PIMCOFUNDS > PIMCO Funds
PIMCO Total Return ESG Fund
$1.95B
Avg Monthly Net Assets
$3.14B
Total Assets
$1.39B
Total Liabilities
$1.75B
Net Assets
PIMCO Total Return ESG Fund is a Mutual Fund in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has six share classes
and monthly net assets of $1.95B.
On August 28th, 2024 it reported 862 holdings, the largest
being UMBS PASS THRU POOLS (7.9%), UMBS PASS THRU POOLS (5.6%) and UNITED STATES GOVT (4.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026659 | PRFAX | |
| Class A | C000217562 | PTGAX | |
| Class C | C000217563 | PTGCX | |
| Class I-2 | C000066771 | PRAPX | |
| Class I-3 | C000203306 | PTRSX | |
| Institutional | C000026658 | PTSAX |
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 |
|---|---|---|---|---|---|---|
| 10 RENEW POWER SUBSIDIAR SR SECURED 144A 07/28 4.5 (RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES) | Long | Debt | IN | $4M | – | 0.23 |
| 10 RENEW POWER SUBSIDIAR SR SECURED REGS 07/28 4.5 (RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES) | Long | Debt | IN | $454K | – | 0.03 |
| 31750MND6 PIMCO FXVAN PUT GBP USD 1.10000000 | Derivative-foreign exchange | US | $-734.95 | – | -0.00 | |
| 31750MNE4 PIMCO FXVAN PUT GBP USD 1.20000000 | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| 31750O0I6 PIMCO CDSOPT PUT USD 0.6 20240918 | Derivative-credit | US | $29K | – | 0.00 | |
| 31750O0J4 PIMCO CDSOPT PUT USD 0.8 20240918 | Derivative-credit | US | $-20K | – | -0.00 | |
| 31750O8V9 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-270.8 | – | -0.00 | |
| 31750O8W7 OTC EPUT FN 5.0 JUL24 94.96875 PUT | Derivative-interest rate | US | $-231.3 | – | -0.00 | |
| 31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-324.96 | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-493.9 | – | -0.00 | |
| 31750OCU6 OTC ECAL FN 5.0 JUL24 97.25 CALL | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 31750OFK5 PIMCO CDSOPT PUT USD 0.6 20241120 | Derivative-credit | US | $35K | – | 0.00 | |
| 31750OFL3 PIMCO CDSOPT PUT USD 0.6 20241120 | Derivative-credit | US | $33K | – | 0.00 | |
| 31750OFM1 PIMCO CDSOPT PUT USD 0.8 20241120 | Derivative-credit | US | $-32K | – | -0.00 | |
| 31750OFN9 PIMCO CDSOPT PUT USD 0.8 20241120 | Derivative-credit | US | $-31K | – | -0.00 | |
| 317U5A6A7 PIMCO SWAPTION 4.244 PUT USD 2025022 | Derivative-interest rate | US | $-104K | – | -0.01 | |
| 317U5A8A5 PIMCO SWAPTION 3.92 PUT USD 20250227 | Derivative-interest rate | US | $110K | – | 0.01 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-78.72 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $17K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 | Derivative-interest rate | US | $10K | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 317U5YPA4 PIMCO SWAPTION 2.754 CALL EUR 202411 | Derivative-interest rate | US | $8K | – | 0.00 | |
| 317U5YQA3 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 | Derivative-interest rate | US | $7K | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 | Derivative-interest rate | US | $10K | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 | Derivative-interest rate | US | $11K | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 | Derivative-interest rate | US | $9K | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 | Derivative-interest rate | US | $16K | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 | Derivative-interest rate | US | $32K | – | 0.00 | |
| 317U63QA0 PIMCO SWAPTION 2.465 CALL EUR 202411 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.15 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U64XA0 PIMCO SWAPTION 4.75 PUT USD 20250529 | Derivative-interest rate | US | $-106K | – | -0.01 | |
| 317U64YA9 PIMCO SWAPTION 4.329 PUT USD 2025052 | Derivative-interest rate | US | $122K | – | 0.01 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.12 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.12 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.24 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U65QA5 PIMCO SWAPTION 2.4675 CALL EUR 20241 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-39.48 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U65ZA5 PIMCO SWAPTION 2.92 CALL EUR 2024120 | Derivative-interest rate | US | $14K | – | 0.00 | |
| 317U66AA0 PIMCO SWAPTION 2.44 CALL EUR 2024120 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-595.7 | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-341.18 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-456.06 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-769.28 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-380.16 | – | -0.00 | |
| 317U66VA7 PIMCO SWAPTION 2.84 CALL EUR 2024120 | Derivative-interest rate | US | $17K | – | 0.00 | |
| 317U66ZA3 PIMCO SWAPTION 2.3625 CALL EUR 20241 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-681.07 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-624.2 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U69GA8 PIMCO SWAPTION 2.9 CALL EUR 20241209 | Derivative-interest rate | US | $19K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-836.23 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 | Derivative-interest rate | US | $23K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-488.1 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-768.6 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BHA2 PIMCO SWAPTION 2.9 CALL EUR 20241213 | Derivative-interest rate | US | $22K | – | 0.00 | |
| 317U6BIA1 PIMCO SWAPTION 2.425 CALL EUR 202412 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-543.01 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-998.07 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-542.25 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6COA2 PIMCO SWAPTION 2.8 CALL EUR 20241217 | Derivative-interest rate | US | $13K | – | 0.00 | |
| 317U6CPA1 PIMCO SWAPTION 2.3525 CALL EUR 20241 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-931.08 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E3A1 PIMCO SWAPTION 4.4 PUT USD 20250624 | Derivative-interest rate | US | $-182K | – | -0.01 | |
| 317U6E4A0 PIMCO SWAPTION 4.065 PUT USD 2025062 | Derivative-interest rate | US | $191K | – | 0.01 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| AES CORP/THE SR UNSECURED 01/26 1.375 (AES CORPORATION) | Long | Debt | US | $2M | – | 0.11 |
| AES CORP/THE SR UNSECURED 01/31 2.45 (AES CORPORATION) | Long | Debt | US | $8M | – | 0.45 |
| AES CORP/THE SR UNSECURED 06/28 5.45 (AES CORPORATION) | Long | Debt | US | $898K | – | 0.05 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 (AMERICAN HOME MORTGAGE ASSETS 2007-3) | Long | ABS-mortgage backed security | US | $589K | – | 0.03 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A (ANCHORAGE CAPITAL CLO LTD 2018-10A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| AP MOLLER MAERSK A/S SR UNSECURED 144A 09/33 5.875 (AP MOLLER - MAERSK A/S) | Long | Debt | DK | $8M | – | 0.45 |
| ARDAGH METAL PACKAGING SR UNSECURED REGS 09/29 3 (ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC) | Long | Debt | US | $4M | – | 0.20 |
| ASIAN DEVELOPMENT BANK SR UNSECURED 01/25 6.55 | Long | Debt | $10M | – | 0.59 | |
| ASIAN DEVELOPMENT BANK SR UNSECURED 02/26 6 | Long | Debt | $9M | – | 0.53 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $139K | – | 0.01 | |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-78.76 | – | -0.00 | |
| AUTODESK INC SR UNSECURED 12/31 2.4 | Long | Debt | US | $4M | – | 0.24 |
| AVANGRID INC SR UNSECURED 04/25 3.2 (AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)) | Long | Debt | US | $6M | – | 0.35 |
| AVANGRID INC SR UNSECURED 12/24 3.15 (AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)) | Long | Debt | US | $13M | – | 0.76 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 2 A13 (BANK OF AMERICA MTGE SECS-2007-2) | Long | ABS-mortgage backed security | US | $848K | – | 0.05 |
| BANCO SANTANDER SA 11/27 VAR | Long | Debt | ES | $2M | – | 0.12 |
| BANK OF AMERICA CORP SR UNSECURED 09/25 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $13M | – | 0.72 |
| BANK OF NOVA SCOTIA SR UNSECURED 07/24 0.65 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $4M | – | 0.24 |
| BCAP LLC TRUST BCAP 2011 RR5 12A1 144A (BCAP LLC TRUST 2011-RR5) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| BCP TRUST BCP 2021 330N A 144A (BCP TRUST 2021-330N) | Long | ABS-mortgage backed security | US | $8M | – | 0.43 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 TC1 M2 (BEAR STEARNS ASSET BACKED SECU 2005-TC1) | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE7 2A2 (BEAR STEARNS ASSETBACK SEC 2006-HE7) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| BLUEHUB LOAN FUND SR UNSECURED 01/27 2.89 (BLUEHUB LOAN FUND INC) | Long | Debt | US | $1M | – | 0.07 |
