PIMCOFUNDS > PIMCO Funds
PIMCO Moderate Duration Portfolio
$3.21B
Avg Monthly Net Assets
$3.77B
Total Assets
$608.16M
Total Liabilities
$3.16B
Net Assets
PIMCO Moderate Duration Portfolio is a Mutual Fund in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $3.21B.
On August 28th, 2024 it reported 710 holdings, the largest
being (10.4%), UNITED STATES GOVT (7.7%) and GNMA PASS THRU POOLS (3.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PIMCO Moderate Duration Portfolio | C000106508 | None |
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 |
|---|---|---|---|---|---|---|
| ACREC 2021 FL1 LTD. ACREC 2021 FL1 A 144A (ACREC 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| ADVENT HEALTH SYSTEM BONDS 03/29 2.952 (ADVENTIST HEALTH SYSTEM OF WEST) | Long | Debt | US | $4M | – | 0.12 |
| AES CORP/THE SR UNSECURED 06/28 5.45 (AES CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| AIR CANADA 2015 2AA PTT PASS THRU CE 144A 06/29 3.75 (AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | CA | $318K | – | 0.01 |
| ALABAMA ECON SETTLEMENT AUTH B ABMGEN 09/32 FIXED 4.263 (ALABAMA ECONOMIC SETTLEMENT AUTHORITY) | Long | Debt | US | $1M | – | 0.05 |
| AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65 (AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.06 |
| AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875 (AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.04 |
| 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 | $1M | – | 0.04 |
| AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 (AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.10 |
| AMERICAN EXPRESS CO SR UNSECURED 10/31 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2022 4 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2022-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1) | Long | ABS-mortgage backed security | US | $10M | – | 0.32 |
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 2 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2024 2 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2024-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| AMERICAN TOWER CORP SR UNSECURED 01/27 2.75 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $939K | – | 0.03 |
| AMERIPRISE FINANCIAL INC SR UNSECURED 12/28 5.7 | Long | Debt | US | $1M | – | 0.04 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2016 9A AR2 144A (ANCHORAGE CAPITAL CLO LTD 2016-9A) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.49 |
| ANDREW W MELLON FOUNDATI UNSECURED 08/27 0.947 (ANDREW W MELLON FOUNDATION) | Long | Debt | US | $6M | – | 0.20 |
| APEX CREDIT CLO LLC APEXC 2018 2A A1RR (APEX CREDIT CLO 2018-II LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| APIDOS CLO LTD APID 2017 26A A1AR 144A (APIDOS CLO XXVI LLC 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $386K | – | 0.01 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.28 |
| AREIT CRE TRUST AREIT 2021 CRE5 A 144A (AREIT TRUST 2021-CRE5) | Long | ABS-mortgage backed security | KY | $2M | – | 0.06 |
| AREIT CRE TRUST AREIT 2022 CRE6 A 144A (AREIT TRUST 2022-CRE6) | Long | ABS-mortgage backed security | KY | $5M | – | 0.15 |
| AREIT CRE TRUST AREIT 2022 CRE7 A 144A (AREIT TRUST 2022-CRE7) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| AREIT CRE TRUST AREIT 2023 CRE8 A 144A (AREIT TRUST 2023-CRE8) | Long | ABS-mortgage backed security | BM | $2M | – | 0.07 |
| ARES CLO LTD ARES 2016 40A A1RR 144A (ARES XL CLO LTD 2016-40A) | Long | ABS-collateralized bond/debt obligation | KY | $907K | – | 0.03 |
| ARES CLO LTD ARES 2019 52A A1R 144A (ARES LII CLO LTD 2019-52A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.19 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $72K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $35K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $27K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $12K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $8K | – | 0.00 | |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 08/25 4.125 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $589K | – | 0.02 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 1A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-1A LLC) | Long | ABS-other | US | $6M | – | 0.19 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 3A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2023-3A) | Long | ABS-other | US | $5M | – | 0.16 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 6A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-6A LLC) | Long | ABS-other | US | $8M | – | 0.25 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC) | Long | ABS-other | US | $4M | – | 0.11 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 1A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2024-1A LLC) | Long | ABS-other | US | $11M | – | 0.35 |
| BANC OF AMERICA COMMERCIAL MOR BACM 2015 UBS7 A3 (BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/29 5.381 (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $3M | – | 0.10 |
| BANK BANK 2019 BN19 A3 (BANK 2019-BN19) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| BANK BANK 2019 BN20 ASB (BANK 2019-BN20) | Long | ABS-mortgage backed security | US | $10M | – | 0.31 |
| BANK BANK 2020 BN29 ASB (BANK-2020-BN29) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| BANK OF AMERICA AUTO TRUST BAAT 2023 2A A4 144A (BANK OF AMERICA AUTO TRUST 2023-2A) | Long | ABS-other | US | $4M | – | 0.13 |
| BANK OF AMERICA CORP SR UNSECURED 03/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $11M | – | 0.35 |
| BANK OF AMERICA CORP SR UNSECURED 06/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $958K | – | 0.03 |
| BANK OF AMERICA CORP SR UNSECURED 07/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $6M | – | 0.18 |
| BANK OF AMERICA CORP SR UNSECURED 07/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| BANK OF AMERICA CORP SR UNSECURED 10/25 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $3M | – | 0.09 |
| BANK OF AMERICA CORP SR UNSECURED 10/31 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| BANK OF AMERICA CORP SR UNSECURED 12/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $5M | – | 0.17 |
| BANK OF AMERICA CREDIT CARD TR BACCT 2023 A1 A1 (BANK OF AMERICA CREDIT CARD TRUST 2023-A1) | Long | ABS-mortgage backed security | US | $13M | – | 0.40 |
| BANQUE FED CRED MUTUEL 144A 07/26 5.896 (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $3M | – | 0.11 |
| BANQUE FED CRED MUTUEL 144A 07/28 5.79 (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $6M | – | 0.18 |
| BARCLAYS PLC SR UNSECURED 03/32 VAR | Long | Debt | GB | $1M | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 11/32 VAR | Long | Debt | GB | $7M | – | 0.21 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $10M | – | 0.32 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $2M | – | 0.06 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5 | Long | Debt | US | $2M | – | 0.06 |
| BDS LTD BDS 2021 FL10 A 144A (BDS 2021-FL10 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.11 |
| BDS LTD BDS 2022 FL12 A 144A (BDS 2022-FL12 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| BENCHMARK MORTGAGE TRUST BMARK 2018 B2 ASB (BENCHMARK MORTGAGE TRUST 2018-B2) | Long | ABS-mortgage backed security | US | $746K | – | 0.02 |
| BENCHMARK MORTGAGE TRUST BMARK 2018 B8 A5 (BENCHMARK MORTGAGE TRUST 2018-B8) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B13 ASB (BENCHMARK MORTGAGE TRUST 2019-B13) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B14 ASB (BENCHMARK MORTGAGE TRUST 2019-B14) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| BENCHMARK MORTGAGE TRUST BMARK 2021 B31 AAB (BENCHMARK MORTGAGE TRUST 2021-B31) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A (BGCLO 19A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.20 |
| BNP PARIBAS 144A 01/31 VAR | Long | Debt | FR | $4M | – | 0.12 |
| BNP PARIBAS 144A 09/28 VAR | Long | Debt | FR | $8M | – | 0.26 |
| BNP PARIBAS REGS 09/28 VAR | Long | Debt | FR | $5M | – | 0.17 |
| BNP PARIBAS SR UNSECURED 144A 04/32 VAR | Long | Debt | FR | $6M | – | 0.19 |
| BNP PARIBAS SR UNSECURED 144A 11/27 3.5 | Long | Debt | FR | $2M | – | 0.05 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $5K | – | 0.00 | |
| BON SECOURS MERCY SECURED 06/30 3.464 (BON SECOURS MERCY HEALTH INC) | Long | Debt | US | $11M | – | 0.35 |
| BPCE SA 144A 01/25 2.375 | Long | Debt | FR | $4M | – | 0.12 |
| BPCE SA 144A 05/35 VAR | Long | Debt | FR | $1M | – | 0.04 |
| BPCE SA SUBORDINATED 144A 03/25 4.5 | Long | Debt | FR | $2M | – | 0.06 |
| BRIGHTHSE FIN GLBL FUND SR SECURED 144A 06/29 5.65 (BRIGHTHOUSE FINANCIAL GLOBAL FUNDING) | Long | Debt | US | $6M | – | 0.19 |
