PIMCOFUNDS > PIMCO Funds
PIMCO Long-Term Credit Bond Fund
$3.05B
Avg Monthly Net Assets
$4.77B
Total Assets
$1.41B
Total Liabilities
$3.36B
Net Assets
PIMCO Long-Term Credit Bond Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has two share classes
and monthly net assets of $3.05B.
On August 28th, 2024 it reported 1,456 holdings, the largest
being UMBS PASS THRU POOLS (5.4%), UNITED STATES GOVT (3.6%) and UNITED STATES GOVT (3.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I-2 | C000075116 | PLCPX | |
| Institutional | C000075114 | PTCIX |
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 |
|---|---|---|---|---|---|---|
| 31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-541.6 | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-592.68 | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 31750OJW5 OTC ECAL FN 5.0 AUG24 98.59375 CALL | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 31750OK60 OTC EPUT FN 5.0 AUG24 95.59375 PUT | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-137.76 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $40K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-44K | – | -0.00 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 | Derivative-interest rate | US | $24K | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 | Derivative-interest rate | US | $-27K | – | -0.00 | |
| 317U5YPA4 PIMCO SWAPTION 2.754 CALL EUR 202411 | Derivative-interest rate | US | $19K | – | 0.00 | |
| 317U5YQA3 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 | Derivative-interest rate | US | $15K | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 | Derivative-interest rate | US | $23K | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 | Derivative-interest rate | US | $-23K | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 | Derivative-interest rate | US | $25K | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 | Derivative-interest rate | US | $-24K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 | Derivative-interest rate | US | $21K | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 | Derivative-interest rate | US | $38K | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 | Derivative-interest rate | US | $-31K | – | -0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 | Derivative-interest rate | US | $76K | – | 0.00 | |
| 317U63QA0 PIMCO SWAPTION 2.465 CALL EUR 202411 | Derivative-interest rate | US | $-30K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.28 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-24K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.21 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.21 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.42 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U65QA5 PIMCO SWAPTION 2.4675 CALL EUR 20241 | Derivative-interest rate | US | $-40K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-74.57 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U65ZA5 PIMCO SWAPTION 2.92 CALL EUR 2024120 | Derivative-interest rate | US | $33K | – | 0.00 | |
| 317U66AA0 PIMCO SWAPTION 2.44 CALL EUR 2024120 | Derivative-interest rate | US | $-28K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-642.23 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-858.47 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-712.8 | – | -0.00 | |
| 317U66VA7 PIMCO SWAPTION 2.84 CALL EUR 2024120 | Derivative-interest rate | US | $42K | – | 0.00 | |
| 317U66ZA3 PIMCO SWAPTION 2.3625 CALL EUR 20241 | Derivative-interest rate | US | $-35K | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-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 | $47K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 | Derivative-interest rate | US | $-37K | – | -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 | $-12K | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 | Derivative-interest rate | US | $55K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 | Derivative-interest rate | US | $-47K | – | -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 | $-894.84 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BHA2 PIMCO SWAPTION 2.9 CALL EUR 20241213 | Derivative-interest rate | US | $53K | – | 0.00 | |
| 317U6BIA1 PIMCO SWAPTION 2.425 CALL EUR 202412 | Derivative-interest rate | US | $-43K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-6K | – | -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 | $-18K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-19K | – | -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 | $-5K | – | -0.00 | |
| 317U6COA2 PIMCO SWAPTION 2.8 CALL EUR 20241217 | Derivative-interest rate | US | $32K | – | 0.00 | |
| 317U6CPA1 PIMCO SWAPTION 2.3525 CALL EUR 20241 | Derivative-interest rate | US | $-27K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-36K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-37K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 7 ELEVEN INC SR UNSECURED 144A 02/51 2.8 (7-ELEVEN INC) | Long | Debt | US | $2M | – | 0.05 |
| ABBVIE INC SR UNSECURED 03/45 4.75 | Long | Debt | US | $3M | – | 0.08 |
| ABBVIE INC SR UNSECURED 05/45 4.7 | Long | Debt | US | $813K | – | 0.02 |
| ABBVIE INC SR UNSECURED 05/46 4.45 | Long | Debt | US | $6M | – | 0.18 |
| ABBVIE INC SR UNSECURED 06/44 4.85 | Long | Debt | US | $3M | – | 0.09 |
| ABBVIE INC SR UNSECURED 11/42 4.4 | Long | Debt | US | $3M | – | 0.08 |
| ABBVIE INC SR UNSECURED 11/49 4.25 | Long | Debt | US | $18M | – | 0.52 |
| ABU DHABI CRUDE OIL SR SECURED REGS 11/47 4.6 (ABU DHABI CRUDE OIL PIPELINE LLC) | Long | Debt | AE | $1M | – | 0.04 |
| ABU DHABI GOVT INT L SR UNSECURED 144A 09/70 2.7 | Long | Debt | AE | $2M | – | 0.05 |
| ABU DHABI GOVT INT L SR UNSECURED REGS 04/50 3.875 | Long | Debt | AE | $3M | – | 0.08 |
| ACE SECURITIES CORP. ACE 2004 RM2 M2 (ACE SECURITIES CORP 2004-RM2) | Long | ABS-mortgage backed security | US | $605K | – | 0.02 |
| ACUSHNET CO COMPANY GUAR 144A 10/28 7.375 (ACUSHNET COMPANY) | Long | Debt | US | $311K | – | 0.01 |
| ADANI ELECTRICITY MUMBAI SR SECURED 144A 02/30 3.949 (ADANI ELECTRICITY MUMBAI LIMITED) | Long | Debt | IN | $1M | – | 0.04 |
| ADANI TRANS STEP ONE LTD SR SECURED 144A 05/36 4.25 (ADANI TRANSMISSION STEP ONE LIMITED) | Long | Debt | IN | $565K | – | 0.02 |
| AEP TEXAS INC SR UNSECURED 05/49 4.15 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $1M | – | 0.04 |
| AEP TEXAS INC SR UNSECURED 07/30 2.1 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $583K | – | 0.02 |
| AEP TRANSMISSION CO LLC SR UNSECURED 09/48 4.25 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $242K | – | 0.01 |
| AES CORP/THE JR SUBORDINA 01/55 VAR (AES CORPORATION) | Long | Debt | US | $4M | – | 0.10 |
| AES CORPORATION SNR S* ICE | Derivative-credit | US | $238K | – | 0.01 | |
| AES CORPORATION SNR S* ICE | Derivative-credit | US | $74K | – | 0.00 | |
| AETNA INC SR UNSECURED 11/42 4.125 | Long | Debt | US | $20K | – | 0.00 |
| AGREE LP COMPANY GUAR 10/32 4.8 (AGREE LIMITED PARTNERSHIP) | Long | Debt | US | $657K | – | 0.02 |
| AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3 (AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | CA | $1M | – | 0.04 |
| AIRCASTLE LTD SR UNSECURED 144A 02/29 5.95 (AIRCASTLE LIMITED) | Long | Debt | BM | $1M | – | 0.04 |
| ALABAMA POWER CO SR UNSECURED 08/44 4.15 (ALABAMA POWER COMPANY) | Long | Debt | US | $29K | – | 0.00 |
| ALABAMA POWER CO SR UNSECURED 10/49 3.45 (ALABAMA POWER COMPANY) | Long | Debt | US | $2M | – | 0.04 |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.04 |
| ALCON FINANCE CORP COMPANY GUAR 144A 09/49 3.8 (ALCON FINANCE CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 03/52 3.55 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $2M | – | 0.05 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/51 3 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $904K | – | 0.03 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 08/31 3.375 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $2M | – | 0.06 |
| ALFA BANK (ALFA BOND) SUBORDINATED REGS 04/30 VAR (ALFA BANK AO VIA ALFA BOND ISSUANCE PLC) | Long | Debt | IE | $72K | – | 0.00 |
| ALIBABA GROUP HOLDING LIMI SNR AS SP BRC | Derivative-credit | US | $21K | – | 0.00 | |
| ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A (ALLEGRO CLO XI LTD 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.03 |
| ALLSTATE CORP JR SUBORDINA 05/67 VAR | Long | Debt | US | $1M | – | 0.04 |
| ALLY FINANCIAL INC COMPANY GUAR 11/31 8 | Long | Debt | US | $2M | – | 0.07 |
| ALLY FINANCIAL INC SR UNSECURED 06/29 VAR | Long | Debt | US | $2M | – | 0.06 |
| ALTICE FRANCE SA 2023 EUR TERM LOAN B14 | Long | Loan | FR | $1M | – | 0.04 |
| ALTICE FRANCE SA SR SECURED REGS 01/28 3.375 | Long | Debt | FR | $2M | – | 0.05 |
| ALTRIA GROUP INC COMPANY GUAR 09/46 3.875 | Long | Debt | US | $671K | – | 0.02 |
| AMAZON.COM INC SR UNSECURED 04/62 4.1 (AMAZONCOM INC) | Long | Debt | US | $959K | – | 0.03 |
| AMAZON.COM INC SR UNSECURED 06/60 2.7 (AMAZONCOM INC) | Long | Debt | US | $4M | – | 0.11 |
| AMER AGCREDIT ACA JR SUBORDINA 144A VAR (AMERICAN AGCREDIT CORPORATION) | Long | Equity-preferred | US | $10M | 11M | 0.31 |
| 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 | $609K | – | 0.02 |
| AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2 (AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.05 |
| 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 | $3M | – | 0.08 |
| AMER AIRLN 13 1 A PASS T AMER AIRLN 13 1 A PASS T (AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $288K | – | 0.01 |
| AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 (AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.08 |
| AMEREN ILLINOIS CO 1ST MORTGAGE 03/50 3.25 (AMEREN ILLINOIS COMPANY) | Long | Debt | US | $683K | – | 0.02 |
| AMERICAN AIRLINES, INC. 2021 TERM LOAN (AADVANTAGE LOYALTY IP LTD) | Long | Loan | KY | $372K | – | 0.01 |
| AMERICAN FINANCIAL GROUP SR UNSECURED 06/47 4.5 (AMERICAN FINANCIAL GROUP INC) | Long | Debt | US | $7M | – | 0.20 |
| AMERICAN HOMES 4 RENT SR UNSECURED 02/28 4.25 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $2M | – | 0.05 |
| AMERICAN HOMES 4 RENT SR UNSECURED 02/29 4.9 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $293K | – | 0.01 |
| AMERICAN HOMES 4 RENT SR UNSECURED 04/32 3.625 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $3M | – | 0.10 |
| AMERICAN HOMES 4 RENT SR UNSECURED 07/51 3.375 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $1M | – | 0.04 |
| AMERICAN INTERNATIONAL GROUP SNR S* ICE | Derivative-credit | US | $40K | – | 0.00 | |
| AMERICAN INTL GROUP SR UNSECURED 04/48 4.75 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $529K | – | 0.02 |
| AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/41 FIXED 7.834 (AMERICAN MUNICIPAL POWER INC) | Long | Debt | US | $6M | – | 0.18 |
| AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/50 FIXED 6.27 (AMERICAN MUNICIPAL POWER INC) | Long | Debt | US | $5M | – | 0.15 |
| AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/50 FIXED 8.084 (AMERICAN MUNICIPAL POWER INC) | Long | Debt | US | $1M | – | 0.04 |
| AMERICAN TOWER CORP SR UNSECURED 01/51 2.95 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $5M | – | 0.15 |
| AMERICAN TOWER CORP SR UNSECURED 03/32 4.05 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $7M | – | 0.21 |
| AMERICAN TOWER CORP SR UNSECURED 03/33 5.65 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $2M | – | 0.07 |
| AMERICAN TOWER CORP SR UNSECURED 06/50 3.1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $7M | – | 0.21 |
| AMERICAN TOWER CORP SR UNSECURED 07/33 5.55 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $4M | – | 0.12 |
| AMERICAN TOWER CORP SR UNSECURED 10/30 1.875 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN TOWER CORP SR UNSECURED 10/49 3.7 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $7M | – | 0.22 |
| AMERICAN WATER CAPITAL C SR UNSECURED 03/54 5.45 (AMERICAN WATER CAPITAL CORP) | Long | Debt | US | $3M | – | 0.10 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R5 M1 (AMERIQUEST MTGE SEC INC 2004-R5) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| AMGEN INC SR UNSECURED 02/50 3.375 | Long | Debt | US | $8M | – | 0.22 |
| AMGEN INC SR UNSECURED 03/53 4.875 | Long | Debt | US | $5M | – | 0.14 |
| AMGEN INC SR UNSECURED 03/53 5.65 | Long | Debt | US | $6M | – | 0.18 |
| AMGEN INC SR UNSECURED 03/63 5.75 | Long | Debt | US | $5M | – | 0.14 |
| AMGEN INC SR UNSECURED 06/48 4.563 | Long | Debt | US | $2M | – | 0.07 |
| AMGEN INC SR UNSECURED 06/51 4.663 | Long | Debt | US | $4M | – | 0.13 |
| AMGEN INC SR UNSECURED 08/41 2.8 | Long | Debt | US | $70K | – | 0.00 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $524K | – | 0.02 |
| ANHEUSER BUSCH CO/INBEV COMPANY GUAR 02/36 4.7 (ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $10M | – | 0.28 |
| ANHEUSER BUSCH CO/INBEV COMPANY GUAR 02/46 4.9 (ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $3M | – | 0.09 |
| ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/42 4.95 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $5M | – | 0.16 |
| ANHEUSER BUSCH INBEV WOR COMPANY GUAR 10/48 4.439 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $4M | – | 0.10 |
| ANTARES HOLDINGS SR UNSECURED 144A 07/27 3.75 (ANTARES HOLDINGS LP) | Long | Debt | US | $3M | – | 0.10 |
| ANTARES HOLDINGS SR UNSECURED 144A 08/28 7.95 (ANTARES HOLDINGS LP) | Long | Debt | US | $2M | – | 0.05 |
| ANTHEM INC SR UNSECURED 03/48 4.55 (ELEVANCE HEALTH INC) | Long | Debt | US | $1M | – | 0.04 |
| AON NORTH AMERICA INC COMPANY GUAR 03/54 5.75 | Long | Debt | US | $3M | – | 0.09 |
| APPALACHIAN POWER CO SR UNSECURED 08/32 4.5 (APPALACHIAN POWER COMPANY) | Long | Debt | US | $3M | – | 0.09 |
| APPLE INC SR UNSECURED 05/53 4.85 | Long | Debt | US | $14M | – | 0.41 |
| APTIV PLC / APTIV CORP COMPANY GUAR 05/52 4.15 | Long | Debt | JE | $1M | – | 0.03 |
| ARCELORMITTAL SA SR UNSECURED 11/32 6.8 | Long | Debt | LU | $3M | – | 0.10 |
| ARCH CAPITAL FINANCE LLC COMPANY GUAR 12/46 5.031 | Long | Debt | US | $454K | – | 0.01 |
| ARCH CAPITAL GROUP LTD SR UNSECURED 06/50 3.635 | Long | Debt | BM | $2M | – | 0.05 |
| ARES CAPITAL CORP SR UNSECURED 07/29 5.95 (ARES CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| ARES FINANCE CO II LLC COMPANY GUAR 144A 06/30 3.25 | Long | Debt | US | $981K | – | 0.03 |
| ARES FINANCE CO IV LLC COMPANY GUAR 144A 02/52 3.65 | Long | Debt | US | $1M | – | 0.04 |
| ARES MANAGEMENT CORP COMPANY GUAR 11/28 6.375 (ARES MANAGEMENT CORPORATION) | Long | Debt | US | $5M | – | 0.15 |
| ARIZONA PUBLIC SERVICE SR UNSECURED 04/42 4.5 (ARIZONA PUBLIC SERVICE COMPANY) | Long | Debt | US | $597K | – | 0.02 |
| ARIZONA PUBLIC SERVICE SR UNSECURED 05/50 3.35 (ARIZONA PUBLIC SERVICE COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| ARIZONA PUBLIC SERVICE SR UNSECURED 12/49 3.5 (ARIZONA PUBLIC SERVICE COMPANY) | Long | Debt | US | $952K | – | 0.03 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 04/34 5.8 | Long | Debt | US | $2M | – | 0.05 |
| ASSURED GUARANTY US HLDG COMPANY GUAR 06/31 3.15 (ASSURED GUARANTY US HOLDINGS INC) | Long | Debt | US | $2M | – | 0.05 |
| ASSURED GUARANTY US HLDG COMPANY GUAR 09/51 3.6 (ASSURED GUARANTY US HOLDINGS INC) | Long | Debt | US | $835K | – | 0.02 |
| ASTRAZENECA FINANCE LLC COMPANY GUAR 02/34 5 | Long | Debt | US | $3M | – | 0.08 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $49K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $18K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $15K | – | 0.00 | |
| AT+T INC SR UNSECURED 06/51 3.65 (AT&T INC) | Long | Debt | US | $6M | – | 0.17 |
| AT+T INC SR UNSECURED 09/53 3.5 (AT&T INC) | Long | Debt | US | $5M | – | 0.13 |
| AT+T INC SR UNSECURED 09/55 3.55 (AT&T INC) | Long | Debt | US | $10M | – | 0.30 |
| AT+T INC SR UNSECURED 09/59 3.65 (AT&T INC) | Long | Debt | US | $24M | – | 0.72 |
| AT+T INC SR UNSECURED 12/57 3.8 (AT&T INC) | Long | Debt | US | $21M | – | 0.63 |
| ATHENE HOLDING LTD SR UNSECURED 04/54 6.25 | Long | Debt | US | $1M | – | 0.04 |
| ATMOS ENERGY CORP SR UNSECURED 10/44 4.125 (ATMOS ENERGY CORPORATION) | Long | Debt | US | $21K | – | 0.00 |
| AUGUSTAR LIFE INSURANCE SUBORDINATED 144A 06/42 6.875 (OHIO NATIONAL LIFE INSURANCE CO) | Long | Debt | US | $446K | – | 0.01 |
| AUSTRALIAN GOVERNMENT BONDS REGS 11/31 1 (AUSTRALIA GOVT) | Long | Debt | AU | $4M | – | 0.12 |
| AVALONBAY COMMUNITIES SR UNSECURED 06/34 5.35 (AVALONBAY COMMUNITIES INC) | Long | Debt | US | $1M | – | 0.03 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 10/25 4.875 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $4M | – | 0.13 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/25 2.875 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $2M | – | 0.06 |
