PIMCOFUNDS > PIMCO Funds
PIMCO Total Return Fund II
$584.69M
Avg Monthly Net Assets
$1.12B
Total Assets
$484.94M
Total Liabilities
$633.90M
Net Assets
PIMCO Total Return Fund II is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has two share classes
and monthly net assets of $584.69M.
On August 28th, 2024 it reported 653 holdings, the largest
being UMBS PASS THRU POOLS (7.1%), UNITED STATES GOVT (6.5%) and UMBS PASS THRU POOLS (5.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I-2 | C000082492 | PMTPX | |
| Institutional | C000026656 | PMBIX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-54.12 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.12 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-947.46 | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-155.4 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-480.8 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-237.6 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-711.06 | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-693.84 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-589.26 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-58.71 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-555.26 | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-718.88 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| AES CORP/THE SR UNSECURED 06/28 5.45 (AES CORPORATION) | Long | Debt | US | $499K | – | 0.08 |
| AES CORPORATION SNR S* ICE | Derivative-credit | US | $79K | – | 0.01 | |
| ALABAMA POWER CO SR UNSECURED 09/30 1.45 (ALABAMA POWER COMPANY) | Long | Debt | US | $897K | – | 0.14 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 01/27 3.95 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $1M | – | 0.23 |
| ALLY FINANCIAL INC SR UNSECURED 01/30 VAR | Long | Debt | US | $617K | – | 0.10 |
| AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3 (AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $716K | – | 0.11 |
| AMER AIRLINE 19 1A PTT PASS THRU CE 08/33 3.5 (AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $344K | – | 0.05 |
| AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15 (AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.23 |
| AMER AIRLN 13 1 A PASS T AMER AIRLN 13 1 A PASS T (AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $108K | – | 0.02 |
| AMEREN ILLINOIS CO 1ST MORTGAGE 11/30 1.55 (AMEREN ILLINOIS COMPANY) | Long | Debt | US | $1M | – | 0.19 |
| AMERICAN TOWER CORP SR UNSECURED 03/29 3.95 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $189K | – | 0.03 |
| AMERICAN TOWER CORP SR UNSECURED 10/26 3.375 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $764K | – | 0.12 |
| AMERICAN TOWER CORP SR UNSECURED 11/28 5.8 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $816K | – | 0.13 |
| AMGEN INC SR UNSECURED 03/33 5.25 | Long | Debt | US | $998K | – | 0.16 |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A (ANGEL OAK MORTGAGE TRUST 2024-4) | Long | ABS-mortgage backed security | US | $752K | – | 0.12 |
| ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5 (ANTARES HOLDINGS LP) | Long | Debt | US | $887K | – | 0.14 |
| APPALACHIAN POWER CO SR UNSECURED 04/31 2.7 (APPALACHIAN POWER COMPANY) | Long | Debt | US | $1M | – | 0.21 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $335K | – | 0.05 |
| ATHENE GLOBAL FUNDING SECURED 144A 02/26 5.684 | Long | Debt | US | $702K | – | 0.11 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516 | Long | Debt | US | $802K | – | 0.13 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $300K | – | 0.05 |
| AVANGRID INC SR UNSECURED 06/29 3.8 (AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)) | Long | Debt | US | $1M | – | 0.16 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC) | Long | ABS-other | US | $2M | – | 0.32 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 (BANC OF AMERICA FUNDING CORP 2005-D) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| BANK BANK 2019 BN18 ASB (BANK 2019-BN18) | Long | ABS-mortgage backed security | US | $662K | – | 0.10 |
| BANK BANK 2022 BNK40 A4 (BANK 2022-BNK40) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| BANK OF AMERICA CORP SR UNSECURED 07/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $794K | – | 0.13 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $303K | – | 0.05 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $1M | – | 0.19 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125 | Long | Debt | US | $202K | – | 0.03 |
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2021 5 A1 144A (BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| BBCCRE TRUST BBCCR 2015 GTP A 144A (BBCCRE TRUST 2015-GTP) | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| BDS LTD BDS 2022 FL11 ATS 144A (BDS 2022-FL11 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.49 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $182K | – | 0.03 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $400K | – | 0.06 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| BECTON DICKINSON + CO SR UNSECURED 02/29 4.874 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $199K | – | 0.03 |
| BLACKSTONE SECURED LEND SR UNSECURED 11/27 5.875 (BLACKSTONE SECURED LENDING FUND) | Long | Debt | US | $1M | – | 0.17 |
| BLUE OWL CREDIT INCOME SR UNSECURED 144A 09/29 6.6 (BLUE OWL CREDIT INCOME CORP) | Long | Debt | US | $197K | – | 0.03 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 04/34 6.25 | Long | Debt | US | $903K | – | 0.14 |
| BMO MORTGAGE TRUST BMO 2024 5C4 A3 (BMO 2024-5C4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| BOEING CO SR UNSECURED 144A 05/27 6.259 (BOEING CO/THE) | Long | Debt | US | $302K | – | 0.05 |
| BOEING CO SR UNSECURED 144A 05/29 6.298 (BOEING CO/THE) | Long | Debt | US | $406K | – | 0.06 |
| BOEING CO SR UNSECURED 144A 05/31 6.388 (BOEING CO/THE) | Long | Debt | US | $407K | – | 0.06 |
| BOEING CO SR UNSECURED 144A 05/34 6.528 (BOEING CO/THE) | Long | Debt | US | $205K | – | 0.03 |
| BOEING CO SR UNSECURED 144A 05/54 6.858 (BOEING CO/THE) | Long | Debt | US | $308K | – | 0.05 |
| BOEING CO SR UNSECURED 144A 05/64 7.008 (BOEING CO/THE) | Long | Debt | US | $205K | – | 0.03 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $6K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 09/28 3.875 | Long | Debt | US | $188K | – | 0.03 |
| BRITISH AIR 19 1 A PTT PASS THRU CE 144A 12/30 3.35 (BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $681K | – | 0.11 |
| BRITISH AIR 21 1 A PPT PASS THRU CE 144A 09/36 2.9 (BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $619K | – | 0.10 |
| BRIXMOR OPERATING PART SR UNSECURED 02/34 5.5 (BRIXMOR OPERATING PARTNERSHIP LP) | Long | Debt | US | $393K | – | 0.06 |
| BROADCOM INC SR UNSECURED 144A 11/35 3.137 | Long | Debt | US | $566K | – | 0.09 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | Long | Debt | US | $396K | – | 0.06 |
| BROWN + BROWN INC SR UNSECURED 06/34 5.65 (BROWN & BROWN INC) | Long | Debt | US | $597K | – | 0.09 |
