PIMCOFUNDS > PIMCO Funds
PIMCO Diversified Income Fund
$3.30B
Avg Monthly Net Assets
$4.57B
Total Assets
$1.29B
Total Liabilities
$3.28B
Net Assets
PIMCO Diversified Income Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has six share classes
and monthly net assets of $3.30B.
On August 28th, 2024 it reported 1,774 holdings, the largest
being PIMCO FUNDS (8.1%), UMBS PASS THRU POOLS (4.8%) and UMBS PASS THRU POOLS (2.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026673 | PDAAX | |
| Class A | C000026674 | PDVAX | |
| Class C | C000026676 | PDICX | |
| Class I-2 | C000064160 | PDVPX | |
| Class I-3 | C000200455 | PDNIX | |
| Institutional | C000026672 | PDIIX |
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 |
|---|---|---|---|---|---|---|
| 1011778 BC / NEW RED FIN SECURED 144A 01/28 4.375 (RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)) | Long | Debt | CA | $4M | – | 0.13 |
| 1011778 BC / NEW RED FIN SECURED 144A 10/30 4 (RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)) | Long | Debt | CA | $3M | – | 0.09 |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-103.32 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.2 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.33 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-828.8 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-570.24 | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-27K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-27K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| AA BOND CO LTD SECURED REGS 01/26 6.5 (AA BOND CO LIMITED) | Long | Debt | JE | $3M | – | 0.08 |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 1 M6 (AAMES MORTGAGE INVESTMENT TRUST 2005-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| ABC SUPPLY CO INC SR UNSECURED 144A 11/29 3.875 (ABC SUPPLY CO (AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC)) | Long | Debt | US | $895K | – | 0.03 |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/34 5.5 (ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC) | Long | Debt | AE | $3M | – | 0.10 |
| ABU DHABI GOVT INT L SR UNSECURED REGS 04/50 3.875 | Long | Debt | AE | $558K | – | 0.02 |
| ABU DHABI GOVT INT L SR UNSECURED REGS 09/49 3.125 | Long | Debt | AE | $4M | – | 0.13 |
| ABU DHABI GOVT INT L SR UNSECURED REGS 09/70 2.7 | Long | Debt | AE | $5M | – | 0.14 |
| ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 04/29 5 (ACADIA HEALTHCARE COMPANY INC) | Long | Debt | US | $761K | – | 0.02 |
| ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 07/28 5.5 (ACADIA HEALTHCARE COMPANY INC) | Long | Debt | US | $979K | – | 0.03 |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2005 1 M4 (ACCREDITED MORTGAGE LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $689K | – | 0.02 |
| ACE SECURITIES CORP. ACE 2006 HE1 A2D (ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| ADVANTAGE SALES + MARKET SR SECURED 144A 11/28 6.5 (ADVANTAGE SALES & MARKETING INC) | Long | Debt | US | $2M | – | 0.06 |
| AEP TRANSMISSION CO LLC SR UNSECURED 04/34 5.15 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $3M | – | 0.09 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 04/26 4.45 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $540K | – | 0.02 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/27 3.65 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $10M | – | 0.29 |
| AHEAD DB HOLDINGS LLC COMPANY GUAR 144A 05/28 6.625 | Long | Debt | US | $1M | – | 0.04 |
| AI SILK MIDCO LIMITED EUR TERM LOAN B (PLANET (AI SILK MIDCO LIMITED)) | Long | Loan | GB | $4M | – | 0.11 |
| AIA GROUP LTD SUBORDINATED 144A 09/40 3.2 (AIA GROUP LIMITED) | Long | Debt | HK | $586K | – | 0.02 |
| AIR CANADA 2015 1A PTT PASS THRU CE 144A 09/28 3.6 (AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | CA | $426K | – | 0.01 |
| AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25 (AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST) | Long | Debt | CA | $810K | – | 0.02 |
| AIR CANADA 2024 TERM LOAN B | Long | Loan | CA | $3M | – | 0.10 |
| AIRCASTLE LTD SR UNSECURED 144A 01/28 2.85 (AIRCASTLE LIMITED) | Long | Debt | BM | $507K | – | 0.02 |
| AKER BP ASA SR UNSECURED 144A 01/30 3.75 | Long | Debt | NO | $733K | – | 0.02 |
| AKER BP ASA SR UNSECURED 144A 01/31 4 | Long | Debt | NO | $1M | – | 0.04 |
| ALABAMA POWER CO SR UNSECURED 09/30 1.45 (ALABAMA POWER COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| ALAMO RE LTD UNSECURED 144A 06/26 VAR | Long | Debt | BM | $692K | – | 0.02 |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.03 |
| ALCON FINANCE CORP COMPANY GUAR 144A 05/30 2.6 (ALCON FINANCE CORPORATION) | Long | Debt | US | $784K | – | 0.02 |
| ALLEGION US HOLDING CO COMPANY GUAR 10/24 3.2 (ALLEGION US HOLDING COMPANY INC) | Long | Debt | US | $496K | – | 0.02 |
| ALLEGION US HOLDING CO COMPANY GUAR 10/27 3.55 (ALLEGION US HOLDING COMPANY INC) | Long | Debt | US | $569K | – | 0.02 |
| ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A (ALLEGRO CLO XI LTD 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.15 |
| ALLY FINANCIAL INC COMPANY GUAR 11/31 8 | Long | Debt | US | $9M | – | 0.26 |
| ALLY FINANCIAL INC SR UNSECURED 11/31 8 | Long | Debt | US | $7M | – | 0.21 |
| ALROSA FINANCE SA COMPANY GUAR 144A 06/27 3.1 | Long | Debt | LU | $330K | – | 0.01 |
| ALTAR BIDCO, INC. 2ND LIEN TL (BROOKS AUTOMATION (ALTAR BIDCO INC)) | Long | Loan | US | $885K | – | 0.03 |
| ALTICE FRANCE SA 2023 USD TERM LOAN B14 | Long | Loan | FR | $4M | – | 0.13 |
| ALTICE FRANCE SA SR SECURED 144A 10/29 5.5 | Long | Debt | FR | $2M | – | 0.05 |
| ALTICE FRANCE SA SR SECURED REGS 01/28 3.375 | Long | Debt | FR | $771K | – | 0.02 |
| ALTICE FRANCE SA SR SECURED REGS 10/29 4.25 | Long | Debt | FR | $571K | – | 0.02 |
| AMC NETWORKS INC COMPANY GUAR 02/29 4.25 | Long | Debt | US | $497K | – | 0.02 |
| AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575 (AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $788K | – | 0.02 |
| AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2 (AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.04 |
| AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3 (AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $104K | – | 0.00 |
| AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65 (AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $376K | – | 0.01 |
| AMER AIRLINE 17 2 A PTT PASS THRU CE 04/31 3.6 (AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $110K | – | 0.00 |
| AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35 (AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.04 |
| AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15 (AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $248K | – | 0.01 |
| AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875 (AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.10 |
| AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7 (AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $241K | – | 0.01 |
| AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 (AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.04 |
| AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6 (AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $590K | – | 0.02 |
| AMEREN ILLINOIS CO 1ST MORTGAGE 03/50 3.25 (AMEREN ILLINOIS COMPANY) | Long | Debt | US | $205K | – | 0.01 |
| AMERICAN AIRLINES, INC. 2021 TERM LOAN (AADVANTAGE LOYALTY IP LTD) | Long | Loan | KY | $4M | – | 0.12 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $5M | – | 0.15 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $3M | – | 0.09 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $664K | – | 0.02 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-1) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A12 (AMERICAN HOME MORTGAGE ASSETS 2006-4) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 1 A1 (AMERICAN HOME MORTGAGE ASSETS 2007-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.22 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 1 2A3 (AMERICAN HOME MORTGAGE INVT TR 2006-1) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| AMERICAN HOMES 4 RENT SR UNSECURED 02/29 4.9 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $2M | – | 0.06 |
| AMERICAN HOMES 4 RENT SR UNSECURED 07/31 2.375 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $81K | – | 0.00 |
| AMERICAN HOMES 4 RENT SR UNSECURED 07/51 3.375 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $65K | – | 0.00 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| AMERICAN TOWER CORP SR UNSECURED 01/27 2.75 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $2M | – | 0.05 |
| AMERICAN TOWER CORP SR UNSECURED 01/30 2.9 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $767K | – | 0.02 |
| AMERICAN TOWER CORP SR UNSECURED 06/30 2.1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN TOWER CORP SR UNSECURED 08/29 3.8 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $2M | – | 0.06 |
| AMERICAN TOWER CORP SR UNSECURED 10/26 3.375 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $277K | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R2 M3 (AMERIQUEST MTAGE SEC INC 2004-R2) | Long | ABS-mortgage backed security | US | $582K | – | 0.02 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R3 M1 (AMERIQUEST MTAGE SEC INC 2004-R3) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R10 M3 (AMERIQUEST MORTGAGE SEC INC 2005-R10) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| AMGEN INC SR UNSECURED 03/43 5.6 | Long | Debt | US | $2M | – | 0.07 |
| AMGEN INC SR UNSECURED 03/53 5.65 | Long | Debt | US | $1M | – | 0.04 |
| AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875 | Long | Debt | US | $1M | – | 0.03 |
| ANGI GROUP LLC COMPANY GUAR 144A 08/28 3.875 | Long | Debt | US | $2M | – | 0.05 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $349K | – | 0.01 |
| ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/42 4.95 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $2M | – | 0.06 |
| ANHEUSER BUSCH INBEV WOR COMPANY GUAR 04/38 4.375 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $474K | – | 0.01 |
| ANTARES HOLDINGS SR UNSECURED 144A 01/27 2.75 (ANTARES HOLDINGS LP) | Long | Debt | US | $954K | – | 0.03 |
| ANTOFAGASTA PLC SR UNSECURED 144A 10/30 2.375 | Long | Debt | GB | $670K | – | 0.02 |
| AON CORP COMPANY GUAR 05/30 2.8 (AON CORPORATION) | Long | Debt | US | $588K | – | 0.02 |
| AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2 (YAHOO (AKA: AP CORE HOLDINGS II LLC)) | Long | Loan | US | $2M | – | 0.07 |
| APACHE CORP SR UNSECURED 11/27 4.875 (APACHE CORPORATION) | Long | Debt | US | $847K | – | 0.03 |
| ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 01/32 7.0529 (EGYPTIAN GOVT) | Long | Debt | EG | $2M | – | 0.05 |
| ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/61 7.5 (EGYPTIAN GOVT) | Long | Debt | EG | $3M | – | 0.08 |
| ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 05/32 7.625 (EGYPTIAN GOVT) | Long | Debt | EG | $573K | – | 0.02 |
| ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 09/51 8.75 (EGYPTIAN GOVT) | Long | Debt | EG | $1M | – | 0.04 |
| ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/25 4.75 (EGYPTIAN GOVT) | Long | Debt | EG | $4M | – | 0.13 |
| ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375 (EGYPTIAN GOVT) | Long | Debt | EG | $12M | – | 0.36 |
| ARGENT SECURITIES INC. ARSI 2006 W4 A2D (ARGENT SECURITIES INC 2006-W4) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5 (EQUINITI (ARMOR HOLDCO INC)) | Long | Debt | US | $525K | – | 0.02 |
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR | Long | Debt | BM | $697K | – | 0.02 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/28 4 | Long | Debt | US | $662K | – | 0.02 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2D (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| ASSURED GUARANTY US HLDG COMPANY GUAR 06/31 3.15 (ASSURED GUARANTY US HOLDINGS INC) | Long | Debt | US | $1M | – | 0.03 |
| ASURION CORPORATION 2023 TERM LOAN B11 (ASURION LLC (AKA: ASURION CORP)) | Long | Loan | US | $152K | – | 0.00 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $60K | – | 0.00 | |
| AT+T INC SR UNSECURED 06/31 2.75 (AT&T INC) | Long | Debt | US | $2M | – | 0.05 |
| AT+T INC SR UNSECURED 09/55 3.55 (AT&T INC) | Long | Debt | US | $7M | – | 0.21 |
| AT+T INC SR UNSECURED 09/59 3.65 (AT&T INC) | Long | Debt | US | $4M | – | 0.11 |
| AT+T INC SR UNSECURED 12/33 2.55 (AT&T INC) | Long | Debt | US | $435K | – | 0.01 |
| AT+T INC SR UNSECURED 12/57 3.8 (AT&T INC) | Long | Debt | US | $809K | – | 0.02 |
| ATLANTICA SUSTAIN INFRA COMPANY GUAR 144A 06/28 4.125 (ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC) | Long | Debt | GB | $563K | – | 0.02 |
| ATS CORP COMPANY GUAR 144A 12/28 4.125 (ATS CORPORATION) | Long | Debt | CA | $593K | – | 0.02 |
| AVANTOR FUNDING INC COMPANY GUAR 144A 07/28 4.625 | Long | Debt | US | $2M | – | 0.05 |
| AVANTOR FUNDING INC COMPANY GUAR 144A 11/29 3.875 | Long | Debt | US | $2M | – | 0.05 |
| AVANTOR FUNDING INC COMPANY GUAR REGS 07/28 3.875 | Long | Debt | US | $2M | – | 0.05 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $3M | – | 0.09 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 1A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2024-1A LLC) | Long | ABS-other | US | $7M | – | 0.21 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/25 2.875 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $2M | – | 0.06 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/27 3.25 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $468K | – | 0.01 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/26 4.25 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $2M | – | 0.05 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $7M | – | 0.21 |
| AXALTA COAT/DUTCH HLD BV COMPANY GUAR 144A 06/27 4.75 (AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV) | Long | Debt | US | $1M | – | 0.03 |
| AXALTA COATING SYSTEMS COMPANY GUAR 144A 02/29 3.375 (AXALTA COATING SYSTEMS LLC) | Long | Debt | US | $1M | – | 0.03 |
| BAE SYSTEMS PLC SR UNSECURED 144A 04/30 3.4 | Long | Debt | GB | $906K | – | 0.03 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $956K | – | 0.03 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4 (BANC OF AMERICA FUNDING CORP 2005-8) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 F 4A1 (BANC OF AMERICA FUNDING CORP 2005-F) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1 (BANC OF AMERICA FUNDING CORP 2006-B) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3 (BANC OF AMERICA FUNDING CORP 2007-5) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 8 4A1 (BANC OF AMERICA FUNDING CORP 2007-8) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1 (BANK OF AMERICA MTG SEC 2005-3) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 3 1A10 (BANK OF AMERICA MTGE SEC 2006-3) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1 (BANK OF AMERICA MTGE SECS-2006-A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 2A1 (BANK OF AMERICA MTGE SECS-2006-B) | Long | ABS-mortgage backed security | US | $363K | – | 0.01 |
| BANCA MONTE DEI PASCHI S REGS 09/24 3.625 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $1M | – | 0.04 |
| BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $3M | – | 0.08 |
| BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $3M | – | 0.09 |
| BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 (BANCO DE CREDITO DEL PERU SA) | Long | Debt | PE | $1M | – | 0.04 |
| BANCO SANTANDER SA SR UNSECURED 05/25 2.746 | Long | Debt | ES | $779K | – | 0.02 |
| BANCO VOTORANTIM SR UNSECURED REGS 09/24 4.5 (BANCO VOTORANTIM SA) | Long | Debt | BR | $597K | – | 0.02 |
| BANK GOSPODARSTWA KRAJOW GOVT GUARANT 144A 10/28 6.25 (BANK GOSPODARSTWA KRAJOWEGO) | Long | Debt | PL | $5M | – | 0.16 |
| BANK OF AMERICA CORP SR UNSECURED 04/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $6M | – | 0.20 |
| BANK OF AMERICA CORP SR UNSECURED 04/32 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $3M | – | 0.08 |
| BANK OF AMERICA CORP SR UNSECURED 06/41 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $447K | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 10/30 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.12 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 C2 A5 (BBCMS MORTGAGE TRUST 2018-C2) | Long | ABS-mortgage backed security | US | $576K | – | 0.02 |
| BARCLAYS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $3M | – | 0.09 |
| BARCLAYS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $2M | – | 0.05 |
| BARCLAYS PLC JR SUBORDINA REGS VAR | Long | Debt | GB | $739K | – | 0.02 |
| BARCLAYS PLC JR SUBORDINA VAR | Long | Debt | GB | $5M | – | 0.14 |
| BARCLAYS PLC SR UNSECURED 01/26 4.375 | Long | Debt | GB | $4M | – | 0.12 |
| BAUSCH + LOMB CORP SR SECURED 144A 10/28 8.375 (BAUSCH + LOMB CORPORATION) | Long | Debt | CA | $1M | – | 0.03 |
| BAUSCH HEALTH COS INC SR SECURED 144A 11/25 5.5 (BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN)) | Long | Debt | CA | $466K | – | 0.01 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25 | Long | Debt | US | $2M | – | 0.06 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $2M | – | 0.07 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $820K | – | 0.02 |
| BCPE EMPIRE HOLDINGS INC 2024 TERM LOAN (IMPERIAL DADE (BCPE EMPIRE HOLDINGS INC)) | Long | Loan | US | $2M | – | 0.06 |
| BCPE EMPIRE HOLDINGS INC SR UNSECURED 144A 05/27 7.625 (IMPERIAL DADE (BCPE EMPIRE HOLDINGS INC)) | Long | Debt | US | $2M | – | 0.05 |
| BEACON ROOFING SUPPLY IN SR SECURED 144A 11/26 4.5 (BEACON ROOFING SUPPLY INC) | Long | Debt | US | $779K | – | 0.02 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $92.72 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $580.65 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $693.8 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 14A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 4 3A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 23A1 (BEAR STEARNS ALT-A TRUST 2006-2) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 12A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $354K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 (BEAR STEARNS ALT-A TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 (BEAR STEARNS ASSETBACKED SEC 2001-3) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1 (BEAR STEARNS ASSETBK SEC 2005-AQ2) | Long | ABS-mortgage backed security | US | $473K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE7 M3 (BEAR STEARNS ASSETBACKED SEC 2005-HE7) | Long | ABS-mortgage backed security | US | $11M | – | 0.33 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 1 M1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BECTON DICKINSON + CO SR UNSECURED 05/30 2.823 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $239K | – | 0.01 |
| BGC GROUP INC SR UNSECURED 12/25 4.375 | Long | Debt | US | $2M | – | 0.08 |
| BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000 (BIOCEANICO SOVEREIGN CERTIFICATE LIMITED) | Long | Debt | KY | $760K | – | 0.02 |
| BLOCK COMMUNICATIONS INC COMPANY GUAR 144A 03/28 4.875 | Long | Debt | US | $1M | – | 0.04 |
| BLOCK INC SR UNSECURED 06/26 2.75 | Long | Debt | US | $1M | – | 0.04 |
| BLOCK INC SR UNSECURED 06/31 3.5 | Long | Debt | US | $1M | – | 0.04 |
| BLOCK INC SR UNSECURED 144A 05/32 6.5 | Long | Debt | US | $5M | – | 0.14 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 04/34 6.25 | Long | Debt | US | $2M | – | 0.06 |
| BLUE RACER MID LLC/FINAN SR UNSECURED 144A 07/29 7 (BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP) | Long | Debt | US | $1M | – | 0.03 |
| BNP PARIBAS 144A 01/31 VAR | Long | Debt | FR | $4M | – | 0.12 |
| BNP PARIBAS 144A 06/26 VAR | Long | Debt | FR | $2M | – | 0.05 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 4.625 | Long | Debt | FR | $2M | – | 0.06 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $2M | – | 0.06 |
| BNP PARIBAS REGS 09/28 VAR | Long | Debt | FR | $89K | – | 0.00 |
| BOEING CO SR UNSECURED 02/28 3.25 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.07 |
| BOEING CO SR UNSECURED 02/31 3.625 (BOEING CO/THE) | Long | Debt | US | $941K | – | 0.03 |
| BOEING CO SR UNSECURED 05/27 5.04 (BOEING CO/THE) | Long | Debt | US | $587K | – | 0.02 |
| BOEING CO SR UNSECURED 05/30 5.15 (BOEING CO/THE) | Long | Debt | US | $3M | – | 0.08 |
| BOEING CO SR UNSECURED 05/50 5.805 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.05 |
| BOEING CO SR UNSECURED 05/60 5.93 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.07 |
