PIMCOFUNDS > PIMCO Funds
PIMCO Long Duration Total Return Fund
$2.89B
Avg Monthly Net Assets
$5.30B
Total Assets
$2.83B
Total Liabilities
$2.46B
Net Assets
PIMCO Long Duration Total Return Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has four share classes
and monthly net assets of $2.89B.
On August 28th, 2024 it reported 1,262 holdings, the largest
being UNITED STATES GOVT (14.7%), UNITED STATES GOVT (11.3%) and UNITED STATES GOVT (10.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000080408 | PLRAX | |
| Class C | C000195167 | PLRCX | |
| Class I-2 | C000064164 | PLRPX | |
| Institutional | C000035567 | PLRIX |
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 |
|---|---|---|---|---|---|---|
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.41 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.41 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-1.03 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-34K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-518 | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-802.78 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-786.38 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-666.12 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-974.15 | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-763.23 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-640.85 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-746.96 | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-24K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-35K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/29 5.375 (ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC) | Long | Debt | AE | $2M | – | 0.07 |
| ACCIDENT FUND INS CO AM SUBORDINATED 144A 08/32 8.5 (ACCIDENT FUND INSURANCE CO OF AMERICA) | Long | Debt | US | $2M | – | 0.08 |
| ACE SECURITIES CORP. ACE 2004 IN1 M1 (ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2004-IN1) | Long | ABS-mortgage backed security | US | $739K | – | 0.03 |
| ADANI TRANS STEP ONE LTD SR SECURED 144A 05/36 4.25 (ADANI TRANSMISSION STEP ONE LIMITED) | Long | Debt | IN | $878K | – | 0.04 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 2A21 (ADJUSTABLE RATE MORTAGE TRUST 2005-7) | Long | ABS-mortgage backed security | US | $434K | – | 0.02 |
| AEP TEXAS INC SR UNSECURED 02/33 6.65 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $2M | – | 0.08 |
| AEP TEXAS INC SR UNSECURED 05/49 4.15 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $825K | – | 0.03 |
| AEP TEXAS INC SR UNSECURED 06/33 5.4 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $3M | – | 0.13 |
| AEP TRANSMISSION CO LLC SR UNSECURED 04/50 3.65 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $36K | – | 0.00 |
| AEP TRANSMISSION CO LLC SR UNSECURED 08/51 2.75 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $420K | – | 0.02 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/28 3.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $2M | – | 0.08 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $860K | – | 0.03 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 04/26 4.45 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $589K | – | 0.02 |
| AES CORP/THE JR SUBORDINA 01/55 VAR (AES CORPORATION) | Long | Debt | US | $4M | – | 0.16 |
| AES CORP/THE SR UNSECURED 06/28 5.45 (AES CORPORATION) | Long | Debt | US | $898K | – | 0.04 |
| AIB GROUP PLC SR UNSECURED 144A 09/29 VAR (AIB GROUP PLC (AKA: ALLIED IRISH BANKS)) | Long | Debt | IE | $2M | – | 0.10 |
| AIR CANADA 2015 2AA PTT PASS THRU CE 144A 06/29 3.75 (AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | CA | $231K | – | 0.01 |
| AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3 (AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | CA | $526K | – | 0.02 |
| 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 | $735K | – | 0.03 |
| AIRCASTLE LTD SR UNSECURED 06/26 4.25 (AIRCASTLE LIMITED) | Long | Debt | BM | $780K | – | 0.03 |
| AIRCASTLE LTD SR UNSECURED 144A 01/28 2.85 (AIRCASTLE LIMITED) | Long | Debt | BM | $3M | – | 0.12 |
| AKER BP ASA COMPANY GUAR 144A 07/31 3.1 | Long | Debt | NO | $1M | – | 0.06 |
| ALABAMA POWER CO SR UNSECURED 01/46 4.3 (ALABAMA POWER COMPANY) | Long | Debt | US | $585K | – | 0.02 |
| ALABAMA POWER CO SR UNSECURED 07/48 4.3 (ALABAMA POWER COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.07 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 03/52 3.55 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $1M | – | 0.05 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 04/53 5.15 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $1M | – | 0.05 |
| ALLIANT ENERGY FINANCE COMPANY GUAR 144A 03/26 1.4 (ALLIANT ENERGY FINANCE LLC) | Long | Debt | US | $926K | – | 0.04 |
| ALLIANT ENERGY FINANCE COMPANY GUAR 144A 03/32 3.6 (ALLIANT ENERGY FINANCE LLC) | Long | Debt | US | $1M | – | 0.06 |
| AMER AIRLINE 16 3 A PTT PASS THRU CE 04/30 3.25 (AMERICAN AIRLINES 2016-3 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.08 |
| AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3 (AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.12 |
| 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 | $125K | – | 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 | $79K | – | 0.00 |
| 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 | $1M | – | 0.05 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $5M | – | 0.22 |
| AMERICAN FINANCIAL GROUP SR UNSECURED 06/47 4.5 (AMERICAN FINANCIAL GROUP INC) | Long | Debt | US | $6M | – | 0.26 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 3 3A11 (AMERICAN HOME MTGE ASSETS 2006-3) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1 (AMERICAN HOME MORTGAGE ASSETS 2006-5) | Long | ABS-mortgage backed security | US | $367K | – | 0.01 |
| AMERICAN HOMES 4 RENT SR UNSECURED 04/32 3.625 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $2M | – | 0.06 |
| AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/41 FIXED 7.834 (AMERICAN MUNICIPAL POWER INC) | Long | Debt | US | $967K | – | 0.04 |
| AMERICAN TOWER CORP SR UNSECURED 01/30 2.9 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $265K | – | 0.01 |
| AMERICAN TOWER CORP SR UNSECURED 01/51 2.95 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $2M | – | 0.07 |
| AMERICAN TOWER CORP SR UNSECURED 06/30 2.1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $1M | – | 0.05 |
| AMERICAN TOWER CORP SR UNSECURED 07/33 5.55 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $3M | – | 0.14 |
| AMERICAN TOWER CORP SR UNSECURED 10/30 1.875 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $1M | – | 0.06 |
| AMERICAN TRANSMISSION SY SR UNSECURED 144A 09/44 5 (AMERICAN TRANSMISSION SYSTEMS INCORPORATED) | Long | Debt | US | $179K | – | 0.01 |
| AMERICAN WATER CAPITAL C SR UNSECURED 09/47 3.75 (AMERICAN WATER CAPITAL CORP) | Long | Debt | US | $1M | – | 0.05 |
| AMGEN INC SR UNSECURED 02/62 4.4 | Long | Debt | US | $874K | – | 0.04 |
| AMGEN INC SR UNSECURED 06/51 4.663 | Long | Debt | US | $3M | – | 0.13 |
| ANTARES HOLDINGS SR UNSECURED 144A 01/27 2.75 (ANTARES HOLDINGS LP) | Long | Debt | US | $2M | – | 0.07 |
| ANTARES HOLDINGS SR UNSECURED 144A 07/27 3.75 (ANTARES HOLDINGS LP) | Long | Debt | US | $4M | – | 0.14 |
| ARBOUR CLO ARBR 11A AR 144A (ARBOUR CLO DAC 11A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.09 |
| ARCH CAPITAL GROUP LTD SR UNSECURED 06/50 3.635 | Long | Debt | BM | $4M | – | 0.14 |
| AREIT CRE TRUST AREIT 2022 CRE6 A 144A (AREIT TRUST 2022-CRE6) | Long | ABS-mortgage backed security | KY | $3M | – | 0.12 |
| ARES FINANCE CO IV LLC COMPANY GUAR 144A 02/52 3.65 | Long | Debt | US | $2M | – | 0.09 |
| ARGENT SECURITIES INC. ARSI 2006 W5 A1A (ARGENT SECURITIES TRUST 2006-W5) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| ARIZONA PUBLIC SERVICE SR UNSECURED 09/50 2.65 (ARIZONA PUBLIC SERVICE COMPANY) | Long | Debt | US | $12K | – | 0.00 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/28 4 | Long | Debt | US | $1M | – | 0.05 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 10/33 5.95 | Long | Debt | US | $2M | – | 0.10 |
| ASIAN DEVELOPMENT BANK SR UNSECURED 06/28 5.82 | Long | Debt | $520K | – | 0.02 | |
| ASSURED GUARANTY US HLDG COMPANY GUAR 09/28 6.125 (ASSURED GUARANTY US HOLDINGS INC) | Long | Debt | US | $2M | – | 0.07 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $378K | – | 0.02 | |
| AT+T INC SR UNSECURED 02/34 5.4 (AT&T INC) | Long | Debt | US | $4M | – | 0.15 |
| AT+T INC SR UNSECURED 09/53 3.5 (AT&T INC) | Long | Debt | US | $1M | – | 0.05 |
| AT+T INC SR UNSECURED 09/55 3.55 (AT&T INC) | Long | Debt | US | $333K | – | 0.01 |
| AT+T INC SR UNSECURED 09/59 3.65 (AT&T INC) | Long | Debt | US | $5M | – | 0.18 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/29 5.583 | Long | Debt | US | $5M | – | 0.18 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516 | Long | Debt | US | $2M | – | 0.09 |
| ATMOS ENERGY CORP SR UNSECURED 02/52 2.85 (ATMOS ENERGY CORPORATION) | Long | Debt | US | $3M | – | 0.12 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/30 6.375 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $4M | – | 0.15 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 08/25 4.125 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $1M | – | 0.05 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC) | Long | ABS-other | US | $7M | – | 0.30 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/25 2.875 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $490K | – | 0.02 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/26 4.25 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $3M | – | 0.10 |
| AXALTA COATING SYSTEMS COMPANY GUAR 144A 02/29 3.375 (AXALTA COATING SYSTEMS LLC) | Long | Debt | US | $448K | – | 0.02 |
| BACARDI LTD / MARTINI BV SR UNSECURED 144A 06/43 5.9 (BACARDI LTD / BACARDI-MARTINI BV) | Long | Debt | BM | $5M | – | 0.22 |
| BALTIMORE GAS + ELECTRIC SR UNSECURED 06/53 5.4 (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $4M | – | 0.17 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1 (BANC OF AMERICA FUNDING CORP 2006-A) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A1 (BANK OF AMERICA MTGE SEC 2005-G) | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/35 VAR (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $2M | – | 0.10 |
| BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/25 4.5 (BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH) | Long | Debt | BR | $4M | – | 0.15 |
| BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 (BANCO DE CREDITO DEL PERU SA) | Long | Debt | PE | $259K | – | 0.01 |
| BANCO SANTANDER SA 03/28 VAR | Long | Debt | ES | $1M | – | 0.05 |
| BANCO SANTANDER SA 11/33 6.938 | Long | Debt | ES | $3M | – | 0.12 |
| BANCO SANTANDER SA SR UNSECURED 03/28 VAR | Long | Debt | ES | $386K | – | 0.02 |
| BANK LEUMI LE ISRAEL SUBORDINATED 144A REGS 07/33 V (BANK LEUMI LE-ISRAEL BM) | Long | Debt | IL | $976K | – | 0.04 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.17 |
| BANK OF AMERICA CORP SR UNSECURED 09/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.18 |
| BAPTIST HLTH SFL OBL GR SR SECURED 11/71 3.115 (BAPTIST HEALTH SOUTH FLORIDA OBLIGATED GROUP) | Long | Debt | US | $2M | – | 0.08 |
| BARCLAYS CAPITAL REPO REPO | Long | Repurchase agreement | US | $20M | – | 0.81 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH A2 144A (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH D 144A (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH) | Long | ABS-mortgage backed security | US | $7M | – | 0.30 |
| BARCLAYS PLC JR SUBORDINA VAR | Long | Debt | GB | $251K | – | 0.01 |
| BARCLAYS PLC SR UNSECURED 05/34 VAR | Long | Debt | GB | $3M | – | 0.12 |
| BARCLAYS PLC SR UNSECURED 09/34 VAR | Long | Debt | GB | $849K | – | 0.03 |
| BARCLAYS PLC SR UNSECURED 11/32 VAR | Long | Debt | GB | $2M | – | 0.08 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 07/64 4.7 | Long | Debt | US | $442K | – | 0.02 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1 (BEAR STEARNS ADJUST RT MTGE TR 2000-) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 21A (BEAR STEARNS ADJ RATE MTGE TR 2004-2) | Long | ABS-mortgage backed security | US | $367.44 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 9 A1 (BEAR STEARNS ADJ RATE MTGE TR 2005-9) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-3) | Long | ABS-mortgage backed security | US | $359K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BEAR STEARNS ALT A TRUST BALTA 2005 8 21A1 (BEAR STEARNS ALT-A TRUST 2005-8) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 11A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE10 1M1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE10) | Long | ABS-mortgage backed security | US | $194K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD4 1A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD4) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR3 1A1 (BEAR STEARNS MTGE FUND TR 2006-AR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BECTON DICKINSON + CO SR UNSECURED 02/29 4.874 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5 (BENCHMARK MORTGAGE TRUST 2019-B9) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| BENEFIT STREET PARTNERS CLO LT BSP 2015 8A A1AR 144A (BENEFIT STREET PARTNERS CLO VIII LTD 2015) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| BERKSHIRE HATHAWAY ENERG SR UNSECURED 04/36 6.125 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $524K | – | 0.02 |
| BERKSHIRE HATHAWAY ENERG SR UNSECURED 05/53 4.6 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $333K | – | 0.01 |
| BERKSHIRE HATHAWAY ENERG SR UNSECURED 10/50 4.25 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $157K | – | 0.01 |
| BERRY GLOBAL INC SR SECURED 01/26 1.57 | Long | Debt | US | $1M | – | 0.05 |