| BRITISH AIR 21 1 A PPT PASS THRU CE 144A 09/36 2.9 (BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $542K | – | 0.02 |
| BROOKFIELD FINANCE INC COMPANY GUAR 04/30 4.35 | Long | Debt | CA | $521K | – | 0.02 |
| 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 2021 ARIA A 144A (BX TRUST 2021-ARIA) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| BX TRUST BX 2021 CIP A 144A (BX COMMERCIAL MORTGAGE TRUST 2021-CIP) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BXMT LTD BXMT 2020 FL3 A 144A (BXMT 2020-FL3 LTD) | Long | ABS-mortgage backed security | KY | $6M | – | 0.19 |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $5M | – | 0.16 |
| CALIFORNIA ST UNIV REVENUE CASHGR 11/27 FIXED 1.338 (CALIFORNIA STATE UNIVERSITY) | Long | Debt | US | $895K | – | 0.03 |
| CALIFORNIA ST UNIV REVENUE CASHGR 11/28 FIXED 1.49 (CALIFORNIA STATE UNIVERSITY) | Long | Debt | US | $5M | – | 0.15 |
| CALIFORNIA ST UNIV REVENUE CASHGR 11/29 FIXED 1.69 (CALIFORNIA STATE UNIVERSITY) | Long | Debt | US | $4M | – | 0.12 |
| CALIFORNIA ST UNIV REVENUE CASHGR 11/30 FIXED 1.74 (CALIFORNIA STATE UNIVERSITY) | Long | Debt | US | $2M | – | 0.07 |
| CANTOR COMMERCIAL REAL ESTATE CF 2019 CF2 ASB (CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2) | Long | ABS-mortgage backed security | US | $8M | – | 0.24 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 10/27 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $3M | – | 0.09 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 10/31 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $3M | – | 0.11 |
| CAPITAL ONE MULTI ASSET EXECUT COMET 2023 A1 A (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2023-A1) | Long | ABS-mortgage backed security | US | $8M | – | 0.26 |
| CAPITAL ONE PRIME AUTO RECEIVA COPAR 2023 2 A3 (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $5M | – | 0.17 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| CARMAX AUTO OWNER TRUST CARMX 2023 4 A3 (CARMAX AUTO OWNER TRUST 2023-4) | Long | ABS-other | US | $8M | – | 0.26 |
| CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A (CATAMARAN CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.22 |
| CBAM CLO MANAGEMENT CBAM 2019 9A AR 144A (CBAM-2019-9A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.29 |
| CEDAR FUNDING LTD CEDF 2018 7A A1 144A (CEDAR FUNDING VII CLO LTD 2018-7A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A (CHESAPEAKE FUNDING II LLC 2024-1A) | Long | ABS-other | US | $3M | – | 0.11 |
| CHRISTUS HEALTH SR SECURED 07/28 4.341 | Long | Debt | US | $3M | – | 0.09 |
| CIFC FUNDING LTD CIFC 2014 2RA A1 144A (CIFC FUNDING LTD 2014-2RA) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| CIFC FUNDING LTD CIFC 2018 3A A 144A (CIFC FUNDING 2018-III LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| CITIBANK CREDIT CARD ISSUANCE CCCIT 2023 A1 A1 (CITIBANK CREDIT CARD ISSUANCE TRUST 2023-A1) | Long | ABS-mortgage backed security | US | $10M | – | 0.30 |
| CITIGROUP INC SR UNSECURED 03/30 VAR | Long | Debt | US | $2M | – | 0.06 |
| CITIGROUP INC SR UNSECURED 06/31 VAR | Long | Debt | US | $6M | – | 0.18 |
| CITIGROUP INC SR UNSECURED 07/26 VAR | Long | Debt | US | $3M | – | 0.10 |
| CITIGROUP INC SR UNSECURED 11/30 VAR | Long | Debt | US | $3M | – | 0.10 |
| CNO GLOBAL FUNDING SECURED 144A 06/27 5.875 | Long | Debt | US | $2M | – | 0.06 |
| COMCAST CORP COMPANY GUAR 06/29 5.1 (COMCAST CORPORATION) | Long | Debt | US | $4M | – | 0.13 |
| COMM MORTGAGE TRUST COMM 2014 UBS4 A5 (COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2014-UBS4) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| COMM MORTGAGE TRUST COMM 2015 CR23 A4 (COMMERCIAL MORTGAGE TRUST 2015-CR23) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COMM MORTGAGE TRUST COMM 2015 CR24 A4 (COMM MORTGAGE TRUST 2015-CR24) | Long | ABS-mortgage backed security | US | $891K | – | 0.03 |
| COMM MORTGAGE TRUST COMM 2015 PC1 A5 (COMM MORTGAGE TRUST 2015-PC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| COMM MORTGAGE TRUST COMM 2016 COR1 A4 (COMMERCIAL MORTGAGE PASS THRU CERTIFICATIONS 2016-COR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| COMM MORTGAGE TRUST COMM 2017 COR2 A3 (COMM MORTGAGE TRUST 2017-COR2) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| COMM MORTGAGE TRUST COMM 2018 COR3 A3 (COMM MORTGAGE TRUST 2018-COR3) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| COMM MORTGAGE TRUST COMM 2019 GC44 ASB (COMM MORTGAGE TRUST 2019-GC44) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COMM MORTGAGE TRUST COMM 2020 CBM A1 144A (COMM MORTGAGE TRUST 2020-CBM) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| COMMONSPIRIT HEALTH SR SECURED 10/30 2.782 | Long | Debt | US | $4M | – | 0.13 |
| CONSUMERS 23 SECURE FUND SR SECURED 03/28 5.55 (CONSUMERS 2023 SECURITIZATION FUNDING LLC) | Long | Debt | US | $5M | – | 0.16 |
| CONSUMERS ENERGY CO 1ST MORTGAGE 02/29 4.9 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $5M | – | 0.17 |
| CONTL AIRLINES 2012 2 A PASS THRU CE 04/26 4 (CONTINENTAL AIRLINES 2012-2 CLASS A PASS THRU CERTIFICATES) | Long | Debt | US | $287K | – | 0.01 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 06/26 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $2M | – | 0.06 |
| COREBRIDGE GLOB FUNDING SECURED 144A 09/28 5.9 (COREBRIDGE GLOBAL FUNDING) | Long | Debt | US | $2M | – | 0.06 |
| COREBRIDGE GLOB FUNDING SR SECURED 144A 07/26 5.75 (COREBRIDGE GLOBAL FUNDING) | Long | Debt | US | $6M | – | 0.19 |
| CREDIT SUISSE COMMERCIAL MORTG CSWF 2021 SOP2 A 144A (CSWF 2021-SOP2) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 FACT A 144A (CSMC 2020-FACT TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| CROWN CASTLE INC SR UNSECURED 02/28 3.8 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $1M | – | 0.05 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C4 A4 (CSAIL COMMERCIAL MORTGAGE TRUST 2015-C4) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2019 C17 ASB (CSAIL COMMERCIAL MORTGAGE TRUST 2019-C17) | Long | ABS-mortgage backed security | US | $9M | – | 0.27 |
| CVS HEALTH CORP SR UNSECURED 04/30 3.75 (CVS HEALTH CORPORATION) | Long | Debt | US | $5M | – | 0.17 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $946K | – | 0.03 |
| DBUBS MORTGAGE TRUST DBUBS 2017 BRBK A 144A (DBUBS MORTGAGE TRUST 2017-BRBK) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| DEUTSCHE BANK NY 07/27 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $10M | – | 0.31 |
| DLLMT LLC DLLMT 2023 1A A3 144A (DLLMT 2023-1 LLC) | Long | ABS-other | US | $4M | – | 0.12 |
| DLLMT LLC DLLMT 2023 1A A4 144A (DLLMT 2023-1 LLC) | Long | ABS-other | US | $6M | – | 0.18 |
| DTE ELECT SECUR FND II SR SECURED 03/33 5.97 (DTE ELECTRIC SECURITIZATION FUNDING II LLC) | Long | Debt | US | $5M | – | 0.16 |
| EATON VANCE CDO LTD EATON 2020 1A AR 144A (EATON VANCE CLO 2020-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.27 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2017 2A A 144A (ECMC GROUP STUDENT LOAN TRUST 2017-2) | Long | ABS-other | US | $3M | – | 0.08 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A (ECMC GROUP STUDENT LOAN TRUST 2018-1A) | Long | ABS-other | US | $3M | – | 0.09 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 2A A 144A (ECMC GROUP STUDENT LOAN TRUST 2018-2A) | Long | ABS-other | US | $4M | – | 0.13 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2020 3A A1B 144A (ECMC GROUP STUDENT LOAN TRUST 2020-3A) | Long | ABS-other | US | $5M | – | 0.17 |
| ELEVANCE HEALTH INC SR UNSECURED 03/31 2.55 | Long | Debt | US | $3M | – | 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 | – | 0.10 |
| EMPIRE DISTRICT BONDCO SR SECURED 01/35 4.943 (EMPIRE DISTRICT BONDCO LLC) | Long | Debt | US | $10M | – | 0.31 |
| ENI SPA SR UNSECURED 144A 05/34 5.5 | Long | Debt | IT | $8M | – | 0.25 |
| EVERGY METRO GENL REF MOR 04/34 5.4 (EVERGY METRO INC) | Long | Debt | US | $894K | – | 0.03 |
| EVERSOURCE ENERGY SR UNSECURED 05/26 4.75 | Long | Debt | US | $3M | – | 0.09 |
| EXPORT IMPORT BANK KOREA SR UNSECURED 02/25 1.875 (EXPORT-IMPORT BANK OF KOREA (KEXIM)) | Long | Debt | KR | $6M | – | 0.20 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $23M | – | 0.74 |
| FANNIE MAE FNR 2005 21 FM (FANNIE MAE 2005-21) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FANNIE MAE FNR 2007 50 FN (FANNIE MAE REMICS 2007-50) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FANNIE MAE FNR 2010 107 KF (FANNIE MAE REMICS 2010-107) | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| FANNIE MAE FNR 2010 58 FY (FANNIE MAE 2010-58) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FANNIE MAE FNR 2015 79 FE (FANNIE MAE REMICS 2015-79) | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| FANNIE MAE FNR 2015 87 BF (FANNIE MAE REMICS 2015-87) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| FANNIE MAE FNR 2016 100 WF (FANNIE MAE REMICS 2016-100) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FANNIE MAE FNR 2016 11 CF (FANNIE MAE REMICS 2016-11) | Long | ABS-mortgage backed security | US | $385K | – | 0.01 |