| BSST MORTGAGE TRUST BSST 2022 1700 A 144A (BEAST MORTGAGE TRUST 2022-1700) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A (BWAY MORTGAGE TRUST 2021-1450) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| BX TRUST BX 2021 21M A 144A (BX COMMERCIAL MORTGAGE TRUST 2021-21M) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | Long | Debt | US | $514K | – | 0.08 |
| CDW LLC/CDW FINANCE COMPANY GUAR 05/25 4.125 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $1M | – | 0.22 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 4A A1 144A (CHEVY CHASE MTGE FUNDING CORP 2004-4A) | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS A 144A (CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| CITIGROUP INC SR UNSECURED 02/30 VAR | Long | Debt | US | $597K | – | 0.09 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A2 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| CITIZENS FINANCIAL GROUP SR UNSECURED 04/35 VAR (CITIZENS FINANCIAL GROUP INC) | Long | Debt | US | $1M | – | 0.21 |
| CNO GLOBAL FUNDING SECURED 144A 06/27 5.875 | Long | Debt | US | $1M | – | 0.19 |
| COBANK ACB JR SUBORDINA 12/99 VAR (COBANK ACB (AKA: COBANK AB)) | Long | Equity-preferred | US | $2M | 2M | 0.35 |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| CONSTELLATION BRANDS INC SR UNSECURED 01/29 4.8 | Long | Debt | US | $296K | – | 0.05 |
| CONSTELLATION EN GEN LLC SR UNSECURED 01/34 6.125 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $626K | – | 0.10 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9) | Long | ABS-mortgage backed security | US | $492.14 | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 08/27 3.5 | Long | Debt | US | $567K | – | 0.09 |
| CREDIT SUISSE COMMERCIAL MORTG CSWF 2021 SOP2 A 144A (CSWF 2021-SOP2) | Long | ABS-mortgage backed security | US | $662K | – | 0.10 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR22 3A1 (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2003-AR22) | Long | ABS-mortgage backed security | US | $472K | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A 144A (CSMC 2018-RPL9 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A (CSMC 2021-ADV TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV2 A3 144A (CSMC 2021-INV2 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 JR2 A1 144A (CSMC 2021-JR2 TRUST) | Long | ABS-mortgage backed security | US | $448K | – | 0.07 |
| CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A (CROSS 2024-H3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $1M | – | 0.24 |
| CRSNT TRUST CRSNT 2021 MOON A 144A (CRSNT TRUST 2021-MOON) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/26 2 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $2M | – | 0.25 |
| DBGS MORTGAGE TRUST DBGS 2018 5BP A 144A (DBGS MORTGAGE TRUST 2018-5BP) | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| DLLMT LLC DLLMT 2023 1A A2 144A (DLLMT 2023-1 LLC) | Long | ABS-other | US | $451K | – | 0.07 |
| DOLP TRUST DOLP 2021 NYC A 144A (DOLP TRUST 2021-NYC) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 04/31 2.55 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $1M | – | 0.22 |
| EMC MORTGAGE LOAN TRUST EMCM 2001 A A 144A (EMCM MORTGAGE LOAN TRUST 2001-A) | Long | ABS-mortgage backed security | US | $215K | – | 0.03 |
| ENERGY TRANSFER LP SR UNSECURED 05/28 4.95 | Long | Debt | US | $2M | – | 0.25 |
| ENERGY TRANSFER LP SR UNSECURED 12/26 6.05 | Long | Debt | US | $912K | – | 0.14 |
| ENTERGY MISSISSIPPI LLC 1ST MORTGAGE 09/33 5 | Long | Debt | US | $776K | – | 0.12 |
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A (ENTERPRISE FLEET FINANCING 2024-2 LLC) | Long | ABS-other | US | $2M | – | 0.33 |
| EPR PROPERTIES COMPANY GUAR 04/25 4.5 | Long | Debt | US | $1M | – | 0.23 |
| EQUINIX INC SR UNSECURED 05/31 2.5 | Long | Debt | US | $419K | – | 0.07 |
| EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35 | Long | Debt | US | $387K | – | 0.06 |
| ESSENTIAL UTILITIES INC SR UNSECURED 01/34 5.375 | Long | Debt | US | $197K | – | 0.03 |
| EVERSOURCE ENERGY SR UNSECURED 03/28 5.45 | Long | Debt | US | $502K | – | 0.08 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $4M | – | 0.66 |
| F+G GLOBAL FUNDING SECURED 144A 06/27 5.875 (F&G GLOBAL FUNDING) | Long | Debt | US | $597K | – | 0.09 |
| FANNIE MAE FNR 2006 118 A1 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE FNR 2024 38 AF (FANNIE MAE REMICS 2024-38) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 (FANNIEMAE WHOLE LOAN 2003-W1) | Long | ABS-mortgage backed security | US | $123K | – | 0.02 |
| FANNIEMAE WHOLE LOAN FNW 2004 W8 2A (FANNIEMAE WHOLE LOAN 2004-W8) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $502K | – | 0.08 |
| FED HM LN PC POOL 787239 FH 07/30 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL A48628 FG 05/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A56477 FG 01/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A63809 FG 08/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL A63820 FG 08/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $760.89 | – | 0.00 |
| FED HM LN PC POOL A65652 FG 09/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL A69852 FG 12/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A77766 FG 06/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $291K | – | 0.05 |
| FED HM LN PC POOL A80378 FG 12/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $497.84 | – | 0.00 |
| FED HM LN PC POOL A90393 FG 12/39 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL A92821 FG 07/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL A97059 FG 02/41 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| FED HM LN PC POOL C73627 FG 11/32 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL C91236 FG 02/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FED HM LN PC POOL C91310 FG 06/30 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL C91325 FG 08/30 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FED HM LN PC POOL C91365 FG 04/31 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FED HM LN PC POOL C91389 FG 08/31 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G02168 FG 04/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FED HM LN PC POOL G02781 FG 04/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL G03330 FG 09/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| FED HM LN PC POOL G03339 FG 08/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FED HM LN PC POOL G03504 FG 11/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G03551 FG 11/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL G03616 FG 12/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159.53 | – | 0.00 |
| FED HM LN PC POOL G03698 FG 12/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FED HM LN PC POOL G03776 FG 01/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL G03781 FG 01/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G03941 FG 02/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G03968 FG 12/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $796.27 | – | 0.00 |
