PIMCOFUNDS > PIMCO ETF Trust
PIMCO Active Bond Exchange-Traded Fund
$3.94B
Avg Monthly Net Assets
$7.15B
Total Assets
$2.82B
Total Liabilities
$4.33B
Net Assets
PIMCO Active Bond Exchange-Traded Fund is an Exchange-Traded Fund in PIMCO ETF Trust
from PIMCOFUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $3.94B.
On August 28th, 2024 it reported 1,205 holdings, the largest
being UNITED STATES GOVT (6.7%), UMBS PASS THRU POOLS (4.2%) and FHLMC PASS THRU POOLS (3.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| PIMCO Active Bond Exchange-Traded Fund | C000102215 | XNYS | BOND |
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 |
|---|---|---|---|---|---|---|
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.22 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-997.92 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-40K | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-58K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-57K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-48K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-57K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-23K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-23K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-25K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 510 ASSETS BACKED TRUST FTAB 2021 NPL1 A1 144A (510 ASSET BACKED 2021-NPL1 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| 522 FUNDING CLO LTD MORGN 2018 3A AR 144A (522 FUNDING CLO I LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| AASET 2018 1 TRUST AASET 2018 1A A 144A (APOLLO AVIATION SECURITIZATION EQUITY TRUST 2018-1A) | Long | ABS-other | US | $982K | – | 0.02 |
| AASET 2021 2 TRUST AASET 2021 2A A 144A (APOLLO AVIATION SECURITIZATION EQUITY TRUST 2021-2A) | Long | ABS-other | US | $2M | – | 0.05 |
| ACE SECURITIES CORP. ACE 2006 HE4 A2D (ACE SECURITIES CORP 2006-HE4) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| ACHV ABS TRUST ACHV 2024 1PL A 144A (ACHV ABS TRUST 2024-1PL) | Long | ABS-other | US | $296K | – | 0.01 |
| ACREC 2021 FL1 LTD. ACREC 2021 FL1 A 144A (ACREC 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 3 M2 (AEGIS ASSET BACKED SECURITIES TR 2005-3) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/28 3.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $2M | – | 0.05 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/29 5.1 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $3M | – | 0.06 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $7M | – | 0.17 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $2M | – | 0.06 |
| AES CORPORATION SNR S* ICE | Derivative-credit | US | $294K | – | 0.01 | |
| AGL CLO 6 LTD AGL 2020 6A AR 144A (AGL CLO 6 LTD 2020-6A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.10 |
| 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 | $592K | – | 0.01 |
| AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25 (AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST) | Long | Debt | CA | $2M | – | 0.04 |
| AIR CANADA SR SECURED 144A 08/26 3.875 | Long | Debt | CA | $952K | – | 0.02 |
| AIRCASTLE LTD SR UNSECURED 06/26 4.25 (AIRCASTLE LIMITED) | Long | Debt | BM | $780K | – | 0.02 |
| AIRCASTLE LTD SR UNSECURED 144A 02/29 5.95 (AIRCASTLE LIMITED) | Long | Debt | BM | $5M | – | 0.12 |
| AJAX MORTGAGE LOAN TRUST AJAXM 2020 B A1 144A (AJAX MORTGAGE LOAN TRUST 2020-B) | Long | ABS-mortgage backed security | US | $807K | – | 0.02 |
| ALESCO PREFERRED FUNDING LTD ALESC 11A A1A 144A (ALESCO PREFERRED FUNDING LTD 11A) | Long | ABS-collateralized bond/debt obligation | KY | $288K | – | 0.01 |
| ALESCO PREFERRED FUNDING LTD ALESC 17A A1 144A (ALESCO PREFERRED FUNDING XVII LTD 17A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| ALLY FINANCIAL INC SR UNSECURED 01/30 VAR | Long | Debt | US | $3M | – | 0.07 |
| AMER AGCREDIT ACA JR SUBORDINA 144A VAR (AMERICAN AGCREDIT CORPORATION) | Long | Equity-preferred | US | $4M | 4M | 0.09 |
| 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 | $2M | – | 0.05 |
| AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7 (AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.03 |
| 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 | $7M | – | 0.16 |
| AMERICAN AIRLINES, INC. 2021 TERM LOAN (AADVANTAGE LOYALTY IP LTD) | Long | Loan | KY | $3M | – | 0.07 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $595K | – | 0.01 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $2M | – | 0.05 |
| AMERICAN EXPRESS CO SR UNSECURED 10/26 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 3 11A1 (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| AMERICAN HOMES 4 RENT SR UNSECURED 02/28 4.25 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $3M | – | 0.06 |
| AMERICAN TOWER CORP SR UNSECURED 03/27 3.65 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $3M | – | 0.07 |
| AMERICAN TOWER CORP SR UNSECURED 11/28 5.8 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $2M | – | 0.04 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2003 AR3 M4 (AMERIQUEST MTGE SEC 2003-AR3) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A (ANCHORAGE CAPITAL CLO 28 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.21 |
| ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5 (ANTARES HOLDINGS LP) | Long | Debt | US | $985K | – | 0.02 |
| ANTARES HOLDINGS SR UNSECURED 144A 07/26 3.95 (ANTARES HOLDINGS LP) | Long | Debt | US | $946K | – | 0.02 |
| ANTARES HOLDINGS SR UNSECURED 144A 07/27 3.75 (ANTARES HOLDINGS LP) | Long | Debt | US | $3M | – | 0.08 |
| APEX CREDIT CLO LLC APEXC 2024 1A A1 144A (APEX CREDIT CLO 2024-1A LTD) | Long | ABS-collateralized bond/debt obligation | BM | $5M | – | 0.11 |
| APIDOS CLO LTD APID 2013 12A AR 144A (APIDOS CDO 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| APIDOS CLO LTD APID 2015 20A A1RA 144A (APIDOS CLO XX 2015-20A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.08 |
| APL FINANCE LLC ASHPL 2023 1A A 144A (APL FINANCE 2023-1 DESIGNATED ACTIVITY COMPANY) | Long | ABS-other | US | $8M | – | 0.18 |
| ARES CAPITAL CORP SR UNSECURED 03/29 5.875 (ARES CAPITAL CORPORATION) | Long | Debt | US | $3M | – | 0.07 |
| ARES CAPITAL CORP SR UNSECURED 07/25 3.25 (ARES CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.04 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.16 |
| ARES MANAGEMENT CORP COMPANY GUAR 11/28 6.375 (ARES MANAGEMENT CORPORATION) | Long | Debt | US | $6M | – | 0.14 |
| ARGENT SECURITIES INC. ARSI 2005 W5 A2C (ARGENT SECURITIES INC 2005-W5) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| ARGENT SECURITIES INC. ARSI 2006 W1 A2C (ARGENT SECURITIES INC 2006-W1) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A (ASCENT EDUCATION FUNDING TRUST 2024-A) | Long | ABS-other | US | $665K | – | 0.02 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 04/34 5.8 | Long | Debt | US | $3M | – | 0.07 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 11/29 4.25 | Long | Debt | US | $2M | – | 0.04 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $994K | – | 0.02 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT1 A3D (ASSET BACKED FUNDING CERT 2006-OPT1) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2 (ASSET BACKED FUNDING CERT 2006-OPT2) | Long | ABS-mortgage backed security | US | $975K | – | 0.02 |
| ASSET BACKED SECURITIES CORP H ABSHE 2002 HE2 B (ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2002-HE2) | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE2 M1 (ASSET BACKED SEC HOME EQTY LN 2004-HE2) | Long | ABS-mortgage backed security | US | $650K | – | 0.02 |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 (ASSET BACKED SEC HOME EQTY LN 2004-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE8 M3 (ASSET BACKED SEC CORP HOME EQ 2005-HE8) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| ATHENE GLOBAL FUNDING SECURED 144A 02/26 5.684 | Long | Debt | US | $8M | – | 0.18 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516 | Long | Debt | US | $2M | – | 0.05 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2017 8A A 144A (ATLAS SENIOR LOAN FUND LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2018 12A A1 144A (ATLAS SENIOR LOAN FUND LTD 2018-12A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 10/28 6.75 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $5M | – | 0.12 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 3A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2023-3A) | Long | ABS-other | US | $5M | – | 0.12 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC) | Long | ABS-other | US | $8M | – | 0.18 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 03/29 5.75 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $3M | – | 0.07 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/26 4.25 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $2M | – | 0.04 |
| AVOLON TLB BORROWER 1 US LLC 2023 TERM LOAN B6 (AVOLON TLB BORROWER 1 (US) LLC) | Long | Loan | US | $1M | – | 0.03 |
| BACARDI LTD COMPANY GUAR 144A 05/38 5.15 (BACARDI LIMITED) | Long | Debt | BM | $1M | – | 0.03 |
| BALLYROCK LTD BALLY 2021 16A A1 144A (BALLYROCK CLO 16 LTD 2021-16A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.14 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2015 R2 1A2 144A (BANC OF AMERICA FUNDING TRUST 2015-R2) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/29 5.381 (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $6M | – | 0.14 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 09/28 VAR (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $816K | – | 0.02 |
| BANCO SANTANDER SA SR UNSECURED 03/31 2.958 | Long | Debt | ES | $2M | – | 0.04 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $8M | – | 0.19 |
| BANK OF AMERICA CORP SR UNSECURED 04/34 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $7M | – | 0.16 |
| BANK OF AMERICA CORP SR UNSECURED 07/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.09 |
| BANK OF AMERICA CORP SR UNSECURED 09/34 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $15M | – | 0.36 |
| BANK OF AMERICA CORP SR UNSECURED 11/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.04 |
| BANK5 BANK5 2024 5YR7 A2 (BANK5 2024-5YR7) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| BANK5 BANK5 2024 5YR7 A3 (BANK5 2024-5YR7) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 C2 A5 (BBCMS MORTGAGE TRUST 2018-C2) | Long | ABS-mortgage backed security | US | $960K | – | 0.02 |
| BARCLAYS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $8M | – | 0.17 |
| BARCLAYS PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $7M | – | 0.17 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $6M | – | 0.13 |
| BAT INTL FINANCE PLC COMPANY GUAR 02/29 5.931 (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $1M | – | 0.02 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $1M | – | 0.02 |
| BCAP LLC TRUST BCAP 2007 AA3 2A1B (BCAP LLC TRUST 2007-AA3) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BEAR STEARNS ALT A TRUST BALTA 2004 3 A1 (BEAR STEARNS ALT-A TRUST 2004-3) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE10 M1 (BEAR STEARNS ABS INC 2004-HE10) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE2 M1 (BEAR STEARNS ABS SEC INC 2004-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ1 M3 (BEAR STEARNS ASSETBACKED SEC 2005-A) | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE9 1A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE9) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| BENCHMARK MORTGAGE TRUST BMARK 2023 V4 A3 (BENCHMARK 2023-V4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A (BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.15 |
| BGC GROUP INC SR UNSECURED 10/24 3.75 | Long | Debt | US | $3M | – | 0.08 |
| BGC GROUP INC SR UNSECURED 144A 06/29 6.6 | Long | Debt | US | $3M | – | 0.06 |
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A (BGCLO 19A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.19 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 08/28 1.625 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $3M | – | 0.06 |
| BLUE OWL CAPITAL CORP SR UNSECURED 03/25 4 (BLUE OWL CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.04 |
| BLUE OWL CAPITAL CORP SR UNSECURED 03/29 5.95 (BLUE OWL CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 02/32 4.375 | Long | Debt | US | $2M | – | 0.04 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 06/31 3.125 | Long | Debt | US | $1M | – | 0.03 |
| BLUE RIDGE RE LTD UNSECURED 144A 01/31 VAR | Long | Debt | BM | $2M | – | 0.05 |
| BLUE RIDGE RE LTD UNSECURED 144A 01/31 VAR | Long | Debt | BM | $2M | – | 0.05 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| BNP PARIBAS 144A 01/28 VAR | Long | Debt | FR | $7M | – | 0.16 |
| BNP PARIBAS 144A 09/28 VAR | Long | Debt | FR | $3M | – | 0.07 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $2M | – | 0.04 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $159K | – | 0.00 |
| BNP PARIBAS SR UNSECURED 144A 09/29 VAR | Long | Debt | FR | $698K | – | 0.02 |
| BOEING CO SR UNSECURED 02/31 3.625 (BOEING CO/THE) | Long | Debt | US | $3M | – | 0.06 |
| BOEING CO SR UNSECURED 144A 05/27 6.259 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.03 |
| BOEING CO SR UNSECURED 144A 05/29 6.298 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.04 |
| BOEING CO SR UNSECURED 144A 05/31 6.388 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.03 |
| BOEING CO SR UNSECURED 144A 05/34 6.528 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.03 |
| BOEING CO SR UNSECURED 144A 05/54 6.858 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.04 |
| BOEING CO SR UNSECURED 144A 05/64 7.008 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.02 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $8K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $5K | – | 0.00 | |
| BOWDOIN COLLEGE SR UNSECURED 07/12 4.693 | Long | Debt | US | $3M | – | 0.07 |
| BPCE SA 144A 01/30 VAR | Long | Debt | FR | $5M | – | 0.12 |