| FANNIE MAE FNR 2016 40 AF (FANNIE MAE REMICS 2016-40) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FANNIE MAE FNR 2016 76 CF (FANNIE MAE REMICS 2016-76) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FANNIE MAE FNR 2016 82 FM (FANNIE MAE REMICS 2016-82) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| FANNIE MAE FNR 2016 84 DF (FANNIE MAE REMICS 2016-84) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FANNIE MAE FNR 2016 87 AF (FANNIE MAE REMICS 2016-87) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| FANNIE MAE FNR 2016 88 AF (FANNIE MAE REMICS 2016-88) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FANNIE MAE FNR 2016 97 CF (FANNIE MAE REMICS 2016-97) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FANNIE MAE FNR 2020 77 DP (FANNIE MAE REMICS 2020-77) | Long | ABS-mortgage backed security | US | $10M | – | 0.32 |
| FED HM LN PC POOL G08591 FG 06/44 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FED HM LN PC POOL G08687 FG 01/46 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FED HM LN PC POOL G08693 FG 03/46 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $625K | – | 0.02 |
| FED HM LN PC POOL G08726 FG 10/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL G08769 FG 07/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| FED HM LN PC POOL G08783 FG 10/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FED HM LN PC POOL G08799 FG 02/48 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FED HM LN PC POOL G08803 FG 03/48 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.25 |
| FED HM LN PC POOL G08836 FG 09/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FED HM LN PC POOL G08841 FG 10/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FED HM LN PC POOL G08863 FG 02/49 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FED HM LN PC POOL G08877 FG 05/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FED HM LN PC POOL Q51371 FG 10/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $564K | – | 0.02 |
| FED HM LN PC POOL Q52305 FG 11/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL Q53483 FG 01/48 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $946K | – | 0.03 |
| FED HM LN PC POOL Q53775 FG 01/48 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| FED HM LN PC POOL Q56691 FG 05/48 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| FED HM LN PC POOL Q59148 FG 10/48 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $411K | – | 0.01 |
| FED HM LN PC POOL Q60419 FG 12/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FED HM LN PC POOL QB1701 FR 08/50 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FED HM LN PC POOL QC0373 FR 04/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| FED HM LN PC POOL QC0416 FR 04/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| FED HM LN PC POOL QC8521 FR 10/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FED HM LN PC POOL QC9944 FR 11/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $492K | – | 0.02 |
| FED HM LN PC POOL QD4256 FR 01/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $358K | – | 0.01 |
| FED HM LN PC POOL QD5201 FR 01/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FED HM LN PC POOL QD7266 FR 02/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $930K | – | 0.03 |
| FED HM LN PC POOL QD9682 FR 04/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $481K | – | 0.02 |
| FED HM LN PC POOL QE0800 FR 04/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $745K | – | 0.02 |
| FED HM LN PC POOL QE1102 FR 04/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FED HM LN PC POOL QE1488 FR 04/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $523K | – | 0.02 |
| FED HM LN PC POOL QE1724 FR 04/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $505K | – | 0.02 |
| FED HM LN PC POOL QE2112 FR 05/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.42 |
| FED HM LN PC POOL QE8026 FR 08/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| FED HM LN PC POOL QE8522 08/52 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $546K | – | 0.02 |
| FED HM LN PC POOL QE9261 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $519K | – | 0.02 |
| FED HM LN PC POOL QF0923 FR 09/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| FED HM LN PC POOL QF4602 FR 12/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FED HM LN PC POOL QF6264 FR 01/53 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $807K | – | 0.03 |
| FED HM LN PC POOL QF7428 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| FED HM LN PC POOL QG5000 FR 06/53 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $781K | – | 0.02 |
| FED HM LN PC POOL QH3374 FR 10/53 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL RA2797 FR 06/50 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.26 |
| FED HM LN PC POOL RA5559 FR 07/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FED HM LN PC POOL RA5759 FR 09/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| FED HM LN PC POOL RA6107 FR 10/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| FED HM LN PC POOL RA6231 FR 11/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $705K | – | 0.02 |
| FED HM LN PC POOL RA6433 FR 12/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| FED HM LN PC POOL RA6486 FR 12/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 0.80 |
| FED HM LN PC POOL RA7026 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.29 |
| FED HM LN PC POOL RA7346 FR 06/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.25 |
| FED HM LN PC POOL RA8676 FR 03/53 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL RA8828 FR 04/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $568K | – | 0.02 |
| FED HM LN PC POOL RA9338 FR 05/53 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FED HM LN PC POOL RA9541 FR 07/53 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.33 |
| FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.48 |
| FED HM LN PC POOL RJ0147 FR 09/53 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| FED HM LN PC POOL SD0853 FR 01/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FED HM LN PC POOL SD0871 FR 01/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| FED HM LN PC POOL SD1967 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| FED HM LN PC POOL SD2600 FR 07/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $733K | – | 0.02 |
| FED HM LN PC POOL SD2613 FR 01/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.52 |
| FED HM LN PC POOL SD2864 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.49 |
| FED HM LN PC POOL SD2963 FR 09/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FED HM LN PC POOL SD2964 FR 03/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $773K | – | 0.02 |
| FED HM LN PC POOL SD3417 FR 07/53 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FED HM LN PC POOL SD3478 FR 04/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.38 |
| FED HM LN PC POOL SD3942 FR 01/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| FED HM LN PC POOL SD3953 FR 02/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.43 |
| FED HM LN PC POOL SD4115 FR 10/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FED HM LN PC POOL SD8205 FR 04/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $752K | – | 0.02 |
| FED HM LN PC POOL SD8238 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FED HM LN PC POOL SD8262 FR 09/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| FED HM LN PC POOL SD8265 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53M | – | 1.69 |
| FED HM LN PC POOL SD8266 FR 11/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53M | – | 1.67 |
| FED HM LN PC POOL SD8271 FR 10/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $803K | – | 0.03 |
| FED HM LN PC POOL SD8275 FR 12/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| FED HM LN PC POOL SD8283 FR 11/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $720K | – | 0.02 |
| FED HM LN PC POOL SD8291 FR 11/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 0.56 |
| FED HM LN PC POOL SD8323 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22M | – | 0.71 |
| FED HM LN PC POOL SD8329 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.22 |