| AVOLON TLB BORROWER 1 US LLC 2023 TERM LOAN B6 (AVOLON TLB BORROWER 1 (US) LLC) | Long | Loan | US | $3M | – | 0.08 |
| AXIS SPECIALTY FINANCE COMPANY GUAR 07/29 3.9 (AXIS SPECIALTY FINANCE LLC) | Long | Debt | US | $4M | – | 0.11 |
| BACARDI LTD COMPANY GUAR 144A 05/48 5.3 (BACARDI LIMITED) | Long | Debt | BM | $3M | – | 0.10 |
| BAE SYSTEMS PLC SR UNSECURED 144A 09/50 3 | Long | Debt | GB | $1M | – | 0.03 |
| BAIDU INC SNR AS SP BRC | Derivative-credit | US | $9K | – | 0.00 | |
| BAIDU INC SNR AS SP NGF | Derivative-credit | US | $6K | – | 0.00 | |
| BALTIMORE GAS + ELECTRIC SR UNSECURED 09/49 3.2 (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.08 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4 (BANC OF AMERICA FUNDING CORP 2005-8) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 3 4A20 (BANC OF AMERICA FUND CORP 2006-3) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| BANCA MONTE DEI PASCHI S REGS 01/26 1.875 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $2M | – | 0.06 |
| BANCA MONTE DEI PASCHI S REGS 04/25 2.625 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $1M | – | 0.03 |
| BANCO BILBAO VIZCAYA ARG SUBORDINATED 11/34 VAR (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $2M | – | 0.06 |
| BANCO DO BRASIL SA SNR LA SP JPM | Derivative-credit | US | $8K | – | 0.00 | |
| BANCO INBURSA SR UNSECURED 144A 04/27 4.375 (BANCO INBURSA SA) | Long | Debt | MX | $194K | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 01/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $964K | – | 0.03 |
| BANK OF AMERICA CORP SR UNSECURED 01/35 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $7M | – | 0.20 |
| BANK OF AMERICA CORP SR UNSECURED 01/48 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $85K | – | 0.00 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $7M | – | 0.20 |
| BANK OF AMERICA CORP SR UNSECURED 04/42 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $9M | – | 0.27 |
| BANK OF AMERICA CORP SR UNSECURED 06/41 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $14M | – | 0.40 |
| BANK OF AMERICA CORP SR UNSECURED 07/52 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $522K | – | 0.02 |
| BANK OF AMERICA CORP SR UNSECURED 09/34 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $6M | – | 0.19 |
| BANK OF AMERICA CORP SR UNSECURED 10/32 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $5M | – | 0.15 |
| BANK OF AMERICA NA SUBORDINATED 10/36 6 | Long | Debt | US | $1M | – | 0.04 |
| BAPTIST HEALTHCARE UNSECURED 08/50 3.54 (BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP) | Long | Debt | US | $219K | – | 0.01 |
| BARCLAYS PLC SR UNSECURED 03/55 VAR | Long | Debt | GB | $203K | – | 0.01 |
| BARCLAYS PLC SR UNSECURED 05/34 VAR | Long | Debt | GB | $5M | – | 0.13 |
| BARCLAYS PLC SR UNSECURED REGS 03/35 VAR | Long | Debt | GB | $3M | – | 0.08 |
| BARINGS LOAN PARTNERS CLO LTD. BABSN LP 3A AR 144A (BARINGS LOAN PARTNERS CLO LTD 3) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 06/38 4.625 | Long | Debt | US | $2M | – | 0.05 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 06/48 4.875 | Long | Debt | US | $3M | – | 0.08 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 07/44 4.4 | Long | Debt | US | $5M | – | 0.14 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 07/64 4.7 | Long | Debt | US | $55K | – | 0.00 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $475K | – | 0.01 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/53 6.875 | Long | Debt | US | $2M | – | 0.07 |
| BAYVIEW FINANCIAL ACQUISITION BAYV 2007 A 1A5 (BAYVIEW FINANCIAL ACQUISITION TR 2007-A) | Long | ABS-mortgage backed security | US | $898.71 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $400K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2004 11 2A6A (BEAR STEARNS ALT-A TRUST-2004-11) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 ABF1 A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-ABF1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BECTON DICKINSON + CO SR UNSECURED 02/34 5.11 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $4M | – | 0.11 |
| BERKSHIRE HATHAWAY ENERG SR UNSECURED 05/53 4.6 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $831K | – | 0.02 |
| BERKSHIRE HATHAWAY ENERG SR UNSECURED 11/43 5.15 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $80K | – | 0.00 |
| BERKSHIRE HATHAWAY FIN COMPANY GUAR 01/49 4.25 (BERKSHIRE HATHAWAY FINANCE CORPORATION) | Long | Debt | US | $60K | – | 0.00 |
| BERRY GLOBAL INC SR SECURED 01/26 1.57 | Long | Debt | US | $1M | – | 0.04 |
| BERRY GLOBAL INC SR SECURED 144A 01/34 5.65 | Long | Debt | US | $2M | – | 0.06 |
| BGC GROUP INC SR UNSECURED 05/28 8 | Long | Debt | US | $2M | – | 0.07 |
| BGC GROUP INC SR UNSECURED 12/25 4.375 | Long | Debt | US | $584K | – | 0.02 |
| BGC GROUP INC SR UNSECURED 144A 06/29 6.6 | Long | Debt | US | $498K | – | 0.01 |
| BIOGEN INC SR UNSECURED 02/51 3.25 | Long | Debt | US | $747K | – | 0.02 |
| BLACK HILLS CORP SR UNSECURED 01/35 6 (BLACK HILLS CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/52 3.2 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $7M | – | 0.20 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/49 3.5 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $2M | – | 0.05 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/50 2.8 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $208K | – | 0.01 |
| BLACKSTONE PRIVATE CRE SR UNSECURED 03/25 4.7 (BLACKSTONE PRIVATE CREDIT FUND) | Long | Debt | US | $3M | – | 0.10 |
| BLACKSTONE SECURED LEND SR UNSECURED 09/28 2.85 (BLACKSTONE SECURED LENDING FUND) | Long | Debt | US | $3M | – | 0.08 |
| BLUE OWL CAPITAL CORP SR UNSECURED 06/28 2.875 (BLUE OWL CAPITAL CORPORATION) | Long | Debt | US | $177K | – | 0.01 |
| BLUE OWL CREDIT INCOME SR UNSECURED 144A 09/29 6.6 (BLUE OWL CREDIT INCOME CORP) | Long | Debt | US | $789K | – | 0.02 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 02/32 4.375 | Long | Debt | US | $3M | – | 0.10 |
| BNP PARIBAS 144A 01/33 VAR | Long | Debt | FR | $3M | – | 0.08 |
| BNP PARIBAS 144A 02/35 VAR | Long | Debt | FR | $4M | – | 0.12 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $4M | – | 0.13 |
| BOEING CO SR UNSECURED 02/31 3.625 (BOEING CO/THE) | Long | Debt | US | $7M | – | 0.21 |
| BOEING CO SR UNSECURED 03/47 3.65 (BOEING CO/THE) | Long | Debt | US | $521K | – | 0.02 |
| BOEING CO SR UNSECURED 05/40 5.705 (BOEING CO/THE) | Long | Debt | US | $6M | – | 0.18 |
| BOEING CO SR UNSECURED 05/50 5.805 (BOEING CO/THE) | Long | Debt | US | $7M | – | 0.20 |
| BOEING CO SR UNSECURED 05/60 5.93 (BOEING CO/THE) | Long | Debt | US | $8M | – | 0.25 |
| BOEING CO SR UNSECURED 144A 05/34 6.528 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.06 |
| BOEING CO SR UNSECURED 144A 05/54 6.858 (BOEING CO/THE) | Long | Debt | US | $8M | – | 0.23 |
| BOEING CO SR UNSECURED 144A 05/64 7.008 (BOEING CO/THE) | Long | Debt | US | $102K | – | 0.00 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $1K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-357.94 | – | -0.00 | |
| BOMBARDIER INC SR UNSECURED 144A 07/31 7.25 | Long | Debt | CA | $2M | – | 0.07 |
| BON SECOURS MERCY SECURED 06/50 3.205 (BON SECOURS MERCY HEALTH INC) | Long | Debt | US | $1M | – | 0.03 |
| BOSTON SCIENTIFIC CORP SR UNSECURED 03/49 4.7 (BOSTON SCIENTIFIC CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $16K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-491K | – | -0.01 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $31K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-16K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240806 | Derivative-foreign exchange | CN | $-10.75 | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-9K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-26K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-810.58 | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-61K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-98K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $359.61 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $337.15 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $693.27 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-76K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-4K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $60K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $4K | – | 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 | $810.65 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $632.63 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $266.7 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $124.63 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-570.72 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-834.99 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-8K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $50K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $93.51 | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $109K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $48K | – | 0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-17K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-21K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-6K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-9K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-185.35 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-107K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $1K | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $77.21 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $145K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $94K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $39K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $41K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240724 | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240731 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240806 | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $77K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240809 | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240814 | Derivative-foreign exchange | TR | $9K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240822 | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240827 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $16K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240917 | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $158K | – | 0.00 | |
| BP CAP MARKETS AMERICA COMPANY GUAR 06/41 3.06 (BP CAPITAL MARKETS AMERICA INC) | Long | Debt | US | $583K | – | 0.02 |
| BPCE SA 144A 01/30 VAR | Long | Debt | FR | $2M | – | 0.05 |
| BPCE SA 144A 10/34 VAR | Long | Debt | FR | $5M | – | 0.15 |
| BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A (BPCRE HOLDER LLC 2022-FL2) | Long | ABS-collateralized bond/debt obligation | BM | $2M | – | 0.05 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 12/51 3.85 (BRIGHTHOUSE FINANCIAL INC) | Long | Debt | US | $2M | – | 0.05 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/64 5.65 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $5M | – | 0.15 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 03/52 3.7 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $880K | – | 0.03 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 10/49 4.25 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $513K | – | 0.02 |
| BRITISH AIR 18 1 A PTT PASS THRU CE 144A 03/33 4.125 (BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.05 |
| BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3 (BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.08 |
| BRIXMOR OPERATING PART SR UNSECURED 05/29 4.125 (BRIXMOR OPERATING PARTNERSHIP LP) | Long | Debt | US | $1M | – | 0.03 |
| BROADCOM INC 2023 TERM LOAN A2 | Long | Loan | US | $2M | – | 0.05 |
| BROADCOM INC 2023 TERM LOAN A3 | Long | Loan | US | $2M | – | 0.05 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | Long | Debt | US | $2M | – | 0.05 |
| BROADCOM INC COMPANY GUAR 11/32 4.3 | Long | Debt | US | $3M | – | 0.10 |
| BROADCOM INC COMPANY GUAR 144A 02/33 2.6 | Long | Debt | US | $2M | – | 0.05 |
| BROADCOM INC COMPANY GUAR 144A 02/41 3.5 | Long | Debt | US | $4M | – | 0.12 |
| BROADCOM INC SR UNSECURED 144A 04/33 3.419 | Long | Debt | US | $7M | – | 0.20 |
| BROADCOM INC SR UNSECURED 144A 04/34 3.469 | Long | Debt | US | $5M | – | 0.13 |
| BROADCOM INC SR UNSECURED 144A 05/37 4.926 | Long | Debt | US | $5M | – | 0.16 |
| BROADCOM INC SR UNSECURED 144A 11/35 3.137 | Long | Debt | US | $1M | – | 0.04 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | Long | Debt | US | $1M | – | 0.04 |
| BROOKFIELD ASSET MANAGEMEN SNR S* SP MYC | Derivative-credit | US | $8K | – | 0.00 | |
| BROOKFIELD CAPITAL FIN COMPANY GUAR 06/33 6.087 (BROOKFIELD CAPITAL FINANCE LLC) | Long | Debt | US | $1M | – | 0.04 |
| BROOKFIELD FINANCE INC COMPANY GUAR 02/52 3.625 | Long | Debt | CA | $1M | – | 0.04 |
| BROOKFIELD FINANCE INC COMPANY GUAR 03/51 3.5 | Long | Debt | CA | $6M | – | 0.18 |
| BROOKFIELD FINANCE INC COMPANY GUAR 03/54 5.968 | Long | Debt | CA | $7M | – | 0.21 |
| BROOKFLD FIN LLC/FIN INC COMPANY GUAR 04/50 3.45 (BROOKFIELD FINANCE LLC / BROOKFIELD FINANCE INC) | Long | Debt | US | $1M | – | 0.04 |
| BROOKLYN UNION GAS CO SR UNSECURED 144A 03/49 4.487 (BROOKLYN UNION GAS CO/THE) | Long | Debt | US | $924K | – | 0.03 |
| BURLINGTN NORTH SANTA FE SR UNSECURED 01/53 4.45 (BURLINGTON NORTHERN SANTA FE LLC) | Long | Debt | US | $853K | – | 0.03 |
| BURLINGTN NORTH SANTA FE SR UNSECURED 04/54 5.2 (BURLINGTON NORTHERN SANTA FE LLC) | Long | Debt | US | $12M | – | 0.37 |
| BX TRUST BX 2021 ARIA A 144A (BX TRUST 2021-ARIA) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| BX TRUST BX 2022 LP2 A 144A (BX COMMERCIAL MORTGAGE TRUST 2022-LP2) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CAESARS ENTERTAINMENT INC. 2024 TERM LOAN B1 | Long | Loan | US | $1M | – | 0.03 |
| CAIXABANK SA JR SUBORDINA REGS 12/99 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $1M | – | 0.04 |
| CALIFORNIA ST INFRASTRUCTURE CASDEV 05/49 FIXED 6.486 (CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK) | Long | Debt | US | $2M | – | 0.07 |
| CALIFORNIA ST PUBLIC WKS BRD L CASFAC 03/35 FIXED 7.804 (CALIFORNIA STATE PUBLIC WORKS BOARD) | Long | Debt | US | $3M | – | 0.09 |
| CALIFORNIA ST UNIV REVENUE CASHGR 11/41 FIXED 6.484 (CALIFORNIA STATE UNIVERSITY) | Long | Debt | US | $759K | – | 0.02 |
| CAMERON LNG LLC SR SECURED 144A 01/39 3.701 | Long | Debt | US | $2M | – | 0.06 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/50 3.5 | Long | Debt | CA | $3M | – | 0.09 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 09/15 6.125 | Long | Debt | CA | $7M | – | 0.20 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/51 3.1 | Long | Debt | CA | $997K | – | 0.03 |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | Long | Debt | US | $5M | – | 0.13 |
| CAPITAL FARM CREDIT ACA JR SUBORDINA 144A 12/99 VAR | Long | Equity-preferred | US | $6M | 6M | 0.19 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 06/34 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $3M | – | 0.10 |
| CARLYLE FINANCE LLC COMPANY GUAR 144A 09/48 5.65 | Long | Debt | US | $3M | – | 0.09 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.13 |
| CARLYLE HOLDINGS II FIN COMPANY GUAR 144A 03/43 5.625 (CARLYLE HOLDINGS II FINANCE LLC) | Long | Debt | US | $1M | – | 0.03 |
| CARNIVAL CORP SR SECURED 144A 08/29 7 (CARNIVAL CORPORATION) | Long | Debt | PA | $933K | – | 0.03 |
| CARNIVAL CORPORATION 2024 TERM LOAN B2 | Long | Loan | US | $2M | – | 0.06 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $3M | – | 0.09 |
| CBRE SERVICES INC COMPANY GUAR 08/34 5.95 (CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)) | Long | Debt | US | $3M | – | 0.09 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $2M | – | 0.05 |
| CDX EM34 ICE | Derivative-credit | US | $-31K | – | -0.00 | |
| CDX EM36 ICE | Derivative-credit | US | $-9K | – | -0.00 | |
| CDX EM39 ICE | Derivative-credit | US | $-3K | – | -0.00 | |
| CDX EM40 ICE | Derivative-credit | US | $-22K | – | -0.00 | |
| CDX EM41 ICE | Derivative-credit | US | $-19K | – | -0.00 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $886K | – | 0.03 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $36M | – | 1.06 | |
| CDX ITRAXX JPY41 5Y SP BRC | Derivative-credit | JP | $6K | – | 0.00 | |
| CDX ITRAXX JPY41 5Y SP JPM | Derivative-credit | JP | $4K | – | 0.00 | |
| CEDAR FAIR, L.P. 2024 TERM LOAN B (CEDAR FAIR LP) | Long | Loan | US | $1M | – | 0.04 |