| BPCE SA SR UNSECURED 144A 01/27 VAR | Long | Debt | FR | $4M | – | 0.09 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 03/28 8.05 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $104K | – | 0.00 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 11/27 3.95 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $272K | – | 0.01 |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | Derivative-credit | GB | $4K | – | 0.00 | |
| BRIXMOR OPERATING PART SR UNSECURED 07/30 4.05 (BRIXMOR OPERATING PARTNERSHIP LP) | Long | Debt | US | $2M | – | 0.04 |
| BROADCOM INC 2023 TERM LOAN A3 | Long | Loan | US | $9M | – | 0.20 |
| BROADCOM INC COMPANY GUAR 144A 02/31 2.45 | Long | Debt | US | $8M | – | 0.19 |
| BROADCOM INC SR UNSECURED 144A 04/29 4 | Long | Debt | US | $2M | – | 0.04 |
| BROADCOM INC SR UNSECURED 144A 04/32 4.15 | Long | Debt | US | $2M | – | 0.04 |
| BROADCOM INC SR UNSECURED 144A 04/34 3.469 | Long | Debt | US | $426K | – | 0.01 |
| BROADCOM INC SR UNSECURED 144A 05/37 4.926 | Long | Debt | US | $2M | – | 0.04 |
| BROOKFIELD FINANCE INC COMPANY GUAR 01/34 6.35 | Long | Debt | CA | $6M | – | 0.13 |
| BSPRT ISSUER, LTD. BSPRT 2021 FL7 A 144A (BSPRT 2021-FL7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.10 |
| BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A (BSPRT 2022-FL9 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.09 |
| BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A (BWAY MORTGAGE TRUST 2021-1450) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| BX TRUST BX 2021 21M A 144A (BX COMMERCIAL MORTGAGE TRUST 2021-21M) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BX TRUST BX 2022 LP2 A 144A (BX COMMERCIAL MORTGAGE TRUST 2022-LP2) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| BXMT LTD BXMT 2020 FL3 A 144A (BXMT 2020-FL3 LTD) | Long | ABS-mortgage backed security | KY | $6M | – | 0.13 |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $5M | – | 0.11 |
| CAIXABANK SA SR UNSECURED 144A 06/35 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $802K | – | 0.02 |
| CALIFORNIA INSTITUTE OF UNSECURED 09/16 4.283 (CALIFORNIA INSTITUTE OF TECHNOLOGY) | Long | Debt | US | $2M | – | 0.05 |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | Long | Debt | US | $7M | – | 0.15 |
| CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR | Long | Debt | BM | $2M | – | 0.05 |
| CAPITAL AUTOMOTIVE REIT CAUTO 2023 1A A1 144A (CAPITAL AUTOMOTIVE REIT 2023-1A) | Long | ABS-other | US | $5M | – | 0.11 |
| CAPITAL FARM CREDIT ACA JR SUBORDINA 144A 12/99 VAR | Long | Equity-preferred | US | $3M | 3M | 0.08 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 10/27 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5 (CARLYLE FINANCE SUBSIDIARY LLC) | Long | Debt | US | $1M | – | 0.03 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M5 (CARRINGTON MORTGAGE LN TR 2005-OPT2) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 FRE2 A3 (CARRINGTON MTGE LOAN TRUST 2006-FRE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 (CARRINGTON MTGE LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| CARVANA AUTO RECEIVABLES 08/27 5.96 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $2M | – | 0.05 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N1) | Long | ABS-other | US | $2M | – | 0.04 |
| CASTLELAKE AIRCRAFT STRUCTURED CLAST 2018 1 A 144A (CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1) | Long | ABS-other | US | $283K | – | 0.01 |
| CASTLELAKE LP FIRST LIEN TERM LOAN (ALT-2 STRUCTURED TRUST) | Long | Loan | US | $5M | – | 0.11 |
| CBAM CLO MANAGEMENT CBAM 2018 5A A 144A (CBAM 2018-5 LTD 5A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| CEDAR FUNDING LTD CEDF 2018 7A A1 144A (CEDAR FUNDING VII CLO LTD 2018-7A) | Long | ABS-collateralized bond/debt obligation | KY | $968K | – | 0.02 |
| CEDAR FUNDING LTD CEDF 2018 9A A1 144A (CEDAR FUNDING IX CLO LTD 2018-9A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.14 |
| CENTENE CORP SR UNSECURED 10/30 3 (CENTENE CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| CHARTER COMM OPT LLC/CAP SR SECURED 03/29 5.05 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.04 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/31 2.8 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.04 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A4 (CHASE MORTGAGE FINANCE CORP 2006-S1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| CHASEFLEX TRUST CFLX 2007 1 1A3 (CHASEFLEX TRUST 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CHENIERE ENERGY INC SR UNSECURED 144A 04/34 5.65 | Long | Debt | US | $3M | – | 0.07 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 01/32 3.25 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $2M | – | 0.04 |
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A2 144A (CHESAPEAKE FUNDING II LLC 2024-1A) | Long | ABS-other | US | $5M | – | 0.11 |
| CHOICE HOTELS INTL INC SR UNSECURED 01/31 3.7 (CHOICE HOTELS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.04 |
| CHOICE HOTELS INTL INC SR UNSECURED 12/29 3.7 (CHOICE HOTELS INTERNATIONAL INC) | Long | Debt | US | $3M | – | 0.08 |
| CI FINANCIAL CORP SR UNSECURED 12/30 3.2 | Long | Debt | CA | $789K | – | 0.02 |
| CIM TRUST CIM 2023 R2 A1 144A (CIM TRUST 2023-R2) | Long | ABS-mortgage backed security | US | $12M | – | 0.28 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC33 A4 (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC33) | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| CITIGROUP INC SR UNSECURED 03/33 VAR | Long | Debt | US | $4M | – | 0.09 |
| CITIGROUP INC SR UNSECURED 04/29 VAR | Long | Debt | US | $3M | – | 0.07 |
| CITIGROUP INC SR UNSECURED 06/31 VAR | Long | Debt | US | $9M | – | 0.20 |
| CITIGROUP INC SR UNSECURED 11/30 VAR | Long | Debt | US | $4M | – | 0.10 |
| CITIGROUP INC SR UNSECURED 11/33 VAR | Long | Debt | US | $7M | – | 0.17 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 NCM2 2CB1 (CITIGROUP MORTGAGE LOAN TR 2004-NCM2) | Long | ABS-mortgage backed security | US | $951K | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 12 2A1 144A (CITIGROUP MTGE LOAN TRUST INC 2005-12) | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE4 M2 (CMLTI 2005-HE4) | Long | ABS-mortgage backed security | US | $353K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR6 2A2 (CITIGROUP MTGE LOAN TR INC 2006-AR6) | Long | ABS-mortgage backed security | US | $406K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B (CITIGROUP MTGE LOAN TR INC 2006-NC2) | Long | ABS-mortgage backed security | US | $803K | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A2D (CITIGROUP MORTGAGE LOAN TR 2006-WF2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH1 M6 (CITIGROUP MTGE LOAN TR INC 2006-WFH1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| CLAREMONT MCKENNA UNSECURED 01/22 3.775 (CLAREMONT MCKENNA COLLEGE (CMC)) | Long | Debt | US | $2M | – | 0.04 |
| COBANK ACB JR SUBORDINA 12/99 VAR (COBANK ACB (AKA: COBANK AB)) | Long | Equity-preferred | US | $10M | 10M | 0.24 |
| COBANK ACB JR SUBORDINA 12/99 VAR (COBANK ACB (AKA: COBANK AB)) | Long | Equity-preferred | US | $1M | 2M | 0.03 |
| COLT FUNDING LLC COLT 2022 8 A1 144A (COLT 2022-8 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COMM MORTGAGE TRUST COMM 2016 667M A 144A (COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COMM MORTGAGE TRUST COMM 2021 2400 A 144A (COMM 2021-2400 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| CONSTELLATION INSURC INC SR UNSECURED 144A 01/30 6.8 (CONSTELLATION INSURANCE INC) | Long | Debt | US | $3M | – | 0.07 |
| COREBRIDGE FINANCIAL INC SR UNSECURED 01/34 5.75 | Long | Debt | US | $2M | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 20CB 1A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-20CB) | Long | ABS-mortgage backed security | US | $296K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 20CB 2A7 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-20CB) | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 28CB 1A4 (COUNTRYWIDE ALTERNATIVE LN TR 2005-28CB) | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 2A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB) | Long | ABS-mortgage backed security | US | $463K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 85CB 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-85CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 9T1 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-9T1) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 AL1 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-AL1) | Long | ABS-mortgage backed security | US | $392K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 20 2A4 (COUNTRYWIDE ASSET BACKED CERTS 2006-20) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-22) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-23) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-9) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| COUNTRYWIDE HOME LOANS CWHL 2005 7 1A1 (COUNTRYWIDE HOME LOANS 2005-7) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HY10 3A1A (COUNTRYWIDE HOME LOANS 2005-HY10) | Long | ABS-mortgage backed security | US | $402K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB1 1A1 (CHL MORTGAGE PASS-THROUGH TRUST 2006-HYB1 2006-HYB1) | Long | ABS-mortgage backed security | US | $423K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2006 R1 AF1 144A (REPERFORMING LOAN REMIC TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $890K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1 (COUNTRYWIDE HOME LOANS 2007-HY7) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 28 1A1 (CS FIRST BOSTON MORTGAGE SEC 2001-28) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR7 2A1 (CS FIRST BOSTON MTGE SEC CORP 2004-AR7) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 2 3A9 (CREDIT SUISSE MORTGAGE CAP CERT 2007-2) | Long | ABS-mortgage backed security | US | $328K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1 (CREDIT SUISSE MORTGAGE CAP CERT 2007-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2008 2R 1A1 144A (CREDIT SUISSE MORTGAGE TRUST 2008-2R) | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL3 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL3) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL5 A1 144A (CSMC 2020-RPL5 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A (CSMC 2021-ADV TRUST) | Long | ABS-mortgage backed security | US | $911K | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A (CSMC TRUST 2021-RPL4) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A (CSMC 2021-RPL7 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL9 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2021-RPL9) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CROWN CASTLE INC SR UNSECURED 11/29 3.1 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.05 |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $216K | – | 0.00 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $24K | – | 0.00 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $744K | – | 0.02 |
| CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $24K | – | 0.00 |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $60K | – | 0.00 |
| DAIMLER TRUCKS RETAIL TRUST DTRT 2022 1 A4 (DAIMLER TRUCKS RETAIL TRUST 2022-1) | Long | ABS-other | US | $2M | – | 0.06 |
| DELL INT LLC / EMC CORP COMPANY GUAR 02/28 5.25 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $2M | – | 0.03 |
| DELL INT LLC / EMC CORP COMPANY GUAR 02/33 5.75 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $2M | – | 0.04 |
| DELL INT LLC / EMC CORP SR UNSECURED 10/29 5.3 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $4M | – | 0.10 |
| DELTA AIR LINES 2020 AA PASS THRU CE 12/29 2 (DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $969K | – | 0.02 |
| DELTA AIR LINES INC SR UNSECURED 10/29 3.75 | Long | Debt | US | $3M | – | 0.07 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/25 4.5 (DELTA AIR LINES INC / SKYMILES IP LTD) | Long | Debt | US | $1M | – | 0.03 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75 (DELTA AIR LINES INC / SKYMILES IP LTD) | Long | Debt | US | $2M | – | 0.05 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB1 A1A (DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB1) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB1 A1C (DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB1) | Long | ABS-mortgage backed security | US | $985K | – | 0.02 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR1 A5 (DEUTSCHE ALT-A SECURITIES INC 2007-AR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| DEUTSCHE BANK NY 01/28 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $6M | – | 0.14 |
| DEUTSCHE BANK NY 01/29 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $3M | – | 0.06 |
| DEUTSCHE BANK NY 02/28 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $1M | – | 0.03 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.05 |
| DEUTSCHE BANK NY 11/27 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $4M | – | 0.10 |
| DEUTSCHE BANK NY 11/29 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.04 |
| DEVON ENERGY CORPORATION SNR S* ICE | Derivative-credit | US | $27K | – | 0.00 | |
| DEVON ENERGY CORPORATION SNR S* ICE | Derivative-credit | US | $15K | – | 0.00 | |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A (DIAMETER CAPITAL CLO 2024-6A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.21 |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A (DIAMOND INFRASTRUCTURE FUNDING LLC 2021 1A) | Long | ABS-other | US | $542K | – | 0.01 |
| DIAMOND ISSUER LLC SHINE 2021 1A A 144A (DIAMOND ISSUER 2021-1A) | Long | ABS-other | US | $2M | – | 0.04 |
| DISCOVER FINANCIAL SVS SR UNSECURED 11/34 VAR (DISCOVER FINANCIAL SERVICES) | Long | Debt | US | $2M | – | 0.05 |
| DISCOVERY COMMUNICATIONS COMPANY GUAR 09/55 4 (DISCOVERY COMMUNICATIONS LLC) | Long | Debt | US | $194K | – | 0.00 |