| FED HM LN PC POOL V83788 FG 12/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| FED HM LN PC POOL ZS4718 FR 05/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $752K | – | 0.02 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K506 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K506) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K509 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K509) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KJ47 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KJ47) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FIRST AMERICAN FINANCIAL SR UNSECURED 08/31 2.4 (FIRST AMERICAN FINANCIAL CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $308K | – | 0.01 |
| FLORIDA POWER + LIGHT CO 1ST MORTGAGE 06/29 5.15 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $9M | – | 0.27 |
| FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/34 FIXED 5.526 (FLORIDA HURRICANE CATASTROPHE FD FIN COR) | Long | Debt | US | $5M | – | 0.16 |
| FNMA POOL 255731 FN 06/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 256064 FN 01/26 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 256555 FN 01/27 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 257057 FN 01/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 257325 FN 08/28 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 793029 FN 07/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA POOL 841471 FN 10/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 845182 FN 11/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 889170 FN 02/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 889561 FN 06/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA POOL 890607 FN 08/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 933796 FN 05/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 973023 FN 03/38 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL 981194 FN 04/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL AA1614 FN 01/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AA9716 FN 07/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA POOL AD0362 FN 10/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL AD2694 FN 05/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL AD4085 FN 05/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL AD7136 FN 07/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA POOL AD8950 FN 07/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL AE0154 FN 07/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL AH6113 FN 03/41 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AJ9872 FN 01/42 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL AK6475 FN 02/42 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AL0484 FN 05/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL AL1768 FN 05/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AL5853 FN 05/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNMA POOL AL6273 FN 11/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FNMA POOL AL7090 FN 10/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FNMA POOL AL7203 FN 08/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA POOL AL7579 FN 02/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| FNMA POOL AN5171 FN 04/27 FIXED 3.29 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| FNMA POOL AN8612 FN 03/28 FIXED 3.29 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| FNMA POOL AN8717 FN 03/28 FIXED 3.02 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $938.26 | – | 0.00 |
| FNMA POOL AN9215 FN 05/28 FIXED 3.43 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL AS0837 FN 10/43 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| FNMA POOL AS0924 FN 11/43 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA POOL AS1338 FN 12/43 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| FNMA POOL AS1594 FN 01/44 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL AS2740 FN 06/44 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AS2741 FN 06/44 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL AT2016 FN 04/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| FNMA POOL AX5297 FN 01/42 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA POOL BK7608 FN 09/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| FNMA POOL BP7009 FN 08/50 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FNMA POOL BP9421 FN 07/50 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL BQ3719 FN 09/50 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA POOL BR6304 FN 04/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FNMA POOL BR9366 FN 05/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL BS8896 FN 09/28 FIXED 5.1 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.22 |
| FNMA POOL BT1285 FN 07/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL BT1892 FN 02/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| FNMA POOL BT9289 FN 09/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $405K | – | 0.01 |
| FNMA POOL BU8884 FN 03/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $546K | – | 0.02 |
| FNMA POOL BV0951 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $446K | – | 0.01 |
| FNMA POOL BV1262 FN 03/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL BV2584 FN 07/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL BV2634 FN 07/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL BV3853 FN 04/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $407K | – | 0.01 |
| FNMA POOL BV5332 FN 04/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $479K | – | 0.02 |
| FNMA POOL BV7702 FN 04/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $501K | – | 0.02 |
| FNMA POOL BV7912 FN 08/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| FNMA POOL BV8024 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA POOL BV8126 FN 04/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.24 |
| FNMA POOL BW4142 FN 07/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $583K | – | 0.02 |
| FNMA POOL BW4871 FN 04/53 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $318K | – | 0.01 |
| FNMA POOL BW4938 FN 05/53 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $689K | – | 0.02 |
| FNMA POOL BW7326 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA POOL CA4979 FN 01/50 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNMA POOL CA9390 FN 03/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL CB0396 FN 05/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FNMA POOL CB1004 FN 07/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $526K | – | 0.02 |
| FNMA POOL CB1134 FN 07/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $859K | – | 0.03 |
| FNMA POOL CB2301 FN 12/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA POOL CB2429 FN 12/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67M | – | 2.11 |
| FNMA POOL CB2666 FN 01/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76M | – | 2.41 |
| FNMA POOL CB2929 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $298K | – | 0.01 |
| FNMA POOL CB3169 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FNMA POOL CB3364 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FNMA POOL CB4109 FN 07/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| FNMA POOL CB4118 FN 07/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL CB4121 FN 07/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $434K | – | 0.01 |
| FNMA POOL CB4379 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $414K | – | 0.01 |
| FNMA POOL CB4800 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| FNMA POOL CB5985 FN 11/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA POOL CB6418 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $948K | – | 0.03 |
| FNMA POOL CB6832 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $948K | – | 0.03 |
| FNMA POOL FM1796 FN 10/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA POOL FM1843 FN 11/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA POOL FM3241 FN 03/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.40 |
| FNMA POOL FM4165 FN 09/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA POOL FM4595 FN 09/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| FNMA POOL FM7740 FN 06/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $794K | – | 0.03 |
| FNMA POOL FM8436 FN 09/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| FNMA POOL FM8692 FN 09/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| FNMA POOL FM9481 FN 11/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA POOL FM9855 FN 12/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL FS0029 FN 09/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $659K | – | 0.02 |