| CEDAR FUNDING LTD CEDF 2019 11A A1R 144A (CEDAR FUNDING XI CLO LTD 2019-11A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| CELLNEX FINANCE COMPANY GUAR 144A 07/41 3.875 (CELLNEX FINANCE COMPANY SA) | Long | Debt | ES | $474K | – | 0.01 |
| CELLNEX TELECOM SA SNR SE ICE | Derivative-credit | ES | $503K | – | 0.01 | |
| CENTENE CORP SR UNSECURED 12/29 4.625 (CENTENE CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| CENTERPOINT ENER HOUSTON 1ST MORTGAGE 04/51 3.35 (CENTERPOINT ENERGY HOUSTON ELECTRIC LLC) | Long | Debt | US | $2M | – | 0.05 |
| CF INDUSTRIES INC COMPANY GUAR 03/34 5.15 | Long | Debt | US | $3M | – | 0.09 |
| CF INDUSTRIES INC COMPANY GUAR 03/44 5.375 | Long | Debt | US | $2M | – | 0.05 |
| CHAMPION PATH HOLDINGS COMPANY GUAR REGS 01/28 4.85 (CHAMPION PATH HOLDINGS LIMITED) | Long | Debt | VG | $2M | – | 0.06 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP/THE) | Long | Equity-preferred | US | $8M | 9M | 0.23 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP/THE) | Long | Equity-preferred | US | $2M | 2M | 0.05 |
| CHARTER COMM OPT LLC/CAP SR SECURED 03/50 4.8 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $4M | – | 0.11 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/48 5.75 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.04 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $7M | – | 0.20 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/53 5.25 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.04 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $6M | – | 0.17 |
| CHARTER COMM OPT LLC/CAP SR SECURED 05/47 5.375 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $4M | – | 0.12 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.05 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.06 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.03 |
| CHARTER COMM OPT LLC/CAP SR SECURED 12/61 4.4 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.05 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A3 3A1 (CHASE MORTGAGE FINANCE CORP 2007-A3) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $6M | – | 0.18 |
| CHENIERE CORP CHRISTI HD SR SECURED 12/39 2.742 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $1M | – | 0.03 |
| CHENIERE ENERGY INC SR UNSECURED 144A 04/34 5.65 | Long | Debt | US | $2M | – | 0.06 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 01/32 3.25 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $2M | – | 0.05 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 144A 08/34 5.75 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $3M | – | 0.09 |
| CHICAGO IL CHI 01/29 FIXED OID 6.05 (CITY OF CHICAGO) | Long | Debt | US | $307K | – | 0.01 |
| CHILDREN S HOSPITAL CORP COMPANY GUAR 01/47 4.115 (CHILDRENS HOSPITAL CORP/THE) | Long | Debt | US | $21K | – | 0.00 |
| CHOICE HOTELS INTL INC SR UNSECURED 08/34 5.85 (CHOICE HOTELS INTERNATIONAL INC) | Long | Debt | US | $789K | – | 0.02 |
| CHROMALLOY CORPORATION 2024 TERM LOAN B | Long | Loan | US | $3M | – | 0.10 |
| CI FINANCIAL CORP SR UNSECURED 06/51 4.1 | Long | Debt | CA | $777K | – | 0.02 |
| CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5 | Long | Debt | CA | $3M | – | 0.09 |
| CIGNA GROUP/THE COMPANY GUAR 10/47 3.875 | Long | Debt | US | $87K | – | 0.00 |
| CIGNA GROUP/THE COMPANY GUAR 12/48 4.9 | Long | Debt | US | $35K | – | 0.00 |
| CIGNA GROUP/THE SR UNSECURED 02/54 5.6 | Long | Debt | US | $1M | – | 0.04 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2013 375P A 144A (CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $5M | 5M | 0.14 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $3M | 3M | 0.10 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $1M | 1M | 0.04 |
| CITIGROUP INC SR UNSECURED 01/33 VAR | Long | Debt | US | $2M | – | 0.06 |
| CITIGROUP INC SR UNSECURED 06/35 VAR | Long | Debt | US | $3M | – | 0.10 |
| CITIGROUP INC SUBORDINATED 02/35 VAR | Long | Debt | US | $5M | – | 0.15 |
| CITIZENS FINANCIAL GROUP JR SUBORDINA 12/99 VAR (CITIZENS FINANCIAL GROUP INC) | Long | Equity-preferred | US | $986K | 1M | 0.03 |
| CLECO CORPORATE HOLDINGS SR SECURED 05/46 4.973 (CLECO CORPORATE HOLDINGS LLC) | Long | Debt | US | $329K | – | 0.01 |
| CLEVELAND CLINIC FOUND UNSECURED 01/14 4.858 (CLEVELAND CLINIC FOUNDATION) | Long | Debt | US | $40K | – | 0.00 |
| COBANK ACB JR SUBORDINA 12/49 VAR (COBANK ACB (AKA: COBANK AB)) | Long | Equity-preferred | US | $4M | 4M | 0.11 |
| COBANK ACB JR SUBORDINA 12/99 VAR (COBANK ACB (AKA: COBANK AB)) | Long | Equity-preferred | US | $3M | 4M | 0.09 |
| COLOMBIA LA SP CBK | Derivative-credit | US | $5K | – | 0.00 | |
| COLT FUNDING LLC COLT 2022 9 A1 144A (COLT 2022-9 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| COLUMBIA PIPELINE GROUP COMPANY GUAR 06/45 5.8 (COLUMBIA PIPELINE GROUP INC) | Long | Debt | US | $49K | – | 0.00 |
| COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/43 6.497 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $2M | – | 0.05 |
| COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/63 6.714 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $1M | – | 0.04 |
| COLUMBIA PIPELINES OPCO SR UNSECURED 144A 11/53 6.544 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $2M | – | 0.06 |
| COMCAST CORP COMPANY GUAR 05/64 5.5 (COMCAST CORPORATION) | Long | Debt | US | $4M | – | 0.11 |
| COMCAST CORP COMPANY GUAR 11/49 3.999 (COMCAST CORPORATION) | Long | Debt | US | $20K | – | 0.00 |
| COMCAST CORP COMPANY GUAR 11/56 2.937 (COMCAST CORPORATION) | Long | Debt | US | $7M | – | 0.22 |
| COMCAST CORPORATION SNR S* ICE | Derivative-credit | US | $79K | – | 0.00 | |
| COMISION FED DE ELECTRIC SR UNSECURED 144A 02/42 5.75 (COMISION FEDERAL DE ELECTRICIDAD (CFE)) | Long | Debt | MX | $50K | – | 0.00 |
| COMM MORTGAGE TRUST COMM 2015 3BP A 144A (COMM MORTGAGE TRUST 2015-3BP) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| COMMONWEALTH BANK AUST SUBORDINATED 144A 03/32 3.784 (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $2M | – | 0.05 |
| COMMONWEALTH EDISON CO 1ST MORTGAGE 03/48 4 (COMMONWEALTH EDISON COMPANY) | Long | Debt | US | $544K | – | 0.02 |
| COMMONWEALTH EDISON CO 1ST MORTGAGE 06/46 3.65 (COMMONWEALTH EDISON COMPANY) | Long | Debt | US | $41K | – | 0.00 |
| CON EDISON CO OF NY INC SR UNSECURED 05/58 4.5 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $5M | – | 0.14 |
| CON EDISON CO OF NY INC SR UNSECURED 06/61 3.6 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $7M | – | 0.20 |
| CON EDISON CO OF NY INC SR UNSECURED 11/59 3.7 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $1M | – | 0.04 |
| CON EDISON CO OF NY INC SR UNSECURED 12/48 4.65 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $6M | – | 0.18 |
| CON EDISON CO OF NY INC SR UNSECURED 12/54 4.625 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $34K | – | 0.00 |
| CONAGRA BRANDS INC SR UNSECURED 11/38 5.3 | Long | Debt | US | $6M | – | 0.18 |
| CONSOLIDATED EDISON COMPAN SNR S* SP MYC | Derivative-credit | US | $15K | – | 0.00 | |
| CONSTELLATION BRANDS INC COMPANY GUAR 05/47 4.5 | Long | Debt | US | $1M | – | 0.03 |
| CONSTELLATION BRANDS INC COMPANY GUAR 11/48 5.25 | Long | Debt | US | $3M | – | 0.10 |
| CONSTELLATION EN GEN LLC SR UNSECURED 03/33 5.8 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $4M | – | 0.12 |
| CONSTELLATION EN GEN LLC SR UNSECURED 03/54 5.75 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $2M | – | 0.06 |
| CONSTELLATION EN GEN LLC SR UNSECURED 06/42 5.6 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $2M | – | 0.06 |
| CONSTELLATION INSURC INC SR UNSECURED 144A 01/30 6.8 (CONSTELLATION INSURANCE INC) | Long | Debt | US | $3M | – | 0.09 |
| CONSUMERS ENERGY CO 1ST MORTGAGE 05/48 4.05 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| CONSUMERS ENERGY CO 1ST MORTGAGE 09/52 4.2 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $3M | – | 0.07 |
| CONTINENTAL RESOURCES COMPANY GUAR 144A 01/31 5.75 (CONTINENTAL RESOURCES INC) | Long | Debt | US | $2M | – | 0.06 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 04/33 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $886K | – | 0.03 |
| COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8 | Long | Debt | US | $677K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 41 1A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-41) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| CREDIT ACCEPTANC COMPANY GUAR 144A 12/28 9.25 (CREDIT ACCEP CORP MICH) | Long | Debt | US | $2M | – | 0.05 |
| CRH AMERICA FINANCE INC COMPANY GUAR 144A 04/48 4.5 | Long | Debt | US | $3M | – | 0.09 |
| CRH AMERICA INC COMPANY GUAR 144A 05/45 5.125 | Long | Debt | US | $27K | – | 0.00 |
| CROWN CASTLE INC SR UNSECURED 02/29 4.3 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $578K | – | 0.02 |
| CROWN CASTLE INC SR UNSECURED 04/31 2.1 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $5M | – | 0.14 |
| CROWN CASTLE INC SR UNSECURED 04/41 2.9 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.05 |
| CROWN CASTLE INC SR UNSECURED 05/47 4.75 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.07 |
| CROWN CASTLE INC SR UNSECURED 07/31 2.5 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $1M | – | 0.04 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $585K | – | 0.02 |
| CS AT1 CLAIMS US225401AR98 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $191K | – | 0.01 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $120K | – | 0.00 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $264K | – | 0.01 |
| CSL FINANCE PLC COMPANY GUAR 144A 04/42 4.625 | Long | Debt | GB | $805K | – | 0.02 |
| CSX CORP SR UNSECURED 11/46 3.8 (CSX CORPORATION) | Long | Debt | US | $58K | – | 0.00 |
| CSX CORP SR UNSECURED 11/66 4.25 (CSX CORPORATION) | Long | Debt | US | $16K | – | 0.00 |
| CVS HEALTH CORP SR UNSECURED 02/53 5.625 (CVS HEALTH CORPORATION) | Long | Debt | US | $8M | – | 0.24 |
| CVS HEALTH CORP SR UNSECURED 03/38 4.78 (CVS HEALTH CORPORATION) | Long | Debt | US | $630K | – | 0.02 |
| CVS HEALTH CORP SR UNSECURED 06/53 5.875 (CVS HEALTH CORPORATION) | Long | Debt | US | $3M | – | 0.09 |
| CVS HEALTH CORP SR UNSECURED 12/43 5.3 (CVS HEALTH CORPORATION) | Long | Debt | US | $6M | – | 0.18 |
| CVS PASS THROUGH TR 2013 PASS THRU CE 144A 01/36 4.704 (CVS PASS-THROUGH TRUST SERIES 2013) | Long | Debt | US | $1M | – | 0.03 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $10M | – | 0.30 |
| CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353 (CVS PASS-THROUGH TRUST SERIES 2009) | Long | Debt | US | $225K | – | 0.01 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/31 2.5 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $991K | – | 0.03 |
| DALLAS TX CONVENTION CENTER HO DALFAC 01/42 FIXED 7.088 (DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORPORATION) | Long | Debt | US | $4M | – | 0.13 |
| DANSKE BANK A/S 144A 03/28 VAR | Long | Debt | DK | $3M | – | 0.10 |
| DCAL AVIATION FINANCE LIMITED DCAL 2015 1A A1 144A (AIM AVIATION FINANCE LIMITED 2015-1A) | Long | ABS-other | KY | $1M | – | 0.03 |
| DELL INT LLC / EMC CORP COMPANY GUAR 12/51 3.45 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $2M | – | 0.05 |
| DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $565K | – | 0.02 |
| DELL INT LLC / EMC CORP SR UNSECURED 07/36 8.1 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $4M | – | 0.11 |
| DELOS AIRCRAFT DAC TERM LOAN (DELOS AIRCRAFT DESIGNATED ACTIVITY COMPANY) | Long | Loan | IE | $4M | – | 0.11 |
| DELTA AIR LINES INC SR UNSECURED 01/26 7.375 | Long | Debt | US | $2M | – | 0.07 |
| DELTA AIR LINES INC SR UNSECURED 10/24 2.9 | Long | Debt | US | $3M | – | 0.09 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75 (DELTA AIR LINES INC / SKYMILES IP LTD) | Long | Debt | US | $3M | – | 0.08 |
| DEPOSITORY TRUST + CLEAR JR SUBORDINA 144A 12/99 VAR (DEPOSITORY TRUST & CLEARING CORP (DTCC)) | Long | Equity-preferred | US | $4M | 5M | 0.13 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA3 A1 (DEUTSCHE ALT-A SEC INC MTGE LO 2007-OA3) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $3M | – | 0.08 |
| DEUTSCHE BANK NY SUBORDINATED 01/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.07 |
| DEUTSCHE BANK NY SUBORDINATED 01/33 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $823K | – | 0.02 |
| DEVON ENERGY CORPORATION SR UNSECURED 05/42 4.75 | Long | Debt | US | $2M | – | 0.06 |
| DIRECTV FINANCING LLC SR SECURED 144A 02/30 8.875 | Long | Debt | US | $1M | – | 0.04 |
| DISCOVER FINANCIAL SVS JR SUBORDINA 12/99 VAR (DISCOVER FINANCIAL SERVICES) | Long | Equity-preferred | US | $3M | 3M | 0.09 |
| DISCOVER FINANCIAL SVS JR SUBORDINA 12/99 VAR (DISCOVER FINANCIAL SERVICES) | Long | Equity-preferred | US | $1M | 2M | 0.04 |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 (DOCTORS CO/THE) | Long | Debt | US | $4M | – | 0.11 |
| DOMINION ENERGY INC SR UNSECURED 06/35 5.95 | Long | Debt | US | $36K | – | 0.00 |
| DOMINION ENERGY INC SR UNSECURED 08/31 2.25 | Long | Debt | US | $2M | – | 0.07 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| DT MIDSTREAM INC SR SECURED 144A 04/32 4.3 | Long | Debt | US | $3M | – | 0.08 |
| DTE ELECTRIC CO 1ST MORTGAGE 04/53 5.4 (DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)) | Long | Debt | US | $3M | – | 0.09 |
| DTE ELECTRIC CO GENL REF MOR 05/48 4.05 (DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)) | Long | Debt | US | $1M | – | 0.04 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 01/53 5.35 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $6M | – | 0.19 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 01/54 5.4 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $12M | – | 0.36 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/48 3.95 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $5M | – | 0.14 |
| DUKE ENERGY CORP SR UNSECURED 06/41 3.3 (DUKE ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| DUKE ENERGY CORP SR UNSECURED 06/51 3.5 (DUKE ENERGY CORPORATION) | Long | Debt | US | $8M | – | 0.23 |
| DUKE ENERGY CORP SR UNSECURED 08/47 3.95 (DUKE ENERGY CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| DUKE ENERGY CORP SR UNSECURED 12/45 4.8 (DUKE ENERGY CORPORATION) | Long | Debt | US | $74K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 07/48 4.2 (DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)) | Long | Debt | US | $20K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 10/46 3.4 (DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)) | Long | Debt | US | $39K | – | 0.00 |
| DUKE ENERGY OHIO INC 1ST MORTGAGE 04/53 5.65 | Long | Debt | US | $1M | – | 0.04 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/51 2.9 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $683K | – | 0.02 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 09/47 3.6 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $653K | – | 0.02 |
| DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A 10/30 2.532 (DUQUESNE LIGHT HOLDINGS INC) | Long | Debt | US | $590K | – | 0.02 |
| E.ON INTL FINANCE BV COMPANY GUAR 144A 04/38 6.65 (E.ON INTERNATIONAL FINANCE BV) | Long | Debt | NL | $647K | – | 0.02 |
| ECAF LTD ECAF 2015 1A A2 144A (ECAF I LTD 2015-1A) | Long | ABS-other | KY | $1M | – | 0.04 |
| ECOPETROL SA SR UNSECURED 09/43 7.375 | Long | Debt | CO | $3M | – | 0.10 |
| EDISON INTERNATIONAL JR SUBORDINA 06/53 VAR | Long | Debt | US | $2M | – | 0.06 |
| EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $2M | 2M | 0.05 |
| EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | Long | Debt | US | $1M | – | 0.04 |
| ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $2M | – | 0.06 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $5M | – | 0.15 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/53 6.9 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $1M | – | 0.04 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 09/38 4.875 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $807K | – | 0.02 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/45 4.95 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $2M | – | 0.06 |
| ELEVANCE HEALTH INC SR UNSECURED 01/43 4.65 | Long | Debt | US | $1M | – | 0.04 |
| ELEVANCE HEALTH INC SR UNSECURED 01/44 5.1 | Long | Debt | US | $464K | – | 0.01 |
| ELEVANCE HEALTH INC SR UNSECURED 02/53 5.125 | Long | Debt | US | $7M | – | 0.22 |
| ELEVANCE HEALTH INC SR UNSECURED 06/54 5.65 | Long | Debt | US | $2M | – | 0.07 |
| ELEVANCE HEALTH INC SR UNSECURED 08/54 4.85 | Long | Debt | US | $71K | – | 0.00 |
| ELI LILLY + CO SR UNSECURED 02/63 4.95 (ELI LILLY AND COMPANY) | Long | Debt | US | $5M | – | 0.14 |
| EMBOTELLADORA ANDINA SA SR UNSECURED 144A 01/50 3.95 | Long | Debt | CL | $588K | – | 0.02 |