| FED HM LN PC POOL G04170 FG 04/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FED HM LN PC POOL G04216 FG 12/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G04219 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G04222 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G04589 FG 08/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G04626 FG 05/31 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160.91 | – | 0.00 |
| FED HM LN PC POOL G04630 FG 11/29 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47.34 | – | 0.00 |
| FED HM LN PC POOL G04701 FG 01/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL G04719 FG 01/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G04731 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FED HM LN PC POOL G05337 FG 12/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G05531 FG 08/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL G05922 FG 07/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G05956 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $155K | – | 0.02 |
| FED HM LN PC POOL G06238 FG 01/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $138K | – | 0.02 |
| FED HM LN PC POOL G06566 FG 01/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| FED HM LN PC POOL G08793 FG 12/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL G08809 FG 04/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.02 |
| FED HM LN PC POOL Q06186 FG 02/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FED HM LN PC POOL Q06448 FG 02/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| FED HM LN PC POOL QD9196 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 1.68 |
| FED HM LN PC POOL SB8001 FR 07/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FED HM LN PC POOL SD0935 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.44 |
| FED HM LN PC POOL SD8225 FR 07/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28M | – | 4.45 |
| FED HM LN PC POOL SD8329 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 3.05 |
| FED HM LN PC POOL ZS7122 FR 08/27 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $620.74 | – | 0.00 |
| FED HM LN PC POOL ZS8716 FR 09/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $181K | – | 0.03 |
| FED HM LN PC POOL ZT1403 FR 11/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $148K | – | 0.02 |
| FED HM LN PC POOL ZT1732 FR 02/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL ZT1872 FR 04/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| FED HM LN PC POOL ZT2021 FR 05/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL ZT2092 FR 06/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FEDERAL HOME LOAN BANK BONDS 03/26 0.96 (FEDERAL HOME LOAN BANK (FLHB)) | Long | Debt | US | $12M | – | 1.85 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 01/29 4.3 (FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.21 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $597K | – | 0.09 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2022 2 A3 144A (FLAGSHIP CREDIT AUTO TRUST 2022-2) | Long | ABS-other | US | $864K | – | 0.14 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A (FLAGSHIP CREDIT AUTO TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.35 |
| FLORIDA POWER + LIGHT CO 1ST MORTGAGE 12/47 3.7 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $990K | – | 0.16 |
| FNMA POOL 255364 FN 09/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 255834 FN 06/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 357628 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 548695 FN 10/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120.65 | – | 0.00 |
| FNMA POOL 555417 FN 05/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $693.65 | – | 0.00 |
| FNMA POOL 654184 FN 10/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 660737 FN 07/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $304.96 | – | 0.00 |
| FNMA POOL 667571 FN 11/32 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FNMA POOL 667620 FN 11/32 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 676102 FN 12/32 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82.42 | – | 0.00 |
| FNMA POOL 687984 FN 03/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $400.8 | – | 0.00 |
| FNMA POOL 735227 FN 02/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $336K | – | 0.05 |
| FNMA POOL 739289 FN 09/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $430.39 | – | 0.00 |
| FNMA POOL 741620 FN 10/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $534.92 | – | 0.00 |
| FNMA POOL 745423 FN 04/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FNMA POOL 745948 FN 10/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 766177 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 778975 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 780165 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 794994 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $356.02 | – | 0.00 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 799982 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 804450 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 804701 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FNMA POOL 831149 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL 831377 FN 04/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $386.5 | – | 0.00 |
| FNMA POOL 832802 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 844615 FN 12/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 888223 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 888890 FN 10/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $789.76 | – | 0.00 |
| FNMA POOL 888967 FN 12/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FNMA POOL 889174 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 889176 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.02 |
| FNMA POOL 901486 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FNMA POOL 916398 FN 05/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $417.84 | – | 0.00 |
| FNMA POOL 932511 FN 02/40 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 940804 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121K | – | 0.02 |
| FNMA POOL 962003 FN 03/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 982410 FN 04/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 985525 FN 06/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| FNMA POOL 985720 FN 06/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 995938 FN 01/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $408K | – | 0.06 |
| FNMA POOL AA2207 FN 03/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134.52 | – | 0.00 |
| FNMA POOL AA7171 FN 05/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AA7694 FN 07/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3.53 | – | 0.00 |
| FNMA POOL AB2503 FN 03/31 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AC1841 FN 09/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AC7025 FN 11/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AD0662 FN 01/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $355.53 | – | 0.00 |