| FNMA POOL FS0145 FN 12/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| FNMA POOL FS0381 FN 01/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| FNMA POOL FS0392 FN 01/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA POOL FS0546 FN 02/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $740K | – | 0.02 |
| FNMA POOL FS0834 FN 02/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FNMA POOL FS1374 FN 03/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 0.75 |
| FNMA POOL FS1630 FN 09/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $322K | – | 0.01 |
| FNMA POOL FS1995 FN 02/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $740K | – | 0.02 |
| FNMA POOL FS2619 FN 08/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $938K | – | 0.03 |
| FNMA POOL FS3425 FN 09/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA POOL FS4203 FN 01/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| FNMA POOL FS4711 FN 09/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $725K | – | 0.02 |
| FNMA POOL FS4712 FN 04/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNMA POOL FS4972 FN 05/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27M | – | 0.86 |
| FNMA POOL FS5027 FN 02/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| FNMA POOL FS5035 FN 06/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FNMA POOL FS5125 FN 10/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $510K | – | 0.02 |
| FNMA POOL FS5387 FN 05/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 0.57 |
| FNMA POOL FS6034 FN 06/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA POOL FS6035 FN 06/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| FNMA POOL FS6048 FN 02/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA POOL MA2101 FN 11/24 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $221.05 | – | 0.00 |
| FNMA POOL MA2336 FN 07/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $593K | – | 0.02 |
| FNMA POOL MA3444 FN 08/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FNMA POOL MA3897 FN 01/35 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA POOL MA4438 FN 10/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $489K | – | 0.02 |
| FNMA POOL MA4512 FN 01/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL MA4548 FN 02/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| FNMA POOL MA4623 FN 06/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $850K | – | 0.03 |
| FNMA POOL MA4652 FN 07/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $302K | – | 0.01 |
| FNMA POOL MA4732 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28M | – | 0.87 |
| FNMA POOL MA4804 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $332K | – | 0.01 |
| FNMA POOL MA4840 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29M | – | 0.93 |
| FNMA POOL MA5119 FN 07/53 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA POOL MA5271 FN 02/54 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32M | – | 1.01 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22M | – | 0.71 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88M | – | 2.79 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88M | – | 2.78 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52M | – | 1.64 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.50 |
| FORD CREDIT AUTO OWNER TRUST/F FORDR 2023 2 A 144A (FORD CREDIT AUTO OWNER TRUST 2023-REV2) | Long | ABS-other | US | $4M | – | 0.12 |
| FREDDIE MAC FHR 3034 FL (FREDDIE MAC REMICS 3034) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 3688 NF (FREDDIE MAC 3688) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FREDDIE MAC FHR 3838 PF (FREDDIE MAC REMICS 3838) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FREDDIE MAC FHR 3843 FE (FREDDIE MAC REMICS 3843) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| FREDDIE MAC FHR 3843 FG (FREDDIE MAC REMICS 3843) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| FREDDIE MAC FHR 4400 FA (FREDDIE MAC REMICS 4400) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FREDDIE MAC FHR 4559 AF (FREDDIE MAC 4559) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FREDDIE MAC FHR 4637 WF (FREDDIE MAC REMICS 4637) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FREDDIE MAC FHR 4638 FA (FREDDIE MAC REMICS 4638) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FREDDIE MAC FHR 4936 AP (FREDDIE MAC REMICS 4936) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FREDDIE MAC FHR 4989 FA (FREDDIE MAC REMICS 4989) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FREDDIE MAC FHR 4989 FB (FREDDIE MAC REMICS 4989) | Long | ABS-mortgage backed security | US | $924K | – | 0.03 |
| FREDDIE MAC FHR 5042 CA (FREDDIE MAC REMICS 5042) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| FREDDIE MAC FHR 5050 YA (FREDDIE MAC REMICS 5050) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FREDDIE MAC FHR 5051 MA (FREDDIE MAC REMICS 5051) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FREDDIE MAC FHR 5092 XA (FREDDIE MAC REMICS 5092) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FREDDIE MAC FHR 5104 UB (FREDDIE MAC REMICS 5104) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FREDDIE MAC FHR 5115 CD (FREDDIE MAC REMICS 5115) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FREDDIE MAC FHR 5115 DA (FREDDIE MAC REMICS 5115) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FREDDIEMAC STRIP FHS 330 F4 (FREDDIE MAC STRIPS 330) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FRESNO CNTY CA PENSN OBLG FREGEN 08/30 ZEROCPNOID 0 (COUNTY OF FRESNO CA) | Long | Debt | US | $3M | – | 0.10 |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/26 1.625 | Long | Debt | US | $2M | – | 0.05 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| GENERATE CLO LTD. GNRT 2A AR 144A (GNRT-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| GEORGETOWN UNIVERSITY SR UNSECURED 04/30 2.247 (GEORGETOWN UNIVERSITY (THE)) | Long | Debt | US | $4M | – | 0.12 |
| GEORGIA POWER CO SR UNSECURED 05/25 VAR (GEORGIA POWER COMPANY) | Long | Debt | US | $4M | – | 0.14 |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2023 2 A 144A (GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $6M | – | 0.18 |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A (GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $6M | – | 0.20 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 4 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $2M | – | 0.06 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 4 A4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $5M | – | 0.16 |
| GNMA II POOL MA3105 G2 09/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101M | – | 3.21 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/27 FIXED 2.332 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $7M | – | 0.23 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR | Long | Debt | US | $4M | – | 0.12 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $3M | – | 0.08 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 05/29 VAR | Long | Debt | US | $4M | – | 0.12 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR | Long | Debt | US | $7M | – | 0.22 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR | Long | Debt | US | $14M | – | 0.43 |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP 2015 26A A1R 144A (GOLUB CAPITAL PARTNERS CLO 26B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H16 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H16) | Long | ABS-mortgage backed security | US | $411K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H24 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H24) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H25 SA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H25) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H04 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H14 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H22 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H27 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H27) | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30) | Long | ABS-mortgage backed security | US | $696.69 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H31 FT (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31) | Long | ABS-mortgage backed security | US | $364K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H06 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H10 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H10) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17) | Long | ABS-mortgage backed security | US | $660.2 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H01 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H01) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H02 FJ (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H02) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H03 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H03) | Long | ABS-mortgage backed security | US | $888K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H03 HA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H03) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 136 P (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-136) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| GPMT LTD. GPMT 2021 FL3 A 144A (GPMT LLC 2021-FL3) | Long | ABS-mortgage backed security | KY | $5M | – | 0.15 |