| DOC DR LLC COMPANY GUAR 03/27 4.3 | Long | Debt | US | $2M | – | 0.05 |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 (DOCTORS CO/THE) | Long | Debt | US | $6M | – | 0.14 |
| DRYDEN SENIOR LOAN FUND DRSLF 2014 36A AR3 144A (DRYDEN 36 SENIOR LOAN FUND 2014-36A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.11 |
| DRYDEN SENIOR LOAN FUND DRSLF 2015 38A ARR 144A (DRYDEN 38 SENIOR LOAN FUND 2015-38A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.11 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 47A A1R 144A (DRYDEN 47 SENIOR LOAN FUND 2017-47A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.10 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2020 3A A1B 144A (ECMC GROUP STUDENT LOAN TRUST 2020-3A) | Long | ABS-other | US | $3M | – | 0.06 |
| EL PASO NATURAL GAS COMPANY GUAR 144A 02/32 3.5 (EL PASO NATURAL GAS CO.) | Long | Debt | US | $1M | – | 0.03 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/34 5.95 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $4M | – | 0.09 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $4M | – | 0.09 |
| ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A (ELMWOOD CLO VII LTD 2020-4A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| EMC MORTGAGE LOAN TRUST EMCM 2003 A A1 144A (EMCM MORTGAGE LOAN TRUST 2003-A) | Long | ABS-mortgage backed security | US | $926K | – | 0.02 |
| ENBRIDGE INC COMPANY GUAR 11/30 6.2 | Long | Debt | CA | $2M | – | 0.05 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 10/32 7.5 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $2M | – | 0.05 |
| ENERGY TRANSFER LP SNR S* ICE | Derivative-credit | US | $11K | – | 0.00 | |
| ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $3M | 3M | 0.07 |
| ENERGY TRANSFER LP SR UNSECURED 02/28 5.55 | Long | Debt | US | $3M | – | 0.06 |
| ENERGY TRANSFER LP SR UNSECURED 06/48 6 | Long | Debt | US | $5M | – | 0.11 |
| ENERGY TRANSFER LP SR UNSECURED 07/29 5.25 | Long | Debt | US | $11M | – | 0.26 |
| EQUITABLE HOLDINGS INC SR UNSECURED 01/33 5.594 | Long | Debt | US | $1M | – | 0.02 |
| EQUS 2021 EQAZ MORTGAGE TRUST EQUS 2021 EQAZ A 144A (EQUS 2021-EQAZ MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| ESSENT GROUP LTD SR UNSECURED 07/29 6.25 | Long | Debt | BM | $2M | – | 0.05 |
| ESSEX PORTFOLIO LP COMPANY GUAR 04/34 5.5 | Long | Debt | US | $1M | – | 0.03 |
| EVERSOURCE ENERGY SR UNSECURED 02/29 5.95 | Long | Debt | US | $4M | – | 0.10 |
| EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25 | Long | Debt | US | $2M | – | 0.05 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 01/31 5.9 | Long | Debt | US | $2M | – | 0.05 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 02/34 5.4 | Long | Debt | US | $1M | – | 0.03 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 08/32 5.625 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $2M | – | 0.05 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 03/54 6.35 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $2M | – | 0.05 |
| FANNIE MAE FNR 2001 14 Z (FANNIE MAE 2001-14) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE FNR 2004 59 BG (FANNIE MAE REMICS 2004-59) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2005 120 PB (FANNIE MAE 2005-120) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE FNR 2005 120 WS (FANNIE MAE 2005-120) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FANNIE MAE FNR 2005 97 DZ (FANNIE MAE-2005-97) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FANNIE MAE FNR 2006 22 AO (FANNIE MAE 2006-22) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE FNR 2006 34 SK (FANNIE MAE REMICS 2006-34) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FANNIE MAE FNR 2006 50 JO (FANNIE MAE-2006-50) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2006 58 PO (FANNIE MAE-2006-58) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2007 55 PO (FANNIE MAE REMICS 2007-55) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2007 72 B (FANNIE MAE REMICS 2007-72) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FANNIE MAE FNR 2007 93 ZB (FANNIE MAE REMICS 2007-93) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FANNIE MAE FNR 2010 35 SB (FANNIE MAE 2010-35) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2010 9 GO (FANNIE MAE REMICS 2010-9) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE FNR 2010 9 KD (FANNIE MAE REMICS 2010-9) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2011 17 PG (FANNIE MAE REMICS 2011-17) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2012 102 HS (FANNIE MAE REMICS 2012-102) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FANNIE MAE FNR 2012 55 GS (FANNIE MAE REMICS 2012-55) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FANNIE MAE FNR 2012 58 KB (FANNIE MAE REMICS 2012-58) | Long | ABS-mortgage backed security | US | $431K | – | 0.01 |
| FANNIE MAE FNR 2013 18 MZ (FANNIE MAE REMICS 2013-18) | Long | ABS-mortgage backed security | US | $632.71 | – | 0.00 |
| FANNIE MAE FNR 2013 6 BZ (FANNIE MAE REMICS 2013-6) | Long | ABS-mortgage backed security | US | $112.67 | – | 0.00 |
| FANNIE MAE FNR 2013 6 JZ (FANNIE MAE REMICS 2013-6) | Long | ABS-mortgage backed security | US | $31.16 | – | 0.00 |
| FANNIEMAE STRIP FNS 314 1 (FANNIE MAE INTEREST STRIP 314) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $4M | 4M | 0.10 |
| FARMERS INS EXCH SUBORDINATED 144A 11/57 VAR (FARMERS INSURANCE EXCHANGE) | Long | Debt | US | $1M | – | 0.03 |
| FED HM LN PC POOL 1G2603 FH 10/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $321.04 | – | 0.00 |
| FED HM LN PC POOL 1K0030 FH 07/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 789262 FH 12/31 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FED HM LN PC POOL A14706 FG 10/33 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL A55007 FG 11/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL A90710 FG 01/40 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| FED HM LN PC POOL A92415 FG 06/40 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FED HM LN PC POOL A92791 FG 07/40 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FED HM LN PC POOL A94185 FG 10/40 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A94251 FG 10/40 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL A94576 FG 10/40 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $166.78 | – | 0.00 |
| FED HM LN PC POOL C03449 FG 03/40 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132.79 | – | 0.00 |
| FED HM LN PC POOL C03598 FG 11/40 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $394.08 | – | 0.00 |
| FED HM LN PC POOL C90913 FG 08/25 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL C91020 FG 03/27 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL C91026 FG 04/27 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL C91030 FG 05/27 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL C91033 FG 06/27 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL C91115 FG 11/27 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL C91128 FG 12/27 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL C91148 FG 01/28 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL C91168 FG 04/28 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL C91176 FG 05/28 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL C91187 FG 06/28 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL C91195 FG 07/28 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL C91206 FG 08/28 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL C91223 FG 12/28 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $265.06 | – | 0.00 |
| FED HM LN PC POOL D58261 FG 01/25 FIXED 9.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL D97896 FG 12/27 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL D97897 FG 12/27 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G06506 FG 12/40 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $246.54 | – | 0.00 |
| FED HM LN PC POOL G08421 FG 10/40 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $523.17 | – | 0.00 |
| FED HM LN PC POOL G08877 FG 05/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| FED HM LN PC POOL G08882 FG 06/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $827K | – | 0.02 |
| FED HM LN PC POOL G30399 FG 06/28 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G30463 FG 12/28 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $232.45 | – | 0.00 |
| FED HM LN PC POOL H00790 FG 05/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL H10170 FG 07/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL H10235 FG 10/37 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FED HM LN PC POOL J39776 FG 10/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FED HM LN PC POOL K00042 FG 07/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL L10157 FG 01/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $458K | – | 0.01 |
| FED HM LN PC POOL L10219 FG 01/34 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL L10224 FG 12/34 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FED HM LN PC POOL N31019 FG 09/33 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FED HM LN PC POOL N31025 FG 09/33 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL N31079 FG 02/34 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL N31271 FG 01/36 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FED HM LN PC POOL N31311 FG 08/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL N31313 FG 09/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL N31417 FG 07/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL N31421 FG 07/37 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL N31455 FG 10/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL N31476 FG 12/37 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL N31485 FG 02/38 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FED HM LN PC POOL N31490 FG 01/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FED HM LN PC POOL N31493 FG 02/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL N31497 FG 05/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL P00061 FG 08/34 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL P51240 FG 01/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL P51310 FG 08/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL Q00387 FG 04/41 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FED HM LN PC POOL Q01045 FG 05/41 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $471K | – | 0.01 |
| FED HM LN PC POOL Q02208 FG 07/41 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FED HM LN PC POOL Q02265 FG 07/41 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FED HM LN PC POOL Q02904 FG 08/41 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FED HM LN PC POOL Q03745 FG 10/41 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| FED HM LN PC POOL Q03759 FG 10/41 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $652.34 | – | 0.00 |
| FED HM LN PC POOL Q04911 FG 12/41 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL Q07046 FG 03/42 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL Q14520 FG 01/43 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $349.65 | – | 0.00 |
| FED HM LN PC POOL Q17134 FG 04/43 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL Q22511 FG 10/43 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| FED HM LN PC POOL Q26755 FG 06/44 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $655K | – | 0.02 |
| FED HM LN PC POOL Q28306 FG 09/44 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $405K | – | 0.01 |
| FED HM LN PC POOL Q29869 FG 11/44 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| FED HM LN PC POOL Q30148 FG 12/44 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $605K | – | 0.01 |
| FED HM LN PC POOL Q31067 FG 02/45 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $595K | – | 0.01 |
| FED HM LN PC POOL Q31068 FG 02/45 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FED HM LN PC POOL Q31130 FG 02/45 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $773K | – | 0.02 |
| FED HM LN PC POOL Q35222 FG 08/45 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FED HM LN PC POOL Q45705 FG 01/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $944K | – | 0.02 |
| FED HM LN PC POOL QF0220 FR 09/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22M | – | 0.50 |
| FED HM LN PC POOL QH6111 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.26 |
| FED HM LN PC POOL QH9774 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $877K | – | 0.02 |
| FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FED HM LN PC POOL SD8286 FR 01/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FED HM LN PC POOL SD8328 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.28 |
| FED HM LN PC POOL SD8329 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.46 |
| FED HM LN PC POOL SD8340 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55M | – | 1.28 |
| FED HM LN PC POOL SD8342 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64M | – | 1.48 |
| FED HM LN PC POOL SD8347 FR 08/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29M | – | 0.66 |
| FED HM LN PC POOL SD8349 FR 08/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45M | – | 1.04 |
| FED HM LN PC POOL SD8361 FR 09/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37M | – | 0.87 |
| FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33M | – | 0.77 |
| FED HM LN PC POOL SD8366 FR 10/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $171M | – | 3.94 |
| FED HM LN PC POOL SD8367 FR 10/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80M | – | 1.85 |
| FED HM LN PC POOL SD8384 FR 12/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 0.55 |
| FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33M | – | 0.76 |
| FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145M | – | 3.34 |
| FED HM LN PC POOL SD8402 FR 02/54 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.46 |