| BLUEHUB LOAN FUND SR UNSECURED 01/30 3.099 (BLUEHUB LOAN FUND INC) | Long | Debt | US | $3M | – | 0.16 |
| BMW VEHICLE LEASE TRUST BMWLT 2024 1 A3 (BMW VEHICLE LEASE TRUST 2024-1) | Long | ABS-other | US | $4M | – | 0.23 |
| BNG BANK NV SR UNSECURED 144A 05/28 3.5 | Long | Debt | NL | $4M | – | 0.22 |
| BNP PARIBAS 144A 06/27 VAR | Long | Debt | FR | $9M | – | 0.53 |
| BOSTON PROPERTIES LP SR UNSECURED 04/32 2.55 | Long | Debt | US | $858K | – | 0.05 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $11K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $47K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-34K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-115K | – | -0.01 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $7K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $492.71 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $230.25 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-16K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $99K | – | 0.01 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-986.61 | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $1K | – | 0.00 | |
| BOUGHT THB SOLD USD 20240719 | Derivative-foreign exchange | TH | $16.9 | – | 0.00 | |
| BPCE SA 144A 10/29 VAR | Long | Debt | FR | $4M | – | 0.22 |
| BROOKFIELD FINANCE INC COMPANY GUAR 04/31 2.724 | Long | Debt | CA | $15M | – | 0.86 |
| BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC A 144A (BSREP COMMERCIAL MORTGAGE TRUST 2021-DC) | Long | ABS-mortgage backed security | US | $9M | – | 0.53 |
| BSST MORTGAGE TRUST BSST 2021 1818 A 144A (BSST 2021-1818 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.40 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/28 1 (ITALY GOVT) | Long | Debt | IT | $6M | – | 0.34 |
| CALIFORNIA ENDOWMENT/THE UNSECURED 04/51 2.498 | Long | Debt | US | $4M | – | 0.24 |
| CALIFORNIA ST HLTH FACS FING A CASMED 06/37 FIXED 4.19 (CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY) | Long | Debt | US | $2M | – | 0.10 |
| CALIFORNIA ST MUNI FIN AUTH RE CASFIN 11/35 FIXED 2.877 (CALIFORNIA MUNICIPAL FINANCE AUTHORITY) | Long | Debt | US | $2M | – | 0.09 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $2K | – | 0.00 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $527K | – | 0.03 | |
| CENTERPOINT ENER HOUSTON GENL REF MOR 04/53 5.3 (CENTERPOINT ENERGY HOUSTON ELECTRIC LLC) | Long | Debt | US | $2M | – | 0.11 |
| CITIGROUP INC SR UNSECURED 01/26 VAR | Long | Debt | US | $6M | – | 0.36 |
| CITIGROUP INC SR UNSECURED 10/24 VAR | Long | Debt | US | $6M | – | 0.33 |
| CITIGROUP INC SR UNSECURED 11/25 VAR | Long | Debt | US | $4M | – | 0.23 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $2M | – | 0.13 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 03/28 4.75 (CLEARWAY ENERGY OPERATING LLC) | Long | Debt | US | $2M | – | 0.11 |
| COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A (COLLEGE AVE STUDENT LOANS LLC 2018-A) | Long | ABS-other | US | $756K | – | 0.04 |
| COMMUNITY PRESERVATION C SR UNSECURED 02/30 2.867 (COMMUNITY PRESERVATION CORP) | Long | Debt | US | $13M | – | 0.75 |
| CONTINENTAL WIND SR SECURED 144A 02/33 6 (CONTINENTAL WIND LLC) | Long | Debt | US | $4M | – | 0.25 |
| COOPERATIEVE RABOBANK UA 144A 09/26 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $10M | – | 0.58 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/27 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $8M | – | 0.43 |
| CORPORACION INMOBILIARIA COMPANY GUAR 144A 05/31 3.625 (CORPORACION INMOBILIARIA VESTA SAB DE CV) | Long | Debt | MX | $8M | – | 0.48 |
| COTY INC SR SECURED 144A 05/27 4.5 | Long | Debt | US | $3M | – | 0.17 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 2A4 (COUNTRYWIDE ASSET BACKED CERTS 2006-21) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CPI PROPERTY GROUP SA SR UNSECURED REGS 01/28 4 | Long | Debt | LU | $5M | – | 0.30 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 2A4 (CREDIT SUISSE MORTGAGE CAP CERT 2007-3) | Long | ABS-mortgage backed security | US | $644K | – | 0.04 |
| CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A (CROWN POINT CLO 7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.31 |
| CTP NV SR UNSECURED REGS 09/26 0.625 (CTP BV) | Long | Debt | NL | $6M | – | 0.37 |
| DC OFFICE TRUST DCOT 2019 MTC A 144A (DC OFFICE TRUST 2019-MTC) | Long | ABS-mortgage backed security | US | $10M | – | 0.58 |
| DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 03/30 1.5 | Long | Debt | NL | $4M | – | 0.23 |
| DOLP TRUST DOLP 2021 NYC A 144A (DOLP TRUST 2021-NYC) | Long | ABS-mortgage backed security | US | $7M | – | 0.41 |
| DORIS DUKE CHARITABLE UNSECURED 07/50 2.345 (DORIS DUKE CHARITABLE FOUNDATION) | Long | Debt | US | $7M | – | 0.42 |
| DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A (DROP MORTGAGE TRUST 2021-FILE) | Long | ABS-mortgage backed security | US | $7M | – | 0.37 |
| DTE ELECTRIC CO GENL REF MOR 04/28 1.9 (DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)) | Long | Debt | US | $8M | – | 0.48 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 11/28 3.95 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $4M | – | 0.22 |
| DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/29 2.5 (DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)) | Long | Debt | US | $4M | – | 0.25 |
| EDP FINANCE BV SR UNSECURED 144A 01/28 1.71 | Long | Debt | NL | $8M | – | 0.45 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/25 3.625 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $4M | – | 0.20 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $5M | – | 0.30 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/28 1.875 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $2M | – | 0.14 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $408K | – | 0.02 |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/27 4.625 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $687K | – | 0.04 |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/32 5 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $2M | – | 0.09 |
| EQUITABLE FINANCIAL LIFE SECURED 144A 07/26 1.3 (EQUITABLE FINANCIAL LIFE GLOBAL FUNDING) | Long | Debt | US | $8M | – | 0.44 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-538K | – | -0.03 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-94K | – | -0.01 | |
| EUROPEAN BK RECON + DEV SR UNSECURED 09/24 1.625 (EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD)) | Long | Debt | $13M | – | 0.75 | |
| EUROPEAN INVESTMENT BANK SR UNSECURED 02/28 3.3 (EUROPEAN INVESTMENT BANK (EIB)) | Long | Debt | $2M | – | 0.12 | |
| EUROPEAN INVESTMENT BANK SR UNSECURED 02/33 3.75 (EUROPEAN INVESTMENT BANK (EIB)) | Long | Debt | $4M | – | 0.22 | |
| EUROPEAN INVESTMENT BANK SR UNSECURED 05/27 2.375 (EUROPEAN INVESTMENT BANK (EIB)) | Long | Debt | $9M | – | 0.54 | |
| EUROPEAN INVESTMENT BANK SR UNSECURED 10/29 1.625 (EUROPEAN INVESTMENT BANK (EIB)) | Long | Debt | $5M | – | 0.28 | |
| EUROPEAN INVESTMENT BANK SR UNSECURED 144A 06/25 2.875 (EUROPEAN INVESTMENT BANK (EIB)) | Long | Debt | $10M | – | 0.59 | |
| EUROPEAN UNION SR UNSECURED REGS 02/37 0.4 (EUROPEAN UNION (EU)) | Long | Debt | $8M | – | 0.46 | |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $10M | – | 0.59 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $8M | – | 0.45 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE FNR 2007 14 F (FANNIE MAE 2007-14) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2007 42 AF (FANNIE MAE 2007-42) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2007 73 A1 (FANNIE MAE 2007-73) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FANNIE MAE FNR 2015 38 DF (FANNIE MAE REMICS 2015-38) | Long | ABS-mortgage backed security | US | $538K | – | 0.03 |
| FANNIEMAE ACES FNA 2020 M33 X2 (FANNIE MAE-ACES 2020-M33) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FANNIEMAE WHOLE LOAN FNW 2004 W8 2A (FANNIEMAE WHOLE LOAN 2004-W8) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $5M | 5M | 0.28 |
| FED HM LN PC POOL 1B0797 FH 04/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $266.26 | – | 0.00 |
| FED HM LN PC POOL 1J1035 FH 04/38 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL 787239 FH 07/30 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL A11312 FG 07/33 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL A16224 FG 11/33 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $411.43 | – | 0.00 |
| FED HM LN PC POOL A54678 FG 06/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL A57029 FG 01/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL A62706 FG 06/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A80378 FG 12/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $478.06 | – | 0.00 |