| FNMA POOL AD2872 FN 03/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86.7 | – | 0.00 |
| FNMA POOL AE1265 FN 09/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| FNMA POOL AE4704 FN 09/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AH1481 FN 12/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.02 |
| FNMA POOL AH1515 FN 12/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| FNMA POOL AH1904 FN 03/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AH3620 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH8812 FN 03/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $170.11 | – | 0.00 |
| FNMA POOL AL0219 FN 04/41 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $238K | – | 0.04 |
| FNMA POOL BM2003 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL BN6656 FN 05/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $629K | – | 0.10 |
| FNMA POOL BX9727 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $863K | – | 0.14 |
| FNMA POOL CA4067 FN 08/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL CB2894 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.55 |
| FNMA POOL CB3122 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| FNMA POOL FM1107 FN 06/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $451K | – | 0.07 |
| FNMA POOL FM1842 FN 06/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FNMA POOL FM3100 FN 02/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL FM3340 FN 05/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.60 |
| FNMA POOL FS1073 FN 03/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| FNMA POOL MA0534 FN 10/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL MA0563 FN 11/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $976.52 | – | 0.00 |
| FNMA POOL MA0804 FN 07/31 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL MA3438 FN 08/33 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137K | – | 0.02 |
| FNMA POOL MA3489 FN 10/33 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.02 |
| FNMA POOL MA3559 FN 01/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FNMA POOL MA3588 FN 02/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA3610 FN 03/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL MA3632 FN 04/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA3658 FN 05/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $166K | – | 0.03 |
| FNMA POOL MA3769 FN 09/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL MA3822 FN 09/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| FNMA POOL MA3866 FN 12/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 1.99 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 3.24 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-23M | – | -3.64 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 3.34 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 4.13 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32M | – | 4.98 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45M | – | 7.12 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 1.14 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $181K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.24 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $698K | – | 0.11 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $188K | – | 0.03 |
| FREDDIE MAC FHR 2237 ZA (FREDDIE MAC-2237) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FREDDIE MAC FHR 2504 Z (FREDDIE MAC-2504) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FREDDIE MAC FHR 3609 F (FREDDIE MAC 3609) | Long | ABS-mortgage backed security | US | $289K | – | 0.05 |
| FREDDIE MAC NOTES 10/26 0.8 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $6M | – | 0.88 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A1 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A (FS RIALTO 2022-FL4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.30 |
| GCAT GCAT 2022 INV2 A5 144A (GCAT TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A (GCT COMMERCIAL MORTGAGE TRUST 2021-GCT) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $35K | – | 0.01 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $31K | – | 0.00 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $122K | – | 0.02 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $68K | – | 0.01 | |
| GEORGIA POWER CO SR UNSECURED 03/51 3.25 (GEORGIA POWER COMPANY) | Long | Debt | US | $1M | – | 0.16 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $801K | – | 0.13 |
| GNMA II POOL 008505 G2 09/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $246.93 | – | 0.00 |
| GNMA II POOL 008580 G2 01/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $454.41 | – | 0.00 |
| GNMA II POOL 008699 G2 09/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 008788 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $538.85 | – | 0.00 |
| GNMA II POOL 080046 G2 02/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 080076 G2 05/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080086 G2 06/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL 080093 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130.78 | – | 0.00 |
| GNMA II POOL 080096 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA II POOL 080107 G2 08/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA II POOL 080354 G2 12/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| GNMA II POOL 080426 G2 07/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL MA5138 G2 04/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $146K | – | 0.02 |
| GNMA II POOL MA5193 G2 05/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $411K | – | 0.06 |
| GNMA II POOL MA5712 G2 01/49 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL MA6042 G2 07/49 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $848K | – | 0.13 |
| GNMA II POOL MA7937 G2 03/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 1.48 |
| GNMA II POOL MA9360 G2 12/53 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 2.70 |
| GNMA POOL 409602 GN 09/25 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41.98 | – | 0.00 |
| GNMA POOL 602434 GN 03/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 602484 GN 12/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 633286 GN 11/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 641582 GN 08/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 642423 GN 11/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 644028 GN 08/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 647734 GN 08/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 647841 GN 10/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 649265 GN 11/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 649509 GN 10/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 685628 GN 04/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA POOL 688141 GN 12/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $369K | – | 0.06 |