| FED HM LN PC POOL SD8422 FR 04/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| FED HM LN PC POOL SD8428 FR 05/54 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FED HM LN PC POOL T65213 FG 04/44 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FED HM LN PC POOL T65234 FG 08/44 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL T65247 FG 10/44 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FED HM LN PC POOL U60610 FG 05/41 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FED HM LN PC POOL ZA6388 FR 02/49 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $800K | – | 0.02 |
| FED HM LN PC POOL ZN2806 FR 01/49 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL ZT1776 FR 03/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FED HM LN PC POOL ZT2086 FR 06/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125 (BRAZIL GOVT) | Long | Debt | BR | $8M | – | 0.19 |
| FERGUSON FINANCE PLC COMPANY GUAR 144A 06/30 3.25 | Long | Debt | GB | $2M | – | 0.04 |
| FIDELITY NATL FINANCIAL SR UNSECURED 06/30 3.4 (FIDELITY NATIONAL FINANCIAL INC) | Long | Debt | US | $2M | – | 0.04 |
| FIRST AMERICAN FINANCIAL SR UNSECURED 05/30 4 (FIRST AMERICAN FINANCIAL CORPORATION) | Long | Debt | US | $899K | – | 0.02 |
| FIRST AMERICAN FINANCIAL SR UNSECURED 08/31 2.4 (FIRST AMERICAN FINANCIAL CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF3 M1 (FIRST FRANKLIN MTG LN ABS CERT 2004-FF3) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF8 M3 (FIRST FRANKLIN MTG LN ASSET CERT2004-FF8) | Long | ABS-mortgage backed security | US | $854K | – | 0.02 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF1 M3 (FIRST FRANKLIN MTG LOAN ABS 2005-FF1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A1 (FIRST FRANKLIN MTG LOAN ABS 2005-FF10) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF13 A2C (FIRST FRANKLIN MTG LOAN ABS 2006-FF13) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 (FIRST FRANKLIN MTG LOAN 2006-FF18) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A (FHF TRUST 2023-1A) | Long | ABS-other | US | $598K | – | 0.01 |
| FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 01/29 4.3 (FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY) | Long | Debt | US | $578K | – | 0.01 |
| FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 03/26 5.15 (FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY) | Long | Debt | US | $894K | – | 0.02 |
| FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 03/28 3.25 (FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 06/29 3.6 (FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.04 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $2M | – | 0.04 |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 12/39 4.317 (FLEX INTERMEDIATE HOLDCO LLC) | Long | Debt | US | $2M | – | 0.05 |
| FLEX LTD SR UNSECURED 06/29 4.875 (FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)) | Long | Debt | SG | $2M | – | 0.04 |
| FNMA POOL 255958 FN 10/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 255966 FN 10/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $380.93 | – | 0.00 |
| FNMA POOL 256009 FN 08/35 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FNMA POOL 256109 FN 01/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 256260 FN 04/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 256370 FN 06/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 256576 FN 01/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 256696 FN 03/37 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 256786 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 256849 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 256860 FN 08/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 256937 FN 10/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $849.09 | – | 0.00 |
| FNMA POOL 256986 FN 11/37 FIXED 7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 257180 FN 04/38 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 257280 FN 05/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA POOL 357175 FN 12/31 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL 462402 FN 12/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA POOL 735329 FN 11/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 745323 FN 09/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 745410 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 745632 FN 03/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 746364 FN 09/33 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 763863 FN 08/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 773557 FN 05/34 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 792400 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 838615 FN 10/35 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL 845233 FN 12/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 847996 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 870799 FN 10/36 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 878045 FN 03/36 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 879922 FN 11/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 880115 FN 04/36 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 881858 FN 04/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 884050 FN 05/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 888412 FN 04/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 888534 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 888738 FN 10/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL 889388 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 889404 FN 06/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 889528 FN 05/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 916462 FN 05/37 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 918828 FN 04/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL 922855 FN 11/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 928692 FN 08/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 929080 FN 01/38 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL 929863 FN 08/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 930897 FN 04/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| FNMA POOL 931375 FN 06/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 931733 FN 08/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 932584 FN 12/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $686K | – | 0.02 |
| FNMA POOL 939484 FN 06/37 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 944066 FN 07/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 968312 FN 02/38 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 993203 FN 06/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 995952 FN 02/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AB1465 FN 09/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AB3085 FN 06/51 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA POOL AB3272 FN 07/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA POOL AB3804 FN 10/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AC3943 FN 01/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AC5864 FN 05/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AD0070 FN 12/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AD8319 FN 07/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| FNMA POOL AE5917 FN 10/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AK6081 FN 02/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL AK9126 FN 02/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA POOL AL3453 FN 09/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $367K | – | 0.01 |
| FNMA POOL AL5540 FN 07/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA POOL AS3096 FN 07/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA POOL AS3308 FN 09/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $363K | – | 0.01 |
| FNMA POOL AV5397 FN 12/28 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FNMA POOL AV8867 FN 11/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA POOL AW9120 FN 10/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA POOL AX3123 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FNMA POOL AX6047 FN 10/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| FNMA POOL AY5622 FN 06/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23M | – | 0.53 |
| FNMA POOL AZ5730 FN 09/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA POOL AZ9228 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA POOL BC1904 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL BC5341 FN 02/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $875K | – | 0.02 |
| FNMA POOL BD6487 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $576K | – | 0.01 |
| FNMA POOL BE0214 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $504K | – | 0.01 |
| FNMA POOL BE0961 FN 11/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $584K | – | 0.01 |
| FNMA POOL BE3009 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $572K | – | 0.01 |
| FNMA POOL BE7182 FN 03/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA POOL BE7191 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA POOL BE8245 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $891K | – | 0.02 |
| FNMA POOL BH0452 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $857K | – | 0.02 |
| FNMA POOL BM5485 FN 02/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $769K | – | 0.02 |
| FNMA POOL CB6348 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55M | – | 1.28 |
| FNMA POOL CB6515 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 0.42 |
| FNMA POOL CB7739 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68M | – | 1.58 |
| FNMA POOL DA1045 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.24 |
| FNMA POOL DA1084 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.26 |
| FNMA POOL DA1101 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.23 |
| FNMA POOL DA1559 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52M | – | 1.21 |
| FNMA POOL DA5421 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51M | – | 1.19 |
| FNMA POOL DA7307 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.35 |
| FNMA POOL MA0206 FN 09/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $753.93 | – | 0.00 |
| FNMA POOL MA0250 FN 11/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL MA0254 FN 10/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL MA0316 FN 12/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL MA0415 FN 05/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL MA0594 FN 10/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA POOL MA0853 FN 09/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA POOL MA1618 FN 10/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA POOL MA2054 FN 08/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82.74 | – | 0.00 |
| FNMA POOL MA3443 FN 08/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA POOL MA3467 FN 09/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA POOL MA3638 FN 04/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA POOL MA3664 FN 05/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $759K | – | 0.02 |
| FNMA POOL MA3692 FN 07/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA POOL MA4732 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $131M | – | 3.02 |
| FNMA POOL MA5037 FN 06/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69M | – | 1.58 |
| FNMA POOL MA5038 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75M | – | 1.74 |
| FNMA POOL MA5105 FN 08/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA POOL MA5163 FN 10/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| FNMA POOL MA5188 FN 11/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46M | – | 1.07 |
| FNMA POOL MA5191 FN 11/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33M | – | 0.77 |
| FNMA POOL MA5248 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 0.41 |
| FNMA POOL MA5272 FN 02/54 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 1.11 |
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.26 |
| FNMA POOL MA5296 FN 03/54 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.47 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122M | – | 2.81 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 0.55 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-101M | – | -2.34 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $182M | – | 4.21 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117M | – | 2.70 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86M | – | 1.98 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-201M | – | -4.66 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-206M | – | -4.75 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $4M | – | 0.10 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/31 6.05 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.12 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.11 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/28 6.798 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $10M | – | 0.24 |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $34K | – | 0.00 | |
| FREDDIE MAC FHR 2577 LO (FREDDIE MAC 2577) | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| FREDDIE MAC FHR 2601 LL (FREDDIE MAC REMICS 2601) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FREDDIE MAC FHR 2613 LL (FREDDIE MAC 2613) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FREDDIE MAC FHR 2614 SJ (FREDDIE MAC-2614) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FREDDIE MAC FHR 2665 LL (FREDDIE MAC 2665) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC FHR 3117 EO (FREDDIE MAC 3117) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 3117 OK (FREDDIE MAC 3117) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC FHR 3545 AO (FREDDIE MAC 3545) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC FHR 3549 PO (FREDDIE MAC REMICS 3549) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FREDDIE MAC FHR 3772 ES (FREDDIE MAC REMICS 3772) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FREDDIE MAC FHR 3852 SG (FREDDIE MAC REMICS 3852) | Long | ABS-mortgage backed security | US | $531K | – | 0.01 |