| FED HM LN PC POOL A89332 FG 10/39 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL C00836 FG 07/29 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176.63 | – | 0.00 |
| FED HM LN PC POOL C01754 FG 01/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL C03475 FG 04/40 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| FED HM LN PC POOL C91093 FG 09/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129.49 | – | 0.00 |
| FED HM LN PC POOL C91236 FG 02/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FED HM LN PC POOL C91291 FG 03/30 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL C91302 FG 05/30 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FED HM LN PC POOL C91325 FG 08/30 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL C91370 FG 05/31 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL D63351 FG 09/25 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $621.47 | – | 0.00 |
| FED HM LN PC POOL G02744 FG 03/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL G02826 FG 05/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FED HM LN PC POOL G02929 FG 04/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G03392 FG 10/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FED HM LN PC POOL G03400 FG 03/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G03432 FG 11/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G03581 FG 11/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FED HM LN PC POOL G03926 FG 02/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G03931 FG 02/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FED HM LN PC POOL G04576 FG 09/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FED HM LN PC POOL G04598 FG 10/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G04614 FG 02/34 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL G04624 FG 02/33 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $953.5 | – | 0.00 |
| FED HM LN PC POOL G04625 FG 06/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FED HM LN PC POOL G04626 FG 05/31 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $344.54 | – | 0.00 |
| FED HM LN PC POOL G04628 FG 05/33 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $735.44 | – | 0.00 |
| FED HM LN PC POOL G04731 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FED HM LN PC POOL G04877 FG 10/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL G05122 FG 01/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL G05956 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| FED HM LN PC POOL G06849 FG 09/35 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FED HM LN PC POOL G06954 FG 05/40 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL G08039 FG 02/35 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G08200 FG 05/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FED HM LN PC POOL G30409 FG 06/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G61409 FG 05/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.44 |
| FED HM LN PC POOL G61453 FG 05/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FED HM LN PC POOL Q53208 FG 12/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| FED HM LN PC POOL Q56466 FG 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $429K | – | 0.02 |
| FED HM LN PC POOL RA2970 FR 07/50 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.38 |
| FED HM LN PC POOL RA8200 FR 12/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| FED HM LN PC POOL RA8480 FR 07/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.49 |
| FED HM LN PC POOL RA8481 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 1.05 |
| FED HM LN PC POOL RA8482 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.79 |
| FED HM LN PC POOL RA8520 FR 02/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.54 |
| FED HM LN PC POOL RA8571 FR 06/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FED HM LN PC POOL RA8572 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.70 |
| FED HM LN PC POOL RA8573 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.97 |
| FED HM LN PC POOL RA9046 FR 08/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.78 |
| FED HM LN PC POOL RA9049 FR 05/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| FED HM LN PC POOL RA9128 FR 08/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.33 |
| FED HM LN PC POOL RA9795 FR 09/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| FED HM LN PC POOL RJ0050 FR 10/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.88 |
| FED HM LN PC POOL RJ0135 FR 11/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.80 |
| FED HM LN PC POOL RJ0639 FR 01/54 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.56 |
| FED HM LN PC POOL RJ1108 FR 03/54 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.84 |
| FED HM LN PC POOL RJ1109 FR 03/54 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| FED HM LN PC POOL SB0257 FR 11/33 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $391K | – | 0.02 |
| FED HM LN PC POOL ZK2607 FR 10/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $805.79 | – | 0.00 |
| FED HM LN PC POOL ZK2702 FR 11/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL ZK2703 FR 11/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG02 X1 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG02) | Long | ABS-mortgage backed security | US | $952K | – | 0.05 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KSJ1) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FHLMC STRUCTURED PASS THROUGH FSPC E3 A (FHLMC STRUCTURED P/T SECURITIES E3) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A (FHF TRUST 2022-1A) | Long | ABS-other | US | $4M | – | 0.21 |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A (FHF TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.12 |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A (FHF ISSUER TRUST 2024-1A) | Long | ABS-other | US | $4M | – | 0.22 |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A (FHF ISSUER TRUST 2024-2A) | Long | ABS-other | US | $4M | – | 0.23 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $527K | – | 0.03 |
| FNMA POOL 128776 FN 02/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117.89 | – | 0.00 |
| FNMA POOL 252211 FN 01/29 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $808.4 | – | 0.00 |
| FNMA POOL 256436 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 323867 FN 07/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 329673 FN 01/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24.61 | – | 0.00 |
| FNMA POOL 357628 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 357937 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA POOL 424943 FN 02/27 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 430877 FN 09/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126.46 | – | 0.00 |
| FNMA POOL 437434 FN 09/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $467.16 | – | 0.00 |
| FNMA POOL 453268 FN 11/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $444.57 | – | 0.00 |
| FNMA POOL 481473 FN 02/29 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $144.36 | – | 0.00 |
| FNMA POOL 484203 FN 02/29 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 535126 FN 12/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $353.68 | – | 0.00 |
| FNMA POOL 545993 FN 11/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $598.33 | – | 0.00 |
| FNMA POOL 555285 FN 03/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 555531 FN 06/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 555668 FN 07/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 555880 FN 11/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 656245 FN 09/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $556.81 | – | 0.00 |
| FNMA POOL 674952 FN 12/32 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| FNMA POOL 681846 FN 03/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $920.68 | – | 0.00 |
| FNMA POOL 725425 FN 04/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 725613 FN 06/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 725706 FN 08/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 725975 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 735227 FN 02/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| FNMA POOL 735502 FN 04/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FNMA POOL 735805 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL 735886 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| FNMA POOL 745093 FN 12/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 745418 FN 04/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA POOL 745423 FN 04/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 745516 FN 05/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 745933 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 749219 FN 10/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 755505 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 756226 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $801.73 | – | 0.00 |