| BERRY GLOBAL INC SR SECURED 04/28 5.5 | Long | Debt | US | $2M | – | 0.09 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/51 3.08 (BETH ISRAEL LAHEY HEALTH INC) | Long | Debt | US | $950K | – | 0.04 |
| BG ENERGY CAPITAL PLC COMPANY GUAR 144A 10/41 5.125 | Long | Debt | GB | $4M | – | 0.16 |
| BGC GROUP INC SR UNSECURED 05/28 8 | Long | Debt | US | $2M | – | 0.08 |
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A (BGCLO 19A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| BLACK HILLS CORP SR UNSECURED 05/34 6.15 (BLACK HILLS CORPORATION) | Long | Debt | US | $4M | – | 0.17 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/32 2 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $2M | – | 0.07 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 08/51 2.85 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $2M | – | 0.07 |
| BLACKSTONE SECURED LEND SR UNSECURED 09/28 2.85 (BLACKSTONE SECURED LENDING FUND) | Long | Debt | US | $202K | – | 0.01 |
| BLUE OWL CAPITAL CORP SR UNSECURED 06/28 2.875 (BLUE OWL CAPITAL CORPORATION) | Long | Debt | US | $3M | – | 0.14 |
| BLUE OWL CREDIT INCOME SR UNSECURED 144A 09/29 6.6 (BLUE OWL CREDIT INCOME CORP) | Long | Debt | US | $789K | – | 0.03 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 02/32 4.375 | Long | Debt | US | $178K | – | 0.01 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 06/31 3.125 | Long | Debt | US | $6M | – | 0.24 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 10/51 4.125 | Long | Debt | US | $3M | – | 0.14 |
| BOEING CO SR UNSECURED 144A 05/29 6.298 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.04 |
| BOEING CO SR UNSECURED 144A 05/34 6.528 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.10 |
| BOEING CO SR UNSECURED 144A 05/54 6.858 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.05 |
| BON SECOURS MERCY SECURED 06/50 3.205 (BON SECOURS MERCY HEALTH INC) | Long | Debt | US | $190K | – | 0.01 |
| BONOS Y OBLIG DEL ESTADO BONDS 144A REGS 10/44 5.15 (SPAIN GOVT) | Long | Debt | ES | $11M | – | 0.45 |
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 08/33 5.95 | Long | Debt | US | $3M | – | 0.10 |
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 09/28 3.875 | Long | Debt | US | $1M | – | 0.04 |
| BOSTON GAS COMPANY SR UNSECURED 144A 07/53 6.119 | Long | Debt | US | $5M | – | 0.19 |
| BOSTON SCIENTIFIC CORP SR UNSECURED 01/40 7.375 (BOSTON SCIENTIFIC CORPORATION) | Long | Debt | US | $15M | – | 0.61 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $13K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $7K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-8K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-36K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-484K | – | -0.02 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $29K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $14K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-12K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-215K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-95K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-29K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-10K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-70K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240725 | Derivative-foreign exchange | ID | $5K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-48K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240725 | Derivative-foreign exchange | IN | $36K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $972.89 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $893.87 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $491.6 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $383.65 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $161.73 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $75.58 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-346.11 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-506.36 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-802.38 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-33K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-758K | – | -0.03 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-53K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $-67K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $2K | – | 0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-23K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-5K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-7K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $47K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-9K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-562.32 | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $858.86 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $48.2 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $197K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $127K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $52K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240726 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240826 | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $29K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240906 | Derivative-foreign exchange | TR | $133K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $226K | – | 0.01 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-77.98 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-79.96 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-101.93 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-116.51 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-141.86 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-160.97 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-168.75 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-168.1 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-181.46 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-217.45 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-232.45 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-555.26 | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-14K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-98K | – | -0.00 | |
| BPCE SA 144A 10/34 VAR | Long | Debt | FR | $14M | – | 0.58 |
| BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR (BRIGHTHOUSE HOLDINGS LLC) | Long | Equity-preferred | US | $1M | 1M | 0.04 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/54 5.55 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $8M | – | 0.31 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 03/62 3.9 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $505K | – | 0.02 |
| BRITISH AIR 19 1 A PTT PASS THRU CE 144A 12/30 3.35 (BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $52K | – | 0.00 |
| BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3 (BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $146K | – | 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 | $272K | – | 0.01 |
| BROADCOM INC COMPANY GUAR 144A 02/33 2.6 | Long | Debt | US | $1M | – | 0.04 |
| BROADCOM INC COMPANY GUAR 144A 02/41 3.5 | Long | Debt | US | $230K | – | 0.01 |
| BROADCOM INC SR UNSECURED 144A 04/29 4 | Long | Debt | US | $1M | – | 0.05 |
| BROADCOM INC SR UNSECURED 144A 04/32 4.15 | Long | Debt | US | $2M | – | 0.07 |
| BROADCOM INC SR UNSECURED 144A 04/33 3.419 | Long | Debt | US | $2M | – | 0.10 |
| BROADCOM INC SR UNSECURED 144A 04/34 3.469 | Long | Debt | US | $6M | – | 0.23 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | Long | Debt | US | $1M | – | 0.05 |
| BROOKFIELD FIN I UK PLC COMPANY GUAR 01/32 2.34 (BROOKFIELD FINANCE I UK PLC / BROOKFIELD FINANCE INC) | Long | Debt | GB | $4M | – | 0.17 |
| BROOKFIELD FINANCE INC COMPANY GUAR 02/52 3.625 | Long | Debt | CA | $557K | – | 0.02 |
| BROOKFIELD FINANCE INC COMPANY GUAR 03/51 3.5 | Long | Debt | CA | $4M | – | 0.17 |
| BROOKFIELD FINANCE INC COMPANY GUAR 09/47 4.7 | Long | Debt | CA | $5M | – | 0.19 |
| BROOKFLD FIN LLC/FIN INC COMPANY GUAR 04/50 3.45 (BROOKFIELD FINANCE LLC / BROOKFIELD FINANCE INC) | Long | Debt | US | $34K | – | 0.00 |
| BROWN + BROWN INC SR UNSECURED 06/34 5.65 (BROWN & BROWN INC) | Long | Debt | US | $2M | – | 0.07 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A (BWAY 2013-1515 MORTGAGE TRUST 2013-1515) | Long | ABS-mortgage backed security | US | $7M | – | 0.28 |
| CABLEVISION LIGHTPATH SR SECURED 144A 09/27 3.875 (CABLEVISION LIGHTPATH LLC) | Long | Debt | US | $2M | – | 0.07 |
| CAIXABANK SA 144A 09/34 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $4M | – | 0.17 |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $1M | – | 0.04 |
| CAIXABANK SA SR UNSECURED 144A 06/35 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $903K | – | 0.04 |
| CAMERON LNG LLC SR SECURED 144A 01/39 3.701 | Long | Debt | US | $1M | – | 0.05 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 11/69 4.2 | Long | Debt | CA | $1M | – | 0.06 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/51 3.1 | Long | Debt | CA | $179K | – | 0.01 |
| CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR | Long | Debt | BM | $3M | – | 0.11 |
| CAPITAL FARM CREDIT ACA JR SUBORDINA 144A 12/99 VAR | Long | Equity-preferred | US | $3M | 3M | 0.11 |
| CARLYLE FINANCE LLC COMPANY GUAR 144A 09/48 5.65 | Long | Debt | US | $6M | – | 0.23 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA) | Long | ABS-collateralized bond/debt obligation | KY | $709K | – | 0.03 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| CARVAL CLO LTD CARVL 2018 1A AR 144A (CARVAL CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $3M | – | 0.12 |
| CATALENT PHARMA SOLUTIONS INC. 2023 TERM LOAN B4 | Long | Loan | US | $1M | – | 0.04 |
| CBAM CLO MANAGEMENT CBAM 2018 5A A 144A (CBAM 2018-5 LTD 5A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| CBAM CLO MANAGEMENT CBAM 2019 9A AR 144A (CBAM-2019-9A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| CBRE SERVICES INC COMPANY GUAR 08/34 5.95 (CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)) | Long | Debt | US | $3M | – | 0.11 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $3M | – | 0.12 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/28 3.276 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $455K | – | 0.02 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $3M | – | 0.10 |
| CDX IG39 5Y ICE | Derivative-credit | US | $6K | – | 0.00 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $64K | – | 0.00 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $968K | – | 0.04 | |
| CELLNEX FINANCE COMPANY GUAR 144A 07/41 3.875 (CELLNEX FINANCE COMPANY SA) | Long | Debt | ES | $553K | – | 0.02 |
| CGI INC SR UNSECURED 09/31 2.3 | Long | Debt | CA | $1M | – | 0.05 |
| CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR | Long | Debt | BM | $249K | – | 0.01 |
| CHARTER COMM OPT LLC/CAP SR SECURED 02/32 2.3 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $664K | – | 0.03 |
| CHARTER COMM OPT LLC/CAP SR SECURED 03/28 4.2 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.08 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/38 5.375 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $523K | – | 0.02 |
| CHARTER COMM OPT LLC/CAP SR SECURED 05/47 5.375 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.07 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $3M | – | 0.11 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.05 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 S3 A10 (CHASE MORTGAGE FINANCE CORP 2005-S3) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| CHASEFLEX TRUST CFLX 2007 2 A1 (CHASEFLEX TRUST 2007-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 06/33 5.95 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $406K | – | 0.02 |
| CHILDREN S HOSPITAL/DC UNSECURED 07/50 2.928 (CHILDRENS HOSPITAL) | Long | Debt | US | $3M | – | 0.10 |
| CHILE ELECTRICITY LUX GOVT GUARANT 144A 01/33 6.01 (CHILE ELECTRICITY LUX MPC SARL) | Long | Debt | LU | $203K | – | 0.01 |
| CI FINANCIAL CORP SR UNSECURED 12/30 3.2 | Long | Debt | CA | $8K | – | 0.00 |
| CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5 | Long | Debt | CA | $1M | – | 0.04 |
| CIFC FUNDING LTD CIFC 2014 2RA A1 144A (CIFC FUNDING LTD 2014-2RA) | Long | ABS-collateralized bond/debt obligation | KY | $942K | – | 0.04 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| CITADEL SECURITIES LP 2024 TERM LOAN B | Long | Loan | US | $2M | – | 0.08 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 12 2A1 144A (CITIGROUP MTGE LOAN TRUST INC 2005-12) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A (CITIGROUP MTGE LOAN TR INC 2007-AHL3) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2D (CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3) | Long | ABS-mortgage backed security | US | $440K | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A (CITIGROUP MTGE LOAN TR INC 2008-RR1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| CITY OF HOPE/THE SR UNSECURED 08/48 4.378 | Long | Debt | US | $830K | – | 0.03 |
| CLEVELAND ELECTRIC ILLUM SR UNSECURED 144A 11/30 4.55 (CLEVELAND ELECTRIC ILLUMINATING COMPANY) | Long | Debt | US | $3M | – | 0.13 |
| CMWLTH FING AUTH PA CMNGEN 06/42 FIXED 2.991 (COMMONWEALTH FINANCING AUTHORITY) | Long | Debt | US | $3M | – | 0.11 |
| CNA FINANCIAL CORP SR UNSECURED 06/33 5.5 (CNA FINANCIAL CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| COBANK ACB JR SUBORDINA 12/99 VAR (COBANK ACB (AKA: COBANK AB)) | Long | Equity-preferred | US | $2M | 2M | 0.08 |
| COLORADO INTERSTATE GAS COMPANY GUAR 06/37 6.85 (COLORADO INTERSTATE GAS COMPANY LLC) | Long | Debt | US | $1M | – | 0.06 |
| COLUMBIA PIPELINES OPCO SR UNSECURED 144A 11/53 6.544 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $3M | – | 0.13 |
| COMM MORTGAGE TRUST COMM 2016 667M A 144A (COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| COMM MORTGAGE TRUST COMM 2018 HOME B 144A (COMM MORTGAGE TRUST 2018-HOME) | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| COMMONWEALTH EDISON CO 1ST MORTGAGE 03/52 3.85 (COMMONWEALTH EDISON COMPANY) | Long | Debt | US | $74K | – | 0.00 |
