP 2004-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| ACE SECURITIES CORP. ACE 2004 OP1 M1 (ACE SECURITIES CORP 2004-OP1) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A (ACE SECURITIES CORP 2006-HE4) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| ACREC LLC ACREC 2023 FL2 A 144A (ACREC 2023-FL2 LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 2 6A1 (ADJUSTABLE RATE MORTAGE TRUST 2004-2) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/25 3.5 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $11M | – | 0.11 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $40M | – | 0.41 |
| AIR LEASE CORP SR UNSECURED 06/26 5.3 (AIR LEASE CORPORATION) | Long | Debt | US | $10M | – | 0.11 |
| ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR (ALGONQUIN POWER & UTILITIES CORP) | Long | Debt | CA | $25M | – | 0.25 |
| ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A2 (ALLY AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $15M | – | 0.15 |
| ALLY AUTO RECEIVABLES TRUST ALLYA 2023 A A2 144A (ALLY AUTO RECEIVABLES TRUST 2023-A) | Long | ABS-other | US | $2M | – | 0.02 |
| ALLY FINANCIAL INC SR UNSECURED 09/24 5.125 | Long | Debt | US | $105M | – | 1.07 |
| AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $17M | – | 0.18 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-1) | Long | ABS-mortgage backed security | US | $507K | – | 0.01 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 2 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-2) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $28M | – | 0.29 |
| AMERICAN HONDA FINANCE SR UNSECURED 06/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $33M | – | 0.34 |
| AMERICAN HONDA FINANCE SR UNSECURED 10/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $36M | – | 0.36 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.05 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R3 M1 (AMERIQUEST MTAGE SEC INC 2004-R3) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A (AMORTIZING RESIDENTIAL COLLAT 2001-BC6) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A (AMRESCO RES SEC 1999-1) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $32M | – | 0.33 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2016 9A AR2 144A (ANCHORAGE CAPITAL CLO LTD 2016-9A) | Long | ABS-collateralized bond/debt obligation | KY | $28M | – | 0.29 |
| AOZORA BANK SR UNSECURED REGS 09/24 1.05 (AOZORA BANK LTD) | Long | Debt | JP | $30M | – | 0.31 |
| APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| APTIV PLC / APTIV CORP COMPANY GUAR 02/25 2.396 | Long | Debt | JE | $4M | – | 0.04 |
| AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A (AQUEDUCT EUROPEAN CLO 1-2017 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $13M | – | 0.13 |
| AREIT CRE TRUST AREIT 2021 CRE5 A 144A (AREIT TRUST 2021-CRE5) | Long | ABS-mortgage backed security | KY | $8M | – | 0.08 |
| AREIT CRE TRUST AREIT 2022 CRE7 A 144A (AREIT TRUST 2022-CRE7) | Long | ABS-mortgage backed security | US | $26M | – | 0.27 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.25 |
| ARES CLO LTD ARES 2016 40A A1RR 144A (ARES XL CLO LTD 2016-40A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| ARES CLO LTD ARES 2018 50A AR 144A (ARES L CLO LTD 2018-50A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.14 |
| ARGENT SECURITIES INC. ARSI 2003 W1 M5 (ARGENT SECURITIES INC 2003-W1) | Long | ABS-mortgage backed security | US | $417K | – | 0.00 |
| ARROW ELECTRONICS INC SR UNSECURED 04/25 4 | Long | Debt | US | $13M | – | 0.13 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A (ASHFORD HOSPITALITY TRUST 2018-ASHF) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2003 WMC1 M1 (ASSET BACKED FUNDING CERT 2003-WMC1) | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1 (ASSET BACKED FUNDING CERTS 2004-OPT5) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE5 A5 (ASSET BACKED SEC HOME EQTY LN 2006-HE5) | Long | ABS-mortgage backed security | US | $969K | – | 0.01 |
| ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2 (ASSET BACKED SEC HOME EQTY LN 2007-HE2) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/25 2.5 | Long | Debt | US | $8M | – | 0.09 |
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR | Long | Debt | US | $97M | – | 0.99 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 08/24 VAR | Long | Debt | US | $120K | – | 0.00 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A (ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM) | Long | ABS-mortgage backed security | US | $17M | – | 0.17 |
| AUSGRID FINANCE PTY LTD SR SECURED REGS 10/24 3.75 | Long | Debt | AU | $14M | – | 0.15 |
| AUSGRID FINANCE PTY LTD SR SECURED REGS 10/24 VAR | Long | Debt | AU | $17M | – | 0.17 |
| AUSTIN FAIRMONT HOTEL TRUST AFHT 2019 FAIR A 144A (AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| AVANGRID INC SR UNSECURED 04/25 3.2 (AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)) | Long | Debt | US | $10M | – | 0.10 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $3M | – | 0.03 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC) | Long | ABS-other | US | $36M | – | 0.36 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/25 2.875 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $73M | – | 0.75 |
| AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 02/26 2.125 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $14M | – | 0.14 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $60M | – | 0.61 |
| BACARDI LTD COMPANY GUAR 144A 05/25 4.45 (BACARDI LIMITED) | Long | Debt | BM | $5M | – | 0.06 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $21M | – | 0.21 |
| BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A (BAIN CAPITAL EURO 2018-2 DAC 18-2A) | Long | ABS-collateralized bond/debt obligation | IE | $15M | – | 0.15 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1 (BANC OF AMERICA FUNDING CORP 2006-A) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BHP3 A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BHP3) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A3 (BANK OF AMERICA MTG SEC 2002-G) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1 (BANK OF AMERICA MTGE SECS-2006-A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BANCO SANTANDER SA 06/24 VAR | Long | Debt | ES | $34M | – | 0.35 |
| BANCO SANTANDER SA SR UNSECURED REGS 07/27 4.8 | Long | Debt | ES | $1M | – | 0.01 |
| BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A (BANK OF AMERICA AUTO TRUST 2023-1A) | Long | ABS-other | US | $13M | – | 0.14 |
| BANK OF AMERICA CORP SR UNSECURED 01/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $9M | – | 0.09 |
| BANK OF AMERICA CORP SR UNSECURED 02/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $6M | – | 0.06 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $40M | – | 0.40 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $38M | – | 0.39 |
| BANK OF AMERICA CORP SR UNSECURED 10/25 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $6M | – | 0.06 |
| BANK OF QUEENSLAND LTD SR UNSECURED 10/25 VAR (BANK OF QUEENSLAND LIMITED) | Long | Debt | AU | $11M | – | 0.11 |
| BANK OF QUEENSLAND LTD SR UNSECURED REGS 12/24 VAR (BANK OF QUEENSLAND LIMITED) | Long | Debt | AU | $5M | – | 0.05 |
| BANQUE FED CRED MUTUEL 144A 01/27 VAR (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $21M | – | 0.21 |
| BANQUE FED CRED MUTUEL REGS 02/25 VAR (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $3M | – | 0.03 |
| BANQUE FED CRED MUTUEL REGS 07/26 VAR (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $10M | – | 0.11 |
| BANQUE FED CRED MUTUEL SR UNSECURED 144A 07/26 VAR (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $2M | – | 0.02 |
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM1 A1 144A (BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1) | Long | ABS-mortgage backed security | US | $26M | – | 0.26 |
| BARCLAYS PLC SR UNSECURED 05/26 VAR | Long | Debt | GB | $36M | – | 0.37 |
| BAT CAPITAL CORP COMPANY GUAR 09/24 2.789 (BAT CAPITAL CORPORATION) | Long | Debt | US | $5M | – | 0.05 |
| BAXTER INTERNATIONAL INC SR UNSECURED 11/24 1.322 | Long | Debt | US | $5M | – | 0.05 |
| BAXTER INTERNATIONAL INC SR UNSECURED 11/24 VAR | Long | Debt | US | $7M | – | 0.07 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25 | Long | Debt | US | $82M | – | 0.83 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $3M | – | 0.03 |
| BAYER US FINANCE LLC COMPANY GUAR REGS 10/24 3.375 | Long | Debt | US | $20M | – | 0.21 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1 (BEAR STEARNS ADJUST RT MTGE TR 2000-) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 4 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2003-4) | Long | ABS-mortgage backed security | US | $473K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2003-5) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $50K | – | 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 | $14K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 13A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-3) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1 (BEAR STEARNS ALT-A TRUST 2005-10) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $540K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $513K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1 (BEAR STEARNS ALT-A TRUST 2006-8) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 (BEAR STEARNS ASSETBACKED SEC 2001-3) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A1 (BEAR STEARNS ASSETBK SECU INC 2002-) | Long | ABS-mortgage backed security | US | $65.71 | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC4 A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC4) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1 (BEAR STEARNS ASSETBK SEC 2005-AQ2) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $879K | – | 0.01 |
| BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A (BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.06 |
| BERRY GLOBAL INC SR SECURED 144A 07/26 4.875 | Long | Debt | US | $26M | – | 0.26 |
| BIG COMMERCIAL MORTGAGE TRUST BIG 2022 BIG A 144A (BIG COMMERCIAL MORTGAGE TRUST 2022-BIG) | Long | ABS-mortgage backed security | US | $13M | – | 0.13 |
| BLACK DIAMOND CLO BLACK 2017 2A A1 144A (BLACK DIAMOND CLO 2017-2 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $531K | – | 0.01 |
| BLACK HILLS CORP SR UNSECURED 08/24 1.037 (BLACK HILLS CORPORATION) | Long | Debt | US | $26M | – | 0.26 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.09 |
| BMW CANADA AUTO TRUST BMWC 2023 1A A1 144A (BMW CANADA AUTO TRUST 2023-1A) | Long | ABS-other | CA | $10M | – | 0.10 |
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A (BMW CANADA AUTO TRUST 2024-1A) | Long | ABS-other | CA | $2M | – | 0.02 |
| BMW VEHICLE LEASE TRUST BMWLT 2023 2 A2 (BMW VEHICLE LEASE TRUST 2023-2) | Long | ABS-other | US | $9M | – | 0.09 |
| BMW VEHICLE LEASE TRUST BMWLT 2023 2 A3 (BMW VEHICLE LEASE TRUST 2023-2) | Long | ABS-other | US | $24M | – | 0.24 |
| BNP PARIBAS 144A 11/25 VAR | Long | Debt | FR | $53M | – | 0.54 |
| BNP PARIBAS SR UNSECURED 144A 01/25 3.375 | Long | Debt | FR | $44M | – | 0.45 |
| BNP PARIBAS SR UNSECURED REGS 01/25 3.375 | Long | Debt | FR | $8M | – | 0.08 |
| BOEING CO SR UNSECURED 03/25 2.5 (BOEING CO/THE) | Long | Debt | US | $3M | – | 0.03 |
| BOEING CO SR UNSECURED 05/25 4.875 (BOEING CO/THE) | Long | Debt | US | $94M | – | 0.96 |
| BOEING CO SR UNSECURED 06/25 7.25 (BOEING CO/THE) | Long | Debt | US | $3M | – | 0.03 |
| BOEING CO SR UNSECURED 06/26 2.25 (BOEING CO/THE) | Long | Debt | US | $559K | – | 0.01 |
| BOEING CO SR UNSECURED 10/25 2.6 (BOEING CO/THE) | Long | Debt | US | $4M | – | 0.04 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $629K | – | 0.01 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $437K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $318.38 | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $59K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $10K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $5K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-8K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-40.06 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-62K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $984.77 | – | 0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-105K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240802 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-45K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-384K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240719 | Derivative-foreign exchange | IL | $-2K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $1K | – | 0.00 | |
| BPCE SA 144A 01/25 2.375 | Long | Debt | FR | $2M | – | 0.02 |
| BPCE SA REGS 01/25 2.375 | Long | Debt | FR | $1M | – | 0.01 |
| BPCE SA REGS 06/25 VAR | Long | Debt | FR | $21M | – | 0.21 |
| BPCE SA REGS 09/25 VAR | Long | Debt | FR | $2M | – | 0.02 |
| BRIGHTSPIRE CAPITAL, INC BRSP 2021 FL1 A 144A (BRSP 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.11 |