| FNMA POOL 758322 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 762626 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL 763703 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 769612 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 780895 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 781629 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 784039 FN 07/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $717.01 | – | 0.00 |
| FNMA POOL 790746 FN 09/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA POOL 790907 FN 09/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL 794277 FN 09/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 797443 FN 01/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 797491 FN 03/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 801773 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $204.52 | – | 0.00 |
| FNMA POOL 804565 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 813110 FN 02/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| FNMA POOL 814915 FN 03/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 817777 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80.16 | – | 0.00 |
| FNMA POOL 822393 FN 04/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 829907 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 832446 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 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 843935 FN 11/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 878201 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 885413 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $645.83 | – | 0.00 |
| FNMA POOL 885418 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $416.07 | – | 0.00 |
| FNMA POOL 888434 FN 11/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $456.38 | – | 0.00 |
| FNMA POOL 888757 FN 09/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 888967 FN 12/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 889176 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA POOL 889380 FN 04/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 889692 FN 05/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 889982 FN 11/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 893040 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 893923 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 894881 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 895082 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $946.18 | – | 0.00 |
| FNMA POOL 897160 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 899892 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $812.51 | – | 0.00 |
| FNMA POOL 900134 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26.91 | – | 0.00 |
| FNMA POOL 902745 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 917138 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $350.52 | – | 0.00 |
| FNMA POOL 932024 FN 01/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 932626 FN 03/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 935533 FN 08/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 938574 FN 09/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 952393 FN 12/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 962064 FN 03/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 972952 FN 02/38 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 974767 FN 04/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 974781 FN 04/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 985616 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNMA POOL 985719 FN 06/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 986946 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $229.35 | – | 0.00 |
| FNMA POOL 992944 FN 12/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 995069 FN 10/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 995112 FN 07/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 995938 FN 01/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AA4236 FN 04/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AA7171 FN 05/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AB0194 FN 01/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL AB1775 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AB1776 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AC2754 FN 08/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| FNMA POOL AC3321 FN 10/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178.55 | – | 0.00 |
| FNMA POOL AD0490 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AD0570 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $546K | – | 0.03 |
| FNMA POOL AD0643 FN 06/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| FNMA POOL AD0662 FN 01/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $406.32 | – | 0.00 |
| FNMA POOL AD0847 FN 06/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $332K | – | 0.02 |
| FNMA POOL AD0915 FN 12/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AD2132 FN 04/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AD8695 FN 06/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA POOL AE0728 FN 09/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| FNMA POOL AE5486 FN 10/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AE8417 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AH0101 FN 11/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH5585 FN 02/41 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AI5364 FN 04/31 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AL0520 FN 07/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $885K | – | 0.05 |
| FNMA POOL AL3019 FN 12/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AL3799 FN 05/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $882K | – | 0.05 |
| FNMA POOL AO8051 FN 06/42 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AS7736 FN 08/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| FNMA POOL BE5205 FN 03/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $715K | – | 0.04 |
| FNMA POOL BL1004 FN 12/28 FIXED 4.01 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.43 |
| FNMA POOL BM2003 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL BX6672 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $383K | – | 0.02 |
| FNMA POOL CA0241 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FNMA POOL CA3437 FN 04/34 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNMA POOL CB2786 FN 01/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.87 |
| FNMA POOL CB4615 FN 07/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $585K | – | 0.03 |
| FNMA POOL CB4806 FN 07/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| FNMA POOL CB5223 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22M | – | 1.23 |
| FNMA POOL CB5400 FN 12/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FNMA POOL CB5401 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.65 |
| FNMA POOL CB6395 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNMA POOL CB6416 FN 05/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| FNMA POOL CB6417 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.59 |
| FNMA POOL CB6418 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.65 |
| FNMA POOL CB6608 FN 07/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| FNMA POOL CB6609 FN 06/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.62 |
| FNMA POOL CB6829 FN 07/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.46 |
| FNMA POOL CB6830 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.79 |
| FNMA POOL CB6832 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.68 |
| FNMA POOL CB7216 FN 09/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 1.20 |
| FNMA POOL CB7217 FN 09/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 1.08 |
| FNMA POOL CB7218 FN 10/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.77 |
| FNMA POOL CB7220 FN 09/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $473K | – | 0.03 |
| FNMA POOL CB7588 FN 11/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.75 |
| FNMA POOL CB7589 FN 11/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33M | – | 1.89 |
| FNMA POOL CB8271 FN 04/54 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.92 |
| FNMA POOL MA0142 FN 08/29 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $500.57 | – | 0.00 |