| GNMA POOL 701692 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA POOL 714055 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| GNMA POOL 744075 GN 06/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 745325 GN 08/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 781766 GN 07/34 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 781830 GN 11/34 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 782011 GN 12/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 782105 GN 03/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 782213 GN 12/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| GNMA POOL 782468 GN 11/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $204K | – | 0.03 |
| GNMA POOL 783771 GN 04/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| GNMA POOL BB4481 GN 07/47 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195K | – | 0.03 |
| GNMA POOL BP1218 GN 09/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| GNMA POOL BT3503 GN 02/50 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR | Long | Debt | US | $4M | – | 0.66 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 05/26 VAR | Long | Debt | US | $2M | – | 0.25 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H20 PT (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H20) | Long | ABS-mortgage backed security | US | $316K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H29 SA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H29) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17) | Long | ABS-mortgage backed security | US | $511K | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H18 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H18) | Long | ABS-mortgage backed security | US | $892K | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H20 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20) | Long | ABS-mortgage backed security | US | $736K | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30) | Long | ABS-mortgage backed security | US | $256K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H31 FT (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H06 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09) | Long | ABS-mortgage backed security | US | $283K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $874K | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H14 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14) | Long | ABS-mortgage backed security | US | $708K | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H15 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H15) | Long | ABS-mortgage backed security | US | $805K | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H18 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H18) | Long | ABS-mortgage backed security | US | $704K | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07) | Long | ABS-mortgage backed security | US | $236K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25) | Long | ABS-mortgage backed security | US | $952K | – | 0.15 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR3 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 GR2 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ4 A4 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ4) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| GS MORTGAGE SECURITIES TRUST GSMS 2015 590M A 144A (GS MORTGAGE SECURITIES TRUST 2015-590M) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| GXO LOGISTICS INC SR UNSECURED 05/29 6.25 | Long | Debt | US | $1M | – | 0.22 |
| HANOVER INSURANCE GROUP SR UNSECURED 09/30 2.5 (HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP)) | Long | Debt | US | $1M | – | 0.21 |
| HCA INC COMPANY GUAR 06/28 5.2 | Long | Debt | US | $1M | – | 0.23 |
| HEALTHPEAK OP LLC COMPANY GUAR 07/29 3.5 | Long | Debt | US | $1M | – | 0.19 |
| HESS CORPORATION SNR S* ICE | Derivative-credit | US | $30K | – | 0.00 | |
| HOMEBANC MORTGAGE TRUST HMBT 2005 1 A1 (HOMEBANC MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $639K | – | 0.10 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $170K | – | 0.03 |
| HUNDRED ACRE WOOD TRUST HAWT 2021 INV2 A11 144A (HUNDRED ACRE WOOD TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A3 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C) | Long | ABS-other | US | $1M | – | 0.19 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $1M | – | 0.21 |
| INDYMAC ARM TRUST INARM 2001 H2 A2 (INDYMAC ARM TRUST 2001-H2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 6A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR23) | Long | ABS-mortgage backed security | US | $454K | – | 0.07 |
| INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875 (INTEGRIS BAPTIST MEDICAL CENTER) | Long | Debt | US | $2M | – | 0.25 |
| INTEL CORPORATION | Long | Debt | US | $3M | – | 0.47 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $848K | – | 0.13 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $498K | – | 0.08 |
| JEFFERIES FIN GROUP INC SR UNSECURED 04/34 6.2 (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $1M | – | 0.22 |
| JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 (JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.17 |
| 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 | $1M | – | 0.21 |
| 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 | $439K | – | 0.07 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 10 A3 144A (JP MORGAN MORTGAGE TRUST 2021-10) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV4) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A (JP MORGAN MORTGAGE TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 LTV2 A3 144A (J.P. MORGAN MORTGAGE TRUST 2022-LTV2) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C32 ASB (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C32) | Long | ABS-mortgage backed security | US | $681K | – | 0.11 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $1M | – | 0.22 |
| KILROY REALTY LP COMPANY GUAR 01/36 6.25 | Long | Debt | US | $190K | – | 0.03 |
| KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP A 144A (KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021-CHIP) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $2M | – | 0.33 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $398K | – | 0.06 |
| LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9 | Long | Debt | US | $2M | – | 0.24 |
| LENDMARK FUNDING TRUST LFT 2021 1A A 144A (LENDMARK FUNDING TRUST 2021-1A) | Long | ABS-other | US | $2M | – | 0.25 |
| LIBERTY UTILITIES CO SR UNSECURED 144A 01/29 5.577 | Long | Debt | US | $2M | – | 0.32 |
| LOUISIANA ST LOCAL GOVT ENVRNM LASGOV 02/33 FIXED 4.145 (LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH) | Long | Debt | US | $1M | – | 0.21 |
| LOUISVILLE GAS + ELEC 1ST MORTGAGE 04/33 5.45 (LOUISVILLE GAS & ELECTRIC) | Long | Debt | US | $201K | – | 0.03 |
| LPL HOLDINGS INC COMPANY GUAR 05/27 5.7 | Long | Debt | US | $1M | – | 0.16 |
| LXP INDUSTRIAL TRUST SR UNSECURED 11/28 6.75 | Long | Debt | US | $623K | – | 0.10 |
