PIMCOFUNDS > PIMCO Funds
PIMCO Dynamic Bond Fund
$2.29B
Avg Monthly Net Assets
$5.87B
Total Assets
$3.37B
Total Liabilities
$2.50B
Net Assets
PIMCO Dynamic Bond Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has six share classes
and monthly net assets of $2.29B.
On August 28th, 2024 it reported 1,622 holdings, the largest
being UMBS PASS THRU POOLS (23.0%), PIMCO FUNDS (12.2%) and UMBS PASS THRU POOLS (8.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000065243 | PUBAX | |
| Class C | C000069483 | PUBCX | |
| Class I-2 | C000065245 | PUCPX | |
| Class I-3 | C000200461 | PFNUX | |
| Class R | C000069484 | PUBRX | |
| Institutional | C000065246 | PFIUX |
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 |
|---|---|---|---|---|---|---|
| 31750NII9 PIMCO FXVAN CALL USD MXN 18.98850000 | Derivative-foreign exchange | IE | $-72K | – | -0.00 | |
| 31750O070 PIMCO FXVAN CALL USD JPY 153.5000000 | Derivative-foreign exchange | US | $970K | – | 0.04 | |
| 31750O088 PIMCO FXVAN CALL USD JPY 157.2500000 | Derivative-foreign exchange | US | $-954K | – | -0.04 | |
| 31750O096 PIMCO FXVAN CALL USD JPY 153.5000000 | Derivative-foreign exchange | SD | $81K | – | 0.00 | |
| 31750O0A3 PIMCO FXVAN CALL USD JPY 157.2500000 | Derivative-foreign exchange | US | $-79K | – | -0.00 | |
| 3175FA9F7 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | LU | $35K | – | 0.00 | |
| 3175FA9K6 PIMCO FXVAN CALL USD CNH 7.45000000 | Derivative-foreign exchange | US | $68K | – | 0.00 | |
| 3175FB9K4 PIMCO FXVAN CALL USD CNH 7.37500000 | Derivative-foreign exchange | LU | $95K | – | 0.00 | |
| 3175FD9K0 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | LU | $46K | – | 0.00 | |
| 3175SP9A1 PIMCO FXVAN CALL USD CNH 7.27500000 | Derivative-foreign exchange | US | $102K | – | 0.00 | |
| 3175SP9B9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $75K | – | 0.00 | |
| 3175SP9C7 PIMCO FXVAN CALL USD CNH 7.32500000 | Derivative-foreign exchange | LU | $50K | – | 0.00 | |
| 3175ST9C9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $86K | – | 0.00 | |
| 3175UF951 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | LU | $76K | – | 0.00 | |
| 3175UJ9U8 PIMCO FXVAN CALL USD CNH 7.35000000 | Derivative-foreign exchange | LU | $109K | – | 0.00 | |
| 3175UJ9W4 PIMCO FXVAN CALL USD CNH 7.32500000 | Derivative-foreign exchange | LU | $82K | – | 0.00 | |
| 3175UJ9X2 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | US | $112K | – | 0.00 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $28K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-30K | – | -0.00 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 | Derivative-interest rate | US | $21K | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 | Derivative-interest rate | US | $-24K | – | -0.00 | |
| 317U5YPA4 PIMCO SWAPTION 2.754 CALL EUR 202411 | Derivative-interest rate | US | $17K | – | 0.00 | |
| 317U5YQA3 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 | Derivative-interest rate | US | $13K | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 | Derivative-interest rate | US | $21K | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 | Derivative-interest rate | US | $-21K | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 | Derivative-interest rate | US | $22K | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 | Derivative-interest rate | US | $-22K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-340.98 | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-940.02 | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 | Derivative-interest rate | US | $19K | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 | Derivative-interest rate | US | $33K | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 | Derivative-interest rate | US | $-26K | – | -0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 | Derivative-interest rate | US | $46K | – | 0.00 | |
| 317U63QA0 PIMCO SWAPTION 2.465 CALL EUR 202411 | Derivative-interest rate | US | $-42K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.33 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-29K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.04 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.04 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.53 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-70.18 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U66VA7 PIMCO SWAPTION 2.84 CALL EUR 2024120 | Derivative-interest rate | US | $2K | – | 0.00 | |
| 317U66ZA3 PIMCO SWAPTION 2.3625 CALL EUR 20241 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U69GA8 PIMCO SWAPTION 2.9 CALL EUR 20241209 | Derivative-interest rate | US | $21K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 | Derivative-interest rate | US | $66K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 | Derivative-interest rate | US | $-57K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-949.08 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-871.08 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-674.41 | – | -0.00 | |
| 317U6BHA2 PIMCO SWAPTION 2.9 CALL EUR 20241213 | Derivative-interest rate | US | $28K | – | 0.00 | |
| 317U6BIA1 PIMCO SWAPTION 2.425 CALL EUR 202412 | Derivative-interest rate | US | $-23K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-475.14 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-23K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-22K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6COA2 PIMCO SWAPTION 2.8 CALL EUR 20241217 | Derivative-interest rate | US | $16K | – | 0.00 | |
| 317U6CPA1 PIMCO SWAPTION 2.3525 CALL EUR 20241 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-43K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-6K | – | -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 | $-6K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 522 FUNDING CLO LTD MORGN 2018 3A AR 144A (522 FUNDING CLO I LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| ACE SECURITIES CORP. ACE 2003 HE1 M1 (ACE SECURITIES CORP 2003-HE1) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| ACE SECURITIES CORP. ACE 2006 FM2 A2B (ACE SECURITIES CORP 2006-FM2) | Long | ABS-mortgage backed security | US | $662K | – | 0.03 |
| ACE SECURITIES CORP. ACE 2006 FM2 A2C (ACE SECURITIES CORP 2006-FM2) | Long | ABS-mortgage backed security | US | $355K | – | 0.01 |
| ACE SECURITIES CORP. ACE 2006 NC3 A2D (ACE SECURITIES CORP 2006-NC3) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-7) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 1 6A1 (ADJUSTABLE RATE MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| ADLER REAL ESTATE GMBH SR UNSECURED REGS 04/26 3 (ADLER REAL ESTATE AG) | Long | Debt | DE | $194K | – | 0.01 |
| AEGIS ASSET BACKED SECURITIES AABST 2004 6 M2 (AEGIS ASSET BACKED SEC TR 2004-6) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $3M | – | 0.13 |
| AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR (SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)) | Long | Debt | US | $4M | – | 0.17 |
| AIR CANADA SR SECURED 144A 08/29 4.625 | Long | Debt | CA | $568K | – | 0.02 |
| ALAMO RE LTD UNSECURED 144A 06/26 VAR | Long | Debt | BM | $2M | – | 0.07 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $5M | – | 0.22 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $2M | – | 0.10 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $2M | – | 0.08 |
| ALTICE FRANCE HOLDING SA SR SECURED REGS 02/28 4 | Long | Debt | LU | $698K | – | 0.03 |
| ALTICE FRANCE SA SR SECURED 144A 10/29 5.5 | Long | Debt | FR | $2M | – | 0.07 |
| ALTICE FRANCE SA SR SECURED REGS 10/29 4.25 | Long | Debt | FR | $2M | – | 0.08 |
| AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575 (AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $487K | – | 0.02 |
| 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 | $626K | – | 0.03 |
| AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35 (AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.05 |
| AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15 (AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $350K | – | 0.01 |
| 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 | – | 0.04 |
| AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 (AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $208K | – | 0.01 |
| AMERICAN AIRLINES, INC. 2021 TERM LOAN (AADVANTAGE LOYALTY IP LTD) | Long | Loan | KY | $5M | – | 0.20 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $1M | – | 0.05 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $487K | – | 0.02 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $2M | – | 0.07 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-1) | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 3 1A1 (AMERICAN HOME MTGE ASSETS 2006-3) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1 (AMERICAN HOME MORTGAGE ASSETS 2006-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $932K | – | 0.04 |
| AMERICAN TOWER CORP SR UNSECURED 03/27 3.65 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $4M | – | 0.15 |
| AMERICAN TOWER CORP SR UNSECURED 03/32 4.05 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $640K | – | 0.03 |
| AMERICAN TOWER CORP SR UNSECURED 06/30 2.1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $587K | – | 0.02 |
| AMERICAN TOWER CORP SR UNSECURED 10/30 1.875 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $1M | – | 0.06 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M2 (AMERIQUEST MORTGAGE SEC INC 2004-R10) | Long | ABS-mortgage backed security | US | $814K | – | 0.03 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A (AMORTIZING RESIDENTIAL COLLAT 2001-BC6) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2016 9A AR2 144A (ANCHORAGE CAPITAL CLO LTD 2016-9A) | Long | ABS-collateralized bond/debt obligation | KY | $801K | – | 0.03 |
| APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| ARES CLO LTD ARES 2016 40A A1RR 144A (ARES XL CLO LTD 2016-40A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| ARES CLO LTD ARES 2018 50A AR 144A (ARES L CLO LTD 2018-50A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| ARES EURO CLO ARESE 12A AR 144A (ARES EUROPEAN CLO XII BV 12A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.14 |
| ARES EUROPEAN CLO ARESE 10A AR 144A (ARES EUROPEAN CLO X BV 10A) | Long | ABS-collateralized bond/debt obligation | IE | $13M | – | 0.51 |
| ARGENT SECURITIES INC. ARSI 2004 W3 A3 (ARGENT SECURITIES INC 2004-W3) | Long | ABS-mortgage backed security | US | $490K | – | 0.02 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A2C (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $538K | – | 0.02 |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2B (ARGENT SECURITIES INC 2006-M2) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2C (ARGENT SECURITIES INC 2006-M2) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 W5 A2C (ARGENT SECURITIES TRUST 2006-W5) | Long | ABS-mortgage backed security | US | $895K | – | 0.04 |
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR | Long | Debt | BM | $498K | – | 0.02 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2003 WF1 A2 (ASSET BACKED FUNDING CERT 2003-WF1) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1 (ASSET BACKED FUNDING CERT 2004-FF1) | Long | ABS-mortgage backed security | US | $598K | – | 0.02 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1 (ASSET BACKED FUNDING CERTS 2004-OPT5) | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2B (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $651K | – | 0.03 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2007 NC1 A2 144A (ASSET BACKED FUNDING CERT 2007-NC1) | Long | ABS-mortgage backed security | US | $9M | – | 0.36 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2B (ASSET BACKED FUNDING CERT 2007-WMC1) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3 (ASSET BACK SEC CORP HM EQ LN TR 2005-HE2) | Long | ABS-mortgage backed security | US | $464K | – | 0.02 |
| AT+T INC SR UNSECURED 02/30 4.3 (AT&T INC) | Long | Debt | US | $101K | – | 0.00 |
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR | Long | Debt | US | $3M | – | 0.14 |
| AURIUM CLO ACLO 4A AR 144A (AURIUM CLO IV DAC #N/A FIELD NOT APPLICABLE-4A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.29 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $1M | – | 0.06 |
| AVOCA CLO AVOCA 14A A1R 144A (AVOCA CLO XIV LTD14A) | Long | ABS-collateralized bond/debt obligation | IE | $388K | – | 0.02 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/26 4.25 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $1M | – | 0.05 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $8K | – | 0.00 |
| AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 02/26 2.125 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $376K | – | 0.02 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $1M | – | 0.04 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $929K | – | 0.04 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 7 T2A1 (BANC OF AMERICA FUNDING CORP 2006-7) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 5A1 (BANC OF AMERICA FUNDING CORP 2006-I) | Long | ABS-mortgage backed security | US | $499K | – | 0.02 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 TA1B (BANC OF AMERICA FUNDING CORP 2007-2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 1A1 (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA3A (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 XA1 (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 4 TA4 (BANC OF AMERICA FUNDING CORP 2007-4) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 8 4A1 (BANC OF AMERICA FUNDING CORP 2007-8) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 A 1A1 (BANC OF AMERICA FUNDING CORP 2007-A) | Long | ABS-mortgage backed security | US | $756K | – | 0.03 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 1A5 (BANC OF AMERICA FUNDING CORP 2007-D) | Long | ABS-mortgage backed security | US | $557K | – | 0.02 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 3A1 (BANC OF AMERICA FUNDING CORP 2007-D) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 A 2A2 (BANK OF AMERICA MTGE SECURITIES 2004-A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 D 2A8 (BANK OF AMERICA MTGE SECURITIES 2004-4) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $3M | – | 0.11 |
| BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 (BANCO DE CREDITO DEL PERU SA) | Long | Debt | PE | $2M | – | 0.06 |
| BANCO SANTANDER SA REGS 10/31 4.875 | Long | Debt | ES | $4M | – | 0.16 |
| BANCO SANTANDER SA SR UNSECURED 03/26 1.849 | Long | Debt | ES | $5M | – | 0.19 |
| BANCO SANTANDER SA SR UNSECURED 03/28 VAR | Long | Debt | ES | $5M | – | 0.19 |
| BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (BANK OF AMERICA CORPORATION) | Long | Equity-preferred | US | $4M | 4M | 0.15 |
| BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (BANK OF AMERICA CORPORATION) | Long | Equity-preferred | US | $2M | 2M | 0.06 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $3M | – | 0.11 |
| BARCLAYS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $2M | – | 0.08 |
| BARCLAYS PLC SR UNSECURED 01/26 4.375 | Long | Debt | GB | $885K | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 01/28 4.337 | Long | Debt | GB | $770K | – | 0.03 |
| BARCLAYS PLC SR UNSECURED 03/25 3.65 | Long | Debt | GB | $1M | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $2M | – | 0.07 |
| BARCLAYS PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $1M | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 11/32 VAR | Long | Debt | GB | $4M | – | 0.15 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $1M | – | 0.06 |
| BARCLAYS PLC SR UNSECURED 11/42 VAR | Long | Debt | GB | $3M | – | 0.12 |
| BARCLAYS PLC SUBORDINATED 05/28 4.836 | Long | Debt | GB | $338K | – | 0.01 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25 | Long | Debt | US | $2M | – | 0.09 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $570K | – | 0.02 |
| BAYOU RE LTD UNSECURED 144A 04/31 VAR | Long | Debt | BM | $498K | – | 0.02 |
| BAYVIEW FINANCIAL ACQUISITION BAYV 2005 A A2A 144A (BAYVIEW FINANCIAL ACQUISITION TR 2005-A) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR4 8A1 144A (BCAP LLC TRUST 2011-RR4) | Long | ABS-mortgage backed security | US | $518K | – | 0.02 |