| EMERA US FINANCE LP COMPANY GUAR 06/46 4.75 | Long | Debt | US | $2M | – | 0.05 |
| EMPRESA ELECTRICA COCHRA SR SECURED 144A 05/27 5.5 (EMPRESA ELECTRICA COCHRANE SPA) | Long | Debt | CL | $2M | – | 0.05 |
| ENBRIDGE ENERGY PARTNERS COMPANY GUAR 09/40 5.5 (ENBRIDGE ENERGY PARTNERS LP) | Long | Debt | US | $477K | – | 0.01 |
| ENBRIDGE INC COMPANY GUAR 04/34 5.625 | Long | Debt | CA | $1M | – | 0.04 |
| ENBRIDGE INC COMPANY GUAR 04/54 5.95 | Long | Debt | CA | $2M | – | 0.06 |
| ENBRIDGE INC COMPANY GUAR 06/44 4.5 | Long | Debt | CA | $225K | – | 0.01 |
| ENBRIDGE INC COMPANY GUAR 11/53 6.7 | Long | Debt | CA | $5M | – | 0.14 |
| ENBRIDGE INC SNR S* ICE | Derivative-credit | US | $51K | – | 0.00 | |
| ENEL FINANCE AMERICA LLC COMPANY GUAR 144A 07/41 2.875 | Long | Debt | US | $6M | – | 0.19 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 05/47 4.75 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $3M | – | 0.08 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 06/34 5.5 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $3M | – | 0.10 |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/32 5 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $2M | – | 0.06 |
| ENERGY TRANSFER LP COMPANY GUAR 05/44 5 | Long | Debt | US | $4M | – | 0.12 |
| ENERGY TRANSFER LP COMPANY GUAR 05/45 5.35 | Long | Debt | US | $2M | – | 0.07 |
| ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $2M | 2M | 0.05 |
| ENERGY TRANSFER LP SR UNSECURED 03/45 5.15 | Long | Debt | US | $10M | – | 0.29 |
| ENERGY TRANSFER LP SR UNSECURED 04/44 5.3 | Long | Debt | US | $1M | – | 0.04 |
| ENERGY TRANSFER LP SR UNSECURED 05/54 5.95 | Long | Debt | US | $2M | – | 0.07 |
| ENERGY TRANSFER LP SR UNSECURED 09/54 6.05 | Long | Debt | US | $3M | – | 0.09 |
| ENERGY TRANSFER LP SR UNSECURED 12/33 6.55 | Long | Debt | US | $3M | – | 0.08 |
| ENERGY TRANSFER LP SR UNSECURED 12/45 6.125 | Long | Debt | US | $3M | – | 0.08 |
| ENI SPA SR UNSECURED 144A 05/54 5.95 | Long | Debt | IT | $3M | – | 0.08 |
| ENTERGY ARKANSAS LLC 1ST MORTGAGE 01/33 5.15 | Long | Debt | US | $3M | – | 0.08 |
| ENTERGY CORP JR SUBORDINA 12/54 VAR (ENTERGY CORPORATION) | Long | Debt | US | $994K | – | 0.03 |
| ENTERGY CORP SR UNSECURED 06/50 3.75 (ENTERGY CORPORATION) | Long | Debt | US | $3M | – | 0.08 |
| ENTERGY LOUISIANA LLC COLLATERAL T 04/50 4.2 | Long | Debt | US | $3M | – | 0.10 |
| ENTERGY LOUISIANA LLC COLLATERAL T 09/48 4.2 | Long | Debt | US | $4M | – | 0.12 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/43 4.45 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $5M | – | 0.15 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 03/44 4.85 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $6M | – | 0.18 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $1M | – | 0.04 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 10/54 4.95 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $735K | – | 0.02 |
| EPR PROPERTIES COMPANY GUAR 06/27 4.5 | Long | Debt | US | $1M | – | 0.03 |
| EPR PROPERTIES SR UNSECURED 08/29 3.75 | Long | Debt | US | $2M | – | 0.07 |
| EQM MIDSTREAM PARTNERS L SR UNSECURED 07/48 6.5 (EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)) | Long | Debt | US | $2M | – | 0.05 |
| EQT CORP SR UNSECURED 02/34 5.75 (EQT CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| EQTYWM927 WESTMORELAND MINING (WESTMET GROUP HOLDINGS LLC) | Long | Equity-common | US | $146K | 32K | 0.00 |
| EQUINIX INC SR UNSECURED 02/52 3.4 | Long | Debt | US | $2M | – | 0.05 |
| EQUINIX INC SR UNSECURED 07/50 3 | Long | Debt | US | $2M | – | 0.06 |
| EQUITABLE HOLDINGS INC SR UNSECURED 01/33 5.594 | Long | Debt | US | $5M | – | 0.15 |
| EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35 | Long | Debt | US | $193K | – | 0.01 |
| ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR | Long | Debt | AT | $1M | – | 0.03 |
| ESSENT GROUP LTD SR UNSECURED 07/29 6.25 | Long | Debt | BM | $1000K | – | 0.03 |
| ESSEX PORTFOLIO LP COMPANY GUAR 04/34 5.5 | Long | Debt | US | $1M | – | 0.04 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $555K | – | 0.02 | |
| EVEREST REINSURANCE HLDG SR UNSECURED 10/50 3.5 (EVEREST REINSURANCE HLDGS) | Long | Debt | US | $1M | – | 0.04 |
| EXELON CORP SR UNSECURED 06/35 5.625 (EXELON CORPORATION) | Long | Debt | US | $200K | – | 0.01 |
| EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25 | Long | Debt | US | $812K | – | 0.02 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 02/34 5.4 | Long | Debt | US | $2M | – | 0.05 |
| EXXON MOBIL CORPORATION SR UNSECURED 03/46 4.114 | Long | Debt | US | $74K | – | 0.00 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 04/28 4.85 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $2M | – | 0.07 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 03/54 6.35 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $1M | – | 0.03 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 03/55 6.1 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $3M | – | 0.10 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 12/33 6 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $3M | – | 0.08 |
| FARMERS INS EXCH SUBORDINATED 144A 11/57 VAR (FARMERS INSURANCE EXCHANGE) | Long | Debt | US | $5M | – | 0.16 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 05/54 7.125 (BRAZIL GOVT) | Long | Debt | BR | $2M | – | 0.07 |
| FERGUSON FINANCE PLC COMPANY GUAR 144A 06/30 3.25 | Long | Debt | GB | $632K | – | 0.02 |
| FIDELITY NATL FINANCIAL SR UNSECURED 09/51 3.2 (FIDELITY NATIONAL FINANCIAL INC) | Long | Debt | US | $5M | – | 0.15 |
| FIRSTENERGY TRANSMISSION SR UNSECURED 144A 07/44 5.45 (FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)) | Long | Debt | US | $6M | – | 0.18 |
| FISERV INC SR UNSECURED 07/49 4.4 | Long | Debt | US | $1M | – | 0.03 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $3M | – | 0.10 |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363 (FLEX INTERMEDIATE HOLDCO LLC) | Long | Debt | US | $6M | – | 0.18 |
| FLEX LTD SR UNSECURED 06/29 4.875 (FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)) | Long | Debt | SG | $2M | – | 0.06 |
| FLORIDA POWER + LIGHT CO 1ST MORTGAGE 06/48 4.125 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $98K | – | 0.00 |
| FLORIDA POWER + LIGHT CO SR UNSECURED 10/44 4.55 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $3M | – | 0.10 |
| FMR LLC SR UNSECURED 144A 11/39 6.45 | Long | Debt | US | $5M | – | 0.15 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 0.58 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79M | – | 2.36 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35M | – | 1.04 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $180M | – | 5.38 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 1.42 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| FORD FOUNDATION/THE UNSECURED 06/70 2.815 (THE FORD FOUNDATION) | Long | Debt | US | $736K | – | 0.02 |
| FORD MOTOR COMPANY SNR S* ICE | Derivative-credit | US | $164K | – | 0.00 | |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $1M | 58K | 0.04 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $150K | 6K | 0.00 |
| FORESEA HOLDING SA SR SECURED 144A 06/30 7.5 | Long | Debt | LU | $614K | – | 0.02 |
| FORTRESS TRANS + INFRAST COMPANY GUAR 144A 12/30 7.875 (FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC) | Long | Debt | US | $1M | – | 0.04 |
| FORTUNE STAR BVI LTD COMPANY GUAR REGS 07/24 6.85 (FORTUNE STAR (BVI) LIMITED) | Long | Debt | VG | $2M | – | 0.07 |
| FOX CORP SR UNSECURED 01/49 5.576 (FOX CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| FRANKLIN RESOURCES INC SR UNSECURED 08/51 2.95 | Long | Debt | US | $563K | – | 0.02 |
| FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12 (FREEDOM MORTGAGE CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| FREEDOM MORTGAGE HOLD SR UNSECURED 144A 02/29 9.25 (FREEDOM MORTGAGE HOLDINGS LLC) | Long | Debt | US | $600K | – | 0.02 |
| FS KKR CAPITAL CORP SR UNSECURED 01/29 7.875 | Long | Debt | US | $1M | – | 0.03 |
| FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125 | Long | Debt | US | $2M | – | 0.07 |
| GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5 | Long | Debt | US | $4M | – | 0.11 |
| GAIF BOND ISSUER P/L COMPANY GUAR 144A 09/26 3.4 (GAIF BOND ISSUER PTY LIMITED) | Long | Debt | AU | $5M | – | 0.14 |
| GATX CORP SR UNSECURED 03/45 4.5 (GATX CORPORATION) | Long | Debt | US | $838K | – | 0.02 |
| GE CAPITAL FUNDING LLC COMPANY GUAR 05/32 4.55 | Long | Debt | US | $4M | – | 0.11 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $33K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $6K | – | 0.00 | |
| GEORGIA POWER CO SR UNSECURED 03/42 4.3 (GEORGIA POWER COMPANY) | Long | Debt | US | $68K | – | 0.00 |
| GEORGIA POWER CO SR UNSECURED 09/40 4.75 (GEORGIA POWER COMPANY) | Long | Debt | US | $904K | – | 0.03 |
| GGAM FINANCE LTD COMPANY GUAR 144A 02/27 8 | Long | Debt | KY | $1M | – | 0.04 |
| GILEAD SCIENCES INC SR UNSECURED 03/47 4.15 | Long | Debt | US | $3M | – | 0.08 |
| GLENCORE FINANCE (EUROPE) LIM SNR SE ICE | Derivative-credit | JE | $435K | – | 0.01 | |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/54 6.75 (GLOBAL ATLANTIC (FIN) COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/29 3.2 | Long | Debt | US | $1M | – | 0.03 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/49 4.15 | Long | Debt | US | $1M | – | 0.04 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/52 5.95 | Long | Debt | US | $289K | – | 0.01 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $4M | – | 0.11 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $5M | – | 0.14 |
| GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $4M | 4M | 0.12 |
| GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $3M | 3M | 0.09 |
| GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $2M | 2M | 0.07 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR | Long | Debt | US | $7M | – | 0.22 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/38 VAR | Long | Debt | US | $4M | – | 0.13 |
| GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625 (GOODMAN US FINANCE FIVE LLC) | Long | Debt | US | $2M | – | 0.06 |
| GOODMAN US FIN FOUR COMPANY GUAR 144A 10/37 4.5 (GOODMAN US FINANCE THREE LLC) | Long | Debt | US | $3M | – | 0.09 |
| GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7 (GOODMAN US FINANCE THREE LLC) | Long | Debt | US | $3M | – | 0.10 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $2M | – | 0.06 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP2 1AF 144A (GSMPS MORTGAGE LOAN TRUST 2005-RP2) | Long | ABS-mortgage backed security | US | $496K | – | 0.01 |
| HALEON US CAPITAL LLC COMPANY GUAR 03/52 4 | Long | Debt | US | $795K | – | 0.02 |
| HANNON ARMSTRONG SUSTAIN SR UNSECURED 144A 07/34 6.375 (HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC) | Long | Debt | US | $2M | – | 0.06 |
| HCA INC COMPANY GUAR 03/42 4.375 | Long | Debt | US | $2M | – | 0.05 |
| HCA INC COMPANY GUAR 03/52 4.625 | Long | Debt | US | $3M | – | 0.07 |
| HCA INC COMPANY GUAR 06/39 5.125 | Long | Debt | US | $2M | – | 0.07 |
| HCA INC COMPANY GUAR 06/49 5.25 | Long | Debt | US | $2M | – | 0.07 |
| HCA INC COMPANY GUAR 06/53 5.9 | Long | Debt | US | $780K | – | 0.02 |
| HCA INC COMPANY GUAR 07/51 3.5 | Long | Debt | US | $3M | – | 0.10 |
| HEICO CORP COMPANY GUAR 08/33 5.35 (HEICO CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| HIGH STREET FDG TRUST II SR UNSECURED 144A 02/48 4.682 (HIGH STREET FUNDING TRUST II) | Long | Debt | US | $1M | – | 0.04 |
| HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05 | Long | Debt | US | $2M | – | 0.07 |
| HOAG MEMORIAL HOSPITAL UNSECURED 07/52 3.803 (HOAG MEMORIAL HOSPITAL PRESBYTERIAN) | Long | Debt | US | $864K | – | 0.03 |
| HOLCIM FINANCE US LLC COMPANY GUAR 144A 09/46 4.75 | Long | Debt | US | $1M | – | 0.04 |
| HOST HOTELS + RESORTS LP SR UNSECURED 02/26 4.5 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $2M | – | 0.06 |
| HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 07/28 8.875 (HOWARD MIDSTREAM ENERGY PARTNERS LLC) | Long | Debt | US | $2M | – | 0.05 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $6M | – | 0.19 |
| HSBC HOLDINGS PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $4M | – | 0.13 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $4M | – | 0.13 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $208K | – | 0.01 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $1M | – | 0.03 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $694K | – | 0.02 |
| HUMANA INC SR UNSECURED 03/33 5.875 | Long | Debt | US | $641K | – | 0.02 |
| HUMANA INC SR UNSECURED 03/47 4.8 | Long | Debt | US | $1M | – | 0.04 |
| HUMANA INC SR UNSECURED 03/53 5.5 | Long | Debt | US | $2M | – | 0.05 |
| HUMANA INC SR UNSECURED 04/54 5.75 | Long | Debt | US | $1M | – | 0.04 |
| HUMANA INC SR UNSECURED 12/42 4.625 | Long | Debt | US | $34K | – | 0.00 |
| HYATT HOTELS CORP SR UNSECURED 04/30 5.75 (HYATT HOTELS CORPORATION) | Long | Debt | US | $916K | – | 0.03 |
| HYATT HOTELS CORP SR UNSECURED 09/28 4.375 (HYATT HOTELS CORPORATION) | Long | Debt | US | $774K | – | 0.02 |
| ICON INVESTMENTS SIX DAC SR SECURED 05/34 6 (ICON INVESTMENTS SIX DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $613K | – | 0.02 |
| ILLINOIS ST MUNI ELEC AGY PWR ILSPWR 02/35 FIXED 6.832 (ILLINOIS MUNICIPAL ELECTRIC AGENCY) | Long | Debt | US | $2M | – | 0.06 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/27 6.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $3M | – | 0.08 |
| INDIANA MICHIGAN POWER SR UNSECURED 03/46 4.55 (INDIANA MICHIGAN POWER COMPANY) | Long | Debt | US | $337K | – | 0.01 |
| INDIANA MICHIGAN POWER SR UNSECURED 08/48 4.25 (INDIANA MICHIGAN POWER COMPANY) | Long | Debt | US | $16K | – | 0.00 |
| INDIANA ST FIN AUTH REVENUE INSFIN 02/39 FIXED 6.596 (INDIANA FINANCE AUTHORITY) | Long | Debt | US | $883K | – | 0.03 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 2A1A (INDYMAC INDX MORTGAGE LOAN TR 2005-AR14) | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| ING GROEP NV SR UNSECURED 03/35 VAR | Long | Debt | NL | $5M | – | 0.15 |
| INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875 (INTEGRIS BAPTIST MEDICAL CENTER) | Long | Debt | US | $1M | – | 0.04 |
| INTEL CORP SR UNSECURED 02/53 5.7 (INTEL CORPORATION) | Long | Debt | US | $7M | – | 0.21 |
| INTEL CORP SR UNSECURED 08/61 3.2 (INTEL CORPORATION) | Long | Debt | US | $3M | – | 0.09 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 09/48 4.25 (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $152K | – | 0.00 |
| INTESA SANPAOLO SPA 144A 11/53 7.8 | Long | Debt | IT | $3M | – | 0.10 |
| INTESA SANPAOLO SPA JR SUBORDINA REGS 12/49 VAR | Long | Debt | IT | $5M | – | 0.15 |
| INTESA SANPAOLO SPA SR UNSECURED 144A 06/54 VAR | Long | Debt | IT | $523K | – | 0.02 |
| INTESA SANPAOLO SPA SUBORDINATED 144A 06/42 VAR | Long | Debt | IT | $1M | – | 0.04 |
| INVESCO FINANCE PLC COMPANY GUAR 11/43 5.375 | Long | Debt | GB | $52K | – | 0.00 |
| IPALCO ENTERPRISES INC SR SECURED 05/30 4.25 | Long | Debt | US | $1M | – | 0.04 |
| IRB INFRASTRUCTURE DEVE SR SECURED 144A 03/32 7.11 (IRB INFRASTRUCTURE DEVELOPERS LIMITED) | Long | Debt | IN | $2M | – | 0.05 |
| IRS AUD 4.50000 03/20/24-10Y LCH | Derivative-interest rate | AU | $70K | – | 0.00 | |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $58K | – | 0.00 | |
| IRS EUR 0.00000 03/17/23-30Y LCH | Derivative-interest rate | $7M | – | 0.20 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-351K | – | -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 | $-11K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-108K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-24K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-20K | – | -0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-13K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $8K | – | 0.00 | ||
| ITC HOLDINGS CORP SR UNSECURED 144A 06/33 5.4 | Long | Debt | US | $2M | – | 0.07 |
| JAB HOLDINGS BV COMPANY GUAR 144A 05/51 3.75 | Long | Debt | NL | $485K | – | 0.01 |
| JAB HOLDINGS BV COMPANY GUAR 144A 11/30 2.2 | Long | Debt | NL | $472K | – | 0.01 |
| JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5 | Long | Debt | NL | $2M | – | 0.05 |
| JEFFERIES FIN GROUP INC SR UNSECURED 01/43 6.5 (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $2M | – | 0.07 |
| JERSEY CENTRAL PWR + LT SR UNSECURED 06/37 6.15 (JERSEY CENTRAL POWER & LIGHT COMPANY) | Long | Debt | US | $259K | – | 0.01 |
| JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 (JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $960K | – | 0.03 |