| BOEING CO SR UNSECURED 144A 05/31 6.388 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.04 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $1K | – | 0.00 | |
| BOELS TOPHOLDING BV 2024 EUR TERM LOAN B | Long | Loan | NL | $3M | – | 0.08 |
| BOMBARDIER INC SNR S* ICE | Derivative-credit | US | $237K | – | 0.01 | |
| BOMBARDIER INC SNR S* ICE | Derivative-credit | US | $19K | – | 0.00 | |
| BOOST NEWCO BORROWER LLC SR SECURED 144A 01/31 7.5 (WORLDPAY (BOOST NEWCO BORROWER LLC)) | Long | Debt | US | $2M | – | 0.05 |
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 09/28 3.875 | Long | Debt | US | $820K | – | 0.02 |
| BOSTON SCIENTIFIC CORP SR UNSECURED 06/30 2.65 (BOSTON SCIENTIFIC CORPORATION) | Long | Debt | US | $632K | – | 0.02 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $20K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-118.24 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-264.88 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-6K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-20K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-128K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-276K | – | -0.01 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $18K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-14.82 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-23K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-10K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-13K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-25K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-28K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-18K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-27K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-107K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-23K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-225K | – | -0.01 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $519.44 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $486.99 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $1K | – | 0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-6K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-19K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $26K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $5K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3K | – | 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 INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 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 | $879.05 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $370.58 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $173.17 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $164.59 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-793.03 | – | -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 JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-12K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-394.97 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-104K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-216.92 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-26 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-910.46 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-25K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-30K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-9K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-13K | – | -0.00 | |
| BOUGHT PEN SOLD USD 20240705 | Derivative-foreign exchange | PE | $-69K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-706.23 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-8K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-9K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-11K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-14K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-18K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-18K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-29K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-33K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-45K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-165K | – | -0.01 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $106.27 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-7K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $88K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240812 | Derivative-foreign exchange | TR | $61K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240815 | Derivative-foreign exchange | TR | $24K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $24K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240906 | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $95K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $77K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $21K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $123.79 | – | 0.00 | |
| BOYNE USA INC SR UNSECURED 144A 05/29 4.75 | Long | Debt | US | $934K | – | 0.03 |
| BPCE SA 144A 10/29 VAR | Long | Debt | FR | $3M | – | 0.08 |
| BPCE SA 144A 10/34 VAR | Long | Debt | FR | $3M | – | 0.08 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 04/29 8.875 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $3M | – | 0.10 |
| BRAZIL LA SP CBK | Derivative-credit | US | $1K | – | 0.00 | |
| BRAZIL LA SP GST | Derivative-credit | US | $3K | – | 0.00 | |
| BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR (BRIGHTHOUSE HOLDINGS LLC) | Long | Equity-preferred | US | $366K | 400K | 0.01 |
| BRITISH AIR 20 1 A PTT PASS THRU CE 144A 05/34 4.25 (BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $744K | – | 0.02 |
| BRITISH AIR 21 1 A PPT PASS THRU CE 144A 09/36 2.9 (BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $987K | – | 0.03 |
| BRIXMOR OPERATING PART SR UNSECURED 05/29 4.125 (BRIXMOR OPERATING PARTNERSHIP LP) | Long | Debt | US | $179K | – | 0.01 |
| BROADCOM INC 2023 TERM LOAN A2 | Long | Loan | US | $1M | – | 0.05 |
| BROADCOM INC 2023 TERM LOAN A3 | Long | Loan | US | $1M | – | 0.05 |
| BROADCOM INC COMPANY GUAR 11/32 4.3 | Long | Debt | US | $1M | – | 0.05 |
| BROADCOM INC COMPANY GUAR 144A 02/33 2.6 | Long | Debt | US | $811K | – | 0.02 |
| BROADCOM INC SR UNSECURED 144A 04/33 3.419 | Long | Debt | US | $2M | – | 0.06 |
| BROADCOM INC SR UNSECURED 144A 04/34 3.469 | Long | Debt | US | $5M | – | 0.14 |
| BROADCOM INC SR UNSECURED 144A 05/37 4.926 | Long | Debt | US | $977K | – | 0.03 |
| BROADCOM INC SR UNSECURED 144A 11/35 3.137 | Long | Debt | US | $726K | – | 0.02 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | Long | Debt | US | $4M | – | 0.13 |
| BROOKFIELD FINANCE INC COMPANY GUAR 01/28 3.9 | Long | Debt | CA | $412K | – | 0.01 |
| BROOKFIELD FINANCE INC COMPANY GUAR 04/30 4.35 | Long | Debt | CA | $3M | – | 0.10 |
| BROOKFIELD FINANCE INC COMPANY GUAR 09/47 4.7 | Long | Debt | CA | $531K | – | 0.02 |
| BROOKFIELD PPTY REIT INC SR SECURED 144A 05/26 5.75 (BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL) | Long | Debt | US | $2M | – | 0.05 |
| BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25 | Long | Debt | US | $641K | – | 0.02 |
| BWX TECHNOLOGIES INC COMPANY GUAR 144A 06/28 4.125 | Long | Debt | US | $2M | – | 0.05 |
| CA MAGNUM HOLDINGS SR SECURED 144A 10/26 5.375 (HEXAWARE TECHNOLOGIES (CA MAGNUM HOLDINGS)) | Long | Debt | MU | $2M | – | 0.07 |
| CABLE ONE INC COMPANY GUAR 144A 11/30 4 | Long | Debt | US | $1M | – | 0.04 |
| CABLEVISION LIGHTPATH SR SECURED 144A 09/27 3.875 (CABLEVISION LIGHTPATH LLC) | Long | Debt | US | $288K | – | 0.01 |
| CAESARS ENTERTAINMENT INC COMMON STOCK | Long | Equity-common | US | $187K | 5K | 0.01 |
| CAESARS ENTERTAINMENT INC. 2024 TERM LOAN B1 | Long | Loan | US | $3M | – | 0.09 |
| CAIXABANK SA 144A 09/34 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $3M | – | 0.08 |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $1M | – | 0.04 |
| CAMERON LNG LLC SR SECURED 144A 01/35 3.302 | Long | Debt | US | $247K | – | 0.01 |
| CAMERON LNG LLC SR SECURED 144A 01/38 3.402 | Long | Debt | US | $324K | – | 0.01 |
| CAMERON LNG LLC SR SECURED 144A 01/39 3.701 | Long | Debt | US | $243K | – | 0.01 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $189K | – | 0.01 | |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/50 3.5 | Long | Debt | CA | $360K | – | 0.01 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 11/69 4.2 | Long | Debt | CA | $205K | – | 0.01 |
| CARGO AIRCRAFT MANAGEMEN COMPANY GUAR 144A 02/28 4.75 (CARGO AIRCRAFT MANAGEMENT INC) | Long | Debt | US | $2M | – | 0.06 |
| CARNIVAL CORP SR SECURED 144A 08/28 4 (CARNIVAL CORPORATION) | Long | Debt | PA | $6M | – | 0.19 |
| CARNIVAL CORPORATION 2024 TERM LOAN B1 | Long | Loan | US | $3M | – | 0.08 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC1 M3 (CARRINGTON MORTGAGE LN TR 2005-NC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC4 M3 (CARRINGTON MORTGAGE LN TR 2005-NC4) | Long | ABS-mortgage backed security | US | $777K | – | 0.02 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC2 A4 (CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2 2006-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CARVAL CLO LTD CARVL 2018 1A AR 144A (CARVAL CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| CASTLELAKE LP FIRST LIEN TERM LOAN (ALT-2 STRUCTURED TRUST) | Long | Loan | US | $6M | – | 0.18 |
| CATALENT PHARMA SOLUTION COMPANY GUAR REGS 03/28 2.375 (CATALENT PHARMA SOLUTIONS INC) | Long | Debt | US | $1M | – | 0.04 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/27 5.125 (CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)) | Long | Debt | US | $6M | – | 0.18 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 06/29 5.375 (CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)) | Long | Debt | US | $911K | – | 0.03 |
| CDX HY41 5Y ICE | Derivative-credit | US | $5M | – | 0.15 | |
| CDX HY42 5Y ICE | Derivative-credit | US | $10M | – | 0.29 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $2M | – | 0.07 | |
| CDX ITRAXX XOV41 5Y ICE | Derivative-credit | $1M | – | 0.04 | ||
| CEDAR FUNDING LTD CEDF 2019 11A A1R 144A (CEDAR FUNDING XI CLO LTD 2019-11A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.17 |
| CENTENE CORP SR UNSECURED 12/27 4.25 (CENTENE CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| CENTRAIS ELETRICAS BRASI SR UNSECURED 144A 02/25 3.625 (CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS)) | Long | Debt | BR | $590K | – | 0.02 |
| CF INDUSTRIES INC COMPANY GUAR 03/34 5.15 | Long | Debt | US | $3M | – | 0.08 |
| CHARLES RIVER LABORATORI COMPANY GUAR 144A 03/31 4 (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $335K | – | 0.01 |
| CHARLES RIVER LABORATORI COMPANY GUAR 144A 05/28 4.25 (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $397K | – | 0.01 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP/THE) | Long | Equity-preferred | US | $4M | 4M | 0.12 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP/THE) | Long | Equity-preferred | US | $2M | 2M | 0.06 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP/THE) | Long | Equity-preferred | US | $990K | 1M | 0.03 |
| CHARTER COMM OPT LLC/CAP SR SECURED 02/28 3.75 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.04 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/38 5.375 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $436K | – | 0.01 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.06 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.05 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.04 |
| CHARTER COMM OPT LLC/CAP SR SECURED 12/61 4.4 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.05 |
| CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 (CHARTER COMMUNICATIONS OPERATING LLC) | Long | Loan | US | $13M | – | 0.39 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 S3 A14 (CHASE MORTGAGE FINANCE CORP 2005-S3) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 2A1 (CHASE MORTGAGE FINANCE CORP 2007-S5) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $1M | – | 0.04 |
| CHENIERE ENERGY INC SR UNSECURED 10/28 4.625 | Long | Debt | US | $4M | – | 0.11 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 03/31 4 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $2M | – | 0.07 |
| CHEPLAPHARM ARZNEIMITTEL SR SECURED 144A 01/28 5.5 (CHEPLAPHARM ARZNEIMITTEL GMBH) | Long | Debt | DE | $278K | – | 0.01 |
| CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 01/28 4.375 (CHEPLAPHARM ARZNEIMITTEL GMBH) | Long | Debt | DE | $2M | – | 0.06 |
| CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 02/26 5.5 (CHESAPEAKE ENERGY CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 02/29 5.875 (CHESAPEAKE ENERGY CORPORATION) | Long | Debt | US | $223K | – | 0.01 |
| CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 04/29 6.75 (CHESAPEAKE ENERGY CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 AA A2 144A (CC MORTGAGE FUNDING CORP 2005-AA) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 CA A1 144A (CHEVY CHASE MORTGAGE FUNDING CORP 2005-CA) | Long | ABS-mortgage backed security | US | $463K | – | 0.01 |
| CHICAGO IL TRANSIT AUTH SALES CHITRN 12/40 FIXED 6.899 (CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE) | Long | Debt | US | $751K | – | 0.02 |
| CHOBANI LLC/FINANCE CORP SR SECURED 144A 11/28 4.625 (CHOBANI LLC / CHOBANI FINANCE CORP INC) | Long | Debt | US | $2M | – | 0.05 |
| CHOICE HOTELS INTL INC SR UNSECURED 12/29 3.7 (CHOICE HOTELS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.05 |
| CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/29 6 (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $883K | – | 0.03 |
| CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/27 5.625 (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $2M | – | 0.06 |
| CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25 (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $2M | – | 0.05 |
| CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5 | Long | Debt | CA | $3M | – | 0.08 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 C1 A4 (CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $2M | 2M | 0.05 |
| CITIGROUP INC SR UNSECURED 06/31 VAR | Long | Debt | US | $4M | – | 0.12 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A (CITIGROUP MORTGAGE LOAN TR 2004-HYB2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 2 1A4 (CITIGROUP MTGE LOAN TRUST INC 2005-2) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2B (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 1A1 (CITIGROUP MTGE LOAN TR INC 2006-AR1) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC1 A2D (CITIGROUP MTGE LOAN TR INC 2006-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A1 (CITIGROUP MORTGAGE LOAN TR 2006-WF2) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 2A3A (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A (CITIGROUP MTGE LOAN TR INC 2007-AR5) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M1 (CITIGROUP MTGE LOAN TR INC 2007-WFH3) | Long | ABS-mortgage backed security | US | $387K | – | 0.01 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A3 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $306K | – | 0.01 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| CLARIV SCI HLD CORP COMPANY GUAR 144A 07/29 4.875 (CLARIVATE SCIENCE HOLDINGS CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| CLARIV SCI HLD CORP SR SECURED 144A 07/28 3.875 (CLARIVATE SCIENCE HOLDINGS CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Equity-common | US | $322K | 228K | 0.01 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 (CLEARWAY ENERGY OPERATING LLC) | Long | Debt | US | $2M | – | 0.07 |
| CLEVELAND ELECTRIC ILLUM SR UNSECURED 144A 11/30 4.55 (CLEVELAND ELECTRIC ILLUMINATING COMPANY) | Long | Debt | US | $567K | – | 0.02 |
| COHESITY BRIDGE REVOLVER (COHESITY INC) | Long | Loan | US | $1M | – | 0.04 |
| COHESITY BRIDGE TERM LOAN (COHESITY INC) | Long | Loan | US | $13M | – | 0.40 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B A1A 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $5M | – | 0.16 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $4M | – | 0.13 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B B 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $3M | – | 0.08 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B C 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $2M | – | 0.06 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B D 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $517K | – | 0.02 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B E 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $711K | – | 0.02 |
| COLOMBIA LA SP CBK | Derivative-credit | US | $40K | – | 0.00 | |
| COMM MORTGAGE TRUST COMM 2018 COR3 A3 (COMM MORTGAGE TRUST 2018-COR3) | Long | ABS-mortgage backed security | US | $938K | – | 0.03 |
| COMMERZBANK AG SUBORDINATED REGS 02/33 VAR | Long | Debt | DE | $5M | – | 0.16 |
| CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75 (INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC)) | Long | Debt | LU | $2M | – | 0.07 |
| CONSOLIDATED COMMUNICATI SR SECURED 144A 10/28 5 (CONSOLIDATED COMMUNICATIONS INC) | Long | Debt | US | $456K | – | 0.01 |
| CONSTELLATION BRANDS INC COMPANY GUAR 02/48 4.1 | Long | Debt | US | $787K | – | 0.02 |
| CONSTELLATION OIL B SHS EQUITY EQTYMR935 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Equity-common | US | $73K | 674K | 0.00 |
| CONSTELLATION OIL SA SR SECURED 12/26 3 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Debt | LU | $500K | – | 0.02 |
| CONTINENTAL WIND SR SECURED 144A 02/33 6 (CONTINENTAL WIND LLC) | Long | Debt | US | $146K | – | 0.00 |
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN (COREWEAVE COMPUTE ACQUISITION CO II LLC) | Long | Loan | US | $2M | – | 0.05 |
| COSTA RICA GOVERNMENT SR UNSECURED 144A 02/31 6.125 (COSTA RICA GOVT) | Long | Debt | CR | $1M | – | 0.03 |
| COSTA RICA GOVERNMENT UNSECURED 144A 11/54 7.3 (COSTA RICA GOVT) | Long | Debt | CR | $2M | – | 0.05 |
| COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8 | Long | Debt | US | $863K | – | 0.03 |
| COTIVITI CORPORATION 2024 TERM LOAN (COTIVITI INC) | Long | Loan | US | $8M | – | 0.24 |
| COTY INC SR SECURED 144A 04/26 5 | Long | Debt | US | $2M | – | 0.05 |
| COTY INC SR SECURED REGS 04/26 3.875 | Long | Debt | US | $826K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 30CB 2A4 (COUNTRYWIDE ALTERNATIVE LN TR 2004-30CB) | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 3CB 1A7 (COUNTRYWIDE ALTERNATIVE LN TR 2005-3CB) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-43) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A6 (COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1) | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 59 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-59) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-62) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J14 A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J14) | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 28CB A18 (COUNTRYWIDE ALTERNATIVE LN TR 2006-28CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1) | Long | ABS-mortgage backed security | US | $477K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7 (COUNTRYWIDE ALT LOAN TRUST 2006-36T2) | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11 (COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1) | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1) | Long | ABS-mortgage backed security | US | $520K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY11) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13) | Long | ABS-mortgage backed security | US | $324K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12) | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A (COUNTRYWIDE ALT LOAN TRUST 2006-OA17) | Long | ABS-mortgage backed security | US | $579K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC2 1A (COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC2) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MF1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 10 MF1 (COUNTRYWIDE ASSET-BACKED CERT 2005-10) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 AF5B (COUNTRYWIDE ASSET-BACKED CERT 2005-3) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MF1 (COUNTRYWIDE ASSET-BACKED CERT 2005-7) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 15 A6 (COUNTRYWIDE ASSET-BACKED CERT 2006-15) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 QH2 A1B 144A (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-QH2) | Long | ABS-mortgage backed security | US | $615K | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A2 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 2A4 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC1 2A4 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-BC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 2A4 (COUNTRYWIDE ASSET BACKED CERT 2007-BC2) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| COUNTRYWIDE HOME LOANS CWHL 2003 60 1A1 (COUNTRYWIDE HOME LOANS 2003-60) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB2 6A (COUNTRYWIDE HOME LOANS 2004-HYB2) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 17 1A6 (COUNTRYWIDE HOME LOANS 2005-17) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 28 A3 (COUNTRYWIDE HOME LOANS 2005-28) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A (COUNTRYWIDE HOME LOANS 2005-R2) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2006-19) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| COUNTRYWIDE HOME LOANS CWHL 2006 9 A1 (COUNTRYWIDE HOME LOANS 2006-9) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A (CRB SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $2M | – | 0.07 |