| BSST MORTGAGE TRUST BSST 2021 1818 A 144A (BSST 2021-1818 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A (BWAY MORTGAGE TRUST 2021-1450) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| BX TRUST BX 2021 MFM1 A 144A (BX COMMERCIAL MORTGAGE TRUST 2021-MFM1) | Long | ABS-mortgage backed security | US | $58M | – | 0.60 |
| BXMT LTD BXMT 2020 FL3 A 144A (BXMT 2020-FL3 LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.02 |
| CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A1 A1 (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A1) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| CAPITAL ONE PRIME AUTO RECEIVA COPAR 2022 2 A2A (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2) | Long | ABS-other | US | $340K | – | 0.00 |
| CARDS II TRUST CARD2 2023 2A A 144A (CARDS II TRUST 2023-2A) | Long | ABS-mortgage backed security | CA | $30M | – | 0.31 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A A1R2 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.08 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.14 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A) | Long | ABS-collateralized bond/debt obligation | IE | $12M | – | 0.12 |
| CARMAX AUTO OWNER TRUST CARMX 2022 4 A2A (CARMAX AUTO OWNER TRUST 2022-4) | Long | ABS-other | US | $826K | – | 0.01 |
| CARMAX AUTO OWNER TRUST CARMX 2023 1 A2A (CARMAX AUTO OWNER TRUST 2023-1) | Long | ABS-other | US | $2M | – | 0.02 |
| CARMAX AUTO OWNER TRUST CARMX 2023 2 A2B (CARMAX AUTO OWNER TRUST 2023-2) | Long | ABS-other | US | $9M | – | 0.09 |
| CARMAX AUTO OWNER TRUST CARMX 2023 3 A2A (CARMAX AUTO OWNER TRUST 2023-3) | Long | ABS-other | US | $4M | – | 0.04 |
| CARMAX AUTO OWNER TRUST CARMX 2023 4 A2B (CARMAX AUTO OWNER TRUST 2023-4) | Long | ABS-other | US | $23M | – | 0.24 |
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A (CARMAX AUTO OWNER TRUST 2024-1) | Long | ABS-other | US | $18M | – | 0.18 |
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2B (CARMAX AUTO OWNER TRUST 2024-1) | Long | ABS-other | US | $24M | – | 0.25 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P2 A4 (CARVANA AUTO RECEIVABLES TRUST 2021-P2) | Long | ABS-other | US | $3M | – | 0.03 |
| CHARTER COMM OPT LLC/CAP SR SECURED 07/25 4.908 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $338K | – | 0.00 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 3 2A1 (CHASE FUNDING MTGE LN ASSET BK 2002-3) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CHESAPEAKE FUNDING II LLC CFII 2023 1A A2 144A (CHESAPEAKE FUNDING II LLC 2023-1A) | Long | ABS-other | US | $10M | – | 0.10 |
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A (CHESAPEAKE FUNDING II LLC 2024-1A) | Long | ABS-other | US | $11M | – | 0.11 |
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A2 144A (CHESAPEAKE FUNDING II LLC 2024-1A) | Long | ABS-other | US | $8M | – | 0.08 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A1 144A (CHEVY CHASE MTGE FUNDING CORP 2004-3A) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| CIFC FUNDING LTD CIFC 2013 4A A1RR 144A (CIFC FUNDING LTD 2013-4A) | Long | ABS-collateralized bond/debt obligation | KY | $336K | – | 0.00 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.21 |
| CITIBANK NA SR UNSECURED 12/26 VAR | Long | Debt | US | $13M | – | 0.13 |
| CITIGROUP INC SR UNSECURED 04/26 VAR | Long | Debt | US | $102M | – | 1.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A (CITIGROUP MORTGAGE LOAN TR 2004-HYB2) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 1A1 (CITIGROUP MTGE LOAN TR INC 2006-AR1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A (CITIGROUP MTGE LOAN TR INC 2006-AR7) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $517K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A (CITIGROUP MTGE LOAN TR INC 2007-AHL3) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A (CITIGROUP MTGE LOAN TR INC 2008-RR1) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP3 A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $5M | – | 0.05 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $7M | – | 0.08 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $12M | – | 0.12 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $23M | – | 0.23 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2B 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $24M | – | 0.24 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-2) | Long | ABS-other | US | $13M | – | 0.13 |
| CNH EQUIPMENT TRUST CNH 2023 B A2 (CNH EQUIPMENT TRUST 2023-B) | Long | ABS-other | US | $31M | – | 0.32 |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $14M | – | 0.14 |
| COLT FUNDING LLC COLT 2024 1 A1 144A (COLT 2024-1 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $29M | – | 0.29 |
| COMM MORTGAGE TRUST COMM 2020 CBM A1 144A (COMM MORTGAGE TRUST 2020-CBM) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM MORTGAGE TRUST COMM 2020 CBM A2 144A (COMM MORTGAGE TRUST 2020-CBM) | Long | ABS-mortgage backed security | US | $956K | – | 0.01 |
| COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A1 144A (COMMONBOND STUDENT LOAN TRUST 2017-AGS) | Long | ABS-other | US | $857K | – | 0.01 |
| COMMONBOND STUDENT LOAN TRUST CBSLT 2018 BGS A1 144A (COMMONBOND STUDENT LOAN TRUST 2018-BGS) | Long | ABS-other | US | $726K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $21M | – | 0.21 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $21M | – | 0.21 |
| CONTIMORTGAGE HOME EQUITY LOAN CONHE 1996 1 A8 (CONTIMORTGAGE HOME EQUITY LN 1996-1) | Long | ABS-mortgage backed security | US | $258.87 | – | 0.00 |
| COOPERAT RABOBANK UA/NY SR UNSECURED 03/27 VAR (COOPERATIEVE RABOBANK UA/NEW YORK BRANCH) | Long | Debt | NL | $2M | – | 0.02 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 12/27 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $13M | – | 0.14 |
| CORDATUS CLO PLC CORDA 7A ARR 144A (CVC CORDATUS LOAN FUND VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $20M | – | 0.20 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J3 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2003-J3) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-62) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-76) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A (COUNTRYWIDE ALT LOAN TRUST 2006-OA17) | Long | ABS-mortgage backed security | US | $858K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1 (COUNTRYWIDE ALT LOAN TRUST 2006-OA22) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9 (COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7) | Long | ABS-mortgage backed security | US | $867K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 1 M2 (COUNTRYWIDE ASSET-BACKED CERT 2004-1) | Long | ABS-mortgage backed security | US | $589K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 AB2 M3 (COUNTRYWIDE ASSET-BACKED CERT 2004-AB2) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC5 M5 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2004-BC5) | Long | ABS-mortgage backed security | US | $802K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 2AV (COUNTRYWIDE ASSET-BACKED CERT 2006-11) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 13 2A2 (COUNTRYWIDE ASSET-BACKED CERT 2007-13) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SEA1 2A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-SEA1) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| COUNTRYWIDE HOME EQUITY LOAN T CWHEL 2006 I 2A (COUNTRYWIDE HOME EQUITY LN TRUST 2006-I) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 3A2 (COUNTRYWIDE HOME LOANS 2001-HYB1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 R4 2A 144A (COUNTRYWIDE HOME LOANS 2003-R4) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A (COUNTRYWIDE HOME LOANS 2005-R2) | Long | ABS-mortgage backed security | US | $637K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 (COUNTRYWIDE HOME LOANS 2007-HY4) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.85 | Long | Debt | US | $1M | – | 0.01 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 08/24 3.15 | Long | Debt | US | $687K | – | 0.01 |
| CREDIT AGRICOLE LONDON REGS 09/24 VAR (CREDIT AGRICOLE SA/LONDON BRANCH) | Long | Debt | FR | $3M | – | 0.03 |
| CREDIT AGRICOLE LONDON SR UNSECURED REGS 07/27 4.4 (CREDIT AGRICOLE SA/LONDON BRANCH) | Long | Debt | FR | $3M | – | 0.03 |
| CREDIT AGRICOLE SA SR UNSECURED REGS 07/26 VAR | Long | Debt | FR | $4M | – | 0.05 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17) | Long | ABS-mortgage backed security | US | $597.85 | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR26 6A1 (CS FIRST BOSTON MTGE SEC CORP 2003-AR26) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR7 2A1 (CS FIRST BOSTON MTGE SEC CORP 2004-AR7) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP A 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP10 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP10) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL6 A1 144A (CREDIT SUISSE MORTGAGE TRUST 2020-RPL6) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A11 144A (CSMC 2021-INV1 TRUST) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 JR2 A1 144A (CSMC 2021-JR2 TRUST) | Long | ABS-mortgage backed security | US | $948K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A (CSMC TRUST 2021-RPL4) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A (CSMC 2022-RPL4) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A (CRESTLINE DENALI CLO XIV LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.23 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $43M | – | 0.44 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $26M | – | 0.27 |
| DAE FUNDING LLC COMPANY GUAR REGS 08/24 1.55 | Long | Debt | US | $3M | – | 0.03 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/24 VAR (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $18M | – | 0.18 |
| DAIMLER TRUCKS RETAIL TRUST DTRT 2023 1 A2 (DAIMLER TRUCKS RETAIL TRUST 2023-1) | Long | ABS-other | US | $18M | – | 0.19 |
| DANSKE BANK A/S 144A 01/26 VAR | Long | Debt | DK | $56M | – | 0.58 |
| DANSKE BANK A/S 144A 12/25 VAR | Long | Debt | DK | $5M | – | 0.05 |
| DANSKE BANK A/S REGS 09/25 VAR | Long | Debt | DK | $6M | – | 0.06 |
| DELL EQUIPMENT FINANCE TRUST DEFT 2023 2 A2 144A (DELL EQUIPMENT FINANCE TRUST 2023-2) | Long | ABS-other | US | $13M | – | 0.13 |
| DELL EQUIPMENT FINANCE TRUST DEFT 2023 3 A2 144A (DELL EQUIPMENT FINANCE TRUST 2023-3) | Long | ABS-other | US | $16M | – | 0.16 |
| DELL INT LLC / EMC CORP SR UNSECURED 07/24 4 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $17M | – | 0.17 |
| DELTA AIR LINES INC SR UNSECURED 10/24 2.9 | Long | Debt | US | $3M | – | 0.03 |
| DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A (DELTA FUNDING HOME EQ LN TR 1999-3) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| DEUTSCHE BANK NY 07/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $10M | – | 0.10 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $51M | – | 0.52 |
| DEUTSCHE BANK NY 11/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $3M | – | 0.03 |
| DEUTSCHE BANK REPO REPO | Long | Repurchase agreement | US | $152M | – | 1.55 |
| DLLAA LLC DLLAA 2023 1A A2 144A (DLLAA LLC 2023 1A) | Long | ABS-other | US | $9M | – | 0.09 |
| DNB BANK ASA SR UNSECURED 144A 10/26 VAR | Long | Debt | NO | $15M | – | 0.16 |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A (DRYDEN XXVII-R EURO CLO BV 2017-27A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.10 |
| DRYDEN SENIOR LOAN FUND DRSLF 2015 38A ARR 144A (DRYDEN 38 SENIOR LOAN FUND 2015-38A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.08 |
| DUTCH PROPERTY FINANCE DPF 2020 1 A REGS (DUTCH PROPERTY FINANCE 2020-1 BV 20-1) | Long | ABS-mortgage backed security | NL | $331K | – | 0.00 |
| DYNO NOBEL FINANCE LLC COMPANY GUAR REGS 08/27 3.95 | Long | Debt | US | $2M | – | 0.02 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2017 2A A 144A (ECMC GROUP STUDENT LOAN TRUST 2017-2) | Long | ABS-other | US | $898K | – | 0.01 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A (ECMC GROUP STUDENT LOAN TRUST 2018-1A) | Long | ABS-other | US | $13M | – | 0.13 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A (ECMC GROUP STUDENT LOAN TRUST 2019-1A) | Long | ABS-other | US | $7M | – | 0.07 |
| EDP FINANCE BV SR UNSECURED 144A 07/24 3.625 | Long | Debt | NL | $9M | – | 0.09 |
| ELEVATION CLO LTD AWPT 2017 8A A1R2 144A (ELEVATION CLO LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.09 |
| ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A (ELFI GRADUATE LOAN PROGRAM 2021-A LLC) | Long | ABS-other | US | $20M | – | 0.20 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2020 1 A1 144A (ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| EMC MORTGAGE LOAN TRUST EMCM 2001 A A 144A (EMCM MORTGAGE LOAN TRUST 2001-A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $73M | – | 0.75 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 6.8 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $11M | – | 0.11 |
| ENEL FINANCE INTL NV COMPANY GUAR REGS 09/24 2.65 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $2M | – | 0.02 |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/25 4.5 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $12M | – | 0.12 |