| JOHNSON CONTROLS INC SR UNSECURED 03/41 5.7 | Long | Debt | US | $51K | – | 0.00 |
| JOHNSON CONTROLS INC SR UNSECURED 07/64 4.95 | Long | Debt | US | $17K | – | 0.00 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $1M | – | 0.03 |
| JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1 (JP MORGAN MORTGAGE TRUST 2003-A2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JPMORGAN CHASE + CO JR SUBORDINA 09/30 8.75 (JP MORGAN CHASE & CO) | Long | Debt | US | $322K | – | 0.01 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $6M | 6M | 0.17 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $5M | 5M | 0.15 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $4M | 4M | 0.11 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $277K | 277K | 0.01 |
| JPMORGAN CHASE + CO PREFERRED STOCK 4.2 (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $1M | 75K | 0.04 |
| JPMORGAN CHASE + CO PREFERRED STOCK 4.625 (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $2M | 111K | 0.07 |
| JPMORGAN CHASE + CO SR UNSECURED 01/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $7M | – | 0.22 |
| JPMORGAN CHASE + CO SR UNSECURED 04/51 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $4M | – | 0.13 |
| JPMORGAN CHASE + CO SR UNSECURED 04/52 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $13M | – | 0.39 |
| JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $7M | – | 0.21 |
| JPMORGAN CHASE + CO SR UNSECURED 10/34 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $3M | – | 0.10 |
| JPMORGAN CHASE + CO SR UNSECURED 11/48 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $87K | – | 0.00 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $25K | – | 0.00 | |
| KAISA GROUP HOLDINGS LTD SR SECURED REGS 06/24 9.375 | Long | Debt | KY | $232K | – | 0.01 |
| KAISER FOUNDATION HOSPIT COMPANY GUAR 05/47 4.15 (KAISER FOUNDATION HOSPITALS) | Long | Debt | US | $435K | – | 0.01 |
| KDAC AVIATION FINANCE LIMITED KDAC 2017 1A A 144A (KDAC AIRCRAFT FINANCE LTD 2017-1A) | Long | ABS-other | KY | $527K | – | 0.02 |
| KENTUCKY UTILITIES CO 1ST MORTGAGE 10/45 4.375 (KENTUCKY UTILITIE CO.) | Long | Debt | US | $2M | – | 0.06 |
| KEYSPAN GAS EAST CORP SR UNSECURED 144A 01/52 3.586 (KEYSPAN GAS EAST CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| KILROY REALTY LP COMPANY GUAR 01/36 6.25 | Long | Debt | US | $2M | – | 0.05 |
| KILROY REALTY LP COMPANY GUAR 11/32 2.5 | Long | Debt | US | $3M | – | 0.08 |
| KILROY REALTY LP COMPANY GUAR 11/33 2.65 | Long | Debt | US | $735K | – | 0.02 |
| KINDER MORGAN ENER PART COMPANY GUAR 01/38 6.95 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $293K | – | 0.01 |
| KINDER MORGAN ENER PART COMPANY GUAR 03/31 7.4 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $111K | – | 0.00 |
| KINDER MORGAN ENER PART COMPANY GUAR 11/42 4.7 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $34K | – | 0.00 |
| KINDER MORGAN INC COMPANY GUAR 06/33 5.2 | Long | Debt | US | $9M | – | 0.28 |
| KINDER MORGAN INC/DELAWA COMPANY GUAR 02/37 7.42 | Long | Debt | US | $3M | – | 0.10 |
| KINDER MORGAN INC/DELAWA COMPANY GUAR 06/28 6.95 | Long | Debt | US | $4M | – | 0.12 |
| KINDER MORGAN INC/DELAWA COMPANY GUAR 10/30 8.05 | Long | Debt | US | $4M | – | 0.13 |
| KINETIK HOLDINGS LP SR UNSECURED 144A 12/28 6.625 | Long | Debt | US | $712K | – | 0.02 |
| KKR GROUP FINAN CO VIII COMPANY GUAR 144A 08/50 3.5 (KKR GROUP FINANCE CO VIII LLC) | Long | Debt | US | $969K | – | 0.03 |
| KKR GROUP FINAN CO XII COMPANY GUAR 144A 05/32 4.85 (KKR GROUP FINANCE CO XII LLC) | Long | Debt | US | $7M | – | 0.21 |
| LABRADOR AVIATION FINANCE LIMI LAFL 2016 1A A1 144A (LABRADOR AVIATION FINANCE LTD 2016-1A) | Long | ABS-other | US | $2M | – | 0.05 |
| LAS VEGAS SANDS CORP SR UNSECURED 06/25 2.9 | Long | Debt | US | $2M | – | 0.07 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5 | Long | Debt | US | $6M | – | 0.19 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9 | Long | Debt | US | $5M | – | 0.16 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/34 6.2 | Long | Debt | US | $5M | – | 0.13 |
| LAZARD GROUP LLC SR UNSECURED 03/29 4.375 | Long | Debt | US | $200K | – | 0.01 |
| LAZARD GROUP LLC SR UNSECURED 03/31 6 | Long | Debt | US | $911K | – | 0.03 |
| LCM LTD PARTNERSHIP LCM 18A A1R 144A (LCM XVIII LP 18A) | Long | ABS-collateralized bond/debt obligation | KY | $913K | – | 0.03 |
| LEGG MASON INC COMPANY GUAR 01/44 5.625 | Long | Debt | US | $1M | – | 0.04 |
| LEIDOS INC COMPANY GUAR 05/30 4.375 | Long | Debt | US | $236K | – | 0.01 |
| LENOVO GROUP LTD SR UNSECURED 144A 11/30 3.421 (LENOVO GROUP LIMITED) | Long | Debt | HK | $1M | – | 0.04 |
| LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 10/50 3.951 | Long | Debt | US | $655K | – | 0.02 |
| LIBERTY UTILITIES CO SR UNSECURED 144A 01/34 5.869 | Long | Debt | US | $2M | – | 0.06 |
| LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR | Long | Debt | GB | $2M | – | 0.06 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $512K | – | 0.02 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | Long | Debt | GB | $254K | – | 0.01 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/35 VAR | Long | Debt | GB | $4M | – | 0.12 |
| LOCKHEED MARTIN CORP SR UNSECURED 02/55 5.2 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $6M | – | 0.17 |
| LOCKHEED MARTIN CORP SR UNSECURED 06/62 4.3 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $4M | – | 0.12 |
| LOEWS CORP SR UNSECURED 05/43 4.125 (LOEWS CORPORATION) | Long | Debt | US | $34K | – | 0.00 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-73K | – | -0.00 | |
| LOWE S COS INC SR UNSECURED 09/41 2.8 (LOWE`S COMPANIES INC) | Long | Debt | US | $2M | – | 0.06 |
| MANULIFE FINANCIAL CORP SR UNSECURED 03/46 5.375 (MANULIFE FINANCIAL CORPORATION) | Long | Debt | CA | $7M | – | 0.21 |
| MAPS LTD MAPSL 2018 1A A 144A (MERX AVIATION FINANCE LLC 2018-1A) | Long | ABS-other | BM | $275K | – | 0.01 |
| MARATHON CLO LTD MCLO 2019 2A A1AR 144A (MARATHON CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| MARATHON PETROLEUM CORP SR UNSECURED 03/41 6.5 (MARATHON PETROLEUM CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $5M | – | 0.15 |
| MARRIOTT INTERNATIONAL SR UNSECURED 10/27 5 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $9M | – | 0.26 |
| MARRIOTT INTERNATIONAL SR UNSECURED 10/32 3.5 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $173K | – | 0.01 |
| MARSH + MCLENNAN COS INC SR UNSECURED 01/47 4.35 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $169K | – | 0.01 |
| MARSH + MCLENNAN COS INC SR UNSECURED 12/51 2.9 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $809K | – | 0.02 |
| MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95 | Long | Debt | US | $3M | – | 0.10 |
| MASCO CORP SR UNSECURED 05/47 4.5 (MASCO CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| MASS MUTUAL LIFE INS CO SUBORDINATED 144A 02/69 VAR (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| MASS MUTUAL LIFE INS CO SUBORDINATED 144A 12/52 5.672 (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| MASSACHUSETTS ELECTRIC SR UNSECURED 144A 02/54 5.867 (MASSACHUSETTS ELECTRICAL CO) | Long | Debt | US | $496K | – | 0.01 |
| MCDONALD S CORP SR UNSECURED 09/48 4.45 (MCDONALDS CORPORATION) | Long | Debt | US | $21K | – | 0.00 |
| MCDONALD S CORP SR UNSECURED 12/45 4.875 (MCDONALDS CORPORATION) | Long | Debt | US | $76K | – | 0.00 |
| MDC HOLDINGS INC COMPANY GUAR 08/61 3.966 | Long | Debt | US | $427K | – | 0.01 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 04/26 5.25 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $774K | – | 0.02 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 04/32 7.625 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $2M | – | 0.05 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 06/25 4.875 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $3M | – | 0.10 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 07/28 5.75 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $1M | – | 0.03 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $1M | – | 0.04 |
| MEMORIAL SLOAN KETTERING SR UNSECURED 07/52 4.125 (MEMORIAL SLOAN-KETTERING CANCER CENTER) | Long | Debt | US | $33K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A3 1A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| METAL CAYMAN METAL 2017 1 A 144A (METAL CAYMAN 2017-1 LLC) | Long | ABS-other | KY | $1M | – | 0.03 |
| METLIFE INC SR UNSECURED 07/52 5 | Long | Debt | US | $456K | – | 0.01 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $2M | – | 0.06 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 0.10 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $7M | – | 0.22 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 0.09 |
| MEXICO LA SP GST | Derivative-credit | US | $11K | – | 0.00 | |
| MEXICO LA SP GST | Derivative-credit | US | $-115.45 | – | -0.00 | |
| MEXICO LA SP JPM | Derivative-credit | US | $16K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $37K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $26K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $10K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $6K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $2K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $-692.68 | – | -0.00 | |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A (MF1 2024-FL14 LLC) | Long | ABS-collateralized bond/debt obligation | US | $999K | – | 0.03 |
| MGM CHINA HOLDINGS LTD SR UNSECURED 144A 02/27 4.75 (MGM CHINA HOLDINGS LIMITED) | Long | Debt | KY | $3M | – | 0.10 |
| MGM CHINA HOLDINGS LTD SR UNSECURED 144A 05/26 5.875 (MGM CHINA HOLDINGS LIMITED) | Long | Debt | KY | $2M | – | 0.05 |
| MGM CHINA HOLDINGS LTD SR UNSECURED 144A 06/25 5.25 (MGM CHINA HOLDINGS LIMITED) | Long | Debt | KY | $2M | – | 0.05 |
| MGM CHINA HOLDINGS LTD SR UNSECURED 144A 06/31 7.125 (MGM CHINA HOLDINGS LIMITED) | Long | Debt | KY | $704K | – | 0.02 |
| MGM CHINA HOLDINGS LTD SR UNSECURED REGS 02/27 4.75 (MGM CHINA HOLDINGS LIMITED) | Long | Debt | KY | $1M | – | 0.04 |
| MGM RESORTS INTL COMPANY GUAR 04/32 6.5 (MGM RESORTS INTERNATIONAL) | Long | Debt | US | $2M | – | 0.06 |
| MICRON TECHNOLOGY INC SR UNSECURED 01/31 5.3 | Long | Debt | US | $998K | – | 0.03 |
| MICRON TECHNOLOGY INC SR UNSECURED 11/51 3.477 | Long | Debt | US | $5M | – | 0.15 |
| MICROSOFT CORP SR UNSECURED 09/50 2.5 (MICROSOFT CORPORATION) | Long | Debt | US | $4M | – | 0.13 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 05/46 4.25 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $3M | – | 0.08 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 07/49 4.25 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $12M | – | 0.35 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/48 3.65 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $3M | – | 0.08 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 09/54 5.85 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| MISSISSIPPI POWER CO SR UNSECURED 03/42 4.25 (MISSISSIPPI POWER COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/34 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $4M | – | 0.12 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 03/39 4.153 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $2M | – | 0.05 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/33 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $5M | – | 0.15 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/34 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $710K | – | 0.02 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/31 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.08 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 09/30 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.07 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 09/33 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $705K | – | 0.02 |
| MONONGAHELA POWER CO 1ST MORTGAGE 144A 12/43 5.4 (MONONGAHELA POWER COMPANY) | Long | Debt | US | $4M | – | 0.12 |
| MOODY S CORPORATION SR UNSECURED 11/61 3.1 (MOODY'S CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| MORGAN STANLEY DIRECT SR UNSECURED 144A 05/29 6.15 (MORGAN STANLEY DIRECT LENDING FUND) | Long | Debt | US | $2M | – | 0.05 |
| MORGAN STANLEY PREFFERD STOCK | Long | Equity-preferred | US | $3M | 99K | 0.08 |
| MORGAN STANLEY SR UNSECURED 01/33 VAR | Long | Debt | US | $4M | – | 0.12 |
| MORGAN STANLEY SR UNSECURED 04/35 VAR | Long | Debt | US | $2M | – | 0.05 |
| MORGAN STANLEY SR UNSECURED 07/33 VAR | Long | Debt | US | $772K | – | 0.02 |
| MORGAN STANLEY SR UNSECURED REGS 04/32 VAR | Long | Debt | US | $7M | – | 0.21 |
| MORGAN STANLEY SUBORDINATED 01/38 VAR | Long | Debt | US | $1M | – | 0.03 |
| MPLX LP SR UNSECURED 03/47 5.2 | Long | Debt | US | $804K | – | 0.02 |
| MPLX LP SR UNSECURED 03/52 4.95 | Long | Debt | US | $594K | – | 0.02 |
| MPLX LP SR UNSECURED 04/38 4.5 | Long | Debt | US | $22K | – | 0.00 |
| MPLX LP SR UNSECURED 04/58 4.9 | Long | Debt | US | $2M | – | 0.05 |
| MPLX LP SR UNSECURED 12/47 5.2 | Long | Debt | US | $53K | – | 0.00 |
| MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.655 (MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA) | Long | Debt | US | $10M | – | 0.31 |
| MUTUAL OF OMAHA GLOBAL SECURED 144A 12/28 5.45 (MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING) | Long | Debt | US | $2M | – | 0.04 |
| NASDAQ INC SR UNSECURED 06/63 6.1 (NASDAQ INC (AKA: NASDAQ OMX GROUP INC)) | Long | Debt | US | $815K | – | 0.02 |
| NASDAQ INC SR UNSECURED 12/40 2.5 (NASDAQ INC (AKA: NASDAQ OMX GROUP INC)) | Long | Debt | US | $1M | – | 0.04 |
| NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 07/30 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $2M | – | 0.05 |
| NATIONWIDE BUILDING SOC CCDS PREFERENCE (NATIONWIDE BUILDING SOCIETY) | Long | Equity-preferred | GB | $460K | 3K | 0.01 |
| NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 08/39 9.375 (NATIONWIDE MUTUAL INSURANCE COMPANY) | Long | Debt | US | $3M | – | 0.09 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $4M | – | 0.12 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $3M | – | 0.09 |
| NATWEST GROUP PLC SR UNSECURED 01/30 VAR | Long | Debt | GB | $4M | – | 0.12 |
| NATWEST GROUP PLC SR UNSECURED 05/30 VAR | Long | Debt | GB | $4M | – | 0.12 |
| NETFLIX INC SR UNSECURED 04/28 4.875 | Long | Debt | US | $2M | – | 0.05 |
| NETFLIX INC SR UNSECURED 144A 11/29 5.375 | Long | Debt | US | $707K | – | 0.02 |
| NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A (NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 03/27 4.5 (NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP) | Long | Debt | US | $385K | – | 0.01 |
| NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 04/45 4.875 (NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP) | Long | Debt | US | $2M | – | 0.06 |
| NEVADA POWER CO GENL REF MOR 08/50 3.125 (NEVADA POWER COMPANY) | Long | Debt | US | $3M | – | 0.10 |
| NEW ENGLAND POWER CO SR UNSECURED 144A 12/47 3.8 (NEW ENGLAND POWER COMPANY) | Long | Debt | US | $5M | – | 0.14 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 10/28 11.75 (NEWFOLD DIGITAL HOLDINGS GROUP INC) | Long | Debt | US | $830K | – | 0.02 |
| NEWMARK GROUP INC SR UNSECURED 144A 01/29 7.5 | Long | Debt | US | $3M | – | 0.09 |
| NEWMONT / NEWCREST FIN COMPANY GUAR 144A 11/41 5.75 (NEWMONT CORP / NEWCREST FINANCE PTY LTD) | Long | Debt | US | $3M | – | 0.10 |
| NEXTERA ENERGY CAPITAL HOL SNR S* SP BRC | Derivative-credit | US | $10K | – | 0.00 | |
| NEXTERA ENERGY CAPITAL HOL SNR S* SP JPM | Derivative-credit | US | $7K | – | 0.00 | |
| NGPL PIPECO LLC SR UNSECURED 144A 12/37 7.768 | Long | Debt | US | $924K | – | 0.03 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 01/32 2.759 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 01/54 5.664 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 09/52 5.783 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| NIPPON LIFE INSURANCE SUBORDINATED 144A 09/53 VAR (NIPPON LIFE INSURANCE COMPANY) | Long | Debt | JP | $5M | – | 0.14 |
| NISOURCE INC SR UNSECURED 02/42 5.8 | Long | Debt | US | $292K | – | 0.01 |
| NISOURCE INC SR UNSECURED 03/48 3.95 | Long | Debt | US | $935K | – | 0.03 |
| NISOURCE INC SR UNSECURED 05/47 4.375 | Long | Debt | US | $1M | – | 0.04 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $4M | – | 0.11 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $4M | – | 0.13 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R3 AF 144A (NOMURA ASSET ACCEPTANCE CORP 2004-R3) | Long | ABS-mortgage backed security | US | $602K | – | 0.02 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR1 M1 (NOMURA ASSET ACCEPTANCE CORP 2005-AR1) | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 5.594 | Long | Debt | JP | $2M | – | 0.05 |