| BCAP LLC TRUST BCAP 2011 RR4 8A2 144A (BCAP LLC TRUST 2011-RR4) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR6 5A2 144A (BCAP LLC TRUST 2011-RR6) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR6 7A1 144A (BCAP LLC TRUST 2011-RR6) | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| BCP MODULAR SERVICES SR SECURED REGS 11/28 4.75 (MODULAIRE (BCP V MODULAR SERVICES FINANCE II PLC)) | Long | Debt | GB | $6M | – | 0.24 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $967.75 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 1 21A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 22A (BEAR STEARNS ADJ RATE MTGE TR 2004-2) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 23A (BEAR STEARNS ADJ RATE MTGE TR 2004-2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 7 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2004-7) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 22A1 (BEAR STEARNS ADJ RATE MTGE TR 2004-9) | Long | ABS-mortgage backed security | US | $729.38 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 4 3A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 6 5A1 (BEAR STEARNS ADJ RATE MTGE TR 2005-6) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1 (BEAR STEARNS ALT-A TRUST 2005-10) | Long | ABS-mortgage backed security | US | $326K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $858K | – | 0.03 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 11A1 (BEAR STEARNS ALT-A TRUST 2006-2) | Long | ABS-mortgage backed security | US | $818K | – | 0.03 |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 21A1 (BEAR STEARNS ALT-A TRUST 2006-2) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 24A1 (BEAR STEARNS ALT-A TRUST 2006-2) | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 11A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $764K | – | 0.03 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 21A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 1A1 (BEAR STEARNS ALT-A TRUST 2006-5) | Long | ABS-mortgage backed security | US | $306K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 3A2 (BEAR STEARNS ALT-A TRUST 2006-8) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 AC6 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-AC6) | Long | ABS-mortgage backed security | US | $406K | – | 0.02 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1 (BEAR STEARNS ASSETBK SEC 2005-AQ2) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE11 M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE11) | Long | ABS-mortgage backed security | US | $987K | – | 0.04 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE7 2A2 (BEAR STEARNS ASSETBACK SEC 2006-HE7) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 1A1A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 1A3A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2) | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR5 2A1 (BEAR STEARNS MTGE FUND TR 2006-AR5) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BELLE HAVEN ABS CDO LTD BLHV 2004 1A A1SB 144A (BELLE HAVEN ABS CDO LTD 2004-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| BELLE HAVEN ABS CDO LTD BLHV 2004 1A A1ST 144A (BELLE HAVEN ABS CDO LTD 2004-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.15 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.20 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 06/31 3.125 | Long | Debt | US | $2M | – | 0.06 |
| BNP PARIBAS 144A 09/28 VAR | Long | Debt | FR | $2M | – | 0.07 |
| BNP PARIBAS REGS 09/28 VAR | Long | Debt | FR | $1M | – | 0.04 |
| BNP PARIBAS SR UNSECURED 144A 04/32 VAR | Long | Debt | FR | $2M | – | 0.07 |
| BNP PARIBAS SR UNSECURED 144A 09/29 VAR | Long | Debt | FR | $6M | – | 0.22 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $11K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-130.16 | – | -0.00 | |
| BOSTON GAS COMPANY SR UNSECURED 144A 03/32 3.757 | Long | Debt | US | $2M | – | 0.07 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $5K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-118.76 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-10K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-30K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-37K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-38K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-43K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-56K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-59K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-93K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-112K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-324K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-1M | – | -0.05 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-1M | – | -0.06 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-258K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-436K | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-39K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $21K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $178.54 | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-19.17 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-30K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-19K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-24K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-49K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-54K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241210 | Derivative-foreign exchange | CN | $-14K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241210 | Derivative-foreign exchange | CN | $-25K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250116 | Derivative-foreign exchange | CN | $-19K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250218 | Derivative-foreign exchange | CN | $-6K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-686.19 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240806 | Derivative-foreign exchange | CN | $-3.45 | – | -0.00 | |
| BOUGHT COP SOLD USD 20240815 | Derivative-foreign exchange | CO | $-134K | – | -0.01 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $904.35 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $410.79 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-84K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-19K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $659.29 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $618.11 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $1K | – | 0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-8K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-25K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $16K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $7K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $6K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $6K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $4K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $521.42 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $318.77 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-3K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-6K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-11K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-394.97 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $-36K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-583K | – | -0.02 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-95.19 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-525.71 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-7K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-10K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-32K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-39K | – | -0.00 | |
| BOUGHT PEN SOLD USD 20240705 | Derivative-foreign exchange | PE | $-34K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $25K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $3K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $1K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $1K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $562.06 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $467.11 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $453.31 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $374.78 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $265.28 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $11.15 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-7.04 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-9.89 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-80.46 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-120.22 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-383.57 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-471.99 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-693.99 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-6K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-8K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-8K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-8K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-14K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-16K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-18K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-19K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-22K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-31K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-41K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-52K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-59K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-120K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-335K | – | -0.01 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-4K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $22K | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-9K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $126K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240708 | Derivative-foreign exchange | TR | $173K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $81K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $122K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $12K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240724 | Derivative-foreign exchange | TR | $8K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240725 | Derivative-foreign exchange | TR | $10K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240726 | Derivative-foreign exchange | TR | $25K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240731 | Derivative-foreign exchange | TR | $9K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240807 | Derivative-foreign exchange | TR | $7K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $69K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240809 | Derivative-foreign exchange | TR | $15K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240812 | Derivative-foreign exchange | TR | $35K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240814 | Derivative-foreign exchange | TR | $41K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240822 | Derivative-foreign exchange | TR | $10K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $14K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240904 | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $97K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240917 | Derivative-foreign exchange | TR | $11K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20241108 | Derivative-foreign exchange | TR | $32K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250312 | Derivative-foreign exchange | TR | $73K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $72K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $607.75 | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-5K | – | -0.00 | |
| BPCE SA 144A 10/27 VAR | Long | Debt | FR | $8M | – | 0.32 |
| BRAZIL LA SP CBK | Derivative-credit | US | $304.28 | – | 0.00 | |
| BRAZIL LA SP GST | Derivative-credit | US | $608.54 | – | 0.00 | |
| BRITISH TELECOMMUNICATIONS PU SNR SE ICE | Derivative-credit | GB | $44K | – | 0.00 | |
| BROADCOM INC SR UNSECURED 144A 04/29 4 | Long | Debt | US | $3M | – | 0.12 |
| BROADCOM INC SR UNSECURED 144A 04/32 4.15 | Long | Debt | US | $3M | – | 0.11 |
| BROADCOM INC SR UNSECURED 144A 05/37 4.926 | Long | Debt | US | $4K | – | 0.00 |
| BROADCOM INC SR UNSECURED 144A 11/35 3.137 | Long | Debt | US | $4K | – | 0.00 |
| CAIRN CLO BV CRNCL 2018 10A AR 144A (CAIRN CLO X BV 18-10A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.26 |
| CALIFORNIA STATE MU MUNI SP MYC | Derivative-credit | US | $14K | – | 0.00 | |
| CALIFORNIA STATE MU MUNI SP MYC | Derivative-credit | US | $11K | – | 0.00 | |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $186K | – | 0.01 | |
| CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR | Long | Debt | BM | $2M | – | 0.09 |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A (CARLYLE EURO CLO 2019-2 DAC 19-2A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.09 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2012 4A A1R3 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $901K | – | 0.04 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.26 |
| CARNIVAL CORPORATION 2024 TERM LOAN B2 | Long | Loan | US | $2M | – | 0.10 |
| CARNIVAL HLDGS BM LTD COMPANY GUAR 144A 05/28 10.375 (CARNIVAL HOLDINGS (BERMUDA) LIMITED) | Long | Debt | US | $2M | – | 0.06 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2004 NC1 M1 (CARRINGTON MORTGAGE LN TR 2004-NC1) | Long | ABS-mortgage backed security | US | $856K | – | 0.03 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 FRE2 A3 (CARRINGTON MTGE LOAN TRUST 2006-FRE2) | Long | ABS-mortgage backed security | US | $610K | – | 0.02 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC2 A4 (CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2 2006-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A (CATAMARAN CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.20 |
| CDX EM35 ICE | Derivative-credit | US | $-166.33 | – | -0.00 | |
| CDX HY41 5Y ICE | Derivative-credit | US | $-3M | – | -0.11 | |
| CENTENE CORP SR UNSECURED 12/27 4.25 (CENTENE CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A3 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A5 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 2A1 (CHASE MORTGAGE FINANCE CORP 2007-A2) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| CHASEFLEX TRUST CFLX 2007 1 2A6 (CHASEFLEX TRUST 2007-1) | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| CHASEFLEX TRUST CFLX 2007 3 2A1 (CHASEFLEX TRUST 2007-3) | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| CHASEFLEX TRUST CFLX 2007 M1 2F4 (CHASEFLEX TRUST 2007-M1) | Long | ABS-mortgage backed security | US | $934K | – | 0.04 |
| CHENIERE CORP CHRISTI HD SR SECURED 06/27 5.125 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $9M | – | 0.38 |
| CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 02/26 5.5 (CHESAPEAKE ENERGY CORPORATION) | Long | Debt | US | $694K | – | 0.03 |
| CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 02/29 5.875 (CHESAPEAKE ENERGY CORPORATION) | Long | Debt | US | $297K | – | 0.01 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-2A) | Long | ABS-mortgage backed security | US | $367K | – | 0.01 |
| CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/27 5.625 (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $1M | – | 0.05 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.24 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $10M | – | 0.41 |
| CITICORP MORTGAGE SECURITIES, CMSI 2007 3 3A1 (CITICORP MORTGAGE SECURITIES 2007-3) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| CITICORP MORTGAGE SECURITIES, CMSI 2007 8 1A3 (CITICORP MORTGAGE SECURITIES 2007-8) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB1 A31 (CITIGROUP MORTGAGE LOAN TR 2004-HYB1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2B (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 2A2A (CITIGROUP MTGE LOAN TR INC 2006-AR7) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2C (CITIGROUP MTGE LOAN TR INC 2006-HE3) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B (CITIGROUP MTGE LOAN TR INC 2006-NC2) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 2A4A (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A4 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| CITIUS FUNDING LTD CTIUS 2006 1A LT 144A (CITIUS FUNDING LTD-2006-1A) | Long | ABS-collateralized bond/debt obligation | KY | $44K | – | 0.00 |
| CLOUD SOFTWARE GRP INC SR SECURED 144A 03/29 6.5 (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $4M | – | 0.17 |
| CMBX.NA.AAA.10 SP GST | Derivative-credit | US | $-2K | – | -0.00 | |
| CMBX.NA.AAA.10 SP MYC | Derivative-credit | US | $-47K | – | -0.00 | |
| CMBX.NA.AAA.10 SP UAG | Derivative-credit | US | $-32K | – | -0.00 | |
| CONSECO FINANCE SECURITIZATION CNF 2000 6 A5 (CONSECO FINANCE SECURITIZATIONS CORP.) | Long | ABS-other | US | $3M | – | 0.13 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $2M | – | 0.07 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $1M | – | 0.06 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $499K | – | 0.02 |
| CONSTELLATION BRANDS INC SR UNSECURED 05/27 4.35 | Long | Debt | US | $3M | – | 0.13 |
| CONSTELLATION BRANDS INC SR UNSECURED 05/32 4.75 | Long | Debt | US | $289K | – | 0.01 |
| CONSTELLATION OIL B SHS EQUITY EQTYMR935 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Equity-common | US | $137K | 1M | 0.01 |
| CONSTELLATION OIL D SHS WARRNT WARRYU9O1 | Derivative-equity | US | $0 | – | – | |
| CONSTELLATION OIL SA SR SECURED 12/26 3 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Debt | LU | $937K | – | 0.04 |
| CONSTELLATION OIL SA SR SECURED 144A 06/25 13.5 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Debt | LU | $350K | – | 0.01 |