| ENERGY TRANSFER LP COMPANY GUAR 04/25 5.75 | Long | Debt | US | $13M | – | 0.13 |
| ENERGY TRANSFER LP SR UNSECURED 05/25 2.9 | Long | Debt | US | $6M | – | 0.06 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A (ENTERPRISE FLEET FINANCING LLC 2022-3) | Long | ABS-other | US | $7M | – | 0.07 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A (ENTERPRISE FLEET FUNDING LLC 2022-4) | Long | ABS-other | US | $24M | – | 0.25 |
| ENTERPRISE FLEET FINANCING LLC EFF 2023 3 A2 144A (ENTERPRISE FLEET FINANCING 2023-3 LLC) | Long | ABS-other | US | $37M | – | 0.37 |
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A (ENTERPRISE FLEET FINANCING 2024-2 LLC) | Long | ABS-other | US | $20M | – | 0.20 |
| ETSA UTILITIES FINANCE COMPANY GUAR 08/24 3.5 | Long | Debt | AU | $3M | – | 0.03 |
| EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A (EURO-GALAXY III CLO BV 13-3A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.04 |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS (EUROHOME UK MORTGAGES 2007-1 A) | Long | ABS-mortgage backed security | GB | $329K | – | 0.00 |
| EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25 | Long | Debt | US | $2M | – | 0.02 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $91M | – | 0.92 |
| FANNIE MAE FNR 1997 43 FM (FANNIE MAE 1997-43) | Long | ABS-mortgage backed security | US | $269.77 | – | 0.00 |
| FANNIE MAE FNR 1997 76 FM (FANNIE MAE REMIC-1997-76) | Long | ABS-mortgage backed security | US | $361.7 | – | 0.00 |
| FANNIE MAE FNR 1998 66 FK (FANNIE MAE 1998-66) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2000 34 F (FANNIE MAE 2000-34) | Long | ABS-mortgage backed security | US | $906.49 | – | 0.00 |
| FANNIE MAE FNR 2001 24 FB (FANNIE MAE 2001-24) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE FNR 2002 19 FG (FANNIE MAE 2002-19) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FANNIE MAE FNR 2002 21 FD (FANNIE MAE 2002-21) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE FNR 2002 34 FA (FANNIE MAE 2002-34) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FANNIE MAE FNR 2002 34 FE (FANNIE MAE 2002-34) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE FNR 2002 54 FD (FANNIE MAE 2002-54) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE FNR 2002 60 F1 (FANNIE MAE 2002-60) | Long | ABS-mortgage backed security | US | $941.91 | – | 0.00 |
| FANNIE MAE FNR 2003 11 DF (FANNIE MAE 2003-11) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FANNIE MAE FNR 2004 11 A (FANNIE MAE 2004-11) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2004 63 FA (FANNIE MAE 2004-63) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE FNR 2006 104 FV (FANNIE MAE 2006-104) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A2 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FANNIE MAE FNR 2006 15 FC (FANNIE MAE 2006-15) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE FNR 2006 20 GF (FANNIE MAE 2006-20) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE FNR 2006 46 FC (FANNIE MAE 2006-46) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FANNIE MAE FNR 2006 56 FE (FANNIE MAE-2006-56) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE FNR 2006 8 NF (FANNIE MAE 2006-8) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE FNR 2006 81 FA (FANNIE MAE 2006-81) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE FNR 2007 7 FJ (FANNIE MAE REMICS 2007-7) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FANNIE MAE FNR 2007 73 A1 (FANNIE MAE 2007-73) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FANNIE MAE FNR 2007 86 FA (FANNIE MAE 2007-86) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE FNR 2008 53 LF (FANNIE MAE 2008-53) | Long | ABS-mortgage backed security | US | $567.48 | – | 0.00 |
| FANNIE MAE FNR 2008 88 FA (FANNIE MAE 2008-88) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE FNR 2009 87 FA (FANNIE MAE 2009-87) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2009 96 FA (FANNIE MAE 2009-96) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2010 39 FE (FANNIE MAE 2010-39) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FANNIE MAE FNR 2010 74 AF (FANNIE MAE 2010-74) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FANNIE MAE FNR 2012 29 FG (FANNIE MAE REMICS 2012-29) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FANNIE MAE FNR 2013 51 JI (FANNIE MAE REMICS 2013-51) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FANNIE MAE FNR 2013 62 DI (FANNIE MAE REMICS 2013-62) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FANNIE MAE FNR 2013 62 LI (FANNIE MAE REMICS 2013-62) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FANNIE MAE FNR 2019 9 FA (FANNIE MAE REMICS 2019-9) | Long | ABS-mortgage backed security | US | $436K | – | 0.00 |
| FANNIE MAE FNR 2024 10 AF (FANNIE MAE REMICS 2024-10) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FANNIE MAE FNR 2024 38 AF (FANNIE MAE REMICS 2024-38) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FANNIEMAE WHOLE LOAN FNW 2002 W8 F (FANNIEMAE WHOLE LOAN 2002-W8) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W4 2A (FANNIE MAE WHOLE LOAN 2003-W4) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F (FANNIEMAE WHOLE LOAN 2003-W6) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2 (FANNIEMAE WHOLE LOAN 2003-W-8) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF (FANNIEMAE WHOLE LOAN 2004-W2) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FED HM LN PC POOL 1B1215 FH 10/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 1G0393 FH 11/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL 1G0867 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL 1G1114 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL 1L0183 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $907.74 | – | 0.00 |
| FED HM LN PC POOL 781955 FH 05/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL 847262 FH 07/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL 847321 FH 08/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL RA1197 FR 08/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FED HM LN PC POOL SD0250 FR 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL SD8006 FR 08/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29M | – | 0.29 |
| FED HM LN PC POOL SD8012 FR 09/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FED HM LN PC POOL ZM6153 FR 04/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $733K | – | 0.01 |
| FED HM LN PC POOL ZM6683 FR 05/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FED HM LN PC POOL ZM7428 FR 07/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FED HM LN PC POOL ZN1448 FR 11/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FED HM LN PC POOL ZN4867 FR 04/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL ZT1904 FR 03/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FEDERAL HOME LOAN BANK BONDS 02/26 5.5 (FEDERAL HOME LOAN BANK (FLHB)) | Long | Debt | US | $75M | – | 0.77 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1 (FHLMC STRUCTURED PASS THRU SEC T-57) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $789K | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A (FIFTH THIRD AUTO TRUST 2023-1) | Long | ABS-other | US | $15M | – | 0.15 |
| FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1 (FINANCE AMERICA MTGE LOAN TRUST 2004-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FIRST ABU DHABI BANK PJS SR UNSECURED 02/25 VAR (FIRST ABU DHABI BANK PJSC) | Long | Debt | AE | $11M | – | 0.12 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A5 (FIRST FRANKLIN MTG LOAN ABS 2006-FF15) | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR3) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FIRST NLC TRUST FNLC 2007 1 A1 144A (FIRST NLC TRUST 2007-1) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FIRSTKEY MASTER FUNDING RESECU FKMF 2016 R1 AD 144A (FIRSTKEY MASTER FUNDING 2016-R1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA POOL 065579 FN 07/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $728.23 | – | 0.00 |
| FNMA POOL 300986 FN 11/24 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120.18 | – | 0.00 |
| FNMA POOL 313898 FN 11/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135.01 | – | 0.00 |
| FNMA POOL 370687 FN 01/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $438.18 | – | 0.00 |
| FNMA POOL 530683 FN 07/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 535550 FN 08/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL 545010 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 545204 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA POOL 545255 FN 12/40 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 668220 FN 02/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 725695 FN 07/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 725886 FN 05/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $621.14 | – | 0.00 |
| FNMA POOL 732218 FN 06/43 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA POOL 735084 FN 02/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 740849 FN 06/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 745173 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 773314 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL 775852 FN 03/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| FNMA POOL 779346 FN 06/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $447.01 | – | 0.00 |
| FNMA POOL 790802 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 795718 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 802714 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL 813599 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 817452 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 817547 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 821365 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 821915 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 826128 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 835058 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 838769 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 841068 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 844000 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL 846937 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 846941 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 847995 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 847996 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 866066 FN 03/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 905694 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 905759 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $999.65 | – | 0.00 |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $503K | – | 0.01 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51M | – | 0.51 |
| FORD AUTO SECURITIZATION TRUST FASTR 2021 AA A2 144A (FORD AUTO SECURITIZATION TRUST 2021-AA) | Long | ABS-other | CA | $856K | – | 0.01 |
| FORD AUTO SECURITIZATION TRUST FASTR 2023 BA A1 144A (FORD AUTO SECURITIZATION TRUST II SERIES 2023-BA ASSET-BACKED NOTES) | Long | ABS-other | CA | $475K | – | 0.00 |
| FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A1 144A (FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES) | Long | ABS-other | CA | $12M | – | 0.13 |
| FORD CREDIT AUTO LEASE TRUST FORDL 2023 B A2B (FORD CREDIT AUTO LEASE TRUST 2023-B) | Long | ABS-other | US | $50M | – | 0.51 |
| FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2B (FORD CREDIT AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $29M | – | 0.30 |
| FORD CREDIT AUTO OWNER TRUST FORDO 2022 D A2B (FORD CREDIT AUTO OWNER TRUST 2022-D) | Long | ABS-other | US | $561K | – | 0.01 |
| FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A2A (FORD CREDIT AUTO OWNER TRUST 2023-A) | Long | ABS-other | US | $3M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $12M | – | 0.12 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/25 2.3 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $37M | – | 0.38 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $4M | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 4.687 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $18M | – | 0.18 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $38M | – | 0.39 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $15M | – | 0.15 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/24 4.063 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $14M | – | 0.14 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.05 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 12/24 3.683 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $314K | – | 0.00 |
| FREDDIE MAC FHR 2374 F (FREDDIE MAC 2374) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FREDDIE MAC FHR 2380 FI (FREDDIE MAC-2380) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FREDDIE MAC FHR 2395 FT (FREDDIE MAC 2395) | Long | ABS-mortgage backed security | US | $571.77 | – | 0.00 |