| COMMUNITY PRESERVATION C SR UNSECURED 02/30 2.867 (COMMUNITY PRESERVATION CORP) | Long | Debt | US | $2M | – | 0.07 |
| CON EDISON CO OF NY INC SR UNSECURED 05/58 4.5 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $2M | – | 0.08 |
| CON EDISON CO OF NY INC SR UNSECURED 12/56 4.3 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $79K | – | 0.00 |
| CON EDISON CO OF NY INC SR UNSECURED 12/60 3 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $415K | – | 0.02 |
| CONSTELLATION BRANDS INC COMPANY GUAR 02/48 4.1 | Long | Debt | US | $6M | – | 0.22 |
| CONSTELLATION EN GEN LLC SR UNSECURED 03/33 5.8 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $8M | – | 0.32 |
| CONTINENTAL RESOURCES COMPANY GUAR 144A 01/31 5.75 (CONTINENTAL RESOURCES INC) | Long | Debt | US | $689K | – | 0.03 |
| CONTINENTAL WIND SR SECURED 144A 02/33 6 (CONTINENTAL WIND LLC) | Long | Debt | US | $1M | – | 0.05 |
| COPT DEFENSE PROP LP COMPANY GUAR 01/29 2 (COPT DEFENSE PROPERTIES LP) | Long | Debt | US | $679K | – | 0.03 |
| COPT DEFENSE PROP LP COMPANY GUAR 04/31 2.75 (COPT DEFENSE PROPERTIES LP) | Long | Debt | US | $579K | – | 0.02 |
| COPT DEFENSE PROP LP COMPANY GUAR 12/33 2.9 (COPT DEFENSE PROPERTIES LP) | Long | Debt | US | $315K | – | 0.01 |
| CORNING INC SR UNSECURED 11/79 5.45 (CORNING INCORPORATED) | Long | Debt | US | $553K | – | 0.02 |
| COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8 | Long | Debt | US | $1M | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 35CB 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-35CB) | Long | ABS-mortgage backed security | US | $781K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 47CB A9 (COUNTRYWIDE ALTERNATIVE LOAN TRUS 2005-47CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-51) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58) | Long | ABS-mortgage backed security | US | $396K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-81) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A15 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J11) | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14 (COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A7 (COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $377K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A (COUNTRYWIDE ALT LOAN TRUST 2006-OA17) | Long | ABS-mortgage backed security | US | $364K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MV7 (COUNTRYWIDE ASSET-BACKED CERTS 2005-1) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 1A (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4) | Long | ABS-mortgage backed security | US | $830K | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-5) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-QH2) | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB6 A2 (COUNTRYWIDE HOME LOANS 2004-HYB6) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1 (COUNTRYWIDE HOME LOANS 2005-1) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 12 1A2 (COUNTRYWIDE HOME LOANS 2005-12) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 R2 AF1 144A (COUNTRYWIDE HOME LOANS 2006-R2) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1 (COUNTRYWIDE HOME LOANS 2007-HY7) | Long | ABS-mortgage backed security | US | $299K | – | 0.01 |
| CREDIT BASED ASSET SERVICING A CBASS 2004 CB6 M1 (CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2004-CB6) | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| CREDIT BASED ASSET SERVICING A CBASS 2004 CB8 M2 (CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2004-CB8) | Long | ABS-mortgage backed security | US | $632K | – | 0.03 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF1A (CREDIT BASED ASSET SRVC & SEC 2007-CB1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB4 A2B (CREDIT BASED ASSET SRVC & SEC 2007-CB4) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP10 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP10) | Long | ABS-mortgage backed security | US | $496K | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL5 A1 144A (CSMC 2020-RPL5 TRUST) | Long | ABS-mortgage backed security | US | $833K | – | 0.03 |
| CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625 | Long | Debt | LU | $4M | – | 0.15 |
| CTR PARTNERSHIP/CARETRST COMPANY GUAR 144A 06/28 3.875 (CTR PARTNERSHIP LP / CARETRUST CAPITAL CORP) | Long | Debt | US | $92K | – | 0.00 |
| CUMULUS STATIC CLO CMLST 2024 1A A 144A (CUMULUS STATIC CLO 2024-1 DAC 24-1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.13 |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A (CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.13 |
| CVS HEALTH CORP SR UNSECURED 06/53 5.875 (CVS HEALTH CORPORATION) | Long | Debt | US | $1M | – | 0.06 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $12M | – | 0.47 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625 | Long | Debt | US | $2M | – | 0.09 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375 | Long | Debt | US | $2M | – | 0.09 |
| DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55 | Long | Debt | US | $199K | – | 0.01 |
| DAE FUNDING LLC COMPANY GUAR REGS 03/28 3.375 | Long | Debt | US | $368K | – | 0.01 |
| DALLAS TX DAL 02/33 ZEROCPNOID 0 (CITY OF DALLAS TEXAS) | Long | Debt | US | $2M | – | 0.08 |
| DANSKE BANK A/S 144A 06/28 4.375 | Long | Debt | DK | $7M | – | 0.29 |
| DANSKE BANK A/S 144A 09/26 VAR | Long | Debt | DK | $3M | – | 0.12 |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 (DOCTORS CO/THE) | Long | Debt | US | $4M | – | 0.16 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 02/29 5.5 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $2M | – | 0.08 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $718K | – | 0.03 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A (DSLA MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| DTE ENERGY CO SR UNSECURED 03/29 5.1 (DTE ENERGY COMPANY) | Long | Debt | US | $2M | – | 0.10 |
| DUKE ENERGY CAROLINAS 1ST REF MORT 06/45 3.75 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $204K | – | 0.01 |
| DUKE ENERGY CAROLINAS 1ST REF MORT 09/42 4 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $323K | – | 0.01 |
| DUKE ENERGY CORP SR UNSECURED 06/54 5.8 (DUKE ENERGY CORPORATION) | Long | Debt | US | $875K | – | 0.04 |
| DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 09/37 6.35 (DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)) | Long | Debt | US | $213K | – | 0.01 |
| DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 11/42 3.85 (DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)) | Long | Debt | US | $4M | – | 0.15 |
| DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/51 3 (DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)) | Long | Debt | US | $2M | – | 0.07 |
| DUKE ENERGY OHIO INC SR UNSECURED 06/33 5.4 | Long | Debt | US | $110K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/33 5.25 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $4M | – | 0.17 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/50 2.5 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $2M | – | 0.09 |
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR | Long | Debt | KY | $2M | – | 0.09 |
| EAST OHIO GAS CO/THE SR UNSECURED 144A 06/50 3 (THE EAST OHIO GAS COMPANY) | Long | Debt | US | $984K | – | 0.04 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A (ECMC GROUP STUDENT LOAN TRUST 2018-1A) | Long | ABS-other | US | $939K | – | 0.04 |
| EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | Long | Debt | US | $333K | – | 0.01 |
| ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $2M | – | 0.09 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/53 6.9 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $2M | – | 0.09 |
| ENBRIDGE INC COMPANY GUAR 03/33 5.7 | Long | Debt | CA | $2M | – | 0.09 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 10/32 7.5 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $5M | – | 0.19 |
| ENERGY TRANSFER LP SR UNSECURED 04/47 5.3 | Long | Debt | US | $7M | – | 0.27 |
| ENERGY TRANSFER LP SR UNSECURED 04/49 6.25 | Long | Debt | US | $100K | – | 0.00 |
| ENERGY TRANSFER LP SR UNSECURED 06/41 6.05 | Long | Debt | US | $3M | – | 0.13 |
| ENERGY TRANSFER LP SR UNSECURED 07/38 7.5 | Long | Debt | US | $5M | – | 0.19 |
| ENERGY TRANSFER LP SR UNSECURED 10/36 6.625 | Long | Debt | US | $5M | – | 0.22 |
| ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/51 2.65 | Long | Debt | US | $35K | – | 0.00 |
| ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/52 3.35 | Long | Debt | US | $183K | – | 0.01 |
| ENTERGY CORP SR UNSECURED 06/28 1.9 (ENTERGY CORPORATION) | Long | Debt | US | $794K | – | 0.03 |
| ENTERGY CORP SR UNSECURED 06/31 2.4 (ENTERGY CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| ENTERGY LOUISIANA LLC 1ST MORTGAGE 03/51 2.9 | Long | Debt | US | $1M | – | 0.05 |
| ENTERGY LOUISIANA LLC 1ST MORTGAGE 12/30 1.6 | Long | Debt | US | $484K | – | 0.02 |
| ENTERGY TEXAS INC 1ST MORTGAGE 03/31 1.75 | Long | Debt | US | $3M | – | 0.10 |
| ENTERGY TEXAS INC 1ST MORTGAGE 09/53 5.8 | Long | Debt | US | $601K | – | 0.02 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/43 4.45 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $859K | – | 0.03 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 09/40 6.45 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $215K | – | 0.01 |
| EPR PROPERTIES COMPANY GUAR 04/28 4.95 | Long | Debt | US | $575K | – | 0.02 |
| EPR PROPERTIES COMPANY GUAR 06/27 4.5 | Long | Debt | US | $574K | – | 0.02 |
| EPR PROPERTIES SR UNSECURED 08/29 3.75 | Long | Debt | US | $803K | – | 0.03 |
| EQUINIX INC SNR S* SP GST | Derivative-credit | US | $103K | – | 0.00 | |
| EQUINIX INC SR UNSECURED 02/52 3.4 | Long | Debt | US | $1M | – | 0.05 |
| EQUITABLE FINANCIAL LIFE SECURED 144A 12/25 5.5 (EQUITABLE FINANCIAL LIFE GLOBAL FUNDING) | Long | Debt | US | $1M | – | 0.06 |
| EQUITABLE HOLDINGS INC SR UNSECURED 01/33 5.594 | Long | Debt | US | $2M | – | 0.06 |
| EQUITABLE HOLDINGS INC SR UNSECURED 04/48 5 | Long | Debt | US | $3M | – | 0.12 |
| ESC LEHMAN BRTH HLDH PROD (LEHMAN BROTHERS HOLDINGS INC) | Long | Debt | US | $660 | – | 0.00 |
| ESSENTIAL UTILITIES INC SR UNSECURED 01/34 5.375 | Long | Debt | US | $2M | – | 0.08 |
| EVERSOURCE ENERGY SR UNSECURED 05/33 5.125 | Long | Debt | US | $4M | – | 0.15 |
| EXPORT IMPORT BANK KOREA SR UNSECURED 01/28 5 (EXPORT-IMPORT BANK OF KOREA (KEXIM)) | Long | Debt | KR | $2M | – | 0.09 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35 | Long | Debt | US | $319K | – | 0.01 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 03/55 6.1 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $2M | – | 0.10 |
| FANNIE MAE FNR 2001 28 Z (FANNIE MAE 2001-28) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FANNIE MAE FNR 2003 24 MZ (FANNIE MAE 2003-24) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2003 76 EZ (FANNIE MAE 2003-76) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE FNR 2004 94 ZA (FANNIE MAE-2004-94) | Long | ABS-mortgage backed security | US | $328K | – | 0.01 |
| FANNIE MAE FNR 2005 69 EZ (FANNIE MAE 2005-69) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FANNIE MAE FNR 2005 74 CZ (FANNIE MAE-2005-74) | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| FANNIE MAE FNR 2005 74 ZO (FANNIE MAE-2005-74) | Long | ABS-mortgage backed security | US | $542K | – | 0.02 |
| FANNIE MAE FNR 2006 15 FC (FANNIE MAE 2006-15) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE FNR 2006 16 ZB (FANNIE MAE 2006-16) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FANNIE MAE FNR 2007 73 A1 (FANNIE MAE 2007-73) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2010 90 FA (FANNIE MAE 2010-90) | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| FANNIE MAE FNR 2016 90 DZ (FANNIE MAE REMICS 2016-90) | Long | ABS-mortgage backed security | US | $623K | – | 0.03 |
| FANNIE MAE FNR 2016 90 Z (FANNIE MAE REMICS 2016-90) | Long | ABS-mortgage backed security | US | $346K | – | 0.01 |
| FANNIE MAE NOTES 05/30 0.00000 (FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)) | Long | Debt | US | $31M | – | 1.24 |
| FANNIE MAE NOTES 09/28 6.08 (FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)) | Long | Debt | US | $2M | – | 0.08 |
| FANNIEMAE ACES FNA 2020 M33 X2 (FANNIE MAE-ACES 2020-M33) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FANNIEMAE WHOLE LOAN FNW 2002 W2 AF6 (FANNIEMAIE WHOLE LOAN 2002-W2) | Long | ABS-mortgage backed security | US | $27.59 | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2002 W8 F (FANNIEMAE WHOLE LOAN 2002-W8) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W2 2A9 (FANNIE MAE WHOLE LOAN 2003-W2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $507K | 500K | 0.02 |
| FARMERS INS EXCH SUBORDINATED 144A 11/57 VAR (FARMERS INSURANCE EXCHANGE) | Long | Debt | US | $2M | – | 0.10 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.04 |
| FED HM LN PC POOL 1G0173 FH 04/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL 1G0525 FH 06/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL 1J1219 FH 10/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A48574 FG 04/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL A73702 FG 03/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $372.94 | – | 0.00 |
| FED HM LN PC POOL A78592 FG 06/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A83402 FG 12/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $152 | – | 0.00 |
| FED HM LN PC POOL A83589 FG 12/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $510.31 | – | 0.00 |
| FED HM LN PC POOL G04613 FG 10/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL G08307 FG 11/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FEDERAL FARM CREDIT BANK BONDS 07/29 5.125 (FEDERAL FARM CREDIT BANKS (AKA: FEDERAL FARM CREDIT BANKS FUNDING CORP)) | Long | Debt | US | $515K | – | 0.02 |