| FNMA POOL MA0534 FN 10/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL MA0563 FN 11/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $138M | – | 7.86 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41M | – | 2.33 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-43M | – | -2.43 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57M | – | 3.27 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99M | – | 5.64 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75M | – | 4.30 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.52 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.36 |
| FREDDIE MAC FHR 1935 JZ (FREDDIE MAC 1935) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FREDDIE MAC FHR 2449 ZA (FREDDIE MAC 2449) | Long | ABS-mortgage backed security | US | $551K | – | 0.03 |
| FREDDIE MAC FHR 3376 FD (FREDDIE MAC REMICS 3376) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 4678 AF (FREDDIE MAC REMICS 4678) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A1 (FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003) | Long | ABS-mortgage backed security | US | $932K | – | 0.05 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A2 (FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003) | Long | ABS-mortgage backed security | US | $12M | – | 0.67 |
| GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A (GCT COMMERCIAL MORTGAGE TRUST 2021-GCT) | Long | ABS-mortgage backed security | US | $7M | – | 0.38 |
| GEMGARTO GMG 2021 1A A 144A (GEMGARTO 2021-1 PLC 21 -1A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.17 |
| GNMA I TBA 30 YR 5 SINGLE FAMILY MORTGAGE (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| GNMA II POOL 003202 G2 02/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008528 G2 10/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $211.47 | – | 0.00 |
| GNMA II POOL 008542 G2 11/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $455.34 | – | 0.00 |
| GNMA II POOL 008684 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008710 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008717 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $810.81 | – | 0.00 |
| GNMA II POOL 008788 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $359.24 | – | 0.00 |
| GNMA II POOL 080022 G2 12/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $408.71 | – | 0.00 |
| GNMA II POOL 080095 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $870.62 | – | 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 080578 G2 02/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GNMA II POOL 679639 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $585K | – | 0.03 |
| GNMA II POOL 748939 G2 09/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA II POOL 784346 G2 07/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $994K | – | 0.06 |
| GNMA II POOL AX3359 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNMA II POOL BD3919 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA II POOL BE6839 G2 03/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL BF3083 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| GNMA II POOL BG3076 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA II POOL BG6247 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GNMA II POOL BG6260 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $986K | – | 0.06 |
| GNMA II POOL BH0394 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $368K | – | 0.02 |
| GNMA II POOL BH3888 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA II POOL BH6692 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNMA II POOL BH9386 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA II POOL BM1355 G2 07/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $767K | – | 0.04 |
| GNMA II POOL BM1356 G2 07/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL BM8966 G2 06/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA II POOL BM9250 G2 05/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $561K | – | 0.03 |
| GNMA II POOL BO7890 G2 07/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL BP1523 G2 08/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GNMA II TBA 30 YR 2 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| GNMA POOL 597767 GN 03/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 610978 GN 05/34 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $983.14 | – | 0.00 |
| GNMA POOL 614517 GN 06/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 647668 GN 04/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA POOL 716305 GN 06/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 774311 GN 05/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL 782468 GN 11/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| GNMA POOL 783677 GN 09/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA POOL 784544 GN 09/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| GNMA POOL AI7205 GN 08/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $2M | – | 0.13 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR | Long | Debt | US | $7M | – | 0.41 |
| GOLUB CAPITAL BDC SR UNSECURED 12/28 7.05 (GOLUB CAPITAL BDC INC) | Long | Debt | US | $4M | – | 0.23 |
| GOODLEAP SUSTAINABLE HOME IMPR GOOD 2021 3CS A 144A (GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3CS) | Long | ABS-other | US | $6M | – | 0.37 |
| GOODLEAP SUSTAINABLE HOME IMPR GOOD 2022 1GS A 144A (GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-1GS) | Long | ABS-other | US | $3M | – | 0.18 |
| GOODLEAP SUSTAINABLE HOME IMPR GOOD 2022 2CS A 144A (GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-2CS) | Long | ABS-other | US | $6M | – | 0.32 |
| GOODLEAP SUSTAINABLE HOME IMPR GOOD 2023 1GS A 144A (GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-1GS) | Long | ABS-other | US | $3M | – | 0.16 |
| GOODLEAP SUSTAINABLE HOME IMPR GOOD 2023 3C A 144A (GOODLEAP SUSTAINABLE HOME IMPROVEMENT LOAN TRUST 2023-3C) | Long | ABS-other | US | $2M | – | 0.09 |
| GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625 (GOODMAN US FINANCE FIVE LLC) | Long | Debt | US | $6M | – | 0.33 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H12 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12) | Long | ABS-mortgage backed security | US | $449K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H08 FT (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H08) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H13 FT (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H13) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H21 AF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H21) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 182 FW (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-182) | Long | ABS-mortgage backed security | US | $303K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38) | Long | ABS-mortgage backed security | US | $937K | – | 0.05 |
| GS MORTGAGE SECURITIES TRUST GSMS 2017 GPTX A 144A (GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| GSAMP TRUST GSAMP 2007 FM1 A2A (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP2 1AF1 144A (GSMPS MORTGAGE LOAN TRUST 2006-RP2) | Long | ABS-mortgage backed security | US | $823K | – | 0.05 |
| GSR MORTGAGE LOAN TRUST GSR 2007 AR1 2A1 (GSR MORTGAGE LOAN TRUST 2007-AR1) | Long | ABS-mortgage backed security | US | $567K | – | 0.03 |
| HANA BANK SR UNSECURED 144A 04/27 5.375 (KEB HANA BANK (AKA: KOREA EXCHANGE BANK)) | Long | Debt | KR | $3M | – | 0.15 |
| HANWHA Q CELLS AMERICA COMPANY GUAR 144A 07/28 5 (HANWHA Q CELLS AMERICAS HOLDINGS CORP) | Long | Debt | US | $5M | – | 0.27 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $8M | – | 0.48 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $589K | – | 0.03 |
| HELIOS ISSUER, LLC SNVA 2022 A A 144A (SUNNOVA HELIOS VIII ISSUER 2022-A) | Long | ABS-other | US | $10M | – | 0.58 |
| HELIOS ISSUER, LLC SNVA 2023 A A 144A (SUNNOVA HELIOS XI ISSUER LLC 2023-A) | Long | ABS-other | US | $2M | – | 0.11 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A) | Long | ABS-other | US | $5M | – | 0.28 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-2A) | Long | ABS-other | US | $3M | – | 0.17 |
| HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $3M | – | 0.16 |
| HOST HOTELS + RESORTS LP SR UNSECURED 12/31 2.9 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $6M | – | 0.32 |
| HSBC USA INC SR UNSECURED 03/25 5.625 (HSBC USA INC (AKA: HSBC AMERICAS INC)) | Long | Debt | US | $4M | – | 0.22 |
| HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 (HSI ASSET LOAN OBLIGATION 2007-WF1) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| INDYMAC ARM TRUST INARM 2001 H2 A2 (INDYMAC ARM TRUST 2001-H2) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR31) | Long | ABS-mortgage backed security | US | $356K | – | 0.02 |