| FREDDIE MAC FHR 2432 FH (FREDDIE MAC 2432) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FREDDIE MAC FHR 2477 FZ (FREDDIE MAC 2477) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FREDDIE MAC FHR 2711 FA (FREDDIE MAC REMICS 2711) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FREDDIE MAC FHR 2820 FY (FREDDIE MAC 2820) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC FHR 3013 HZ (FREDDIE MAC 3013) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FREDDIE MAC FHR 3245 NF (FREDDIE MAC REMICS 3245) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC FHR 3397 FC (FREDDIE MAC 3397) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FREDDIE MAC FHR 3582 FA (FHR-3582) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC FHR 3807 FM (FREDDIE MAC 3807) | Long | ABS-mortgage backed security | US | $548K | – | 0.01 |
| FREDDIE MAC FHR 3898 TF (FREDDIE MAC 3898) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FREDDIE MAC FHR 3927 FH (FREDDIE MAC 3927) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FREDDIE MAC FHR 4579 SD (FREDDIE MAC REMICS 4579) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| FREDDIE MAC FHR 4948 E (FREDDIE MAC REMICS 4948) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FREDDIE MAC NOTES 02/26 5.55 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $28M | – | 0.29 |
| FREDDIE MAC NOTES 03/26 5.65 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $82M | – | 0.84 |
| FREDDIE MAC NOTES 05/25 5.52 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $123M | – | 1.25 |
| FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 1A (FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 2A (FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FREDDIEMAC STRIP FHS 240 F31 (FREDDIE MAC STRIPS 240) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2005 A M3 (FREMONT HOME LOAN TRUST 2005-A) | Long | ABS-mortgage backed security | US | $428K | – | 0.00 |
| FWD SECURITIZATION TRUST FWD 2020 INV1 A1 144A (FWD SECURITIZATION TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GA GLOBAL FUNDING TRUST SECURED 144A 04/25 3.85 | Long | Debt | US | $24M | – | 0.24 |
| GA GLOBAL FUNDING TRUST SECURED 144A 04/25 VAR | Long | Debt | US | $9M | – | 0.09 |
| GA GLOBAL FUNDING TRUST SECURED 144A 09/24 0.8 | Long | Debt | US | $25M | – | 0.25 |
| GA GLOBAL FUNDING TRUST SECURED 144A 09/24 VAR | Long | Debt | US | $24M | – | 0.25 |
| GA GLOBAL FUNDING TRUST SECURED REGS 04/25 VAR | Long | Debt | US | $2M | – | 0.02 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.16 |
| GCAT GCAT 2019 RPL1 A1 144A (GCAT LLC 2019-RPL1) | Long | ABS-mortgage backed security | US | $853K | – | 0.01 |
| GCAT GCAT 2021 NQM3 A1 144A (GCAT 2021-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| GCAT GCAT 2021 NQM3 A2 144A (GCAT 2021-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GCAT GCAT 2022 HX1 A1 144A (GCAT 2022-HX1 TRUST) | Long | ABS-mortgage backed security | US | $23M | – | 0.23 |
| GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A (GCT COMMERCIAL MORTGAGE TRUST 2021-GCT) | Long | ABS-mortgage backed security | US | $13M | – | 0.14 |
| GEMGARTO GMG 2021 1A A 144A (GEMGARTO 2021-1 PLC 21 -1A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.03 |
| GENERAL MOTORS CO SR UNSECURED 04/25 4 (GENERAL MOTORS COMPANY) | Long | Debt | US | $15M | – | 0.15 |
| GENERAL MOTORS FINL CO COMPANY GUAR 04/25 4.35 (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $37M | – | 0.38 |
| GENERAL MOTORS FINL CO SR UNSECURED 02/25 2.9 (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $45M | – | 0.46 |
| GENERAL MOTORS FINL CO SR UNSECURED 04/25 3.8 (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $13M | – | 0.13 |
| GENERAL MOTORS FINL CO SR UNSECURED 04/25 VAR (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $4M | – | 0.05 |
| GENERAL MOTORS FINL CO SR UNSECURED 05/27 VAR (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $17M | – | 0.17 |
| GEORGIA POWER CO SR UNSECURED 05/25 VAR (GEORGIA POWER COMPANY) | Long | Debt | US | $34M | – | 0.34 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2022 4 A2B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-4) | Long | ABS-other | US | $3M | – | 0.03 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 2 A2A (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $7M | – | 0.07 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 2 A2B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $7M | – | 0.07 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A2A (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $15M | – | 0.16 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 4 A2B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $16M | – | 0.17 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2004 AR2 5A1 (GMAC MORTGAGE CORP LOAN TRUST 2004-AR2) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| GMF CANADA LEASING TRUST GCOLT 2024 1A A1 144A (GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2024-1A) | Long | ABS-other | CA | $5M | – | 0.05 |
| GMF CANADA LEASING TRUST GCOLT 2024 1A A2 144A (GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2024-1A) | Long | ABS-other | CA | $8M | – | 0.08 |
| GNMA II POOL 008482 G2 08/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5.54 | – | 0.00 |
| GNMA II POOL 008559 G2 12/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19.54 | – | 0.00 |
| GNMA II POOL 008619 G2 04/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117.4 | – | 0.00 |
| GNMA II POOL 008621 G2 04/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $369.56 | – | 0.00 |
| GNMA II POOL 008643 G2 06/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36.86 | – | 0.00 |
| GNMA II POOL 008651 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008684 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $288.99 | – | 0.00 |
| GNMA II POOL 008686 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $200.79 | – | 0.00 |
| GNMA II POOL 008781 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $231.04 | – | 0.00 |
| GNMA II POOL 008865 G2 05/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008894 G2 06/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $89.7 | – | 0.00 |
| GNMA II POOL 080011 G2 11/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA II POOL 080085 G2 06/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA II POOL 080107 G2 08/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080109 G2 08/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 080114 G2 09/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II POOL 080116 G2 09/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080119 G2 10/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA II POOL 080264 G2 03/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 080283 G2 05/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 080291 G2 06/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA II POOL 080310 G2 08/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| GNMA II POOL 080317 G2 09/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 080379 G2 02/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II POOL 080387 G2 03/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA II POOL 080393 G2 04/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA II POOL 080395 G2 04/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA II POOL 080407 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA II POOL 080536 G2 08/31 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080546 G2 10/31 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA II POOL 080579 G2 02/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA II POOL 080599 G2 03/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080604 G2 05/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080779 G2 12/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 785540 G2 05/71 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.17 |
| GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $20M | – | 0.21 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 05/26 VAR | Long | Debt | US | $15M | – | 0.15 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 06/27 VAR | Long | Debt | US | $2M | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $1M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/24 VAR | Long | Debt | US | $11M | – | 0.11 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/25 VAR | Long | Debt | US | $43M | – | 0.44 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/24 VAR | Long | Debt | US | $904K | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 11/24 5.7 | Long | Debt | US | $18M | – | 0.18 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 12/26 VAR | Long | Debt | US | $16M | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2009 66 UF (GOVERNMENT NATL MTGE ASSOC 2009-66) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FK (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H01 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H01) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FP (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FV (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H12 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H12) | Long | ABS-mortgage backed security | US | $24M | – | 0.24 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H24 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H24) | Long | ABS-mortgage backed security | US | $15M | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H01 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H01) | Long | ABS-mortgage backed security | US | $28M | – | 0.28 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H04 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H04) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GPMT LTD. GPMT 2021 FL4 A 144A (GPMT LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.13 |
| GREAT HALL MORTGAGES PLC GHM 2007 1 A2A REGS (GREAT HALL MORTGAGES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $110K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2 (GREENPOINT MTGE FUNDING TR 2005-AR1) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1 (GREENPOINT MTGE FUNDING TR 2005-AR2) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1 (GREENPOINT MTGE FUNDING TR 2005-AR5) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A (GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| GREYWOLF CLO LTD GWOLF 2015 1A A1R 144A (GREYWOLF CLO LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2) | Long | ABS-mortgage backed security | US | $23M | – | 0.23 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A (GS MORTGAGE SECURITIES TRUST 2020-DUNE) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| GSAA HOME EQUITY TRUST GSAA 2007 7 A4 (GSAA HOME EQUITY TRUST 2007-7) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| GSAMP TRUST GSAMP 2004 FM2 M1 (GSAMP TRUST 2004-FM2) | Long | ABS-mortgage backed security | US | $804K | – | 0.01 |
| GSAMP TRUST GSAMP 2006 HE4 A2D (GSAMP TRUST 2006-HE4) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GSAMP TRUST GSAMP 2007 FM1 A2A (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1A4 144A (GSMPS MORTGAGE LOAN TRUST 2006-RP1) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 (GSR MTGE LOAN TRUST 2003-2F) | Long | ABS-mortgage backed security | US | $45.19 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR2) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M1 144A (GSRPM MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $606K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 2A (HARBORVIEW MORTGAGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $958K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A (HARBORVIEW MORTGAGE LOAN TR 2006-6) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| HARVEST CLO HARVT 21A A1R 144A (HARVEST CLO XXI DAC 21A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.10 |
| HCA INC COMPANY GUAR 02/25 5.375 | Long | Debt | US | $13M | – | 0.13 |
| HCA INC COMPANY GUAR 04/25 5.25 | Long | Debt | US | $76M | – | 0.78 |
| HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A (HERA COMMERCIAL MORTGAGE 2021-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.06 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A) | Long | ABS-other | US | $38M | – | 0.39 |
| HOME EQUITY ASSET TRUST HEAT 2002 3 A4 (HOME EQUITY PASS-THRU CERTS 2002-3) | Long | ABS-mortgage backed security | US | $733.57 | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2004 1 M1 (HOME EQUITY ASSET TRUST 2004-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| HOME EQUITY ASSET TRUST HEAT 2006 3 M1 (HOME EQUITY ASSET TRUST 2006-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| HONDA AUTO RECEIVABLES OWNER T HAROT 2023 2 A2 (HONDA AUTO RECEIVABLES OWNER TRUST 2023-2) | Long | ABS-other | US | $7M | – | 0.07 |
| HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT A 144A (HOSPITALITY MORTGAGE TRUST 2019-HIT) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| HSBC BANK PLC SR UNSECURED 09/24 VAR | Long | Debt | GB | $31M | – | 0.32 |
| HSBC HOLDINGS PLC SR UNSECURED 03/26 VAR | Long | Debt | GB | $38M | – | 0.38 |
| HSBC HOLDINGS PLC SR UNSECURED 03/26 VAR | Long | Debt | GB | $872K | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSECURED 04/26 VAR | Long | Debt | GB | $11M | – | 0.11 |
| HSBC HOLDINGS PLC SR UNSECURED 06/26 VAR | Long | Debt | GB | $3M | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $3M | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $8M | – | 0.09 |