| NOMURA HOLDINGS INC SR UNSECURED 07/28 2.172 | Long | Debt | JP | $1M | – | 0.03 |
| NOMURA HOLDINGS INC SR UNSECURED 07/29 5.605 | Long | Debt | JP | $7M | – | 0.19 |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | Long | Debt | FI | $1M | – | 0.03 |
| NORFOLK SOUTHERN CORP SR UNSECURED 03/64 5.95 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| NORFOLK SOUTHERN CORP SR UNSECURED 05/55 3.155 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| NORFOLK SOUTHERN CORP SR UNSECURED 06/53 4.55 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| NORTHERN NATURAL GAS CO SR UNSECURED 144A 01/49 4.3 (NORTHERN NATURAL GAS COMPANY) | Long | Debt | US | $4M | – | 0.12 |
| NORTHERN STATES PWR MINN 1ST MORTGAGE 05/53 5.1 (NORTHERN STATES POWER COMPANY OF MINNESOTA) | Long | Debt | US | $11M | – | 0.32 |
| NORTHERN STATES PWR WISC 1ST MORTGAGE 06/54 5.65 (NORTHERN STATES POWER COMPANY OF WISCONSIN) | Long | Debt | US | $399K | – | 0.01 |
| NORTHWELL HEALTHCARE INC SECURED 11/47 4.26 | Long | Debt | US | $24K | – | 0.00 |
| NORTHWELL HEALTHCARE INC SECURED 11/49 3.809 | Long | Debt | US | $2M | – | 0.06 |
| NORTHWOODS CAPITAL LTD WOODS 2018 11BA A1 144A (NORTHWOODS CAPITAL XI-B 2018-11BA) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| NOVARTIS CAPITAL CORP COMPANY GUAR 05/44 4.4 (NOVARTIS CAPITAL CORPORATION) | Long | Debt | US | $31K | – | 0.00 |
| NSTAR ELECTRIC CO SR UNSECURED 09/52 4.95 (NSTAR ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| NVR INC SR UNSECURED 05/30 3 | Long | Debt | US | $3M | – | 0.10 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/30 3.4 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $906K | – | 0.03 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/29 4.3 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $4M | – | 0.11 |
| NXP BV/NXP FUNDING LLC COMPANY GUAR 12/28 5.55 | Long | Debt | NL | $608K | – | 0.02 |
| NY + PRESBYTERIAN HOSPIT UNSECURED 08/56 4.063 (NEW YORK & PRESBYTERIAN HOSPITAL) | Long | Debt | US | $37K | – | 0.00 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 09/49 3.3 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $334K | – | 0.01 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 03/46 6.6 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $939K | – | 0.03 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 09/30 6.625 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| OGLETHORPE POWER CORP 1ST MORTGAGE 04/47 4.5 (OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)) | Long | Debt | US | $815K | – | 0.02 |
| OGLETHORPE POWER CORP 1ST MORTGAGE 12/53 6.2 (OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)) | Long | Debt | US | $3M | – | 0.08 |
| OGLETHORPE POWER CORP 1ST MORTGAGE 144A 06/54 5.8 (OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)) | Long | Debt | US | $2M | – | 0.06 |
| OHIO POWER COMPANY SR UNSECURED 10/51 2.9 | Long | Debt | US | $2M | – | 0.05 |
| OI SA COMPANY GUAR 07/25 VAR (OI SA (AKA: BRASIL TELECOM S/A)) | Long | Debt | BR | $14K | – | 0.00 |
| OLYMPUS WTR US HLDG CORP SR SECURED 144A 06/31 7.25 (SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)) | Long | Debt | US | $995K | – | 0.03 |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/28 4.75 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $4M | – | 0.12 |
| ONCOR ELECTRIC DELIVERY SR SECURED 06/49 3.8 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $84K | – | 0.00 |
| ONE GAS INC SR UNSECURED 02/44 4.658 | Long | Debt | US | $44K | – | 0.00 |
| ONE GAS INC SR UNSECURED 11/48 4.5 | Long | Debt | US | $17K | – | 0.00 |
| ONEMAIN FINANCE CORP COMPANY GUAR 03/30 7.875 (ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)) | Long | Debt | US | $3M | – | 0.08 |
| ONEOK INC COMPANY GUAR 07/48 5.2 | Long | Debt | US | $9M | – | 0.26 |
| ONEOK INC COMPANY GUAR 09/53 6.625 | Long | Debt | US | $5M | – | 0.15 |
| ONEOK PARTNERS LP COMPANY GUAR 02/41 6.125 | Long | Debt | US | $7M | – | 0.21 |
| ONTARIO GAMING GTA LP TERM LOAN B (ONE TORONTO GAMING (ONTARIO GAMING GTA LP)) | Long | Loan | CA | $2M | – | 0.06 |
| OPEN TRUST OPEN 2023 AIR A 144A (OPEN TRUST 2023-AIR) | Long | ABS-mortgage backed security | US | $915K | – | 0.03 |
| ORACLE CORP SR UNSECURED 03/41 3.65 (ORACLE CORPORATION) | Long | Debt | US | $4M | – | 0.13 |
| ORACLE CORP SR UNSECURED 03/51 3.95 (ORACLE CORPORATION) | Long | Debt | US | $12M | – | 0.35 |
| ORACLE CORP SR UNSECURED 03/61 4.1 (ORACLE CORPORATION) | Long | Debt | US | $5M | – | 0.14 |
| ORACLE CORP SR UNSECURED 04/60 3.85 (ORACLE CORPORATION) | Long | Debt | US | $5M | – | 0.14 |
| OWENS CORNING SR UNSECURED 01/48 4.4 (OWENS CORNING INC) | Long | Debt | US | $565K | – | 0.02 |
| OWENS CORNING SR UNSECURED 07/47 4.3 (OWENS CORNING INC) | Long | Debt | US | $1M | – | 0.04 |
| OZLM LTD OZLM 2018 20A A1 144A (OZLM XX LTD 2018-20A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.15 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $983K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $6M | – | 0.16 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $5M | – | 0.16 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.10 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.10 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/40 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $5M | – | 0.15 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $72K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.10 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.04 |
| PACIFIC LIFE INSURANCE C SUBORDINATED 144A 06/39 9.25 (PACIFIC LIFE INSURANCE COMPANY) | Long | Debt | US | $12M | – | 0.35 |
| PACIFIC LIFECORP SR UNSECURED 144A 09/50 3.35 | Long | Debt | US | $477K | – | 0.01 |
| PACIFIC NATIONAL FINANCE COMPANY GUAR REGS 03/28 4.75 (PACIFIC NATIONAL FINANCE PTY LTD) | Long | Debt | AU | $6M | – | 0.19 |
| PACIFICORP 1ST MORTGAGE 01/39 6 | Long | Debt | US | $91K | – | 0.00 |
| PACIFICORP 1ST MORTGAGE 01/55 5.8 | Long | Debt | US | $5M | – | 0.14 |
| PACIFICORP 1ST MORTGAGE 02/34 5.45 | Long | Debt | US | $6M | – | 0.19 |
| PACIFICORP 1ST MORTGAGE 02/50 4.15 | Long | Debt | US | $153K | – | 0.00 |
| PACIFICORP 1ST MORTGAGE 12/53 5.35 | Long | Debt | US | $7M | – | 0.22 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $2M | – | 0.05 |
| PARK INTERMED HOLDINGS SR SECURED 144A 05/29 4.875 (PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER) | Long | Debt | US | $1M | – | 0.03 |
| PECO ENERGY CO 1ST MORTGAGE 08/52 4.375 (PECO ENERGY COMPANY) | Long | Debt | US | $5M | – | 0.14 |
| PENN MUTUAL LIFE INS CO SUBORDINATED 144A 06/40 7.625 (PENN MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532 (PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY) | Long | Debt | US | $13M | – | 0.37 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $3M | – | 0.09 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/33 10 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $3M | – | 0.10 |
| PFIZER INVESTMENT ENTER COMPANY GUAR 05/43 5.11 (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $10M | – | 0.30 |
| PFIZER INVESTMENT ENTER COMPANY GUAR 05/53 5.3 (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $4M | – | 0.12 |
| PFIZER INVESTMENT ENTER COMPANY GUAR 05/63 5.34 (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $2M | – | 0.05 |
| PHILIP MORRIS INTL INC SR UNSECURED 08/42 3.875 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.06 |
| PHILLIPS EDISON GROCERY COMPANY GUAR 07/34 5.75 (PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP) | Long | Debt | US | $2M | – | 0.05 |
| PIEDMONT NATURAL GAS CO SR UNSECURED 06/33 5.4 (PIEDMONT NATURAL GAS COMPANY INC) | Long | Debt | US | $702K | – | 0.02 |
| PIEDMONT NATURAL GAS CO SR UNSECURED 06/50 3.35 (PIEDMONT NATURAL GAS COMPANY INC) | Long | Debt | US | $2M | – | 0.06 |
| PIEDMONT NATURAL GAS CO SR UNSECURED 11/46 3.64 (PIEDMONT NATURAL GAS COMPANY INC) | Long | Debt | US | $720K | – | 0.02 |
| PIEDMONT OPERATING PARTN COMPANY GUAR 07/29 6.875 (PIEDMONT OPERATING PARTNERSHIP LP) | Long | Debt | US | $3M | – | 0.09 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $47M | – | 1.39 |
| PINE STREET TRUST III SR UNSECURED 144A 05/54 6.223 | Long | Debt | US | $5M | – | 0.15 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $5M | – | 0.15 |
| PIONEER NATURAL RESOURCE COMPANY GUAR 01/28 7.2 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $18M | – | 0.54 |
| PROGRESSIVE CORP SR UNSECURED 04/47 4.125 (THE PROGRESSIVE CORPORATION) | Long | Debt | US | $412K | – | 0.01 |
| PROJECT HUDSON II FIXED TERM LOAN (WEST STREET GLOBAL GROWTH PARTNERS LP) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| PROSUS NV SR UNSECURED 144A 01/30 3.68 | Long | Debt | NL | $889K | – | 0.03 |
| PROSUS NV SR UNSECURED 144A 01/52 4.987 | Long | Debt | NL | $313K | – | 0.01 |
| PROSUS NV SR UNSECURED 144A 02/51 3.832 | Long | Debt | NL | $2M | – | 0.05 |
| PROTECTIVE LIFE GLOBAL SECURED 144A 12/28 5.467 (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $2M | – | 0.05 |
| PT PERTA (PERSERO) SNR AS SP BRC | Derivative-credit | US | $11K | – | 0.00 | |
| PUGET ENERGY INC SR SECURED 06/30 4.1 | Long | Debt | US | $461K | – | 0.01 |
| PUGET SOUND ENERGY INC 1ST MORTGAGE 06/48 4.223 | Long | Debt | US | $2M | – | 0.06 |
| QUANTA SERVICES INC SR UNSECURED 10/41 3.05 | Long | Debt | US | $3M | – | 0.08 |
| RAAC SERIES RAAC 2007 RP3 A 144A (RAAC SERIES 2007-RP3) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| RAYMOND JAMES FINANCIAL SR UNSECURED 07/46 4.95 (RAYMOND JAMES FINANCIAL INC) | Long | Debt | US | $23K | – | 0.00 |
| RBSSP RESECURITIZATION TRUST RBSSP 2014 1 1A2 144A (RBSSP RESECURITIZATION TRUST 2014-1) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2023 FL11 A 144A (READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| REALTY INCOME CORP SR UNSECURED 01/28 3.4 (REALTY INCOME CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| REALTY INCOME CORP SR UNSECURED 02/31 3.2 (REALTY INCOME CORPORATION) | Long | Debt | US | $4M | – | 0.11 |
| REALTY INCOME CORP SR UNSECURED 08/27 3.95 (REALTY INCOME CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| REALTY INCOME CORP SR UNSECURED 09/26 4.45 (REALTY INCOME CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| REGENCY CENTERS LP COMPANY GUAR 02/47 4.4 | Long | Debt | US | $890K | – | 0.03 |
| REGENCY CENTERS LP COMPANY GUAR 03/49 4.65 | Long | Debt | US | $414K | – | 0.01 |
| REGENERON PHARMACEUTICAL SR UNSECURED 09/30 1.75 (REGENERON PHARMACEUTICALS) | Long | Debt | US | $742K | – | 0.02 |
| RELIANCE INDUSTRIES LTD SR UNSECURED 144A 01/52 3.625 (RELIANCE INDUSTRIES LIMITED) | Long | Debt | IN | $351K | – | 0.01 |
| RELIANCE INDUSTRIES LTD SR UNSECURED 144A 01/62 3.75 (RELIANCE INDUSTRIES LIMITED) | Long | Debt | IN | $2M | – | 0.06 |
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T | Short | Repurchase agreement | US | $-69M | – | -2.04 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 (ARGENTINA GOVT) | Long | Debt | AR | $146K | – | 0.00 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR (ARGENTINA GOVT) | Long | Debt | AR | $6M | – | 0.19 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR (ARGENTINA GOVT) | Long | Debt | AR | $76K | – | 0.00 |
| REPUBLIC OF CHILE SR UNSECURED 01/52 4 (CHILEAN GOVT) | Long | Debt | CL | $465K | – | 0.01 |
| REPUBLIC OF CHILE SR UNSECURED 01/54 5.33 (CHILEAN GOVT) | Long | Debt | CL | $31K | – | 0.00 |
| REPUBLIC OF COLOMBIA SR UNSECURED 02/34 7.5 (COLOMBIAN GOVT) | Long | Debt | CO | $3M | – | 0.08 |
| REPUBLIC OF PANAMA SR UNSECURED 05/47 4.5 (PANAMA GOVT) | Long | Debt | PA | $24K | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 (PERU GOVT) | Long | Debt | PE | $975K | – | 0.03 |
| REPUBLIC OF PHILIPPINES SR UNSECURED 01/48 5.5 (PHILIPPINES GOVT) | Long | Debt | PH | $406K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2 (RESIDENTIAL ACCREDIT LOANS 2005-QA2) | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA1 1A1 (RESIDENTIAL FUNDING MTG SEC I 2006-SA1) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-36M | – | -1.06 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-54M | – | -1.62 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-55M | – | -1.64 |
| REVERSE REPO BANK OF MONTREAL REVERSE REPO | Short | Repurchase agreement | US | $-13M | – | -0.39 |
| REVERSE REPO BANK OF MONTREAL REVERSE REPO | Short | Repurchase agreement | US | $-13M | – | -0.40 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-7M | – | -0.20 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-2M | – | -0.05 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-3M | – | -0.09 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-64M | – | -1.91 |
| REVERSE REPO NATEXIS BANQUE REVERSE REPO | Short | Repurchase agreement | US | $-58M | – | -1.72 |
| REVERSE REPO NATEXIS BANQUE REVERSE REPO | Short | Repurchase agreement | US | $-99M | – | -2.96 |
| REVERSE REPO NOMURA | Short | Repurchase agreement | US | $-554K | – | -0.02 |
| REVERSE REPO NOMURA | Short | Repurchase agreement | US | $-643K | – | -0.02 |
| REVERSE REPO NOMURA | Short | Repurchase agreement | US | $-1M | – | -0.04 |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO | Short | Repurchase agreement | US | $-110M | – | -3.28 |
| REVERSE REPO STANDARD CHARTERE VAR 1 | Short | Repurchase agreement | US | $-629K | – | -0.02 |
| REVERSE REPO STANDARD CHARTERE VAR 1 | Short | Repurchase agreement | US | $-3M | – | -0.09 |
| REXFORD INDUSTRIAL REALT COMPANY GUAR 09/31 2.15 (REXFORD INDUSTRIAL REALTY LP) | Long | Debt | US | $1M | – | 0.04 |
| REXFORD INDUSTRIAL REALT COMPANY GUAR 12/30 2.125 (REXFORD INDUSTRIAL REALTY LP) | Long | Debt | US | $1M | – | 0.04 |
| RFR GBP SONIO/3.75000 09/18/24-10Y LCH | Derivative-interest rate | GB | $7K | – | 0.00 | |
| RFR GBP SONIO/3.75000 09/18/24-30Y LCH | Derivative-interest rate | GB | $71K | – | 0.00 | |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $149K | – | 0.00 | |
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH | Derivative-interest rate | JP | $1K | – | 0.00 | |
| RFR JPY MUTK/0.00000 09/15/21-3Y LCH | Derivative-interest rate | JP | $6K | – | 0.00 | |
| RFR USD SOFR/1.00000 06/15/22-5Y CME | Derivative-interest rate | US | $11M | – | 0.34 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $880K | – | 0.03 | |
| RFR USD SOFR/3.65517 03/01/24-4Y* LCH | Derivative-interest rate | US | $1M | – | 0.04 | |
| RFR USD SOFR/3.75000 06/20/24-7Y LCH | Derivative-interest rate | US | $407K | – | 0.01 | |
| RGA GLOBAL FUNDING SECURED 144A 01/31 5.5 | Long | Debt | US | $3M | – | 0.09 |
| ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 05/30 4.8 (ROCKIES EXPRESS PIPELINE LLC) | Long | Debt | US | $2M | – | 0.06 |
| ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 07/29 4.95 (ROCKIES EXPRESS PIPELINE LLC) | Long | Debt | US | $3M | – | 0.08 |
| ROGERS COMMUNICATIONS IN COMPANY GUAR 03/32 3.8 (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $5M | – | 0.14 |
| ROGERS COMMUNICATIONS IN COMPANY GUAR 03/52 4.55 (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $1M | – | 0.04 |
| ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75 (ROLLS-ROYCE PLC) | Long | Debt | GB | $128K | – | 0.00 |
| ROMANIA SR UNSECURED 144A 02/34 3.75 (ROMANIA GOVT) | Long | Debt | RO | $368K | – | 0.01 |
| ROMANIA SR UNSECURED 144A 02/36 5.625 (ROMANIA GOVT) | Long | Debt | RO | $1M | – | 0.03 |
| ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT) | Long | Debt | RO | $6M | – | 0.18 |
| ROMANIA UNSECURED 144A 04/42 2.875 (ROMANIA GOVT) | Long | Debt | RO | $767K | – | 0.02 |
| ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT) | Long | Debt | RO | $963K | – | 0.03 |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5 (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | LR | $2M | – | 0.06 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/50 3.55 | Long | Debt | GB | $3M | – | 0.09 |
| RTX CORP SR UNSECURED 03/34 6.1 (RTX CORPORATION) | Long | Debt | US | $5M | – | 0.16 |
| RTX CORP SR UNSECURED 04/47 4.35 (RTX CORPORATION) | Long | Debt | US | $579K | – | 0.02 |
| RTX CORP SR UNSECURED 05/47 4.05 (RTX CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| RTX CORP SR UNSECURED 11/38 4.45 (RTX CORPORATION) | Long | Debt | US | $707K | – | 0.02 |
| S+P GLOBAL INC COMPANY GUAR 12/49 3.25 (S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)) | Long | Debt | US | $2M | – | 0.06 |
| SABINE PASS LIQUEFACTION SR SECURED 03/28 4.2 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $772K | – | 0.02 |
| SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $7M | – | 0.21 |