| MANHATTAN WEST OMW 2020 1MW A 144A (MANHATTAN WEST 2020-1MW) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| MARINER FINANCE ISSUANCE TRUST MFIT 2021 AA A 144A (MARINER FINANCE ISSUANCE TRUST 2021-A) | Long | ABS-other | US | $2M | – | 0.25 |
| MARVELL TECHNOLOGY INC SR UNSECURED 02/29 5.75 | Long | Debt | US | $945K | – | 0.15 |
| MASSACHUSETTS ELECTRIC SR UNSECURED 144A 11/30 1.729 (MASSACHUSETTS ELECTRICAL CO) | Long | Debt | US | $1M | – | 0.19 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A (MF1 2022-FL10 LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.22 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.46 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A (MF1 2024-FL14 LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.19 |
| MFRA TRUST MFRA 2020 NQM1 A1 144A (MFA 2020-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $310K | – | 0.05 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C27 ASB (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27) | Long | ABS-mortgage backed security | US | $324K | – | 0.05 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2016 UB12 ASB (MORGAN STANLEY CAPITAL I TRUST 2016-UBS12) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A (MORGAN STANLEY CAPITAL I INC 2021-230P) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| MORGAN STANLEY DIRECT SR UNSECURED 02/27 4.5 (MORGAN STANLEY DIRECT LENDING FUND) | Long | Debt | US | $2M | – | 0.26 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1 (MORGAN STANLEY IXIS RE CAP TR 2006-2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $865K | – | 0.14 |
| MORGAN STANLEY SR UNSECURED 02/29 VAR | Long | Debt | US | $996K | – | 0.16 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $2M | – | 0.35 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $606K | – | 0.10 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $509K | – | 0.08 |
| MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A (MOSAIC SOLAR LOAN TRUST 2022-1A) | Long | ABS-other | US | $1M | – | 0.16 |
| NARRAGANSETT ELECTRIC SR UNSECURED 144A 05/34 5.35 (NARRAGANSETT ELECTRIC CO/THE) | Long | Debt | US | $594K | – | 0.09 |
| NATIONAL RURAL UTIL COOP COLLATERAL T 03/31 1.35 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION) | Long | Debt | US | $940K | – | 0.15 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A (NAVIENT STUDENT LOAN TRUST 2015-BA) | Long | ABS-other | US | $822K | – | 0.13 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $993K | – | 0.16 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 05/27 3.55 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.23 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $1M | – | 0.23 |
| NORTHERN STATES PWR MINN 1ST MORTGAGE 04/31 2.25 (NORTHERN STATES POWER COMPANY OF MINNESOTA) | Long | Debt | US | $1M | – | 0.21 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/31 2.15 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $1M | – | 0.22 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| OCTANE RECEIVABLES TRUST OCTL 2023 2A A2 144A (OCTANE RECEIVABLES TRUST 2023-2A) | Long | ABS-other | US | $1M | – | 0.17 |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/28 4.75 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $581K | – | 0.09 |
| ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A3 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV3 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV3) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| ORACLE CORP SR UNSECURED 04/60 3.85 (ORACLE CORPORATION) | Long | Debt | US | $895K | – | 0.14 |
| OWENS CORNING SR UNSECURED 08/26 3.4 (OWENS CORNING INC) | Long | Debt | US | $2M | – | 0.24 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/29 6.1 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.19 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/32 4.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.25 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/34 6.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $647K | – | 0.10 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 05/29 5.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $501K | – | 0.08 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.22 |
| PACIFICORP 1ST MORTGAGE 02/34 5.45 | Long | Debt | US | $593K | – | 0.09 |
| PARK PLACE SECURITIES INC PPSI 2005 WCH1 M4 (PARK PLACE SECURITIES INC 2005-WCH1) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| PHILIP MORRIS INTL INC SR UNSECURED 02/31 5.125 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $990K | – | 0.16 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $4M | – | 0.61 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $19M | – | 2.95 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $700K | – | 0.11 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A (PRPM 2024-RCF2 LLC) | Long | ABS-mortgage backed security | US | $919K | – | 0.15 |
| PUBLIC SERVICE ENTERPRIS SR UNSECURED 04/34 5.45 (PUBLIC SERVICE ENTERPRISE GROUP INC (AKA: PSEG INC)) | Long | Debt | US | $298K | – | 0.05 |
| RADIAN GROUP INC SR UNSECURED 05/29 6.2 | Long | Debt | US | $606K | – | 0.10 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| REGENERON PHARMACEUTICAL SR UNSECURED 09/30 1.75 (REGENERON PHARMACEUTICALS) | Long | Debt | US | $1M | – | 0.21 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA1 2A1 (RESIDENTIAL FUNDING MTG SEC I 2006-SA1) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-16M | – | -2.46 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-30M | – | -4.69 |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO | Short | Repurchase agreement | US | $-30M | – | -4.75 |
| RFR USD SOFR/1.75000 12/21/22-30Y CME | Derivative-interest rate | US | $5M | – | 0.73 | |
| RFR USD SOFR/1.78750 05/03/22-5Y LCH | Derivative-interest rate | US | $-384K | – | -0.06 | |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | Derivative-interest rate | US | $476K | – | 0.08 | |
| RFR USD SOFR/2.15000 06/15/22-5Y LCH | Derivative-interest rate | US | $-668K | – | -0.11 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-158K | – | -0.03 | |
| RFR USD SOFR/2.85000 08/29/22-5Y LCH | Derivative-interest rate | US | $-168K | – | -0.03 | |
| RFR USD SOFR/3.02000 11/08/23-1Y LCH | Derivative-interest rate | US | $-117K | – | -0.02 | |
| RFR USD SOFR/3.10000 09/09/22-7Y LCH | Derivative-interest rate | US | $-159K | – | -0.03 | |
| RFR USD SOFR/3.37000 07/12/23-30Y LCH | Derivative-interest rate | US | $-18K | – | -0.00 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $251K | – | 0.04 | |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | Derivative-interest rate | US | $-63K | – | -0.01 | |
| RFR USD SOFR/3.50000 06/22/23-7Y LCH | Derivative-interest rate | US | $-20K | – | -0.00 | |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | Derivative-interest rate | US | $33K | – | 0.01 | |
| RFR USD SOFR/3.60364 03/01/24-9Y* LCH | Derivative-interest rate | US | $439K | – | 0.07 | |