| FEDERAL FARM CREDIT BANK NOTES 12/28 5.75 (FEDERAL FARM CREDIT BANKS (AKA: FEDERAL FARM CREDIT BANKS FUNDING CORP)) | Long | Debt | US | $21K | – | 0.00 |
| FEDERAL REALTY OP LP SR UNSECURED 05/28 5.375 | Long | Debt | US | $3M | – | 0.11 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1 (FHLMC STRUCTURED PASS THRU SEC T-59) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2003 FFH1 M1 (FIRST FRANKLIN MORTGAGE LOAN TRUST 2003-FFH1) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 (FIRST FRANKLIN MTG LOAN 2006-FF18) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2004 AR6 2A1 (FIRST HORIZON MPT TRUST 2004-AR6) | Long | ABS-mortgage backed security | US | $943.32 | – | 0.00 |
| FIRST NLC TRUST FNLC 2007 1 A1 144A (FIRST NLC TRUST 2007-1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 06/29 3.6 (FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY) | Long | Debt | US | $3M | – | 0.12 |
| FISH POND RE LTD UNSECURED 144A 01/27 VAR | Long | Debt | KY | $3M | – | 0.11 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $497K | – | 0.02 |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363 (FLEX INTERMEDIATE HOLDCO LLC) | Long | Debt | US | $4M | – | 0.17 |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 12/39 4.317 (FLEX INTERMEDIATE HOLDCO LLC) | Long | Debt | US | $1M | – | 0.05 |
| FLORIDA POWER + LIGHT CO 1ST MORTGAGE 12/47 3.7 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $837K | – | 0.03 |
| FMR LLC SR UNSECURED 144A 02/43 5.15 | Long | Debt | US | $11M | – | 0.43 |
| FNMA POOL 255884 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 732218 FN 06/43 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 754031 FN 12/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 804433 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL 817537 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA POOL 823813 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| FNMA POOL 828871 FN 04/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| FNMA POOL 830839 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| FNMA POOL 841068 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| FNMA POOL 841775 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 847996 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL BL1276 FN 01/29 FIXED 3.79 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FNMA POOL BZ1178 FN 06/31 FIXED 5.81 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-13M | – | -0.51 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-6M | – | -0.23 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70M | – | 2.85 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.49 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109M | – | 4.41 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112M | – | 4.53 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.32 |
| FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A (FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES) | Long | ABS-other | CA | $4M | – | 0.18 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $693K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 05/28 6.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.25 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.07 |
| FREDDIE MAC FHR 2248 FB (FREDDIE MAC 2248) | Long | ABS-mortgage backed security | US | $377.31 | – | 0.00 |
| FREDDIE MAC FHR 2551 FD (FREDDIE MAC 2551) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC FHR 2990 NZ (FREDDIE MAC 2990) | Long | ABS-mortgage backed security | US | $536K | – | 0.02 |
| FREDDIE MAC FHR 3440 EM (FREDDIE MAC 3440) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| FREDDIE MAC NOTES 03/31 0.00000 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $9M | – | 0.35 |
| FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12 (FREEDOM MORTGAGE CORPORATION) | Long | Debt | US | $2M | – | 0.10 |
| FREMONT HOME LOAN TRUST FHLT 2005 1 M5 (FREMONT HOME LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FRESNO CNTY CA PENSN OBLG FREGEN 08/30 ZEROCPNOID 0 (COUNTY OF FRESNO CA) | Long | Debt | US | $3M | – | 0.11 |
| FRESNO CNTY CA PENSN OBLG FREGEN 08/32 ZEROCPNOID 0 (COUNTY OF FRESNO CA) | Long | Debt | US | $65K | – | 0.00 |
| FS KKR CAPITAL CORP SR UNSECURED 07/27 3.25 | Long | Debt | US | $2M | – | 0.08 |
| FS KKR CAPITAL CORP SR UNSECURED 10/24 1.65 | Long | Debt | US | $2M | – | 0.10 |
| FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125 | Long | Debt | US | $2M | – | 0.06 |
| FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A (FS RIALTO 2022-FL4) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | Long | Debt | US | $1M | – | 0.06 |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/32 2.9 | Long | Debt | US | $1M | – | 0.05 |
| GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95 | Long | Debt | US | $1M | – | 0.05 |
| GATEWAY LEASE CTL A WHLN03785 (GATEWAY CREDIT TENANT LEASE) | Long | ABS-other | CA | $2M | – | 0.10 |
| GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 07/31 3.5 (GAZPROM PJSC VIA GAZ FINANCE PLC) | Long | Debt | RU | $4M | – | 0.18 |
| GEORGIA POWER CO SR UNSECURED 01/50 3.7 (GEORGIA POWER COMPANY) | Long | Debt | US | $739K | – | 0.03 |
| GEORGIA POWER CO SR UNSECURED 03/42 4.3 (GEORGIA POWER COMPANY) | Long | Debt | US | $3M | – | 0.13 |
| GEORGIA POWER CO SR UNSECURED 03/51 3.25 (GEORGIA POWER COMPANY) | Long | Debt | US | $4M | – | 0.15 |
| GEORGIA POWER CO SR UNSECURED 05/52 5.125 (GEORGIA POWER COMPANY) | Long | Debt | US | $2M | – | 0.09 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 05/33 5.7 | Long | Debt | US | $2M | – | 0.08 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/31 3.125 (GLOBAL ATLANTIC (FIN) COMPANY) | Long | Debt | US | $1M | – | 0.05 |
| GLOBAL PAYMENTS INC SR UNSECURED 11/31 2.9 | Long | Debt | US | $4M | – | 0.14 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $2M | – | 0.08 |
| GNMA II POOL 080408 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 1.93 |
| GNMA II TBA 30 YR 4.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 0.78 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/32 FIXED 3.037 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $4M | – | 0.15 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/34 FIXED 2.746 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $251K | – | 0.01 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $2M | – | 0.06 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 4.214 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $2M | – | 0.08 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR | Long | Debt | US | $5M | – | 0.20 |
| GOLUB CAPITAL BDC SR UNSECURED 12/28 7.05 (GOLUB CAPITAL BDC INC) | Long | Debt | US | $3M | – | 0.12 |
| GOODMAN US FIN FOUR COMPANY GUAR 144A 10/37 4.5 (GOODMAN US FINANCE THREE LLC) | Long | Debt | US | $6M | – | 0.26 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 20 ZG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-20) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 02/30 3.75 (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $895K | – | 0.04 |
| GREENKO POWER II LTD SR SECURED 144A 12/28 4.3 (GREENKO POWER II LIMITED) | Long | Debt | MU | $325K | – | 0.01 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $2M | – | 0.07 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $625K | – | 0.03 |
| GS MORTGAGE SECURITIES TRUST GSMS 2016 GS3 WMB 144A (GS MORTGAGE SECURITIES TRUST 2016-GS3) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| GSAMP TRUST GSAMP 2006 FM1 A2C (GSAMP TRUST 2006-FM1) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| GSAMP TRUST GSAMP 2006 FM3 A2C (GSAMP TRUST 2006-FM3) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 HE5 A2C (GSAMP TRUST 2006-HE5) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| GSAMP TRUST GSAMP 2007 FM1 A1 (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $805K | – | 0.03 |
| GSAMP TRUST GSAMP 2007 FM1 A2A (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GSAMP TRUST GSAMP 2007 H1 A1B (GSAMP TRUST 2007-H1) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GSAMP TRUST GSAMP 2007 HE2 A2C (GSAMP TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $562K | – | 0.02 |
| GSAMP TRUST GSAMP 2007 NC1 A1 (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $650K | – | 0.03 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A (GSMPS MORTGAGE LOAN TRUST 2006-RP1) | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 4A (HARBORVIEW MORTGAGE LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $989K | – | 0.04 |
| HCA INC COMPANY GUAR 03/32 3.625 | Long | Debt | US | $4M | – | 0.14 |
| HCA INC COMPANY GUAR 03/52 4.625 | Long | Debt | US | $808K | – | 0.03 |
| HCA INC COMPANY GUAR 06/39 5.125 | Long | Debt | US | $3M | – | 0.11 |
| HCA INC COMPANY GUAR 06/47 5.5 | Long | Debt | US | $416K | – | 0.02 |
| HCA INC COMPANY GUAR 06/49 5.25 | Long | Debt | US | $535K | – | 0.02 |
| HGI CRE CLO LTD HGI 2022 FL3 A 144A (HGI CRE CLO 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| HIGHWOODS REALTY LP SR UNSECURED 02/31 2.6 | Long | Debt | US | $560K | – | 0.02 |
| 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 | $239K | – | 0.01 |
| HONG KONG SR UNSECURED 144A 01/33 4.625 (HONG KONG GOVT) | Long | Debt | HK | $7M | – | 0.29 |
| HORIZON AIRCRAFT FINANCE I LIM HORZN 2018 1 A 144A (HORIZON AIRCRAFT FINANCE I LTD 2018-1) | Long | ABS-other | US | $2M | – | 0.06 |
| HSBC HOLDINGS PLC SR UNSECURED 03/44 VAR | Long | Debt | GB | $1M | – | 0.06 |
| HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $2M | – | 0.09 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $85K | – | 0.00 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $670K | – | 0.03 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/31 5.4 | Long | Debt | US | $3M | – | 0.11 |
| ILLINOIS ST ILS 04/35 FIXED 6.725 | Long | Debt | US | $89K | – | 0.00 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $2M | – | 0.09 |
| INDIAN RAILWAY FINANCE SR UNSECURED 144A 01/32 3.57 (INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC)) | Long | Debt | IN | $2M | – | 0.08 |
| INDIANA MICHIGAN POWER SR UNSECURED 03/37 6.05 (INDIANA MICHIGAN POWER COMPANY) | Long | Debt | US | $831K | – | 0.03 |
| INDIANA MICHIGAN POWER SR UNSECURED 05/51 3.25 (INDIANA MICHIGAN POWER COMPANY) | Long | Debt | US | $1M | – | 0.05 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR11) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 1A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR6) | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR1 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR1) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR1 3A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR1) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| ING GROEP NV SR UNSECURED 09/34 VAR | Long | Debt | NL | $10M | – | 0.39 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 09/60 3 (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $2M | – | 0.10 |
| INTESA SANPAOLO SPA 144A 11/33 7.2 | Long | Debt | IT | $2M | – | 0.08 |
| INTESA SANPAOLO SPA SR UNSECURED 144A 06/54 VAR | Long | Debt | IT | $2M | – | 0.08 |
| INTESA SANPAOLO SPA SR UNSECURED 144A 11/33 VAR | Long | Debt | IT | $5M | – | 0.21 |
| INVITATION HOMES OP COMPANY GUAR 08/30 5.45 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $3M | – | 0.13 |
| IPALCO ENTERPRISES INC SR SECURED 05/30 4.25 | Long | Debt | US | $3M | – | 0.11 |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $435K | – | 0.02 | |
| 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 | $-242K | – | -0.01 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-32K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-30K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $6K | – | 0.00 | ||
| ISRAEL DISCOUNT BANK SR UNSECURED 144A REGS 01/28 5 (ISRAEL DISCOUNT BANK LIMITED) | Long | Debt | IL | $3M | – | 0.11 |
| ISRAEL ELECTRIC CORP LTD SECURED 144A REGS 02/32 3.75 (ISRAEL ELECTRIC CORPORATION LTD) | Long | Debt | IL | $2M | – | 0.08 |
| JAB HOLDINGS BV COMPANY GUAR 144A 05/51 3.75 | Long | Debt | NL | $2M | – | 0.07 |
| JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5 | Long | Debt | NL | $220K | – | 0.01 |
| JACKSON NATL LIFE GLOBAL SECURED 144A 07/27 5.55 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $1M | – | 0.05 |
| JDE PEET S NV COMPANY GUAR 144A 09/31 2.25 (JDE PEETS NV) | Long | Debt | NL | $243K | – | 0.01 |
| JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4 (JETBLUE 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $145K | – | 0.01 |
| JONES LANG LASALLE INC SR UNSECURED 12/28 6.875 (JONES LANG LASALLE INCORPORATED) | Long | Debt | US | $2M | – | 0.09 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 JP7 A3 (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1 (JP MORGAN MORTGAGE TRUST-2005-A1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 2A2 (JP MORGAN MORTGAGE TRUST 2006-A7) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $527K | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2019 5 A11 144A (JP MORGAN MORTGAGE TRUST 2019-5) | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A (JP MORGAN MORTGAGE TRUST 2019-6) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $110K | – | 0.00 | |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.19 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.16 | – | – |
| KAISER ALUMINUM CORP COMPANY GUAR 144A 06/31 4.5 (KAISER ALUMINUM CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| KBC GROUP NV SR UNSECURED 144A 01/29 VAR (KBC GROEP NV) | Long | Debt | BE | $1M | – | 0.05 |
| KBC GROUP NV SR UNSECURED 144A 09/34 VAR (KBC GROEP NV) | Long | Debt | BE | $2M | – | 0.07 |
| KENTUCKY UTILITIES CO 1ST MORTGAGE 04/33 5.45 (KENTUCKY UTILITIE CO.) | Long | Debt | US | $2M | – | 0.08 |
| KENTUCKY UTILITIES CO 1ST MORTGAGE 06/50 3.3 (KENTUCKY UTILITIE CO.) | Long | Debt | US | $47K | – | 0.00 |