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1 (CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA) | Long | Debt | PE | $8M | – | 0.25 |
| CREDIT ACCEPTANC COMPANY GUAR 144A 12/28 9.25 (CREDIT ACCEP CORP MICH) | Long | Debt | US | $3M | – | 0.09 |
| CREDIT AGRICOLE LONDON SR UNSECURED 144A 06/26 VAR (CREDIT AGRICOLE SA/LONDON BRANCH) | Long | Debt | FR | $3M | – | 0.10 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1 (CS FIRST BOSTON MTGE SEC CORP 2003-AR15) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 8A1 (CS FIRST BOSTON MTGE SEC CORP 2005-12) | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| CROWN CASTLE INC SR UNSECURED 01/31 2.25 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.05 |
| CROWN CASTLE INC SR UNSECURED 03/27 4 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $192K | – | 0.01 |
| CROWN CASTLE INC SR UNSECURED 09/27 3.65 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $1M | – | 0.04 |
| CROWN CASTLE INC SR UNSECURED 11/29 3.1 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $911K | – | 0.03 |
| CROWN CASTLE INC SR UNSECURED 11/49 4 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $381K | – | 0.01 |
| CROWNROCK LP/CROWNROCK F SR UNSECURED 144A 05/29 5 (CROWNROCK LP / CROWNROCK FINANCE INC) | Long | Debt | US | $1M | – | 0.04 |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $504K | – | 0.02 |
| CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $60K | – | 0.00 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $78K | – | 0.00 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $96K | – | 0.00 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $492K | – | 0.01 |
| CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $120K | – | 0.00 |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $156K | – | 0.00 |
| CS AT1 CLAIMS XS1076957700 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $25K | – | 0.00 |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 1 A6A (CSAB MTGE BACKED PASS-THRU CERTS 2006-1) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| CUBESMART LP COMPANY GUAR 02/31 2 | Long | Debt | US | $1M | – | 0.04 |
| CUMULUS STATIC CLO CMLST 2023 1A A 144A (CUMULUS STATIC CLO 2023-1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.07 |
| CUMULUS STATIC CLO CMLST 2024 1A A 144A (CUMULUS STATIC CLO 2024-1 DAC 24-1A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.13 |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A (CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.21 |
| CVS HEALTH CORP SR UNSECURED 03/38 4.78 (CVS HEALTH CORPORATION) | Long | Debt | US | $639K | – | 0.02 |
| CVS HEALTH CORP SR UNSECURED 08/29 3.25 (CVS HEALTH CORPORATION) | Long | Debt | US | $91K | – | 0.00 |
| CVS PASS THROUGH TRUST PASS THRU CE 01/30 6.943 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $5M | – | 0.15 |
| CVS PASS THROUGH TRUST PASS THRU CE 12/28 6.036 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $47K | – | 0.00 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $4M | – | 0.12 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/33 5.773 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $215K | – | 0.01 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/34 5.926 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $24K | – | 0.00 |
| CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353 (CVS PASS-THROUGH TRUST SERIES 2009) | Long | Debt | US | $900K | – | 0.03 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625 | Long | Debt | US | $4M | – | 0.12 |
| DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55 | Long | Debt | US | $2M | – | 0.07 |
| DAE SUKUK DIFC LTD SR UNSECURED 144A 02/26 3.75 (DAE SUKUK (DIFC) LTD) | Long | Debt | AE | $7M | – | 0.22 |
| DCP MIDSTREAM OPERATING COMPANY GUAR 02/32 3.25 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $2M | – | 0.06 |
| DCP MIDSTREAM OPERATING COMPANY GUAR 07/27 5.625 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $1M | – | 0.04 |
| DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $1M | – | 0.04 |
| DELL INT LLC / EMC CORP SR UNSECURED 07/36 8.1 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $709K | – | 0.02 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/25 4.5 (DELTA AIR LINES INC / SKYMILES IP LTD) | Long | Debt | US | $2M | – | 0.05 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75 (DELTA AIR LINES INC / SKYMILES IP LTD) | Long | Debt | US | $3M | – | 0.08 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A1 (DEUTSCHE ALT-A SEC INC MTGE LO 2005-1) | Long | ABS-mortgage backed security | US | $824K | – | 0.03 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3 (DEUTSCHE ALT-A SEC INC MTGE LO 2005-6) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A5B (DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| DEUTSCHE BANK NY SUBORDINATED 01/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $3M | – | 0.08 |
| DEUTSCHE BANK NY SUBORDINATED 07/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $3M | – | 0.08 |
| DIAMOND SPORTS GROUP LLC 2022 FIRST PRI TERM LOAN | Long | Loan | US | $235K | – | 0.01 |
| DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875 (DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC) | Long | Debt | US | $3M | – | 0.09 |
| DISCOVER BANK SR UNSECURED 09/28 4.65 (DISCOVER BANK/GREENWOOD BRANCH) | Long | Debt | US | $1M | – | 0.03 |
| DISCOVER FINANCIAL SVS JR SUBORDINA 12/99 VAR (DISCOVER FINANCIAL SERVICES) | Long | Equity-preferred | US | $2M | 2M | 0.07 |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 (DISH DBS CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| DOC DR LLC COMPANY GUAR 01/28 3.95 | Long | Debt | US | $22K | – | 0.00 |
| DOC DR LLC COMPANY GUAR 03/27 4.3 | Long | Debt | US | $3M | – | 0.09 |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 (DOCTORS CO/THE) | Long | Debt | US | $2M | – | 0.07 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 01/60 5.875 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $4M | – | 0.13 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 02/48 6.5 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $1M | – | 0.04 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $3M | – | 0.10 |
| DOMINICAN REPUBLIC SR UNSECURED REGS 01/25 5.5 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $7M | – | 0.21 |
| DOMINICAN REPUBLIC SR UNSECURED REGS 01/26 6.875 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $4M | – | 0.12 |
| DOMINICAN REPUBLIC SR UNSECURED REGS 01/45 6.85 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $5M | – | 0.14 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 B (DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $6M | – | 0.18 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| DT MIDSTREAM INC COMPANY GUAR 144A 06/29 4.125 | Long | Debt | US | $1M | – | 0.04 |
| DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375 | Long | Debt | US | $2M | – | 0.05 |
| DUKE ENERGY CORP SR UNSECURED 04/31 3.75 (DUKE ENERGY CORPORATION) | Long | Debt | US | $4M | – | 0.13 |
| DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 06/30 1.75 (DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)) | Long | Debt | US | $747K | – | 0.02 |
| EBAY INC SR UNSECURED 03/30 2.7 | Long | Debt | US | $961K | – | 0.03 |
| ECOPETROL SA SR UNSECURED 09/43 7.375 | Long | Debt | CO | $2M | – | 0.06 |
| EDGEWELL PERSONAL CARE COMPANY GUAR 144A 04/29 4.125 (EDGEWELL PERSONAL CARE CO (AKA: ENERGIZER HOLDINGS INC)) | Long | Debt | US | $1M | – | 0.04 |
| EDISON INTERNATIONAL SR UNSECURED 11/24 3.55 | Long | Debt | US | $396K | – | 0.01 |
| EDWARDS LIFESCIENCES COR SR UNSECURED 06/28 4.3 (EDWARDS LIFESCIENCES CORPORATION) | Long | Debt | US | $356K | – | 0.01 |
| ELANCO ANIMAL HEALTH INC SR UNSECURED 08/28 6.65 (ELANCO ANIMAL HEALTH INCORPORATED) | Long | Debt | US | $1M | – | 0.05 |
| ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $7M | – | 0.20 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $3M | – | 0.09 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/55 5.25 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $264K | – | 0.01 |
| EMF NL BV EMFNL 2008 APRX A2 REGS (EMF-NL BV 2008-APRX) | Long | ABS-mortgage backed security | NL | $299K | – | 0.01 |
| EMPRESA DE LOS FERROCARR SR UNSECURED 144A 08/50 3.068 (EMPRESA DE LOS FERROCARRILES DEL ESTADO) | Long | Debt | CL | $1M | – | 0.03 |
| EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/30 3.65 (EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)) | Long | Debt | CL | $916K | – | 0.03 |
| EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/50 4.7 (EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)) | Long | Debt | CL | $4M | – | 0.12 |
| ENCORE CAPITAL GROUP INC SR SECURED 144A 04/29 9.25 | Long | Debt | US | $3M | – | 0.10 |
| ENCORE CAPITAL GROUP INC SR SECURED 144A 05/30 8.5 | Long | Debt | US | $2M | – | 0.06 |
| ENDURANCE INTERNATIONAL GROUP TERM LOAN B (NEWFOLD DIGITAL HOLDINGS GROUP INC) | Long | Loan | US | $2M | – | 0.07 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $1M | – | 0.04 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $2M | – | 0.07 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 10/39 6 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $1M | – | 0.04 |
| ENERGY TRANSFER LP COMPANY GUAR 04/29 5.25 | Long | Debt | US | $199K | – | 0.01 |
| ENERGY TRANSFER LP COMPANY GUAR 144A 02/29 6 | Long | Debt | US | $2M | – | 0.06 |
| ENERGY TRANSFER LP SR UNSECURED 02/42 6.5 | Long | Debt | US | $828K | – | 0.03 |
| ENERGY TRANSFER LP SR UNSECURED 05/30 3.75 | Long | Debt | US | $718K | – | 0.02 |
| ENERGY TRANSFER LP SR UNSECURED 12/25 5.95 | Long | Debt | US | $40K | – | 0.00 |
| ENERGY TRANSFER LP SR UNSECURED 12/45 6.125 | Long | Debt | US | $2M | – | 0.06 |
| ENI SPA SR UNSECURED 144A 05/34 5.5 | Long | Debt | IT | $3M | – | 0.10 |
| ENLINK MIDSTREAM LLC COMPANY GUAR 144A 01/28 5.625 | Long | Debt | US | $746K | – | 0.02 |
| ENTERGY CORP SR UNSECURED 09/26 2.95 (ENTERGY CORPORATION) | Long | Debt | US | $95K | – | 0.00 |
| ENTERGY TEXAS INC 1ST MORTGAGE 03/31 1.75 | Long | Debt | US | $2M | – | 0.05 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/50 4.2 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $160K | – | 0.00 |
| EPIC Y GRADE SERVICES, LP 2024 TERM LOAN B (EPIC Y-GRADE SERVICES LP) | Long | Loan | US | $600K | – | 0.02 |
| EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 01/29 4.5 (EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)) | Long | Debt | US | $2M | – | 0.06 |
| EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 07/25 6 (EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)) | Long | Debt | US | $144K | – | 0.00 |
| EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 07/27 6.5 (EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)) | Long | Debt | US | $2M | – | 0.06 |
| EQT CORP SR UNSECURED 01/29 5 (EQT CORPORATION) | Long | Debt | US | $884K | – | 0.03 |
| EQT CORP SR UNSECURED 02/30 7 (EQT CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| EQUINIX INC SR UNSECURED 11/29 3.2 | Long | Debt | US | $820K | – | 0.02 |
| ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR | Long | Debt | AT | $388K | – | 0.01 |
| ESAB CORP COMPANY GUAR 144A 04/29 6.25 (ESAB CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| ESKOM GG LOAN SNR EM SP DUB | Derivative-credit | US | $386K | – | 0.01 | |
| ESKOM HOLDINGS SOC LTD GOVT GUARANT 144A 08/28 6.35 | Long | Debt | ZA | $2M | – | 0.06 |
| ESSEX PORTFOLIO LP COMPANY GUAR 01/31 1.65 | Long | Debt | US | $556K | – | 0.02 |
| ESSEX PORTFOLIO LP COMPANY GUAR 03/32 2.65 | Long | Debt | US | $572K | – | 0.02 |
| ESSEX PORTFOLIO LP COMPANY GUAR 09/50 2.65 | Long | Debt | US | $172K | – | 0.01 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-168K | – | -0.01 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-367K | – | -0.01 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $74K | – | 0.00 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $914K | – | 0.03 | |
| EUROPEAN UNION SR UNSECURED REGS 12/34 3 (EUROPEAN UNION (EU)) | Long | Debt | $36M | – | 1.10 | |
| EUROSAIL PLC ESAIL 2006 3X C1A REGS (EUROSAIL PLC 2006-3X) | Long | ABS-mortgage backed security | GB | $5M | – | 0.14 |
| EUROSAIL PLC ESAIL 2007 3A A3C 144A (EUROSAIL PLC 2007-3A) | Long | ABS-mortgage backed security | GB | $356K | – | 0.01 |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $2M | – | 0.07 |
| EUROSAIL PLC ESAIL 2007 3X A3C REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $234K | – | 0.01 |
| EUROSAIL PLC ESAIL 2007 6NCX A3A REGS (EUROSAIL PLC 2007-6NCX) | Long | ABS-mortgage backed security | GB | $4M | – | 0.13 |
| EXELON CORP SR UNSECURED 04/30 4.05 (EXELON CORPORATION) | Long | Debt | US | $742K | – | 0.02 |
| EXELON CORP SR UNSECURED 04/50 4.7 (EXELON CORPORATION) | Long | Debt | US | $169K | – | 0.01 |
| EXPEDIA GROUP INC COMPANY GUAR 03/31 2.95 | Long | Debt | US | $315K | – | 0.01 |
| EXPEDIA GROUP INC COMPANY GUAR 08/27 4.625 | Long | Debt | US | $393K | – | 0.01 |
| EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25 | Long | Debt | US | $1M | – | 0.04 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/29 4 | Long | Debt | US | $141K | – | 0.00 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 12/27 3.875 | Long | Debt | US | $107K | – | 0.00 |
| FAGE INTL / FAGE USA COMPANY GUAR 144A 08/26 5.625 (FAGE INTERNATIONAL SA / FAGE USA DAIRY INDUSTRY INC) | Long | Debt | LU | $735K | – | 0.02 |
| FAIR ISAAC CORP SR UNSECURED 144A 06/28 4 (FAIR ISAAC CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE FNR 1997 79 PL (FANNIE MAE 1997-79) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2000 32 FM (FANNIE MAE 2000-32) | Long | ABS-mortgage backed security | US | $671.42 | – | 0.00 |
| FANNIE MAE FNR 2007 89 SD (FANNIE MAE 2007-89) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FANNIE MAE FNR 2010 97 SC (FANNIE MAE REMICS 2010-97) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 1998 W2 A8 (FANNIE MAE WHOLE LOAN) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $4M | 4M | 0.11 |
| FED HM LN PC POOL ZT2087 FR 06/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 01/50 4.75 (BRAZIL GOVT) | Long | Debt | BR | $5M | – | 0.16 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125 (BRAZIL GOVT) | Long | Debt | BR | $14M | – | 0.43 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 06/25 2.875 (BRAZIL GOVT) | Long | Debt | BR | $972K | – | 0.03 |
| FERGUSON FINANCE PLC COMPANY GUAR 144A 06/30 3.25 | Long | Debt | GB | $542K | – | 0.02 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1 (FHLMC STRUCTURED PASS THRU SEC T-57) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 (FHLMC STRUCTURED PASS THRU SEC T-61) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A3 (FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-3) | Long | ABS-mortgage backed security | US | $514K | – | 0.02 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF10 M1 (FIRST FRANKLIN MTG LOAN 2004-FF10) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF13 A2D (FIRST FRANKLIN MTG LOAN ABS 2006-FF13) | Long | ABS-mortgage backed security | US | $501K | – | 0.02 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR6 4A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR6) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 2 1A5 (FIRST HORIZON MTGE PT TR 2007-2) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FIRST NLC TRUST FNLC 2007 1 A2 144A (FIRST NLC TRUST 2007-1) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FIRST NLC TRUST FNLC 2007 1 A4 144A (FIRST NLC TRUST 2007-1) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FIRSTENERGY CORP SR UNSECURED 09/30 2.25 | Long | Debt | US | $235K | – | 0.01 |
| FIRSTENERGY TRANSMISSION SR UNSECURED 144A 09/28 2.866 (FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)) | Long | Debt | US | $2M | – | 0.06 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $2M | – | 0.05 |
| FLUTTER TREASURY DAC SR SECURED 144A 04/29 6.375 (FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $4M | – | 0.12 |
| FNMA POOL 888233 FN 11/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AL9865 FN 02/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $479K | – | 0.01 |
| FNMA POOL AZ0691 FN 11/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BH4959 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL BJ0163 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $374K | – | 0.01 |
| FNMA POOL BJ2692 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA POOL BJ2758 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA POOL BJ3937 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| FNMA POOL BJ3960 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA POOL BJ3977 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL BJ9279 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA POOL BK4778 FN 08/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| FNMA POOL BK4828 FN 09/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA POOL BK5346 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BK8947 FN 09/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL BN5342 FN 03/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $449K | – | 0.01 |
| FNMA POOL CA3499 FN 10/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL MA3238 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $629K | – | 0.02 |
| FNMA POOL MA3276 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $869K | – | 0.03 |
| FNMA POOL MA3305 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $592K | – | 0.02 |
| FNMA POOL MA3332 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FNMA POOL MA3356 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| FNMA POOL MA3383 FN 06/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $720K | – | 0.02 |
| FNMA POOL MA3442 FN 08/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| FNMA POOL MA3494 FN 10/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA POOL MA3615 FN 03/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| FNMA POOL MA3638 FN 04/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-7M | – | -0.21 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-84M | – | -2.57 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66M | – | 2.01 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96M | – | 2.91 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61M | – | 1.85 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85M | – | 2.58 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79M | – | 2.40 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157M | – | 4.79 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/25 4.535 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.19 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $9M | – | 0.27 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $584K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $13M | – | 0.39 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $751K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $313K | – | 0.01 |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $46K | – | 0.00 | |
| FORTRESS INTERMEDIATE 3 INC TERM LOAN B (PRESIDIO (FORTRESS INTERMEDIATE 3 INC)) | Long | Loan | US | $4M | – | 0.11 |
| FORTRESS TRANS + INFRAST COMPANY GUAR 144A 05/28 5.5 (FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC) | Long | Debt | US | $7M | – | 0.20 |