| COOPERAT RABOBANK UA/NY 10/26 5.5 (COOPERATIEVE RABOBANK UA/NEW YORK BRANCH) | Long | Debt | NL | $2M | – | 0.08 |
| COTY INC SR SECURED 144A 04/26 3.875 | Long | Debt | US | $4M | – | 0.15 |
| COTY/HFC PRESTIGE/INT US SR SECURED 144A 01/29 4.75 (COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC) | Long | Debt | US | $7M | – | 0.27 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-21CB) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 24 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-24) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 25T1 A5 (COUNTRYWIDE ALTERNATIVE LN TR 2005-25T1) | Long | ABS-mortgage backed security | US | $741K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 28CB 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-28CB) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 37T1 A5 (COUNTRYWIDE ALTERNATIVE LN TR 2005-37T1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 4A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-43) | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 47CB A11 (COUNTRYWIDE ALTERNATIVE LOAN TRUS 2005-47CB) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A6 (COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1) | Long | ABS-mortgage backed security | US | $477K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-51) | Long | ABS-mortgage backed security | US | $336K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-51) | Long | ABS-mortgage backed security | US | $847K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 54CB 2A5 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-54CB) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-60T1) | Long | ABS-mortgage backed security | US | $878K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A8 (COUNTRYWIDE ALTERNATIVE LN TR 2005-60T1) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-61) | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 64CB 1A12 (COUNTRYWIDE ALTERNATIVE LN TR 2005-64CB) | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-76) | Long | ABS-mortgage backed security | US | $411K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J2 1A7 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J2) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A10 (COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB) | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 20CB A16 (COUNTRYWIDE ALTERNATIVE LN TR 2006-20CB) | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 22R 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-22R) | Long | ABS-mortgage backed security | US | $206K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14 (COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1) | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A9 (COUNTRYWIDE ALT LOAN TRUST 2006-36T2) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 41CB 1A3 (COUNTRYWIDE ALT LOAN TRUST 2006-41CB) | Long | ABS-mortgage backed security | US | $333K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 43CB 3A1 (COUNTRYWIDE ALT LOAN TRUST 2006-43CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A15 (COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1) | Long | ABS-mortgage backed security | US | $637K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A7 (COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2) | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2006-6CB) | Long | ABS-mortgage backed security | US | $692K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 7CB 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-7CB) | Long | ABS-mortgage backed security | US | $440K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY11) | Long | ABS-mortgage backed security | US | $410K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1C (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $607K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12 (COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A4 (COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1) | Long | ABS-mortgage backed security | US | $270K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-19) | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22) | Long | ABS-mortgage backed security | US | $403K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA3 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-OA3) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A1B (COUNTRYWIDE ALTERNATIVE LN TR 2007-OA6) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 12 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2004-12) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 4 M1 (COUNTRYWIDE ASSET-BACKED CERT 2004-4) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 SD4 A1 144A (COUNTRYWIDE ASSET-BACKED CERT 2006-SD4) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-2) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COUNTRYWIDE HOME LOANS CWHL 2003 56 5A1 (COUNTRYWIDE HOME LOANS 2003-56) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 11 2A1 (COUNTRYWIDE HOME LOANS 2004-11) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A (COUNTRYWIDE HOME LOANS 2004-16) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 20 2A1 (COUNTRYWIDE HOME LOANS 2004-20) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A3 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $449K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2004 R1 1AF 144A (COUNTRYWIDE HOME LOANS 2004-R1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 24 A1 (COUNTRYWIDE HOME LOANS 2005-24) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $704.77 | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB3 1A1 (COUNTRYWIDE HOME LOANS 2005-HYB3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $366K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A (COUNTRYWIDE HOME LOANS 2005-R2) | Long | ABS-mortgage backed security | US | $380K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2006 1 A2 (COUNTRYWIDE HOME LOANS 2006-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 J1 3A1 (COUNTRYWIDE HOME LOANS 2006-J1) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 10 A2 (COUNTRYWIDE HOME LOANS 2007-10) | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 12 A9 (CWHL-2007-12) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| COUNTRYWIDE HOME LOANS CWHL 2007 9 A12 (COUNTRYWIDE HOME LOANS 2007-9) | Long | ABS-mortgage backed security | US | $735K | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 3A1 (COUNTRYWIDE HOME LOANS 2007-HYB1) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A3 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF3 (CREDIT BASED ASSET SRVC & SEC 2007-CB1) | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB3 A3 (CREDIT-BACKED ASSET SERVICING 2007-CB3) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB3 A4 (CREDIT-BACKED ASSET SERVICING 2007-CB3) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 1 3A1 (CS FIRST BOSTON MTGE SEC CORP 2004-1) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 8A1 (CS FIRST BOSTON MTGE SEC CORP 2005-12) | Long | ABS-mortgage backed security | US | $391K | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 7 3A4 (CREDIT SUISSE MRTG CAPITAL CERT 2006-7) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 5 1A11 (CREDIT SUISSE MORTGAGE CAP CERT 2007-5) | Long | ABS-mortgage backed security | US | $391K | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2012 3R 1A11 144A (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2012-3R) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI A 144A (CSMC TRUST 2017) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 JR2 A1 144A (CSMC 2021-JR2 TRUST) | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A (CRESTLINE DENALI CLO XIV LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.14 |
| CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A (CRESTLINE DENALI CLO XV 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $929K | – | 0.04 |
| CROMWELL EREIT LU FINCO COMPANY GUAR REGS 11/25 2.125 (CROMWELL EREIT LUX FINCO SARL) | Long | Debt | LU | $5M | – | 0.19 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $5M | – | 0.20 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $4M | – | 0.15 |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $144K | – | 0.01 |
| CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $24K | – | 0.00 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $144K | – | 0.01 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $612K | – | 0.02 |
| CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $72K | – | 0.00 |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $48K | – | 0.00 |
| CTP NV SR UNSECURED REGS 09/26 0.625 (CTP BV) | Long | Debt | NL | $997K | – | 0.04 |
| DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A (DBGS 2021-W52 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $970K | – | 0.04 |
| DELTA AIR LINES INC SR SECURED 144A 05/25 7 | Long | Debt | US | $705K | – | 0.03 |
| DELTA AIR LINES INC SR UNSECURED 01/26 7.375 | Long | Debt | US | $7M | – | 0.28 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/25 4.5 (DELTA AIR LINES INC / SKYMILES IP LTD) | Long | Debt | US | $642K | – | 0.03 |
| DELTA FUNDING HOME EQUITY LOAN DELHE 1998 1 A5F (DELTA FUNDING HOME EQUITY LN TR 1998-1) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR3 A2 (DEUTSCHE ALT-A SECURITIES INC 2006-AR3) | Long | ABS-mortgage backed security | US | $975K | – | 0.04 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 1 2A1 (DEUTSCHE ALT-A SECURITIES LN TR 2007-1) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AB1 A1 (DEUTSCHE ALT-A SEC INC MTGE LO 2007-AB1) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| DEUTSCHE BANK AG REGS 01/27 1.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $1M | – | 0.04 |
| DEUTSCHE BANK AG REGS 11/30 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $566K | – | 0.02 |
| DEUTSCHE BANK NY 07/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $12M | – | 0.47 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $5M | – | 0.20 |
| DEUTSCHE BANK NY 11/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $949K | – | 0.04 |
| DEUTSCHE BANK NY SUBORDINATED 01/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $1M | – | 0.06 |
| DEUTSCHE BANK NY SUBORDINATED 07/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.07 |
| DISH DBS CORP SR SECURED 144A 12/26 5.25 (DISH DBS CORPORATION) | Long | Debt | US | $949K | – | 0.04 |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 (DISH DBS CORPORATION) | Long | Debt | US | $3M | – | 0.12 |
| DISH NETWORK CORP SR SECURED 144A 11/27 11.75 (DISH NETWORK CORPORATION) | Long | Debt | US | $3M | – | 0.13 |
| DOMINICAN REPUBLIC INTERNATION 06/36 0 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $4M | – | 0.15 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 01/41 5.3 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $2M | – | 0.07 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A (DSLA MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2006 AR1 1A1A (DSLA MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| ELEVATION CLO LTD AWPT 2017 8A A1R2 144A (ELEVATION CLO LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| EMF NL BV EMFNL 2008 APRX A2 REGS (EMF-NL BV 2008-APRX) | Long | ABS-mortgage backed security | NL | $1M | – | 0.05 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $747K | – | 0.03 |
| EQUINIX INC SR UNSECURED 03/27 0.25 | Long | Debt | US | $1M | – | 0.05 |
| EQUINIX INC SR UNSECURED 04/32 3.9 | Long | Debt | US | $2M | – | 0.09 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-206K | – | -0.01 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-663K | – | -0.03 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-189K | – | -0.01 | |
| EUROSAIL PLC ESAIL 2006 1X C1A REGS (EUROSAIL PLC 2006-1X) | Long | ABS-mortgage backed security | GB | $7M | – | 0.29 |
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR | Long | Debt | BM | $399K | – | 0.02 |
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR | Long | Debt | BM | $399K | – | 0.02 |
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR | Long | Debt | BM | $399K | – | 0.02 |
| EXELA INTERMED/EXELA FIN SR SECURED 144A 04/26 11.5 (EXELA INTERMEDIATE LLC / EXELA FINANCE INC) | Long | Debt | US | $126K | – | 0.01 |
| EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25 | Long | Debt | US | $485K | – | 0.02 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $11M | – | 0.44 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35 | Long | Debt | US | $1M | – | 0.04 |
| FACTSET RESEARCH SYSTEMS SR UNSECURED 03/27 2.9 (FACTSET RESEARCH SYSTEMS INC) | Long | Debt | US | $1M | – | 0.04 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 04/30 4.625 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $3M | – | 0.11 |
| FANNIE MAE FNR 2000 32 FM (FANNIE MAE 2000-32) | Long | ABS-mortgage backed security | US | $671.42 | – | 0.00 |
| FANNIE MAE FNR 2002 21 FD (FANNIE MAE 2002-21) | Long | ABS-mortgage backed security | US | $159.43 | – | 0.00 |
| FANNIE MAE FNR 2002 33 A2 (FANNIE MAE 2002-33) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE FNR 2002 34 FB (FANNIE MAE 2002-34) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE FNR 2002 95 DB (FANNIE MAE 2002-95) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE FNR 2003 34 A1 (FANNIE MAE 2003-34) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2004 11 A (FANNIE MAE 2004-11) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE FNR 2004 63 FA (FANNIE MAE 2004-63) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2005 5 PA (FANNIE MAE 2005-5) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A2 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE FNR 2006 15 FC (FANNIE MAE 2006-15) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2006 56 CA (FANNIE MAE-2006-56) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2007 9 FA (FANNIE MAE 2007-9) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FANNIE MAE FNR 2011 144 LS (FANNIE MAE REMICS 2011-144) | Long | ABS-mortgage backed security | US | $442K | – | 0.02 |
| FANNIE MAE FNR 2014 78 IT (FANNIE MAE REMICS 2014-78) | Long | ABS-mortgage backed security | US | $919K | – | 0.04 |
| FANNIE MAE FNR 2017 47 ST (FANNIE MAE REMICS 2017-47) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FANNIE MAE FNR 2017 87 KI (FANNIE MAE REMICS 2017-87) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FANNIE MAE FNR 2018 45 SA (FANNIE MAE REMICS 2018-45) | Long | ABS-mortgage backed security | US | $681K | – | 0.03 |
| FANNIE MAE FNR 2020 37 WI (FANNIE MAE 2020-37) | Long | ABS-mortgage backed security | US | $343K | – | 0.01 |
| FANNIE MAE FNR 2021 78 HI (FANNIE MAE REMICS 2021-78) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FANNIE MAE FNR 2021 96 GI (FANNIE MAE REMICS 2021-96) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FANNIE MAE FNR 2023 39 AI (FANNIE MAE REMICS 2023-39) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIEMAE GRANTOR TRUST FNGT 2004 T3 1A1 (FANNIEMAE GRANTOR TRUST 2004-T3) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIEMAE STRIP FNS 428 C16 (FANNIEMAE STRIP-428) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIEMAE WHOLE LOAN FNW 2001 W2 AF6 (FANNIEMAE WHOLE LOAN 2001-W2) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2001 W4 AF6 (FANNIE MAE WHOLE LOAN 2001-W4) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2002 W12 AF5 (FANNIE MAE 2002-W12) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W17 1A7 (FANNIEMAE WHOLE LOAN 2003-W17) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W8 1IO2 (FANNIEMAE WHOLE LOAN 2003-W-8) | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2 (FANNIEMAE WHOLE LOAN 2003-W-8) | Long | ABS-mortgage backed security | US | $769.6 | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1 (FANNIEMAE WHOLE LOAN 2004-W12) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2007 W1 1AS (FANNIE MAE WHOLE LOAN 2007-W1) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FED HM LN PC POOL 1B2315 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $351.66 | – | 0.00 |
| FED HM LN PC POOL 1G0867 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 1J1214 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 780090 FH 12/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $623.44 | – | 0.00 |