| ING GROEP NV SR UNSECURED 144A 01/26 4.625 | Long | Debt | NL | $297K | – | 0.02 |
| ING GROEP NV SR UNSECURED 144A 07/26 VAR | Long | Debt | NL | $6M | – | 0.34 |
| INTL BK RECON + DEVELOP SR UNSECURED 02/26 5.31 (WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)) | Long | Debt | $7M | – | 0.38 | |
| IRS AUD 4.50000 03/20/24-10Y LCH | Derivative-interest rate | AU | $13K | – | 0.00 | |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $33K | – | 0.00 | |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $10K | – | 0.00 | |
| IRS EUR 0.25000 09/15/21-15Y LCH | Derivative-interest rate | $3M | – | 0.18 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-1M | – | -0.06 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $19K | – | 0.00 | ||
| IRS EUR 2.54700 03/09/23-10Y LCH | Derivative-interest rate | $-102K | – | -0.01 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $35K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $12K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-302K | – | -0.02 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $17K | – | 0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-13K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-7K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-8K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-8K | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-30K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-35K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-24K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-37K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $5K | – | 0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-24K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-41K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-35K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-58K | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-31K | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-29K | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-40K | – | -0.00 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-78K | – | -0.00 | ||
| JAPAN INT L COOP AGENCY GOVT GUARANT 04/27 2.75 (JAPAN INTERNATIONAL COOPERATION AGENCY) | Long | Debt | JP | $4M | – | 0.24 |
| JONES LANG LASALLE INC SR UNSECURED 12/28 6.875 (JONES LANG LASALLE INCORPORATED) | Long | Debt | US | $4M | – | 0.22 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 MHC A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC) | Long | ABS-mortgage backed security | US | $11M | – | 0.61 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH) | Long | ABS-mortgage backed security | US | $8M | – | 0.46 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FRE1 M1 (JP MORGAN MTGE ACQUIS CORP 2005-FRE1) | Long | ABS-mortgage backed security | US | $830K | – | 0.05 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A10 (JP MORGAN MORTGAGE TRUST 2006-S2) | Long | ABS-mortgage backed security | US | $721K | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 08/25 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $8M | – | 0.47 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.14 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $34K | – | 0.00 | |
| JSW HYDRO ENERGY LTD SR SECURED REGS 05/31 4.125 (JSW HYDRO ENERGY LIMITED) | Long | Debt | IN | $5M | – | 0.26 |
| KILROY REALTY LP COMPANY GUAR 11/33 2.65 | Long | Debt | US | $6M | – | 0.33 |
| KINGDOM OF SWEDEN SR UNSECURED 144A 09/30 0.125 (SWEDEN GOVT) | Long | Debt | SE | $13M | – | 0.74 |
| KODIT GLOBAL 2024 1 COMPANY GUAR 144A 05/27 5.357 (KODIT GLOBAL 2024-1 CO LTD) | Long | Debt | KR | $3M | – | 0.15 |
| KOREA HOUSING FINANCE CO SR UNSECURED 144A 02/28 4.625 (KOREA HOUSING FINANCE CORP (KHFC)) | Long | Debt | KR | $5M | – | 0.28 |
| KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP A 144A (KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021-CHIP) | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| LEHMAN MORTGAGE TRUST LMT 2007 8 1A1 (LEHMAN MORTGAGE TRUST 2007-8) | Long | ABS-mortgage backed security | US | $391K | – | 0.02 |
| LEHMAN XS TRUST LXS 2005 10 2A4A (LEHMAN XS TRUST 2005-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| LIBERTY UTILITIES FIN COMPANY GUAR 144A 09/30 2.05 (LIBERTY UTILITIES FINANCE GP1) | Long | Debt | US | $11M | – | 0.63 |
| LOANPAL SOLAR LOAN LTD. LPSLT 2021 2GS A 144A (LOANPAL SOLAR LOAN 2021-2GS LTD) | Long | ABS-other | US | $8M | – | 0.47 |
| LOCAL INITIATIVES SUPPOR UNSECURED 03/27 3.782 (LOCAL INITIATIVES SUPPORT CORP) | Long | Debt | US | $5M | – | 0.28 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-41K | – | -0.00 | |
| LOW INCOME INVESTMENT UNSECURED 07/26 3.386 (LOW INCOME INVESTMENT FUND) | Long | Debt | US | $2M | – | 0.09 |
| LOW INCOME INVESTMENT UNSECURED 07/29 3.711 (LOW INCOME INVESTMENT FUND) | Long | Debt | US | $4M | – | 0.22 |
| MACARTHUR FOUNDATION UNSECURED 12/30 1.299 (JOHN D AND CATHERINE T MACARTHUR FOUNDATION) | Long | Debt | US | $11M | – | 0.60 |
| MANULIFE FINANCIAL CORP SR UNSECURED 03/32 3.703 (MANULIFE FINANCIAL CORPORATION) | Long | Debt | CA | $6M | – | 0.36 |
| MASSACHUSETTS HIGHER EDU UNSECURED 07/31 2.673 (MASSACHUSSETTS HIGHER EDUCATION ASSISTANCE CORPORATION) | Long | Debt | US | $4M | – | 0.21 |
| MATHER FOUNDATION UNSECURED 10/31 2.675 | Long | Debt | US | $8M | – | 0.46 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.42 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/29 3.65 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $6M | – | 0.32 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/50 3.15 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $5M | – | 0.30 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $3M | – | 0.18 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/29 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $4M | – | 0.20 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/30 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $4M | – | 0.21 |
| MIZUHO FINANCIAL GROUP SR UNSECURED REGS 10/24 0.956 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.13 |
| MONDELEZ INTERNATIONAL SR UNSECURED 07/31 4.625 (MONDELEZ INTERNATIONAL INC) | Long | Debt | US | $4M | – | 0.21 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C21 ASB (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21) | Long | ABS-mortgage backed security | US | $449K | – | 0.03 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $4M | – | 0.21 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A (MORGAN STANLEY CAPITAL I INC 2021-230P) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C (MORGAN STANLEY ABS CAPITAL I 2006-NC4) | Long | ABS-mortgage backed security | US | $424K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE7) | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A3 (MORGAN STANLEY IXIS RE CAP TR 2006-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 (MORGAN STANLEY MTGE LN TR 2007-7AX) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $4M | – | 0.21 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $4M | – | 0.21 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $4M | – | 0.21 |
| MORTGAGEIT TRUST MHL 2006 1 1A1 (MORTGAGEIT TRUST 2006-1) | Long | ABS-mortgage backed security | US | $465K | – | 0.03 |
| MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A (MOSAIC SOLAR LOAN TRUST 2022-1A) | Long | ABS-other | US | $8M | – | 0.46 |
| MOSAIC SOLAR LOANS LLC MSAIC 2023 3A A 144A (MOSAIC SOLAR LOAN TRUST 2023-3A) | Long | ABS-other | US | $2M | – | 0.09 |
| NATIONAL RURAL UTIL COOP COLLATERAL T 03/31 1.35 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION) | Long | Debt | US | $7M | – | 0.41 |
| NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $4M | – | 0.22 |
| NEDER WATERSCHAPSBANK SR UNSECURED 144A 03/26 2.375 (NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK)) | Long | Debt | NL | $11M | – | 0.60 |
| NEDER WATERSCHAPSBANK SR UNSECURED 144A 06/28 4 (NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK)) | Long | Debt | NL | $3M | – | 0.19 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M2 (NEW CENTURY HOME EQUITY LOAN TRUST 2003-2) | Long | ABS-mortgage backed security | US | $454K | – | 0.03 |
| NEW YORK CITY NY HSG DEV CORP NYCMFH 05/27 FIXED 1.377 (NEW YORK CITY HOUSING DEVELOPMENT CORP) | Long | Debt | US | $182K | – | 0.01 |
| NEW YORK CITY NY HSG DEV CORP NYCMFH 05/28 FIXED 1.577 (NEW YORK CITY HOUSING DEVELOPMENT CORP) | Long | Debt | US | $445K | – | 0.03 |
| NEW YORK CITY NY HSG DEV CORP NYCMFH 11/27 FIXED 1.477 (NEW YORK CITY HOUSING DEVELOPMENT CORP) | Long | Debt | US | $270K | – | 0.02 |