| GPMT LTD. GPMT 2021 FL4 A 144A (GPMT LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| GS MORTGAGE SECURITIES TRUST GSMS 2015 GC28 A5 (GS MORTGAGE SECURITIES TRUST 2015-GC28) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| 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 |
| GUARDIAN LIFE GLOB FUND SR SECURED 144A 10/28 5.737 (GUARDIAN LIFE GLOBAL FUNDING) | Long | Debt | US | $6M | – | 0.20 |
| HAWAII ST HIS 10/24 FIXED 0.802 (STATE OF HAWAII) | Long | Debt | US | $11M | – | 0.33 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-2A) | Long | ABS-other | US | $8M | – | 0.25 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 4A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-4A) | Long | ABS-other | US | $3M | – | 0.11 |
| HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT A 144A (HOSPITALITY MORTGAGE TRUST 2019-HIT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| HOUSTON TX CMNTY CLG HOUHGR 02/29 FIXED 5 (HOUSTON COMMUNITY COLLEGE SYSTEM) | Long | Debt | US | $2M | – | 0.06 |
| HSBC HOLDINGS PLC SR UNSECURED 04/26 VAR | Long | Debt | GB | $5M | – | 0.15 |
| HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR | Long | Debt | GB | $8M | – | 0.25 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $1M | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $1M | – | 0.05 |
| HSBC REPO | Long | Repurchase agreement | US | $57M | – | 1.80 |
| IDAHO ENERGY RESOURCES AUTH TR IERPWR 09/24 FIXED 2.447 (IDAHO ENERGY RESOURCES AUTHORITY) | Long | Debt | US | $4M | – | 0.14 |
| INDEPENDENCE PLAZA TRUST IPT 2018 INDP A 144A (INDEPENDENCE PLAZA TRUST 2018-INDP) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| ING GROEP NV SR UNSECURED 03/35 VAR | Long | Debt | NL | $4M | – | 0.14 |
| ING GROEP NV SR UNSECURED 04/27 VAR | Long | Debt | NL | $8M | – | 0.24 |
| INVITATION HOMES OP COMPANY GUAR 08/31 2 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $1M | – | 0.05 |
| ISRAEL ELECTRIC CORP LTD SECURED 144A REGS 02/32 3.75 (ISRAEL ELECTRIC CORPORATION LTD) | Long | Debt | IL | $2M | – | 0.06 |
| J P MORGAN TERM REPO | Long | Repurchase agreement | US | $1M | – | 0.03 |
| J P MORGAN TERM REPO | Long | Repurchase agreement | US | $100K | – | 0.00 |
| JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 (JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.17 |
| JOBSOHIO BEVERAGE SYS STWD LIQ JOBGEN 01/29 FIXED 3.985 (JOBSOHIO BEVERAGE SYSTEM) | Long | Debt | US | $5M | – | 0.16 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C24 A5 (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C24) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C29 A4 (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST-C29) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C31 A3 (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2016 C2 A4 (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2016 C4 ASB (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2019 COR6 ASB (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR6) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| JPMORGAN CHASE + CO SR UNSECURED 02/32 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $11M | – | 0.36 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $7M | – | 0.24 |
| JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $5M | – | 0.16 |
| JPMORGAN CHASE + CO SR UNSECURED 06/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $3M | – | 0.10 |
| JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $4M | – | 0.12 |
| JPMORGAN CHASE + CO SR UNSECURED 10/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.08 |
| KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| KKR GRP FIN CO VI LLC COMPANY GUAR 144A 07/29 3.75 (KKR GROUP FINANCE CO VI LLC) | Long | Debt | US | $2M | – | 0.05 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL2 A 144A (LCCM 2021-FL2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $761K | – | 0.02 |
| LIBERTY STREET TRUST LBTY 2016 225L A 144A (LIBERTY STREET TRUST 2016-225L) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45 | Long | Debt | GB | $3M | – | 0.09 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/28 4.55 | Long | Debt | GB | $2M | – | 0.06 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $7M | – | 0.23 |
| LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A (LOANCORE ISSUER LTD 2021-CRE6) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.12 |
| LOCKWOOD GROVE CLO LTD LWCLO 2014 1A A1RR 144A (LOCKWOOD GROVE CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $316K | – | 0.01 |
| LSEGA FINANCING PLC COMPANY GUAR 144A 04/28 2 | Long | Debt | GB | $1M | – | 0.04 |
| MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A (MADISON PARK FUNDING XXIX LTD 2018-29A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.14 |
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A (MAGNETITE XII LTD 2015-12A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| MAGNETITE CLO LTD MAGNE 2023 39A A 144A (MAGNETITE CLO LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.20 |
| MARATHON CLO LTD MCLO 2019 1A AAR2 (MARATHON CLO XIII LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| MARIN CNTY CA MAR 08/26 FIXED 5.41 (COUNTY OF MARIN CA) | Long | Debt | US | $2M | – | 0.06 |
| MASSMUTUAL GLOBAL FUNDIN SECURED 144A 05/29 5.15 (MASSMUTUAL GLOBAL FUNDING II) | Long | Debt | US | $3M | – | 0.09 |
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 01/29 4.85 (MASSMUTUAL GLOBAL FUNDING II) | Long | Debt | US | $8M | – | 0.26 |
| MET LIFE GLOB FUNDING I SECURED 144A 01/27 1.875 (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $5M | – | 0.16 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A (MF1 2020-FL4 LTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.09 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A (MF1 2021-FL5 LTD) | Long | ABS-mortgage backed security | KY | $4M | – | 0.13 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A (MF1 2022-FL10 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.09 |
| MIAMI DADE CNTY FL AVIATION RE MIATRN 10/24 FIXED 3.405 (COUNTY OF MIAMI-DADE FL AVIATION REVENUE) | Long | Debt | US | $298K | – | 0.01 |
| MIAMI DADE CNTY FL SPL OBLIG MIAGEN 10/28 FIXED 1.936 (COUNTY OF MIAMI DADE FLORIDA) | Long | Debt | US | $887K | – | 0.03 |
| MICHIGAN ST FIN AUTH REVENUE MISFIN 12/25 FIXED 2.466 (MICHIGAN FINANCE AUTHORITY) | Long | Debt | US | $1M | – | 0.03 |
| MICHIGAN ST FIN AUTH REVENUE MISFIN 12/26 FIXED 2.596 (MICHIGAN FINANCE AUTHORITY) | Long | Debt | US | $1M | – | 0.04 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/25 1.412 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $3M | – | 0.09 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/30 2.048 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $5M | – | 0.16 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/32 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $13M | – | 0.40 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 09/31 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.05 |
| MMAF EQUIPMENT FINANCE LLC MMAF 2022 B A3 144A (MMAF EQUIPMENT FINANCE LLC 2022-B) | Long | ABS-other | US | $8M | – | 0.24 |
| MONTEREY PK CA PENSN OBLIG MTPGEN 06/28 FIXED 1.63 (MONTEREY PARK CITY OF) | Long | Debt | US | $221K | – | 0.01 |
| MONTEREY PK CA PENSN OBLIG MTPGEN 06/30 FIXED 1.893 (MONTEREY PARK CITY OF) | Long | Debt | US | $254K | – | 0.01 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C22 A4 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2015 UBS8 A4 (MORGAN STANLEY CAPITAL I TRUST 2015-UBS8) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2016 UB11 ASB (MORGAN STANLEY CAPITAL I INC 2016-UB11) | Long | ABS-mortgage backed security | US | $534K | – | 0.02 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2017 HR2 A4 (MORGAN STANLEY CAPITAL I INC 2017-HR2) | Long | ABS-mortgage backed security | US | $658K | – | 0.02 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 L3 ASB (MORGAN STANLEY CAPITAL I TRUST 2019-L3) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A (MORGAN STANLEY CAPITAL I INC 2021-230P) | Long | ABS-mortgage backed security | US | $8M | – | 0.25 |