| HSBC HOLDINGS PLC SR UNSECURED 11/25 VAR | Long | Debt | GB | $4M | – | 0.05 |
| HSBC HOLDINGS PLC SR UNSECURED 12/25 VAR | Long | Debt | GB | $9M | – | 0.09 |
| HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 (HSI ASSET LOAN OBLIGATION 2007-WF1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 M1 (HSI ASSET SEC CORP TRUST 2006-OPT3) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 WF1 1A1 (HSI ASSET SECUR CORP TRUST 2007-WF1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| HUNTINGTON AUTO TRUST HUNT 2024 1A A1 144A (HUNTINGTON AUTO TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.03 |
| HYATT HOTELS CORP SR UNSECURED 10/24 1.8 (HYATT HOTELS CORPORATION) | Long | Debt | US | $7M | – | 0.07 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 A A2B 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-A) | Long | ABS-other | US | $419K | – | 0.00 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 B A2B 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B) | Long | ABS-other | US | $4M | – | 0.04 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A2B 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C) | Long | ABS-other | US | $27M | – | 0.28 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2022 C A2B (HYUNDAI AUTO RECEIVABLES TRUST 2022-C) | Long | ABS-other | US | $8M | – | 0.09 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2023-A) | Long | ABS-other | US | $6M | – | 0.06 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 A A2B (HYUNDAI AUTO RECEIVABLES TRUST 2023-A) | Long | ABS-other | US | $8M | – | 0.09 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A2A (HYUNDAI AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $13M | – | 0.13 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 C A2A (HYUNDAI AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $10M | – | 0.10 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $12M | – | 0.12 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2B (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $5M | – | 0.05 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR | Long | Debt | US | $23M | – | 0.23 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $83M | – | 0.85 |
| IBERDROLA INTL BV COMPANY GUAR 03/25 5.81 (IBERDROLA INTERNATIONAL BV) | Long | Debt | NL | $3M | – | 0.03 |
| IMPAC CMB TRUST IMM 2004 10 1A1 (IMPAC CMB TR 2004-10) | Long | ABS-mortgage backed security | US | $818K | – | 0.01 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $83M | – | 0.85 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/25 4.25 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $12M | – | 0.12 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $3M | – | 0.03 |
| INCITEC PIVOT LTD COMPANY GUAR REGS 03/26 4.3 (INCITEC PIVOT LIMITED) | Long | Debt | AU | $7M | – | 0.07 |
| INDYMAC ARM TRUST INARM 2001 H2 A1 (INDYMAC ARM TRUST 2001-H2) | Long | ABS-mortgage backed security | US | $380.15 | – | 0.00 |
| INDYMAC ARM TRUST INARM 2001 H2 A2 (INDYMAC ARM TRUST 2001-H2) | Long | ABS-mortgage backed security | US | $482.45 | – | 0.00 |
| INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11 (INDYMAC IMSC MTGE LN TRUST 2007-HOA1) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR11) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR12) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR4) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR6) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| ING GROEP NV SR UNSECURED 03/26 VAR | Long | Debt | NL | $87M | – | 0.88 |
| ING GROEP NV SR UNSECURED 04/27 VAR | Long | Debt | NL | $33M | – | 0.33 |
| INTOWN 2022 STAY TOWN 2022 STAY A 144A (INTOWN 2022-STAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $29M | – | 0.29 |
| INVESCO EURO CLO INVSC 1A A1R 144A (INVESCO EURO CLO I DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.03 |
| ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 11/24 5 (ISRAEL ELECTRIC CORPORATION LTD) | Long | Debt | IL | $92M | – | 0.94 |
| JDE PEET S NV COMPANY GUAR 144A 09/24 0.8 (JDE PEETS NV) | Long | Debt | NL | $72M | – | 0.74 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 JP7 A3 (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 AON A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-AON) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 PHH A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH) | Long | ABS-mortgage backed security | US | $22M | – | 0.23 |
| 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 | $4M | – | 0.04 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5 (JP MORGAN MTGE ACQUIS CORP 2006-CH2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M1 (JP MORGAN MTGE ACQUIS CORP 2006-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH4 A5 (JP MORGAN MTGE ACQUIS CORP 2007-CH4) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 2A1 (JP MORGAN MORTGAGE TRUST-2005-A2) | Long | ABS-mortgage backed security | US | $430K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2019 INV3 A3 144A (JP MORGAN MORTGAGE TRUST 2019-INV3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2020 INV1 A3 144A (JP MORGAN MORTGAGE TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 12 A11 144A (JP MORGAN MORTGAGE TRUST 2021-12) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $18M | – | 0.19 |
| JPMORGAN CHASE + CO SR UNSECURED 02/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $4M | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 03/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $31M | – | 0.32 |
| JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $25M | – | 0.25 |
| JPMORGAN CHASE + CO SR UNSECURED 10/25 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $44M | – | 0.45 |
| JPMORGAN CHASE + CO SR UNSECURED 12/25 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $8M | – | 0.08 |
| JPMORGAN CHASE + CO SR UNSECURED 12/25 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $4M | – | 0.04 |
| JUBILEE CDO BV JUBIL 2014 11A ARR 144A (JUBILEE CLO 2014-XI BV 14-11A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.03 |
| KANSAI ELECTRIC POWER CO SR SECURED REGS 09/24 2.55 (KANSAI ELECTRIC POWER CO INC) | Long | Debt | JP | $1M | – | 0.01 |
| KINBANE DAC KINBN 2022 RPL1A A 144A (KINBANE 2022-RPL 1 DAC 22-RPL1A) | Long | ABS-mortgage backed security | IE | $17M | – | 0.17 |
| KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.08 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.06 |
| KOREA SOUTHERN POWER SR UNSECURED 10/24 VAR (KOREA SOUTHERN POWER CO LTD) | Long | Debt | KR | $29M | – | 0.30 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 2A A2 144A (LAD AUTO RECEIVABLES TRUST 2023-2A) | Long | ABS-other | US | $14M | – | 0.15 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 3A A2 144A (LAD AUTO RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $6M | – | 0.06 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 4A A2 144A (LAD AUTO RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $20M | – | 0.20 |
| LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9 | Long | Debt | US | $8M | – | 0.08 |
| LAURELIN BV LAUR 2016 1A ARR 144A (LAURELIN 2016-1 DAC 16-1A) | Long | ABS-collateralized bond/debt obligation | IE | $20M | – | 0.20 |
| LCM LTD PARTNERSHIP LCM 15A AR2 144A (LCM XV LP 15A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.12 |
| LCM LTD PARTNERSHIP LCM 23A A1R 144A (LCM XXIII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $518K | – | 0.01 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS3) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS5) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL2) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A (LEHMAN ABS MTGE LN TR 2007-1) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| LENDLEASE FINANCE LTD COMPANY GUAR REGS 10/27 3.4 (LENDLEASE FINANCE LIMITED) | Long | Debt | AU | $1M | – | 0.01 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $56M | – | 0.57 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR | Long | Debt | GB | $15M | – | 0.15 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 02/26 VAR | Long | Debt | GB | $37M | – | 0.38 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 VAR | Long | Debt | GB | $7M | – | 0.07 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/26 VAR | Long | Debt | GB | $7M | – | 0.07 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45 | Long | Debt | GB | $6M | – | 0.06 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 07/25 VAR | Long | Debt | GB | $77M | – | 0.79 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $4M | – | 0.04 |
| LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A (LOANCORE ISSUER LTD 2021-CRE5) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2A1 (LONG BEACH MTGE LOAN TRUST 2001-4) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2003 4 M1 (LONG BEACH MTGE LOAN TRUST 2003-4) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 (LONG BEACH MTGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5 (LONG BEACH MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| LUMINENT MORTGAGE TRUST LUM 2006 6 A1 (LUMINENT MORTGAGE TRUST 2006-6) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| LUMINENT MORTGAGE TRUST LUM 2006 7 1A1 (LUMINENT MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| LUMINENT MORTGAGE TRUST LUM 2006 7 2A1 (LUMINENT MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| M+T EQUIPMENT NOTES MTLRF 2023 1A A2 144A (M&T EQUIPMENT 2023-LEAF1 LLC) | Long | ABS-other | US | $24M | – | 0.25 |
| M360 LTD. M360 2021 CRE3 A 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.16 |
| MARBLE POINT CLO X LTD MP10 2017 1A AR 144A (MARBLE POINT CLO X LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.17 |
| MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1 (MASSACHUSETTS EDUC FINANCING AUTH 2008-1) | Long | ABS-other | US | $220K | – | 0.00 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $91M | – | 0.93 |
| MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A (MASTER CREDIT CARD TRUST II 2024-1A) | Long | ABS-mortgage backed security | CA | $51M | – | 0.52 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2003 5 6A1 (MASTR ALTERNATIVE LOANS TR 2003-5) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2004 OPT1 M1 (MASTR ASSET BACKED SECURITIES 2004-OPT1) | Long | ABS-mortgage backed security | US | $764K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2004 OPT2 A1 (MASTR ASSET BACKED SEC TR 2004-OPT2) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1 (MASTR ASSET BACKED SEC TR 2006-HE4) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2 (MASTR ASSET BACKED SEC TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| MBARC CREDIT CANADA INC SALC 2024 AA A1 144A (MBARC CREDIT CANADA INC 2024-AA) | Long | ABS-other | CA | $35M | – | 0.36 |
| MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2 (MELLON RES FUND CORP 1999-TBC3) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC3) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1 (MELLON RESIDENTIAL FUNDING CO 2001-TBC1) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A (MELLON RESIDENTIAL FUND CORP 2002-TBC2) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| MERCEDES BENZ AUTO RECEIVABLES MBART 2022 1 A2 (MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1) | Long | ABS-other | US | $393K | – | 0.00 |
| MERCEDES BENZ AUTO RECEIVABLES MBART 2023 1 A2 (MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $5M | – | 0.05 |
| MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1 (MERRILL LYNCH MORTGAGE BACKED SEC 2007-1) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A1 3A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A1) | Long | ABS-mortgage backed security | US | $921.3 | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A (MERRILL LYNCH MORTGAGE INVS 2005-A10) | Long | ABS-mortgage backed security | US | $882K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A (MERRILL LYNCH MORTGAGE INVESTO-2006-RM4) | Long | ABS-mortgage backed security | US | $602.54 | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A (MERRILL LYNCH MORTGAGE INV 2007-HE2) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| MET LIFE GLOB FUNDING I SECURED 144A 06/27 VAR (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $18M | – | 0.18 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A (MF1 2020-FL4 LTD) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.15 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A (MF1 2021-FL5 LTD) | Long | ABS-mortgage backed security | KY | $14M | – | 0.14 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $43M | – | 0.44 |
| MFRA TRUST MFRA 2020 NQM1 A1 144A (MFA 2020-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MFRA TRUST MFRA 2021 RPL1 A1 144A (MFA 2021-RPL1 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $277K | – | 0.00 |
| MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A (MIDOCEAN CREDIT CLO VIII 2018-8A) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.21 |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A (MILL CITY MORTGAGE LOAN TRUST 2019-GS2) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 A1 144A (MILL CITY MORTGAGE LOAN TRUST 2021-NMR1) | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $3M | – | 0.03 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 04/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $12M | – | 0.12 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 04/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $5M | – | 0.05 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/25 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $44M | – | 0.45 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 09/25 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $60M | – | 0.61 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 09/25 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $2M | – | 0.02 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED REGS 10/24 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $2M | – | 0.02 |
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/25 VAR (MIZUHO BANK LTD/ SYDNEY BRANCH) | Long | Debt | JP | $5M | – | 0.05 |
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/26 VAR (MIZUHO BANK LTD/ SYDNEY BRANCH) | Long | Debt | JP | $20M | – | 0.20 |
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 08/24 VAR (MIZUHO BANK LTD/ SYDNEY BRANCH) | Long | Debt | JP | $17M | – | 0.18 |
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 09/26 VAR (MIZUHO BANK LTD/ SYDNEY BRANCH) | Long | Debt | JP | $13M | – | 0.13 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/26 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $703K | – | 0.01 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/25 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $6M | – | 0.07 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A (MMAF EQUIPMENT FINANCE LLC 2023-A) | Long | ABS-other | US | $15M | – | 0.16 |
| MMAF EQUIPMENT FINANCE LLC MMAF 2024 A A2 144A (MMAF EQUIPMENT FINANCE LLC 2024-A) | Long | ABS-other | US | $12M | – | 0.12 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C22 ASB (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22) | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR | Long | Debt | US | $21M | – | 0.22 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $19M | – | 0.20 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A (MORGAN STANLEY CAPITAL I TRUST 2019-PLND) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE4 M1 (MORGAN STANLEY ABS CAPITAL I 2004-HE4) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2B (MORGAN STANLEY ABS CAPITAL-2006-HE6) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C (MORGAN STANLEY ABS CAPITAL I 2006-WMC1) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M5 (MORGAN STANLEY HOME EQUITY LN 2005-2) | Long | ABS-mortgage backed security | US | $520K | – | 0.01 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1 (MORGAN STANLEY IXIS RE CAP TR 2006-2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A1M (MORGAN STANLEY MTGE LN TR 2007-6XS) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A (MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-6) | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| MORGAN STANLEY SR UNSECURED 04/26 VAR | Long | Debt | US | $6M | – | 0.06 |
| MORGAN STANLEY SR UNSECURED 07/25 VAR | Long | Debt | US | $2M | – | 0.03 |
| MORTGAGEIT TRUST MHL 2004 2 A1 (MORTGAGEIT TRUST 2004-2) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A (MOUNTAIN VIEW CLO LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.08 |
| MUFG BANK LTD SYDNEY CERT OF DEPO 02/26 VAR (BANK OF TOKYO-MITSUBISHI UFJ LTD/SYDNEY BRANCH) | Long | Debt | JP | $23M | – | 0.23 |
| NATIONAL BANK OF CANADA COMPANY GUAR 03/27 VAR | Long | Debt | CA | $6M | – | 0.07 |
| NATWEST GROUP PLC SR UNSECURED 11/26 VAR | Long | Debt | GB | $1M | – | 0.01 |
| NATWEST MARKETS PLC SR UNSECURED 144A 03/25 VAR | Long | Debt | GB | $40M | – | 0.41 |
| NATWEST MARKETS PLC SR UNSECURED 144A 09/26 VAR | Long | Debt | GB | $3M | – | 0.03 |
| NATWEST MARKETS PLC SR UNSECURED REGS 03/25 VAR | Long | Debt | GB | $3M | – | 0.03 |
| NATWEST MARKETS PLC SR UNSECURED REGS 09/26 VAR | Long | Debt | GB | $698K | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A (NAVIENT STUDENT LOAN TRUST 2015-BA) | Long | ABS-other | US | $4M | – | 0.04 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A (NAVIENT STUDENT LOAN TRUST 2017-2) | Long | ABS-other | US | $14M | – | 0.14 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A (NAVIENT STUDENT LOAN TRUST 2017-5A) | Long | ABS-other | US | $9M | – | 0.09 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A) | Long | ABS-other | US | $1M | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A) | Long | ABS-other | US | $2M | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 CA A2B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-CA) | Long | ABS-other | US | $643K | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA) | Long | ABS-other | US | $9M | – | 0.09 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA) | Long | ABS-other | US | $5M | – | 0.06 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A (NAVIENT STUDENT LOAN TRUST 2020-IA) | Long | ABS-other | US | $6M | – | 0.06 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A (NAVIENT STUDENT LOAN TRUST 2020-IA) | Long | ABS-other | US | $7M | – | 0.07 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2021 CA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-CA) | Long | ABS-other | US | $497K | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA A1B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $24M | – | 0.25 |
| NELNET STUDENT LOAN TRUST NSLT 2012 4A A 144A (NELNET STUDENT LOAN TRUST 2012-4A) | Long | ABS-other | US | $2M | – | 0.02 |
| NELNET STUDENT LOAN TRUST NSLT 2015 3A A2 144A (NELNET STUDENT LOAN TRUST 2015-3A) | Long | ABS-other | US | $2M | – | 0.02 |
| NELNET STUDENT LOAN TRUST NSLT 2016 1A A 144A (NELNET STUDENT LOAN TRUST 2016-1A) | Long | ABS-other | US | $1M | – | 0.01 |
| NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A (NELNET STUDENT LOAN TRUST 2017-3A) | Long | ABS-other | US | $2M | – | 0.02 |
| NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A (NELNET STUDENT LOAN TRUST 2018-3A) | Long | ABS-other | US | $4M | – | 0.04 |
| NELNET STUDENT LOAN TRUST NSLT 2019 2A A 144A (NELNET STUDENT LOAN TRUST 2019-2) | Long | ABS-other | US | $32M | – | 0.32 |
| NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A (NELNET STUDENT LOAN TRUST 2019-3A) | Long | ABS-other | US | $16M | – | 0.16 |
| NETWORK FINANCE CO PTY L SR SECURED 12/24 3.5 (NETWORK FINANCE COMPANY PTY LIMITED) | Long | Debt | AU | $5M | – | 0.05 |
| NETWORK FINANCE CO PTY L SR SECURED 12/24 VAR (NETWORK FINANCE COMPANY PTY LIMITED) | Long | Debt | AU | $1M | – | 0.01 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1 (NEW CENTURY HOME EQUITY LOAN TR 2004-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2B (NEW CENTURY HOME EQUITY LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 NQM1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1) | Long | ABS-mortgage backed security | US | $766K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| NEW YORK MORTGAGE TRUST NYMT 2021 SP1 A1 144A (NEW YORK MORTGAGE TRUST 2021-SP1) | Long | ABS-mortgage backed security | US | $15M | – | 0.15 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 01/26 VAR (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $35M | – | 0.36 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 09/24 4.255 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.01 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $20M | – | 0.20 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/24 1.125 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $18M | – | 0.18 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $39M | – | 0.40 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 6.95 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 03/26 2 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/24 1.125 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $198K | – | 0.00 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $639K | – | 0.01 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $13M | – | 0.13 |
| NISSAN MOTOR CO SR UNSECURED REGS 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $1M | – | 0.01 |
| NOMURA HOLDINGS INC SR UNSECURED 01/25 2.648 | Long | Debt | JP | $111M | – | 1.13 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1 (NOMURA HOME EQUITY LOAN INC 2006-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| NORDEA BANK ABP 144A 06/25 VAR | Long | Debt | FI | $19M | – | 0.20 |
| NORTHSTAR EDUCATION FINANCE I NEF 2012 1 A 144A (NORTHSTAR EDUCATION FINANCE INC 2012-1) | Long | ABS-other | US | $1.35 | – | – |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5 (NOVASTAR HOME EQUITY LOAN 2005-1) | Long | ABS-mortgage backed security | US | $602K | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M1 (NOVASTAR HOME EQUITY LOAN 2005-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $54M | – | 0.55 |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A (OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A) | Long | ABS-collateralized bond/debt obligation | IE | $33M | – | 0.34 |
| OAKTREE CLO LTD OAKCL 2019 1A A1R 144A (OAKTREE CLO 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.14 |
| OCBC/SYDNEY SR UNSECURED 05/26 VAR (OVERSEA-CHINESE BANKING CORP/SYDNEY BRANCH) | Long | Debt | SG | $4M | – | 0.04 |
| OCP CLO LTD OCP 2014 7A A1RR 144A (OCP CLO LTD 2014-7A) | Long | ABS-collateralized bond/debt obligation | KY | $884K | – | 0.01 |
| OCP EURO CLO OCPE 2020 4A AR 144A (OCP EURO CLO 2020-4 DAC 20-4A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.10 |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.13 |
| ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-mortgage backed security | US | $27M | – | 0.28 |
| ONSLOW BAY FINANCIAL LLC OBX 2018 1 A2 144A (OBX TRUST 2018-1) | Long | ABS-mortgage backed security | US | $584K | – | 0.01 |
| ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A11 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM3 A1 144A (OBX 2024-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $26M | – | 0.27 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM4 A1 144A (OBX 2024-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A (OBX 2024-NQM5 TRUST) | Long | ABS-mortgage backed security | US | $13M | – | 0.13 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM6 A1 144A (OBX 2024-NQM6 TRUST) | Long | ABS-mortgage backed security | US | $18M | – | 0.18 |
| OPTUS FINANCE PTY LTD COMPANY GUAR REGS 07/25 1.6 (SINGTEL OPTUS FINANCE PTY LTD) | Long | Debt | AU | $2M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $5M | – | 0.05 |
| PACIFIC LIFE GF II SECURED 144A 12/24 VAR (PACIFIC LIFE GLOBAL FUNDING II) | Long | Debt | US | $1M | – | 0.01 |
| PACIFIC LIFE GF II SR SECURED 144A 06/26 VAR (PACIFIC LIFE GLOBAL FUNDING II) | Long | Debt | US | $2M | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 AB 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $1M | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A (PAGAYA AI DEBT TRUST 2024-1) | Long | ABS-other | US | $3M | – | 0.03 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A) | Long | ABS-collateralized bond/debt obligation | IE | $19M | – | 0.19 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 1A A1 144A (PALMER SQUARE LOAN FUNDING 2021-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $537K | – | 0.01 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A (PALMER SQUARE LOAN FUNDING 2021-4) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.05 |
| PANASONIC HOLDINGS CORP SR UNSECURED 144A 07/24 2.679 (PANASONIC HOLDINGS CORPORATION) | Long | Debt | JP | $1M | – | 0.01 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/24 2.7 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $6M | – | 0.06 |
| PFP III PFP 2021 8 A 144A (PFP III LTD 2021-8) | Long | ABS-mortgage backed security | KY | $3M | – | 0.03 |
| PFP III PFP 2022 9 A 144A (PFP 2022-9 LTD A) | Long | ABS-mortgage backed security | KY | $19M | – | 0.19 |
| PFS FINANCING CORP. PFSFC 2023 D A 144A (PFS FINANCING CORP 2023-D) | Long | ABS-other | US | $55M | – | 0.56 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $182K | – | 0.00 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $8M | – | 0.08 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $17M | – | 0.17 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL1 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL6 A1 144A (PRET 2021-NPL6 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-RN1 LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A (PRKCM 2024-AFC1 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| PROGRESS RESIDENTIAL TRUST PROG 2021 SFR7 A 144A (PROGRESS RESIDENTIAL 2021-SFR7 TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| PROGRESS RESIDENTIAL TRUST PROG 2021 SFR9 A 144A (PROGRESS RESIDENTIAL 2021-SFR9 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| PRP ADVISORS, LLC PRPM 2024 NQM1 A1 144A (PRPM 2024-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A (PRPM 2024-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| QUANTA SERVICES INC SR UNSECURED 10/24 0.95 | Long | Debt | US | $15M | – | 0.15 |