| FREDDIE MAC FHR 3891 ZD (FREDDIE MAC-3891) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FREDDIE MAC FHR 4061 SL (FREDDIE MAC REMICS 4061) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FREDDIE MAC FHR 4158 KZ (FREDDIE MAC REMICS 4158) | Long | ABS-mortgage backed security | US | $27.29 | – | 0.00 |
| FREDDIE MAC FHR 4165 KZ (FREDDIE MAC REMICS 4165) | Long | ABS-mortgage backed security | US | $141.29 | – | 0.00 |
| FREDDIE MAC FHR 4304 TI (FREDDIE MAC REMICS 4304) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 4473 BI (FREDDIE MAC REMICS 4473) | Long | ABS-mortgage backed security | US | $415K | – | 0.01 |
| FREDDIE MAC FHR 5051 SX (FREDDIE MAC REMICS 5051) | Long | ABS-mortgage backed security | US | $638K | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2004 3 M2 (FREMONT HOME LOAN TRUST 2004-3) | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2004 D M1 (FREMONT HOME LOAN TRUST 2004-D) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FS KKR CAPITAL CORP SR UNSECURED 01/26 3.4 | Long | Debt | US | $2M | – | 0.04 |
| FS KKR CAPITAL CORP SR UNSECURED 01/29 7.875 | Long | Debt | US | $2M | – | 0.04 |
| FS KKR CAPITAL CORP SR UNSECURED 08/29 6.875 | Long | Debt | US | $4M | – | 0.09 |
| FS KKR CAPITAL CORP SR UNSECURED 10/24 1.65 | Long | Debt | US | $987K | – | 0.02 |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | Long | Debt | US | $4M | – | 0.10 |
| GA GLOBAL FUNDING TRUST SECURED 144A 04/25 3.85 | Long | Debt | US | $984K | – | 0.02 |
| GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5 | Long | Debt | US | $3M | – | 0.07 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $413K | – | 0.01 |
| GE CAPITAL FUNDING LLC COMPANY GUAR 05/32 4.55 | Long | Debt | US | $1M | – | 0.03 |
| GE CAPITAL INTL FUNDING COMPANY GUAR 11/35 4.418 (GE CAPITAL INTERNATIONAL FUNDING COMPANY) | Long | Debt | IE | $1M | – | 0.03 |
| GENERAL ELECTRIC CO SR UNSECURED 05/40 4.25 (GENERAL ELECTRIC COMPANY) | Long | Debt | US | $3M | – | 0.06 |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $1M | – | 0.03 | |
| GEORGETOWN UNIVERSITY UNSECURED 12/99 5.215 (GEORGETOWN UNIVERSITY (THE)) | Long | Debt | US | $6M | – | 0.14 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/29 4.4 (GLOBAL ATLANTIC (FIN) COMPANY) | Long | Debt | US | $3M | – | 0.06 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/32 5.4 | Long | Debt | US | $5M | – | 0.12 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $592K | – | 0.01 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $2M | – | 0.04 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $1M | – | 0.03 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 04/26 5.375 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $596K | – | 0.01 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 06/28 5.75 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $3M | – | 0.07 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 12/33 6.75 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $2M | – | 0.04 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A B 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A) | Long | ABS-other | US | $3M | – | 0.07 |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2023 2 A 144A (GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $4M | – | 0.09 |
| GNMA II POOL 004216 G2 08/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 004239 G2 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 004284 G2 11/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 004308 G2 12/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL 004311 G2 12/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA II POOL 004364 G2 02/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA II POOL 004384 G2 03/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 004462 G2 06/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA II POOL 004488 G2 07/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II POOL 004489 G2 07/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA II POOL 004512 G2 08/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA II POOL 004532 G2 09/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL 004553 G2 10/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| GNMA II POOL 004554 G2 10/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA II POOL 004593 G2 12/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA II POOL 004673 G2 04/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| GNMA II POOL 004674 G2 04/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 004689 G2 05/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GNMA II POOL 004691 G2 05/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $999.88 | – | 0.00 |
| GNMA II POOL 004709 G2 06/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| GNMA II POOL 004767 G2 08/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA II POOL 004795 G2 09/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA II POOL 004796 G2 09/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA II POOL 004879 G2 12/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA II POOL 004880 G2 12/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA II POOL 005123 G2 07/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA II POOL 627130 G2 03/34 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| GNMA II POOL 688058 G2 08/38 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GNMA II POOL 784067 G2 10/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| GNMA II POOL 784295 G2 03/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| GNMA II POOL AJ2513 G2 01/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| GNMA II POOL AL6978 G2 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| GNMA II POOL MA0388 G2 09/42 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| GNMA II POOL MA0456 G2 10/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| GNMA II POOL MA0528 G2 11/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| GNMA II POOL MA0928 G2 04/43 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA II POOL MA1753 G2 03/44 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL MA2217 G2 09/44 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GNMA II POOL MA3795 G2 07/46 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| GNMA II POOL MA3996 G2 10/46 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| GNMA II POOL MA4253 G2 02/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40M | – | 0.93 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40M | – | 0.92 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105M | – | 2.43 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.23 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92M | – | 2.13 |
| GNMA POOL BA5040 GN 06/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GNMA POOL BA5051 GN 06/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/36 FIXED 3.487 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $3M | – | 0.06 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/41 FIXED 3.714 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $5M | – | 0.12 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.17 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 02/33 VAR | Long | Debt | US | $9M | – | 0.20 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $3M | – | 0.07 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/28 VAR | Long | Debt | US | $10M | – | 0.23 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/32 VAR | Long | Debt | US | $9M | – | 0.20 |
| GOLUB CAPITAL BDC SR UNSECURED 07/29 6 (GOLUB CAPITAL BDC INC) | Long | Debt | US | $6M | – | 0.14 |
| GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625 (GOODMAN US FINANCE FIVE LLC) | Long | Debt | US | $1M | – | 0.03 |
| GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7 (GOODMAN US FINANCE THREE LLC) | Long | Debt | US | $2M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2004 26 ED (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2004-26) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2005 3 LZ (GOVERNMENT NATIONAL MTGE ASSOC 2005-3) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2007 41 PC (GOVERNEMENT NATIONAL MTG ASSOC 2007-41) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2011 131 PZ (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-131) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS (GREAT HALL MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $321K | – | 0.01 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 RIVR A 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-RIVR) | Long | ABS-mortgage backed security | US | $978K | – | 0.02 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GSAA HOME EQUITY TRUST GSAA 2007 3 A4A (GSAA HOME EQUITY TRUST 2007-3) | Long | ABS-mortgage backed security | US | $965K | – | 0.02 |
| GSAMP TRUST GSAMP 2004 AR2 M5 (GSAMP TRUST 2004-AR2) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| GSAMP TRUST GSAMP 2004 FM2 M1 (GSAMP TRUST 2004-FM2) | Long | ABS-mortgage backed security | US | $775K | – | 0.02 |
| GSAMP TRUST GSAMP 2005 HE4 M3 (GSAMP TRUST 2005-HE4) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF1 144A (GSMPS MORTGAGE LOAN TRUST 2006-RP1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GSR MORTGAGE LOAN TRUST GSR 2004 11 1A1 (GSR MORTGAGE LOAN TRUST 2004-11) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 3F 3A1 (GSR MORTGAGE LOAN TRUST 2006-3F) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GSR MORTGAGE LOAN TRUST GSR 2006 4F 6A1 (GSR MORTGAGE LOAN TRUST 2006-4F) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A4 (GSR MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $768K | – | 0.02 |
| HANNON ARMSTRONG SUSTAIN SR UNSECURED 144A 07/34 6.375 (HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC) | Long | Debt | US | $2M | – | 0.06 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $742K | – | 0.02 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| HCA INC COMPANY GUAR 03/32 3.625 | Long | Debt | US | $3M | – | 0.06 |
| HEALTHCARE RLTY HLDGS LP COMPANY GUAR 07/27 3.75 (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $4M | – | 0.10 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A (HERTZ VEHICLE FINANCING LLC 2022-1A) | Long | ABS-other | US | $2M | – | 0.05 |
| HOME PARTNERS OF AMERICA TRUST HPA 2021 3 A 144A (HOME PARTNERS OF AMERICA 2021-3 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| HORIZON AIRCRAFT FINANCE II LL HORZN 2019 1 A 144A (HORIZON AIRCRAFT FINANCE I LTD 2019-1) | Long | ABS-other | KY | $3M | – | 0.06 |
| HOST HOTELS + RESORTS LP SR UNSECURED 12/31 2.9 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $2M | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $4M | – | 0.09 |
| HSBC HOLDINGS PLC SR UNSECURED 03/34 VAR | Long | Debt | GB | $7M | – | 0.17 |
| HSBC HOLDINGS PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $4M | – | 0.09 |
| HSBC HOLDINGS PLC SR UNSECURED 06/28 VAR | Long | Debt | GB | $2M | – | 0.06 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $6M | – | 0.14 |
| HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR | Long | Debt | GB | $4M | – | 0.10 |
| HSBC REPO | Long | Repurchase agreement | US | $38M | – | 0.88 |
| ICG US CLO LTD ICG 2018 3A AR 144A (ICG US CLO 2018-3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| ILLINOIS ST ILS 07/35 FIXED 7.35 | Long | Debt | US | $6M | – | 0.14 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $2M | – | 0.04 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/27 6.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $3M | – | 0.07 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR25 3A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR25) | Long | ABS-mortgage backed security | US | $915K | – | 0.02 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 2A4 (INDYMAC RESIDENTIAL ASSET BACKED 2006-D) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 1A2 (INDYMAC RESIDENTIAL ASSET BACKED 2007-B) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| INFOR INC SR UNSECURED 144A 07/25 1.75 | Long | Debt | US | $2M | – | 0.06 |
| ING GROEP NV JR SUBORDINA 12/99 VAR | Long | Debt | NL | $510K | – | 0.01 |
| ING GROEP NV JR SUBORDINA 12/99 VAR | Long | Debt | NL | $469K | – | 0.01 |
| ING GROEP NV SR UNSECURED 03/30 VAR | Long | Debt | NL | $10M | – | 0.23 |
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR | Long | Debt | BM | $2M | – | 0.05 |
| INVITATION HOMES OP COMPANY GUAR 08/30 5.45 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $5M | – | 0.12 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 2A1 (JP MORGAN ALTERNATIVE LOAN TR 2005-A2) | Long | ABS-mortgage backed security | US | $314K | – | 0.01 |
| JANE STREET GRP/JSG FIN SR SECURED 144A 04/31 7.125 (JANE STREET GROUP / JSG FINANCE INC) | Long | Debt | US | $2M | – | 0.04 |
| JONES LANG LASALLE INC SR UNSECURED 12/28 6.875 (JONES LANG LASALLE INCORPORATED) | Long | Debt | US | $4M | – | 0.09 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A4 (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2016-JP4) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFL 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2020-NNN) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2021-410T) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP) | Long | ABS-mortgage backed security | US | $933K | – | 0.02 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M4 (JP MORGAN MORTGAGE ACQI CORP 2006-CH1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE1 M1 (JP MORGAN MTGE ACQUIS CORP 2006-FRE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE2 M1 (JP MORGAN MTGE ACQUIS CORP 2006-HE2) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A1 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A4 (JP MORGAN MORTGAGE TRUST 2006-A1) | Long | ABS-mortgage backed security | US | $455K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 1A8 (JP MORGAN MORTGAGE TRUST 2007-S3) | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2023-DSC1) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| JPMORGAN CHASE + CO SR UNSECURED 01/33 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.05 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $9M | – | 0.21 |