| MORGAN STANLEY SR UNSECURED 01/28 VAR | Long | Debt | US | $19M | – | 0.59 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $2M | – | 0.06 |
| MORGAN STANLEY SR UNSECURED 07/32 VAR | Long | Debt | US | $899K | – | 0.03 |
| MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A (MOUNTAIN VIEW CLO LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $444K | – | 0.01 |
| MSWF COMMERCIAL MORTGAGE TRUST MSWF 2023 2 A5 (MSWF COMMERCIAL MORTGAGE TRUST 2023-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| MUTUAL OF OMAHA GLOBAL SECURED 144A 07/26 5.8 (MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING) | Long | Debt | US | $2M | – | 0.07 |
| NATIONAL GRID PLC SR UNSECURED 06/28 5.602 | Long | Debt | GB | $3M | – | 0.10 |
| NATIONAL RURAL UTIL COOP SR UNSECURED 05/27 5.1 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION) | Long | Debt | US | $8M | – | 0.25 |
| NATIONAL RURAL UTIL COOP SR UNSECURED 11/26 5.6 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION) | Long | Debt | US | $3M | – | 0.09 |
| NATWEST GROUP PLC SR UNSECURED 04/26 4.8 | Long | Debt | GB | $6M | – | 0.19 |
| NATWEST GROUP PLC SR UNSECURED 06/27 VAR | Long | Debt | GB | $9M | – | 0.29 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A (NAVIENT STUDENT LOAN TRUST 2015-BA) | Long | ABS-other | US | $2M | – | 0.07 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A (NAVIENT STUDENT LOAN TRUST 2017-5A) | Long | ABS-other | US | $2M | – | 0.07 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 A A2B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A) | Long | ABS-other | US | $551K | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A (NAVIENT STUDENT LOAN TRUST 2020-IA) | Long | ABS-other | US | $2M | – | 0.05 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA A1A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $2M | – | 0.05 |
| NBN CO LTD SR UNSECURED 144A 05/26 1.45 (NBN CO LIMITED) | Long | Debt | AU | $3M | – | 0.09 |
| NEUBERGER BERMAN CLO LTD NEUB 2013 15A A1R2 144A (NEUBERGER BERMAN CLO XV 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| NEW YORK CITY NY TRANSITIONAL NYCGEN 05/25 FIXED 2.01 (NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE) | Long | Debt | US | $3M | – | 0.09 |
| NEW YORK CITY NY TRANSITIONAL NYCGEN 08/27 FIXED 5.008 (NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE) | Long | Debt | US | $899K | – | 0.03 |
| NEW YORK CITY NY TRANSITIONAL NYCGEN 11/27 FIXED 2.98 (NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE) | Long | Debt | US | $7M | – | 0.21 |
| NEW YORK ST URBAN DEV CORP REV NYSDEV 03/27 FIXED 1.496 (NEW YORK STATE URBAN DEVELOPMENT CORPORATION) | Long | Debt | US | $9M | – | 0.27 |
| NISSAN AUTO LEASE TRUST NALT 2024 A A3 (NISSAN AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $10M | – | 0.31 |
| NISSAN AUTO LEASE TRUST NALT 2024 A A4 (NISSAN AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.07 |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 5.594 | Long | Debt | JP | $3M | – | 0.08 |
| NORTHWESTERN MUTUAL GLBL SECURED 144A 06/28 4.9 (NORTHWESTERN MUTUAL GLOBAL FUNDING) | Long | Debt | US | $4M | – | 0.13 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/28 5.65 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $2M | – | 0.06 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $17M | – | 0.55 |
| OCP CLO LTD OCP 2014 7A A1RR 144A (OCP CLO LTD 2014-7A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| OSD CLO LTD OSD 2021 23A A 144A (OSD CLO 2021-23A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.17 |
| OZLM FUNDING LTD OZLMF 2013 4A A1R 144A (OZLM FUNDING IV LTD 2013-4A) | Long | ABS-collateralized bond/debt obligation | KY | $663K | – | 0.02 |
| OZLM LTD OZLM 2019 24A A1AR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.16 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/29 6.1 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/34 6.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/27 5.45 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $4M | – | 0.11 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/33 6.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.06 |
| PACIFICORP 1ST MORTGAGE 02/31 5.3 | Long | Debt | US | $2M | – | 0.07 |
| PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A (PALMER SQUARE CLO LTD 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| PALMER SQUARE CLO LTD PLMRS 2023 4A A 144A (PALMER SQUARE CLO 2023-4A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.32 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A (PALMER SQUARE LOAN FUNDING 2021-3) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| PAWNEE EQUIPMENT RECEIVABLES PWNE 2022 1 A3 144A (PAWNEE EQUIPMENT RECEIVABLES 2022-1) | Long | ABS-other | US | $2M | – | 0.07 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375 (PEACEHEALTH OBLIGATED GROUP) | Long | Debt | US | $3M | – | 0.09 |
| PFP III PFP 2021 8 A 144A (PFP III LTD 2021-8) | Long | ABS-mortgage backed security | KY | $1M | – | 0.04 |
| PFP III PFP 2022 9 A 144A (PFP 2022-9 LTD A) | Long | ABS-mortgage backed security | KY | $3M | – | 0.10 |
| PNC FINANCIAL SERVICES SR UNSECURED 01/28 VAR (PNC FINANCIAL SERVICES GROUP INC) | Long | Debt | US | $2M | – | 0.06 |
| PORT AUTH OF NEW YORK NEW JE PORTRN 12/24 FIXED 5.859 (THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY) | Long | Debt | US | $3M | – | 0.08 |
| PROLOGIS TARGETED US COMPANY GUAR 144A 04/34 5.5 (PROLOGIS TARGETED US LOGISTICS FUND LP) | Long | Debt | US | $6M | – | 0.18 |
| PROTECTIVE LIFE GLOBAL SECURED 144A 01/27 4.992 (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $2M | – | 0.06 |
| PROTECTIVE LIFE GLOBAL SECURED 144A 04/26 1.618 (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $3M | – | 0.09 |
| PROTECTIVE LIFE GLOBAL SECURED 144A 12/28 5.467 (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $1M | – | 0.03 |
| PROV ST JOSEPH HLTH OBL SR UNSECURED 10/33 5.403 (PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP) | Long | Debt | US | $3M | – | 0.09 |
| PUGET SOUND ENERGY INC SR SECURED 06/34 5.33 | Long | Debt | US | $2M | – | 0.06 |
| RAD CLO LTD RAD 2019 5A AR 144A (RAD CLO LTD 2019-5A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| REPO BANK AMERICA REPO | Long | Repurchase agreement | US | $329M | – | 10.41 |
| RGA GLOBAL FUNDING SECURED 144A 05/29 5.448 | Long | Debt | US | $4M | – | 0.13 |
| RGA GLOBAL FUNDING SECURED 144A 11/28 6 | Long | Debt | US | $5M | – | 0.16 |
| RGA GLOBAL FUNDING SR SECURED 144A 01/29 2.7 | Long | Debt | US | $2M | – | 0.07 |
| RIVERSIDE CA ELEC REVENUE RIVPWR 10/40 FIXED 7.605 (CITY OF RIVERSIDE CA ELECTRIC REVENUE) | Long | Debt | US | $598K | – | 0.02 |
| ROCHE HOLDINGS INC COMPANY GUAR 144A 11/30 5.489 | Long | Debt | US | $6M | – | 0.19 |
| ROMARK CLO LTD RMRK 2017 1A A1R 144A (ROMARK CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| SAFEHOLD GL HOLDINGS LLC COMPANY GUAR 04/34 6.1 | Long | Debt | US | $6M | – | 0.18 |
| SAN DIEGO G + E SR SECURED 10/30 1.7 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| SAN FRANCISCO CITY CNTY CA P SFOWTR 11/25 FIXED 5.5 (CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE) | Long | Debt | US | $3M | – | 0.09 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $2M | – | 0.08 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 06/27 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $925K | – | 0.03 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 08/26 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $2M | – | 0.06 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $4M | – | 0.12 |
| SARANAC CLO LTD SRANC 2018 6A A1R 144A (SARANAC CLO LTD 2018-6A) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.05 |
| SBA TOWER TRUST ASSET BACKED 144A 07/50 1.884 | Long | Debt | US | $8M | – | 0.24 |
| SBA TOWER TRUST SBAC 2014 2A C 144A | Long | Debt | US | $2M | – | 0.05 |
| SBNA AUTO LEASE TRUST SBALT 2023 A A4 144A (SBNA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $1M | – | 0.03 |
| SEMPRA SR UNSECURED 08/26 5.4 | Long | Debt | US | $5M | – | 0.15 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $895K | – | 0.03 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $497K | – | 0.02 |
| SLC STUDENT LOAN TRUST SLCLT 2007 1 A4 (SLC STUDENT LOAN TRUST 2007-1) | Long | ABS-other | US | $470K | – | 0.01 |
| SLC STUDENT LOAN TRUST SLCLT 2010 1 A (SLC STUDENT LOAN TRUST 2010-1) | Long | ABS-other | US | $113K | – | 0.00 |
| SLM STUDENT LOAN TRUST SLMA 2004 10 A7B 144A (SLM CONSOLIDATION STUD LN TRUST 2004-10) | Long | ABS-other | US | $383K | – | 0.01 |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A (SLM STUDENT LOAN TRUST 2010-C) | Long | ABS-other | US | $3M | – | 0.09 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA) | Long | ABS-other | US | $576K | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-A) | Long | ABS-other | US | $3M | – | 0.09 |
| SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/33 5.7 (SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $4M | – | 0.12 |
| SOUTH DAKOTA ST EDUCTNL ENHANC EDL 06/25 FIXED 1.245 (EDUCATIONAL ENHANCEMENT FUNDING CORP) | Long | Debt | US | $2M | – | 0.05 |
| SOUTH DAKOTA ST EDUCTNL ENHANC EDL 06/26 FIXED 1.495 (EDUCATIONAL ENHANCEMENT FUNDING CORP) | Long | Debt | US | $2M | – | 0.07 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $993K | – | 0.03 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $3M | – | 0.09 |
| SREIT TRUST SREIT 2021 IND A 144A (SREIT TRUST 2021-IND) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR | Long | Debt | GB | $2M | – | 0.08 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/34 VAR | Long | Debt | GB | $5M | – | 0.16 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.27 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/29 3.04 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $7M | – | 0.21 |
| SUTTER HEALTH UNSECURED 08/28 3.695 | Long | Debt | US | $1M | – | 0.04 |
| SUTTER HEALTH UNSECURED 08/30 2.294 | Long | Debt | US | $7M | – | 0.21 |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A (SYNCHRONY CARD ISSUANCE TRUST 2023-A2) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| TENN VALLEY AUTHORITY SR UNSECURED 05/30 7.125 (TENNESSEE VALLEY AUTHORITY (TVA)) | Long | Debt | US | $11M | – | 0.36 |
| TEXAS ELECTRIC MKT STABL SR SECURED 144A 02/44 4.966 (TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC) | Long | Debt | US | $5M | – | 0.14 |
| TEXAS ELECTRIC MKT STABL SR SECURED 144A 08/36 4.265 (TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC) | Long | Debt | US | $9M | – | 0.30 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $5M | – | 0.15 |
| TEXAS TRANSPRTN COMMISSION ST TXSTRN 04/26 FIXED 5.028 (TEXAS DEPARTMENT OF TRANSPORTATION STATE HIGHWAY FUND) | Long | Debt | US | $1M | – | 0.04 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/26 FIXED 1.82 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $3M | – | 0.10 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/27 FIXED 2.02 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $4M | – | 0.13 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/28 FIXED 2.351 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $3M | – | 0.09 |
| TOYOTA LEASE OWNER TRUST TLOT 2023 A A2 144A (TOYOTA LEASE OWNER TRUST 2023-A) | Long | ABS-other | US | $2M | – | 0.05 |
| TOYOTA LEASE OWNER TRUST TLOT 2023 B A3 144A (TOYOTA LEASE OWNER TRUST 2023-B) | Long | ABS-other | US | $2M | – | 0.06 |
| 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 | – | 0.16 |
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A (TRINITAS CLO LTD 2020-14A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.22 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2017 C4 ASB (UBS COMMERCIAL MORTGAGE TRUST 2017-C4) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2017 C6 ASB (UBS COMMERCIAL MORTGAGE TRUST 2017-C6) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C12 ASB (UBS COMMERCIAL MORTGAGE TRUST 2018-C12) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C8 ASB (UBS COMMERCIAL MORTGAGE TRUST 2018-C8) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2019 C17 ASB (UBS COMMERCIAL MORTGAGE TRUST 2019-C17) | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2019 C18 ASB (UBS COMMERCIAL MORTGAGE TRUST 2019-C18) | Long | ABS-mortgage backed security | US | $879K | – | 0.03 |
| UBS GROUP AG SR UNSECURED 04/26 4.55 | Long | Debt | CH | $1M | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 02/32 VAR | Long | Debt | CH | $10M | – | 0.31 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $6M | – | 0.18 |
| UBS GROUP AG SR UNSECURED 144A 06/26 VAR | Long | Debt | CH | $2M | – | 0.06 |
| UBS GROUP AG SR UNSECURED 144A 08/27 4.703 | Long | Debt | CH | $7M | – | 0.23 |
| 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 | $543K | – | 0.02 |
| 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 | $733K | – | 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 | $3M | – | 0.10 |
| 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 | $1M | – | 0.04 |
| 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 | $5M | – | 0.16 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/27 FIXED 1.316 (UNIVERSITY OF CALIFORNIA) | Long | Debt | US | $1M | – | 0.03 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/27 FIXED 1.366 (UNIVERSITY OF CALIFORNIA) | Long | Debt | US | $3M | – | 0.09 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 07/25 FIXED 3.063 (UNIVERSITY OF CALIFORNIA) | Long | Debt | US | $5M | – | 0.16 |
| UPMC SECURED 05/33 5.035 (UNIVERSITY OF PITTSBURGH MEDICAL CENTER (UPMC)) | Long | Debt | US | $1M | – | 0.04 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $770K | – | 0.02 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $577K | – | 0.02 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $640K | – | 0.02 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $904K | – | 0.03 | |
| US TREASURY N/B 10/30 4.875 (UNITED STATES GOVT) | Long | Debt | US | $243M | – | 7.68 |
| US TREASURY N/B 11/33 4.5 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.32 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-643K | – | -0.02 | |
| UTAH ST MUNI PWR AGY PWR SPLY UTSPWR 07/28 FIXED 3.237 (UTAH MUNICIPAL POWER AGENCY) | Long | Debt | US | $2M | – | 0.06 |
| UTAH ST UTS 07/25 FIXED 3.539 | Long | Debt | US | $231K | – | 0.01 |
| VENTAS REALTY LP COMPANY GUAR 01/26 4.125 | Long | Debt | US | $978K | – | 0.03 |
| VENTURE CDO LTD VENTR 2017 27A AR 144A (VENTURE XXVII CLO LTD 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| VENTURE CDO LTD VENTR 2017 28A A1R 144A (VENTURE XXVIII CLO LTD 2017-28A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.23 |
| VENTURE CDO LTD VENTR 2019 38A A1R 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $6M | – | 0.20 |
| VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.33 |
| VIRGINIA POWER FUEL SEC SR SECURED 05/29 5.088 (VIRGINIA POWER FUEL SECURITIZATION LLC) | Long | Debt | US | $5M | – | 0.16 |
| VIRGINIA POWER FUEL SEC SR SECURED 05/33 4.877 (VIRGINIA POWER FUEL SECURITIZATION LLC) | Long | Debt | US | $5M | – | 0.16 |
| VMC FINANCE LLC VMC 2021 FL4 A 144A (VMC FINANCE 2021-FL4 LLC) | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 1 A3 (VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1) | Long | ABS-other | US | $4M | – | 0.14 |
| VOYA CLO LTD VOYA 2017 1A A1R 144A (VOYA CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| WAIKIKI BEACH HOTEL TRUST WBHT 2019 WBM A 144A (WAIKIKI BEACH HOTEL TRUST 2019-WBM) | Long | ABS-mortgage backed security | US | $10M | – | 0.31 |
| WELLS FARGO + COMPANY SR UNSECURED 04/31 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $10M | – | 0.30 |
| WELLS FARGO + COMPANY SR UNSECURED 05/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.08 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C28 A4 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C28 ASB (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS2 ASB (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 BNK1 A3 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C35 ASB (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 C45 ASB (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C51 A4 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C51) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C55 ASB (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| WISCONSIN ST GEN FUND ANNUAL A WISGEN 05/27 FIXED 2.196 (STATE OF WISCONSIN) | Long | Debt | US | $3M | – | 0.10 |
| WISCONSIN ST GEN FUND ANNUAL A WISGEN 05/28 FIXED 2.299 (STATE OF WISCONSIN) | Long | Debt | US | $2M | – | 0.06 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2023 C A3 (WORLD OMNI AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $2M | – | 0.08 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2023 C A4 (WORLD OMNI AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $898K | – | 0.03 |
| WSTN TRUST WSTN 2023 MAUI A 144A (WSTN TRUST 2023-MAUI) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| WYANDOTTE CNTY/KANSAS CITY KS WYAUTL 09/28 FIXED 1.861 (WYANDOTTE COUNTY-KANSAS CITY UNIFIED GOVERNMENT UTILITY SYSTEM REVENUE) | Long | Debt | US | $2M | – | 0.06 |
| WYANDOTTE CNTY/KANSAS CITY KS WYAUTL 09/29 FIXED 1.961 (WYANDOTTE COUNTY-KANSAS CITY UNIFIED GOVERNMENT UTILITY SYSTEM REVENUE) | Long | Debt | US | $523K | – | 0.02 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.