| RFR USD SOFR/3.60806 03/01/24-9Y* LCH | Derivative-interest rate | US | $581K | – | 0.09 | |
| RFR USD SOFR/3.60933 03/01/24-9Y* LCH | Derivative-interest rate | US | $114K | – | 0.02 | |
| RFR USD SOFR/3.61882 03/01/24-9Y* LCH | Derivative-interest rate | US | $143K | – | 0.02 | |
| RFR USD SOFR/3.62000 01/31/24-10Y LCH | Derivative-interest rate | US | $-100K | – | -0.02 | |
| RFR USD SOFR/3.64750 01/08/24-10Y LCH | Derivative-interest rate | US | $33K | – | 0.01 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $37K | – | 0.01 | |
| RFR USD SOFR/3.72147 06/03/24-9Y* LCH | Derivative-interest rate | US | $429K | – | 0.07 | |
| RFR USD SOFR/3.73000 08/03/23-10Y LCH | Derivative-interest rate | US | $-20K | – | -0.00 | |
| RFR USD SOFR/3.73800 01/23/24-10Y LCH | Derivative-interest rate | US | $-12K | – | -0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $177K | – | 0.03 | |
| RFR USD SOFR/3.76000 08/23/23-10Y LCH | Derivative-interest rate | US | $-9K | – | -0.00 | |
| RFR USD SOFR/3.80000 06/03/24-7Y* LCH | Derivative-interest rate | US | $277K | – | 0.04 | |
| RFR USD SOFR/3.80000 08/30/23-10Y LCH | Derivative-interest rate | US | $-53K | – | -0.01 | |
| RFR USD SOFR/3.80000 09/05/23-5Y LCH | Derivative-interest rate | US | $-32K | – | -0.01 | |
| RFR USD SOFR/3.83000 10/12/23-30Y LCH | Derivative-interest rate | US | $71.12 | – | 0.00 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | Derivative-interest rate | US | $10K | – | 0.00 | |
| RFR USD SOFR/3.90000 08/30/23-10Y LCH | Derivative-interest rate | US | $-11K | – | -0.00 | |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | Derivative-interest rate | US | $-199K | – | -0.03 | |
| RFR USD SOFR/4.03000 10/04/23-10Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-12K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $18K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $34K | – | 0.01 | |
| RFR USD SOFR/4.15000 10/12/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.16500 09/27/23-10Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| RFR USD SOFR/4.17500 10/10/23-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $28K | – | 0.00 | |
| RFR USD SOFR/4.22000 10/20/23-10Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| RFR USD SOFR/4.25500 10/23/23-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.45000 11/01/23-10Y LCH | Derivative-interest rate | US | $53K | – | 0.01 | |
| SALES TAX SECURITIZATION CORP STSGEN 01/34 FIXED 3.057 (SALES TAX SECURITIZATION CORPORATION) | Long | Debt | US | $1M | – | 0.19 |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875 (SAMMONS FINANCIAL GROUP INC) | Long | Debt | US | $616K | – | 0.10 |
| SAN DIEGO G + E 1ST MORTGAGE 08/51 2.95 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.17 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.19 |
| SANTANDER HOLDINGS USA SR UNSECURED 06/25 3.45 (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $2M | – | 0.25 |
| SANTANDER HOLDINGS USA SR UNSECURED 11/31 VAR (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $1M | – | 0.21 |
| SBA TOWER TRUST ASSET BACKED 144A 07/50 1.884 | Long | Debt | US | $1M | – | 0.21 |
| SBA TOWER TRUST ASSET BACKED 144A 07/52 2.328 | Long | Debt | US | $2M | – | 0.24 |
| SBA TOWER TRUST SBAC 2014 2A C 144A | Long | Debt | US | $2M | – | 0.30 |
| SBNA AUTO LEASE TRUST SBALT 2023 A A3 144A (SBNA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $2M | – | 0.27 |
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A2 144A (SBNA AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $300K | – | 0.05 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1) | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| SEQUOIA MORTGAGE TRUST SEMT 6 A (SEQUOIA MORTGAGE TRUST 6) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $948K | – | 0.15 |
| SIXTH STREET LENDING PAR SR UNSECURED 144A 03/29 6.5 (SIXTH STREET LENDING PARTNERS) | Long | Debt | US | $297K | – | 0.05 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $988K | – | 0.16 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.23 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/30 2.25 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.20 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 08/25 3.7 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.25 |
| SOUTHERN CO SR UNSECURED 04/30 3.7 | Long | Debt | US | $1M | – | 0.20 |
| SOUTHWEST GAS CORP SR UNSECURED 03/32 4.05 (SOUTHWEST GAS CORPORATION) | Long | Debt | US | $2M | – | 0.26 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 09/28 4.1 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $1M | – | 0.21 |
| SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6 | Long | Debt | US | $938K | – | 0.15 |
| SPIRIT AIR 2017 1 PTT AA PASS THRU CE 08/31 3.375 (SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA) | Long | Debt | US | $119K | – | 0.02 |
| SPRINT SPECTRUM / SPEC I SR SECURED 144A 09/29 5.152 (SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC) | Long | Debt | US | $672K | – | 0.11 |
| SREIT TRUST SREIT 2021 IND A 144A (SREIT TRUST 2021-IND) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3) | Long | ABS-mortgage backed security | US | $189K | – | 0.03 |
| STRIPS 02/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $164K | – | 0.03 |
| STRIPS 05/41 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $13K | – | 0.00 |
| STRIPS 05/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $115K | – | 0.02 |
| STRIPS 08/41 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $164K | – | 0.03 |
| STRIPS 08/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $826K | – | 0.13 |
| STRIPS 11/41 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $79K | – | 0.01 |
| STRIPS 11/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $186K | – | 0.03 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC6 M1 (STRUCTURED ASSET INVEST LN TR 2003-BC6) | Long | ABS-mortgage backed security | US | $919K | – | 0.14 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 M1 (STRUCTURED ASSET INVST LN TR 2004-8) | Long | ABS-mortgage backed security | US | $136K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A (SUNRUN DEMETER ISSUER 2021-2A) | Long | ABS-other | US | $1M | – | 0.19 |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A (SYNCHRONY CARD ISSUANCE TRUST 2023-A2) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| T MOBILE USA INC COMPANY GUAR 01/34 5.75 (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.30 |
| T MOBILE USA INC COMPANY GUAR 07/33 5.05 (T-MOBILE USA INC) | Long | Debt | US | $196K | – | 0.03 |
| TD SYNNEX CORP SR UNSECURED 04/34 6.1 (TD SYNNEX CORPORATION) | Long | Debt | US | $502K | – | 0.08 |
| TENN VALLEY AUTHORITY SR UNSECURED 03/28 3.875 (TENNESSEE VALLEY AUTHORITY (TVA)) | Long | Debt | US | $3M | – | 0.40 |
| TENN VALLEY AUTHORITY SR UNSECURED 09/31 1.5 (TENNESSEE VALLEY AUTHORITY (TVA)) | Long | Debt | US | $1M | – | 0.22 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/31 FIXED 2.951 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $857K | – | 0.14 |