| NEW YORK CITY NY HSG DEV CORP NYCMFH 11/28 FIXED 1.677 (NEW YORK CITY HOUSING DEVELOPMENT CORP) | Long | Debt | US | $772K | – | 0.04 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 06/28 1.9 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $15M | – | 0.87 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 12/26 2.2 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $6M | – | 0.37 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 06/30 1.96 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $12M | – | 0.69 |
| NORINCHUKIN BANK SR UNSECURED 144A 03/28 5.43 (NORINCHUKIN BANK LTD) | Long | Debt | JP | $4M | – | 0.25 |
| NORINCHUKIN BANK SR UNSECURED 144A 09/31 2.08 (NORINCHUKIN BANK LTD) | Long | Debt | JP | $2M | – | 0.13 |
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A (NORTHWOODS CAPITAL XIV-B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.30 |
| NTT FINANCE CORP SR UNSECURED 144A 07/24 4.142 (NTT FINANCE CORPORATION) | Long | Debt | JP | $3M | – | 0.15 |
| NTT FINANCE CORP SR UNSECURED 144A 07/25 4.239 (NTT FINANCE CORPORATION) | Long | Debt | JP | $3M | – | 0.19 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 01/33 5 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $5M | – | 0.28 |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-106K | – | -0.01 | |
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH | Derivative-interest rate | CA | $-104K | – | -0.01 | |
| OIS JPY MUTKCALM/0.5000 03/15/22-20Y LCH | Derivative-interest rate | JP | $3M | – | 0.16 | |
| ONCOR ELECTRIC DELIVERY SR SECURED 144A 05/31 3.5 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $2M | – | 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 | $5M | – | 0.28 |
| ONTARIO (PROVINCE OF) SR UNSECURED 02/25 2.65 (PROVINCE OF ONTARIO CANADA) | Long | Debt | CA | $18M | – | 1.00 |
| ONTARIO (PROVINCE OF) SR UNSECURED 11/29 1.55 (PROVINCE OF ONTARIO CANADA) | Long | Debt | CA | $22M | – | 1.24 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 3 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $9M | – | 0.51 |
| PATTERN ENERGY OP LP/PAT COMPANY GUAR 144A 08/28 4.5 (PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPERATIONS INC) | Long | Debt | US | $3M | – | 0.16 |
| PIEDMONT OPERATING PARTN COMPANY GUAR 08/30 3.15 (PIEDMONT OPERATING PARTNERSHIP LP) | Long | Debt | US | $10M | – | 0.56 |
| PRINCIPAL LFE GLB FND II SR SECURED 144A 08/26 1.25 (PRINCIPAL LIFE GLOBAL FUNDING II) | Long | Debt | US | $5M | – | 0.30 |
| PROVINCE OF QUEBEC UNSECURED 07/25 2.6 | Long | Debt | CA | $14M | – | 0.80 |
| PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A (PRPM 2023-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| PUBLIC SERVICE ELECTRIC 1ST MORTGAGE 03/32 3.1 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $7M | – | 0.42 |
| QUANTA SERVICES INC SR UNSECURED 10/24 0.95 | Long | Debt | US | $2M | – | 0.12 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.31 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF2 (RENAISSANCE HOME EQUITY LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| RENEW POWER PVT LTD SR SECURED 144A 03/27 5.875 (RENEW PRIVATE LIMITED) | Long | Debt | IN | $4M | – | 0.21 |
| REPUBLIC OF CHILE SR UNSECURED 01/29 4.85 (CHILEAN GOVT) | Long | Debt | CL | $7M | – | 0.37 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 (COLOMBIAN GOVT) | Long | Debt | CO | $3M | – | 0.18 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA6) | Long | ABS-mortgage backed security | US | $681K | – | 0.04 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-2M | – | -0.13 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-6M | – | -0.33 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-26M | – | -1.46 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-84M | – | -4.79 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-4M | – | -0.25 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-11M | – | -0.60 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-66M | – | -3.77 |
| REVERSE REPO NOMURA | Short | Repurchase agreement | US | $-2M | – | -0.14 |
| REVERSE REPO WOOD GUNDY REVERSE REPO | Short | Repurchase agreement | US | $-85M | – | -4.86 |
| RFR GBP SONIO/0.90000 03/15/22-30Y LCH | Derivative-interest rate | GB | $1M | – | 0.07 | |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $16K | – | 0.00 | |
| RFR GBP SONIO/3.75000 09/18/24-30Y LCH | Derivative-interest rate | GB | $4K | – | 0.00 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $28K | – | 0.00 | |
| RFR JPY MUT+5.89/-0.0682 09/18/19-7Y LCH | Derivative-interest rate | JP | $-31K | – | -0.00 | |
| RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH | Derivative-interest rate | JP | $-62K | – | -0.00 | |
| RFR JPY MUT+5.89/0.7050 10/31/18-20Y LCH | Derivative-interest rate | JP | $150K | – | 0.01 | |
| RFR JPY MUT+5.89/0.7500 6/20/19-20Y* LCH | Derivative-interest rate | JP | $33K | – | 0.00 | |
| RFR JPY MUT+5.89/0.7850 11/12/18-20Y LCH | Derivative-interest rate | JP | $68K | – | 0.00 | |
| RFR JPY MUT+5.89/0.8000 10/22/18-20Y LCH | Derivative-interest rate | JP | $43K | – | 0.00 | |
| RFR USD SOFR/1.75000 12/21/22-30Y CME | Derivative-interest rate | US | $16M | – | 0.89 | |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | Derivative-interest rate | US | $7M | – | 0.38 | |
| RFR USD SOFR/2.68750 04/04/24-1Y LCH | Derivative-interest rate | US | $-947K | – | -0.05 | |
| RFR USD SOFR/2.69000 04/04/24-1Y LCH | Derivative-interest rate | US | $-197K | – | -0.01 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $2M | – | 0.13 | |
| RFR USD SOFR/3.50000 12/18/24-1Y LCH | Derivative-interest rate | US | $172K | – | 0.01 | |
| RFR USD SOFR/3.65517 03/01/24-4Y* LCH | Derivative-interest rate | US | $918K | – | 0.05 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | Derivative-interest rate | US | $24K | – | 0.00 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $39K | – | 0.00 | |
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH | Derivative-interest rate | US | $79K | – | 0.00 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $82K | – | 0.00 | |
| RFR USD SOFR/3.75000 11/21/23-1Y LCH | Derivative-interest rate | US | $-137K | – | -0.01 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $16K | – | 0.00 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | Derivative-interest rate | US | $28K | – | 0.00 | |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH | Derivative-interest rate | US | $15K | – | 0.00 | |
| RFR USD SOFR/4.03000 12/15/23-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-15K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $21K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $37K | – | 0.00 | |
| RFR USD SOFR/4.25000 11/22/23-10Y LCH | Derivative-interest rate | US | $-26K | – | -0.00 | |
| RFR USD SOFR/5.16000 05/31/24-1Y LCH | Derivative-interest rate | US | $-13K | – | -0.00 | |
| RFR USD SOFR/5.38800 10/18/23-1Y LCH | Derivative-interest rate | US | $22K | – | 0.00 | |
| ROMANIA SR UNSECURED 144A 02/36 5.625 (ROMANIA GOVT) | Long | Debt | RO | $4M | – | 0.24 |
| S+P GLOBAL INC COMPANY GUAR 03/29 2.7 (S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)) | Long | Debt | US | $2M | – | 0.11 |
| SAN DIEGO G + E 1ST MORTGAGE 08/28 4.95 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $4M | – | 0.24 |
| SAN FRANCISCO CA CITY CNTY P SFOWTR 11/24 FIXED 2.082 (CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE) | Long | Debt | US | $381K | – | 0.02 |
| SAN FRANCISCO CA CITY CNTY P SFOWTR 11/24 FIXED 2.082 (CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE) | Long | Debt | US | $133K | – | 0.01 |
| SCE RECOVERY FUNDING LLC SR SECURED 06/42 4.697 | Long | Debt | US | $2M | – | 0.12 |
| SERVICE EXPERTS ISSUER SE 2021 1A A 144A (SERVICE EXPERTS ISSUER 2021-1A LLC) | Long | ABS-other | US | $4M | – | 0.22 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $10M | – | 0.59 |
| SLG OFFICE TRUST SLG 2021 OVA X 144A (SLG OFFICE TRUST 2021-OVA) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| SMURFIT KAPPA TREASURY COMPANY GUAR 144A 01/30 5.2 (SMURFIT KAPPA TREASURY UNLIMITED COMPANY) | Long | Debt | IE | $4M | – | 0.23 |