| JPMORGAN CHASE + CO SR UNSECURED 06/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $12M | – | 0.27 |
| JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $17M | – | 0.40 |
| KDAC AVIATION FINANCE LIMITED KDAC 2017 1A A 144A (KDAC AIRCRAFT FINANCE LTD 2017-1A) | Long | ABS-other | KY | $2M | – | 0.05 |
| KEY COMMERCIAL MORTGAGE TRUST KCM 2020 S3 A3 144A (KEY COMMERCIAL MORTGAGE SECURITIES TRUST 2020-S3) | Long | ABS-mortgage backed security | US | $8M | – | 0.19 |
| KILROY REALTY LP COMPANY GUAR 02/30 3.05 | Long | Debt | US | $2M | – | 0.04 |
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR | Long | Debt | SG | $608K | – | 0.01 |
| KKR FINANCIAL CLO LTD KKR 28A AR 144A (KKR CLO 28 LTD 28A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.14 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.11 |
| KKR FINANCIAL HOLDINGS SR UNSECURED 144A 05/33 5.4 (KKR FINANCIAL HOLDINGS LLC) | Long | Debt | US | $6M | – | 0.13 |
| KKR GROUP FINAN CO XII COMPANY GUAR 144A 05/32 4.85 (KKR GROUP FINANCE CO XII LLC) | Long | Debt | US | $1M | – | 0.03 |
| KREF 2022 FL3 LTD KREF 2022 FL3 A 144A (KREF 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 4A A3 144A (LAD AUTO RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $5M | – | 0.12 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 4A A4 144A (LAD AUTO RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $5M | – | 0.12 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL2 A 144A (LCCM 2021-FL2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A (LCCM 2021-FL3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5 | Long | Debt | US | $1M | – | 0.02 |
| LAZARD GROUP LLC SR UNSECURED 03/31 6 | Long | Debt | US | $2M | – | 0.04 |
| LCM LTD PARTNERSHIP LCM 15A AR2 144A (LCM XV LP 15A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| LCM LTD PARTNERSHIP LCM 25A AR 144A (LCM XXV LTD 25A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS3) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS5) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL1 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL1) | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| LEHMAN XS TRUST LXS 2005 5N 3A1B (LEHMAN XS TRUST 2005-5N) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| LEHMAN XS TRUST LXS 2005 6 3A3A (LEHMAN XS TRUST 2005-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| LEHMAN XS TRUST LXS 2006 16N A4A (LEHMAN XS TRUST 2006-16N) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| LEHMAN XS TRUST LXS 2006 18N A3 (LEHMAN XS TRUST 2006-18N) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| LEHMAN XS TRUST LXS 2006 8 3A4 (LEHMAN XS TRUST 2006-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3 | Long | Debt | US | $3M | – | 0.07 |
| LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR | Long | Debt | US | $4M | – | 0.09 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $5M | – | 0.12 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/29 VAR | Long | Debt | GB | $5M | – | 0.12 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/33 VAR | Long | Debt | GB | $8M | – | 0.19 |
| LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A (LOANCORE ISSUER LTD 2021-CRE6) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| LOCKWOOD GROVE CLO LTD LWCLO 2014 1A A1RR 144A (LOCKWOOD GROVE CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $715K | – | 0.02 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 5 M2 (LONG BEACH MTGE LOAN TRUST 2004-5) | Long | ABS-mortgage backed security | US | $709K | – | 0.02 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4 (LONG BEACH MORTGAGE LOAD TR 2005-WL1) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| LOW INCOME INVESTMENT UNSECURED 07/29 3.711 (LOW INCOME INVESTMENT FUND) | Long | Debt | US | $2M | – | 0.05 |
| LPL HOLDINGS INC COMPANY GUAR 11/28 6.75 | Long | Debt | US | $5M | – | 0.12 |
| LSEG US FIN CORP COMPANY GUAR 144A 03/27 4.875 | Long | Debt | US | $1M | – | 0.03 |
| LSEG US FIN CORP COMPANY GUAR 144A 03/34 5.297 | Long | Debt | US | $1M | – | 0.03 |
| LUNAR AIRCRAFT 2020 1 LIMITED LUNRR 2020 1A A 144A (LUNAR AIRCRAFT 2020-1A) | Long | ABS-other | US | $2M | – | 0.03 |
| LUX 2023 LION LUX 2023 LION A 144A (LUX 2023-LION) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| LXP INDUSTRIAL TRUST COMPANY GUAR 10/31 2.375 | Long | Debt | US | $3M | – | 0.06 |
| MAGNETITE CLO LTD MAGNE 2023 39A A 144A (MAGNETITE CLO LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.19 |
| MAIN STREET CAPITAL CORP SR UNSECURED 03/29 6.95 (MAIN STREET CAPITAL CORPORATION) | Long | Debt | US | $3M | – | 0.07 |
| MAPLE GROVE FUNDING TR I SR UNSECURED 144A 08/51 4.161 (MAPLE GROVE FUNDING TRUST I) | Long | Debt | US | $4M | – | 0.09 |
| MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A (MARBLE POINT CLO XIV LTD 2018-2) | Long | ABS-collateralized bond/debt obligation | KY | $493K | – | 0.01 |
| MARBLE POINT CLO X LTD MP10 2017 1A AR 144A (MARBLE POINT CLO X LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| MASS MUTUAL LIFE INS CO SUBORDINATED 144A 02/69 VAR (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $3M | – | 0.07 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 1A1 (MASTR ADJUSTABLE RT MTGE TRUST 2004-3) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 8 3A1 (MASTR ADJUSTABLE RT MTGE TRUST 2005-8) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM1 A2B (MERRILL LYNCH MORTGAGE INVESTOR 2006-RM1) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| METAL CAYMAN METAL 2017 1 A 144A (METAL CAYMAN 2017-1 LLC) | Long | ABS-other | KY | $2M | – | 0.04 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A (MF1 2020-FL4 LTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.26 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A (MF1 2024-FL14 LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| MFRA TRUST MFRA 2020 NQM2 A1 144A (MFA 2020-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| MFRA TRUST MFRA 2020 NQM2 A2 144A (MFA 2020-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $969K | – | 0.02 |
| MFRA TRUST MFRA 2020 NQM3 A1 144A (MFA 2020-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| MFRA TRUST MFRA 2020 NQM3 A2 144A (MFA 2020-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $397K | – | 0.01 |
| MFRA TRUST MFRA 2020 NQM3 A3 144A (MFA 2020-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $766K | – | 0.02 |
| MFRA TRUST MFRA 2023 INV2 A1 144A (MFA 2023-INV2 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| MHC COMMERCIAL MORTGAGE TRUST MHC 2021 MHC A 144A (MHC COMMERCIAL MORTGAGE TRUST 2021-MHC) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| MICRON TECHNOLOGY INC SR UNSECURED 04/28 5.375 | Long | Debt | US | $2M | – | 0.04 |
| MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5 (MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD) | Long | Debt | US | $1M | – | 0.03 |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 A1 144A (MILL CITY MORTGAGE LOAN TRUST 2019-GS1) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A (MILL CITY MORTGAGE LOAN TRUST 2019-GS2) | Long | ABS-mortgage backed security | US | $552K | – | 0.01 |
| MINNESOTA ST HSG FIN AGY MNSHSG 01/29 FIXED 5.301 (MINNESOTA HOUSING FINANCE AGENCY) | Long | Debt | US | $7M | – | 0.16 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/29 3.195 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $1M | – | 0.03 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 09/28 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $3M | – | 0.06 |
| MKT 2020 525M MORTGAGE TRUST MKT 2020 525M A 144A (MKT 2020-525M MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 B A3 (MLCC MORTGAGE INVESTORS INC 2004-B) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 C A1 (MLCC MORTGAGE INVESTORS INC 2004-C) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| MMCAPS FUND XVIII LTD SR SECURED 144A 12/39 VAR (MMCAPS FUNDING XVIII LTD) | Long | Debt | KY | $503K | – | 0.01 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2014 150E A 144A (MORGAN STANLEY CAPITAL I INC 2014-150E) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 WMC2 M1 (MORGAN STANLEY ABS CAPITAL I 2004-WMC2) | Long | ABS-mortgage backed security | US | $630K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE7 M2 (MORGAN STANLEY CAPITAL INC 2005-HE7) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC1 M3 (MORGAN STANLEY ABS CAPITAL I 2005-WMC1) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE5) | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2FP (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A2D (MORGAN STANLEY ABS CAPITAL I 2006-WMC2) | Long | ABS-mortgage backed security | US | $535K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $772K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A2 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE7) | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2D (MORGAN STANLEY ABS CAPITAL I 2007-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A3 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1 (MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS) | Long | ABS-mortgage backed security | US | $882K | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 01/30 VAR | Long | Debt | US | $3M | – | 0.07 |
| MORGAN STANLEY SR UNSECURED 04/29 VAR | Long | Debt | US | $2M | – | 0.05 |
| MORGAN STANLEY SR UNSECURED 04/31 VAR | Long | Debt | US | $3M | – | 0.06 |
| MORGAN STANLEY SR UNSECURED 10/28 VAR | Long | Debt | US | $20M | – | 0.47 |
| MORGAN STANLEY SR UNSECURED 10/32 VAR | Long | Debt | US | $1M | – | 0.03 |
| MORGAN STANLEY SR UNSECURED REGS 04/32 VAR | Long | Debt | US | $6M | – | 0.13 |
| MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A (MOUNTAIN VIEW CLO LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $866K | – | 0.02 |
| MPLX LP SR UNSECURED 12/27 4.25 | Long | Debt | US | $2M | – | 0.04 |
| MSCI INC COMPANY GUAR 144A 02/31 3.875 | Long | Debt | US | $90K | – | 0.00 |
| NASSAU 2017 II LTD NCC 2017 IIA AL 144A (NASSAU LTD 2017-IIA) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| NATIONAL FUEL GAS CO SR UNSECURED 10/26 5.5 (NATIONAL FUEL GAS COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| NATIONSTAR MTG HLD INC COMPANY GUAR 144A 02/32 7.125 (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $2M | – | 0.03 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL) | Long | ABS-mortgage backed security | US | $850K | – | 0.02 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $158K | – | 0.00 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A (NAVIENT STUDENT LOAN TRUST 2015-BA) | Long | ABS-other | US | $787K | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA) | Long | ABS-other | US | $777K | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A (NAVIENT STUDENT LOAN TRUST 2020-IA) | Long | ABS-other | US | $2M | – | 0.06 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $2M | – | 0.04 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $4M | – | 0.09 |
| NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A (NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 2 M1 (NEW CENTURY HOME EQUITY LOAN TR 2004-2) | Long | ABS-mortgage backed security | US | $633K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| NEW YORK CITY NY INDL DEV AGY NYCDEV 01/46 FIXED 6.027 (NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY) | Long | Debt | US | $511K | – | 0.01 |
| NEW YORK MORTGAGE TRUST NYMT 2021 SP1 A1 144A (NEW YORK MORTGAGE TRUST 2021-SP1) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| NGPL PIPECO LLC SR UNSECURED 144A 07/31 3.25 | Long | Debt | US | $1M | – | 0.03 |
| NISOURCE INC SR UNSECURED 02/31 1.7 | Long | Debt | US | $5M | – | 0.11 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $4M | – | 0.10 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $2M | – | 0.06 |
| NMI HOLDINGS SR UNSECURED 08/29 6 (NMI HOLDINGS INC) | Long | Debt | US | $4M | – | 0.10 |
| NMLT TRUST NLT 2023 1 A1 144A (NLT 2023-1 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 2 A3 (NOMURA ASSET ACCEPTANCE CORP 2007-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| NOMURA HOLDINGS INC SR UNSECURED 01/28 5.842 | Long | Debt | JP | $2M | – | 0.04 |
| NOMURA HOLDINGS INC SR UNSECURED 07/26 1.653 | Long | Debt | JP | $3M | – | 0.06 |
| NOMURA HOLDINGS INC SR UNSECURED 07/28 6.07 | Long | Debt | JP | $3M | – | 0.07 |
| NOMURA HOME EQUITY LOAN INC NHELI 2005 FM1 M3 (NOMURA HOME EQUITY LOAN INC 2005-FM1) | Long | ABS-mortgage backed security | US | $923K | – | 0.02 |
| NOMURA RESECURITIZATION TRUST NMRR 2010 5RA 1A7 144A (NOMURA RESECURITIZATION TRUST 2010-5RA) | Long | ABS-mortgage backed security | US | $750K | – | 0.02 |
| NORDEA BANK ABP JR SUBORDINA 144A 12/49 VAR | Long | Debt | FI | $548K | – | 0.01 |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | Long | Debt | FI | $6M | – | 0.13 |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | Long | Debt | FI | $4M | – | 0.10 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 01/33 5 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $878K | – | 0.02 |
| NY + PRESBYTERIAN HOSPIT UNSECURED 08/16 4.763 (NEW YORK & PRESBYTERIAN HOSPITAL) | Long | Debt | US | $3M | – | 0.06 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 01/31 6.125 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $5M | – | 0.12 |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| OCTANE RECEIVABLES TRUST OCTL 2021 2A A 144A (OCTANE RECEIVABLES TRUST 2021-2A) | Long | ABS-other | US | $1M | – | 0.03 |