| TOWD POINT ASSET FUNDING, LLC TPHT 2021 HE1 A1 144A (TOWD POINT HE TRUST 2021-HE1) | Long | ABS-mortgage backed security | US | $294K | – | 0.05 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| TPG OPERATING GROUP II COMPANY GUAR 03/34 5.875 (TPG OPERATING GROUP II LP) | Long | Debt | US | $603K | – | 0.10 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.55 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.83 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 1.55 |
| TSY INFL IX N/B 01/34 1.75 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 2.33 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 1.02 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 1.05 |
| TSY INFL IX N/B 10/28 2.375 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.34 |
| TYSON FOODS INC SR UNSECURED 03/29 5.4 | Long | Debt | US | $300K | – | 0.05 |
| TYSON FOODS INC SR UNSECURED 03/34 5.7 | Long | Debt | US | $299K | – | 0.05 |
| UNITED AIR 2016 1 AA PTT PASS THRU CE 01/30 3.1 (UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $855K | – | 0.13 |
| UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15 (UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $860K | – | 0.14 |
| UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7 (UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.21 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV2 A9 144A (UWM-2021-INV2) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A3 144A (UNITED WHOLESALE MORTGAGE LLC 2021-INV3) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A9 144A (UNITED WHOLESALE MORTGAGE LLC 2021-INV3) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A3 144A (UWM-2021-INV4) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A (UNITED WHOLESALE MORTGAGE LLC 2021-INV5) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $155K | – | 0.02 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-787K | – | -0.12 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $49K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $71K | – | 0.01 | |
| US BANCORP SR UNSECURED 06/34 VAR | Long | Debt | US | $913K | – | 0.14 |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-116K | – | -0.02 | |
| US TREASURY N/B 02/29 4.25 (UNITED STATES GOVT) | Long | Debt | US | $29M | – | 4.54 |
| US TREASURY N/B 02/30 4 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.40 |
| US TREASURY N/B 02/34 4 (UNITED STATES GOVT) | Long | Debt | US | $41M | – | 6.52 |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $753K | – | 0.12 |
| US TREASURY N/B 02/41 4.75 (UNITED STATES GOVT) | Long | Debt | US | $164K | – | 0.03 |
| US TREASURY N/B 02/42 2.375 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.20 |
| US TREASURY N/B 02/43 3.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.31 |
| US TREASURY N/B 02/44 3.625 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.21 |
| US TREASURY N/B 02/44 4.5 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.57 |
| US TREASURY N/B 02/45 2.5 (UNITED STATES GOVT) | Long | Debt | US | $628K | – | 0.10 |
| US TREASURY N/B 03/30 3.625 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.40 |
| US TREASURY N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.38 |
| US TREASURY N/B 04/28 3.5 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.69 |
| US TREASURY N/B 05/30 3.75 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.40 |
| US TREASURY N/B 05/41 2.25 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.72 |
| US TREASURY N/B 05/42 3 (UNITED STATES GOVT) | Long | Debt | US | $321K | – | 0.05 |
| US TREASURY N/B 05/42 3.25 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 1.00 |
| US TREASURY N/B 05/43 2.875 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.22 |
| US TREASURY N/B 05/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 1.31 |
| US TREASURY N/B 05/44 3.375 (UNITED STATES GOVT) | Long | Debt | US | $417K | – | 0.07 |
| US TREASURY N/B 05/45 3 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 1.57 |
| US TREASURY N/B 06/28 4 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.30 |
| US TREASURY N/B 06/30 3.75 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.96 |
| US TREASURY N/B 07/28 4.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.30 |
| US TREASURY N/B 08/28 2.875 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.39 |
| US TREASURY N/B 08/30 4.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.58 |
| US TREASURY N/B 08/42 3.375 (UNITED STATES GOVT) | Long | Debt | US | $23M | – | 3.56 |
| US TREASURY N/B 08/43 3.625 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.32 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 2.88 |
| US TREASURY N/B 08/44 3.125 (UNITED STATES GOVT) | Long | Debt | US | $959K | – | 0.15 |
| US TREASURY N/B 09/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.36 |
| US TREASURY N/B 09/28 4.625 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.73 |
| US TREASURY N/B 09/30 4.625 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.58 |
| US TREASURY N/B 10/28 4.875 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.42 |
| US TREASURY N/B 10/30 4.875 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.58 |
| US TREASURY N/B 11/30 4.375 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 1.14 |
| US TREASURY N/B 11/40 1.375 (UNITED STATES GOVT) | Long | Debt | US | $12M | – | 1.88 |
| US TREASURY N/B 11/41 2 (UNITED STATES GOVT) | Long | Debt | US | $481K | – | 0.08 |
| US TREASURY N/B 11/42 2.75 (UNITED STATES GOVT) | Long | Debt | US | $537K | – | 0.08 |
| US TREASURY N/B 11/42 4 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.77 |
| US TREASURY N/B 11/43 3.75 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.18 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-62K | – | -0.01 | |
| VASA TRUST VASA 2021 VASA A 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $24K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $5K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $303K | – | 0.05 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 05/27 3.75 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $1M | – | 0.23 |
| VMC FINANCE LLC VMC 2022 FL5 A 144A (VMC FINANCE 2022-FL5 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.48 |
| VMWARE LLC SR UNSECURED 08/28 1.8 | Long | Debt | US | $2M | – | 0.25 |
| VOLKSWAGEN AUTO LEASE TRUST VWALT 2023 A A3 (VOLKSWAGEN AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $2M | – | 0.25 |
| VSTRONG AUTO RECEIVABLES TRUST VSTRG 2024 A A2 144A (VSTRONG AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $500K | – | 0.08 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.23 |
| WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.16 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 1745 A 144A (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-1745) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| WP CAREY INC SR UNSECURED 10/26 4.25 | Long | Debt | US | $2M | – | 0.27 |
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.