| SOLAR STAR FUNDING LLC SR SECURED 144A 06/35 5.375 | Long | Debt | US | $5M | – | 0.28 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-12K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-11K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $76K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $264K | – | 0.02 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $5K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $38.91 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-1K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-50K | – | -0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $108.14 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $205.74 | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1M | – | 0.07 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $111K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $31K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $35K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $384K | – | 0.02 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $115K | – | 0.01 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $950.42 | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $47K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $16K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $17K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $1K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $828.34 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $58K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-2K | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $9K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $8K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $7K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $6K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $6K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $6K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $5K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $192.99 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $137.49 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $113.16 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $28.28 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $60K | – | 0.00 | |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/32 2.75 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $12M | – | 0.71 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/31 2.5 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $84K | – | 0.00 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/51 3.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.08 |
| SOUTHERN POWER CO SR UNSECURED 01/26 0.9 (SOUTHERN POWER COMPANY) | Long | Debt | US | $9M | – | 0.53 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A (STWD 2021-HTS MORTGAGE TRUST 2021-HTS) | Long | ABS-mortgage backed security | US | $6M | – | 0.35 |
| STRIPS 02/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $990K | – | 0.06 |
| STRIPS 08/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.07 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR2) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A (SUMIT 2022-BVUE MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.45 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE B 144A (SUMIT 2022-BVUE MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/29 2.472 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $4M | – | 0.25 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/27 2.8 (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $12M | – | 0.70 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/28 5.5 (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $4M | – | 0.21 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 01/29 5.5 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $5M | – | 0.27 |
| SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A (SUNNOVA HESTIA I ISSUER LLC 2023-GRID1) | Long | ABS-other | US | $338K | – | 0.02 |
| SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A (SUNNOVA SOL V ISSUER LLC 2023-1A) | Long | ABS-other | US | $2M | – | 0.11 |
| SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A (SUNRUN DEMETER ISSUER 2021-2A) | Long | ABS-other | US | $12M | – | 0.68 |
| TENN VALLEY AUTHORITY SR UNSECURED 09/31 1.5 (TENNESSEE VALLEY AUTHORITY (TVA)) | Long | Debt | US | $6M | – | 0.36 |
| TESLA AUTO LEASE TRUST TESLA 2023 A A2 144A (TESLA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $1M | – | 0.08 |
| TESLA AUTO LEASE TRUST TESLA 2024 A A2A 144A (TESLA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.14 |
| THORNBURG MORTGAGE SECURITIES TMST 2006 5 A1 (THORNBURG MORTGAGE SECURITIES TR 2006-5) | Long | ABS-mortgage backed security | US | $274K | – | 0.02 |
| TORONTO DOMINION BANK SR UNSECURED 12/26 5.264 (TORONTO-DOMINION BANK) | Long | Debt | CA | $4M | – | 0.22 |
| TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2023 1A A 144A (TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.11 |
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A (TRINITAS CLO LTD 2020-14A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.31 |
| TRS SOFRINDX/IBOXIG INDX 09/20/24 JPM | Derivative-credit | US | $-163K | – | -0.01 | |
| TRS SOFRINDX/IBOXIG INDX 12/20/24 BPS | Derivative-credit | US | $192K | – | 0.01 | |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.28 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $718K | – | 0.04 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.14 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.51 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.08 |
| TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.06 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.20 |
| TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT) | Long | Debt | US | $14M | – | 0.79 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $961K | – | 0.05 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.37 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 1.04 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.15 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $11M | – | 0.61 |
| UNITED MEXICAN STATES SR UNSECURED 05/32 4.4899 (MEXICO GOVT) | Long | Debt | MX | $4M | – | 0.21 |
| UNIV OF MICHIGAN MI UNVHGR 04/52 FIXED 3.504 (UNIVERSITY OF MICHIGAN) | Long | Debt | US | $2M | – | 0.14 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $518K | – | 0.03 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-748K | – | -0.04 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $69K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $501K | – | 0.03 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| US TREASURY N/B 02/42 2.375 (UNITED STATES GOVT) | Long | Debt | US | $16M | – | 0.90 |
| US TREASURY N/B 02/43 3.125 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.56 |
| US TREASURY N/B 02/44 3.625 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.11 |
| US TREASURY N/B 02/45 2.5 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.08 |
| US TREASURY N/B 02/49 3 (UNITED STATES GOVT) | Long | Debt | US | $379K | – | 0.02 |
| US TREASURY N/B 02/52 2.25 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.29 |
| US TREASURY N/B 05/42 3 (UNITED STATES GOVT) | Long | Debt | US | $562K | – | 0.03 |
| US TREASURY N/B 05/42 3.25 (UNITED STATES GOVT) | Long | Debt | US | $81M | – | 4.64 |
| US TREASURY N/B 05/43 2.875 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.17 |
| US TREASURY N/B 05/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $17M | – | 0.98 |
| US TREASURY N/B 05/44 3.375 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.07 |
| US TREASURY N/B 05/45 3 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.62 |
| US TREASURY N/B 05/49 2.875 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.29 |
| US TREASURY N/B 08/41 1.75 (UNITED STATES GOVT) | Long | Debt | US | $16M | – | 0.92 |
| US TREASURY N/B 08/42 3.375 (UNITED STATES GOVT) | Long | Debt | US | $20M | – | 1.15 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $23M | – | 1.30 |
| US TREASURY N/B 08/44 3.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.15 |
| US TREASURY N/B 08/49 2.25 (UNITED STATES GOVT) | Long | Debt | US | $259K | – | 0.01 |
| US TREASURY N/B 08/50 1.375 (UNITED STATES GOVT) | Long | Debt | US | $717K | – | 0.04 |
| US TREASURY N/B 11/40 1.375 (UNITED STATES GOVT) | Long | Debt | US | $30M | – | 1.72 |
| US TREASURY N/B 11/41 2 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.16 |
| US TREASURY N/B 11/42 4 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.46 |
| US TREASURY N/B 11/43 3.75 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.38 |
| US TREASURY N/B 11/44 3 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.09 |
| VASA TRUST VASA 2021 VASA A 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $10M | – | 0.57 |
| VERIZON COMMUNICATIONS SR UNSECURED 09/41 2.85 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $4M | – | 0.23 |
| WABTEC TRANSPORTATION COMPANY GUAR 12/27 1.25 (WABTEC TRANSPORTATION NETHERLANDS BV) | Long | Debt | NL | $10M | – | 0.57 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $374K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 4A1 (WAMU MTGE P/T CERT 2007-HY3) | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2 | Long | Debt | GB | $18M | – | 1.02 |
| WISCONSIN POWER + LIGHT SR UNSECURED 03/34 5.375 (WISCONSIN POWER AND LIGHT COMPANY) | Long | Debt | US | $2M | – | 0.12 |
| WP CAREY INC SR UNSECURED 02/32 2.45 | Long | Debt | US | $6M | – | 0.35 |
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.