| OCTANE RECEIVABLES TRUST OCTL 2023 3A A2 144A (OCTANE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $2M | – | 0.04 |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/28 4.75 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $3M | – | 0.07 |
| ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2023 2A A1 144A (ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2A) | Long | ABS-other | US | $10M | – | 0.24 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A (OBX 2023-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A (OBX 2023-NQM5 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A (OBX 2023-NQM9 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM3 A1 144A (OBX 2024-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| OPEN TRUST OPEN 2023 AIR A 144A (OPEN TRUST 2023-AIR) | Long | ABS-mortgage backed security | US | $7M | – | 0.17 |
| OPORTUN FUNDING LLC OPTN 2024 1A A 144A (OPORTUN ISSUANCE TRUST 2024-1A) | Long | ABS-other | US | $331K | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ORACLE CORP SR UNSECURED 02/33 4.9 (ORACLE CORPORATION) | Long | Debt | US | $970K | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/33 6.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/34 6.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 05/29 5.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 05/34 5.8 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/32 5.9 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $6M | – | 0.13 |
| PACIFIC LIFE INSURANCE C SUBORDINATED 144A 06/39 9.25 (PACIFIC LIFE INSURANCE COMPANY) | Long | Debt | US | $7M | – | 0.15 |
| PACIFIC NATIONAL FINANCE COMPANY GUAR REGS 03/28 4.75 (PACIFIC NATIONAL FINANCE PTY LTD) | Long | Debt | AU | $4M | – | 0.09 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $2M | – | 0.05 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 6 A2 144A (PAGAYA AI DEBT TRUST 2022-6) | Long | ABS-other | US | $2M | – | 0.04 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 1 AB 144A (PAGAYA AI DEBT TRUST 2023-1) | Long | ABS-other | US | $277K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 A 144A (PAGAYA AI DEBT TRUST 2023-3) | Long | ABS-other | US | $2M | – | 0.04 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 A 144A (PAGAYA AI DEBT TRUST 2023-7) | Long | ABS-other | US | $259K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A (PAGAYA AI DEBT TRUST 2024-1) | Long | ABS-other | US | $363K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A (PAGAYA AI DEBT TRUST 2024-2) | Long | ABS-other | US | $1M | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A (PAGAYA AI DEBT TRUST 2024-3) | Long | ABS-other | US | $3M | – | 0.06 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A (PAGAYA AI DEBT GRANTOR TRUST 2024-6) | Long | ABS-other | US | $700K | – | 0.02 |
| PALMER SQUARE CLO LTD PLMRS 2023 4A A 144A (PALMER SQUARE CLO 2023-4A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.19 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 1A A1 144A (PALMER SQUARE LOAN FUNDING 2021-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $676K | – | 0.02 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A (PALMER SQUARE LOAN FUNDING 2021-4) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| PARIBAS REPO | Long | Repurchase agreement | US | $29M | – | 0.67 |
| PARK AVENUE INSTITUTIONAL ADVI PAIA 2016 1A A1R 144A (PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/27 6.49 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $299K | – | 0.01 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $4M | – | 0.09 |
| PIMCO ENHANCED SHORT MATURITY PIMCO ENHANCED SHORT MATURIT (PIMCO FUNDS) | Long | Equity-common | US | $25M | 250K | 0.58 |
| PIMCO PREFERRED AND CAPITAL SE PIMCO PREF AND CAP SEC ACT (PIMCO FUNDS) | Long | Equity-common | US | $20M | 403K | 0.46 |
| PIMCO SENIOR LOAN ACTIVE EXCHA PIMCO SENIOR LOAN ACTIVE ETF (PIMCO FUNDS) | Long | Equity-common | US | $36M | 705K | 0.83 |
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR | Long | Debt | BM | $2M | – | 0.05 |
| PREFERRED TERM XXIV SR SECURED 144A 03/37 VAR (PREFERRED TERM SECURITIES XXIV LTD/PREFERRED TERM SECURITIES XXIV INC) | Long | Debt | KY | $2M | – | 0.04 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-RN1 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2) | Long | ABS-mortgage backed security | US | $986K | – | 0.02 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN4 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN4) | Long | ABS-mortgage backed security | US | $945K | – | 0.02 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL2) | Long | ABS-mortgage backed security | US | $8M | – | 0.19 |
| PROLOGIS TARGETED US COMPANY GUAR 144A 04/29 5.25 (PROLOGIS TARGETED US LOGISTICS FUND LP) | Long | Debt | US | $4M | – | 0.10 |
| PRP ADVISORS, LLC PRPM 2022 1 A1 144A (PRPM-2022-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| PRP ADVISORS, LLC PRPM 2024 1 A1 144A (PRPM 2024-1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| PRUDENTIAL FINANCIAL INC JR SUBORDINA 03/54 VAR | Long | Debt | US | $3M | – | 0.07 |
| PUGET ENERGY INC SR SECURED 03/32 4.224 | Long | Debt | US | $3M | – | 0.06 |
| QUANTA SERVICES INC SR UNSECURED 10/30 2.9 | Long | Debt | US | $2M | – | 0.04 |
| RAPTOR AIRCRAFT FINANCE LLC RPTOR 2019 1 A 144A (RAPTOR AIRCRAFT FINANCE LLC 2019-1) | Long | ABS-other | KY | $2M | – | 0.04 |
| RBSGC MORTGAGE PASS THROUGH CE RBSGC 2005 RP1 1F 144A (RBSGC MORTGAGE PASS THROUGH CERTIFICATES 2005-RP1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| REACH FINANCIAL LLC REACH 2024 1A A 144A (REACH ABS TRUST 2024-1A) | Long | ABS-other | US | $565K | – | 0.01 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| REALTY INCOME CORP SR UNSECURED 01/31 3.25 (REALTY INCOME CORPORATION) | Long | Debt | US | $2M | – | 0.04 |
| REALTY INCOME CORP SR UNSECURED 09/26 4.45 (REALTY INCOME CORPORATION) | Long | Debt | US | $683K | – | 0.02 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2005 3 AV3 (RENAISSANCE HOME EQUITY LN TR 2005-3) | Long | ABS-mortgage backed security | US | $694K | – | 0.02 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 1 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 2 AF4 (RENAISSANCE HOME EQUITY LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF4 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF5 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $416K | – | 0.01 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-2) | Long | ABS-mortgage backed security | US | $698K | – | 0.02 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1A) | Long | ABS-other | US | $499K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS17 A4 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS17) | Long | ABS-mortgage backed security | US | $764K | – | 0.02 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A8 (RESIDENTIAL ACCREDIT LOANS 2006-QS6) | Long | ABS-mortgage backed security | US | $909K | – | 0.02 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS9 A33 (RESIDENTIAL ACCREDIT LOANS INC 2007-QS9) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2002 RS2 MII2 (RESIDENTIAL ASSET MTG PROD INC 2002-RS2) | Long | ABS-mortgage backed security | US | $732K | – | 0.02 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC3 M1 (RESIDENTIAL ASSET MORTGAGE PROD 2006-NC3) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| RESIDENTIAL ASSET SECURITIES C RASC 2007 KS2 AI4 (RESIDENTIAL ASSET SEC CORP 2007-KS2) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2003 A9 A3 (RESIDENTIAL ASSET SEC TRUST 2003-A9) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2004 A4 A11 (RESIDENTIAL ASSET SECURITIZATION TRUST 2004-A4) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S5 A10 (RESIDENTIAL FUNDING MTG SEC I 2006-S5) | Long | ABS-mortgage backed security | US | $341K | – | 0.01 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-865K | – | -0.02 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-910K | – | -0.02 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-3M | – | -0.06 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-7M | – | -0.17 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-3M | – | -0.07 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-106M | – | -2.45 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-9M | – | -0.21 |
| REVERSE REPO WOOD GUNDY REVERSE REPO | Short | Repurchase agreement | US | $-21M | – | -0.49 |
| RFR USD SOFR/3.55500 03/05/24-30Y LCH | Derivative-interest rate | US | $-77K | – | -0.00 | |
| RFR USD SOFR/3.62000 01/31/24-10Y LCH | Derivative-interest rate | US | $-79K | – | -0.00 | |
| RFR USD SOFR/3.65000 03/05/24-10Y LCH | Derivative-interest rate | US | $-143K | – | -0.00 | |
| RFR USD SOFR/3.65500 01/24/24-10Y LCH | Derivative-interest rate | US | $-73K | – | -0.00 | |
| RFR USD SOFR/3.66500 01/24/24-10Y LCH | Derivative-interest rate | US | $-145K | – | -0.00 | |
| RFR USD SOFR/3.68500 01/24/24-10Y LCH | Derivative-interest rate | US | $-138K | – | -0.00 | |
| RFR USD SOFR/3.70000 03/05/24-10Y LCH | Derivative-interest rate | US | $-63K | – | -0.00 | |
| RFR USD SOFR/3.71000 03/05/24-10Y LCH | Derivative-interest rate | US | $-119K | – | -0.00 | |
| RFR USD SOFR/3.72500 02/07/24-10Y LCH | Derivative-interest rate | US | $-58K | – | -0.00 | |
| RFR USD SOFR/3.78300 02/07/24-10Y LCH | Derivative-interest rate | US | $-39K | – | -0.00 | |
| RFR USD SOFR/3.83000 10/12/23-30Y LCH | Derivative-interest rate | US | $497.49 | – | 0.00 | |
| RFR USD SOFR/3.86000 02/21/24-10Y LCH | Derivative-interest rate | US | $-127K | – | -0.00 | |
| RFR USD SOFR/3.87000 10/17/23-30Y LCH | Derivative-interest rate | US | $11K | – | 0.00 | |
| RFR USD SOFR/3.88000 10/16/23-30Y LCH | Derivative-interest rate | US | $13K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-37K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/15/24-10Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | Derivative-interest rate | US | $-168K | – | -0.00 | |
| RFR USD SOFR/3.97000 02/27/24-5Y LCH | Derivative-interest rate | US | $-49K | – | -0.00 | |
| RFR USD SOFR/4.03000 10/04/23-10Y LCH | Derivative-interest rate | US | $-55K | – | -0.00 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $33K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $32K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-50K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $34K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $152K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $60K | – | 0.00 | |
| RFR USD SOFR/4.17000 10/03/23-10Y LCH | Derivative-interest rate | US | $48K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $185K | – | 0.00 | |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875 (SAMMONS FINANCIAL GROUP INC) | Long | Debt | US | $7M | – | 0.15 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $2M | – | 0.04 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $2M | – | 0.04 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $2M | – | 0.04 |
| SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $2M | – | 0.04 |
| SANTANDER HOLDINGS USA SR UNSECURED 06/29 VAR (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $3M | – | 0.07 |
| SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A (SANTANDER REVOLVING AUTO LOAN TRUST 2019-A) | Long | ABS-other | US | $3M | – | 0.08 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $8M | – | 0.19 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $3M | – | 0.07 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $2M | – | 0.04 |
| SAPPHIRE AVIATION FINANCE I LI SAPA 2018 1A A 144A (SAPPHIRE AVIATION FINANCE I LIMITED 2018-1A) | Long | ABS-other | KY | $903K | – | 0.02 |
| SARANAC CLO LTD SRANC 2018 6A A1R 144A (SARANAC CLO LTD 2018-6A) | Long | ABS-collateralized bond/debt obligation | JE | $6M | – | 0.15 |
| SAXON ASSET SECURITIES TRUST SAST 2004 1 M1 (SAXON ASSET SECURITIES TRUST 2004-1) | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| SAXON ASSET SECURITIES TRUST SAST 2004 3 M5 (SAXON ASSET SECURITIES TR 2004-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SAXON ASSET SECURITIES TRUST SAST 2005 1 M3 (SAXON ASSET SECURITIES TRUST 2005-1) | Long | ABS-mortgage backed security | US | $450K | – | 0.01 |
| SAXON ASSET SECURITIES TRUST SAST 2007 4 A1 144A (SAXON ASSET SECURITIES TRUST 2007-4) | Long | ABS-mortgage backed security | US | $455K | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2004 NC1 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2004-NC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1 (SEQUOIA MORTGAGE TRUST 2003-4) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2005 1 A2 (SEQUOIA MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| SHACKLETON CLO LTD SHACK 2017 10A AR2 144A (SHACKLETON CLO LTD 2017-10A) | Long | ABS-collateralized bond/debt obligation | KY | $854K | – | 0.02 |
| SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B | Long | Loan | US | $2M | – | 0.05 |
| SLM STUDENT LOAN TRUST SLMA 2005 A A4 (SLM STUDENT LOAN TRUST 2005-A) | Long | ABS-other | US | $289K | – | 0.01 |
| SLM STUDENT LOAN TRUST SLMA 2006 B A5 (STUDENT LOAN MARKETING ASSN 2006-B) | Long | ABS-other | US | $2M | – | 0.04 |
| SLM STUDENT LOAN TRUST SLMA 2008 2 A3 (SLM STUDENT LOAN TRUST 2008-2) | Long | ABS-other | US | $336K | – | 0.01 |
| SLM STUDENT LOAN TRUST SLMA 2008 5 A4 (SLM STUDENT LOAN TRUST 2008-5) | Long | ABS-other | US | $913K | – | 0.02 |
| SLM STUDENT LOAN TRUST SLMA 2008 7 A4 (SLM STUDENT LOAN TRUST 2008-7) | Long | ABS-other | US | $2M | – | 0.05 |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A (SLM STUDENT LOAN TRUST 2010-C) | Long | ABS-other | US | $3M | – | 0.07 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB) | Long | ABS-other | US | $2M | – | 0.05 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-A) | Long | ABS-other | US | $587K | – | 0.01 |
| SMRT SMRT 2022 MINI A 144A (SMRT 2022-MINI) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| SOCIETE GENERALE SR UNSECURED 144A 01/29 VAR | Long | Debt | FR | $3M | – | 0.08 |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $4K | – | 0.00 | |
| SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A (SOUND POINT CLO IX LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.30 |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| SOUND POINT CLO LTD SNDPT 2019 2A AR 144A (SOUND POINT CLO XXIII 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.13 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A4 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $1M | – | 0.03 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $602K | – | 0.01 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1 (SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A) | Long | Debt | US | $455K | – | 0.01 |
| SPIRIT AIR 2017 1 PTT AA PASS THRU CE 08/31 3.375 (SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA) | Long | Debt | US | $475K | – | 0.01 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.20 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A2 144A (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A3 144A (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $532K | – | 0.01 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A (STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2) | Long | ABS-mortgage backed security | US | $766K | – | 0.02 |
| STONEPEAK SALTT 2021 1A AA 144A (STONEPEAK 2021-1 ABS) | Long | ABS-other | US | $478K | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 10 A11 (STRUCTURED ASSET INVST LN TR 2004-10) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 (STRUCTURED ASSET INVESTMENT LN TR 2004-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 9 M1 (STRUCTURED ASSET INVST LN TR 2005-9) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A1 (STRUCTURED ASSET INVST LN TR 2006-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF3 M3 (STRUCTURED ASSET SECUR CORP 2005-WF4) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF3 M5 (STRUCTURED ASSET SECUR CORP 2005-WF4) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/28 5.52 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $4M | – | 0.09 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/33 5.766 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.07 |
| SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $21K | 3M | 0.00 |
| SYMPHONY CLO LTD SYMP 2020 24A AR 144A (SYMPHONY CLO XXIV LTD 2020-24A) | Long | ABS-collateralized bond/debt obligation | KY | $952K | – | 0.02 |
| SYMPHONY CLO LTD SYMP 2023 39A A 144A (SYMPHONY CLO 30 LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | BM | $10M | – | 0.22 |
| T MOBILE USA INC COMPANY GUAR 03/32 2.7 (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.05 |
| TARGA RESOURCES CORP COMPANY GUAR 03/33 6.125 | Long | Debt | US | $3M | – | 0.07 |
| TENN VALLEY AUTHORITY SR UNSECURED 09/65 4.25 (TENNESSEE VALLEY AUTHORITY (TVA)) | Long | Debt | US | $9M | – | 0.20 |
| TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $2M | – | 0.04 |
| TEXAS ELECTRIC MKT STABL SR SECURED 144A 08/48 5.057 (TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC) | Long | Debt | US | $15M | – | 0.34 |
| TEXAS ST PRIV ACTIVITY BOND SU TXSTRN 12/49 FIXED 3.922 (TEXAS PRIVATE ACTIVITY SURFACE TRANSPORTATION CORP) | Long | Debt | US | $3M | – | 0.08 |
| THORNBURG MORTGAGE SECURITIES TMST 2006 5 A1 (THORNBURG MORTGAGE SECURITIES TR 2006-5) | Long | ABS-mortgage backed security | US | $689K | – | 0.02 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 2 A2A (THORNBURG MORTGAGE SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| TIME WARNER CABLE LLC SR SECURED 05/37 6.55 | Long | Debt | US | $569K | – | 0.01 |
| TIME WARNER CABLE LLC SR SECURED 07/38 7.3 | Long | Debt | US | $3M | – | 0.06 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/49 FIXED 4.875 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $4M | – | 0.09 |
| TOLEDO EDISON COMPANY 1ST MORTGAGE 144A 05/28 2.65 | Long | Debt | US | $3M | – | 0.06 |
| TORREY PINES RE LTD SR UNSECURED 144A 06/31 VAR | Long | Debt | BM | $251K | – | 0.01 |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | Long | Debt | BM | $603K | – | 0.01 |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | Long | Debt | BM | $301K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST TPMT 2018 5 A1A 144A (TOWD POINT MORTGAGE TRUST 2018-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A (TOWD POINT MORTGAGE TRUST 2024-CES2) | Long | ABS-mortgage backed security | US | $946K | – | 0.02 |
| TPG REAL ESTATE FINANCE TRTX 2021 FL4 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.12 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.11 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $8M | – | 0.18 |
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A (TRINITAS CLO XII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.15 |
| TRUST FIBRAUNO SR UNSECURED 144A 01/30 4.869 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $4M | – | 0.10 |
| TRUST FIBRAUNO SR UNSECURED REGS 01/44 6.95 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $264K | – | 0.01 |
| TSY INFL IX N/B 01/34 1.75 (UNITED STATES GOVT) | Long | Debt | US | $150M | – | 3.46 |
| TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2 (TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | TR | $2M | – | 0.05 |
| TVA PRIN STRIP BONDS 06/38 0.00000 (TENNESSEE VALLEY AUTHORITY (TVA)) | Long | Debt | US | $1M | – | 0.03 |
| UBS AG STAMFORD CT SR UNSECURED 07/27 5 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $3M | – | 0.08 |
| UBS GROUP AG JR SUBORDINA REGS 12/49 VAR | Long | Debt | CH | $200K | – | 0.00 |
| UBS GROUP AG JR SUBORDINA REGS 12/99 VAR | Long | Debt | CH | $764K | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | Long | Debt | CH | $2M | – | 0.04 |
| UBS GROUP AG SR UNSECURED 144A 09/34 VAR | Long | Debt | CH | $14M | – | 0.31 |
| UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45 (UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.06 |
| 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 | $855K | – | 0.02 |
| UNITED AIR 2019 1 A PTT PASS THRU CE 08/31 4.55 (UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.04 |
| UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7 (UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $280K | – | 0.01 |
| UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 (UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.04 |
| UNITED AIRLINES INC SR SECURED 144A 04/26 4.375 | Long | Debt | US | $3M | – | 0.08 |
| UNITED AIRLINES INC SR SECURED 144A 04/29 4.625 | Long | Debt | US | $2M | – | 0.05 |
| UNITED AUTO CREDIT SECURITIZAT UACST 2024 1 A 144A (UNITED AUTO CREDIT SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $407K | – | 0.01 |
| UNITED MEXICAN STATES SR UNSECURED 12/99 5.75 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 0.08 |
| 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 | $-5K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $2M | – | 0.04 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $1M | – | 0.02 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $408K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $601K | – | 0.01 | |
| US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95 (US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.05 |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $24K | – | 0.00 | |
| US TREASURY N/B 02/42 2.375 (UNITED STATES GOVT) | Long | Debt | US | $109M | – | 2.52 |
| US TREASURY N/B 02/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $288M | – | 6.65 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-1M | – | -0.03 | |
| VALEO SA SNR SE ICE | Derivative-credit | FR | $12K | – | 0.00 | |
| VALEO SA SNR SE ICE | Derivative-credit | FR | $-55K | – | -0.00 | |
| VB S1 ISSUER LLC VBTEL 2022 1A C2II 144A (VB-S1 ISSUER LLC - VBTEL 2022-1A) | Long | ABS-other | US | $2M | – | 0.05 |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $27K | – | 0.00 |
| VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| VENTURE CDO LTD VENTR 2017 27A AR 144A (VENTURE XXVII CLO LTD 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| VENTURE CDO LTD VENTR 2017 28A A1R 144A (VENTURE XXVIII CLO LTD 2017-28A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| VENTURE CDO LTD VENTR 2017 29A AR 144A (VENTURE XXIX CLO LTD 2017-29A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.18 |
| VENTURE CDO LTD VENTR 2018 33A A1LR 144A (VENTURE CLO LTD 2018-33A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.10 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $80K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $21K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $17K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $11K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $5K | – | 0.00 | |
| VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.355 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $6M | – | 0.13 |
| VERIZON COMMUNICATIONS SR UNSECURED 05/33 5.05 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $3M | – | 0.07 |
| VERIZON MASTER TRUST VZMT 2023 6 A 144A (VERIZON MASTER TRUST 2023-6) | Long | ABS-other | US | $7M | – | 0.16 |
| VERUS SECURITIZATION TRUST VERUS 2020 INV1 A2 144A (VERUS SECURITIZATION TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| VERUS SECURITIZATION TRUST VERUS 2020 INV1 A3 144A (VERUS SECURITIZATION TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| VERUS SECURITIZATION TRUST VERUS 2021 8 A1 144A (VERUS SECURITIZATION TRUST 2021-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A (VERUS SECURITIZATION TRUST 2023-6) | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A (VERUS SECURITIZATION TRUST 2023-INV2) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A (VERUS SECURITIZATION TRUST 2023-INV3) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 3.75 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $95K | – | 0.00 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $280K | – | 0.01 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 08/30 4.125 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $455K | – | 0.01 |
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 | Long | Debt | US | $991K | – | 0.02 |
| VICI PROPERTIES LP SR UNSECURED 04/54 6.125 | Long | Debt | US | $961K | – | 0.02 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95 (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $5M | – | 0.12 |
| VMED O2 UK FINAN SR SECURED 144A 07/31 4.75 (VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)) | Long | Debt | GB | $3M | – | 0.08 |
| VMWARE LLC SR UNSECURED 08/31 2.2 | Long | Debt | US | $2M | – | 0.04 |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A (ING INVESTMENT MANAGEMENT CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $829K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 3A2 (WAMU MTGE P/T CERT 2007-HY7) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 AR1 A1A (WASHINGTON MUTUAL MTGE P/T 2005-AR1) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 8 A6 (WASHING MUTUAL MTGE P/T 2006-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A (WASHINGTON MUTUAL MTGE P/T 2006-AR3) | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| WAVE USA WAAV 2019 1 A 144A (WAVE TRUST 2019-1) | Long | ABS-other | US | $3M | – | 0.07 |
| WELLFLEET CLO LTD WELF 2015 1A AR4 144A (WELLFLEET CLO LTD 2015-1) | Long | ABS-collateralized bond/debt obligation | KY | $11K | – | 0.00 |
| WELLS FARGO + COMPANY SR UNSECURED 07/33 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $20M | – | 0.47 |
| WELLS FARGO + COMPANY SR UNSECURED 07/34 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $17M | – | 0.39 |
| WELLS FARGO + COMPANY SR UNSECURED 10/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $887K | – | 0.02 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C27 A5 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C27) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2004 1 1A (WELLS FARGO HOME EQUITY ABS SER 2004-1) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 1 M9 (WELLS FARGO HOME EQUITY TRUST 2005-1) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 4 M3 (WELLS FARGO HOME EQUITY TRUST 2005-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR11 A1 (WELLS FARGO MTGE BK SEC TR 2006-AR11) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR9 A1 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2007-AR9) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| WESLEYAN UNIVERSITY UNSECURED 07/16 4.781 | Long | Debt | US | $3M | – | 0.06 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 03/34 5.611 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) | Long | Debt | US | $2M | – | 0.05 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) | Long | Debt | US | $3M | – | 0.07 |
| WHITEHORSE LTD WITEH 2018 12A A 144A (WHITEHORSE XII LTD 12A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.15 |
| WILLIAMS COS INC SNR S* ICE | Derivative-credit | US | $43K | – | 0.00 | |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.21 |
| WINDMILL II RE DAC UNSECURED 144A 07/28 VAR (WINDMILL III RE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $268K | – | 0.01 |
| WINSTON RE LTD UNSECURED 144A 02/31 VAR | Long | Debt | BM | $4M | – | 0.09 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A (RCKT MORTGAGE TRUST 2024-CES1) | Long | ABS-mortgage backed security | US | $945K | – | 0.02 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A (RCKT MORTGAGE TRUST 2024-CES4) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A (WORLDWIDE PLAZA TRUST 2017-WWP) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| WSTN TRUST WSTN 2023 MAUI A 144A (WSTN TRUST 2023-MAUI) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| ZEPHYRUS CAPITAL AVIATION PART TERM LOAN (ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1) | Long | ABS-other | US | $757K | – | 0.02 |
Address
PIMCO ETF Trust
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
State Street Bank and Trust Company
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
N/A