| FORTRESS TRANS + INFRAST COMPANY GUAR 144A 05/31 7 (FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC) | Long | Debt | US | $7M | – | 0.20 |
| FOUNDATION BUILDING M COMPANY GUAR 144A 03/29 6 (FOUNDATION BUILDING MATERIALS INC) | Long | Debt | US | $333K | – | 0.01 |
| FREDDIE MAC FHR 2248 FB (FREDDIE MAC 2248) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREEDOM MORTGAGE CORP SR UNSECURED 144A 01/27 6.625 (FREEDOM MORTGAGE CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| FREEDOM MORTGAGE CORP SR UNSECURED 144A 05/26 7.625 (FREEDOM MORTGAGE CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| FREEDOM MORTGAGE HOLD SR UNSECURED 144A 02/29 9.25 (FREEDOM MORTGAGE HOLDINGS LLC) | Long | Debt | US | $3M | – | 0.10 |
| FREEPORT MCMORAN INC COMPANY GUAR 03/28 4.125 (FREEPORT-MCMORAN INC) | Long | Debt | US | $3M | – | 0.09 |
| FREEPORT MCMORAN INC COMPANY GUAR 08/28 4.375 (FREEPORT-MCMORAN INC) | Long | Debt | US | $967K | – | 0.03 |
| FREEPORT MCMORAN INC COMPANY GUAR 09/29 5.25 (FREEPORT-MCMORAN INC) | Long | Debt | US | $497K | – | 0.02 |
| FRESENIUS MED CARE III COMPANY GUAR 144A 02/31 2.375 (FRESENIUS MEDICAL CARE US FINANCE III INC) | Long | Debt | US | $2M | – | 0.07 |
| FRONTIER COMMUNICATIONS CORP 2021 1ST LIEN TERM LOAN (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Loan | US | $2M | – | 0.06 |
| FRONTIER COMMUNICATIONS SR SECURED 144A 10/27 5.875 (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $3M | – | 0.08 |
| FRST STU BID/FRST TRANS SR SECURED 144A 07/29 4 (FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC) | Long | Debt | US | $2M | – | 0.07 |
| FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25 | Long | Debt | US | $3M | – | 0.09 |
| GACI FIRST INVESTMENT COMPANY GUAR REGS 02/30 4.75 | Long | Debt | KY | $10M | – | 0.30 |
| GACI FIRST INVESTMENT COMPANY GUAR REGS 02/53 5.125 | Long | Debt | KY | $2M | – | 0.07 |
| GAP INC/THE COMPANY GUAR 144A 10/29 3.625 | Long | Debt | US | $3M | – | 0.08 |
| GAP INC/THE COMPANY GUAR 144A 10/31 3.875 | Long | Debt | US | $1M | – | 0.04 |
| GARDA WORLD SECURITY SR SECURED 144A 02/27 4.625 (GARDA WORLD SECURITY CORPORATION) | Long | Debt | CA | $631K | – | 0.02 |
| GARTNER INC COMPANY GUAR 144A 07/28 4.5 | Long | Debt | US | $878K | – | 0.03 |
| GARTNER INC COMPANY GUAR 144A 10/30 3.75 | Long | Debt | US | $3M | – | 0.08 |
| GATEWAY RE LTD UNSECURED 144A 12/28 VAR | Long | Debt | BM | $551K | – | 0.02 |
| GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 04/34 8.625 (GAZPROM PJSC VIA GAZ CAPITAL SA) | Long | Debt | LU | $4M | – | 0.13 |
| GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 01/29 2.95 (GAZPROM PJSC VIA GAZ FINANCE PLC) | Long | Debt | GB | $3M | – | 0.08 |
| GEN DIGITAL INC SR UNSECURED 144A 04/25 5 | Long | Debt | US | $184K | – | 0.01 |
| GENERAL MOTORS CO SR UNSECURED 10/27 6.8 (GENERAL MOTORS COMPANY) | Long | Debt | US | $623K | – | 0.02 |
| GIP II BLUE HOLDING L P TERM LOAN B (GIP II BLUE HOLDING LP) | Long | Loan | US | $4M | – | 0.12 |
| GLOBAL MEDICAL RESPONSE INC 2024 PIK TERM LOAN | Long | Loan | US | $777K | – | 0.02 |
| GLOBAL MEDICAL RESPONSE SR SECURED 144A 10/28 10 (GLOBAL MEDICAL RESPONSE INC) | Long | Debt | US | $197K | – | 0.01 |
| GLOBAL PART/GLP FINANCE COMPANY GUAR 01/29 6.875 (GLOBAL PARTNERS LP / GLP FINANCE CORP) | Long | Debt | US | $2M | – | 0.05 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $92K | – | 0.00 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 06/28 5.75 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $891K | – | 0.03 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 1A B 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A) | Long | ABS-other | US | $4M | – | 0.12 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A B 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-2A) | Long | ABS-other | US | $2M | – | 0.05 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 3A1 (GMAC MORTGAGE CORP LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2006 AR1 1A1 (GMAC MORTGAGE CORP LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GN BONDCO LLC SR SECURED 144A 10/31 9.5 (FORWARD AIR CORPORATION) | Long | Debt | US | $3M | – | 0.09 |
| GNMA II POOL 008830 G2 03/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $871.61 | – | 0.00 |
| GNMA II POOL 008865 G2 05/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008927 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080012 G2 11/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $890.81 | – | 0.00 |
| GNMA II POOL 080133 G2 11/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOEASY LTD COMPANY GUAR 144A 12/28 9.25 | Long | Debt | CA | $2M | – | 0.06 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/30 3.8 | Long | Debt | US | $2M | – | 0.07 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR | Long | Debt | US | $2M | – | 0.05 |
| GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7 (GOODMAN US FINANCE THREE LLC) | Long | Debt | US | $1M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2002 81 Z (GOVERNMENT NATL MTGE ASSOC 2002-81) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| GRAHAM PACKAGING COMPANY, INC. 2021 TERM LOAN (GRAHAM PACKAGING COMPANY INC) | Long | Loan | US | $2M | – | 0.07 |
| GRAY OAK PIPELINE LLC SR UNSECURED 144A 10/27 3.45 | Long | Debt | US | $442K | – | 0.01 |
| GRAY TELEVISION INC COMPANY GUAR 144A 10/30 4.75 | Long | Debt | US | $1M | – | 0.04 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1 (GREENPOINT MTGE FUNDING TR 2005-AR5) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GREENPOINT MORTGAGE PASS THROU GMSI 2003 1 A1 (GREENPOINT MRGT PASS THRU CER 2003-1) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GREENSAIF PIPELINES BIDC SR SECURED REGS 02/38 6.129 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $4M | – | 0.11 |
| GSAA HOME EQUITY TRUST GSAA 2006 14 A2 (GSAA HOME EQUITY TRUST 2006-14) | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2006 17 A3A (GSAA HOME EQUITY TRUST 2006-17) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| GSAA HOME EQUITY TRUST GSAA 2007 4 A3A (GSAA HOME EQUITY TRUST 2007-4) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 6 A4 (GSAA HOME EQUITY TRUST 2007-6) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 HE3 A2D (GSAMP TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| GSR MORTGAGE LOAN TRUST GSR 2004 5 2A1 (GSR MORTGAGE LOAN TRUST 2004-5) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 3A1 (GSR MTGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR3 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR3) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 2F 3A6 (GSR MORTGAGE LOAN TRUST 2006-2F) | Long | ABS-mortgage backed security | US | $428K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A3 (GSR MORTGAGE LOAN TRUST 2006-OA1) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GSR MORTGAGE LOAN TRUST GSR 2007 2F 3A3 (GSR MORTGAGE LOAN TRUST 2007-2F) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 3F 3A2 (GSR MORTGAGE LOAN TRUST 2007-3F) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GUARA NORTE SARL SR SECURED REGS 06/34 5.198 | Long | Debt | LU | $2M | – | 0.07 |
| GYP HOLDINGS III CORP COMPANY GUAR 144A 05/29 4.625 (GMS INC (GYP HOLDINGS III CORP)) | Long | Debt | US | $371K | – | 0.01 |
| HANOVER INSURANCE GROUP SR UNSECURED 09/30 2.5 (HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP)) | Long | Debt | US | $692K | – | 0.02 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $302K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A (HARBORVIEW MORTGAGE LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A (HARBORVIEW MORTGAGE LOAN TR 2007-5) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $2M | – | 0.06 |
| 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 | $2M | – | 0.07 |
| HCA INC COMPANY GUAR 02/26 5.875 | Long | Debt | US | $205K | – | 0.01 |
| HCA INC COMPANY GUAR 02/27 4.5 | Long | Debt | US | $3M | – | 0.10 |
| HCA INC COMPANY GUAR 02/29 5.875 | Long | Debt | US | $2M | – | 0.05 |
| HCA INC COMPANY GUAR 09/26 5.375 | Long | Debt | US | $3M | – | 0.09 |
| HCA INC COMPANY GUAR 09/28 5.625 | Long | Debt | US | $3M | – | 0.10 |
| HCA INC COMPANY GUAR 09/30 3.5 | Long | Debt | US | $1M | – | 0.03 |
| HEALTHEQUITY INC COMPANY GUAR 144A 10/29 4.5 | Long | Debt | US | $2M | – | 0.06 |
| HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05 | Long | Debt | US | $85K | – | 0.00 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $6M | – | 0.17 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/28 5.75 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $1M | – | 0.05 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/29 3.75 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $5M | – | 0.14 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/31 4 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $1M | – | 0.04 |
| HILTON GRAND VAC BOR ESC COMPANY GUAR 144A 07/31 4.875 (HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC) | Long | Debt | US | $975K | – | 0.03 |
| HILTON GRAND VAC BOR ESC SR UNSECURED 144A 06/29 5 (HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC) | Long | Debt | US | $2M | – | 0.05 |
| HILTON WORLDWIDE FIN LLC COMPANY GUAR 04/27 4.875 (HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP) | Long | Debt | US | $573K | – | 0.02 |
| HIPOTECARIA SU CASITA SA COMMON STOCK | Long | Equity-common | MX | $0.01 | 158K | – |
| HOME EQUITY ASSET TRUST HEAT 2006 4 2A4 (HOME EQUITY ASSET TRUST 2006-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| HOMEBANC MORTGAGE TRUST HMBT 2005 5 A1 (HOMEBANC MORTGAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT A 144A (HOSPITALITY MORTGAGE TRUST 2019-HIT) | Long | ABS-mortgage backed security | US | $453K | – | 0.01 |
| HOWARD HUGHES CORP COMPANY GUAR 144A 02/29 4.125 (HOWARD HUGHES CORP/THE) | Long | Debt | US | $3M | – | 0.09 |
| HOWARD HUGHES CORP COMPANY GUAR 144A 02/31 4.375 (HOWARD HUGHES CORP/THE) | Long | Debt | US | $431K | – | 0.01 |
| HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 07/32 7.375 (HOWARD MIDSTREAM ENERGY PARTNERS LLC) | Long | Debt | US | $2M | – | 0.07 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $3M | – | 0.09 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $2M | – | 0.06 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $940K | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $983K | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR | Long | Debt | GB | $1M | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 05/32 VAR | Long | Debt | GB | $1M | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR | Long | Debt | GB | $387K | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $4M | – | 0.12 |
| HSBC HOLDINGS PLC SR UNSECURED 08/31 VAR | Long | Debt | GB | $334K | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $2M | – | 0.05 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $983K | – | 0.03 |
| HSBC HOLDINGS PLC SUBORDINATED 08/25 4.25 | Long | Debt | GB | $4M | – | 0.13 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $678K | – | 0.02 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $231K | – | 0.01 |
| HUNGARY SR UNSECURED 144A 03/36 5.5 (HUNGARY GOVT) | Long | Debt | HU | $1M | – | 0.04 |
| HUNGARY SR UNSECURED 144A 09/51 3.125 (HUNGARY GOVT) | Long | Debt | HU | $1M | – | 0.04 |
| HUNGARY SR UNSECURED REGS 09/33 5.375 (HUNGARY GOVT) | Long | Debt | HU | $11M | – | 0.34 |
| IHO VERWALTUNGS GMBH SR SECURED REGS 05/27 3.875 (SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)) | Long | Debt | DE | $105K | – | 0.00 |
| IMOLA MERGER CORP SR SECURED 144A 05/29 4.75 (INGRAM MICRO INC) | Long | Debt | US | $4M | – | 0.12 |
| INDONESIA AS SP GST | Derivative-credit | US | $19K | – | 0.00 | |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR11) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR19 1A2 (INDYMAC INDX MTGE LOAN TRUST 2006-AR19) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR13 4A1 (INDYMAC INDEX MORTGAGE LOAN TRUST 2007-AR13) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX3 A2 (INDYMAC INDX MTGE LOAN TRUST 2007-FLX3) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2005 D M1 (INDYMAC RESIDENTIAL ASSET BACKED 2005-D) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 1A (INDYMAC RESIDENTIAL ASSET BACKED 2006-D) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 2A4 (INDYMAC RESIDENTIAL ASSET BACKED 2006-D) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A2 (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| INEOS QUATTRO FINANCE 2 SR SECURED REGS 01/26 2.5 (INEOS QUATTRO FINANCE 2 PLC) | Long | Debt | GB | $1M | – | 0.03 |
| INFOR INC SR UNSECURED 144A 07/25 1.75 | Long | Debt | US | $863K | – | 0.03 |
| ING GROEP NV JR SUBORDINA VAR | Long | Debt | NL | $3M | – | 0.08 |
| ING GROEP NV SR UNSECURED 03/30 VAR | Long | Debt | NL | $3M | – | 0.11 |
| INTELLIGENT PACKAGING SR SECURED 144A 09/28 6 (IPL PLASTICS (INTELLIGENT PACKAGING LTD/INTELLIGENT PACKAGING LTD CO-ISSUER LLC)) | Long | Debt | CA | $2M | – | 0.06 |
| INTELSAT EMERGENCE SA CALL EXP 17FEB27 | Derivative-equity | LU | $426.22 | – | 0.00 | |
| INTELSAT EMERGENCE SA CALL EXP17FEB27 | Derivative-equity | LU | $6K | – | 0.00 | |
| INTELSAT EMERGENCE SA COMMON STOCK (INTELSAT SA) | Long | Equity-common | LU | $3M | 73K | 0.08 |
| INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5 (INTELSAT JACKSON HOLDINGS SA) | Long | Debt | LU | $5M | – | 0.15 |
| INTER MEDIA COMMUNICATIO SR SECURED REGS 02/27 6.75 (INTER MEDIA AND COMMUNICATION SPA) | Long | Debt | IT | $848K | – | 0.03 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 144A 09/28 3.625 (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $406K | – | 0.01 |
| INTESA SANPAOLO SPA SR UNSECURED 144A 06/33 6.625 | Long | Debt | IT | $3M | – | 0.10 |
| IPALCO ENTERPRISES INC SR SECURED 05/30 4.25 | Long | Debt | US | $279K | – | 0.01 |
| IQVIA INC SR SECURED 05/28 5.7 | Long | Debt | US | $1M | – | 0.03 |
| IRB HOLDING CORP 2024 TERM LOAN B (ARBYS RESTAURANT (IRB HOLDING CORP)) | Long | Loan | US | $3M | – | 0.08 |
| IRS AUD 2.75000 06/17/16-10Y CME | Derivative-interest rate | AU | $-771K | – | -0.02 | |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $155K | – | 0.00 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $20K | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-127K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-5Y LCH | Derivative-interest rate | $-230K | – | -0.01 | ||
| ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/26 6 (PAKISTAN GOVT) | Long | Debt | PK | $1M | – | 0.04 |
| ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/31 7.375 (PAKISTAN GOVT) | Long | Debt | PK | $2M | – | 0.05 |
| ISRAEL GOVT EM SP CBK | Derivative-credit | US | $-7K | – | -0.00 | |
| IVANTI SOFTWARE, INC. 2021 TERM LOAN B (IVANTI SOFTWARE INC) | Long | Loan | US | $1M | – | 0.03 |
| IVORY COAST SR UNSECURED REGS 01/32 4.875 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $4M | – | 0.13 |
| IVORY COAST SR UNSECURED REGS 01/37 8.25 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $874K | – | 0.03 |
| IVORY COAST SR UNSECURED REGS 03/30 5.25 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $3M | – | 0.10 |
| IVORY COAST SR UNSECURED REGS 10/31 5.875 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $2M | – | 0.06 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 1A1A (JP MORGAN ALTERNATIVE LN TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $427K | – | 0.01 |
| JAB HOLDINGS BV COMPANY GUAR 144A 11/30 2.2 | Long | Debt | NL | $270K | – | 0.01 |
| JAGUAR LAND ROVER AUTOMOTIVE SNR SE ICE | Derivative-credit | GB | $44K | – | 0.00 | |
| JANE STREET GRP/JSG FIN SR SECURED 144A 04/31 7.125 (JANE STREET GROUP / JSG FINANCE INC) | Long | Debt | US | $5M | – | 0.17 |
| JEFFERIES FIN LLC / JFIN SR UNSECURED 144A 08/28 5 (JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP) | Long | Debt | US | $1M | – | 0.03 |
| JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4 (JETBLUE 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.04 |
| JOHN LEWIS PLC SR UNSECURED REGS 12/34 4.25 | Long | Debt | GB | $779K | – | 0.02 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT2 M4 (JP MORGAN MTGGE ACQUIS CORP 2005-OPT2) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE2 M1 (JP MORGAN MTGE ACQUIS CORP 2006-FRE2) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 (JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2) | Long | ABS-mortgage backed security | US | $372K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 3A1 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 7A1 (JP MORGAN MORTGAGE TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 1A1 (JP MORGAN MORTGAGE TRUST 2006-A4) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 6A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A1 (JP MORGAN MORTGAGE TRUST 2007-A4) | Long | ABS-mortgage backed security | US | $364K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A3 (JP MORGAN MORTGAGE TRUST 2007-A4) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A (JP MORGAN MORTGAGE TRUST 2008-R2) | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2024 5 A11 144A (JP MORGAN MORTGAGE TRUST 2024-5) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $9M | – | 0.29 |
| KAF KAERTNER AUS (EUR) HETACAPP2 (EUR) (KAERNTNER AUSGLEICHSZAHLUNGS-FONDS (KAF)) | Long | Debt | AT | $2M | – | 0.06 |
| KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/30 5.375 (KAZMUNAYGAS NATIONAL COMPANY JSC) | Long | Debt | KZ | $2M | – | 0.05 |
| KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/47 5.75 (KAZMUNAYGAS NATIONAL COMPANY JSC) | Long | Debt | KZ | $3M | – | 0.10 |
| KENNEDY WILSON INC COMPANY GUAR 03/29 4.75 (KENNEDY-WILSON INC) | Long | Debt | US | $600K | – | 0.02 |
| KENTUCKY UTILITIES CO 1ST MORTGAGE 06/50 3.3 (KENTUCKY UTILITIE CO.) | Long | Debt | US | $68K | – | 0.00 |
| KINDER MORGAN INC COMPANY GUAR 01/32 7.75 | Long | Debt | US | $11M | – | 0.35 |
| KKR FINANCIAL CLO LTD KKR 28A AR 144A (KKR CLO 28 LTD 28A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.17 |
| KKR GROUP FINAN CO VIII COMPANY GUAR 144A 08/50 3.5 (KKR GROUP FINANCE CO VIII LLC) | Long | Debt | US | $671K | – | 0.02 |
| KKR GRP FIN CO VI LLC COMPANY GUAR 144A 07/29 3.75 (KKR GROUP FINANCE CO VI LLC) | Long | Debt | US | $281K | – | 0.01 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $1M | – | 0.03 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $4M | – | 0.11 |
| LABL INC SR SECURED 144A 07/26 6.75 | Long | Debt | US | $2M | – | 0.06 |
| LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 02/27 4.25 (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $1M | – | 0.03 |
| LAMAR MEDIA CORP COMPANY GUAR 01/31 3.625 | Long | Debt | US | $683K | – | 0.02 |
| LAMAR MEDIA CORP COMPANY GUAR 02/30 4 | Long | Debt | US | $454K | – | 0.01 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9 | Long | Debt | US | $1M | – | 0.05 |
| LAZARD GROUP LLC SR UNSECURED 03/31 6 | Long | Debt | US | $2M | – | 0.06 |
| LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875 | Long | Debt | NL | $594K | – | 0.02 |
| LEHMAN XS TRUST LXS 2007 12N 2A1 (LEHMAN XS TRUST 2007-12N) | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| LEIDOS INC COMPANY GUAR 02/31 2.3 | Long | Debt | US | $783K | – | 0.02 |
| LEIDOS INC COMPANY GUAR 05/30 4.375 | Long | Debt | US | $605K | – | 0.02 |
| LEVEL 3 FINANCING INC SECURED 144A 04/31 4 | Long | Debt | US | $963K | – | 0.03 |
| LEVEL 3 FINANCING INC SECURED 144A 10/30 3.875 | Long | Debt | US | $2M | – | 0.05 |
| LEVEL 3 FINANCING INC SR SECURED 144A 11/29 11 | Long | Debt | US | $1M | – | 0.04 |
| LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5 (DELEK DRILLIN (LEVIATHAN BOND LTD)) | Long | Debt | IL | $1M | – | 0.04 |
| LIFEPOINT HEALTH INC 2024 INCREMENTAL TERM LOAN B | Long | Loan | US | $4M | – | 0.13 |
| LIFEPOINT HEALTH INC 2024 TERM LOAN B | Long | Loan | US | $2M | – | 0.06 |
| LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11 | Long | Debt | US | $3M | – | 0.08 |
| LIMA METRO LINE 2 FIN LT SR SECURED 144A 07/34 5.875 (LIMA METRO LINE 2 FINANCE LIMITED) | Long | Debt | KY | $85K | – | 0.00 |
| LIVE NATION ENTERTAINMEN COMPANY GUAR 144A 10/27 4.75 (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $460K | – | 0.01 |
| LIVE NATION ENTERTAINMEN SR SECURED 144A 01/28 3.75 (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $2M | – | 0.06 |
| LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR | Long | Debt | GB | $2M | – | 0.06 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $2M | – | 0.07 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | Long | Debt | GB | $2M | – | 0.06 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 4.375 | Long | Debt | GB | $194K | – | 0.01 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/28 4.55 | Long | Debt | GB | $972K | – | 0.03 |
| LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A (LOANCORE ISSUER LTD 2021-CRE5) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.14 |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 1 M1 (LONG BEACH MTGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $823K | – | 0.03 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-11K | – | -0.00 | |
| LORCA HOLDCO LIMITED 2024 USD TERM LOAN (LORCA CO-BORROWER LLC) | Long | Loan | GB | $2M | – | 0.06 |
| LPL HOLDINGS INC COMPANY GUAR 144A 03/29 4 | Long | Debt | US | $1M | – | 0.04 |
| MACQUARIE AIRFINANCE HLD SR UNSECURED 144A 03/31 6.5 (MACQUARIE AIRFINANCE HOLDINGS LIMITED) | Long | Debt | GB | $1M | – | 0.04 |
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A (MAGNETITE XII LTD 2015-12A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.37 |
| MAGNETITE CLO LTD MAGNE 2016 17A AR2 144A (MAGNETITE XVII LTD 2016-17A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.20 |
| MARATHON CLO LTD MCLO 2019 2A A1AR 144A (MARATHON CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.44 |
| MARRIOTT INTERNATIONAL SR UNSECURED 10/32 3.5 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.06 |
| MARRIOTT OWNERSHIP RESOR COMPANY GUAR 144A 06/29 4.5 (MARRIOTT OWNERSHIP RESORTS INC) | Long | Debt | US | $529K | – | 0.02 |
| MARRIOTT OWNERSHIP RESORTS INC 2024 TERM LOAN B | Long | Loan | US | $774K | – | 0.02 |
| MASCO CORP SR UNSECURED 05/47 4.5 (MASCO CORPORATION) | Long | Debt | US | $406K | – | 0.01 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 5 4A3 (MASTR ADJUSTABLE RT MTGE TRUST 2003-5) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 1 I2A3 (MASTR ADJUSTABLE RATE MTGES TR 2007-1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 22A5 (MASTR ASSET SECURIZATION TR 2007-3) | Long | ABS-mortgage backed security | US | $363K | – | 0.01 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1 (MASTR ADJ RATE MTGE TRUST 2007-HF1) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A1 (MASTR ADJ RATE MTGE TRUST 2007-HF2) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 (MASTR ALT LN TR 2006-2) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 (MASTR ASSET BACKED SEC TR 2004-WMC3) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A3 (MASTR ASSET BACKED SEC TR 2006-HE5) | Long | ABS-mortgage backed security | US | $11M | – | 0.33 |
| MASTR SPECIALIZED LOAN TRUST MASD 2005 3 M1 144A (MASTR SPECIALIZED LOAN TRUST 2005-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| MATTEL INC COMPANY GUAR 144A 04/26 3.375 | Long | Debt | US | $842K | – | 0.03 |
| MATTEL INC COMPANY GUAR 144A 04/29 3.75 | Long | Debt | US | $669K | – | 0.02 |
| MATTEL INC COMPANY GUAR 144A 12/27 5.875 | Long | Debt | US | $401K | – | 0.01 |
| MCDERMOTT INTERNATIONAL LTD COMMON STOCK USD1.0 | Long | Equity-common | BM | $4K | 14K | 0.00 |
| MEDLINE BORROWER LP 2024 TERM LOAN B (MEDLINE (MEDLINE BORROWER LP)) | Long | Loan | US | $2M | – | 0.05 |
| MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25 (MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC) | Long | Debt | US | $4M | – | 0.12 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 06/25 4.875 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $686K | – | 0.02 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 07/27 5.625 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $2M | – | 0.05 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $5M | – | 0.16 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A1 A3 (MERRILL LYNCH ALTERNATIVE NT 2007-A1) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1 (MERRILL LYNCH ALTERNATIVE NT 2007-AF1) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A3 2A (MERRILL LYNCH MTGE INVESTORS 2004-A3) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A (MERRILL LYNCH MORTGAGE INVS 2005-A10) | Long | ABS-mortgage backed security | US | $387K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A1 (MERRILL LYNCH MORTGAGE INV 2007-HE3) | Long | ABS-mortgage backed security | US | $381K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2C (MERRILL LYNCH MTGE INV TRUST 2007-MLN1) | Long | ABS-mortgage backed security | US | $745K | – | 0.02 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2D (MERRILL LYNCH MTGE INV TRUST 2007-MLN1) | Long | ABS-mortgage backed security | US | $389K | – | 0.01 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $9M | – | 0.29 |
| MEXICO LA SP GST | Derivative-credit | US | $12K | – | 0.00 | |
| MEXICO LA SP GST | Derivative-credit | US | $-76.97 | – | -0.00 | |
| MEXICO LA SP JPM | Derivative-credit | US | $11K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $34K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $12K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $8K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $4K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $2K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $-500.27 | – | -0.00 | |
| MFRA TRUST MFRA 2020 NQM2 A1 144A (MFA 2020-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| MFRA TRUST MFRA 2023 INV2 A1 144A (MFA 2023-INV2 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| MGM CHINA HOLDINGS LTD SR UNSECURED 144A 02/27 4.75 (MGM CHINA HOLDINGS LIMITED) | Long | Debt | KY | $4M | – | 0.11 |
| MGM CHINA HOLDINGS LTD SR UNSECURED 144A 05/26 5.875 (MGM CHINA HOLDINGS LIMITED) | Long | Debt | KY | $3M | – | 0.08 |
| MGM RESORTS INTL COMPANY GUAR 04/27 5.5 (MGM RESORTS INTERNATIONAL) | Long | Debt | US | $1M | – | 0.03 |
| MH SUB I LLC 2023 TERM LOAN (INTERNET BRANDS INC (MH SUB I LLC)) | Long | Loan | US | $1M | – | 0.03 |
| MID ATLANTIC INTERSTATE SR UNSECURED 144A 05/28 4.1 (MID-ATLANTIC INTERSTATE TRANSMISSION LLC) | Long | Debt | US | $625K | – | 0.02 |
| MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625 (STAGWELL (MIDAS OPCO HOLDINGS LLC)) | Long | Debt | US | $3M | – | 0.08 |
| MIDCAP FINANCIAL ISSR TR SR UNSECURED 144A 05/28 6.5 (MIDCAP FINANCIAL ISSUER TRUST) | Long | Debt | US | $2M | – | 0.05 |
| MIDCAP FINANCIAL SR UNSECURED 144A 01/30 5.625 (MIDCAP FINANCIAL ISSUER TRUST) | Long | Debt | US | $1M | – | 0.04 |
| MIDWEST GMNG BOR/MWG FIN SR SECURED 144A 05/29 4.875 (MIDWEST GAMING BORROWER LLC / MIDWEST GAMING FINANCE CORP) | Long | Debt | US | $1M | – | 0.04 |
| MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5 (MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD) | Long | Debt | US | $481K | – | 0.01 |
| MILL CITY MORTGAGE TRUST MCMLT 2018 1 A1 144A (MILL CITY MORTGAGE LOAN TRUST 2018-1) | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 A1 144A (MILL CITY MORTGAGE LOAN TRUST 2019-GS1) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| MITCHELLS + BUTLERS FINA SECURED REGS 09/32 6.469 (MITCHELLS & BUTLERS FINANCE PLC) | Long | Debt | GB | $2M | – | 0.06 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/25 2.193 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $3M | – | 0.10 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/30 2.048 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $2M | – | 0.05 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/31 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.06 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 09/30 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $884K | – | 0.03 |
| MIZUHO FINANCIAL GROUP SR UNSECURED REGS 04/30 0.797 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $183K | – | 0.01 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| MODENA BUYER LLC TERM LOAN (EUC (MODENA BUYER LLC)) | Long | Loan | US | $5M | – | 0.15 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 NC3 M1 (MORGAN STANLEY ABS CAPITAL I 2004-NC3) | Long | ABS-mortgage backed security | US | $429K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2B (MORGAN STANLEY ABS CAPITAL-2006-HE6) | Long | ABS-mortgage backed security | US | $493K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $748K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $453K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A4 (MORGAN STANLEY HOME EQUITY LN 2007-2) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 12XS A6A (MORGAN STANLEY MORTGAGE TRUST-2006-12XS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 13 6A1 (MORGAN STANLEY MTGE LN TR 2007-13) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 15AR 2A1 (MORGAN STANLEY MTGE LN TRUST 2007-15AR) | Long | ABS-mortgage backed security | US | $378K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 (MORGAN STANLEY MTGE LN TR 2007-7AX) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 8XS A2 (MORGAN STANLEY MTGE LN TR 2007-8XS) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| MORGAN STANLEY SR UNSECURED 01/30 VAR | Long | Debt | US | $5M | – | 0.15 |
| MORGAN STANLEY SR UNSECURED 03/30 VAR | Long | Debt | US | $5M | – | 0.15 |
| MORTGAGEIT TRUST MHL 2007 2 A1 (MORTGAGEIT SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A (MOUNTAIN VIEW CLO XVI LTD 2022-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.15 |
| MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B (MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)) | Long | Loan | US | $2K | – | 0.00 |
| MPH ACQUISITION HOLDINGS SR SECURED 144A 09/28 5.5 (MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)) | Long | Debt | US | $567K | – | 0.02 |
| MPLX LP SR UNSECURED 12/27 4.25 | Long | Debt | US | $97K | – | 0.00 |
| MUNDYS SPA SR UNSECURED REGS 02/25 1.625 | Long | Debt | IT | $527K | – | 0.02 |
| NARRAGANSETT ELECTRIC SR UNSECURED 144A 04/30 3.395 (NARRAGANSETT ELECTRIC CO/THE) | Long | Debt | US | $550K | – | 0.02 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $3M | – | 0.10 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $3M | – | 0.10 |
| NATIONAL FOOTBAL LEAGUE 9.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $5M | – | 0.15 |
| NATIONAL FUEL GAS CO SR UNSECURED 03/31 2.95 (NATIONAL FUEL GAS COMPANY) | Long | Debt | US | $966K | – | 0.03 |
| NATIONAL GRID PLC SR UNSECURED REGS 09/33 0.75 | Long | Debt | GB | $3M | – | 0.10 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 A M3 (NATIONSTAR HOME EQUITY LOAN TR 2007-A) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| NATIONSTAR MTG HLD INC COMPANY GUAR 144A 01/27 6 (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $2M | – | 0.06 |
| NATIONSTAR MTG HLD INC COMPANY GUAR 144A 02/32 7.125 (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $2M | – | 0.06 |
| NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 07/30 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $2M | – | 0.07 |
| NATIONWIDE BUILDING SOC CCDS PREFERENCE (NATIONWIDE BUILDING SOCIETY) | Long | Equity-preferred | GB | $704K | 4K | 0.02 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $3M | – | 0.10 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $2M | – | 0.06 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $1M | – | 0.04 |
| NAVIENT CORP SR UNSECURED 01/25 5.625 (NAVIENT CORPORATION) | Long | Debt | US | $99K | – | 0.00 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA A1B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $1M | – | 0.04 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $518K | – | 0.02 |
| NCL CORPORATION LTD SR SECURED 144A 01/29 8.125 | Long | Debt | BM | $2M | – | 0.06 |
| NCL CORPORATION LTD SR SECURED 144A 02/27 5.875 | Long | Debt | BM | $889K | – | 0.03 |
| NCL CORPORATION LTD SR UNSECURED 144A 12/24 3.625 | Long | Debt | BM | $2M | – | 0.06 |
| NE PROPERTY BV COMPANY GUAR REGS 10/26 1.875 | Long | Debt | NL | $404K | – | 0.01 |
| NEIMAN MARCUS USD COMMON STOCK EQUITY (NMG PARENT) | Long | Equity-common | US | $291K | 2K | 0.01 |
| NETFLIX INC SR UNSECURED 05/27 3.625 | Long | Debt | US | $5M | – | 0.16 |
| NETFLIX INC SR UNSECURED 05/29 6.375 | Long | Debt | US | $1M | – | 0.03 |
| NETFLIX INC SR UNSECURED 11/28 5.875 | Long | Debt | US | $6M | – | 0.19 |
| NETFLIX INC SR UNSECURED 144A 06/30 4.875 | Long | Debt | US | $3M | – | 0.08 |
| NETFLIX INC SR UNSECURED 144A 11/29 5.375 | Long | Debt | US | $2M | – | 0.05 |
| NETFLIX INC SR UNSECURED REGS 06/30 3.625 | Long | Debt | US | $2M | – | 0.07 |
| NETFLIX INC SR UNSECURED REGS 11/29 3.875 | Long | Debt | US | $3M | – | 0.11 |
| NEUBERGER BERMAN CLO LTD NEUB 2013 14A AR2 144A (NEUBERGER BERMAN CLO XIV LTD 2013-14A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.24 |
| NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A (NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.27 |
| NEW ALBERTSONS LP SR UNSECURED 02/28 6.57 | Long | Debt | US | $789K | – | 0.02 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 1 M1 (NEW CENTURY HOME EQUITY LOAN TR 2004-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| NEWELL BRANDS INC SR UNSECURED 06/25 4.875 | Long | Debt | US | $473K | – | 0.01 |
| NEWFOLD DIGITAL HLDGS GR SR UNSECURED 144A 02/29 6 (NEWFOLD DIGITAL HOLDINGS GROUP INC) | Long | Debt | US | $958K | – | 0.03 |
| NEWMARK GROUP INC SR UNSECURED 144A 01/29 7.5 | Long | Debt | US | $2M | – | 0.05 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 12/26 2.2 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $4M | – | 0.13 |
| NGPL PIPECO LLC SR UNSECURED 144A 08/27 4.875 | Long | Debt | US | $2M | – | 0.05 |
| NGPL PIPECO LLC SR UNSECURED 144A 12/37 7.768 | Long | Debt | US | $1M | – | 0.04 |
| NISOURCE INC SR UNSECURED 05/30 3.6 | Long | Debt | US | $918K | – | 0.03 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $3M | – | 0.09 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $4M | – | 0.11 |
| NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8 | Long | Debt | US | $2M | – | 0.06 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6 (NOMURA ASSET ACCEPTANCE CORP 2007-1) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| NOMURA HOLDINGS INC SR UNSECURED 01/25 2.648 | Long | Debt | JP | $2M | – | 0.05 |
| NOMURA HOLDINGS INC SR UNSECURED 07/30 2.679 | Long | Debt | JP | $2M | – | 0.06 |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | Long | Debt | FI | $1M | – | 0.05 |
| NORTH MACEDONIA SR UNSECURED REGS 06/26 3.675 (MACEDONIA GOVT) | Long | Debt | MK | $2M | – | 0.06 |
| NORTHRIVER MIDSTREAM FIN SR SECURED 144A 02/26 5.625 (NORTHRIVER MIDSTREAM FINANCE LP) | Long | Debt | CA | $2M | – | 0.07 |
| NOURYON FINANCE BV 2024 EUR TERM LOAN B (NOURYON (STARFRUIT FINCO BV)) | Long | Loan | NL | $806K | – | 0.02 |
| NOVELIS CORP COMPANY GUAR 144A 08/31 3.875 (NOVELIS CORPORATION) | Long | Debt | US | $607K | – | 0.02 |
| NOVELIS CORP COMPANY GUAR 144A 11/26 3.25 (NOVELIS CORPORATION) | Long | Debt | US | $565K | – | 0.02 |
| NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875 | Long | Debt | UA | $221K | – | 0.01 |
| NUSTAR LOGISTICS LP COMPANY GUAR 10/25 5.75 | Long | Debt | US | $2M | – | 0.05 |
| NUSTAR LOGISTICS LP COMPANY GUAR 10/30 6.375 | Long | Debt | US | $1M | – | 0.04 |
| NVR INC SR UNSECURED 05/30 3 | Long | Debt | US | $834K | – | 0.03 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/27 3.15 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $189K | – | 0.01 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $1M | – | 0.04 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 09/28 6.375 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $4M | – | 0.13 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 09/30 6.625 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $261K | – | 0.01 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 12/25 5.5 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $3M | – | 0.08 |
| OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH | Derivative-interest rate | CA | $-10K | – | -0.00 | |
| OLYMPUS WATER US HOLDING CORP 2021 USD TERM LOAN B (SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)) | Long | Loan | US | $2M | – | 0.06 |
| OLYMPUS WTR US HLDG CORP SR SECURED 144A 10/28 4.25 (SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)) | Long | Debt | US | $2M | – | 0.05 |
| OLYMPUS WTR US HLDG CORP SR SECURED REGS 10/28 3.875 (SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)) | Long | Debt | US | $2M | – | 0.05 |
| OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/28 5.625 (OMAN GOVT) | Long | Debt | OM | $5M | – | 0.15 |
| OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/48 6.75 (OMAN GOVT) | Long | Debt | OM | $5M | – | 0.15 |
| OMAN GOV INTERNTL BOND SR UNSECURED REGS 08/29 6 (OMAN GOVT) | Long | Debt | OM | $1M | – | 0.03 |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/25 4.5 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $694K | – | 0.02 |
| ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875 (ON SEMICONDUCTOR CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| ONEMAIN FINANCE CORP COMPANY GUAR 01/28 6.625 (ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)) | Long | Debt | US | $20K | – | 0.00 |
| ONEMAIN FINANCE CORP COMPANY GUAR 03/26 7.125 (ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)) | Long | Debt | US | $2M | – | 0.05 |
| ONEMAIN FINANCE CORP COMPANY GUAR 09/30 4 (ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)) | Long | Debt | US | $473K | – | 0.01 |
| ONEMAIN FINANCE CORP COMPANY GUAR 11/29 5.375 (ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)) | Long | Debt | US | $3M | – | 0.09 |
| ONEOK INC COMPANY GUAR 01/31 6.35 | Long | Debt | US | $1M | – | 0.03 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM7 A1 144A (OBX 2023-NQM7 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 02/30 4.125 | Long | Debt | US | $542K | – | 0.02 |
| OPEN TRUST OPEN 2023 AIR A 144A (OPEN TRUST 2023-AIR) | Long | ABS-mortgage backed security | US | $9M | – | 0.28 |
| OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1A1D (OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5) | Long | ABS-mortgage backed security | US | $348K | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $745K | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 CP1 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-CP1) | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| ORACLE CORP SR UNSECURED 04/60 3.85 (ORACLE CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| ORGANON + CO/ORGANON FOR SR SECURED 144A 04/28 4.125 (ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV) | Long | Debt | US | $7M | – | 0.23 |
| OUTFRONT MEDIA CAP LLC/C SR SECURED 144A 02/31 7.375 (OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP) | Long | Debt | US | $1M | – | 0.03 |
| OXFORD FIN LLC/CO ISS II SR UNSECURED 144A 02/27 6.375 (OXFORD FINANCE LLC / OXFORD FINANCE CO-ISSUER II INC) | Long | Debt | US | $964K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $383K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $663K | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $462K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $151K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $397K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $244K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $141K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $516K | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $367K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $797K | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $271K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $775K | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $72K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $85K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.08 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $717K | – | 0.02 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $301K | – | 0.01 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/41 4.2 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $392K | – | 0.01 |
| PACIFIC LIFECORP SR UNSECURED 144A 09/50 3.35 | Long | Debt | US | $682K | – | 0.02 |
| PACTIV EVERGREEN GROUP SR SECURED 144A 10/27 4 (PACTIV EVERGREEN (REYNOLDS GROUP ISSUER INC/REYNOLDS GROUP ISSUER LLC)) | Long | Debt | US | $3M | – | 0.09 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $433K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 B 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $502K | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A (PAGAYA AI DEBT GRANTOR TRUST 2024-6) | Long | ABS-other | US | $500K | – | 0.02 |