| KEYSPAN GAS EAST CORP SR UNSECURED 144A 01/52 3.586 (KEYSPAN GAS EAST CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| KILROY REALTY LP COMPANY GUAR 11/33 2.65 | Long | Debt | US | $147K | – | 0.01 |
| KINDER MORGAN ENER PART COMPANY GUAR 09/39 6.5 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $416K | – | 0.02 |
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR | Long | Debt | SG | $494K | – | 0.02 |
| KKR GROUP FIN CO X LLC COMPANY GUAR 144A 12/51 3.25 (KKR GROUP FINANCE CO X LLC) | Long | Debt | US | $2M | – | 0.07 |
| KLA CORP SR UNSECURED 03/50 3.3 (KLA CORPORATION) | Long | Debt | US | $846K | – | 0.03 |
| KOREA HOUSING FINANCE CO SR UNSECURED 144A 02/28 4.625 (KOREA HOUSING FINANCE CORP (KHFC)) | Long | Debt | KR | $1M | – | 0.06 |
| KOREA HOUSING FINANCE CO SR UNSECURED 144A 02/33 4.625 (KOREA HOUSING FINANCE CORP (KHFC)) | Long | Debt | KR | $1M | – | 0.06 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 02/40 6.5 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $332K | – | 0.01 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $5M | – | 0.19 |
| KREF 2022 FL3 LTD KREF 2022 FL3 A 144A (KREF 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.16 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A (LCCM 2021-FL3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| LAS VEGAS SANDS CORP SR UNSECURED 06/25 2.9 | Long | Debt | US | $2M | – | 0.07 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5 | Long | Debt | US | $764K | – | 0.03 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9 | Long | Debt | US | $1M | – | 0.06 |
| LAZARD GROUP LLC SR UNSECURED 03/29 4.375 | Long | Debt | US | $2M | – | 0.07 |
| LEGENDS HOSPITALITY HOLD SR SECURED 144A 02/26 5 (LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC) | Long | Debt | US | $992K | – | 0.04 |
| LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A (LEHMAN ABS MTGE LN TR 2007-1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 18N A3 (LEHMAN XS TRUST 2006-18N) | Long | ABS-mortgage backed security | US | $706K | – | 0.03 |
| LEIDOS INC COMPANY GUAR 02/31 2.3 | Long | Debt | US | $577K | – | 0.02 |
| LIBERTY UTILITIES CO SR UNSECURED 144A 01/34 5.869 | Long | Debt | US | $2M | – | 0.08 |
| LKQ DUTCH BOND BV COMPANY GUAR 03/31 4.125 | Long | Debt | NL | $1M | – | 0.06 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/35 VAR | Long | Debt | GB | $3M | – | 0.11 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $3M | – | 0.11 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/28 4.55 | Long | Debt | GB | $194K | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 5 2A3 (LONG BEACH MORTGAGE LOAN TRUST 2006-5) | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-214K | – | -0.01 | |
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR | Long | Debt | BM | $894K | – | 0.04 |
| LOUISIANA ST LOCAL GOVT ENVRNM LASGOV 12/34 FIXED 5.048 (LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH) | Long | Debt | US | $3M | – | 0.12 |
| LOUISVILLE GAS + ELEC 1ST MORTGAGE 04/33 5.45 (LOUISVILLE GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.08 |
| LPL HOLDINGS INC COMPANY GUAR 11/28 6.75 | Long | Debt | US | $3M | – | 0.11 |
| M360 LTD. M360 2021 CRE3 A 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A (MADISON PARK FUNDING XXIX LTD 2018-29A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.16 |
| MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45 | Long | Debt | US | $181K | – | 0.01 |
| MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95 | Long | Debt | US | $26K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1) | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 (MASTR ASSET BACKED SEC TR 2004-WMC3) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC1 A3 (MASTR ASSET BACKED SEC TRUST 2006-WMC1) | Long | ABS-mortgage backed security | US | $657K | – | 0.03 |
| MASTR SPECIALIZED LOAN TRUST MASD 2006 2 A 144A (MASTR SPECIALIZED LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| MAYO CLINIC UNSECURED 11/61 3.196 | Long | Debt | US | $938K | – | 0.04 |
| MCDONALD S CORP SR UNSECURED 09/49 3.625 (MCDONALDS CORPORATION) | Long | Debt | US | $109K | – | 0.00 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $718K | – | 0.03 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1 (MELLON RESIDENTIAL FUNDING CO 2001-TBC1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A3 1A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A4 3A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A4) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A1 2A2 (MERRILL LYNCH MTGE INVESTORS 2004-A1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A2 1A (MERRILL LYNCH MTGE INVESTORS 2004-A2) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC5 M1 (MERRILL LYNCH MORTGAGE INV INC 2004-WMC5) | Long | ABS-mortgage backed security | US | $653K | – | 0.03 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $596K | – | 0.02 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 0.11 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $7M | – | 0.30 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $583K | – | 0.02 |
| MGM CHINA HOLDINGS LTD SR UNSECURED 144A 05/26 5.875 (MGM CHINA HOLDINGS LIMITED) | Long | Debt | KY | $1M | – | 0.04 |
| MICRON TECHNOLOGY INC SR UNSECURED 11/41 3.366 | Long | Debt | US | $220K | – | 0.01 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $3M | – | 0.13 |
| MILWAUKEE WI REDEV AUTH REVENU MLWDEV 04/36 ZEROCPNOID 0 (MILWAUKEE WIS REDEV AUTH REV) | Long | Debt | US | $533K | – | 0.02 |
| MILWAUKEE WI REDEV AUTH REVENU MLWDEV 04/37 ZEROCPNOID 0 (MILWAUKEE WIS REDEV AUTH REV) | Long | Debt | US | $402K | – | 0.02 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.13 |
| MONDELEZ INTERNATIONAL SR UNSECURED 07/31 4.625 (MONDELEZ INTERNATIONAL INC) | Long | Debt | US | $6M | – | 0.22 |
| MOODY S CORPORATION SR UNSECURED 07/44 5.25 (MOODY'S CORPORATION) | Long | Debt | US | $8M | – | 0.31 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE7) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $956K | – | 0.04 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2D (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| MORGAN STANLEY DIRECT SR UNSECURED 02/27 4.5 (MORGAN STANLEY DIRECT LENDING FUND) | Long | Debt | US | $771K | – | 0.03 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 9AR A2 (MORGAN STANLEY MORTGAGE LN TR-2006-9AR) | Long | ABS-mortgage backed security | US | $675K | – | 0.03 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $3M | – | 0.11 |
| MORGAN STANLEY SR UNSECURED REGS 04/32 VAR | Long | Debt | US | $2M | – | 0.10 |
| MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A (MOUNTAIN VIEW CLO LLC 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $690K | – | 0.03 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| MPLX LP SR UNSECURED 02/49 5.5 | Long | Debt | US | $979K | – | 0.04 |
| MPLX LP SR UNSECURED 03/33 5 | Long | Debt | US | $239K | – | 0.01 |
| MPLX LP SR UNSECURED 03/52 4.95 | Long | Debt | US | $1M | – | 0.05 |
| MPLX LP SR UNSECURED 04/48 4.7 | Long | Debt | US | $1M | – | 0.05 |
| MPLX LP SR UNSECURED 04/58 4.9 | Long | Debt | US | $62K | – | 0.00 |
| MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.637 (MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA) | Long | Debt | US | $8M | – | 0.33 |
| NAPA VLY CA UNIF SCH DIST NPVSCD 08/43 FIXED 6.507 (NAPA VALLEY UNIFIED SCHOOL DISTRICT) | Long | Debt | US | $992K | – | 0.04 |
| NARRAGANSETT ELECTRIC SR UNSECURED 144A 05/34 5.35 (NARRAGANSETT ELECTRIC CO/THE) | Long | Debt | US | $1M | – | 0.06 |
| NASDAQ INC SR UNSECURED 03/52 3.95 (NASDAQ INC (AKA: NASDAQ OMX GROUP INC)) | Long | Debt | US | $90K | – | 0.00 |
| NATIONAL FUEL GAS CO SR UNSECURED 03/31 2.95 (NATIONAL FUEL GAS COMPANY) | Long | Debt | US | $2M | – | 0.09 |
| NATIONAL GRID USA SR UNSECURED 04/35 5.803 (NATIONAL GRID USA3) | Long | Debt | US | $120K | – | 0.00 |
| NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3 (NATIONAL HEALTH INVS INC) | Long | Debt | US | $376K | – | 0.02 |
| NATIONAL SECS CLEARING SR UNSECURED 144A 06/29 4.9 (NATIONAL SECURITIES CLEARING CORPORATION) | Long | Debt | US | $4M | – | 0.16 |
| NATIONSTAR MTG HLD INC COMPANY GUAR 144A 11/31 5.75 (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $5M | – | 0.22 |
| NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $7M | – | 0.29 |
| NATIONWIDE FINANCIAL SER COMPANY GUAR 144A 11/49 3.9 (NATIONWIDE FINANCIAL SERVICES INC) | Long | Debt | US | $3M | – | 0.12 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $7M | – | 0.29 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2003 6 M1 (NEW CENTURY HOME EQUITY LOAN TR 2003-6) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 2 A2 (NEW CENTURY HOME EQUITY LOAN TR 2004-2) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| NEW ENGLAND POWER CO SR UNSECURED 144A 12/47 3.8 (NEW ENGLAND POWER COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| NEW MEXICO ST HOSP EQUIPMENT L NMSMED 08/46 FIXED 4.406 | Long | Debt | US | $880K | – | 0.04 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| NEWMARK GROUP INC SR UNSECURED 144A 01/29 7.5 | Long | Debt | US | $3M | – | 0.10 |
| NEWMONT / NEWCREST FIN COMPANY GUAR 144A 05/50 4.2 (NEWMONT CORP / NEWCREST FINANCE PTY LTD) | Long | Debt | US | $16K | – | 0.00 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 02/33 5.05 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $2M | – | 0.07 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 02/53 5.25 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.06 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 09/52 5.783 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $2M | – | 0.10 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 11/42 4.119 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $3M | – | 0.11 |
| NISOURCE INC SR UNSECURED 03/28 5.25 | Long | Debt | US | $3M | – | 0.12 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $421K | – | 0.02 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $7M | – | 0.30 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $148K | – | 0.01 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AF1 1A2 (NOMURA ASSET ACCEPT CORP 2006-AF1) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| NOMURA HOLDINGS INC NOMURA HOLDINGS INC | Long | Debt | JP | $2M | – | 0.07 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.13 | – | – |
| NORFOLK SOUTHERN CORP SR UNSECURED 05/55 3.155 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $3M | – | 0.12 |
| NORTHERN NATURAL GAS CO SR UNSECURED 144A 01/49 4.3 (NORTHERN NATURAL GAS COMPANY) | Long | Debt | US | $5M | – | 0.20 |
| NORTHERN STAR RESOU COMPANY GUAR 144A 04/33 6.125 (NORTHERN STAR RESOURCES LTD) | Long | Debt | AU | $4M | – | 0.15 |
| NORTHERN STATES PWR MINN 1ST MORTGAGE 09/47 3.6 (NORTHERN STATES POWER COMPANY OF MINNESOTA) | Long | Debt | US | $5M | – | 0.19 |
| NORTHWELL HEALTHCARE INC SECURED 11/47 4.26 | Long | Debt | US | $1M | – | 0.06 |
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A (NORTHWOODS CAPITAL XIV-B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| NOVANT HEALTH INC UNSECURED 11/51 3.168 | Long | Debt | US | $1M | – | 0.05 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 6 A2C (NOVASTAR HOME EQUITY LOAN 2006-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| NRG ENERGY INC SR SECURED 144A 12/27 2.45 | Long | Debt | US | $912K | – | 0.04 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/33 5.85 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $712K | – | 0.03 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/30 1.95 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $383K | – | 0.02 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/31 2.15 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $2M | – | 0.07 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.12 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.12 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.11 | – | – |
| OCI NV COMPANY GUAR 144A 03/33 6.7 | Long | Debt | NL | $1M | – | 0.04 |
| OCTAGON LOAN FUNDING LTD OCTLF 2014 1A ARR 144A (OCTAGON LOAN FUNDING LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| OGLETHORPE POWER CORP 1ST MORTGAGE 08/50 3.75 (OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)) | Long | Debt | US | $1M | – | 0.05 |
| OGLETHORPE POWER CORP 1ST MORTGAGE 10/48 5.05 (OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)) | Long | Debt | US | $6M | – | 0.25 |
| OHIO POWER COMPANY SR UNSECURED 10/35 5.85 | Long | Debt | US | $101K | – | 0.00 |
| OHIO POWER COMPANY SR UNSECURED 10/51 2.9 | Long | Debt | US | $2M | – | 0.07 |
| ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5 (ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)) | Long | Debt | US | $2M | – | 0.08 |
| ONEOK INC COMPANY GUAR 01/51 7.15 | Long | Debt | US | $110K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 2 M2 (OPTION ONE MORTGAGE LOAN TRUST 2005-2) | Long | ABS-mortgage backed security | US | $783K | – | 0.03 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| ORACLE CORP SR UNSECURED 03/41 3.65 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.06 |
| ORACLE CORP SR UNSECURED 03/61 4.1 (ORACLE CORPORATION) | Long | Debt | US | $3M | – | 0.11 |
| ORACLE CORP SR UNSECURED 04/40 3.6 (ORACLE CORPORATION) | Long | Debt | US | $77K | – | 0.00 |
| ORACLE CORP SR UNSECURED 04/50 3.6 (ORACLE CORPORATION) | Long | Debt | US | $785K | – | 0.03 |
| ORACLE CORP SR UNSECURED 04/60 3.85 (ORACLE CORPORATION) | Long | Debt | US | $5M | – | 0.20 |
| ORACLE CORP SR UNSECURED 07/44 4.5 (ORACLE CORPORATION) | Long | Debt | US | $750K | – | 0.03 |
| ORACLE CORP SR UNSECURED 11/37 3.8 (ORACLE CORPORATION) | Long | Debt | US | $2M | – | 0.09 |
| OVINTIV INC COMPANY GUAR 07/53 7.1 | Long | Debt | US | $3M | – | 0.12 |