| RAAC SERIES RAAC 2006 RP4 M1 144A (RAAC SERIES 2006-RP4) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL6 A 144A (READY CAPITAL MORTGAGE FINANCING 2021-FL6 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $29M | – | 0.30 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2023 FL11 A 144A (READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.21 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A (RENAISSANCE HOME EQUITY LN TR 2003-2) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2004 3 AV2A (RENAISSANCE HOME EQUITY LOAN TR 2004-3) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543 (RENESAS ELECTRONICS CORPORATION) | Long | Debt | JP | $10M | – | 0.10 |
| RENESAS ELECTRONICS CORP SR UNSECURED REGS 11/24 1.543 (RENESAS ELECTRONICS CORPORATION) | Long | Debt | JP | $5M | – | 0.05 |
| REPO BANK AMERICA REPO | Long | Repurchase agreement | US | $261M | – | 2.66 |
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T | Short | Repurchase agreement | US | $-194M | – | -1.98 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 (RALI SERIES 2005-QO1 TRUST) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO2) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO3) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1 (RESIDENTIAL ACCREDIT LOANS 2007-QH7) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS1 MII1 (RESIDENTIAL ASSET MTGE PRO INC 2004-RS1) | Long | ABS-mortgage backed security | US | $784K | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 (RESIDENTIAL ASSET MTGE PROD 2005-EFC5) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS7 M2 (RAMP SERIES 2005-RS7) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2004 IP2 4A (RESIDENTIAL ASSET SEC TR 2004-IP2) | Long | ABS-mortgage backed security | US | $560K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1 (RESIDENTIAL ASSET SECUR TRUST 2005-A15) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 (RESIDENTIAL FUNDING MTG SEC I 2003-S9) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| RESIMAC RESI 2021 1A A1 144A (RESIMAC PREMIER SERIES 2021-1A) | Long | ABS-mortgage backed security | AU | $2M | – | 0.02 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-94M | – | -0.96 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-6M | – | -0.06 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-146M | – | -1.49 |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $922K | – | 0.01 | |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | Derivative-interest rate | US | $2M | – | 0.02 | |
| ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625 (ROLLS-ROYCE PLC) | Long | Debt | GB | $3M | – | 0.03 |
| ROLLS ROYCE PLC COMPANY GUAR REGS 10/25 3.625 (ROLLS-ROYCE PLC) | Long | Debt | GB | $885K | – | 0.01 |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 VAR | Long | Debt | CA | $13M | – | 0.13 |
| SABINE PASS LIQUEFACTION SR SECURED 03/25 5.625 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $8M | – | 0.08 |
| SAGE AR FUNDING SGSHR 1A A 144A (SAGE AR FUNDING NO 1 PLC 1A) | Long | ABS-mortgage backed security | GB | $6M | – | 0.06 |
| SARANAC CLO LTD SRANC 2018 6A A1R 144A (SARANAC CLO LTD 2018-6A) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.02 |
| SBA TOWER TRUST SBAC 2014 2A C 144A | Long | Debt | US | $10M | – | 0.10 |
| SBNA AUTO LEASE TRUST SBALT 2023 A A2 144A (SBNA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $23M | – | 0.23 |
| SECURITIZED ASSET BACKED RECEI SABR 2004 OP2 A1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2004-OP2) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1) | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 10 2A1 (SEQUOIA MORTGAGE TRUST 10) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 3 A (SEQUOIA MORTGAGE TRUST 2004-3) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2005 3 A1 (SEQUOIA MORTGAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $649K | – | 0.01 |
| SEQUOIA MORTGAGE TRUST SEMT 2005 4 2A1 (SEQUOIA MORTGAGE TRUST 2005-4) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A2A 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A) | Long | ABS-other | US | $647K | – | 0.01 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A2B 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A) | Long | ABS-other | US | $3M | – | 0.03 |
| SHINHAN BANK SR UNSECURED REGS 09/25 VAR (SHINHAN BANK CO LTD) | Long | Debt | KR | $649K | – | 0.01 |
| SHINHAN BANK SR UNSECURED REGS 11/25 VAR (SHINHAN BANK CO LTD) | Long | Debt | KR | $4M | – | 0.04 |
| SK HYNIX INC SR UNSECURED 144A 01/27 5.5 | Long | Debt | KR | $7M | – | 0.08 |
| SK HYNIX INC SR UNSECURED REGS 01/26 6.25 | Long | Debt | KR | $11M | – | 0.11 |
| SK HYNIX INC SR UNSECURED REGS 09/24 3 | Long | Debt | KR | $8M | – | 0.08 |
| SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 VAR (SKANDINAVISKA ENSKILDA BANKEN AB) | Long | Debt | SE | $9M | – | 0.09 |
| SLC STUDENT LOAN TRUST SLCLT 2007 1 A4 (SLC STUDENT LOAN TRUST 2007-1) | Long | ABS-other | US | $939K | – | 0.01 |
| SLM STUDENT LOAN TRUST SLMA 2004 10 A7A 144A (SLM CONSOLIDATION STUD LN TRUST 2004-10) | Long | ABS-other | US | $2M | – | 0.02 |
| SLM STUDENT LOAN TRUST SLMA 2004 10 A7B 144A (SLM CONSOLIDATION STUD LN TRUST 2004-10) | Long | ABS-other | US | $780K | – | 0.01 |
| SLM STUDENT LOAN TRUST SLMA 2008 2 A3 (SLM STUDENT LOAN TRUST 2008-2) | Long | ABS-other | US | $132K | – | 0.00 |
| SLM STUDENT LOAN TRUST SLMA 2008 5 A4 (SLM STUDENT LOAN TRUST 2008-5) | Long | ABS-other | US | $2M | – | 0.02 |
| SLM STUDENT LOAN TRUST SLMA 2008 7 A4 (SLM STUDENT LOAN TRUST 2008-7) | Long | ABS-other | US | $1M | – | 0.01 |
| SLM STUDENT LOAN TRUST SLMA 2012 2 A (SLM STUDENT LOAN TRUST 2012-2) | Long | ABS-other | US | $3M | – | 0.03 |
| SLM STUDENT LOAN TRUST SLMA 2012 3 A (SLM STUDENT LOAN TRUST 2012-3) | Long | ABS-other | US | $1M | – | 0.01 |
| SLM STUDENT LOAN TRUST SLMA 2013 2 A (SLM STUDENT LOAN TRUST 2013-2) | Long | ABS-other | US | $6M | – | 0.07 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20C 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20C) | Long | ABS-other | US | $9K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20D 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20D) | Long | ABS-other | US | $14K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2016 B A2B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2016-B) | Long | ABS-other | US | $357K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2016-C) | Long | ABS-other | US | $84K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA) | Long | ABS-other | US | $7M | – | 0.07 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB) | Long | ABS-other | US | $27M | – | 0.27 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-A) | Long | ABS-other | US | $6M | – | 0.06 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-D) | Long | ABS-other | US | $8M | – | 0.08 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-C) | Long | ABS-other | US | $4M | – | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $11M | – | 0.12 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-A) | Long | ABS-other | US | $1M | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $5M | – | 0.05 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $2M | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $18M | – | 0.18 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A2 144A (SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC) | Long | ABS-other | US | $215K | – | 0.00 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 C AFX 144A (SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-C) | Long | ABS-other | US | $8M | – | 0.08 |
| SOCIETE GENERALE COMPANY GUAR 144A 01/26 VAR | Long | Debt | FR | $111M | – | 1.13 |
| SOCIETE GENERALE COMPANY GUAR REGS 01/26 VAR | Long | Debt | FR | $24M | – | 0.25 |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2023 1S A 144A (SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST) | Long | ABS-other | US | $2M | – | 0.02 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-7K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-10K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-10K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-12K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-15K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-27K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-44K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-44K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-110K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-146K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-434K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-296.06 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-434K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $3M | – | 0.03 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $353K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $21K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-8K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-62K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-296K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $61K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $39.42 | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3M | – | 0.03 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $573K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $108K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $2M | – | 0.02 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $383K | – | 0.00 | |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.14 |
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A (SOUND POINT CLO XXVIII LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.10 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT1 2A4 (SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT1) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4 (SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3 (SPECIALTY UNDERWRITING & RESID 2005-BC2) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/26 VAR | Long | Debt | GB | $2M | – | 0.03 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR | Long | Debt | GB | $65M | – | 0.67 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR | Long | Debt | GB | $8M | – | 0.08 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 05/28 VAR | Long | Debt | GB | $7M | – | 0.07 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $43M | – | 0.44 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $5M | – | 0.05 |
| STANDARD CHARTERED PLC SR UNSECURED REGS 11/25 VAR | Long | Debt | GB | $9M | – | 0.09 |
| STONEPEAK SALTT 2021 1A AA 144A (STONEPEAK 2021-1 ABS) | Long | ABS-other | US | $5M | – | 0.05 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $759.38 | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR1) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR7 A1A (STRUCTURED ASSET MTG INV INC 2004-AR7) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR2) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1 (STRUCTURED ASSET MTGE INVEST 2006-AR6) | Long | ABS-mortgage backed security | US | $572K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR2) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2004 4XS 1A6 (STRUCTURED ASSET SECURITIES CORP 2004-4XS) | Long | ABS-mortgage backed security | US | $280.97 | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A (STRUCTURED ASSET SEC CORP 2005-7XS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 VAR (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $1M | – | 0.01 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 VAR (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.03 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED REGS 10/24 VAR (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $85M | – | 0.86 |
| SUMITOMO MITSUI SYD CERT OF DEPO 02/26 VAR (SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH) | Long | Debt | JP | $16M | – | 0.17 |
| SUMITOMO MITSUI SYD CERT OF DEPO 07/26 VAR (SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH) | Long | Debt | JP | $19M | – | 0.19 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 VAR (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $3M | – | 0.03 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/24 VAR (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $3M | – | 0.03 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/26 VAR (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $3M | – | 0.03 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 03/26 VAR (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $5M | – | 0.05 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 09/26 VAR (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $4M | – | 0.04 |
| SVENSKA HANDELSBANKEN AB 144A 05/27 VAR | Long | Debt | SE | $20M | – | 0.20 |
| SWEDBANK AB 144A 09/27 5.337 | Long | Debt | SE | $8M | – | 0.08 |
| SWEDBANK AB SR UNSECURED REGS 09/27 5.337 | Long | Debt | SE | $39M | – | 0.40 |