| FED HM LN PC POOL 847534 FH 03/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL Q49387 FG 07/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 13 A6 (FHLMC STRUCTURED PASS THROUGH SECURITIES T-13) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 30 A5 (FHLMC STRUC PASS THRU SEC T-30) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 31 A6 (FHLMC STRUCTURED PASS THROUGH T-31) | Long | ABS-mortgage backed security | US | $902.35 | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 48 1A (FHLMC STRUCTURED PASS THROUGH SECURITIES T-48) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A2 (FHLMC STRUCTURED PASS THRU SEC T-57) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A3 (FHLMC STRUCTURED PASS THRU SEC T-57) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| 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 59 1A3 (FHLMC STRUCTURED PASS THRU SEC T-59) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 60 1A3 (FHLMC STRUCTURED PASS THRU SEC T-60) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 (FHLMC STRUCTURED PASS THRU SEC T-61) | Long | ABS-mortgage backed security | US | $595K | – | 0.02 |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A3 (FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-3) | Long | ABS-mortgage backed security | US | $769K | – | 0.03 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF10 M1 (FIRST FRANKLIN MTG LOAN 2004-FF10) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF3 M1 (FIRST FRANKLIN MTG LN ABS CERT 2004-FF3) | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF2 M5 (FIRST FRANKLIN MTG LN ASST BKD 2005-FF2) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA1 1A1 (FIRST HORIZON ALT MTGE SEC 2005-AA1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA11 2A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2005-AA11) | Long | ABS-mortgage backed security | US | $983K | – | 0.04 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA1 2A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA1) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA3 A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3) | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR3) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $4M | – | 0.15 |
| FNMA POOL 062938 FN 03/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88.83 | – | 0.00 |
| FNMA POOL 065581 FN 08/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $715.94 | – | 0.00 |
| FNMA POOL 310048 FN 02/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA POOL 323919 FN 08/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 535341 FN 09/39 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 544861 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 545204 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 606116 FN 09/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 735642 FN 08/42 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 745948 FN 10/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 775852 FN 03/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL 790460 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 800171 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 803338 FN 09/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 804965 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 813599 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 831683 FN 07/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 831872 FN 11/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| FNMA POOL 841068 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL 870539 FN 03/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL 870732 FN 09/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 878999 FN 02/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 879680 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 885667 FN 10/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $888.56 | – | 0.00 |
| FNMA POOL 885812 FN 06/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 887017 FN 08/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 888596 FN 07/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 888745 FN 10/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 890765 FN 09/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA POOL 894893 FN 10/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 896497 FN 08/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 908600 FN 02/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 955791 FN 10/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL 959604 FN 11/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL 986863 FN 08/38 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $618.26 | – | 0.00 |
| FNMA POOL AS5999 FN 10/40 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| FNMA POOL AS6102 FN 11/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA POOL AS6326 FN 12/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA POOL AS6763 FN 03/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| FNMA POOL AS6802 FN 03/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| FNMA POOL AS6923 FN 04/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $461K | – | 0.02 |
| FNMA POOL AS7316 FN 06/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL AS9973 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL BA5039 FN 01/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA POOL BC0822 FN 04/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL BC2669 FN 02/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $391K | – | 0.02 |
| FNMA POOL BC5542 FN 03/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL BH2087 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BH2597 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BH2712 FN 04/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| FNMA POOL BH4959 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $437K | – | 0.02 |
| FNMA POOL BH6574 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BJ0647 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA POOL BJ0998 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| FNMA POOL BJ1662 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| FNMA POOL BJ1850 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BJ3935 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA POOL BJ3970 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $194K | – | 0.01 |
| FNMA POOL BK1997 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA POOL BK6093 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $639K | – | 0.03 |
| FNMA POOL BM2003 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $500K | – | 0.02 |
| FNMA POOL BM3281 FN 01/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA POOL BM4855 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| FNMA POOL CA0133 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| FNMA POOL FM3241 FN 03/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59M | – | 2.36 |
| FNMA POOL MA2578 FN 04/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA POOL MA3210 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL MA3383 FN 06/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-114M | – | -4.54 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-10M | – | -0.39 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69M | – | 2.75 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97M | – | 3.89 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93M | – | 3.73 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.58 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $574M | – | 22.96 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $202M | – | 8.08 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102M | – | 4.08 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55M | – | 2.18 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49M | – | 1.96 |
| FORD MOTOR COMPANY SR UNSECURED 02/32 3.25 | Long | Debt | US | $2M | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/25 4.535 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $753K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $199K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 09/24 3.664 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.10 |
| FREDDIE MAC FHR 2246 Z (FREDDIE MAC 2246) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC FHR 2400 FQ (FREDDIE MAC 2400) | Long | ABS-mortgage backed security | US | $740.36 | – | 0.00 |
| FREDDIE MAC FHR 2411 FJ (FREDDIE MAC 2411) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FREDDIE MAC FHR 2980 QA (FREDDIE MAC-2980) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FREDDIE MAC FHR 3622 WA (FREDDIE MAC REMICS 3622) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREDDIE MAC FHR 4015 BI (FREDDIE MAC REMICS 4015) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FREDDIE MAC FHR 4820 JI (FREDDIE MAC 4820) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FREDDIE MAC FHR 4923 QS (FREDDIE MAC REMICS 4923) | Long | ABS-mortgage backed security | US | $500K | – | 0.02 |
| FREDDIE MAC FHR 4923 SE (FREDDIE MAC REMICS 4923) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FREDDIE MAC FHR 4959 IO (FREDDIE MAC REMICS 4959) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FREDDIE MAC FHR 4989 FA (FREDDIE MAC REMICS 4989) | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| FREDDIE MAC FHR 5058 JX (FREDDIE MAC REMICS 5058) | Long | ABS-mortgage backed security | US | $474K | – | 0.02 |
| FREDDIE MAC FHR 5072 EI (FREDDIE MAC REMICS 5072) | Long | ABS-mortgage backed security | US | $617K | – | 0.02 |
| FREDDIE MAC FHR 5096 NI (FREDDIE MAC REMICS 5096) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FREDDIE MAC FHR 5123 IN (FEDERAL HOME LOAN MTGE 5123) | Long | ABS-mortgage backed security | US | $834K | – | 0.03 |
| FREDDIE MAC FHR 5163 KI (FREDDIE MAC REMICS 5163) | Long | ABS-mortgage backed security | US | $565K | – | 0.02 |
| FREDDIE MAC FHR 5167 MI (FREDDIE MAC REMICS 5167) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC FHR 5392 GI (FREDDIE MAC REMICS 5392) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FREDDIE MAC FHR 5426 AI (FREDDIE MAC REMICS 5426) | Long | ABS-mortgage backed security | US | $900K | – | 0.04 |
| FREDDIEMAC STRIP FHS 362 C4 (FREDDIEMAC STRIP-362) | Long | ABS-mortgage backed security | US | $515K | – | 0.02 |
| FREDDIEMAC STRIP FHS 365 C10 (FREDDIE MAC STRIPS 365) | Long | ABS-mortgage backed security | US | $500K | – | 0.02 |
| FREDDIEMAC STRIP FHS 365 C55 (FREDDIE MAC STRIPS 365) | Long | ABS-mortgage backed security | US | $907K | – | 0.04 |
| FREDDIEMAC STRIP FHS 382 C1 (FREDDIE MAC STRIPS 382) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FREDDIEMAC STRIP FHS 389 C45 (FREDDIE MAC STRIPS 389) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FREDDIEMAC STRIP FHS 399 C37 (FREDDIE MAC STRIPS 399) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FREDDIEMAC STRIP FHS 408 C46 (FREDDIE MAC STRIPS 408) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FREDDIEMAC STRIP FHS 408 C51 (FREDDIE MAC STRIPS 408) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FREMONT HOME LOAN TRUST FHLT 2004 B M1 (FREMONT HOME LOAN TRUST 2004-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FREMONT HOME LOAN TRUST FHLT 2006 3 2A4 (FREMONT HOME LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FREMONT HOME LOAN TRUST FHLT 2006 A 2A4 (FREMONT HOME LOAN TRUST 2006-A) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| FREMONT HOME LOAN TRUST FHLT 2006 D 2A2 (FREMONT HOME LOAN TRUST 2006-D) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A3 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $600K | – | 0.02 |
| FRONTIER COMMUNICATIONS SR SECURED 144A 05/30 8.75 (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $4M | – | 0.16 |
| GATEWAY RE LTD UNSECURED 144A 12/28 VAR | Long | Debt | BM | $1M | – | 0.04 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2B (GE-WMC MORTGAGE SECURITIES LLC 2006-1) | Long | ABS-mortgage backed security | US | $953K | – | 0.04 |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $122K | – | 0.00 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $68K | – | 0.00 | |
| GEORGIA POWER CO SR UNSECURED 05/32 4.7 (GEORGIA POWER COMPANY) | Long | Debt | US | $7M | – | 0.27 |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $1M | – | 0.04 |
| GNMA II POOL 002897 G2 03/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 002910 G2 04/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $190.41 | – | 0.00 |
| GNMA II POOL 002947 G2 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $238.34 | – | 0.00 |
| GNMA II POOL 004164 G2 06/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II POOL 008649 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90.2 | – | 0.00 |
| GNMA II POOL 008781 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008928 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $221.24 | – | 0.00 |
| GNMA II POOL 008959 G2 08/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $327.06 | – | 0.00 |
| GNMA II POOL 008983 G2 09/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080030 G2 01/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 080032 G2 01/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $439.02 | – | 0.00 |
| GNMA II POOL 080119 G2 10/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080124 G2 10/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $314.48 | – | 0.00 |
| GNMA II POOL 080331 G2 10/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $340.94 | – | 0.00 |
| GNMA II POOL 080395 G2 04/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 080426 G2 07/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| GNMA POOL 487821 GN 03/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| GNMA POOL 520822 GN 03/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL 572134 GN 10/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL 692571 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| GNMA POOL 698103 GN 04/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/36 FIXED 3.487 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $2M | – | 0.08 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR | Long | Debt | US | $4M | – | 0.15 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $4M | – | 0.18 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR | Long | Debt | US | $15M | – | 0.62 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $2M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2007 30 FH (GOVT NATL MORTGAGE ASSOC SERIES 2007-30) | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 110 PS (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-110) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 99 BS (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-99) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2 (GREENPOINT MTGE FUNDING TR 2005-AR1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1 (GREENPOINT MTGE FUNDING TR 2005-AR5) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GREENPOINT MORTGAGE PASS THROU GMSI 2003 1 A1 (GREENPOINT MRGT PASS THRU CER 2003-1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GRIFONAS FINANCE PLC GRIF 1 A REGS (GRIFONAS FINANCE NO.1 PLC GRIF-1) | Long | ABS-mortgage backed security | GB | $297K | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2005 12 AF3W (GSAA HOME EQUITY TRUST 2005-12) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 7 A5 (GSAA HOME EQUITY TRUST 2007-7) | Long | ABS-mortgage backed security | US | $16M | – | 0.62 |
| GSAA HOME EQUITY TRUST GSAA 2007 8 A3 (GSAA HOME EQUITY TRUST 2007-8) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GSAMP TRUST GSAMP 2004 OPT M1 (GSAMP TRUST 2004-OPT) | Long | ABS-mortgage backed security | US | $647K | – | 0.03 |
| GSAMP TRUST GSAMP 2006 FM1 A2D (GSAMP TRUST 2006-FM1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GSAMP TRUST GSAMP 2006 FM2 A2C (GSAMP TRUST 2006-FM2) | Long | ABS-mortgage backed security | US | $490K | – | 0.02 |
| GSAMP TRUST GSAMP 2006 HE6 A4 (GSAMP TRUST 2006-HE6) | Long | ABS-mortgage backed security | US | $550K | – | 0.02 |
| GSAMP TRUST GSAMP 2007 NC1 A2A (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $477K | – | 0.02 |
| GSAMP TRUST GSAMP 2007 NC1 A2B (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GSAMP TRUST GSAMP 2007 NC1 A2C (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GSAMP TRUST GSAMP 2007 NC1 A2D (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP2 1AF 144A (GSMPS MORTGAGE LOAN TRUST 2005-RP2) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 (GSR MORTGAGE LOAN TRUST 2003-1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 3A1 (GSR MTGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 (GSR MORTGAGE LOAN TRUST 2006-1F) | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| GSR MORTGAGE LOAN TRUST GSR 2006 3F 2A3 (GSR MORTGAGE LOAN TRUST 2006-3F) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 8F 4A1 (GSR MORTGAGE LOAN TRUST 2006-8F) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2007 1F 3A4 (GSR MORTGAGE LOAN TRUST 2007-1F) | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2007 2F 3A3 (GSR MORTGAGE LOAN TRUST 2007-2F) | Long | ABS-mortgage backed security | US | $341K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2007 3F 3A2 (GSR MORTGAGE LOAN TRUST 2007-3F) | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| HALEON UK CAPITAL PLC COMPANY GUAR 03/25 3.125 | Long | Debt | GB | $3M | – | 0.12 |