| OZLM LTD OZLM 2017 17A A1RR 144A (OZLM XIX LTD 2017-17A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.08 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/33 6.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $82K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.08 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/32 4.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $385K | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $227K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $258K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.12 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $732K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $711K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $5M | – | 0.20 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $306K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.08 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $5M | – | 0.19 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $717K | – | 0.03 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.06 |
| PACIFICORP 1ST MORTGAGE 01/39 6 | Long | Debt | US | $2M | – | 0.08 |
| PACIFICORP 1ST MORTGAGE 01/49 4.125 | Long | Debt | US | $6M | – | 0.26 |
| PACIFICORP 1ST MORTGAGE 02/50 4.15 | Long | Debt | US | $230K | – | 0.01 |
| PACIFICORP 1ST MORTGAGE 04/37 5.75 | Long | Debt | US | $60K | – | 0.00 |
| PACIFICORP 1ST MORTGAGE 05/54 5.5 | Long | Debt | US | $698K | – | 0.03 |
| PACIFICORP 1ST MORTGAGE 08/36 6.1 | Long | Debt | US | $62K | – | 0.00 |
| PACIFICORP 1ST MORTGAGE 10/37 6.25 | Long | Debt | US | $3M | – | 0.14 |
| PACIFICORP 1ST MORTGAGE 12/53 5.35 | Long | Debt | US | $454K | – | 0.02 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/50 3.218 (PEACEHEALTH OBLIGATED GROUP) | Long | Debt | US | $835K | – | 0.03 |
| PECO ENERGY CO 1ST MORTGAGE 09/51 2.85 (PECO ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.05 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 10/25 5.375 (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $7M | – | 0.29 |
| PERUSAHAAN PENERBIT SBSN SR UNSECURED 144A 06/27 4.4 (INDONESIA GOVT) | Long | Debt | ID | $3M | – | 0.13 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $754K | – | 0.03 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/33 10 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $5M | – | 0.20 |
| PIEDMONT HEALTHCARE INC SECURED 01/42 2.719 | Long | Debt | US | $350K | – | 0.01 |
| PIEDMONT HEALTHCARE INC SECURED 01/52 2.864 | Long | Debt | US | $318K | – | 0.01 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $59M | – | 2.38 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $68M | – | 2.77 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $550K | – | 0.02 |
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR | Long | Debt | BM | $2M | – | 0.07 |
| POPULAR INC SR UNSECURED 03/28 7.25 (POPULAR INC (AKA: BANCO POPULAR DE PUERTO RICO)) | Long | Debt | PR | $2M | – | 0.10 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $658.84 | – | 0.00 |
| PROGRESS ENERGY INC SR UNSECURED 03/31 7.75 | Long | Debt | US | $4M | – | 0.16 |
| PROSUS NV SR UNSECURED 144A 01/27 3.257 | Long | Debt | NL | $562K | – | 0.02 |
| PROSUS NV SR UNSECURED 144A 01/32 4.193 | Long | Debt | NL | $3M | – | 0.11 |
| PROSUS NV SR UNSECURED 144A 01/52 4.987 | Long | Debt | NL | $860K | – | 0.03 |
| PROTECTIVE LIFE CORP SR UNSECURED 144A 09/28 4.3 (PROTECTIVE LIFE CORPORATION) | Long | Debt | US | $4M | – | 0.15 |
| PUBLIC SERVICE ELECTRIC 1ST MORTGAGE 06/44 4 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $5M | – | 0.18 |
| QUANTA SERVICES INC SR UNSECURED 01/32 2.35 | Long | Debt | US | $488K | – | 0.02 |
| QUANTA SERVICES INC SR UNSECURED 10/41 3.05 | Long | Debt | US | $282K | – | 0.01 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.18 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.12 | – | – |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| REINSURANCE GRP OF AMER SR UNSECURED 09/33 6 (REINSURANCE GROUP OF AMERICA INCORPORATED) | Long | Debt | US | $2M | – | 0.09 |
| RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17 (RENESAS ELECTRONICS CORPORATION) | Long | Debt | JP | $5M | – | 0.18 |
| RENO NV CAPITAL IMPT REVENUE RENGEN 06/34 ZEROCPNOID 0 (CITY OF RENO NV) | Long | Debt | US | $416K | – | 0.02 |
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T | Short | Repurchase agreement | US | $-1B | – | -52.01 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 (ARGENTINA GOVT) | Long | Debt | AR | $222K | – | 0.01 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $622K | – | 0.03 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR (ARGENTINA GOVT) | Long | Debt | AR | $3M | – | 0.13 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR (ARGENTINA GOVT) | Long | Debt | AR | $213K | – | 0.01 |
| REPUBLIC OF CHILE SR UNSECURED 03/42 4.34 (CHILEAN GOVT) | Long | Debt | CL | $3M | – | 0.13 |
| REPUBLIC OF CHILE SR UNSECURED 09/71 3.25 (CHILEAN GOVT) | Long | Debt | CL | $4M | – | 0.15 |
| REPUBLIC OF COLOMBIA SR UNSECURED 09/37 7.375 (COLOMBIAN GOVT) | Long | Debt | CO | $700K | – | 0.03 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/53 8.75 (COLOMBIAN GOVT) | Long | Debt | CO | $843K | – | 0.03 |
| REPUBLIC OF INDONESIA SR UNSECURED 10/31 1.4 (INDONESIA GOVT) | Long | Debt | ID | $3M | – | 0.12 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/32 8.25 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $844K | – | 0.03 |
| REPUBLIC OF TURKIYE SR UNSECURED 05/30 5.875 (TURKEY GOVT) | Long | Debt | TR | $4M | – | 0.16 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO3) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A9 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS10) | Long | ABS-mortgage backed security | US | $830K | – | 0.03 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QS7) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A3 (RESIDENTIAL ACCREDIT LOANS 2006-QS8) | Long | ABS-mortgage backed security | US | $452K | – | 0.02 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A4 A1 (RESIDENTIAL ASSET SEC TRUST 2005-A4) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 (RESIDENTIAL ASSET SEC TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| RESOLUTION FUNDING STRIP BONDS 01/29 0.00000 (RESOLUTION FUNDING CORP) | Long | Debt | US | $814K | – | 0.03 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-296K | – | -0.01 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-2M | – | -0.10 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-15M | – | -0.62 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-85M | – | -3.44 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-85M | – | -3.46 |
| REVERSE REPO BANK OF MONTREAL REVERSE REPO | Short | Repurchase agreement | US | $-6M | – | -0.24 |
| REVERSE REPO BANK OF MONTREAL REVERSE REPO | Short | Repurchase agreement | US | $-6M | – | -0.25 |
| REVERSE REPO BANK OF MONTREAL REVERSE REPO | Short | Repurchase agreement | US | $-20M | – | -0.81 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-4M | – | -0.15 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-39M | – | -1.57 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-39M | – | -1.58 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-813K | – | -0.03 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-4M | – | -0.17 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-262M | – | -10.64 |
| REVERSE REPO NATEXIS BANQUE REVERSE REPO | Short | Repurchase agreement | US | $-250M | – | -10.16 |
| REVERSE REPO PARIBAS | Short | Repurchase agreement | US | $-688K | – | -0.03 |
| REVERSE REPO STANDARD CHARTERE VAR 1 | Short | Repurchase agreement | US | $-539K | – | -0.02 |
| REVERSE REPO STANDARD CHARTERE VAR 1 | Short | Repurchase agreement | US | $-5M | – | -0.18 |
| RFC PRINCIPAL STRIP BONDS 01/30 0.00000 (RESOLUTION FUNDING CORP) | Long | Debt | US | $29M | – | 1.20 |
| RFC PRINCIPAL STRIP BONDS 04/30 0.00000 (RESOLUTION FUNDING CORP) | Long | Debt | US | $54M | – | 2.19 |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $270K | – | 0.01 | |
| RFR USD SOFR/1.60000 10/23/23-5Y CME | Derivative-interest rate | US | $-25M | – | -1.02 | |
| RFR USD SOFR/1.75000 12/15/21-30Y CME | Derivative-interest rate | US | $8M | – | 0.34 | |
| RFR USD SOFR/2.75000 09/21/22-10Y LCH | Derivative-interest rate | US | $-80K | – | -0.00 | |
| RFR USD SOFR/3.08000 02/23/23-30Y LCH | Derivative-interest rate | US | $-510K | – | -0.02 | |
| RFR USD SOFR/3.34000 02/23/23-7Y LCH | Derivative-interest rate | US | $-413K | – | -0.02 | |
| RFR USD SOFR/3.47000 02/22/23-7Y LCH | Derivative-interest rate | US | $-227K | – | -0.01 | |
| RFR USD SOFR/3.50000 06/22/23-7Y LCH | Derivative-interest rate | US | $-398K | – | -0.02 | |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | Derivative-interest rate | US | $32K | – | 0.00 | |
| RFR USD SOFR/3.55500 03/05/24-30Y LCH | Derivative-interest rate | US | $-90K | – | -0.00 | |
| RFR USD SOFR/3.61000 12/12/22-10Y LCH | Derivative-interest rate | US | $321K | – | 0.01 | |
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH | Derivative-interest rate | US | $154K | – | 0.01 | |
| RFR USD SOFR/3.65000 03/05/24-10Y LCH | Derivative-interest rate | US | $-400K | – | -0.02 | |
| RFR USD SOFR/3.65500 01/24/24-10Y LCH | Derivative-interest rate | US | $-159K | – | -0.01 | |
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH | Derivative-interest rate | US | $300K | – | 0.01 | |
| RFR USD SOFR/3.66213 03/01/24-4Y* LCH | Derivative-interest rate | US | $1M | – | 0.06 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $212K | – | 0.01 | |
| RFR USD SOFR/3.67875 03/01/24-4Y* LCH | Derivative-interest rate | US | $3M | – | 0.10 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | Derivative-interest rate | US | $127K | – | 0.01 | |
| RFR USD SOFR/3.68500 01/24/24-10Y LCH | Derivative-interest rate | US | $-129K | – | -0.01 | |
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH | Derivative-interest rate | US | $1M | – | 0.05 | |
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH | Derivative-interest rate | US | $1M | – | 0.05 | |
| RFR USD SOFR/3.72147 06/03/24-9Y* LCH | Derivative-interest rate | US | $289K | – | 0.01 | |
| RFR USD SOFR/3.73000 08/03/23-10Y LCH | Derivative-interest rate | US | $-257K | – | -0.01 | |
| RFR USD SOFR/3.73500 01/23/24-10Y LCH | Derivative-interest rate | US | $-156K | – | -0.01 | |
| RFR USD SOFR/3.73500 08/07/23-10Y LCH | Derivative-interest rate | US | $-79K | – | -0.00 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $74K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $349K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $1M | – | 0.04 | |
| RFR USD SOFR/3.75000 07/12/23-10Y LCH | Derivative-interest rate | US | $-228K | – | -0.01 | |
| RFR USD SOFR/3.78300 02/07/24-10Y LCH | Derivative-interest rate | US | $-59K | – | -0.00 | |
| RFR USD SOFR/3.80000 06/03/24-7Y* LCH | Derivative-interest rate | US | $3M | – | 0.11 | |
| RFR USD SOFR/3.80000 09/05/23-5Y LCH | Derivative-interest rate | US | $-175K | – | -0.01 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $74K | – | 0.00 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | Derivative-interest rate | US | $52K | – | 0.00 | |
| RFR USD SOFR/3.88000 10/16/23-30Y LCH | Derivative-interest rate | US | $13K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-36K | – | -0.00 | |
| RFR USD SOFR/3.90000 08/30/23-10Y LCH | Derivative-interest rate | US | $-165K | – | -0.01 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-21K | – | -0.00 | |
| RFR USD SOFR/3.95000 09/13/23-10Y LCH | Derivative-interest rate | US | $-237K | – | -0.01 | |
| RFR USD SOFR/3.97000 02/27/24-5Y LCH | Derivative-interest rate | US | $-22K | – | -0.00 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $27K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-37K | – | -0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $56K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $63K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $76K | – | 0.00 | |
| RFR USD SOFR/4.15000 10/12/23-10Y LCH | Derivative-interest rate | US | $23K | – | 0.00 | |
| RFR USD SOFR/4.15500 10/02/23-10Y LCH | Derivative-interest rate | US | $25K | – | 0.00 | |
| RFR USD SOFR/4.16500 09/27/23-10Y LCH | Derivative-interest rate | US | $13K | – | 0.00 | |
| RFR USD SOFR/4.17000 10/03/23-10Y LCH | Derivative-interest rate | US | $30K | – | 0.00 | |
| RFR USD SOFR/4.17500 10/10/23-10Y LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $51K | – | 0.00 | |
| RFR USD SOFR/4.22000 10/20/23-10Y LCH | Derivative-interest rate | US | $49K | – | 0.00 | |
| RFR USD SOFR/4.23000 10/23/23-10Y LCH | Derivative-interest rate | US | $63K | – | 0.00 | |
| RFR USD SOFR/4.25000 11/22/23-10Y LCH | Derivative-interest rate | US | $-132K | – | -0.01 | |
| RFR USD SOFR/4.25500 10/23/23-10Y LCH | Derivative-interest rate | US | $19K | – | 0.00 | |
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME | Derivative-interest rate | US | $13M | – | 0.54 | |
| RFRF USD SF+26.161/1.2* 9/17/23-2Y* CME | Derivative-interest rate | US | $2M | – | 0.06 | |
| RFRF USD SF+26.161/1.4* 07/15/23-8Y CME | Derivative-interest rate | US | $8M | – | 0.32 | |
| RFRF USD SF+26.161/1.4* 07/16/23-8Y CME | Derivative-interest rate | US | $4M | – | 0.15 | |
| RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH | Derivative-interest rate | US | $10M | – | 0.40 | |
| RFRF USD SF+26.161/1.4* 9/23/23-8Y* CME | Derivative-interest rate | US | $2M | – | 0.09 | |
| RFRF USD SOFR/2.33000 10/25/23-30Y CME | Derivative-interest rate | US | $15M | – | 0.62 | |
| RFRF USD SOFR/2.39500 10/25/23-5Y CME | Derivative-interest rate | US | $-21M | – | -0.85 | |
| RGA GLOBAL FUNDING SECURED 144A 11/28 6 | Long | Debt | US | $4M | – | 0.15 |
| ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 04/40 6.875 (ROCKIES EXPRESS PIPELINE LLC) | Long | Debt | US | $4M | – | 0.18 |