| SYMPHONY CLO LTD SYMP 2018 19A A 144A (SYMPHONY CLO XIX LTD 2018-19A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.14 |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A (SYNCHRONY CARD ISSUANCE TRUST 2023-A2) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| SYNCHRONY FINANCIAL SR UNSECURED 08/24 4.25 | Long | Debt | US | $21M | – | 0.21 |
| T MOBILE USA INC COMPANY GUAR 04/25 3.5 (T-MOBILE USA INC) | Long | Debt | US | $32M | – | 0.33 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $5M | – | 0.05 |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $39M | – | 0.40 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| TER FINANCE LTD JERSEY SECURED 144A 01/25 0.00000 (TER FINANCE (JERSEY) LIMITED) | Long | Debt | JE | $14M | – | 0.15 |
| TERWIN MORTGAGE TRUST TMTS 2006 5 1A2B 144A (TERWIN MTGE TRUST 2006-5) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| TESLA AUTO LEASE TRUST TESLA 2023 A A2 144A (TESLA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $22M | – | 0.22 |
| TESLA AUTO LEASE TRUST TESLA 2023 B A2 144A (TESLA AUTO LEASE TRUST 2023-B) | Long | ABS-other | US | $26M | – | 0.26 |
| THOMPSON PARK CLO, LTD TPRK 2021 1A A1 144A (THOMPSON PARK CLO LTD 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3 (THORNBURG MORTGAGE SEC TRUST 2005-1) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| TORO EUROPEAN CLO TCLO 6A AR 144A (TORO EUROPEAN CLO 6 DAC 6A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.09 |
| TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A (TOWD POINT ASSET TRUST 2021-SL1) | Long | ABS-other | US | $12M | – | 0.13 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $31M | – | 0.32 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13X A1 REGS (TOWD POINT MORTGAGE FUNDING 2019-AUBURN 13 PLC 19-A13X) | Long | ABS-mortgage backed security | GB | $1M | – | 0.01 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $12M | – | 0.12 |
| TOWD POINT MORTGAGE TRUST TPMT 2017 3 A1 144A (TOWD POINT MORTGAGE TRUST 2017-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A (TOWD POINT MORTGAGE TRUST 2018-3) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A (TOWD POINT MORTGAGE TRUST 2019-HY3) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A (TOWD POINT MORTGAGE TRUST 2021-SJ2) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES1 A1A 144A (TOWD POINT MORTGAGE TRUST 2024-CES1) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A (TOWD POINT MORTGAGE TRUST 2024-CES2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A (TOWD POINT MORTGAGE TRUST 2024-CES3) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 C A2A (TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST) | Long | ABS-other | US | $169K | – | 0.00 |
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 C A2B (TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST) | Long | ABS-other | US | $411K | – | 0.00 |
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 D A2B (TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST) | Long | ABS-other | US | $7M | – | 0.07 |
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 C A2A (TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST) | Long | ABS-other | US | $11M | – | 0.12 |
| TOYOTA LEASE OWNER TRUST TLOT 2023 B A2B 144A (TOYOTA LEASE OWNER TRUST 2023-B) | Long | ABS-other | US | $35M | – | 0.36 |
| TRANSURBAN QLD FINANCE SR SECURED REGS 12/24 VAR (QUEENSLAND MOTORWAYS (SUN GROUP FINANCE PTY LIMITED)) | Long | Debt | AU | $18M | – | 0.18 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1B | – | 14.36 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $675M | – | 6.88 |
| TREASURY BILL 10/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1B | – | 10.31 |
| TRILLIUM CREDIT CARD TRUST II TCCT 2023 3A A 144A (TRILLIUM CREDIT CARD TRUST II 2023-3A) | Long | ABS-mortgage backed security | CA | $113M | – | 1.15 |
| TRILLIUM CREDIT CARD TRUST II TCCT 2024 1A A 144A (TRILLIUM CREDIT CARD TRUST II 2024-1A) | Long | ABS-mortgage backed security | CA | $61M | – | 0.62 |
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A (TRINITAS CLO XII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.15 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $235M | – | 2.40 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $66M | – | 0.68 |
| TTAN TTN 2021 MHC A 144A (TTAN 2021-MHC) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| TULANE LA UNIV TULHGR 02/36 FLOATING VAR (TULANE UNIVERSITY) | Long | Debt | US | $31M | – | 0.32 |
| TYSON FOODS INC SR UNSECURED 08/24 3.95 | Long | Debt | US | $3M | – | 0.04 |
| UBS AG AUSTRALIA SR UNSECURED REGS 07/25 VAR (UBS AG/SYDNEY BRANCH) | Long | Debt | CH | $66M | – | 0.68 |
| UBS AG STAMFORD CT SR UNSECURED 02/25 VAR (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $3M | – | 0.03 |
| UBS AG STAMFORD CT SR UNSECURED 08/24 4.75 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $7M | – | 0.07 |
| UBS AG STAMFORD CT SR UNSECURED 09/24 3.625 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $5M | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 05/26 VAR | Long | Debt | CH | $66M | – | 0.68 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-529K | – | -0.01 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-2M | – | -0.02 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-356K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-1M | – | -0.01 | |
| US TREASURY N/B 05/29 4.5 (UNITED STATES GOVT) | Short | Debt | US | $-252M | – | -2.56 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-88K | – | -0.00 | |
| USAA AUTO OWNER TRUST USAOT 2023 A A2 144A (USAA AUTO OWNER TRUST 2023-A) | Long | ABS-other | US | $15M | – | 0.15 |
| VENTAS REALTY LP COMPANY GUAR 02/25 3.5 | Long | Debt | US | $1M | – | 0.01 |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $144K | – | 0.00 |
| VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| VENTURE CDO LTD VENTR 2017 26A AR 144A (VENTURE XXVI CLO LTD 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.07 |
| VENTURE CDO LTD VENTR 2017 29A AR 144A (VENTURE XXIX CLO LTD 2017-29A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.14 |
| VENTURE CDO LTD VENTR 2018 33A A1LR 144A (VENTURE CLO LTD 2018-33A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.09 |
| VENTURE CDO LTD VENTR 2019 36A A1AR 144A (VENTURE 36 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.17 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $10M | – | 0.10 |
| VERIZON MASTER TRUST VZMT 2024 1 A1B (VERIZON MASTER TRUST 2024-1) | Long | ABS-other | US | $17M | – | 0.18 |
| VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A (VERUS SECURITIZATION TRUST 2023-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A (VERUS SECURITIZATION TRUST 2023-4) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A (VERUS SECURITIZATION TRUST 2023-5) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A (VERUS SECURITIZATION TRUST 2023-INV1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A (VERUS SECURITIZATION TRUST 2023-INV2) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A (VERUS SECURITIZATION TRUST 2024-1) | Long | ABS-mortgage backed security | US | $21M | – | 0.21 |
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A (VERUS SECURITIZATION TRUST 2024-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A (VERUS SECURITIZATION TRUST 2024-4) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.08 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.18 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/25 3.5 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $2M | – | 0.03 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 06/25 4.625 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $7M | – | 0.08 |
| VICTORIA POWER NETWORKS COMPANY GUAR 04/26 VAR (VICTORIA POWER NETWORKS (FINANCE) PTY LTD) | Long | Debt | AU | $1M | – | 0.01 |
| VICTORIA POWER NETWORKS COMPANY GUAR REGS 08/24 VAR (VICTORIA POWER NETWORKS (FINANCE) PTY LTD) | Long | Debt | AU | $6M | – | 0.06 |
| VMC FINANCE LLC VMC 2021 FL4 A 144A (VMC FINANCE 2021-FL4 LLC) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| VOLKSWAGEN AUTO LEASE TRUST VWALT 2023 A A2B (VOLKSWAGEN AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $26M | – | 0.26 |
| VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 1 A2A (VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1) | Long | ABS-other | US | $28M | – | 0.29 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/25 VAR (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $1M | – | 0.01 |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A (ING INVESTMENT MANAGEMENT CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| WALGREENS BOOTS ALLIANCE SR UNSECURED 11/24 3.8 (WALGREENS BOOTS ALLIANCE INC) | Long | Debt | US | $5M | – | 0.05 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A (WASHINGTON MUTUAL 2002 AR2) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A (WASHINGTON MUTUAL 2002-AR6) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A (WASHINGTON MUTUAL 2002-AR9) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR1 A5 (WASHINGTON MUTUAL 2003-AR1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 1A6 (WASHINGTON MUTUAL 2003-AR9) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A (WASHINGTON MUTUAL 2003-AR9) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A2 (WASHINGTON MUTUAL 2004-AR3) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1B (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $687K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B3 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1 (WASHINGTON MUTUAL 2005-AR15) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1 (WASHINGTON MUTUAL 2006-AR10) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A2 (WASHINGTON MUTUAL 2006-AR10) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A (WASHINGTON MUTUAL 2006-AR11) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A (WASHINGTON MUTUAL 2006-AR15) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 2A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $540K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A (WASHINGTON MUTUAL 2006 AR7) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $899K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 2A3 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 4A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1 (WAMU MTGE P/T CERTIFICATES 2007-HY4) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1 (WAMU MTGE P/T CERT 2007-HY5) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A (WAMU MORTGAGE P/T CERTIFICATES 2007-OA1) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA3 2A1A (WASHINGTON MUTUAL 2007-OA3) | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/25 3.638 | Long | Debt | US | $20M | – | 0.20 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/25 3.788 | Long | Debt | US | $32M | – | 0.33 |
| WARWICK FINANCE RESIDENTIAL MO WARW 4X A REGS (WARWICK FINANCE RESIDENTIAL MORTGAGES 4X) | Long | ABS-mortgage backed security | GB | $3M | – | 0.03 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 (WASHINGTON MUTUAL ASSET BACKED 2006-HE5) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A (WASHINGTON MUTUAL MTGE P/T 2006-AR3) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2 (WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1) | Long | ABS-mortgage backed security | US | $25.33 | – | 0.00 |
| WELLS FARGO + COMPANY SR UNSECURED 02/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $47M | – | 0.48 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $13M | – | 0.14 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $95M | – | 0.97 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 NXS5 A6FL 144A (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS5) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 06/25 3.2 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) | Long | Debt | US | $2M | – | 0.02 |
| WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2014 C25 ASB (WF-RBS COMMERCIAL MORTGAGE TRUST 2014-C25) | Long | ABS-mortgage backed security | US | $599K | – | 0.01 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $38M | – | 0.38 |
| WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/25 3.65 (WOODSIDE FINANCE LIMITED) | Long | Debt | AU | $35M | – | 0.35 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A (RCKT MORTGAGE TRUST 2024-CES1) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2022 C A2 (WORLD OMNI AUTO RECEIVABLES TRUST 2022-C) | Long | ABS-other | US | $2M | – | 0.02 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2023 A A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2023-A) | Long | ABS-other | US | $4M | – | 0.04 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2023 B A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $5M | – | 0.05 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2023 C A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $9M | – | 0.10 |
| WORLD OMNI AUTOMOBILE LEASE SE WOLS 2023 A A2B (WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2023-A) | Long | ABS-other | US | $4M | – | 0.04 |
| ZEPHYRUS CAPITAL AVIATION PART TERM LOAN (ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1) | Long | ABS-other | US | $3M | – | 0.03 |
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.