| PALM RE LTD UNSECURED 144A 06/31 VAR | Long | Debt | BM | $247K | – | 0.01 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $5M | – | 0.16 |
| PANTHER ESCROW ISSUER SR SECURED 144A 06/31 7.125 (TRUIST INSURANCE HOLDINGS LLC / PANTHER CO-ISSUER INC) | Long | Debt | US | $5M | – | 0.14 |
| PARK INTERMED HOLDINGS SR SECURED 144A 05/29 4.875 (PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER) | Long | Debt | US | $2M | – | 0.05 |
| PATTERN ENERGY OP LP/PAT COMPANY GUAR 144A 08/28 4.5 (PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPERATIONS INC) | Long | Debt | US | $852K | – | 0.03 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 02/29 4.25 (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $2M | – | 0.05 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 09/31 5.75 (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $2M | – | 0.07 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 10/25 5.375 (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $2M | – | 0.07 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/24 3.45 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $2M | – | 0.05 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/29 3.35 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $91K | – | 0.00 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 01/49 6.25 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $2M | – | 0.06 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 02/50 4.375 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $769K | – | 0.02 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/30 3 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $5M | – | 0.14 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $4M | – | 0.12 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 07/49 4.875 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $3M | – | 0.08 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/48 6.15 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $3M | – | 0.08 |
| PERUSAHAAN PENERBIT SBSN SR UNSECURED 144A 06/30 2.8 (INDONESIA GOVT) | Long | Debt | ID | $1M | – | 0.03 |
| PERUSAHAAN PENERBIT SBSN SR UNSECURED 144A 06/50 3.8 (INDONESIA GOVT) | Long | Debt | ID | $992K | – | 0.03 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $1M | – | 0.04 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $6M | – | 0.17 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/45 6.375 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $6M | – | 0.17 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $16M | – | 0.49 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $3M | – | 0.09 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/48 6.35 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $3M | – | 0.09 |
| PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $9M | – | 0.27 |
| PETRORIO LUX HLD SARL SR SECURED 144A 06/26 6.125 (PETRORIO LUXEMBOURG HOLDING SARL) | Long | Debt | LU | $880K | – | 0.03 |
| PETSMART INC/PETSMART FI COMPANY GUAR 144A 02/29 7.75 (PETSMART INC / PETSMART FINANCE CORP) | Long | Debt | US | $804K | – | 0.02 |
| PETSMART INC/PETSMART FI SR SECURED 144A 02/28 4.75 (PETSMART INC / PETSMART FINANCE CORP) | Long | Debt | US | $1M | – | 0.04 |
| PICARD GROUPE SAS SR SECURED 144A 07/29 6.375 | Long | Debt | FR | $2M | – | 0.07 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $266M | – | 8.09 |
| PINNACLE BIDCO PLC SR SECURED 144A 10/28 8.25 (PURE GYM LTD (PINNACLE BIDCO PLC)) | Long | Debt | GB | $3M | – | 0.10 |
| POLAND GOVT EM SP JPM | Derivative-credit | US | $73K | – | 0.00 | |
| POST HOLDINGS INC COMPANY GUAR 144A 01/28 5.625 | Long | Debt | US | $197K | – | 0.01 |
| POST HOLDINGS INC COMPANY GUAR 144A 04/30 4.625 | Long | Debt | US | $2M | – | 0.07 |
| PRA GROUP INC COMPANY GUAR 144A 09/25 7.375 | Long | Debt | US | $4M | – | 0.12 |
| PRESTIGE BRANDS INC COMPANY GUAR 144A 01/28 5.125 | Long | Debt | US | $97K | – | 0.00 |
| PRESTIGE BRANDS INC COMPANY GUAR 144A 04/31 3.75 | Long | Debt | US | $740K | – | 0.02 |
| PRIME MORTGAGE TRUST PRIME 2006 CL1 A1 (PRIME MORTGAGE TR 2006-CL1) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| PRIME SECSRVC BRW/FINANC SR SECURED 144A 04/26 5.75 (ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC)) | Long | Debt | US | $1M | – | 0.04 |
| PRIME SECSRVC BRW/FINANC SR SECURED 144A 08/27 3.375 (ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC)) | Long | Debt | US | $3M | – | 0.10 |
| PROFRAC HOLDINGS II LLC SR SECURED 144A 01/29 VAR | Long | Debt | US | $672K | – | 0.02 |
| PROJECT HUDSON II FIXED TERM LOAN (WEST STREET GLOBAL GROWTH PARTNERS LP) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| PROJECT MERCURY EUR TERM LOAN (SERBIA GOVT) | Long | Loan | RS | $3M | – | 0.09 |
| PROSUS NV SR UNSECURED 144A 01/30 3.68 | Long | Debt | NL | $1M | – | 0.03 |
| PROSUS NV SR UNSECURED 144A 02/51 3.832 | Long | Debt | NL | $1M | – | 0.04 |
| PROSUS NV SR UNSECURED 144A 07/31 3.061 | Long | Debt | NL | $2M | – | 0.05 |
| PROSUS NV SR UNSECURED 144A 08/50 4.027 | Long | Debt | NL | $610K | – | 0.02 |
| PROSUS NV SR UNSECURED REGS 07/33 1.985 | Long | Debt | NL | $2M | – | 0.06 |
| PROSUS NV SR UNSECURED REGS 08/28 1.539 | Long | Debt | NL | $1M | – | 0.04 |
| PRP ADVISORS, LLC PRPM 2024 1 A1 144A (PRPM 2024-1 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| PRUDENTIAL FUNDING ASIA COMPANY GUAR 04/30 3.125 (PRUDENTIAL FUNDING (ASIA) PLC) | Long | Debt | GB | $134K | – | 0.00 |
| PT PERTAMINA (PERSERO) SR UNSECURED 144A 01/50 4.175 | Long | Debt | ID | $1M | – | 0.04 |
| PT PERTAMINA (PERSERO) SR UNSECURED 144A 02/60 4.15 | Long | Debt | ID | $739K | – | 0.02 |
| PT PERTAMINA (PERSERO) SR UNSECURED 144A 07/49 4.7 | Long | Debt | ID | $3M | – | 0.08 |
| PT PERTAMINA (PERSERO) SR UNSECURED 144A 11/48 6.5 | Long | Debt | ID | $4M | – | 0.11 |
| PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/41 6.5 | Long | Debt | ID | $3M | – | 0.10 |
| PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/43 5.625 | Long | Debt | ID | $3M | – | 0.09 |
| PTC INC COMPANY GUAR 144A 02/28 4 | Long | Debt | US | $189K | – | 0.01 |
| PURPLE RE LTD UNSECURED 144A 06/27 VAR | Long | Debt | BM | $697K | – | 0.02 |
| QUANTA SERVICES INC SR UNSECURED 10/30 2.9 | Long | Debt | US | $859K | – | 0.03 |
| RAISING CANE S RESTAURAN SR UNSECURED 144A 05/29 9.375 (RAISING CANES RESTAURANTS LLC) | Long | Debt | US | $2M | – | 0.05 |
| RAYONIER LP COMPANY GUAR 05/31 2.75 | Long | Debt | US | $251K | – | 0.01 |
| RBSGC MORTGAGE PASS THROUGH CE RBSGC 2008 A A1 144A (RBSGC MORTGAGE PASS THROUGH CERTIFICATES 2008-A) | Long | ABS-mortgage backed security | US | $772K | – | 0.02 |
| RBSSP RESECURITIZATION TRUST RBSSP 2009 7 6A2 144A (RBSSP RESECURITIZATION TRUST 2009-7) | Long | ABS-mortgage backed security | US | $676K | – | 0.02 |
| REALTY INCOME CORP COMPANY GUAR 01/27 3.2 (REALTY INCOME CORPORATION) | Long | Debt | US | $473K | – | 0.01 |
| REALTY INCOME CORP COMPANY GUAR 01/30 3.4 (REALTY INCOME CORPORATION) | Long | Debt | US | $820K | – | 0.02 |
| REALTY INCOME CORP SR UNSECURED 01/31 3.25 (REALTY INCOME CORPORATION) | Long | Debt | US | $708K | – | 0.02 |
| REALTY INCOME CORP SR UNSECURED 02/31 3.2 (REALTY INCOME CORPORATION) | Long | Debt | US | $719K | – | 0.02 |
| REALTY INCOME CORP SR UNSECURED 08/27 3.95 (REALTY INCOME CORPORATION) | Long | Debt | US | $423K | – | 0.01 |
| REGENCY CENTERS LP COMPANY GUAR 09/29 2.95 | Long | Debt | US | $90K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2004 1 AV3 (RENAISSANCE HOME EQUITY LOAN TR 2004-1) | Long | ABS-mortgage backed security | US | $709K | – | 0.02 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| RENEW POWER PVT LTD SR SECURED 144A 03/27 5.875 (RENEW PRIVATE LIMITED) | Long | Debt | IN | $464K | – | 0.01 |
| REPUBLIC OF ALBANIA SR UNSECURED REGS 06/27 3.5 (ALBANIA GOVT) | Long | Debt | AL | $1M | – | 0.04 |
| REPUBLIC OF ANGOLA SR UNSECURED REGS 11/29 8 (ANGOLA GOVT) | Long | Debt | AO | $4M | – | 0.13 |
| REPUBLIC OF ANGOLA SR UNSECURED REGS 11/49 9.125 (ANGOLA GOVT) | Long | Debt | AO | $3M | – | 0.09 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 (ARGENTINA GOVT) | Long | Debt | AR | $1M | – | 0.04 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $17M | – | 0.53 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR (ARGENTINA GOVT) | Long | Debt | AR | $1M | – | 0.04 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR (ARGENTINA GOVT) | Long | Debt | AR | $7M | – | 0.21 |
| REPUBLIC OF CHILE SR UNSECURED 01/29 4.85 (CHILEAN GOVT) | Long | Debt | CL | $3M | – | 0.09 |
| REPUBLIC OF CHILE SR UNSECURED 01/36 4.95 (CHILEAN GOVT) | Long | Debt | CL | $516K | – | 0.02 |
| REPUBLIC OF CHILE SR UNSECURED 01/40 1.25 (CHILEAN GOVT) | Long | Debt | CL | $3M | – | 0.10 |
| REPUBLIC OF COLOMBIA SR UNSECURED 01/26 4.5 (COLOMBIAN GOVT) | Long | Debt | CO | $7M | – | 0.21 |
| REPUBLIC OF COLOMBIA SR UNSECURED 02/34 7.5 (COLOMBIAN GOVT) | Long | Debt | CO | $8M | – | 0.23 |
| REPUBLIC OF COLOMBIA SR UNSECURED 03/29 4.5 (COLOMBIAN GOVT) | Long | Debt | CO | $5M | – | 0.14 |
| REPUBLIC OF COLOMBIA SR UNSECURED 05/49 5.2 (COLOMBIAN GOVT) | Long | Debt | CO | $4M | – | 0.12 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/53 8.75 (COLOMBIAN GOVT) | Long | Debt | CO | $6M | – | 0.19 |
| REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 0.0000 (ECUADOR GOVT) | Long | Debt | EC | $282K | – | 0.01 |
| REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 VAR (ECUADOR GOVT) | Long | Debt | EC | $1M | – | 0.04 |
| REPUBLIC OF ECUADOR SR UNSECURED 144A 07/35 VAR (ECUADOR GOVT) | Long | Debt | EC | $3M | – | 0.09 |
| REPUBLIC OF ECUADOR SR UNSECURED 144A 07/40 VAR (ECUADOR GOVT) | Long | Debt | EC | $1M | – | 0.04 |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR (ECUADOR GOVT) | Long | Debt | EC | $3M | – | 0.10 |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR (ECUADOR GOVT) | Long | Debt | EC | $4M | – | 0.12 |
| REPUBLIC OF EL SALVADOR SR UNSECURED 144A 01/50 7.1246 (EL SALVADOR GOVT) | Long | Debt | SV | $1M | – | 0.04 |
| REPUBLIC OF EL SALVADOR SR UNSECURED 144A 04/30 0.25 (EL SALVADOR GOVT) | Long | Debt | SV | $155K | – | 0.00 |
| REPUBLIC OF EL SALVADOR SR UNSECURED 144A 04/30 9.25 (EL SALVADOR GOVT) | Long | Debt | SV | $4M | – | 0.14 |
| REPUBLIC OF EL SALVADOR SR UNSECURED REGS 01/50 7.1246 (EL SALVADOR GOVT) | Long | Debt | SV | $1M | – | 0.05 |
| REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375 (GHANA GOVT) | Long | Debt | GH | $357K | – | 0.01 |
| REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875 (GHANA GOVT) | Long | Debt | GH | $1M | – | 0.03 |
| REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75 (GHANA GOVT) | Long | Debt | GH | $773K | – | 0.02 |
| REPUBLIC OF GHANA SR UNSECURED REGS 02/27 6.375 (GHANA GOVT) | Long | Debt | GH | $102K | – | 0.00 |
| REPUBLIC OF GHANA SR UNSECURED REGS 03/27 7.875 (GHANA GOVT) | Long | Debt | GH | $3M | – | 0.08 |
| REPUBLIC OF GHANA SR UNSECURED REGS 03/32 8.125 (GHANA GOVT) | Long | Debt | GH | $3M | – | 0.08 |
| REPUBLIC OF GHANA SR UNSECURED REGS 03/51 8.95 (GHANA GOVT) | Long | Debt | GH | $2M | – | 0.05 |
| REPUBLIC OF GUATEMALA SR UNSECURED 144A 04/32 5.375 (GUATEMALA GOVT) | Long | Debt | GT | $669K | – | 0.02 |
| REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/30 4.9 (GUATEMALA GOVT) | Long | Debt | GT | $1M | – | 0.04 |
| REPUBLIC OF GUATEMALA SR UNSECURED REGS 05/26 4.5 (GUATEMALA GOVT) | Long | Debt | GT | $4M | – | 0.12 |
| REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/50 6.125 (GUATEMALA GOVT) | Long | Debt | GT | $2M | – | 0.07 |
| REPUBLIC OF INDONESIA SR UNSECURED 01/48 4.35 (INDONESIA GOVT) | Long | Debt | ID | $171K | – | 0.01 |
| REPUBLIC OF INDONESIA SR UNSECURED 03/33 1.1 (INDONESIA GOVT) | Long | Debt | ID | $1M | – | 0.04 |
| REPUBLIC OF INDONESIA SR UNSECURED 03/34 1.3 (INDONESIA GOVT) | Long | Debt | ID | $2M | – | 0.07 |
| REPUBLIC OF INDONESIA SR UNSECURED REGS 02/37 6.625 (INDONESIA GOVT) | Long | Debt | ID | $10M | – | 0.30 |
| REPUBLIC OF KAZAKHSTAN SR UNSECURED 144A 11/28 2.375 (KAZAKHSTAN GOVT) | Long | Debt | KZ | $3M | – | 0.10 |
| REPUBLIC OF KENYA SR UNSECURED 144A 02/31 9.75 (KENYA GOVT) | Long | Debt | KE | $2M | – | 0.06 |
| REPUBLIC OF KENYA SR UNSECURED 144A 05/27 7 (KENYA GOVT) | Long | Debt | KE | $667K | – | 0.02 |
| REPUBLIC OF KENYA SR UNSECURED 144A 05/32 8 (KENYA GOVT) | Long | Debt | KE | $1M | – | 0.04 |
| REPUBLIC OF NIGERIA SR UNSECURED 144A 02/30 7.143 (NIGERIA GOVT) | Long | Debt | NG | $1M | – | 0.04 |
| REPUBLIC OF NIGERIA SR UNSECURED 144A 09/28 6.125 (NIGERIA GOVT) | Long | Debt | NG | $2M | – | 0.07 |
| REPUBLIC OF NIGERIA SR UNSECURED 144A 09/33 7.375 (NIGERIA GOVT) | Long | Debt | NG | $1M | – | 0.04 |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 02/30 7.143 (NIGERIA GOVT) | Long | Debt | NG | $3M | – | 0.08 |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 02/32 7.875 (NIGERIA GOVT) | Long | Debt | NG | $4M | – | 0.12 |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 11/27 6.5 (NIGERIA GOVT) | Long | Debt | NG | $4M | – | 0.14 |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 11/27 6.5 (NIGERIA GOVT) | Long | Debt | NG | $834K | – | 0.03 |
| REPUBLIC OF PANAMA SR UNSECURED 01/36 6.7 (PANAMA GOVT) | Long | Debt | PA | $10M | – | 0.30 |
| REPUBLIC OF PANAMA SR UNSECURED 02/35 6.4 (PANAMA GOVT) | Long | Debt | PA | $9M | – | 0.29 |
| REPUBLIC OF PANAMA SR UNSECURED 03/25 3.75 (PANAMA GOVT) | Long | Debt | PA | $394K | – | 0.01 |
| REPUBLIC OF PANAMA SR UNSECURED 03/31 7.5 (PANAMA GOVT) | Long | Debt | PA | $4M | – | 0.13 |
| REPUBLIC OF PANAMA SR UNSECURED 03/54 6.853 (PANAMA GOVT) | Long | Debt | PA | $1M | – | 0.04 |
| REPUBLIC OF PANAMA SR UNSECURED 04/29 9.375 (PANAMA GOVT) | Long | Debt | PA | $2M | – | 0.07 |
| REPUBLIC OF PANAMA SR UNSECURED 04/50 4.5 (PANAMA GOVT) | Long | Debt | PA | $2M | – | 0.07 |
| REPUBLIC OF PARAGUAY SR UNSECURED 144A 03/48 5.6 (PARAGUAY GOVT) | Long | Debt | PY | $2M | – | 0.06 |
| REPUBLIC OF PARAGUAY SR UNSECURED 144A 04/31 4.95 (PARAGUAY GOVT) | Long | Debt | PY | $2M | – | 0.07 |
| REPUBLIC OF PARAGUAY SR UNSECURED REGS 02/36 6 (PARAGUAY GOVT) | Long | Debt | PY | $2M | – | 0.06 |
| REPUBLIC OF PERU SR UNSECURED 01/31 2.783 (PERU GOVT) | Long | Debt | PE | $2M | – | 0.06 |
| REPUBLIC OF PERU SR UNSECURED 11/33 8.75 (PERU GOVT) | Long | Debt | PE | $9M | – | 0.26 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 (PERU GOVT) | Long | Debt | PE | $5M | – | 0.16 |
| REPUBLIC OF POLAND SR UNSECURED 03/54 5.5 (POLAND GOVT) | Long | Debt | PL | $5M | – | 0.14 |
| REPUBLIC OF POLAND SR UNSECURED 09/34 5.125 (POLAND GOVT) | Long | Debt | PL | $5M | – | 0.15 |
| REPUBLIC OF SENEGAL SR UNSECURED REGS 03/28 4.75 (SENEGAL GOVT) | Long | Debt | SN | $693K | – | 0.02 |
| REPUBLIC OF SENEGAL SR UNSECURED REGS 05/33 6.25 (SENEGAL GOVT) | Long | Debt | SN | $673K | – | 0.02 |
| REPUBLIC OF SENEGAL SR UNSECURED REGS 06/31 7.75 (SENEGAL GOVT) | Long | Debt | SN | $5M | – | 0.15 |
| REPUBLIC OF SENEGAL UNSECURED 144A 05/33 6.25 (SENEGAL GOVT) | Long | Debt | SN | $1M | – | 0.04 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1 (SERBIA GOVT) | Long | Debt | RS | $2M | – | 0.05 |
| REPUBLIC OF SERBIA SR UNSECURED REGS 03/33 1.65 (SERBIA GOVT) | Long | Debt | RS | $2M | – | 0.06 |
| REPUBLIC OF SERBIA SR UNSECURED REGS 05/27 3.125 (SERBIA GOVT) | Long | Debt | RS | $3M | – | 0.09 |
| REPUBLIC OF SERBIA SR UNSECURED REGS 06/29 1.5 (SERBIA GOVT) | Long | Debt | RS | $6M | – | 0.18 |
| REPUBLIC OF SERBIA SR UNSECURED REGS 09/36 2.05 (SERBIA GOVT) | Long | Debt | RS | $684K | – | 0.02 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 06/48 6.3 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $980K | – | 0.03 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/47 5.65 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $2M | – | 0.07 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $4M | – | 0.12 |
| REPUBLIC OF SRI LANKA SR UNSECURED 144A 03/29 7.85 (SRI LANKA GOVT) | Long | Debt | LK | $1M | – | 0.03 |
| REPUBLIC OF SRI LANKA SR UNSECURED 144A 05/27 6.2 (SRI LANKA GOVT) | Long | Debt | LK | $472K | – | 0.01 |
| REPUBLIC OF TURKEY EUR TERM LOAN A (TURKEY GOVT) | Long | Loan | TR | $4M | – | 0.11 |
| REPUBLIC OF TURKIYE SR UNSECURED 01/41 6 (TURKEY GOVT) | Long | Debt | TR | $7M | – | 0.22 |
| REPUBLIC OF TURKIYE SR UNSECURED 02/28 5.125 (TURKEY GOVT) | Long | Debt | TR | $9M | – | 0.28 |
| REPUBLIC OF TURKIYE SR UNSECURED 04/29 7.625 (TURKEY GOVT) | Long | Debt | TR | $5M | – | 0.16 |
| REPUBLIC OF TURKIYE SR UNSECURED 04/43 4.875 (TURKEY GOVT) | Long | Debt | TR | $8M | – | 0.25 |
| REPUBLIC OF TURKIYE SR UNSECURED 05/34 7.625 (TURKEY GOVT) | Long | Debt | TR | $6M | – | 0.19 |
| REPUBLIC OF TURKIYE SR UNSECURED 05/47 5.75 (TURKEY GOVT) | Long | Debt | TR | $3M | – | 0.08 |
| REPUBLIC OF TURKIYE SR UNSECURED 10/28 6.125 (TURKEY GOVT) | Long | Debt | TR | $12M | – | 0.38 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7 (VENEZUELAN GOVT) | Long | Debt | VE | $404K | – | 0.01 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25 (VENEZUELAN GOVT) | Long | Debt | VE | $439K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2 (RESIDENTIAL ACCREDIT LOANS 2005-QA2) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1 (RESIDENTIAL ACCREDIT LOANS INC 2006-QA2) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA6) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO9 1A3A (RESIDENTIAL ACCREDIT LOANS INC 2006-QO9) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A2 (RESIDENTIAL ACCREDIT LOANS 2006-QS6) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS9 1A11 (RESIDENTIAL ACCREDIT LOANS 2006-QS9) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA3 A1 (RESIDENTIAL ACCREDIT LOANS 2007-QA3) | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A2 (RESIDENTIAL ACCREDIT LOANS INC 2007-QH4) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 1A3 (RESIDENTIAL ACCREDIT LOANS 2007-QS7) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 EFC2 A4 (RESIDENTIAL ASSET MTGE PROD 2006-EFC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M2 (RESIDENTIAL ASSET SECURITIES 2005-EMX1) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 2A4 (RESIDENTIAL ASSET SECUR TRUST 2005-A15) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 (RESIDENTIAL ASSET SEC TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A6 (RESIDENTIAL ASSET SEC TRUST 2007-A9) | Long | ABS-mortgage backed security | US | $741K | – | 0.02 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21 (RESIDENTIAL FUNDING MTGE SEC 2005-SA4) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S10 1A1 (RESIDENTIAL FUNDING MTG SEC I 2006-S10) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA1 1A1 (RESIDENTIAL FUNDING MTG SEC I 2006-SA1) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| REVERSE REPO PARIBAS | Short | Repurchase agreement | US | $-743K | – | -0.02 |
| REXFORD INDUSTRIAL REALT COMPANY GUAR 12/30 2.125 (REXFORD INDUSTRIAL REALTY LP) | Long | Debt | US | $2M | – | 0.05 |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $222K | – | 0.01 | |
| RFR JPY MUTK/0.85000 09/20/23-10Y LCH | Derivative-interest rate | JP | $139K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $227K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-7Y LCH | Derivative-interest rate | US | $946K | – | 0.03 | |
| RHP HOTEL PPTY/RHP FINAN COMPANY GUAR 144A 02/29 4.5 (RHP HOTEL PROPERTIES LP / RHP FINANCE CORP) | Long | Debt | US | $1M | – | 0.04 |
| RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 (RIO OIL FINANCE TRUST SERIES 2018-1) | Long | Debt | US | $2M | – | 0.05 |
| RIVIAN HLD/AUTO LLC SR SECURED 144A 10/26 VAR (RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC) | Long | Debt | US | $5M | – | 0.16 |
| RLJ LODGING TRUST LP SR SECURED 144A 07/26 3.75 | Long | Debt | US | $928K | – | 0.03 |
| ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 03/31 3.875 (ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC) | Long | Debt | US | $488K | – | 0.01 |
| ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/33 4 (ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC) | Long | Debt | US | $3M | – | 0.10 |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A (ROCKFORD TOWER EUROPE CLO 2018-1A DAC) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.08 |
| ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 05/30 4.8 (ROCKIES EXPRESS PIPELINE LLC) | Long | Debt | US | $3M | – | 0.08 |
| ROLLER BEARING CO OF AME SR UNSECURED 144A 10/29 4.375 (ROLLER BEARING COMPANY OF AMERICA INC) | Long | Debt | US | $921K | – | 0.03 |
| ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625 (ROLLS-ROYCE PLC) | Long | Debt | GB | $1M | – | 0.03 |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $22K | – | 0.00 | |
| ROMANIA SR UNSECURED 144A 01/50 3.375 (ROMANIA GOVT) | Long | Debt | RO | $2M | – | 0.06 |
| ROMANIA SR UNSECURED 144A 03/31 5.375 (ROMANIA GOVT) | Long | Debt | RO | $3M | – | 0.09 |
| ROMANIA SR UNSECURED 144A 04/49 4.625 (ROMANIA GOVT) | Long | Debt | RO | $2M | – | 0.05 |
| ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) | Long | Debt | RO | $4M | – | 0.11 |
| ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT) | Long | Debt | RO | $698K | – | 0.02 |
| ROMANIA SR UNSECURED REGS 04/49 4.625 (ROMANIA GOVT) | Long | Debt | RO | $1M | – | 0.04 |
| ROMANIA UNSECURED 144A 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $2M | – | 0.05 |
| ROMANIA UNSECURED 144A 04/41 2.75 (ROMANIA GOVT) | Long | Debt | RO | $295K | – | 0.01 |
| ROMANIA UNSECURED 144A 04/42 2.875 (ROMANIA GOVT) | Long | Debt | RO | $1M | – | 0.03 |
| ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT) | Long | Debt | RO | $3M | – | 0.08 |
| ROMANIA UNSECURED 144A 12/40 2.625 (ROMANIA GOVT) | Long | Debt | RO | $3M | – | 0.08 |
| SABINE PASS LIQUEFACTION SR SECURED 03/25 5.625 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $3M | – | 0.09 |
| SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $2M | – | 0.07 |
| SABINE RE LTD UNSECURED 144A 04/31 VAR | Long | Debt | BM | $398K | – | 0.01 |
| SABRE GLBL INC SR SECURED 144A 06/27 8.625 | Long | Debt | US | $682K | – | 0.02 |
| SABRE GLBL INC. 2021 TERM LOAN B1 | Long | Loan | US | $951K | – | 0.03 |
| SABRE GLBL INC. 2021 TERM LOAN B2 | Long | Loan | US | $1M | – | 0.05 |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2002 1 A1 144A (SALOMON BROTHERS MTGE SEC VII 2002-1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/31 3.35 (SAMMONS FINANCIAL GROUP INC) | Long | Debt | US | $851K | – | 0.03 |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875 (SAMMONS FINANCIAL GROUP INC) | Long | Debt | US | $3M | – | 0.09 |
| SAN DIEGO G + E SR SECURED 10/30 1.7 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| SANDS CHINA LTD SR UNSECURED 01/26 4.05 | Long | Debt | KY | $968K | – | 0.03 |
| SANDS CHINA LTD SR UNSECURED 03/29 2.85 | Long | Debt | KY | $3M | – | 0.10 |
| SANDS CHINA LTD SR UNSECURED 08/25 5.125 | Long | Debt | KY | $2M | – | 0.06 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | Long | Debt | KY | $4M | – | 0.12 |
| SANDS CHINA LTD SR UNSECURED 08/31 3.25 | Long | Debt | KY | $2M | – | 0.05 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5) | Long | ABS-other | US | $4M | – | 0.13 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5) | Long | ABS-other | US | $6M | – | 0.17 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $2M | – | 0.07 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $2M | – | 0.07 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $3M | – | 0.08 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.07 |
| SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244 (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $5M | – | 0.14 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $2M | – | 0.07 |
| SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649 | Long | Debt | AU | $1M | – | 0.04 |
| SARTORIUS FINANCE BV COMPANY GUAR REGS 09/32 4.5 | Long | Debt | NL | $3M | – | 0.08 |
| SARTORIUS FINANCE BV COMPANY GUAR REGS 09/35 4.875 | Long | Debt | NL | $6M | – | 0.18 |
| SASOL FINANCING USA LLC COMPANY GUAR 09/26 4.375 | Long | Debt | US | $2M | – | 0.05 |
| SASOL FINANCING USA LLC COMPANY GUAR 09/28 6.5 | Long | Debt | US | $4M | – | 0.13 |
| SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/50 3.25 (SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)) | Long | Debt | SA | $370K | – | 0.01 |
| SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5 (SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)) | Long | Debt | SA | $1M | – | 0.04 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45 (SAUDI ARABIA GOVT) | Long | Debt | SA | $1M | – | 0.04 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 04/49 5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $269K | – | 0.01 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 10/46 4.5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $509K | – | 0.02 |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/55 3.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $2M | – | 0.07 |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/46 4.5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $26M | – | 0.80 |
| SAXON ASSET SECURITIES TRUST SAST 2007 2 A2D (SAXON ASSET SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $8M | – | 0.25 |
| SAXON ASSET SECURITIES TRUST SAST 2007 3 2A3 (SAXON ASSET SECURITIES TRUST 2007-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875 (SBA COMMUNICATIONS CORPORATION) | Long | Debt | US | $954K | – | 0.03 |
| SCURALPHA 1503 GMBH USD TERM LOAN B1 (ENVALIOR FINANCE GMBH) | Long | Loan | DE | $936K | – | 0.03 |
| SEADRILL FINANCE LTD SECURED 144A 08/30 8.375 (SEADRILL FINANCE LIMITED) | Long | Debt | BM | $4M | – | 0.11 |
| SEAGATE HDD CAYMAN COMPANY GUAR 12/32 9.625 | Long | Debt | KY | $4M | – | 0.13 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M4 (SEC ASSET BACKED REC LLC 2005-OP2) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1) | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM4 A2D (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4) | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 NC2 A1 144A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC2) | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| SENEGAL GOVERNMENT INTERNATION SR UNSECURED REGS 06/37 5.375 (SENEGAL GOVT) | Long | Debt | SN | $2M | – | 0.06 |
| SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 04/29 4 | Long | Debt | NL | $2M | – | 0.07 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3D (SG MORTGAGE SECURITIES TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| SIG COMBIBLOC PURCHASER COMPANY GUAR REGS 06/25 2.125 (SIG COMBIBLOC (ONEX WIZARD ACQUISITION COMPANY I SARL)) | Long | Debt | LU | $1M | – | 0.04 |
| SIMMONS FOOD INC/SIMMONS SECURED 144A 03/29 4.625 (SIMMONS FOODS INC/SIMMONS PREPARED FOODS INC/SIMMONS PET FOOD INC/SIMMONS FEED) | Long | Debt | US | $220K | – | 0.01 |
| SIRIUS XM RADIO INC COMPANY GUAR 144A 07/30 4.125 | Long | Debt | US | $1M | – | 0.03 |
| SIRIUS XM RADIO INC COMPANY GUAR 144A 09/31 3.875 | Long | Debt | US | $858K | – | 0.03 |
| SITIO ROYAL OP / SIT FIN SR UNSECURED 144A 11/28 7.875 (SITIO ROYALTIES OPERATING PARTNERSHIP LP / SITIO FINANCE CORP) | Long | Debt | US | $1M | – | 0.03 |
| SLM CORP SR UNSECURED 10/25 4.2 (SLM CORP (SALLIE MAE)) | Long | Debt | US | $2M | – | 0.06 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $4M | – | 0.12 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $6M | – | 0.20 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $2M | – | 0.06 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D C 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $423K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D D 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $889K | – | 0.03 |
| SMITH + NEPHEW PLC SR UNSECURED 10/30 2.032 (SMITH & NEPHEW PLC) | Long | Debt | GB | $1M | – | 0.04 |
| SOCAR TURKEY ENERJI AS EUR TERM LOAN (SOCAR TURKEY ENERJI ANONIM SIRKETI) | Long | Loan | TR | $4M | – | 0.13 |
| SOCIALIST REP OF VIETNAM SECURED 03/28 5.5 (VIETNAM GOVT) | Long | Debt | VN | $4M | – | 0.11 |
| SOFTBANK VISION FUND II FIXED TERM LOAN (SVF II FINCO (CAYMAN) LP) | Long | Loan | GB | $7M | – | 0.21 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-21K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-409.55 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-20K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $293K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $119K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $34K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $28K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $129K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $53K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $101K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-684.54 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-18K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-368.45 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-11K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-15K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-19K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-89K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $22K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $14.58 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $78K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $67K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $41K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $13K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $100K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $64K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $43K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $13K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $4M | – | 0.11 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $303K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $60K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $23K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $9K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $6K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $110K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $813K | – | 0.02 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $224K | – | 0.01 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $2K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-90.45 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $23K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $15K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $13K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $9K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $12K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $49.73 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $41.38 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $7.14 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $6.2 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $28K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $27K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $13K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $12K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $10K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $9K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $6K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $4K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $130.1 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-12K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-19K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-4K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-7K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-40K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $26.12 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $13K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $9K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $4K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240705 | Derivative-foreign exchange | PE | $202K | – | 0.01 | |
| SOLD PEN BOUGHT USD 20240730 | Derivative-foreign exchange | PE | $69K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $110K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $61K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $46K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $163.39 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $59K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $6K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $5K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $366.74 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-153.89 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-106.67 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-2K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $42.21 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $64K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $20K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $18K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $15K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $14K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $14K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $14K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $12K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $10K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $9K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $7K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $7K | – | 0.00 | |
| SOUND POINT CLO LTD SNDPT 2019 2A AR 144A (SOUND POINT CLO XXIII 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.15 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $356K | – | 0.01 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $260K | – | 0.01 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 08/29 2.85 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $90K | – | 0.00 |
| SOUTHERN CAL EDISON 1ST REF MORT 02/36 5.625 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $999K | – | 0.03 |
| SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $689K | – | 0.02 |
| SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $210K | – | 0.01 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/30 2.55 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $697K | – | 0.02 |
| SOUTHERN CO SR UNSECURED 04/30 3.7 | Long | Debt | US | $2M | – | 0.06 |
| SOUTHERN GAS CORRIDOR GOVT GUARANT REGS 03/26 6.875 (SOUTHERN GAS CORRIDOR CJSC) | Long | Debt | AZ | $7M | – | 0.21 |
| SOUTHWESTERN ENERGY CO COMPANY GUAR 02/29 5.375 (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $642K | – | 0.02 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 (SPECIALTY UNDERWRITING & RESID 2006-AB1) | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2C (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2007-BC2) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| SPEEDWAY MOT/SPEEDWAY FD SR UNSECURED 144A 11/27 4.875 (SPEEDWAY MOTORSPORTS LLC / SPEEDWAY FUNDING II INC) | Long | Debt | US | $908K | – | 0.03 |
| SPIRIT AEROSYSTEMS INC SECURED 144A 11/30 9.75 | Long | Debt | US | $2M | – | 0.07 |
| SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1 (SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A) | Long | Debt | US | $301K | – | 0.01 |
| SPIRIT AIR 2017 1 PTT A PASS THRU CE 08/31 3.65 (SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A) | Long | Debt | US | $59K | – | 0.00 |
| SPIRIT LOYALTY KY LTD/IP SR SECURED 144A 09/25 8 (SPIRIT AIRLINES INC (LOYALTY)) | Long | Debt | KY | $1M | – | 0.04 |
| SPRINT LLC COMPANY GUAR 02/25 7.625 | Long | Debt | US | $13M | – | 0.38 |
| SPRINT LLC COMPANY GUAR 03/26 7.625 | Long | Debt | US | $3M | – | 0.09 |
| SS+C TECHNOLOGIES INC COMPANY GUAR 144A 06/32 6.5 (SS&C TECHNOLOGIES INC) | Long | Debt | US | $6M | – | 0.17 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 05/30 VAR | Long | Debt | GB | $2M | – | 0.07 |
| STANDARD CHARTERED PLC SUBORDINATED 144A 02/36 VAR | Long | Debt | GB | $2M | – | 0.06 |
| STANDARD INDUSTRIES INC SR UNSECURED 144A 01/28 4.75 | Long | Debt | US | $1M | – | 0.03 |
| STANDARD INDUSTRIES INC SR UNSECURED 144A 01/31 3.375 | Long | Debt | US | $5M | – | 0.16 |
| STANDARD INDUSTRIES INC SR UNSECURED 144A 02/27 5 | Long | Debt | US | $1M | – | 0.03 |
| STANDARD INDUSTRIES INC SR UNSECURED 144A 07/30 4.375 | Long | Debt | US | $1M | – | 0.03 |
| STANDARD INDUSTRIES INC SR UNSECURED REGS 11/26 2.25 | Long | Debt | US | $4M | – | 0.12 |
| STANDARD INDUSTRIES INC. 2021 TERM LOAN B | Long | Loan | US | $3M | – | 0.08 |
| START LTD. STARR 2019 1 A 144A (START IRELAND 2019-1) | Long | ABS-other | BM | $239K | – | 0.01 |
| STATE OF ISRAEL SR UNSECURED REGS 05/60 3.8 (ISRAEL GOVT) | Long | Debt | IL | $2M | – | 0.05 |
| STATE OF QATAR SR UNSECURED REGS 03/49 4.817 (QATAR GOVT) | Long | Debt | QA | $4M | – | 0.12 |
| STATE OF QATAR SR UNSECURED REGS 04/50 4.4 (QATAR GOVT) | Long | Debt | QA | $3M | – | 0.09 |
| STATION CASINOS LLC COMPANY GUAR 144A 02/28 4.5 | Long | Debt | US | $1M | – | 0.03 |
| STATION CASINOS LLC COMPANY GUAR 144A 12/31 4.625 | Long | Debt | US | $2M | – | 0.05 |
| STIFEL FINANCIAL CORP SR UNSECURED 05/30 4 | Long | Debt | US | $904K | – | 0.03 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 14 B1 (STRUCTURED ADJUSTABLE RATE MTGE 2004-14) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 3A1 (STRUCTURED ADJUSTABLE RT MTG LN 2004-20) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-18) | Long | ABS-mortgage backed security | US | $363K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-2) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2 (STRUCTURED ADJ RATE MTGE LOAN 2006-8) | Long | ABS-mortgage backed security | US | $425K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 3 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-3) | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 6 A3 (STRUCTURED ASSET INVST LN TR 2004-6) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 3 M4 (STRUCTURED ASSET INVST LN TR 2005-3) | Long | ABS-mortgage backed security | US | $10M | – | 0.30 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 (STRUCTURED ASSET INVEST LN TR 2006-BNC3) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $440K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 2A2 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1 (STRUCTURED ASSET SECURITIES CRP 2003-22A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 BC4 A1 (STRUCTURED ASSET SECURITIES CO-2007-BC4) | Long | ABS-mortgage backed security | US | $766K | – | 0.02 |
| STRYKER CORP SR UNSECURED 06/50 2.9 (STRYKER CORPORATION) | Long | Debt | US | $263K | – | 0.01 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/25 2.348 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $884K | – | 0.03 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/30 2.75 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.05 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/30 2.13 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $335K | – | 0.01 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/32 1 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $5K | – | 0.00 |
| SUNOCO LP/FINANCE CORP COMPANY GUAR 05/29 4.5 (SUNOCO LP / SUNOCO FINANCE CORP) | Long | Debt | US | $2M | – | 0.05 |
| SUNRISE FINCO I BV SR SECURED 144A 07/31 4.875 | Long | Debt | NL | $2M | – | 0.06 |
| SUPERIOR PLUS/GEN PRTNR COMPANY GUAR 144A 03/29 4.5 (SUPERIOR PLUS LP / SUPERIOR GENERAL PARTNER INC) | Long | Debt | CA | $735K | – | 0.02 |
| SYMPHONY CLO LTD SYMP 2024 43A A1 144A (SYMPHONY CLO 43 LTD 24-43A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.31 |
| SYNCHRONY FINANCIAL SR UNSECURED 10/31 2.875 | Long | Debt | US | $1M | – | 0.04 |
| SYSTEM ENERGY RESOURCES 1ST MORTGAGE 12/25 2.14 (SYSTEM ENERGY RESOURCES INC) | Long | Debt | US | $1M | – | 0.03 |
| T MOBILE USA INC COMPANY GUAR 02/26 2.25 (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.04 |
| T MOBILE USA INC COMPANY GUAR 02/28 2.05 (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.06 |
| T MOBILE USA INC COMPANY GUAR 02/29 2.625 (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.07 |
| T MOBILE USA INC COMPANY GUAR 02/31 2.55 (T-MOBILE USA INC) | Long | Debt | US | $989K | – | 0.03 |
| T MOBILE USA INC COMPANY GUAR 02/31 2.875 (T-MOBILE USA INC) | Long | Debt | US | $3M | – | 0.08 |
| T MOBILE USA INC COMPANY GUAR 02/41 3 (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.04 |
| T MOBILE USA INC COMPANY GUAR 04/27 3.75 (T-MOBILE USA INC) | Long | Debt | US | $731K | – | 0.02 |
| T MOBILE USA INC COMPANY GUAR 04/30 3.875 (T-MOBILE USA INC) | Long | Debt | US | $4M | – | 0.13 |
| T MOBILE USA INC COMPANY GUAR 04/31 3.5 (T-MOBILE USA INC) | Long | Debt | US | $3M | – | 0.09 |
| TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 12/30 6 (TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP) | Long | Debt | US | $2M | – | 0.05 |