| HALEON US CAPITAL LLC COMPANY GUAR 03/27 3.375 | Long | Debt | US | $3M | – | 0.11 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 2A (HARBORVIEW MORTGAGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 2A3 (HARBORVIEW MORTGAGE LOAN TR 2004-8) | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-10) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 2A12 (HARBORVIEW MORTGAGE LOAN TRUST 2005-12) | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 13 2A11 (HARBORVIEW MORTGAGE LOAN TR 2005-13) | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-16) | Long | ABS-mortgage backed security | US | $511K | – | 0.02 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-3) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 7 1A1 (HARBORVIEW MORTGAGE LOAN TR 2005-7) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 10 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-10) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 13 A (HARBORVIEW MORTGAGE LOAN TR 2006-13) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| HERTZ CORPORATION 2021 TERM LOAN B | Long | Loan | US | $3M | – | 0.10 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/29 3.75 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $6M | – | 0.24 |
| HOCHTIEF AG SNR SE SP JPM | Derivative-credit | DE | $364K | – | 0.01 | |
| HOCHTIEF AG SNR SE SP JPM | Derivative-credit | DE | $328K | – | 0.01 | |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 (HOME EQUITY LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| HOME EQUITY MORTGAGE TRUST HEMT 2006 2 1A1 (HOME EQUITY MTGE TRUST 2006-2) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2 (HOMEBANC MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $8M | – | 0.30 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $2M | – | 0.10 |
| HSBC HOLDINGS PLC SR UNSECURED 03/34 VAR | Long | Debt | GB | $4M | – | 0.15 |
| HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR | Long | Debt | GB | $5M | – | 0.22 |
| HSBC HOLDINGS PLC SR UNSECURED 11/32 VAR | Long | Debt | GB | $5M | – | 0.19 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $866K | – | 0.03 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A3 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A4 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 2A3 (HSI ASSET SECUR CORP TRUST 2007-HE1) | Long | ABS-mortgage backed security | US | $964K | – | 0.04 |
| HYATT HOTELS CORP SR UNSECURED 10/24 1.8 (HYATT HOTELS CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| ILLINOIS ST ILS 07/35 FIXED 7.35 | Long | Debt | US | $1M | – | 0.04 |
| IMPAC CMB TRUST IMM 2004 11 2A1 (IMPAC CMB TRUST 2004-11) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| IMPAC SECURED ASSETS CORP. IMSA 2006 1 2A1 (IMPAC SECURED ASSETS CORP 2006-1) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| IMPACT FUNDING LLC IFUND 2010 1 A1 144A (IMPAC FUNDING LLC 2010-1) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 AR1 2A1 (INDYMAC IMSC MTGE LN TRUST 2007-AR1) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR2 2A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR2) | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR3 1A1 (INDYMAC INDA MTGE LOAN TRUST 2006-AR3) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR11) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR6 5A1 (INDYMAC INDX MTGE LOAN TR 2004-AR6) | Long | ABS-mortgage backed security | US | $589K | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR31) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR11) | Long | ABS-mortgage backed security | US | $386K | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR12) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A (INDYMAC INDX MTGE LOAN TRUST 2006-AR14) | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3 (INDYMAC INDX MTGE LOAN TRUST 2007-FLX1) | Long | ABS-mortgage backed security | US | $706K | – | 0.03 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX2 A1A (INDYMAC INDEX MORTGAGE LOAN TRUST 2007-FLX2) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2 (INDYMAC RESIDENTIAL ASSET BACKED 2007-B) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2007-B) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| ING GROEP NV SR UNSECURED 03/28 VAR | Long | Debt | NL | $3M | – | 0.14 |
| INTEL CORPORATION | Long | Debt | US | $6M | – | 0.23 |
| INTEL CORPORATION | Long | Debt | US | $5M | – | 0.19 |
| INTEL CORPORATION | Long | Debt | US | $249K | – | 0.01 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $3M | – | 0.14 |
| INTELSAT EMERGENCE SA COMMON STOCK (INTELSAT SA) | Long | Equity-common | LU | $828K | 22K | 0.03 |
| INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5 (INTELSAT JACKSON HOLDINGS SA) | Long | Debt | LU | $2M | – | 0.06 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $748K | – | 0.03 |
| INTESA SANPAOLO SPA 144A 09/24 3.25 | Long | Debt | IT | $6M | – | 0.23 |
| INTESA SANPAOLO SPA JR SUBORDINA REGS 12/49 VAR | Long | Debt | IT | $2M | – | 0.07 |
| IRB HOLDING CORP 2024 TERM LOAN B (ARBYS RESTAURANT (IRB HOLDING CORP)) | Long | Loan | US | $6M | – | 0.25 |
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-631K | – | -0.03 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-317K | – | -0.01 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $24K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-430K | – | -0.02 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-21K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-22K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-25K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-13K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $6K | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-7K | – | -0.00 | ||
| IRS PLN 4.64100 02/19/24-5Y CME | Derivative-interest rate | PL | $-511K | – | -0.02 | |
| IRS PLN 4.73000 02/16/24-5Y CME | Derivative-interest rate | PL | $-535K | – | -0.02 | |
| IRS PLN 4.97000 03/21/24-5Y CME | Derivative-interest rate | PL | $-71K | – | -0.00 | |
| IRS PLN 5.02000 03/21/24-5Y CME | Derivative-interest rate | PL | $-7K | – | -0.00 | |
| IRS PLN 5.15750 03/22/24-3Y CME | Derivative-interest rate | PL | $-87K | – | -0.00 | |
| IRS PLN 5.16000 03/21/24-3Y CME | Derivative-interest rate | PL | $-86K | – | -0.00 | |
| IRS PLN 6.16000 09/16/22-5Y CME | Derivative-interest rate | PL | $-1M | – | -0.05 | |
| IRS PLN 6.21000 04/26/22-5Y CME | Derivative-interest rate | PL | $-662K | – | -0.03 | |
| IRS PLN 6.24000 09/23/22-5Y CME | Derivative-interest rate | PL | $-1M | – | -0.04 | |
| IRS PLN 6.25000 09/23/22-5Y CME | Derivative-interest rate | PL | $-1M | – | -0.04 | |
| IRS PLN 6.27000 09/20/22-5Y CME | Derivative-interest rate | PL | $-1M | – | -0.05 | |
| IRS PLN 6.28000 09/26/22-5Y CME | Derivative-interest rate | PL | $-450K | – | -0.02 | |
| IRS PLN 6.31000 09/19/22-5Y CME | Derivative-interest rate | PL | $-1M | – | -0.05 | |
| IRS PLN 6.98500 10/11/22-5Y CME | Derivative-interest rate | PL | $-2M | – | -0.09 | |
| IRS PLN 7.15600 10/13/22-5Y CME | Derivative-interest rate | PL | $-1M | – | -0.05 | |
| IRS PLN 7.76100 10/21/22-5Y CME | Derivative-interest rate | PL | $-2K | – | -0.00 | |
| IRS PLN 8.00500 10/25/22-5Y CME | Derivative-interest rate | PL | $-2K | – | -0.00 | |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A6 2A1 (JP MORGAN ALTERNATIVE LN TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $446.79 | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S3 A4 (JP MORGAN ALTERNATIVE LN TRUST 2006-S3) | Long | ABS-mortgage backed security | US | $592K | – | 0.02 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 1A1A (JP MORGAN ALTERNATIVE LN TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $427K | – | 0.02 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 11A1 (JP MORGAN ALTERNATIVE LN TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 2A1 (JP MORGAN ALTERNATIVE LN TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $518K | – | 0.02 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R3 3A1 144A (JP MORGAN ALTERNATIVE LOAN TRUST 2008-R3) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 2A1 144A (JP MORGAN ALTERNATIVE LN TRUST 2008-R4) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4 (JETBLUE 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $362K | – | 0.01 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $1M | – | 0.04 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFX 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP) | Long | ABS-mortgage backed security | US | $933K | – | 0.04 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A3B (JP MORGAN MTGE ACQUIS CORP 2006-WF1) | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A4 (JP MORGAN MTGE ACQUIS CORP 2006-WF1) | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 (JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2) | Long | ABS-mortgage backed security | US | $521K | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1 (JP MORGAN MORTGAGE TRUST 2003-A2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2004 A2 4A1 (JP MORGAN MORTGAGE TRUST-2004-A2) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1 (JP MORGAN MORTGAGE TRUST 2005-A8) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A1 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A4 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 3A1 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A4 (JP MORGAN MORTGAGE TRUST 2006-S2) | Long | ABS-mortgage backed security | US | $431K | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 S3 1A13 (JP MORGAN MORTGAGE TRUST 2006-S3) | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A3 (JP MORGAN MORTGAGE TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 1A96 (JP MORGAN MORTGAGE TRUST 2007-S3) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $8M | 8M | 0.32 |
| JPMORGAN CHASE + CO SR UNSECURED 01/33 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $6M | – | 0.24 |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $8M | – | 0.31 |
| JPMORGAN CHASE + CO SR UNSECURED 04/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $478K | – | 0.02 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $2M | – | 0.08 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 07/35 5 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $71K | – | 0.00 |
| L2L EDUCATION LOAN TRUST LTLRN 2006 1A A3 144A (LOAN TO LEARN EDUCATION LOAN TRUST 2006-1A) | Long | ABS-other | US | $647K | – | 0.03 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $7M | – | 0.28 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $5M | – | 0.21 |
| LCM LTD PARTNERSHIP LCM 15A AR2 144A (LCM XV LP 15A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| LEHMAN XS TRUST LXS 2006 12N A32A (LEHMAN XS TRUST 2006-12N) | Long | ABS-mortgage backed security | US | $859K | – | 0.03 |
| LEHMAN XS TRUST LXS 2006 4N A1C1 (LEHMAN XS TRUST 2006-4N) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 9 A1C (LEHMAN XS TRUST 2006-9) | Long | ABS-mortgage backed security | US | $19M | – | 0.77 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $39M | – | 1.56 |
| LIFEPOINT HEALTH INC 2024 INCREMENTAL TERM LOAN B | Long | Loan | US | $3M | – | 0.10 |
| LIFEPOINT HEALTH INC 2024 TERM LOAN B | Long | Loan | US | $5M | – | 0.21 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | Long | Debt | GB | $1M | – | 0.04 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $2M | – | 0.07 |
| LLOYDS BANKING GROUP PLC SR UNSECURED REGS 04/26 VAR | Long | Debt | GB | $3M | – | 0.10 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2002 2 M2 (LONG BEACH MTGE LOAN TRUST 2002-2) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 2A4 (LONG BEACH MORTGAGE LOAD TR 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR | Long | Debt | BM | $596K | – | 0.02 |
| MARATHON OIL CORPORAT (MARATHON OIL CORPORATION) | Long | Debt | US | $499K | – | 0.02 |
| MARBLE POINT CLO X LTD MP10 2017 1A AR 144A (MARBLE POINT CLO X LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| MARRIOTT INTERNATIONAL SR UNSECURED 10/33 2.75 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $1M | – | 0.05 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 4 4A1 (MASTR ADJUSTABLE RT MTGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 22A4 (MASTR ASSET SECURIZATION TR 2007-3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1 (MASTR ASSET BACKED SECUR TR 2005-FRE1) | Long | ABS-mortgage backed security | US | $509K | – | 0.02 |
| MASTR ASSET BACKED SECURITIES MABS 2006 AM3 A4 (MASTR ASSET BACKED SEC TR 2006-AM3) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A5 (MASTR ASSET BACKED SEC TR 2006-FRE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1 (MASTR ASSET BACKED SEC TR 2006-HE4) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A4 (MASTR ASSET BACKED SEC TR 2006-NC2) | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A3 (MASTR ASSET BACKED SECUR TR 2006-WMC4) | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| MASTR SEASONED SECURITIZATION MSSTR 2005 2 4A1 (MASTR SEASONED SECURITIES TRUST 2005-2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $6M | – | 0.24 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC3) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1 (MELLON RESIDENTIAL FUNDING CO 2001-TBC1) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 1A1 (MERRILL LYNCH MORTGAGE INVESTORS 2003-A2) | 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 | $1K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1 (MERRILL LYNCH MTGE INVESTORS 2006-A1) | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $834K | – | 0.03 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM1 A2B (MERRILL LYNCH MORTGAGE INVESTOR 2006-RM1) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 SD1 A1 (MERRILL LYNCH MTGE INV TRUST 2007-SD1) | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $51M | – | 2.05 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $15M | – | 0.58 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $7M | – | 0.29 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $517K | – | 0.02 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $8M | – | 0.31 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $4M | – | 0.16 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $390K | – | 0.02 |
| MGM CHINA HOLDINGS LTD SR UNSECURED 144A 02/27 4.75 (MGM CHINA HOLDINGS LIMITED) | Long | Debt | KY | $667K | – | 0.03 |
| MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2 (MIWD HOLDCO II LLC) | Long | Loan | US | $806K | – | 0.03 |
| MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $40K | – | 0.00 |
| MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A (MIDOCEAN CREDIT CLO VIII 2018-8A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5 (MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD) | Long | Debt | US | $3M | – | 0.11 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/30 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.14 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 C A1 (MLCC MORTGAGE INVESTORS INC. 2003-C) | Long | ABS-mortgage backed security | US | $357.43 | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 E XA (MLCC MORTGAGE INVESTORS INC 2004-E) | Long | ABS-other | US | $1K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 1 2A1 (MLCC MORTGAGE INVESTORS INC 2006-1) | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2003 NC8 M1 (MORGAN STANLEY ABS CAPITAL I 2003-NC8) | Long | ABS-mortgage backed security | US | $384K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M4 (MORGAN STANLEY ABS CAPITAL I 2005-NC2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M6 (MORGAN STANLEY ABS CAPITAL I 2005-WMC5) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4 (MORGAN STANLEY ABS CAPITAL I 2006-HE4) | Long | ABS-mortgage backed security | US | $436K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE5) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2C (MORGAN STANLEY ABS CAPITAL-2006-HE6) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE7) | Long | ABS-mortgage backed security | US | $652K | – | 0.03 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $10M | – | 0.38 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2A (MORGAN STANLEY ABS CAPITAL I 2007-HE3) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE3) | Long | ABS-mortgage backed security | US | $326K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE4) | Long | ABS-mortgage backed security | US | $639K | – | 0.03 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D (MORGAN STANLEY ABS CAPITAL I 2007-HE4) | Long | ABS-mortgage backed security | US | $460K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $551K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C (MORGAN STANLEY ABS CAPITAL I 2007-NC1) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2D (MORGAN STANLEY ABS CAPITAL I 2007-NC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2 (MORGAN STANLEY HOME EQUITY LN 2007-1) | Long | ABS-mortgage backed security | US | $619K | – | 0.02 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 6AR 2A1 (MORGAN STANLEY MORTGAGE TRUST-2004-6AR) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 6AR 5A (MORGAN STANLEY MORTGAGE TRUST-2004-6AR) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 2A2 (MORGAN STANLEY MORTGAGE TRUST-2005-3AR) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 3A (MORGAN STANLEY MORTGAGE TRUST-2005-3AR) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 3AR 1A3 (MORGAN STANLEY MORTGAGE LN TR-2006-3AR) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 4A1 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 15AR 5A1 (MORGAN STANLEY MTGE LN TRUST 2007-15AR) | Long | ABS-mortgage backed security | US | $727K | – | 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 |
| MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B (MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)) | Long | Loan | US | $4M | – | 0.16 |
| MPH ACQUISITION HOLDINGS SR SECURED 144A 09/28 5.5 (MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)) | Long | Debt | US | $3M | – | 0.10 |
| NATEXIS BANQUE REPO | Long | Repurchase agreement | US | $14M | – | 0.54 |
| NATIONWIDE BLDG SOCIETY 144A 03/29 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $13M | – | 0.52 |
| NATIONWIDE BUILDING SOC CCDS PREFERENCE (NATIONWIDE BUILDING SOCIETY) | Long | Equity-preferred | GB | $677K | 4K | 0.03 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2017-75B) | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M) | Long | ABS-mortgage backed security | US | $928K | – | 0.04 |
| NATWEST GROUP PLC JR SUBORDINA 12/49 VAR | Long | Debt | GB | $907K | – | 0.04 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $2M | – | 0.08 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $2M | – | 0.09 |
| NATWEST GROUP PLC SR UNSECURED 11/26 VAR | Long | Debt | GB | $10M | – | 0.41 |
| NELNET STUDENT LOAN TRUST NSLT 2005 1 A5 (NELNET STUDENT LOAN TRUST 2005-1) | Long | ABS-other | US | $119K | – | 0.00 |
| NELNET STUDENT LOAN TRUST NSLT 2005 2 A5 (NELNET STUDENT LOAN TRUST 2005-2) | Long | ABS-other | US | $65K | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M2 (NEW CENTURY HOME EQUITY LOAN TRUST 2003-2) | Long | ABS-mortgage backed security | US | $206K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $9M | – | 0.38 |
| NEW ZEALAND GVT ILB BONDS REGS 09/25 2 (NEW ZEALAND GOVT) | Long | Debt | NZ | $13M | – | 0.51 |
| NEW ZEALAND GVT ILB BONDS REGS 09/30 3 (NEW ZEALAND GOVT) | Long | Debt | NZ | $4M | – | 0.14 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $6M | – | 0.26 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $3M | – | 0.12 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $3M | – | 0.11 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $521K | – | 0.02 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $679K | – | 0.03 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $5M | – | 0.20 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $1M | – | 0.04 |
| NISSAN MOTOR CO SR UNSECURED REGS 03/26 2.652 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $315K | – | 0.01 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R3 A1 144A (NOMURA ASSET ACCEPTANCE CORP 2004-R3) | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1 (NOMURA ASSET ACCEPTANCE CORP 2005-AR5) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 2 A4 (NOMURA ASSET ACCEPTANCE CORP 2007-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 (NOMURA HOME EQUITY LOAN INC 2006-AF1) | Long | ABS-mortgage backed security | US | $907K | – | 0.04 |
| NOMURA HOME EQUITY LOAN INC NHELI 2007 1 1A4 (NOMURA HOME EQUITY LOAN INC 2007-1) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 3 A2D (NOVASTAR HOME EQUITY LOAN 2006-3) | Long | ABS-mortgage backed security | US | $453K | – | 0.02 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 4 A2C (NOVASTAR HOME EQUITY LOAN 2006-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C (NOVASTAR HOME EQUITY LOAN 2006-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 6 A2D (NOVASTAR HOME EQUITY LOAN 2006-6) | Long | ABS-mortgage backed security | US | $965K | – | 0.04 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/27 4.4 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $2M | – | 0.07 |
| OAKTREE CLO LTD OAKCL 2019 1A A1R 144A (OAKTREE CLO 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| OCP EURO CLO OCPE 2020 4A AR 144A (OCP EURO CLO 2020-4 DAC 20-4A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.32 |
| OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A (OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-133K | – | -0.01 | |
| OIS CAD CAONREPO/4.00000 06/21/23-2Y LCH | Derivative-interest rate | CA | $-687K | – | -0.03 | |
| OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1A1D (OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $411K | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 3A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-2) | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $521K | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-6) | Long | ABS-mortgage backed security | US | $527K | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2007-6) | Long | ABS-mortgage backed security | US | $713K | – | 0.03 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 1 AF2 (OWNIT MORTGAGE LN ASSET-BCK CERT 2006-1) | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 4 A2C (OWNIT MORTGAGE LOAN ASSET BACKED CERTIFICATES 2006-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| OZLM LTD OZLM 2014 8A A1R3 144A (OZLM VIII LTD 2014-8A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| OZLM LTD OZLM 2019 24A A1AR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.18 |
| OZLME OZLME 5A AR 144A (SCULPTOR EUROPEAN CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.30 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $5M | – | 0.21 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/32 4.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $539K | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $318K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $196K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.10 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/25 3.45 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $293K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $948K | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $165K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $199K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $933K | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $430K | – | 0.02 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.10 |
| PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A (PALMER SQUARE CLO LTD 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.36 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A (PALMER SQUARE LOAN FUNDING 2021-3) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.16 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A (PALMER SQUARE LOAN FUNDING 2021-4) | Long | ABS-collateralized bond/debt obligation | KY | $971K | – | 0.04 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $3M | – | 0.13 |
| PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M4 (PARK PLACE SECURITIES INC 2004-MHQ1) | Long | ABS-mortgage backed security | US | $518K | – | 0.02 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $699K | – | 0.03 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 03/25 3.95 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $3M | – | 0.13 |
| PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 2A2 (PEOPLE'S FINANCE REALTY MTGE SEC 2006-1) | Long | ABS-mortgage backed security | US | $575K | – | 0.02 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $2M | – | 0.07 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/33 10 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $2M | – | 0.09 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $306M | – | 12.25 |
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR | Long | Debt | BM | $2M | – | 0.09 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $658.84 | – | 0.00 |
| PROSUS NV SR UNSECURED 144A 01/26 1.207 | Long | Debt | NL | $616K | – | 0.02 |
| PROSUS NV SR UNSECURED 144A 01/30 2.085 | Long | Debt | NL | $1M | – | 0.05 |
| PROSUS NV SR UNSECURED 144A 01/34 2.778 | Long | Debt | NL | $1M | – | 0.06 |
| PURPLE RE LTD UNSECURED 144A 06/27 VAR | Long | Debt | BM | $697K | – | 0.03 |
| RAAC SERIES RAAC 2005 SP2 2A (RAAC SERIES 2005-SP2) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| RAD CLO LTD RAD 2019 5A AR 144A (RAD CLO LTD 2019-5A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| RBSGC MORTGAGE PASS THROUGH CE RBSGC 2008 A A1 144A (RBSGC MORTGAGE PASS THROUGH CERTIFICATES 2008-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RBSSP RESECURITIZATION TRUST RBSSP 2011 4 4A1 144A (RBSSP RESECURITIZATION TRUST 2011-4) | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| RBSSP RESECURITIZATION TRUST RBSSP 2011 4 6A1 144A (RBSSP RESECURITIZATION TRUST 2011-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| RBSSP RESECURITIZATION TRUST RBSSP 2011 4 6A2 144A (RBSSP RESECURITIZATION TRUST 2011-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $973K | – | 0.04 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3W AF5 (RENAISSANCE HOME EQUITY LOAN TR 2007-3W) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3W AF6 (RENAISSANCE HOME EQUITY LOAN TR 2007-3W) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| REPO BANK OF MONTREAL ZCP | Long | Repurchase agreement | CA | $88M | – | 3.51 |
| REPUBLIC OF ARGENTINA BONDS 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $720K | – | 0.03 |
| REPUBLIC OF ARGENTINA BONDS 07/35 VAR (ARGENTINA GOVT) | Long | Debt | AR | $381K | – | 0.02 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 (ARGENTINA GOVT) | Long | Debt | AR | $394K | – | 0.02 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $2M | – | 0.08 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR (ARGENTINA GOVT) | Long | Debt | AR | $6M | – | 0.23 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR (ARGENTINA GOVT) | Long | Debt | AR | $52K | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 (PERU GOVT) | Long | Debt | PE | $4M | – | 0.16 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 (PERU GOVT) | Long | Debt | PE | $4M | – | 0.18 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $9M | – | 0.37 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $52M | – | 2.07 |
| REPUBLIC OF TURKIYE SR UNSECURED 05/34 7.625 (TURKEY GOVT) | Long | Debt | TR | $6M | – | 0.22 |
| REPUBLIC OF TURKIYE SR UNSECURED 08/24 6.35 (TURKEY GOVT) | Long | Debt | TR | $12M | – | 0.50 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 CB1 (RESIDENTIAL ACCREDIT LOANS 2004-QA6) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2 (RESIDENTIAL ACCREDIT LOANS 2005-QA2) | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO3 A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO3) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA1 A21 (RESIDENTIAL ACCREDIT LOANS 2006-QA1) | Long | ABS-mortgage backed security | US | $781K | – | 0.03 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA10 A1 (RALI TRUST 2006-QA10) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 1A1 (RESIDENTIAL ACCREDIT LOANS INC 2006-QA2) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA4 A (RESIDENTIAL ACCREDIT LOANS 2006-QA4) | Long | ABS-mortgage backed security | US | $635K | – | 0.03 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS16 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QS16) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A2 (RESIDENTIAL ACCREDIT LOANS 2006-QS6) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A1 (RESIDENTIAL ACCREDIT LOANS 2007-QA1) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA5 2A1 (RESIDENTIAL ACCREDIT LOANS 2007-QA5) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1 (RESIDENTIAL ACCREDIT LOANS 2007-QH7) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS10 A1 (RESIDENTIAL ACCREDIT LOANS 2007-QS10) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS11 M1 (RESIDENTIAL ASSET SEC CORP 2004-KS11) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS7 M6 (RESIDENTIAL ASSET SECURITIES 2005-KS7) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX5 A4 (RESIDENTIAL ASSET SEC CORP 2006-EMX5) | Long | ABS-mortgage backed security | US | $11M | – | 0.45 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX6 A4 (RASC TRUST 2006-EMX6) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2003 A15 1A2 (RESIDENTIAL ASSET SECUR TR 2003-A15) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A10 A3 (RESIDENTIAL ASSET SEC TRUST 2005-A10) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A14 A5 (RESIDENTIAL ASSET SECUR TRUST 2005-A14) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1 (RESIDENTIAL ASSET SECUR TRUST 2005-A15) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2 (RESIDENTIAL ASSET SECUR TRUST 2005-A15) | Long | ABS-mortgage backed security | US | $263K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A6 2A13 (RESIDENTIAL ASSET SEC TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 (RESIDENTIAL ASSET SEC TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $402K | – | 0.02 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A1 (RESIDENTIAL ASSET SECUR TR 2007-A7) | Long | ABS-mortgage backed security | US | $502K | – | 0.02 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 (RESIDENTIAL FUNDING MTG SEC I 2003-S9) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S10 1A7 (RESIDENTIAL FUNDING MTG SEC I 2006-S10) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA1 1A1 (RESIDENTIAL FUNDING MTG SEC I 2006-SA1) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA3 1A (RESIDENTIAL FUNDING MTG SEC I 2006-SA3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-4M | – | -0.15 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $30K | – | 0.00 | |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $399K | – | 0.02 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $-189K | – | -0.01 | |
| RFR USD SOFR/1.72500 09/19/23-5Y CME | Derivative-interest rate | US | $-6M | – | -0.25 | |
| RFR USD SOFR/1.75000 12/21/22-30Y CME | Derivative-interest rate | US | $19M | – | 0.75 | |
| RFR USD SOFR/1.82700 07/03/23-5Y LCH | Derivative-interest rate | US | $-11M | – | -0.43 | |
| RFR USD SOFR/1.84200 09/19/23-30Y LCH | Derivative-interest rate | US | $5M | – | 0.20 | |
| RFR USD SOFR/1.85250 05/18/22-10Y LCH | Derivative-interest rate | US | $-547K | – | -0.02 | |
| RFR USD SOFR/1.85700 07/15/22-10Y LCH | Derivative-interest rate | US | $-9M | – | -0.35 | |
| RFR USD SOFR/1.87400 09/19/23-30Y CME | Derivative-interest rate | US | $5M | – | 0.19 | |
| RFR USD SOFR/1.99850 07/03/23-30Y LCH | Derivative-interest rate | US | $6M | – | 0.25 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-123K | – | -0.00 | |
| RFR USD SOFR/2.92000 10/17/23-1Y LCH | Derivative-interest rate | US | $-395K | – | -0.02 | |
| RFR USD SOFR/2.97300 10/27/23-1Y LCH | Derivative-interest rate | US | $-117K | – | -0.00 | |
| RFR USD SOFR/3.00000 06/21/23-10Y LCH | Derivative-interest rate | US | $1M | – | 0.04 | |
| RFR USD SOFR/3.01750 10/24/23-1Y LCH | Derivative-interest rate | US | $-115K | – | -0.00 | |
| RFR USD SOFR/3.08000 02/23/23-30Y LCH | Derivative-interest rate | US | $-344K | – | -0.01 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-114K | – | -0.00 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-111K | – | -0.00 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-110K | – | -0.00 | |
| RFR USD SOFR/3.47000 02/22/23-7Y LCH | Derivative-interest rate | US | $-269K | – | -0.01 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $795K | – | 0.03 | |
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH | Derivative-interest rate | US | $175K | – | 0.01 | |
| RFR USD SOFR/3.54666 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.07 | |
| RFR USD SOFR/3.55500 03/05/24-30Y LCH | Derivative-interest rate | US | $-61K | – | -0.00 | |
| RFR USD SOFR/3.58876 03/01/24-7Y* LCH | Derivative-interest rate | US | $3M | – | 0.14 | |
| RFR USD SOFR/3.59400 01/09/24-10Y LCH | Derivative-interest rate | US | $109K | – | 0.00 | |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | Derivative-interest rate | US | $95K | – | 0.00 | |
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH | Derivative-interest rate | US | $315K | – | 0.01 | |
| RFR USD SOFR/3.60089 03/01/24-7Y* LCH | Derivative-interest rate | US | $713K | – | 0.03 | |
| RFR USD SOFR/3.60243 03/01/24-7Y* LCH | Derivative-interest rate | US | $1M | – | 0.04 | |
| RFR USD SOFR/3.62000 01/31/24-10Y LCH | Derivative-interest rate | US | $-10K | – | -0.00 | |
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH | Derivative-interest rate | US | $300K | – | 0.01 | |
| RFR USD SOFR/3.64750 01/08/24-10Y LCH | Derivative-interest rate | US | $139K | – | 0.01 | |
| RFR USD SOFR/3.65000 03/05/24-10Y LCH | Derivative-interest rate | US | $-106K | – | -0.00 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-133K | – | -0.01 | |
| RFR USD SOFR/3.65500 01/24/24-10Y LCH | Derivative-interest rate | US | $-57K | – | -0.00 | |
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH | Derivative-interest rate | US | $182K | – | 0.01 | |