| SAN DIEGO G + E 1ST MORTGAGE 03/52 3.7 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| SAN DIEGO G + E 1ST MORTGAGE 05/48 4.15 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| SAN DIEGO G + E 1ST MORTGAGE 06/47 3.75 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| SAN DIEGO G + E 1ST MORTGAGE 06/49 4.1 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| SAN DIEGO G + E 1ST MORTGAGE 08/40 4.5 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| SANDS CHINA LTD SR UNSECURED 06/30 4.625 | Long | Debt | KY | $5M | – | 0.15 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | Long | Debt | KY | $5M | – | 0.15 |
| SANDS CHINA LTD SR UNSECURED 08/31 3.25 | Long | Debt | KY | $2M | – | 0.05 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 03/32 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $1M | – | 0.04 |
| SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649 | Long | Debt | AU | $4M | – | 0.12 |
| SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875 | Long | Debt | AU | $3M | – | 0.08 |
| SAPPHIRE AVIATION FINANCE I LI SAPA 2018 1A A 144A (SAPPHIRE AVIATION FINANCE I LIMITED 2018-1A) | Long | ABS-other | KY | $560K | – | 0.02 |
| SAUDI ARABIA GOVT EM SP GST | Derivative-credit | US | $14K | – | 0.00 | |
| SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5 (SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)) | Long | Debt | SA | $3M | – | 0.10 |
| SAUDI ELEC GLOBAL SUKUK SR UNSECURED 144A 04/44 5.5 (SAUDI ELECTRICITY GLOBAL SUKUK COMPANY - 3) | Long | Debt | KY | $5M | – | 0.15 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/54 5.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $6M | – | 0.18 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45 (SAUDI ARABIA GOVT) | Long | Debt | SA | $8M | – | 0.23 |
| SAXON ASSET SECURITIES TRUST SAST 2004 1 M1 (SAXON ASSET SECURITIES TRUST 2004-1) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| SBA TOWER TRUST ASSET BACKED 144A 07/52 2.328 | Long | Debt | US | $180K | – | 0.01 |
| SEADRILL FINANCE LTD SECURED 144A 08/30 8.375 (SEADRILL FINANCE LIMITED) | Long | Debt | BM | $418K | – | 0.01 |
| SELECTIVE INSURANCE GROU SR UNSECURED 03/49 5.375 (SELECTIVE INSURANCE GROUP INC) | Long | Debt | US | $2M | – | 0.05 |
| SEMPRA JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $3M | 3M | 0.09 |
| SEMPRA SR UNSECURED 02/48 4 | Long | Debt | US | $704K | – | 0.02 |
| SEMPRA SR UNSECURED 08/33 5.5 | Long | Debt | US | $1M | – | 0.04 |
| SEMPRA SR UNSECURED 10/39 6 | Long | Debt | US | $4M | – | 0.11 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 4 A (SEQUOIA MORTGAGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| SETANTA AIRCRAFT LEASING DAC 2024 TERM LOAN B (AERCAP (SETANTA AIRCRAFT LEASING DESIGNATED ACTIVITY COMPANY)) | Long | Loan | IE | $2M | – | 0.07 |
| SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B | Long | Loan | US | $2M | – | 0.07 |
| SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 06/28 2.3 (SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $2M | – | 0.05 |
| SOCIETE GENERALE SUBORDINATED 144A 06/33 VAR | Long | Debt | FR | $5M | – | 0.14 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-6K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-64K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-16K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $117K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-60K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-32K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $53K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $15K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $608.54 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $322.27 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $112K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $56K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $940K | – | 0.03 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $77K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $7K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $27K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $377K | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $13K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $1K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $98K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $-11K | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-60.3 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240718 | Derivative-foreign exchange | IL | $5K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $16K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $5K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $8K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $10K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $8K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $1K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $1K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $86.68 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-8K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-5K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-92K | – | -0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $9K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $6K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $3K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $20K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $4K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-111.82 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-77.5 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-1K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $42.21 | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240723 | Derivative-foreign exchange | TR | $-26K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240725 | Derivative-foreign exchange | TR | $-23K | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $33K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $27K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $13K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $11K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $8K | – | 0.00 | |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/51 2.95 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $559K | – | 0.02 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $868K | – | 0.03 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/52 5.45 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $3M | – | 0.09 |
| SOUTHERN CAL EDISON 1ST REF MORT 02/36 5.625 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $3M | – | 0.09 |
| SOUTHERN CAL EDISON 1ST REF MORT 02/38 5.95 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| SOUTHERN CAL EDISON 1ST REF MORT 02/45 3.6 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| SOUTHERN CAL EDISON 1ST REF MORT 03/39 6.05 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $5M | – | 0.14 |
| SOUTHERN CAL EDISON 1ST REF MORT 03/42 4.05 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| SOUTHERN CAL EDISON 1ST REF MORT 03/43 3.9 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $7M | – | 0.20 |
| SOUTHERN CAL EDISON 1ST REF MORT 03/48 4.125 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $544K | – | 0.02 |
| SOUTHERN CAL EDISON 1ST REF MORT 04/47 4 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $7M | – | 0.20 |
| SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| SOUTHERN CAL EDISON 1ST REF MORT 12/41 3.9 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $3M | – | 0.09 |
| SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/50 3.95 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $3M | – | 0.08 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/33 5.2 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $6M | – | 0.19 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 09/42 3.75 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 11/40 5.125 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $283K | – | 0.01 |
| SOUTHERN CO GAS CAPITAL COMPANY GUAR 10/46 3.95 (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $38K | – | 0.00 |
| SOUTHERN CO JR SUBORDINA 09/51 VAR | Long | Debt | US | $5M | – | 0.14 |
| SOUTHERN CO SR UNSECURED 07/36 4.25 | Long | Debt | US | $3M | – | 0.10 |
| SOUTHERN NATURAL GAS SR UNSECURED 02/31 7.35 (SOUTHERN NATURAL GAS COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| SOUTHERN NATURAL GAS SR UNSECURED 144A 03/47 4.8 (SOUTHERN NATURAL GAS COMPANY) | Long | Debt | US | $54K | – | 0.00 |
| SOUTHERN POWER CO SR UNSECURED 07/43 5.25 (SOUTHERN POWER COMPANY) | Long | Debt | US | $466K | – | 0.01 |
| SOUTHERN POWER CO SR UNSECURED 09/41 5.15 (SOUTHERN POWER COMPANY) | Long | Debt | US | $60K | – | 0.00 |
| SOUTHERN POWER CO SR UNSECURED 12/46 4.95 (SOUTHERN POWER COMPANY) | Long | Debt | US | $74K | – | 0.00 |
| SOUTHWEST GAS CORP SR UNSECURED 03/32 4.05 (SOUTHWEST GAS CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 03/40 6.2 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $9M | – | 0.25 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 11/51 3.25 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $4M | – | 0.13 |
| SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/49 3.75 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/54 6 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $5M | – | 0.15 |
| SPECTRA ENERGY PARTNERS COMPANY GUAR 03/45 4.5 (SPECTRA ENERGY PARTNERS LP) | Long | Debt | US | $1M | – | 0.04 |
| SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6 | Long | Debt | US | $8M | – | 0.25 |
| SPIRIT AEROSYSTEMS INC SR SECURED 144A 11/29 9.375 | Long | Debt | US | $2M | – | 0.06 |
| SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1 (SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A) | Long | Debt | US | $809K | – | 0.02 |
| STANDARD CHARTERED PLC SUBORDINATED 144A 01/33 VAR | Long | Debt | GB | $3M | – | 0.09 |
| STARBUCKS CORP SR UNSECURED 11/48 4.5 (STARBUCKS CORPORATION) | Long | Debt | US | $33K | – | 0.00 |
| START LTD. STARR 2019 1 A 144A (START IRELAND 2019-1) | Long | ABS-other | BM | $517K | – | 0.02 |
| STATE OF ISRAEL SR UNSECURED 03/34 5.5 (ISRAEL GOVT) | Long | Debt | IL | $9M | – | 0.26 |
| STATE OF QATAR SR UNSECURED REGS 03/49 4.817 (QATAR GOVT) | Long | Debt | QA | $937K | – | 0.03 |
| STATE STREET CORP JR SUBORDINA 12/99 VAR (STATE STREET CORPORATION) | Long | Equity-preferred | US | $5M | 5M | 0.16 |
| STATION CASINOS LLC 2024 TERM LOAN B | Long | Loan | US | $2M | – | 0.05 |
| STELLANTIS FIN US INC COMPANY GUAR 144A 09/31 2.691 (STELLANTIS FINANCE US INC) | Long | Debt | US | $3M | – | 0.08 |
| STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR (STICHTING AK RABOBANK CERTIFICATEN) | Long | Equity-preferred | NL | $2M | 2M | 0.06 |
| STIFEL FINANCIAL CORP SR UNSECURED 05/30 4 | Long | Debt | US | $1M | – | 0.03 |
| STORE CAPITAL LLC SR UNSECURED 11/30 2.75 | Long | Debt | US | $1M | – | 0.03 |
| STRIPS 02/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $646K | – | 0.02 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 2 4A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2004-2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| STRYKER CORP SR UNSECURED 12/28 4.85 (STRYKER CORPORATION) | Long | Debt | US | $397K | – | 0.01 |
| STUDIO CITY CO LTD SR SECURED 144A 02/27 7 | Long | Debt | VG | $3M | – | 0.09 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/33 5.776 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.08 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 09/31 2.222 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $732K | – | 0.02 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 09/33 5.808 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $6M | – | 0.19 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/26 6 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $21K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.25 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $18K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.5 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $34K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/28 6.75 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $48K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/29 7 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $44K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/30 7.25 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $20K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/32 1 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $31K | – | 0.00 |
| SUTTER HEALTH UNSECURED 08/40 3.161 | Long | Debt | US | $266K | – | 0.01 |
| SUTTER HEALTH UNSECURED 08/50 3.361 | Long | Debt | US | $286K | – | 0.01 |
| SVB FINANCIAL GROUP SR UNSECURED 04/33 VAR | Long | Debt | US | $2M | – | 0.06 |
| SYNCHRONY FINANCIAL PREFERRED STOCK VAR | Long | Equity-preferred | US | $2M | 80K | 0.06 |
| SYNCHRONY FINANCIAL SR UNSECURED 10/31 2.875 | Long | Debt | US | $3M | – | 0.09 |
| T MOBILE USA INC COMPANY GUAR 01/53 5.65 (T-MOBILE USA INC) | Long | Debt | US | $4M | – | 0.12 |
| T MOBILE USA INC COMPANY GUAR 02/51 3.3 (T-MOBILE USA INC) | Long | Debt | US | $3M | – | 0.09 |
| T MOBILE USA INC COMPANY GUAR 03/32 2.7 (T-MOBILE USA INC) | Long | Debt | US | $921K | – | 0.03 |
| T MOBILE USA INC COMPANY GUAR 04/30 3.875 (T-MOBILE USA INC) | Long | Debt | US | $6M | – | 0.19 |
| T MOBILE USA INC COMPANY GUAR 04/31 3.5 (T-MOBILE USA INC) | Long | Debt | US | $180K | – | 0.01 |
| T MOBILE USA INC COMPANY GUAR 10/52 3.4 (T-MOBILE USA INC) | Long | Debt | US | $7M | – | 0.22 |
| T MOBILE USA INC COMPANY GUAR 11/60 3.6 (T-MOBILE USA INC) | Long | Debt | US | $8M | – | 0.23 |
| TALLGRASS NRG PRTNR/FIN SR UNSECURED 144A 02/29 7.375 (TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP) | Long | Debt | US | $905K | – | 0.03 |
| TAMPA ELECTRIC CO SR UNSECURED 07/52 5 (TAMPA ELECTRIC COMPANY) | Long | Debt | US | $4M | – | 0.10 |
| TAPESTRY INC SR UNSECURED 11/33 7.85 (TAPESTRY INC (AKA COACH INC)) | Long | Debt | US | $2M | – | 0.05 |
| TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95 | Long | Debt | US | $426K | – | 0.01 |
| TARGA RESOURCES PARTNERS COMPANY GUAR 01/32 4 (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $1M | – | 0.04 |
| TD SYNNEX CORP SR UNSECURED 08/31 2.65 (TD SYNNEX CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| TEACHERS INSUR + ANNUITY SUBORDINATED 144A 05/47 4.27 (TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)) | Long | Debt | US | $320K | – | 0.01 |
| TEACHERS INSUR + ANNUITY SUBORDINATED 144A 12/39 6.85 (TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)) | Long | Debt | US | $414K | – | 0.01 |
| TECK RESOURCES LIMITED SNR S* ICE | Derivative-credit | US | $323K | – | 0.01 | |
| TELEFONICA EMISIONES SAU COMPANY GUAR 03/48 4.895 | Long | Debt | ES | $3M | – | 0.09 |
| TENCENT HOLDINGS LIMITED SNR AS SP BPS | Derivative-credit | US | $6K | – | 0.00 | |
| TENCENT HOLDINGS LIMITED SNR AS SP BRC | Derivative-credit | US | $13K | – | 0.00 | |
| TENNESSEE GAS PIPELINE COMPANY GUAR 06/32 8.375 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $1M | – | 0.04 |
| TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $3M | – | 0.09 |
| TESCO PLC SNR SE ICE | Derivative-credit | GB | $25K | – | 0.00 | |
| TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744 (TESCO PROPERTY FINANCE 3 PLC) | Long | Debt | GB | $112K | – | 0.00 |
| TESCO PROPERTY FIN 5 PLC SR SECURED REGS 10/41 5.6611 (TESCO PROPERTY FINANCE 5 PLC) | Long | Debt | GB | $58K | – | 0.00 |
| TESCO PROPERTY FIN 6 PLC SR SECURED REGS 07/44 5.4111 (TESCO PROPERTY FINANCE 6 PLC) | Long | Debt | GB | $864K | – | 0.03 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $5M | – | 0.16 |
| THAMES WATER UTIL FIN SR SECURED REGS 01/31 4.375 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $3M | – | 0.09 |
| TIME WARNER CABLE LLC SR SECURED 05/37 6.55 | Long | Debt | US | $1M | – | 0.04 |
| TIME WARNER CABLE LLC SR SECURED 06/39 6.75 | Long | Debt | US | $5M | – | 0.14 |
| TIME WARNER CABLE LLC SR SECURED 07/38 7.3 | Long | Debt | US | $7M | – | 0.21 |
| TIME WARNER CABLE LLC SR SECURED 07/42 5.25 | Long | Debt | US | $835K | – | 0.02 |
| TIME WARNER CABLE LLC SR SECURED 09/41 5.5 | Long | Debt | US | $5M | – | 0.15 |
| TIME WARNER CABLE LLC SR SECURED 09/42 4.5 | Long | Debt | US | $601K | – | 0.02 |
| TIME WARNER CABLE LLC SR SECURED 11/40 5.875 | Long | Debt | US | $4M | – | 0.12 |
| TOPBUILD CORP COMPANY GUAR 144A 02/32 4.125 | Long | Debt | US | $1M | – | 0.04 |
| TOTALENERGIES CAPITAL SA COMPANY GUAR 04/54 5.488 | Long | Debt | FR | $691K | – | 0.02 |