| ROMANIA NOTES 144A 09/28 5.5 (ROMANIA GOVT) | Long | Debt | RO | $3M | – | 0.13 |
| ROMANIA NOTES 144A 09/33 6.375 (ROMANIA GOVT) | Long | Debt | RO | $3M | – | 0.13 |
| ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) | Long | Debt | RO | $939K | – | 0.04 |
| ROMANIA SR UNSECURED 144A 09/26 5 (ROMANIA GOVT) | Long | Debt | RO | $2M | – | 0.07 |
| ROMANIA UNSECURED 144A 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $2M | – | 0.09 |
| ROMANIA UNSECURED 144A 04/41 2.75 (ROMANIA GOVT) | Long | Debt | RO | $591K | – | 0.02 |
| ROMANIA UNSECURED 144A 04/42 2.875 (ROMANIA GOVT) | Long | Debt | RO | $1M | – | 0.05 |
| ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT) | Long | Debt | RO | $7M | – | 0.28 |
| ROMANIA UNSECURED 144A 12/40 2.625 (ROMANIA GOVT) | Long | Debt | RO | $901K | – | 0.04 |
| RUSSIAN FEDERATION SR UNSECURED REGS 05/26 4.75 (RUSSIAN GOVT) | Long | Debt | RU | $165K | – | 0.01 |
| RUSSIAN FEDERATION SR UNSECURED REGS 06/47 5.25 (RUSSIAN GOVT) | Long | Debt | RU | $116K | – | 0.00 |
| SALES TAX SECURITIZATION CORP STSGEN 01/31 FIXED 2.857 (SALES TAX SECURITIZATION CORPORATION) | Long | Debt | US | $4M | – | 0.16 |
| SALES TAX SECURITIZATION CORP STSGEN 01/33 FIXED 3.007 (SALES TAX SECURITIZATION CORPORATION) | Long | Debt | US | $4M | – | 0.18 |
| SALES TAX SECURITIZATION CORP STSGEN 01/42 FIXED 3.238 (SALES TAX SECURITIZATION CORPORATION) | Long | Debt | US | $1M | – | 0.06 |
| SAN DIEGO G + E 1ST MORTGAGE 05/48 4.15 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $8M | – | 0.31 |
| SAN DIEGO G + E 1ST MORTGAGE 06/49 4.1 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.10 |
| SANDS CHINA LTD SR UNSECURED 01/26 4.05 | Long | Debt | KY | $581K | – | 0.02 |
| SANDS CHINA LTD SR UNSECURED 03/27 2.3 | Long | Debt | KY | $2M | – | 0.08 |
| SANDS CHINA LTD SR UNSECURED 08/31 3.25 | Long | Debt | KY | $1M | – | 0.04 |
| SANTANDER HOLDINGS USA SR UNSECURED 11/31 VAR (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $2M | – | 0.07 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $2M | – | 0.10 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $925K | – | 0.04 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 03/32 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $169K | – | 0.01 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $6M | – | 0.25 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/53 5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $706K | – | 0.03 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875 (SAUDI ARABIA GOVT) | Long | Debt | SA | $3M | – | 0.12 |
| SEALED AIR CORP SR SECURED 144A 10/26 1.573 (SEALED AIR CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1) | Long | ABS-mortgage backed security | US | $598K | – | 0.02 |
| SES SA COMPANY GUAR 144A 04/43 5.3 | Long | Debt | LU | $3M | – | 0.11 |
| SIERRA PACIFIC POWER CO GENL REF MOR 07/37 6.75 (SIERRA PACIFIC POWER COMPANY) | Long | Debt | US | $4M | – | 0.16 |
| SKYWORKS SOLUTIONS INC SR UNSECURED 06/31 3 | Long | Debt | US | $509K | – | 0.02 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1 (SMALL BUSINESS ADMIN PART CERTS 2007-20K) | Long | ABS-other | US | $12K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1 (SMALL BUSINESS ADMIN PART CERTS 2007-20L) | Long | ABS-other | US | $54K | – | 0.00 |
| SMITH + NEPHEW PLC SR UNSECURED 03/34 5.4 (SMITH & NEPHEW PLC) | Long | Debt | GB | $1M | – | 0.06 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-16K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-7K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $43K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $8K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $36K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $90K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $7K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-14K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $70K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-280.41 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-14K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-68K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $12K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $73K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $38K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $35K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $12K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $62K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $39K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $23K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $7K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $50.69 | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1M | – | 0.04 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $59K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $34K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $30K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $285K | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $70K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $-7K | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-60.3 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $54K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $15K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240725 | Derivative-foreign exchange | KR | $-116K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $72.28 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-29K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $130K | – | 0.01 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-18K | – | -0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $7K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $5K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $2K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $41K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-14K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $472.12 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $11K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-69.76 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-48.38 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-1K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $27.46 | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240723 | Derivative-foreign exchange | TR | $-2K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240725 | Derivative-foreign exchange | TR | $-2K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240820 | Derivative-foreign exchange | TR | $-5K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240904 | Derivative-foreign exchange | TR | $-880.69 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240725 | Derivative-foreign exchange | TW | $77K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $743.39 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $611.82 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $152.96 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-6K | – | -0.00 | |
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A (SOUND POINT CLO XXVIII LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A2 (SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2) | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/32 2.75 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.08 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $783K | – | 0.03 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/51 2.95 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.08 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/52 3.45 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/30 2.25 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $679K | – | 0.03 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/31 2.5 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $4M | – | 0.16 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/51 3.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.06 |
| SOUTHERN CAL EDISON 1ST REF MORT 01/34 6 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $4M | – | 0.15 |
| SOUTHERN CAL EDISON 1ST REF MORT 03/28 3.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $190K | – | 0.01 |
| SOUTHERN CAL EDISON 1ST REF MORT 03/43 3.9 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $3M | – | 0.11 |
| SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| SOUTHERN CAL EDISON 1ST REF MORT 12/41 3.9 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $391K | – | 0.02 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/50 3.95 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $1M | – | 0.05 |
| SOUTHERN CALIF GAS CO SR SECURED 06/48 4.125 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $4M | – | 0.17 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 03/40 6.2 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $2M | – | 0.09 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 11/51 3.25 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $506K | – | 0.02 |
| SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6 | Long | Debt | US | $3M | – | 0.13 |
| SPIRIT AEROSYSTEMS INC SR SECURED 06/26 3.85 | Long | Debt | US | $1M | – | 0.05 |
| SPIRIT AIR 2017 1 PTT A PASS THRU CE 08/31 3.65 (SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A) | Long | Debt | US | $297K | – | 0.01 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 05/28 VAR | Long | Debt | GB | $3M | – | 0.10 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 05/35 VAR | Long | Debt | GB | $2M | – | 0.08 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/34 VAR | Long | Debt | GB | $8M | – | 0.33 |
| STATE OF ISRAEL SR UNSECURED 03/34 5.5 (ISRAEL GOVT) | Long | Debt | IL | $6M | – | 0.24 |
| STRIPS 02/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $796K | – | 0.03 |
| STRIPS 05/34 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $46M | – | 1.88 |
| STRIPS 05/35 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $20M | – | 0.81 |
| STRIPS 05/41 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $202K | – | 0.01 |
| STRIPS 05/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $527K | – | 0.02 |
| STRIPS 08/34 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 0.85 |
| STRIPS 08/37 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.20 |
| STRIPS 08/41 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $155K | – | 0.01 |
| STRIPS 08/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $793K | – | 0.03 |
| STRIPS 11/36 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 0.87 |
| STRIPS 11/41 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $74K | – | 0.00 |
| STRIPS 11/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $335K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 18 4A1 (STRUCTURED ADJUSTABLE RT MTG LN 2004-18) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1 (STRUCTURED ARM LOAN TRUST 2005-19XS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 4 1A2 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-4) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 10 M2 (STRUCTURED ASSET INVST LN TR 2004-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR5 1A1 (STRUCTURED ASSET MTG INV INC 2004-AR5) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A1 (STRUCTURED ASSET MORTGAGE INV 2005-AR4) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 37A 3A7 (STRUCTURED ASSET SECURITIES CO 2003-37A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 GEL2 M2 (STRUCTURED ASSET SECUR CORP 2005-GEL2) | Long | ABS-mortgage backed security | US | $894K | – | 0.04 |
| STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/29 5 (STUDIO CITY FINANCE LIMITED) | Long | Debt | VG | $352K | – | 0.01 |
| SUTTER HEALTH UNSECURED 08/33 5.164 | Long | Debt | US | $903K | – | 0.04 |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A (SYNCHRONY CARD ISSUANCE TRUST 2023-A2) | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| SYNCHRONY FINANCIAL SR UNSECURED 10/31 2.875 | Long | Debt | US | $345K | – | 0.01 |
| SYSCO CORPORATION COMPANY GUAR 01/34 6 | Long | Debt | US | $2M | – | 0.07 |
| SYSTEM ENERGY RESOURCES 1ST MORTGAGE 12/25 2.14 (SYSTEM ENERGY RESOURCES INC) | Long | Debt | US | $1M | – | 0.05 |
| T MOBILE USA INC COMPANY GUAR 01/34 5.75 (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.09 |
| T MOBILE USA INC COMPANY GUAR 02/51 3.3 (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.05 |
| T MOBILE USA INC COMPANY GUAR 03/32 2.7 (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.05 |
| T MOBILE USA INC COMPANY GUAR 10/52 3.4 (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.10 |
| T MOBILE USA INC COMPANY GUAR 11/60 3.6 (T-MOBILE USA INC) | Long | Debt | US | $4M | – | 0.15 |
| T-MOBILE USA INC SNR S* ICE | Derivative-credit | US | $407K | – | 0.02 | |
| TAPESTRY INC SR UNSECURED 11/28 7.35 (TAPESTRY INC (AKA COACH INC)) | Long | Debt | US | $7M | – | 0.27 |
| TARGA RESOURCES CORP COMPANY GUAR 02/53 6.5 | Long | Debt | US | $4M | – | 0.15 |
| TARGA RESOURCES CORP COMPANY GUAR 03/33 6.125 | Long | Debt | US | $2M | – | 0.09 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 3 1A (TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| TCI SYMPHONY CLO TSYMP 2017 1A AR 144A (TCI-SYMPHONY CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| TD SYNNEX CORP SR UNSECURED 08/26 1.75 (TD SYNNEX CORPORATION) | Long | Debt | US | $4M | – | 0.16 |
| TD SYNNEX CORP SR UNSECURED 08/28 2.375 (TD SYNNEX CORPORATION) | Long | Debt | US | $3M | – | 0.12 |
| TD SYNNEX CORP SR UNSECURED 08/31 2.65 (TD SYNNEX CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| TELECOM SERBIA EUR TERM LOAN A (TELECOMMUNICATIONS COMPANY TELEKOM SRBIJA AKCIONARSKO DRUSTVO BELGRADE) | Long | Loan | LU | $5M | – | 0.22 |
| TENCENT HOLDINGS LTD SR UNSECURED 144A 04/61 3.94 (TENCENT HOLDINGS LIMITED) | Long | Debt | KY | $856K | – | 0.03 |
| TENN VALLEY AUTHORITY SR UNSECURED 03/28 3.875 (TENNESSEE VALLEY AUTHORITY (TVA)) | Long | Debt | US | $14M | – | 0.58 |