| RFR USD SOFR/3.66500 01/24/24-10Y LCH | Derivative-interest rate | US | $-53K | – | -0.00 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $125K | – | 0.00 | |
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH | Derivative-interest rate | US | $145K | – | 0.01 | |
| RFR USD SOFR/3.68500 01/24/24-10Y LCH | Derivative-interest rate | US | $-99K | – | -0.00 | |
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH | Derivative-interest rate | US | $577K | – | 0.02 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $271K | – | 0.01 | |
| RFR USD SOFR/3.71000 03/05/24-10Y LCH | Derivative-interest rate | US | $-109K | – | -0.00 | |
| RFR USD SOFR/3.72500 02/07/24-10Y LCH | Derivative-interest rate | US | $-20K | – | -0.00 | |
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH | Derivative-interest rate | US | $512K | – | 0.02 | |
| RFR USD SOFR/3.73000 08/03/23-10Y LCH | Derivative-interest rate | US | $-47K | – | -0.00 | |
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH | Derivative-interest rate | US | $465K | – | 0.02 | |
| RFR USD SOFR/3.73500 01/23/24-10Y LCH | Derivative-interest rate | US | $-43K | – | -0.00 | |
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH | Derivative-interest rate | US | $328K | – | 0.01 | |
| RFR USD SOFR/3.73800 01/23/24-10Y LCH | Derivative-interest rate | US | $-15K | – | -0.00 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $76K | – | 0.00 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $40K | – | 0.00 | |
| RFR USD SOFR/3.75000 12/18/24-5Y CME | Derivative-interest rate | US | $797K | – | 0.03 | |
| RFR USD SOFR/3.76000 08/23/23-10Y LCH | Derivative-interest rate | US | $-300K | – | -0.01 | |
| RFR USD SOFR/3.80000 03/10/23-5Y LCH | Derivative-interest rate | US | $-96K | – | -0.00 | |
| RFR USD SOFR/3.80000 08/30/23-10Y LCH | Derivative-interest rate | US | $-158K | – | -0.01 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $44K | – | 0.00 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $16K | – | 0.00 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | Derivative-interest rate | US | $26K | – | 0.00 | |
| RFR USD SOFR/3.86000 02/21/24-10Y LCH | Derivative-interest rate | US | $-88K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-13K | – | -0.00 | |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | Derivative-interest rate | US | $-34K | – | -0.00 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.95000 09/13/23-10Y LCH | Derivative-interest rate | US | $-23K | – | -0.00 | |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH | Derivative-interest rate | US | $35K | – | 0.00 | |
| RFR USD SOFR/4.03000 10/04/23-10Y LCH | Derivative-interest rate | US | $-41K | – | -0.00 | |
| RFR USD SOFR/4.03000 12/15/23-10Y LCH | Derivative-interest rate | US | $15K | – | 0.00 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $51K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $27K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-59K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $29K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $65K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $64K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $30K | – | 0.00 | |
| RFR USD SOFR/4.15000 10/12/23-10Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| RFR USD SOFR/4.16500 09/27/23-10Y LCH | Derivative-interest rate | US | $84K | – | 0.00 | |
| RFR USD SOFR/4.17000 10/03/23-10Y LCH | Derivative-interest rate | US | $70K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $179K | – | 0.01 | |
| RFR USD SOFR/4.20000 10/18/23-10Y LCH | Derivative-interest rate | US | $22K | – | 0.00 | |
| RFR USD SOFR/4.22000 10/20/23-10Y LCH | Derivative-interest rate | US | $66K | – | 0.00 | |
| RFR USD SOFR/4.23000 10/23/23-10Y LCH | Derivative-interest rate | US | $14K | – | 0.00 | |
| RFR USD SOFR/4.25000 11/22/23-10Y LCH | Derivative-interest rate | US | $-91K | – | -0.00 | |
| RFR USD SOFR/4.25500 10/23/23-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.43500 11/01/23-10Y LCH | Derivative-interest rate | US | $120K | – | 0.00 | |
| RFR USD SOFR/4.45000 10/31/23-10Y LCH | Derivative-interest rate | US | $87K | – | 0.00 | |
| RFR USD SOFR/4.45000 11/01/23-10Y LCH | Derivative-interest rate | US | $122K | – | 0.00 | |
| RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH | Derivative-interest rate | US | $5M | – | 0.21 | |
| RFRF USD SF+26.161/1.50 06/21/17-10Y LCH | Derivative-interest rate | US | $3M | – | 0.11 | |
| RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH | Derivative-interest rate | US | $17M | – | 0.67 | |
| RFRF USD SF+26.161/2.25 06/20/18-10Y LCH | Derivative-interest rate | US | $16K | – | 0.00 | |
| RFRF USD SOFR/2.00000 10/27/23-5Y LCH | Derivative-interest rate | US | $-13M | – | -0.53 | |
| RFRF USD SOFR/2.06000 10/27/23-30Y LCH | Derivative-interest rate | US | $9M | – | 0.37 | |
| RLJ LODGING TRUST LP SR SECURED 144A 09/29 4 | Long | Debt | US | $973K | – | 0.04 |
| RMAC SECURITIES PLC RMACS 2007 NS1X A2A REGS (RMAC SECURITIES PLC 2007-NS1X) | Long | ABS-mortgage backed security | GB | $522K | – | 0.02 |
| ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT) | Long | Debt | RO | $3M | – | 0.13 |
| ROMARK CLO LTD RMRK 2017 1A A1R 144A (ROMARK CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| SABINE PASS LIQUEFACTION SR SECURED 03/27 5 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $1M | – | 0.06 |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2002 1 A1 144A (SALOMON BROTHERS MTGE SEC VII 2002-1) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | Long | Debt | KY | $1M | – | 0.06 |
| SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244 (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $2M | – | 0.09 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $615K | – | 0.02 |
| SARANAC CLO LTD SRANC 2018 6A A1R 144A (SARANAC CLO LTD 2018-6A) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.11 |
| SAXON ASSET SECURITIES TRUST SAST 2004 1 M1 (SAXON ASSET SECURITIES TRUST 2004-1) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2006 3 A3 (SAXON ASSET SECURITIES TRUST 2006-3) | Long | ABS-mortgage backed security | US | $405K | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2004 OP1 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2004-OP1) | Long | ABS-mortgage backed security | US | $394K | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR2 A3 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-FR2) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A (SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.34 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 4A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2C (SG MORTGAGE SECURITIES TRUST 2006-FRE1) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3C (SG MORTGAGE SECURITIES TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3D (SG MORTGAGE SECURITIES TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| SIERRA MADRE FUNDING LTD MADRE 2004 1A A1A 144A (SIERRA MADRE FUNDING LTD 2004-1A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.30 |
| SIERRA MADRE FUNDING LTD MADRE 2004 1A ALTB 144A (SIERRA MADRE FUNDING LTD 2004-1A) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.70 |
| SIRIUS REAL ESTATE LTD SR UNSECURED REGS 06/26 1.125 (SIRIUS REAL ESTATE LIMITED) | Long | Debt | GG | $2M | – | 0.08 |
| SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B | Long | Loan | US | $440K | – | 0.02 |
| SLM STUDENT LOAN TRUST SLMA 2013 1 B (SLM STUDENT LOAN TRUST 2013-1) | Long | ABS-other | US | $141K | – | 0.01 |
| SLM STUDENT LOAN TRUST SLMA 2013 2 B (SLM STUDENT LOAN TRUST 2013-2) | Long | ABS-other | US | $100K | – | 0.00 |
| SLM STUDENT LOAN TRUST SLMA 2013 3 B (SLM STUDENT LOAN TRUST 2013-3) | Long | ABS-other | US | $100K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2005 20I 1 (SMALL BUSINESS ADMIN PART CERT 2005-20I) | Long | ABS-other | US | $5K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20I 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20I) | Long | ABS-other | US | $35K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20L 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20L) | Long | ABS-other | US | $29K | – | 0.00 |
| SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 06/28 2.3 (SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $2M | – | 0.07 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $899K | – | 0.04 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-5K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-6K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-5K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2M | – | 0.09 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2M | – | 0.07 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $746K | – | 0.03 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $431K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $207K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $145K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $98K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $59K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $39K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $16K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $1M | – | 0.06 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $62K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $59K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $40K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $40K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $32K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $125K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-1K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-1K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-25K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-64K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240703 | Derivative-foreign exchange | CA | $69K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240705 | Derivative-foreign exchange | CA | $-4K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240705 | Derivative-foreign exchange | CA | $-5K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240708 | Derivative-foreign exchange | CA | $-17K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240709 | Derivative-foreign exchange | CA | $8K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-41.62 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-22K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-478.64 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-13K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-19K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-24K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-115K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $29K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $18.86 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $142K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $112K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $75K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $24K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $91K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $72K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $22K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $40.35 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241210 | Derivative-foreign exchange | CN | $24K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241210 | Derivative-foreign exchange | CN | $13K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250116 | Derivative-foreign exchange | CN | $18K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250218 | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $538.97 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $7K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $5K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-411.6 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-899.39 | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3M | – | 0.13 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $32K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $24K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $11K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $860.41 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $86K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $34K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $5K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $19K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $-82.61 | – | -0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $343.99 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $14K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-120.6 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $36K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $23K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $11K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $49.73 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $41.38 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $7.14 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $6.2 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $55K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $53K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $26K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $23K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $18K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $11K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $7K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-3K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $173.52 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-15K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-24K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-63K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-5K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-9K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-660K | – | -0.03 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $4K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $523.34 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $95 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $108K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $10K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $7K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $3K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240705 | Derivative-foreign exchange | PE | $100K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240730 | Derivative-foreign exchange | PE | $34K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240801 | Derivative-foreign exchange | PE | $32K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240801 | Derivative-foreign exchange | PE | $10K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240801 | Derivative-foreign exchange | PE | $2K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240801 | Derivative-foreign exchange | PE | $1K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $6K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $4K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $3K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $635.87 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $190.89 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-50.24 | – | -0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-158.2 | – | -0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-307.8 | – | -0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-309.49 | – | -0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-246K | – | -0.01 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-2K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $4K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $162K | – | 0.01 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $8K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $6K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $739.04 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-193.9 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-23K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $84.42 | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240816 | Derivative-foreign exchange | TR | $-352.45 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $38K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $35K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $29K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $27K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $27K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $26K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $23K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $19K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $16K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $13K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $13K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $500.27 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-223.45 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-37K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-171K | – | -0.01 | |
| SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A (SOUND POINT CLO IX LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.22 |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $912K | – | 0.04 |
| SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A (SOUND POINT CLO XVII 2017-3A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF1 A4 (SOUNDVIEW HOME EQUITY LOAN TR 2006-WF1) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 2A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT4) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $3M | – | 0.12 |
| SOUTHERN CALIF GAS CO SR UNSECURED 04/27 2.95 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $6M | – | 0.22 |
| SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25 | Long | Debt | US | $8M | – | 0.30 |
| SPA HOLDINGS 3 OY TERM LOAN B (AHLSTROM-MUNKSJO OYJ (SPA US HOLDCO INC)) | Long | Loan | FI | $2M | – | 0.07 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC4 A2C (SPECIALTY UNDERWRITING & RESIDL 2006-BC4) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| SPECIALTY UNDERWRITING + RESID SURF 2007 AB1 A2A (SPECIALTY UNDERWRITING & RESID 2007-AB1) | Long | ABS-mortgage backed security | US | $346K | – | 0.01 |
| SPRINT LLC COMPANY GUAR 03/26 7.625 | Long | Debt | US | $7M | – | 0.27 |
| SPRINT SPECTRUM / SPEC I SR SECURED 144A 03/25 4.738 (SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC) | Long | Debt | US | $1M | – | 0.04 |
| STANDARD INDUSTRIES INC SR UNSECURED REGS 11/26 2.25 | Long | Debt | US | $3M | – | 0.11 |
| STATE OF ISRAEL SR UNSECURED 03/29 5.375 (ISRAEL GOVT) | Long | Debt | IL | $10M | – | 0.41 |
| STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR (STICHTING AK RABOBANK CERTIFICATEN) | Long | Equity-preferred | NL | $4M | 4M | 0.17 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 2 4A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2004-2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 1A1 (STRUCTURED ADJUSTABLE RT MTG LN 2004-20) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1 (STRUCTURED ARM LOAN TRUST 2005-19XS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 3 4A (STRUCTURED ADJ RATE MTG LN 2006-3) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2 (STRUCTURED ADJ RATE MTGE LOAN 2006-8) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 9 1A1 (STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN 2006-9) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 5 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-5) | Long | ABS-mortgage backed security | US | $765K | – | 0.03 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 M1 (STRUCTURED ASSET INVEST LN TR 2003-BC2) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M2 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M3 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11) | Long | ABS-mortgage backed security | US | $504K | – | 0.02 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M4 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11) | Long | ABS-mortgage backed security | US | $536K | – | 0.02 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M5 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11) | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 8 M1 (STRUCTURED ASSET INVST LN TR 2005-8) | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $428.62 | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR1) | Long | ABS-mortgage backed security | US | $962.6 | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR2) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR6) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A11 (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1A (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $400K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 6A 2A1 (STRUCTURED ASSET SEC CORP 2003-6A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 AR1 M2 (STRUCTURED ASSET SEC CORP 2005-AR1) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/29 5 (STUDIO CITY FINANCE LIMITED) | Long | Debt | VG | $1M | – | 0.04 |
| STYROLUTION SR SECURED REGS 01/27 2.25 (INEOS STYROLUTION LUDWIGSHAFEN GMBH) | Long | Debt | DE | $2M | – | 0.10 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 09/31 2.222 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $4M | – | 0.16 |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| SYSTEM ENERGY RESOURCES 1ST MORTGAGE 12/25 2.14 (SYSTEM ENERGY RESOURCES INC) | Long | Debt | US | $662K | – | 0.03 |
| T MOBILE USA INC COMPANY GUAR 04/30 3.875 (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.08 |
| T MOBILE USA INC COMPANY GUAR 11/31 2.25 (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.05 |
| TALON FUNDING LTD TALON 1A A 144A (TALON FUNDING LTD 1A) | Long | ABS-collateralized bond/debt obligation | KY | $193K | – | 0.01 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $1M | – | 0.05 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $499K | – | 0.02 |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.33 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| TD SYNNEX CORP SR UNSECURED 08/28 2.375 (TD SYNNEX CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| TELECOM SERBIA EUR TERM LOAN A (TELECOMMUNICATIONS COMPANY TELEKOM SRBIJA AKCIONARSKO DRUSTVO BELGRADE) | Long | Loan | LU | $6M | – | 0.26 |
| TER FINANCE LTD JERSEY SECURED 144A 01/25 0.00000 (TER FINANCE (JERSEY) LIMITED) | Long | Debt | JE | $964K | – | 0.04 |
| THAMES WATER UTIL FIN SR SECURED 02/32 6.5 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $446K | – | 0.02 |
| THAMES WATER UTIL FIN SR SECURED REGS 01/31 4.375 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $2M | – | 0.07 |
| THORNBURG MORTGAGE SECURITIES TMST 2003 5 1A (THORNBURG MORTGAGE SECURITIES TR 2003-5) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 2 A2A (THORNBURG MORTGAGE SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $8M | – | 0.33 |
| TIKEHAU TIKEH 2015 1A ARR 144A (TIKEHAU CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.09 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/26 FIXED 1.82 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $187K | – | 0.01 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/34 FIXED 3.401 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $329K | – | 0.01 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/35 FIXED 3.501 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $324K | – | 0.01 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $3M | – | 0.13 |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | Long | Debt | BM | $603K | – | 0.02 |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | Long | Debt | BM | $401K | – | 0.02 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $13M | – | 0.52 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $103M | – | 4.10 |
| TRIAXX PRIME CDO TRIAX 2007 1A A1D 144A (TRIAXX PRIME CDO 2007-1A) | Long | ABS-collateralized bond/debt obligation | KY | $33K | – | 0.00 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $45M | – | 1.81 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $48M | – | 1.92 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $61M | – | 2.45 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $651K | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $934K | – | 0.04 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $3M | – | 0.11 |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | Long | Debt | CH | $1M | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 09/29 VAR | Long | Debt | CH | $5M | – | 0.22 |
| UBS GROUP AG SR UNSECURED 144A 12/27 VAR | Long | Debt | CH | $6M | – | 0.23 |
| UBS GROUP AG SR UNSECURED REGS 01/26 VAR | Long | Debt | CH | $537K | – | 0.02 |
| UNIGEL 1L 144A PROXY (UNIGEL LUXEMBOURG SA) | Long | Debt | US | $2M | – | 0.07 |
| UNIGEL LUXEMBOURG SA COMPANY GUAR 144A 10/26 8.75 | Long | Debt | LU | $1M | – | 0.04 |
| 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 | $351K | – | 0.01 |
| UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 (UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.11 |
| UNITED AIRLINES INC SR SECURED 144A 04/26 4.375 | Long | Debt | US | $290K | – | 0.01 |
| UNITED AIRLINES INC SR SECURED 144A 04/29 4.625 | Long | Debt | US | $1M | – | 0.06 |
| UNITED MEXICAN STATES SR UNSECURED 02/28 5.4 (MEXICO GOVT) | Long | Debt | MX | $999K | – | 0.04 |
| UNITED MEXICAN STATES SR UNSECURED 02/35 6.35 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 0.10 |
| UNITEDHEALTH GROUP INC SR UNSECURED 05/29 4 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $4M | – | 0.15 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-2M | – | -0.07 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-2M | – | -0.07 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $473K | – | 0.02 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-88K | – | -0.00 | |
| US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95 (US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $204K | – | 0.01 |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-477K | – | -0.02 | |
| US TREASURY N/B 02/42 2.375 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.36 |
| US TREASURY N/B 02/45 2.5 (UNITED STATES GOVT) | Long | Debt | US | $14K | – | 0.00 |
| US TREASURY N/B 03/27 2.5 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.24 |
| US TREASURY N/B 08/24 2.375 (UNITED STATES GOVT) | Long | Debt | US | $72M | – | 2.86 |
| US TREASURY N/B 11/24 2.25 (UNITED STATES GOVT) | Long | Debt | US | $71M | – | 2.83 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-732K | – | -0.03 | |
| VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $232K | – | 0.01 |
| VENTURE CDO LTD VENTR 2017 28A A1R 144A (VENTURE XXVIII CLO LTD 2017-28A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| VENTURE CDO LTD VENTR 2019 38A A1R 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.20 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125 | Long | Debt | US | $412K | – | 0.02 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375 | Long | Debt | US | $519K | – | 0.02 |
| VERIZON COMMUNICATIONS SR UNSECURED 03/52 3.875 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $3M | – | 0.10 |
| VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| VIBRANT CLO LTD VIBR 2019 11A A1R1 144A (VIBRANT CLO XI LTD 2019-11A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A (ING INVESTMENT MANAGEMENT CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| VOYA CLO LTD VOYA 2017 1A A1R 144A (VOYA CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $438K | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $5M | – | 0.21 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $2M | – | 0.09 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $849K | – | 0.03 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-B) | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 A 2A1 (WACHOVIA MTGE LOAN TRUST 2006-A) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR15 A5 (WASHINGTON MUTUAL 2002-AR15) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A (WASHINGTON MUTUAL 2002-AR6) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A (WASHINGTON MUTUAL 2002-AR9) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR1 A5 (WASHINGTON MUTUAL 2003-AR1) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR5 A7 (WASHINGTON MUTUAL 2003-AR5) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A (WASHINGTON MUTUAL 2003-AR9) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A (WASHINGTON MUTUAL 2004-AR1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR11 A (WASHINGTON MUTUAL 2004-AR11) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A2 (WASHINGTON MUTUAL 2005-AR17) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR18 1A3A (WASHINGTON MUTUAL 2005-AR18) | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR3 A1 (WASHINGTON MUTUAL 2005-AR3) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR7 A4 (WASHINGTON MUTUAL 2005-AR7) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 2A3 (WASHINGTON MUTUAL 2006-AR12) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3 (WASHINGTON MUTUAL 2006-AR12) | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 2A1A (WASHINGTON MUTUAL 2006-AR4) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A (WASHINGTON MUTUAL 2006-AR5) | Long | ABS-mortgage backed security | US | $365K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 2A1 (WAMU MTGE P/T CERT 2007-HY3) | Long | ABS-mortgage backed security | US | $11M | – | 0.43 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A2 (WAMU MTGE P/T CERT 2007-HY5) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $691K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 2A2 (WAMU MTGE P/T CERT 2007-HY7) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A1B (WAMU MTGE P/T CERT 2007-OA5) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/27 3.755 | Long | Debt | US | $5M | – | 0.18 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $4M | – | 0.16 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.05 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A C 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $573K | – | 0.02 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A D 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $326K | – | 0.01 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A E 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $323K | – | 0.01 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $752K | – | 0.03 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A RRC 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $54K | – | 0.00 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE2 A4 (WASHINGTON MUTUAL ASSET BACKED 2006-HE2) | Long | ABS-mortgage backed security | US | $924K | – | 0.04 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 10 2A1 (WMALT MTGE PASS-THRU CERT 2005-10) | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 11 A5 (WMALT MTGE PASS-THRU CERT 2005-11) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 3CB1 (WMALT MTGE PASS-THRU CERT 2005-8) | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 9 5A9 (WMALT MTGE PASS-THRU CERT 2005-9) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A1 (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR3 2A2 (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR3) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2015 1A AR4 144A (WELLFLEET CLO LTD 2015-1) | Long | ABS-collateralized bond/debt obligation | KY | $102K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2017 2A A1R 144A (WELLFLEET CLO LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $163K | – | 0.01 |
| WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $383K | 400K | 0.02 |
| WELLS FARGO + COMPANY PREFERRED STOCK 7.5 (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $4M | 4K | 0.17 |
| WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $9M | – | 0.37 |
| WELLS FARGO + COMPANY SR UNSECURED 05/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.19 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA2 3A1 (WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA2) | Long | ABS-mortgage backed security | US | $481K | – | 0.02 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4 (WELLS FARGO MTGE BK SEC TR 2006-AR4) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| WEYERHAEUSER CO SR UNSECURED 04/30 4 (WEYERHAEUSER COMPANY) | Long | Debt | US | $5M | – | 0.19 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.28 |
| WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25 (WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP) | Long | Debt | US | $586K | – | 0.02 |
| WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5 (WYNN MACAU LIMITED) | Long | Debt | KY | $294K | – | 0.01 |
| WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625 (WYNN MACAU LIMITED) | Long | Debt | KY | $3M | – | 0.13 |
| WYNN MACAU LTD SR UNSECURED 144A 10/27 5.5 (WYNN MACAU LIMITED) | Long | Debt | KY | $191K | – | 0.01 |
| WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125 (WYNN MACAU LIMITED) | Long | Debt | KY | $453K | – | 0.02 |
| WYNN MACAU LTD SR UNSECURED REGS 08/28 5.625 (WYNN MACAU LIMITED) | Long | Debt | KY | $428K | – | 0.02 |
| WYNN MACAU LTD SR UNSECURED REGS 10/27 5.5 (WYNN MACAU LIMITED) | Long | Debt | KY | $381K | – | 0.02 |
| WYNN RESORTS FINANCE LLC COMPANY GUAR 144A 10/29 5.125 (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $190K | – | 0.01 |
| ZCS BRL 10.7684 04/19/24-01/04/27 CME | Derivative-interest rate | BR | $-2M | – | -0.09 | |
| ZCS BRL 11.49576 06/14/24-01/04/27 CME | Derivative-interest rate | BR | $-113K | – | -0.00 | |
| ZCS BRL 11.5661 06/18/24-01/04/27 CME | Derivative-interest rate | BR | $-355K | – | -0.01 | |
| ZCS BRL 11.691 06/27/24-01/04/27 CME | Derivative-interest rate | BR | $438K | – | 0.02 | |
| ZIMMER BIOMET HOLDINGS SR UNSECURED 11/27 1.164 (ZIMMER BIOMET HOLDINGS INC) | Long | Debt | US | $2M | – | 0.07 |
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.