| TOTALENERGIES CAPITAL SA COMPANY GUAR 04/64 5.638 | Long | Debt | FR | $1M | – | 0.04 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| TRANSCANADA PIPELINES SR UNSECURED 05/48 4.875 (TRANSCANADA PIPELINES LIMITED) | Long | Debt | CA | $4M | – | 0.12 |
| TRANSCONT GAS PIPE LINE SR UNSECURED 03/48 4.6 (TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC) | Long | Debt | US | $4M | – | 0.11 |
| TRAVELERS COS INC SR UNSECURED 03/48 4.05 (TRAVELERS COMPANIES INC) | Long | Debt | US | $815K | – | 0.02 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $107K | – | 0.00 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.04 |
| TRIMBLE INC SR UNSECURED 03/33 6.1 | Long | Debt | US | $829K | – | 0.02 |
| TRUST F/1401 SR UNSECURED 144A 01/44 6.95 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $2M | – | 0.06 |
| TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $712K | – | 0.02 |
| TRUST FIBRAUNO SR UNSECURED 144A 02/34 7.375 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $988K | – | 0.03 |
| TRUST FIBRAUNO SR UNSECURED REGS 01/44 6.95 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $3M | – | 0.08 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.03 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.19 |
| TSY INFL IX N/B 02/53 1.5 (UNITED STATES GOVT) | Long | Debt | US | $17M | – | 0.50 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $36M | – | 1.06 |
| TUCSON ELECTRIC POWER CO SR UNSECURED 04/53 5.5 (TUCSON ELECTRIC POWER COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| UBS AG STAMFORD CT SR UNSECURED 02/28 7.5 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $2M | – | 0.07 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $6M | – | 0.18 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $3M | – | 0.09 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $1M | – | 0.03 |
| UBS GROUP AG JR SUBORDINA REGS 12/99 VAR | Long | Debt | CH | $1M | – | 0.03 |
| UBS GROUP AG SR UNSECURED 03/25 3.75 | Long | Debt | CH | $493K | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 01/34 VAR | Long | Debt | CH | $7M | – | 0.22 |
| UBS GROUP AG SR UNSECURED 144A 02/43 VAR | Long | Debt | CH | $999K | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $560K | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 08/28 VAR | Long | Debt | CH | $11M | – | 0.33 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $9M | – | 0.27 |
| UKG INC SR SECURED 144A 02/31 6.875 (ULTIMATE KRONOS GROUP INC) | Long | Debt | US | $1M | – | 0.03 |
| UKRAINE GOVERNMENT SR UNSECURED 144A 09/34 7.375 (UKRAINE GOVT) | Long | Debt | UA | $290K | – | 0.01 |
| UNICREDIT SPA SUBORDINATED 144A 04/34 VAR | Long | Debt | IT | $1M | – | 0.04 |
| UNIGEL 1L 144A PROXY (UNIGEL LUXEMBOURG SA) | Long | Debt | US | $1M | – | 0.03 |
| UNIGEL LUXEMBOURG SA COMPANY GUAR 144A 10/26 8.75 | Long | Debt | LU | $624K | – | 0.02 |
| UNION ELECTRIC CO 1ST MORTGAGE 01/54 5.25 (UNION ELECTRIC COMPANY) | Long | Debt | US | $5M | – | 0.14 |
| UNION ELECTRIC CO 1ST MORTGAGE 03/53 5.45 (UNION ELECTRIC COMPANY) | Long | Debt | US | $3M | – | 0.08 |
| UNION PACIFIC CORP SR UNSECURED 02/55 3.875 (UNION PACIFIC CORPORATION) | Long | Debt | US | $26K | – | 0.00 |
| UNITED AIR 2013 1 A PTT PASS THRU CE 02/27 4.3 (UNITED AIRLINES 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $36K | – | 0.00 |
| UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4 (UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $394K | – | 0.01 |
| UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45 (UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.09 |
| UNITED AIR 2016 1 AA PTT PASS THRU CE 01/30 3.1 (UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $367K | – | 0.01 |
| UNITED AIR 2019 1 A PTT PASS THRU CE 08/31 4.55 (UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.09 |
| UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15 (UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.05 |
| 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 | $5M | – | 0.14 |
| 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 | $2M | – | 0.06 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $11M | – | 0.33 |
| UNITEDHEALTH GROUP INC SR UNSECURED 02/63 6.05 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $316K | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/53 5.05 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $16M | – | 0.47 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/63 5.2 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $8M | – | 0.24 |
| UNITEDHEALTH GROUP INC SR UNSECURED 08/49 3.7 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $128K | – | 0.00 |
| UNITEDHEALTH GROUP INC SR UNSECURED 08/59 3.875 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $5M | – | 0.16 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/12 FIXED 4.858 (UNIVERSITY OF CALIFORNIA) | Long | Debt | US | $386K | – | 0.01 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 12/99 FIXED 4.767 (UNIVERSITY OF CALIFORNIA) | Long | Debt | US | $719K | – | 0.02 |
| UNIV OF TEXAS TX UNIV REVENUES UNIHGR 08/47 FIXED 3.354 (BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM) | Long | Debt | US | $34K | – | 0.00 |
| UNIV SOUTHERN CALIFORNIA SR UNSECURED 10/11 5.25 (UNIVERSITY OF SOUTHERN CALIFORNIA) | Long | Debt | US | $39K | – | 0.00 |
| UNIVERSITY OF PENNSYLVAN SR UNSECURED 09/12 4.674 (THE TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA) | Long | Debt | US | $618K | – | 0.02 |
| UNUM GROUP SR UNSECURED 12/49 4.5 | Long | Debt | US | $2M | – | 0.07 |
| UPMC SECURED 05/33 5.035 (UNIVERSITY OF PITTSBURGH MEDICAL CENTER (UPMC)) | Long | Debt | US | $1M | – | 0.03 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $1K | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $48K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-425K | – | -0.01 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-270.08 | – | -0.00 | |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $57M | – | 1.71 |
| US TREASURY N/B 02/42 2.375 (UNITED STATES GOVT) | Long | Debt | US | $27M | – | 0.81 |
| US TREASURY N/B 02/44 4.5 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 0.38 |
| US TREASURY N/B 02/45 2.5 (UNITED STATES GOVT) | Long | Debt | US | $27M | – | 0.82 |
| US TREASURY N/B 02/53 3.625 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 0.39 |
| US TREASURY N/B 02/54 4.25 (UNITED STATES GOVT) | Long | Debt | US | $53M | – | 1.58 |
| US TREASURY N/B 05/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $102M | – | 3.04 |
| US TREASURY N/B 05/47 3 (UNITED STATES GOVT) | Long | Debt | US | $25M | – | 0.74 |
| US TREASURY N/B 05/52 2.875 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.20 |
| US TREASURY N/B 05/54 4.625 (UNITED STATES GOVT) | Long | Debt | US | $108M | – | 3.20 |
| US TREASURY N/B 08/42 3.375 (UNITED STATES GOVT) | Long | Debt | US | $25M | – | 0.76 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $70M | – | 2.07 |
| US TREASURY N/B 08/44 3.125 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.20 |
| US TREASURY N/B 08/47 2.75 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 0.55 |
| US TREASURY N/B 08/48 3 (UNITED STATES GOVT) | Long | Debt | US | $122M | – | 3.63 |
| US TREASURY N/B 08/53 4.125 (UNITED STATES GOVT) | Long | Debt | US | $200K | – | 0.01 |
| US TREASURY N/B 11/41 2 (UNITED STATES GOVT) | Long | Debt | US | $98M | – | 2.92 |
| US TREASURY N/B 11/42 4 (UNITED STATES GOVT) | Long | Debt | US | $105M | – | 3.13 |
| US TREASURY N/B 11/47 2.75 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.11 |
| US TREASURY N/B 11/53 4.75 (UNITED STATES GOVT) | Long | Debt | US | $105M | – | 3.12 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $91K | – | 0.00 | |
| VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4 (VALE OVERSEAS LTD) | Long | Debt | KY | $3M | – | 0.10 |
| VALE OVERSEAS LIMITED COMPANY GUAR 11/39 6.875 (VALE OVERSEAS LTD) | Long | Debt | KY | $1M | – | 0.04 |
| VAR ENERGI ASA SR UNSECURED 144A 11/32 8 | Long | Debt | NO | $1M | – | 0.04 |
| VB S1 ISSUER LLC VBTOW 2020 2A A 144A (VERTICAL BRIDGE HOLDINGS LLC 2020-2A) | Long | ABS-other | US | $3M | – | 0.09 |
| VENTURE CDO LTD VENTR 2014 19A ARR 144A (VENTURE XIX CLO LTD 2014-19A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $2M | – | 0.07 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $1M | – | 0.03 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $5M | – | 0.14 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875 | Long | Debt | US | $1M | – | 0.03 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375 | Long | Debt | US | $208K | – | 0.01 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $47K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $13K | – | 0.00 | |
| VERIZON COMMUNICATIONS SR UNSECURED 09/41 2.85 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $5M | – | 0.14 |
| VERIZON COMMUNICATIONS SR UNSECURED 10/56 2.987 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $2M | – | 0.07 |
| VERIZON COMMUNICATIONS SR UNSECURED 11/50 2.875 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $2M | – | 0.06 |
| VERIZON COMMUNICATIONS SR UNSECURED 11/60 3 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $13M | – | 0.39 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 01/28 4.5 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $385K | – | 0.01 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $2M | – | 0.06 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $3M | – | 0.08 |
| VICI PROPERTIES LP SR UNSECURED 05/52 5.625 | Long | Debt | US | $2M | – | 0.05 |
| VIRGIN AUSTRALIA HOLDING COMPANY GUAR 144A 11/24 8.125 (VIRGIN AUSTRALIA HOLDINGS PTY LIMITED) | Long | Debt | AU | $6K | – | 0.00 |
| VIRGIN MEDIA SECURED FIN SR SECURED REGS 01/30 4.25 (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $2M | – | 0.07 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 01/54 5.35 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $3M | – | 0.08 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 09/47 3.8 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $223K | – | 0.01 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 11/51 2.95 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $6M | – | 0.18 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 12/50 2.45 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3 (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $2M | – | 0.06 |
| VISTRA ZERO OPRTNG COMPANY LLC TERM LOAN B (VISTRA ZERO OPERATING COMPANY LLC) | Long | Loan | US | $1M | – | 0.03 |
| VMWARE LLC SR UNSECURED 05/30 4.7 | Long | Debt | US | $2M | – | 0.06 |
| VMWARE LLC SR UNSECURED 08/27 3.9 | Long | Debt | US | $384K | – | 0.01 |
| VMWARE LLC SR UNSECURED 08/31 2.2 | Long | Debt | US | $5M | – | 0.14 |
| VODAFONE GROUP PLC JR SUBORDINA 06/81 VAR | Long | Debt | GB | $3M | – | 0.09 |
| VODAFONE GROUP PLC SR UNSECURED 06/64 5.875 | Long | Debt | GB | $6M | – | 0.19 |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | Derivative-credit | NL | $17K | – | 0.00 | |
| VOYA FINANCIAL INC COMPANY GUAR 01/48 VAR | Long | Debt | US | $436K | – | 0.01 |
| VOYA FINANCIAL INC COMPANY GUAR 07/43 5.7 | Long | Debt | US | $613K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2001 AR3 2A (WASHINGTON MUTUAL 2001-AR3) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A1A (WASHINGTON MUTUAL 2004-AR10) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| WAND NEWCO 3 INC 2024 TERM LOAN B (CALIBER COLLISION (WAND NEWCO 3 INC)) | Long | Loan | US | $2M | – | 0.05 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/52 5.141 | Long | Debt | US | $4M | – | 0.12 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/62 5.391 | Long | Debt | US | $9M | – | 0.26 |
| WASHINGTON GAS LIGHT CO SR UNSECURED 09/49 3.65 (WASHINGTON GAS LIGHT COMPANY) | Long | Debt | US | $661K | – | 0.02 |
| WASHINGTON ST CONVENTION CENTE WASFAC 07/40 FIXED 6.79 (WASHINGTON STATE CONVENTION CENTER PUBLIC FACILITIES DISTRICT) | Long | Debt | US | $1M | – | 0.03 |
| WASTE CONNECTIONS INC SR UNSECURED 01/33 4.2 (WASTE CONNECTIONS INC (AKA:PROGRESSIVE WASTE SOLUTIONS LTD)) | Long | Debt | CA | $4M | – | 0.12 |
| WEA FINANCE LLC/WESTFIEL COMPANY GUAR 144A 09/24 3.75 (WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC) | Long | Debt | US | $893K | – | 0.03 |
| WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $2M | 2M | 0.07 |
| WELLS FARGO + COMPANY PREFERRED STOCK 4.75 (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $2M | 99K | 0.06 |
| WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.19 |
| WELLS FARGO + COMPANY SR UNSECURED 03/33 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.17 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.12 |
| WELLS FARGO + COMPANY SR UNSECURED 04/41 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| WELLS FARGO + COMPANY SR UNSECURED 04/53 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $10M | – | 0.29 |
| WELLS FARGO + COMPANY SR UNSECURED 07/34 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $18M | – | 0.53 |
| WELLS FARGO + COMPANY SR UNSECURED 10/34 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| WELLS FARGO BANK NA SUBORDINATED 01/38 6.6 | Long | Debt | US | $4M | – | 0.12 |
| WELLTOWER OP LLC COMPANY GUAR 03/41 6.5 | Long | Debt | US | $999K | – | 0.03 |
| WELLTOWER OP LLC COMPANY GUAR 03/43 5.125 | Long | Debt | US | $726K | – | 0.02 |
| WELLTOWER OP LLC COMPANY GUAR 09/48 4.95 | Long | Debt | US | $3M | – | 0.08 |
| WEST VA HEALTH SYS OBL SECURED 06/50 3.129 (WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP) | Long | Debt | US | $529K | – | 0.02 |
| WESTERN MIDSTREAM OPERAT SR UNSECURED 03/48 5.3 (WESTERN MIDSTREAM OPERATING LP) | Long | Debt | US | $1M | – | 0.04 |
| WESTMORELAND COAL CO PIK TERM LOAN (WESTMORELAND MINING HOLDINGS LLC) | Long | Loan | US | $695K | – | 0.02 |
| WESTMORELAND MINING HOLDINGS L COMMON (WESTMORELAND MINING HOLDINGS LLC) | Long | Equity-common | US | $64K | 32K | 0.00 |
| WEYERHAEUSER CO SR UNSECURED 03/32 7.375 (WEYERHAEUSER COMPANY) | Long | Debt | US | $762K | – | 0.02 |
| WEYERHAEUSER CO SR UNSECURED 10/27 6.95 (WEYERHAEUSER COMPANY) | Long | Debt | US | $18M | – | 0.53 |
| WEYERHAEUSER CO SR UNSECURED 11/29 4 (WEYERHAEUSER COMPANY) | Long | Debt | US | $6M | – | 0.19 |
| WILLIAMS COMPANIES INC SR UNSECURED 09/45 5.1 (WILLIAMS COS INC) | Long | Debt | US | $361K | – | 0.01 |
| WILLIAMS COMPANIES INC SR UNSECURED 10/51 3.5 (WILLIAMS COS INC) | Long | Debt | US | $2M | – | 0.07 |
| WILLIS NORTH AMERICA INC COMPANY GUAR 05/33 5.35 | Long | Debt | US | $1M | – | 0.04 |
| WILLIS NORTH AMERICA INC COMPANY GUAR 09/49 3.875 | Long | Debt | US | $523K | – | 0.02 |
| WIND RIVER CLO LTD WINDR 2014 1A ARR 144A (WIND RIVER CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $632K | – | 0.02 |
| WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/25 3.65 (WOODSIDE FINANCE LIMITED) | Long | Debt | AU | $99K | – | 0.00 |
| WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/28 3.7 (WOODSIDE FINANCE LIMITED) | Long | Debt | AU | $1M | – | 0.03 |
| WOODSIDE FINANCE LTD COMPANY GUAR 144A 09/26 3.7 (WOODSIDE FINANCE LIMITED) | Long | Debt | AU | $1M | – | 0.04 |
| WORKDAY INC SR UNSECURED 04/32 3.8 | Long | Debt | US | $4M | – | 0.12 |
| WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625 (WYNN MACAU LIMITED) | Long | Debt | KY | $4M | – | 0.11 |
| WYNN MACAU LTD SR UNSECURED 144A 10/27 5.5 (WYNN MACAU LIMITED) | Long | Debt | KY | $5M | – | 0.14 |
| WYNN MACAU LTD SR UNSECURED REGS 10/27 5.5 (WYNN MACAU LIMITED) | Long | Debt | KY | $191K | – | 0.01 |
| XCEL ENERGY INC SR UNSECURED 09/41 4.8 | Long | Debt | US | $35K | – | 0.00 |
| YANGO JUSTICE INTL COMPANY GUAR REGS 02/25 7.5 (YANGO JUSTICE INTERNATIONAL LIMITED) | Long | Debt | HK | $2K | – | 0.00 |
| YARA INTERNATIONAL ASA SR UNSECURED 144A 06/28 4.75 | Long | Debt | NO | $1M | – | 0.03 |
| YARA INTERNATIONAL ASA SR UNSECURED 144A 06/30 3.148 | Long | Debt | NO | $87K | – | 0.00 |
| YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75 | Long | Debt | US | $600K | – | 0.02 |
| ZCS BRL 9.815 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-517K | – | -0.02 | |
| ZCS BRL 9.83243 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-466K | – | -0.01 | |
| ZCS BRL 9.8352 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-809K | – | -0.02 | |
| ZCS BRL 9.84208 03/12/24-01/04/27 CME | Derivative-interest rate | BR | $-114K | – | -0.00 | |
| ZIMMER BIOMET HOLDINGS SR UNSECURED 08/35 4.25 (ZIMMER BIOMET HOLDINGS INC) | Long | Debt | US | $179K | – | 0.01 |
| ZIMMER BIOMET HOLDINGS SR UNSECURED 08/45 4.45 (ZIMMER BIOMET HOLDINGS INC) | Long | Debt | US | $2M | – | 0.06 |
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.