| TALLGRASS NRG PRTNR/FIN SR UNSECURED 144A 02/29 7.375 (TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP) | Long | Debt | US | $2M | – | 0.07 |
| TARGA RESOURCES PARTNERS COMPANY GUAR 01/29 6.875 (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $595K | – | 0.02 |
| TARGA RESOURCES PARTNERS COMPANY GUAR 01/32 4 (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $699K | – | 0.02 |
| TARGA RESOURCES PARTNERS COMPANY GUAR 02/31 4.875 (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $4M | – | 0.14 |
| TEAMSYSTEM SPA SR SECURED REGS 02/28 3.5 | Long | Debt | IT | $409K | – | 0.01 |
| TECK RESOURCES LIMITED SR UNSECURED 07/30 3.9 | Long | Debt | CA | $966K | – | 0.03 |
| TEGNA INC COMPANY GUAR 03/28 4.625 | Long | Debt | US | $2M | – | 0.06 |
| TEGNA INC COMPANY GUAR 144A 03/26 4.75 | Long | Debt | US | $979K | – | 0.03 |
| TELECOM ITALIA CAPITAL COMPANY GUAR 07/36 7.2 (TELECOM ITALIA CAPITAL SA) | Long | Debt | LU | $96K | – | 0.00 |
| TELECOM ITALIA SPA SR UNSECURED REGS 07/28 7.875 (TELECOM ITALIA SPA (AKA: TIM SPA)) | Long | Debt | IT | $4M | – | 0.12 |
| TELEFLEX INC COMPANY GUAR 11/27 4.625 (TELEFLEX INCORPORATED) | Long | Debt | US | $193K | – | 0.01 |
| TENET HEALTHCARE CORP SR SECURED 01/30 4.375 (TENET HEALTHCARE CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| TENET HEALTHCARE CORP SR SECURED 06/28 4.625 (TENET HEALTHCARE CORPORATION) | Long | Debt | US | $628K | – | 0.02 |
| TER FINANCE LTD JERSEY SECURED 144A 01/25 0.00000 (TER FINANCE (JERSEY) LIMITED) | Long | Debt | JE | $2M | – | 0.05 |
| TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517 | Long | Debt | GB | $9M | – | 0.26 |
| TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006 | Long | Debt | GB | $240K | – | 0.01 |
| TESCO PROPERTY FIN 6 PLC SR SECURED REGS 07/44 5.4111 (TESCO PROPERTY FINANCE 6 PLC) | Long | Debt | GB | $108K | – | 0.00 |
| THAMES WATER UTIL FIN SR SECURED REGS 01/31 4.375 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $6M | – | 0.17 |
| TIERRA MOJADA LUX II SRL SR SECURED 144A 12/40 5.75 (TIERRA MOJADA LUXEMBOURG II SA RL) | Long | Debt | LU | $4M | – | 0.13 |
| TK ELEVATOR MIDCO GMBH SR SECURED REGS 07/27 4.375 (TK ELEVATOR (VERTICAL MIDCO GMBH)) | Long | Debt | DE | $1M | – | 0.03 |
| TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75 | Long | Debt | US | $584K | – | 0.02 |
| TOPBUILD CORP COMPANY GUAR 144A 02/32 4.125 | Long | Debt | US | $882K | – | 0.03 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $8M | – | 0.25 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY1 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY1) | Long | ABS-mortgage backed security | US | $7M | – | 0.20 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $349K | – | 0.01 |
| TP ICAP FINANCE PLC SR UNSECURED REGS 05/26 5.25 | Long | Debt | GB | $6M | – | 0.19 |
| TRANSDIGM INC COMPANY GUAR 01/29 4.625 | Long | Debt | US | $724K | – | 0.02 |
| TRANSDIGM, INC. 2023 TERM LOAN J (TRANSDIGM INC) | Long | Loan | US | $3M | – | 0.10 |
| TRANSURBAN FINANCE CO SR SECURED 144A 03/31 2.45 (TRANSURBAN FINANCE COMPANY PTY LTD) | Long | Debt | AU | $670K | – | 0.02 |
| TRAVEL + LEISURE CO SR SECURED 04/27 6 (TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)) | Long | Debt | US | $188K | – | 0.01 |
| TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625 (TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)) | Long | Debt | US | $1M | – | 0.03 |
| TRAVEL + LEISURE CO SR SECURED 144A 12/29 4.5 (TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)) | Long | Debt | US | $2M | – | 0.06 |
| TREEHOUSE FOODS INC COMPANY GUAR 09/28 4 | Long | Debt | US | $2M | – | 0.05 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.05 |
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A (TRINITAS CLO XII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.21 |
| TRIPADVISOR INC COMPANY GUAR 144A 07/25 7 | Long | Debt | US | $873K | – | 0.03 |
| TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $2M | – | 0.05 |
| TRUST FIBRAUNO SR UNSECURED 144A 02/34 7.375 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $2M | – | 0.06 |
| TURKEY EM SP MYC | Derivative-credit | US | $-105K | – | -0.00 | |
| TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2 (TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | TR | $148K | – | 0.00 |
| TWILIO INC COMPANY GUAR 03/29 3.625 | Long | Debt | US | $2M | – | 0.05 |
| UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5 | Long | Debt | US | $907K | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 01/29 VAR | Long | Debt | CH | $4M | – | 0.12 |
| UBS GROUP AG SR UNSECURED 144A 02/30 VAR | Long | Debt | CH | $2M | – | 0.06 |
| UBS GROUP AG SR UNSECURED 144A 02/32 VAR | Long | Debt | CH | $563K | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $3M | – | 0.09 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $1M | – | 0.04 |
| UBS GROUP AG SR UNSECURED 144A 09/25 VAR | Long | Debt | CH | $2M | – | 0.06 |
| UBS GROUP AG SR UNSECURED 144A 09/30 VAR | Long | Debt | CH | $3M | – | 0.08 |
| UKG INC SR SECURED 144A 02/31 6.875 (ULTIMATE KRONOS GROUP INC) | Long | Debt | US | $8M | – | 0.25 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 01/32 4.375 (UKRAINE GOVT) | Long | Debt | UA | $3M | – | 0.09 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 06/28 6.75 (UKRAINE GOVT) | Long | Debt | UA | $2M | – | 0.05 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 09/24 7.75 (UKRAINE GOVT) | Long | Debt | UA | $6M | – | 0.18 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 09/25 7.75 (UKRAINE GOVT) | Long | Debt | UA | $1M | – | 0.03 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 09/25 7.75 (UKRAINE GOVT) | Long | Debt | UA | $447K | – | 0.01 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 09/28 7.75 (UKRAINE GOVT) | Long | Debt | UA | $1M | – | 0.04 |
| UNICREDIT SPA SR UNSECURED 144A 09/26 VAR | Long | Debt | IT | $8M | – | 0.25 |
| UNITED AIR 2016 1 AA PTT PASS THRU CE 01/30 3.1 (UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $168K | – | 0.01 |
| UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5 (UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $340K | – | 0.01 |
| UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15 (UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $992K | – | 0.03 |
| UNITED AIR 2019 2 A PTT PASS THRU CE 11/29 2.9 (UNITED AIRLINES 2019-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $471K | – | 0.01 |
| UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7 (UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $210K | – | 0.01 |
| UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 (UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.09 |
| UNITED AIR 2023 1 A PTT PASS THRU CE 07/37 5.8 (UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.09 |
| UNITED AIRLINES INC SR SECURED 144A 04/26 4.375 | Long | Debt | US | $5M | – | 0.15 |
| UNITED AIRLINES INC SR SECURED 144A 04/29 4.625 | Long | Debt | US | $1M | – | 0.04 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $14M | – | 0.41 |
| UNITED MEXICAN STATES SR UNSECURED 02/52 4.4 (MEXICO GOVT) | Long | Debt | MX | $737K | – | 0.02 |
| UNITED MEXICAN STATES SR UNSECURED 04/32 4.75 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.05 |
| UNITED MEXICAN STATES SR UNSECURED 04/51 5 (MEXICO GOVT) | Long | Debt | MX | $2M | – | 0.05 |
| UNITED MEXICAN STATES SR UNSECURED 04/71 3.75 (MEXICO GOVT) | Long | Debt | MX | $543K | – | 0.02 |
| UNITED MEXICAN STATES SR UNSECURED 05/32 4.4899 (MEXICO GOVT) | Long | Debt | MX | $953K | – | 0.03 |
| UNITED MEXICAN STATES SR UNSECURED 05/61 3.771 (MEXICO GOVT) | Long | Debt | MX | $18M | – | 0.55 |
| UNITED MEXICAN STATES SR UNSECURED 08/41 4.28 (MEXICO GOVT) | Long | Debt | MX | $562K | – | 0.02 |
| UNITED MEXICAN STATES SR UNSECURED 12/99 5.75 (MEXICO GOVT) | Long | Debt | MX | $5M | – | 0.14 |
| UNIVISION COMMUNICATIONS SR SECURED 144A 05/29 4.5 (UNIVISION COMMUNICATIONS INC) | Long | Debt | US | $1M | – | 0.04 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-919.63 | – | -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 | $613.49 | – | 0.00 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $32K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-927.15 | – | -0.00 | |
| US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95 (US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $187K | – | 0.01 |
| US FOODS INC COMPANY GUAR 144A 02/29 4.75 | Long | Debt | US | $570K | – | 0.02 |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $11K | – | 0.00 | |
| US RENAL CARE INC SR SECURED 144A 06/28 10.625 | Long | Debt | US | $684K | – | 0.02 |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $39M | – | 1.20 |
| US TREASURY N/B 02/43 3.125 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 0.46 |
| US TREASURY N/B 02/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $25M | – | 0.77 |
| US TREASURY N/B 05/43 2.875 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.30 |
| US TREASURY N/B 07/24 2.125 (UNITED STATES GOVT) | Long | Debt | US | $34M | – | 1.03 |
| US TREASURY N/B 08/41 1.75 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.30 |
| US TREASURY N/B 09/24 2.125 (UNITED STATES GOVT) | Long | Debt | US | $22M | – | 0.68 |
| US TREASURY N/B 11/24 2.25 (UNITED STATES GOVT) | Long | Debt | US | $16M | – | 0.49 |
| US TREASURY N/B 11/43 3.75 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.04 |
| US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT) | Long | Debt | US | $12M | – | 0.36 |
| UZBEKISTAN INTL BOND SR UNSECURED 144A 05/27 5.375 (UZBEKISTAN GOVT) | Long | Debt | UZ | $2M | – | 0.07 |
| VALARIS LTD SECURED 144A 04/30 8.375 (VALARIS LIMITED) | Long | Debt | BM | $1M | – | 0.03 |
| VALE OVERSEAS LIMITED COMPANY GUAR 07/30 3.75 (VALE OVERSEAS LTD) | Long | Debt | KY | $414K | – | 0.01 |
| VALE OVERSEAS LIMITED COMPANY GUAR 11/39 6.875 (VALE OVERSEAS LTD) | Long | Debt | KY | $822K | – | 0.03 |
| VALVOLINE INC SR UNSECURED 144A 06/31 3.625 | Long | Debt | US | $1M | – | 0.04 |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $3K | – | 0.00 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $7M | – | 0.21 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $4M | – | 0.11 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5 | Long | Debt | US | $7M | – | 0.23 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125 | Long | Debt | US | $3M | – | 0.09 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375 | Long | Debt | US | $3M | – | 0.08 |
| VERISURE HOLDING AB SR SECURED REGS 02/27 3.25 | Long | Debt | SE | $2M | – | 0.06 |
| VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5 (VERITAS US INC / VERITAS BERMUDA LTD) | Long | Debt | US | $554K | – | 0.02 |
| VERIZON COMMUNICATIONS SR UNSECURED 03/31 2.55 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $1M | – | 0.03 |
| VERIZON COMMUNICATIONS SR UNSECURED 10/56 2.987 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $3M | – | 0.08 |
| VERTIV GROUP CORPORATION SR SECURED 144A 11/28 4.125 | Long | Debt | US | $2M | – | 0.05 |
| VERUS SECURITIZATION TRUST VERUS 2020 INV1 A3 144A (VERUS SECURITIZATION TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A (VERUS SECURITIZATION TRUST 2023-6) | Long | ABS-mortgage backed security | US | $7M | – | 0.20 |
| VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A (VERUS SECURITIZATION TRUST 2023-7) | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A (VERUS SECURITIZATION TRUST 2023-INV1) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $1M | – | 0.03 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $3M | – | 0.10 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 08/30 4.125 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $569K | – | 0.02 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 12/26 4.25 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $2M | – | 0.06 |
| VIKING CRUISES LTD SR UNSECURED 144A 02/29 7 | Long | Debt | BM | $1M | – | 0.04 |
| VIKING OCEAN CRUISES SHI SR SECURED 144A 02/29 5.625 (VIKING OCEAN CRUISES SHIP VII LTD) | Long | Debt | BM | $538K | – | 0.02 |
| VIPER ENERGY INC SR UNSECURED 144A 11/27 5.375 | Long | Debt | US | $3M | – | 0.08 |
| VIRGIN MEDIA SECURED FIN SR SECURED 144A 05/29 5.5 (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $8M | – | 0.24 |
| VIRGIN MEDIA SECURED FIN SR SECURED REGS 01/30 4.25 (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $6M | – | 0.17 |
| VIRGIN MEDIA SECURED FIN SR SECURED REGS 04/27 5 (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $4M | – | 0.12 |
| VIRGIN MEDIA SECURED FIN SR SECURED REGS 05/29 5.25 (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $115K | – | 0.00 |
| VIRGIN MEDIA VENDOR FIN SR SECURED REGS 07/28 4.875 (VIRGIN MEDIA VENDOR FINANCING NOTES III DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $4M | – | 0.11 |
| VMED O2 UK FINAN SR SECURED 144A 01/31 4.25 (VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)) | Long | Debt | GB | $3M | – | 0.10 |
| VOC ESCROW LTD SR SECURED 144A 02/28 5 | Long | Debt | BM | $2M | – | 0.07 |
| VODAFONE GROUP PLC SR UNSECURED 02/30 7.875 | Long | Debt | GB | $339K | – | 0.01 |
| VODAFONE GROUP PLC SR UNSECURED 02/43 4.375 | Long | Debt | GB | $3M | – | 0.10 |
| VODAFONE GROUP PLC SR UNSECURED 05/48 5.25 | Long | Debt | GB | $922K | – | 0.03 |
| VODAFONE GROUP PLC SR UNSECURED 06/49 4.875 | Long | Debt | GB | $806K | – | 0.02 |
| VODAFONE GROUP PLC SR UNSECURED 06/59 5.125 | Long | Debt | GB | $609K | – | 0.02 |
| WABTEC TRANSPORTATION COMPANY GUAR 12/27 1.25 (WABTEC TRANSPORTATION NETHERLANDS BV) | Long | Debt | NL | $397K | – | 0.01 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 A 2A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-A) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-B) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| WALGREENS BOOTS ALLIANCE SR UNSECURED 11/25 3.6 (WALGREENS BOOTS ALLIANCE INC) | Long | Debt | US | $3M | – | 0.10 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $537.55 | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A (WASHINGTON MUTUAL 2002 AR2) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A (WASHINGTON MUTUAL 2002-AR6) | Long | ABS-mortgage backed security | US | $726.39 | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A (WASHINGTON MUTUAL 2002-AR9) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 1A6 (WASHINGTON MUTUAL 2003-AR9) | Long | ABS-mortgage backed security | US | $951K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A (WASHINGTON MUTUAL 2005-AR11) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1 (WASHINGTON MUTUAL 2005-AR15) | Long | ABS-mortgage backed security | US | $367K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A1 (WASHINGTON MUTUAL 2005-AR17) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1 (WASHINGTON MUTUAL 2006-AR10) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A (WASHINGTON MUTUAL 2006 AR7) | Long | ABS-mortgage backed security | US | $359K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $652K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 4A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A (WAMU MORTGAGE P/T CERTIFICATES 2007-OA1) | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A1B (WAMU MTGE P/T CERT 2007-OA5) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625 (CALIBER COLLISION (WAND NEWCO 3 INC)) | Long | Debt | US | $2M | – | 0.05 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A4 (WASHING MUTUAL MTGE P/T 2006-7) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA5 A1B (WASHINGTON MUTUAL MTGE P/T 2007-OA5) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OC1 A1 (WASHINGTON MUTUAL MTGE P/T 2007-OC1) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 3 (WELLS FARGO & COMPANY) | Long | Debt | US | $271K | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 04/41 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.21 |
| WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.08 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C55 A5 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55) | Long | ABS-mortgage backed security | US | $788K | – | 0.02 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2003 I A1 (WELLS FARGO MORTGAGE BACK SEC TR 2003-I) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR5 2A1 (WELLS FARGO MTGE BK SEC TR 2006-AR5) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR8 A1 (WELLS FARGO MTGE BACKED SEC 2007-AR8) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| WELLTOWER OP LLC COMPANY GUAR 04/28 4.25 | Long | Debt | US | $372K | – | 0.01 |
| WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75 (WESTERN DIGITAL CORPORATION) | Long | Debt | US | $3M | – | 0.09 |
| WESTERN MIDSTREAM OPERAT SR UNSECURED 02/25 3.1 (WESTERN MIDSTREAM OPERATING LP) | Long | Debt | US | $197K | – | 0.01 |
| WESTERN MIDSTREAM OPERAT SR UNSECURED 02/30 4.05 (WESTERN MIDSTREAM OPERATING LP) | Long | Debt | US | $2M | – | 0.07 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) | Long | Debt | US | $98K | – | 0.00 |
| WEYERHAEUSER CO SR UNSECURED 03/32 7.375 (WEYERHAEUSER COMPANY) | Long | Debt | US | $568K | – | 0.02 |
| WEYERHAEUSER CO SR UNSECURED 04/30 4 (WEYERHAEUSER COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| WEYERHAEUSER CO SR UNSECURED 10/27 6.95 (WEYERHAEUSER COMPANY) | Long | Debt | US | $484K | – | 0.01 |
| WHITE CAP BUYER LLC 2024 FUNGIBLE TERM LOAN B (WHITE CAP SUPPLY HOLDINGS LLC) | Long | Loan | US | $1M | – | 0.03 |
| WHITE CAP BUYER LLC 2024 TERM LOAN B | Long | Loan | US | $968K | – | 0.03 |
| WHITE CAP BUYER LLC SR UNSECURED 144A 10/28 6.875 | Long | Debt | US | $1M | – | 0.03 |
| WHITE CAP PARENT LLC SR UNSECURED 144A 03/26 8.25 | Long | Debt | US | $701K | – | 0.02 |
| WILLIS NORTH AMERICA INC COMPANY GUAR 09/29 2.95 | Long | Debt | US | $179K | – | 0.01 |
| WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75 (WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)) | Long | Debt | US | $943K | – | 0.03 |
| WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B (WINDSTREAM SERVICES II LLC) | Long | Loan | US | $385K | – | 0.01 |
| WINDSTREAM SERVICES LLC 2022 INCREMENTAL TERM LOAN (WINDSTREAM SERVICES II LLC) | Long | Loan | US | $4M | – | 0.12 |
| WINDSTREAM UNITS EQUITY (WINDSTREAM HOLDINGS II LLC) | Long | Equity-common | US | $838K | 50K | 0.03 |
| WMG ACQUISITION CORP SR SECURED REGS 08/31 2.25 (WARNER MUSIC (WMG ACQUISITION CORP)) | Long | Debt | US | $749K | – | 0.02 |
| WORLDWIDE EXPS OPTN LLC 2021 1ST LIEN TERM LOAN (WORLDWIDE EXPRESS (WWEX UNI TOPCO HOLDINGS LLC)) | Long | Loan | US | $1M | – | 0.03 |
| WR GRACE HOLDING LLC SR SECURED 144A 06/27 4.875 (WR GRACE HOLDINGS LLC) | Long | Debt | US | $2M | – | 0.05 |
| WYNDHAM HOTELS + RESORTS COMPANY GUAR 144A 08/28 4.375 (WYNDHAM HOTELS & RESORTS INC) | Long | Debt | US | $3M | – | 0.08 |
| WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25 (WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP) | Long | Debt | US | $4M | – | 0.11 |
| WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625 (WYNN MACAU LIMITED) | Long | Debt | KY | $4M | – | 0.13 |
| WYNN MACAU LTD SR UNSECURED REGS 08/28 5.625 (WYNN MACAU LIMITED) | Long | Debt | KY | $845K | – | 0.03 |
| WYNN RESORTS FINANCE LLC COMPANY GUAR 144A 10/29 5.125 (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $2M | – | 0.07 |
| YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75 | Long | Debt | US | $1M | – | 0.04 |
| YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947 (YINSON BORONIA PRODUCTION BV) | Long | Debt | NL | $5M | – | 0.16 |
| YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6 (YINSON PRODUCTION FINANCIAL SERVICES PTE LTD) | Long | Debt | SG | $1M | – | 0.04 |
| YUM BRANDS INC SR UNSECURED 01/32 4.625 (YUM! BRANDS INC) | Long | Debt | US | $2M | – | 0.06 |
| ZAYO GROUP HOLDINGS INC SR SECURED 144A 03/27 4 | Long | Debt | US | $208K | – | 0.01 |
| ZCS BRL 10.28355 04/09/24-01/04/27 CME | Derivative-interest rate | BR | $-875K | – | -0.03 | |
| ZEPHYRUS CAPITAL AVIATION PART TERM LOAN (ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1) | Long | ABS-other | US | $108K | – | 0.00 |
| ZF NA CAPITAL COMPANY GUAR 144A 04/28 6.875 (ZF NORTH AMERICA CAPITAL INC) | Long | Debt | US | $2M | – | 0.06 |
| ZF NA CAPITAL COMPANY GUAR 144A 04/30 6.75 (ZF NORTH AMERICA CAPITAL INC) | Long | Debt | US | $6M | – | 0.19 |
| ZF NA CAPITAL COMPANY GUAR 144A 04/32 6.875 (ZF NORTH AMERICA CAPITAL INC) | Long | Debt | US | $5M | – | 0.16 |
| ZIPRECRUITER INC SR UNSECURED 144A 01/30 5 | Long | Debt | US | $870K | – | 0.03 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.