| TENNESSEE GAS PIPELINE COMPANY GUAR 04/37 7.625 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $5M | – | 0.22 |
| TENNESSEE GAS PIPELINE COMPANY GUAR 06/32 8.375 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $4M | – | 0.17 |
| TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $3M | – | 0.13 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $3M | – | 0.11 |
| TIME WARNER CABLE LLC SR SECURED 06/39 6.75 | Long | Debt | US | $1M | – | 0.05 |
| TIME WARNER CABLE LLC SR SECURED 07/38 7.3 | Long | Debt | US | $1M | – | 0.05 |
| TIME WARNER CABLE LLC SR SECURED 11/40 5.875 | Long | Debt | US | $434K | – | 0.02 |
| TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875 | Long | Debt | US | $3M | – | 0.13 |
| TORREY PINES RE LTD SR UNSECURED 144A 06/31 VAR | Long | Debt | BM | $251K | – | 0.01 |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | Long | Debt | BM | $251K | – | 0.01 |
| TRANSCONT GAS PIPE LINE SR UNSECURED 03/48 4.6 (TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC) | Long | Debt | US | $2M | – | 0.07 |
| TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625 (TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)) | Long | Debt | US | $729K | – | 0.03 |
| TRIMBLE INC SR UNSECURED 03/33 6.1 | Long | Debt | US | $2M | – | 0.10 |
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A (TRINITAS CLO LTD 2020-14A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| TRUST FIBRAUNO SR UNSECURED 144A 01/30 4.869 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $527K | – | 0.02 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $23M | – | 0.94 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $41M | – | 1.66 |
| TSY INFL IX N/B 01/34 1.75 (UNITED STATES GOVT) | Long | Debt | US | $39M | – | 1.56 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $43M | – | 1.76 |
| TYSON FOODS INC SR UNSECURED 03/29 5.4 | Long | Debt | US | $2M | – | 0.07 |
| TYSON FOODS INC SR UNSECURED 03/34 5.7 | Long | Debt | US | $2M | – | 0.09 |
| UBS AG LONDON SR UNSECURED 09/28 5.65 (UBS AG/LONDON BRANCH) | Long | Debt | CH | $3M | – | 0.12 |
| UBS AG STAMFORD CT SR UNSECURED 02/28 7.5 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $3M | – | 0.14 |
| UBS GROUP AG SR UNSECURED 144A 02/27 VAR | Long | Debt | CH | $3M | – | 0.14 |
| UBS GROUP AG SR UNSECURED 144A 02/30 VAR | Long | Debt | CH | $2M | – | 0.07 |
| UBS GROUP AG SR UNSECURED 144A 05/28 4.751 | Long | Debt | CH | $784K | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $6M | – | 0.26 |
| UBS GROUP AG SR UNSECURED 144A 08/27 4.703 | Long | Debt | CH | $2M | – | 0.09 |
| UBS GROUP AG SR UNSECURED 144A 08/27 VAR | Long | Debt | CH | $6M | – | 0.25 |
| UBS GROUP AG SR UNSECURED 144A 08/33 4.988 | Long | Debt | CH | $2M | – | 0.07 |
| UBS GROUP AG SR UNSECURED 144A 12/27 VAR | Long | Debt | CH | $1M | – | 0.05 |
| UKG, INC, 2024 TERM LOAN B (ULTIMATE KRONOS GROUP INC) | Long | Loan | US | $603K | – | 0.02 |
| UNICREDIT SPA SR UNSECURED 144A 06/32 3.127 | Long | Debt | IT | $5M | – | 0.20 |
| UNICREDIT SPA SR UNSECURED 144A 09/26 VAR | Long | Debt | IT | $1M | – | 0.06 |
| UNITED AIR 2013 1 A PTT PASS THRU CE 02/27 4.3 (UNITED AIRLINES 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $8M | – | 0.31 |
| UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45 (UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $241K | – | 0.01 |
| UNITED AIR 2016 2 A PTT PASS THRU CE 04/30 3.1 (UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $360K | – | 0.01 |
| UNITED AIR 2016 2 AA PTT PASS THRU CE 04/30 2.875 (UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $426K | – | 0.02 |
| UNITED AIR 2019 1 A PTT PASS THRU CE 08/31 4.55 (UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.07 |
| 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 | $421K | – | 0.02 |
| 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 | – | 0.12 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $26M | – | 1.04 |
| UNITED MEXICAN STATES SR UNSECURED 05/53 6.338 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 0.12 |
| UNITED MEXICAN STATES SR UNSECURED 05/61 3.771 (MEXICO GOVT) | Long | Debt | MX | $6M | – | 0.26 |
| UNITED MEXICAN STATES SR UNSECURED 12/99 5.75 (MEXICO GOVT) | Long | Debt | MX | $9M | – | 0.35 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/53 5.05 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $4M | – | 0.17 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/63 5.2 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $5M | – | 0.19 |
| URSA RE LTD UNSECURED 144A 12/26 VAR | Long | Debt | BM | $3M | – | 0.10 |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-4M | – | -0.18 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-46K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-3M | – | -0.11 | |
| US AIRWAYS 2012 2A PTT PASS THRU CE 12/26 4.625 (US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.09 |
| US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95 (US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.09 |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-701K | – | -0.03 | |
| US TREASURY N/B 02/29 4.25 (UNITED STATES GOVT) | Long | Debt | US | $195M | – | 7.90 |
| US TREASURY N/B 02/30 4 (UNITED STATES GOVT) | Long | Debt | US | $16M | – | 0.65 |
| US TREASURY N/B 02/34 4 (UNITED STATES GOVT) | Long | Debt | US | $83M | – | 3.38 |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $363M | – | 14.74 |
| US TREASURY N/B 02/41 4.75 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.21 |
| US TREASURY N/B 02/43 3.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.06 |
| US TREASURY N/B 02/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $40M | – | 1.62 |
| US TREASURY N/B 02/44 4.5 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.24 |
| US TREASURY N/B 02/45 2.5 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.45 |
| US TREASURY N/B 02/49 3 (UNITED STATES GOVT) | Long | Debt | US | $67M | – | 2.74 |
| US TREASURY N/B 02/50 2 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 0.54 |
| US TREASURY N/B 02/51 1.875 (UNITED STATES GOVT) | Long | Debt | US | $31M | – | 1.24 |
| US TREASURY N/B 02/52 2.25 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.20 |
| US TREASURY N/B 02/53 3.625 (UNITED STATES GOVT) | Long | Debt | US | $37M | – | 1.52 |
| US TREASURY N/B 03/30 3.625 (UNITED STATES GOVT) | Long | Debt | US | $16M | – | 0.64 |
| US TREASURY N/B 05/30 3.75 (UNITED STATES GOVT) | Long | Debt | US | $16M | – | 0.64 |
| US TREASURY N/B 05/40 1.125 (UNITED STATES GOVT) | Long | Debt | US | $45M | – | 1.83 |
| US TREASURY N/B 05/41 4.375 (UNITED STATES GOVT) | Long | Debt | US | $27M | – | 1.11 |
| US TREASURY N/B 05/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.33 |
| US TREASURY N/B 05/45 3 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.39 |
| US TREASURY N/B 05/49 2.875 (UNITED STATES GOVT) | Long | Debt | US | $299K | – | 0.01 |
| US TREASURY N/B 05/52 2.875 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 0.75 |
| US TREASURY N/B 05/53 3.625 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.07 |
| US TREASURY N/B 06/30 3.75 (UNITED STATES GOVT) | Long | Debt | US | $38M | – | 1.56 |
| US TREASURY N/B 08/28 4.375 (UNITED STATES GOVT) | Long | Debt | US | $265K | – | 0.01 |
| US TREASURY N/B 08/30 4.125 (UNITED STATES GOVT) | Long | Debt | US | $23M | – | 0.94 |
| US TREASURY N/B 08/40 1.125 (UNITED STATES GOVT) | Long | Debt | US | $58M | – | 2.35 |
| US TREASURY N/B 08/41 1.75 (UNITED STATES GOVT) | Long | Debt | US | $65M | – | 2.66 |
| US TREASURY N/B 08/41 3.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.06 |
| US TREASURY N/B 08/42 3.375 (UNITED STATES GOVT) | Long | Debt | US | $104M | – | 4.23 |
| US TREASURY N/B 08/43 3.625 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.11 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $249M | – | 10.12 |
| US TREASURY N/B 08/44 3.125 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.46 |
| US TREASURY N/B 08/48 3 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.25 |
| US TREASURY N/B 08/49 2.25 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.45 |
| US TREASURY N/B 08/52 3 (UNITED STATES GOVT) | Long | Debt | US | $124M | – | 5.04 |
| US TREASURY N/B 09/30 4.625 (UNITED STATES GOVT) | Long | Debt | US | $23M | – | 0.95 |
| US TREASURY N/B 10/30 4.875 (UNITED STATES GOVT) | Long | Debt | US | $24M | – | 0.96 |
| US TREASURY N/B 11/30 4.375 (UNITED STATES GOVT) | Long | Debt | US | $47M | – | 1.90 |
| US TREASURY N/B 11/40 1.375 (UNITED STATES GOVT) | Long | Debt | US | $35M | – | 1.42 |
| US TREASURY N/B 11/41 2 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.29 |
| US TREASURY N/B 11/42 2.75 (UNITED STATES GOVT) | Long | Debt | US | $767K | – | 0.03 |
| US TREASURY N/B 11/42 4 (UNITED STATES GOVT) | Long | Debt | US | $59M | – | 2.40 |
| US TREASURY N/B 11/43 3.75 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.22 |
| US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT) | Long | Debt | US | $105M | – | 4.26 |
| US TREASURY N/B 11/44 3 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.45 |
| US TREASURY N/B 11/49 2.375 (UNITED STATES GOVT) | Long | Debt | US | $581K | – | 0.02 |
| US TREASURY N/B 11/52 4 (UNITED STATES GOVT) | Long | Debt | US | $278M | – | 11.28 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $4K | – | 0.00 | |
| VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4 (VALE OVERSEAS LTD) | Long | Debt | KY | $4M | – | 0.16 |
| VALLEY CHILDREN S HOSP SECURED 03/48 4.399 (CHILDRENS HOSPITAL CENTRAL CALIFORNIA (AKA: VALLEY CHILDREN'S HOSPITAL)) | Long | Debt | US | $2M | – | 0.07 |
| VENTURE CDO LTD VENTR 2017 26A AR 144A (VENTURE XXVI CLO LTD 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $453K | – | 0.02 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $800K | – | 0.03 |
| VERISIGN INC SR UNSECURED 06/31 2.7 | Long | Debt | US | $1M | – | 0.06 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $53K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $14K | – | 0.00 | |
| VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $3M | – | 0.11 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 09/47 3.8 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $371K | – | 0.02 |
| VISTRA ZERO OPRTNG COMPANY LLC TERM LOAN B (VISTRA ZERO OPERATING COMPANY LLC) | Long | Loan | US | $2M | – | 0.07 |
| VMWARE LLC SR UNSECURED 08/28 1.8 | Long | Debt | US | $526K | – | 0.02 |
| VMWARE LLC SR UNSECURED 08/31 2.2 | Long | Debt | US | $285K | – | 0.01 |
| VODAFONE GROUP PLC SR UNSECURED 02/53 5.625 | Long | Debt | GB | $2M | – | 0.09 |
| VODAFONE GROUP PLC SR UNSECURED 02/63 5.75 | Long | Debt | GB | $760K | – | 0.03 |
| VODAFONE GROUP PLC SR UNSECURED 06/49 4.875 | Long | Debt | GB | $4M | – | 0.15 |
| VODAFONE GROUP PLC SR UNSECURED 06/54 5.75 | Long | Debt | GB | $969K | – | 0.04 |
| VODAFONE GROUP PLC SR UNSECURED 06/64 5.875 | Long | Debt | GB | $963K | – | 0.04 |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | Derivative-credit | NL | $2K | – | 0.00 | |
| VOYA CLO LTD VOYA 2014 4A A1RA 144A (VOYA CLO LTD 2014-4) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| VOYA CLO LTD VOYA 2019 2A AR 144A (VOYA CLO 2019-2A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A (WASHINGTON MUTUAL 2004-RP1) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A (WASHINGTON MUTUAL 2006-AR15) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $765.35 | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 2A1A (WASHINGTON MUTUAL 2006-AR4) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $539K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 2A3 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1 (WAMU MTGE P/T CERT 2007-HY7) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A (WAMU MORTGAGE P/T CERTIFICATES 2007-OA1) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA2 1A (WASHINGTON MUTUAL 2007-OA2) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA3 2A1A (WASHINGTON MUTUAL 2007-OA3) | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| WASHINGTON GAS LIGHT CO SR UNSECURED 09/49 3.65 (WASHINGTON GAS LIGHT COMPANY) | Long | Debt | US | $1M | – | 0.05 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A (WASHINGTON MUTUAL MTGE P/T 2006-AR3) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2007 2 A3 (WELLS FARGO HOME EQUITY TRUST 2007-2) | Long | ABS-mortgage backed security | US | $562K | – | 0.02 |
| WELLTOWER OP LLC COMPANY GUAR 03/43 5.125 | Long | Debt | US | $10M | – | 0.39 |
| WESTERN MIDSTREAM OPERAT SR UNSECURED 02/50 5.25 (WESTERN MIDSTREAM OPERATING LP) | Long | Debt | US | $439K | – | 0.02 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $4M | – | 0.17 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $3M | – | 0.12 |
| WHEATON IL CLG WTNHGR 10/34 FIXED 6.09 (WHEATON COLLEGE IL) | Long | Debt | US | $935K | – | 0.04 |
| WINDMILL II RE DAC UNSECURED 144A 07/28 VAR (WINDMILL III RE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $268K | – | 0.01 |
| WINSTON RE LTD UNSECURED 144A 02/31 VAR | Long | Debt | BM | $3M | – | 0.11 |
| WISCONSIN ELECTRIC POWER SR UNSECURED 12/45 4.3 (WISCONSIN ELECTRIC POWER COMPANY) | Long | Debt | US | $3M | – | 0.12 |
| WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A (WORLDWIDE PLAZA TRUST 2017-WWP) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| WP CAREY INC SR UNSECURED 02/32 2.45 | Long | Debt | US | $813K | – | 0.03 |
| WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625 (WYNN MACAU LIMITED) | Long | Debt | KY | $3M | – | 0.13 |
| ZCS BRL 9.815 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-2M | – | -0.09 | |
| ZCS BRL 9.83243 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-2M | – | -0.08 | |
| ZCS BRL 9.84208 03/12/24-01/04/27 CME | Derivative-interest rate | BR | $-53K | – | -0.00 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.